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] 0.001894395 0.000296466 0.001487158 0.002345705
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007069644 0.003980163 -0.01324692 -0.002213695
#> Sigma[2,2] 0.192986716 0.049258866 0.14163056 0.267996487
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00639853 0.00566884 0.0004211037 0.01524854
#> Sigma[3,2] -0.17225294 0.05445496 -0.2572985238 -0.10960911
#> Sigma[3,3] 0.32586473 0.09294828 0.2305383154 0.48713730
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00377990 0.005181989 -0.0008734907 0.01272017
#> Sigma[4,2] -0.09976904 0.045831975 -0.1792987412 -0.05272451
#> Sigma[4,3] 0.28963762 0.091208592 0.1803912450 0.43707167
#> Sigma[4,4] 0.28583704 0.089112880 0.1722143601 0.41899412
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96657586 0.01984700 0.93562864 0.99063491
#> lag1_var2 0.01294982 0.03142740 -0.02068135 0.06636966
#> lag1_var3 0.04081355 0.06218170 -0.03210368 0.13782250
#> lag1_var4 -0.03268578 0.05679429 -0.11950274 0.03228464
#> const 0.49621924 0.34094787 0.01998558 0.92556940
#> exo1 -0.01709371 0.05263426 -0.09480602 0.04394980
#> exo2 -0.02944265 0.05468873 -0.10739421 0.03640829
#> exo3 -0.10780281 0.04391109 -0.15282792 -0.04310247
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34532267 0.2111291 0.1049869 0.63957919
#> lag1_var2 0.65648191 0.1790143 0.4682022 0.95980033
#> lag1_var3 -0.73804200 0.3475479 -1.1757409 -0.22041480
#> lag1_var4 0.57892064 0.3357188 0.1103467 1.05225539
#> const -0.34425357 3.7313369 -3.8213889 4.98941872
#> exo1 0.01654274 0.4349548 -0.4971574 0.69225170
#> exo2 -0.15738326 0.4795973 -0.7365693 0.62028832
#> exo3 -0.68686510 0.5664448 -1.3956515 0.08820151
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11931300 0.2833668 -0.5367098 0.27631191
#> lag1_var2 0.03624287 0.2478200 -0.2447829 0.42734906
#> lag1_var3 1.84648890 0.5127860 1.1401716 2.51946395
#> lag1_var4 -0.74840527 0.5035863 -1.3389523 -0.04010481
#> const 0.94364462 3.2580983 -2.9455471 5.30768215
#> exo1 -0.20987762 0.6622535 -1.2268315 0.44976264
#> exo2 -0.72899744 0.4029312 -1.2110300 -0.15798871
#> exo3 1.27279068 0.5754407 0.4745319 1.94833821
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.675484e-02 0.2704547 -0.39411744 0.3723373
#> lag1_var2 1.196459e-06 0.2615592 -0.26965723 0.4171771
#> lag1_var3 8.668472e-01 0.5667227 -0.03380472 1.5330127
#> lag1_var4 2.130486e-01 0.5354822 -0.35343054 1.0733357
#> const -1.356166e+00 2.7983041 -4.76422563 2.5663114
#> exo1 -2.455431e-01 0.6229962 -1.14796393 0.5035424
#> exo2 -8.445517e-01 0.3436448 -1.39083728 -0.4669031
#> exo3 1.170534e+00 0.4815090 0.49974746 1.7048100
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004998814 0.001608389 0.00365411 0.007783605
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01015566 0.003068194 -0.01508090 -0.007192165
#> Sigma[2,2] 0.07622164 0.015664550 0.05614356 0.098451031
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008379087 0.003599140 0.004597094 0.01430220
#> Sigma[3,2] -0.031161591 0.009839515 -0.046439891 -0.01830701
#> Sigma[3,3] 0.042978289 0.013623817 0.026661731 0.06433301
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006563465 0.002515110 -0.002591012 0.00401517
#> Sigma[4,2] 0.0317322336 0.007571995 0.023193956 0.04290917
#> Sigma[4,3] 0.0223526958 0.009641486 0.013718805 0.03744242
#> Sigma[4,4] 0.0548607186 0.014123865 0.039404945 0.07628756
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999843713 0.02978356 0.95567589 1.03888000
#> lag1_var2 -0.094020164 0.10365409 -0.22917544 0.04910695
#> lag1_var3 -0.132692963 0.14022469 -0.33930088 0.06155118
#> lag1_var4 0.127864829 0.13411875 -0.06503962 0.31827415
#> const 0.285383758 0.58199931 -0.48247917 0.97513414
#> exo1 0.065989437 0.06499876 -0.02431458 0.15618227
#> exo2 -0.084192722 0.10223348 -0.21099796 0.04856590
#> exo3 -0.004253294 0.07044048 -0.09359555 0.10044260
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04214192 0.1189220 -0.09917126 0.23338340
#> lag1_var2 0.27996415 0.5066377 -0.60010973 0.66984954
#> lag1_var3 -0.79793523 0.7272999 -1.95552211 -0.13126952
#> lag1_var4 0.81428495 0.6892010 0.18653419 1.93587712
#> const -0.61747742 1.7487383 -2.55491003 1.59538399
#> exo1 -0.06069237 0.2451189 -0.37637828 0.26346053
#> exo2 0.50164796 0.3681149 0.09889746 1.07072883
#> exo3 -0.52612682 0.4006356 -1.06585313 0.02991849
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15667630 0.1277795 -0.33243889 0.01646223
#> lag1_var2 0.40970400 0.3319809 0.03924657 0.89527669
#> lag1_var3 1.45367824 0.4565443 0.93237950 2.15373558
#> lag1_var4 -0.44444746 0.4217755 -1.09151427 0.02174178
#> const 2.09411283 1.4514828 -0.09736139 3.94003516
#> exo1 0.08168407 0.1286432 -0.06245196 0.27416774
#> exo2 -0.01472555 0.2885136 -0.35709744 0.41493627
#> exo3 1.61543790 0.2919681 1.31536928 2.05769189
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16661931 0.1237679 -0.29483658 0.03585342
#> lag1_var2 0.09936342 0.3802094 -0.45364784 0.53739704
#> lag1_var3 0.15776374 0.4762050 -0.57324683 0.61267943
#> lag1_var4 0.90640871 0.4547845 0.46415347 1.59273280
#> const -0.59917815 1.3953860 -2.85039275 0.77644645
#> exo1 0.04991336 0.1543857 -0.17856544 0.27112379
#> exo2 0.41961257 0.2825275 -0.03026387 0.77665329
#> exo3 1.43506975 0.1832665 1.22822380 1.68963242
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001574192 0.0003567863 0.001139624 0.002064818
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0458084 0.016232 -0.06371585 -0.02108131
#> Sigma[2,2] 6.8451241 1.891812 4.57111222 9.72341148
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01886001 0.008863604 0.008175669 0.03044004
#> Sigma[3,2] -3.77556787 1.077406341 -5.330123635 -2.42107857
#> Sigma[3,3] 3.61583555 0.618555785 2.779231505 4.32795647
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01206989 0.01247254 -0.02794788 0.006049413
#> Sigma[4,2] 0.66934214 0.52507332 -0.03820777 1.333876988
#> Sigma[4,3] 1.45878792 0.44893749 0.88772051 2.021301037
#> Sigma[4,4] 2.25105252 0.47417637 1.56236406 2.830802523
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00485523 0.01950215 0.98323573 1.03580709
#> lag1_var2 -0.01254272 0.02087142 -0.04188654 0.01441184
#> lag1_var3 -0.03192838 0.03408649 -0.07999003 0.01077895
#> lag1_var4 0.02480940 0.03054883 -0.01223623 0.06833131
#> const 0.24999116 0.28886730 -0.15928484 0.62984871
#> exo1 0.01816707 0.04006702 -0.04441527 0.05502339
#> exo2 -0.04493261 0.04086320 -0.08557985 0.02541358
#> exo3 0.03892943 0.05074954 -0.02281250 0.11299473
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.587940 1.2244308 -6.320708 -3.1390428
#> lag1_var2 5.416625 0.9813931 4.052563 6.7113331
#> lag1_var3 8.551829 1.6815166 6.467373 10.9877589
#> lag1_var4 -7.018446 1.5018297 -8.974516 -5.0875215
#> const 24.788055 23.0150000 -9.789199 51.0452599
#> exo1 -2.647251 2.4984755 -6.745327 0.1298031
#> exo2 -1.035201 2.3939199 -4.199155 2.2329557
#> exo3 1.067030 2.2914926 -1.493165 4.6126248
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.2117683 0.8180596 2.133242 4.3965943
#> lag1_var2 -2.8383635 1.1119480 -4.147448 -1.3226830
#> lag1_var3 -4.4835875 1.7775272 -6.539545 -2.1430161
#> lag1_var4 4.3759339 1.5806042 2.334001 6.2308495
#> const -14.6524670 9.8656138 -27.263462 -1.0318943
#> exo1 0.9595777 1.7117057 -1.054410 3.3037642
#> exo2 -1.7781349 1.7125551 -4.298795 0.4699679
#> exo3 0.6055579 2.2601377 -2.027349 3.6907687
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3222506 0.7035935 -0.8183097 1.1507885
#> lag1_var2 0.1744115 0.9616192 -1.0262969 1.6224282
#> lag1_var3 0.2956860 1.4909408 -1.5273663 2.5808230
#> lag1_var4 0.6067391 1.2612715 -1.3050833 2.2062506
#> const -1.6361776 11.6476092 -17.8567858 14.3890642
#> exo1 -0.5608215 1.3131424 -2.3721464 0.9609956
#> exo2 -2.8801018 1.4852883 -4.3662522 -0.3905766
#> exo3 1.5320091 2.5534681 -2.1602709 4.5827031
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009932385 0.0002487284 0.0007291835 0.001357501
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001332861 0.0005608615 -0.00212559 -0.000652612
#> Sigma[2,2] 0.043279969 0.0084805904 0.03174039 0.056159357
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008311161 0.002030685 -0.001839509 0.003388699
#> Sigma[3,2] -0.0267122861 0.014059462 -0.048428386 -0.008697251
#> Sigma[3,3] 0.1566662696 0.044810959 0.090435977 0.213332102
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002419867 0.002038099 -0.002770263 0.002615927
#> Sigma[4,2] 0.0076908227 0.014530480 -0.012885410 0.027680207
#> Sigma[4,3] 0.1383794395 0.040022632 0.074682520 0.179465775
#> Sigma[4,4] 0.1476817504 0.035385121 0.090168713 0.183433913
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944716521 0.02282266 0.912680469 0.970930210
#> lag1_var2 0.110929848 0.07630381 0.026486370 0.231273467
#> lag1_var3 0.123356974 0.09630730 0.008369903 0.273741307
#> lag1_var4 -0.114806319 0.09201107 -0.259645319 -0.005552104
#> const 0.794815343 0.25526879 0.390664953 1.073470142
#> exo1 -0.004767233 0.02516571 -0.045351412 0.026702227
#> exo2 -0.106294920 0.03720359 -0.151873564 -0.051512966
#> exo3 -0.008089658 0.02171052 -0.033700420 0.026251014
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28517143 0.1765358 0.02620471 0.51302675
#> lag1_var2 0.14512471 0.4929262 -0.57131332 0.70826877
#> lag1_var3 -0.80418159 0.6678373 -1.84878366 -0.09439909
#> lag1_var4 0.73509509 0.6293976 0.08108734 1.71301390
#> const -1.60411510 1.6291918 -3.31936729 0.92169543
#> exo1 -0.01631213 0.1583267 -0.19270921 0.24217734
#> exo2 2.05046770 0.2566525 1.65891503 2.35641222
#> exo3 -0.61742882 0.1906913 -0.86641149 -0.36911357
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1896525 0.3566712 -0.8176829 0.15188359
#> lag1_var2 0.4450936 1.0270082 -1.0028940 1.92367139
#> lag1_var3 1.2398700 1.4437164 -0.7885477 3.36218740
#> lag1_var4 -0.1806645 1.3685276 -2.1569814 1.77357128
#> const 0.1498017 3.4281463 -3.4241103 5.67291126
#> exo1 -0.1580601 0.3978763 -0.8079247 0.23224391
#> exo2 -2.6556682 0.3829767 -3.2083493 -2.07720240
#> exo3 -0.7275471 0.4711482 -1.1656186 0.01861798
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04516399 0.3556066 -0.4707278 0.4064071
#> lag1_var2 0.27573171 1.1087455 -1.3909543 1.6463745
#> lag1_var3 0.25620319 1.5325606 -2.0646756 2.1444305
#> lag1_var4 0.76344313 1.4578601 -1.0099193 2.9846249
#> const -2.52457476 3.5123155 -6.8983186 2.7467297
#> exo1 -0.17475590 0.4672309 -0.9001377 0.4093675
#> exo2 -1.00718623 0.4238378 -1.4694393 -0.2914579
#> exo3 -1.23107861 0.4766563 -1.5865296 -0.4904675
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002155102 0.0003992813 0.001662996 0.002780863
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05948644 0.0150170 -0.08312704 -0.04354259
#> Sigma[2,2] 3.29816343 0.7737275 2.34632207 4.43785000
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04283106 0.009825201 0.0327337 0.05803971
#> Sigma[3,2] -2.27770755 0.442365558 -2.9187760 -1.67951489
#> Sigma[3,3] 1.86189144 0.306284281 1.4319850 2.26813983
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007714671 0.00281073 0.004097444 0.01192204
#> Sigma[4,2] -0.305348193 0.17032779 -0.536673133 -0.07358346
#> Sigma[4,3] 0.530808372 0.16053337 0.295327200 0.73570320
#> Sigma[4,4] 0.383427476 0.08995383 0.269410260 0.51504972
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9013086443 0.02685477 0.86698405 0.93804227
#> lag1_var2 0.1864900357 0.06155584 0.09711233 0.26657188
#> lag1_var3 0.3120435076 0.10000322 0.16459233 0.44031167
#> lag1_var4 -0.2843473190 0.09052506 -0.39903028 -0.15184607
#> const 1.0284977585 0.28713336 0.65942872 1.42359453
#> exo1 0.0009149486 0.03234874 -0.03641826 0.04803790
#> exo2 -0.1274118547 0.04628762 -0.20041529 -0.07726708
#> exo3 0.0236348917 0.06024785 -0.06954280 0.08981846
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55577515 1.133787 -1.835605 1.107889
#> lag1_var2 0.30156666 1.829106 -1.842488 2.820530
#> lag1_var3 -0.84765409 3.004158 -4.372112 3.389183
#> lag1_var4 1.20617815 2.733862 -2.483452 4.400266
#> const -4.76269615 10.694501 -16.789391 11.883022
#> exo1 -0.70660224 1.897000 -2.746110 2.355712
#> exo2 1.37845890 2.346820 -1.869225 4.369609
#> exo3 -0.06645965 2.715486 -3.153761 4.055602
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2296644 0.8671861 -1.52464053 0.7829105
#> lag1_var2 2.0582538 1.2737067 -0.09195845 3.3947311
#> lag1_var3 4.2024693 2.1080722 0.64862003 6.4382672
#> lag1_var4 -3.3228634 1.9328703 -5.53428497 -0.1554022
#> const 12.3636954 7.1697086 4.74011492 22.8765497
#> exo1 -0.2926319 1.1089799 -2.10359582 0.7080359
#> exo2 -4.2995910 1.9925929 -6.64621670 -1.4881517
#> exo3 2.2020634 2.0631876 -0.94961238 4.2240895
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6613048 0.3788089 -1.2501597 -0.3045513
#> lag1_var2 2.1028720 0.6469374 1.2340455 3.0197202
#> lag1_var3 3.4566358 1.0311556 2.0362517 4.8864757
#> lag1_var4 -2.3022887 0.9706267 -3.6436799 -1.0174511
#> const 8.5423333 5.7066367 0.8737587 16.1889775
#> exo1 -0.7971134 0.4520347 -1.5642305 -0.3388314
#> exo2 -3.9375050 0.8906760 -5.1436588 -2.7537070
#> exo3 2.4356265 0.7520825 1.4811565 3.5835010
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008497998 0.002386546 0.00601262 0.01192256
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.007599516 0.008616432 -0.006013893 0.01794194
#> Sigma[2,2] 0.628723046 0.167403090 0.426609814 0.86901395
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01927244 0.005535186 -0.02621126 -0.01269745
#> Sigma[3,2] -0.36019668 0.094211693 -0.48346998 -0.23071918
#> Sigma[3,3] 0.28406588 0.063373913 0.19838092 0.35483321
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01532788 0.005813433 -0.02294907 -0.008823194
#> Sigma[4,2] 0.04147737 0.044890471 -0.01635305 0.102759557
#> Sigma[4,3] 0.06249881 0.026682014 0.04065187 0.106005116
#> Sigma[4,4] 0.09877769 0.035760764 0.06399200 0.152757884
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92227770 0.04669637 0.86375323 0.98888143
#> lag1_var2 0.01564949 0.09129848 -0.08708280 0.14985550
#> lag1_var3 -0.02999546 0.14941180 -0.20543613 0.18107846
#> lag1_var4 0.03331556 0.14640852 -0.16936215 0.19709328
#> const 1.25274854 0.79408812 -0.03694384 2.09497325
#> exo1 0.02868985 0.12145791 -0.17057231 0.15645230
#> exo2 -0.18343975 0.11370256 -0.35225329 -0.06030726
#> exo3 -0.03901958 0.06865975 -0.14302103 0.04223935
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2923077 0.4809697 -0.75157653 0.4749667
#> lag1_var2 2.0600819 1.3242257 0.07764171 3.4641466
#> lag1_var3 2.0759142 2.1104356 -1.06007583 4.3971528
#> lag1_var4 -2.0277822 2.0097228 -4.28931209 0.9099694
#> const 6.1784164 5.4743872 -0.45052295 14.1276019
#> exo1 -0.1238489 0.8124688 -0.73640363 1.1317393
#> exo2 0.7317204 0.7087684 -0.10362270 1.7497939
#> exo3 -1.6456410 0.6359234 -2.66062438 -0.8783836
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23136903 0.2861239 -0.1843012 0.5509032
#> lag1_var2 -0.29816087 0.8524620 -1.4227379 0.7689220
#> lag1_var3 0.23132558 1.3724273 -1.5959787 1.9647160
#> lag1_var4 0.69532428 1.3126488 -0.9576259 2.4219064
#> const -2.78558198 2.5805938 -5.6076612 1.5039109
#> exo1 -0.03399258 0.7448996 -0.9725207 1.0444170
#> exo2 -0.95344996 0.5415146 -1.7229002 -0.1934794
#> exo3 1.59349270 0.4350363 1.1062206 2.3007675
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04667512 0.1332376 -0.124264067 0.26221113
#> lag1_var2 0.62901958 0.4274085 0.004676124 1.19102108
#> lag1_var3 0.94667164 0.7030994 -0.121819027 1.85645888
#> lag1_var4 0.04155964 0.6925473 -0.844272648 1.12040413
#> const -0.90316688 3.3476749 -6.471759190 3.13070975
#> exo1 -0.12248081 0.5370860 -0.667210939 0.68894304
#> exo2 -0.57225713 0.3386781 -0.915087380 -0.07050453
#> exo3 0.63133659 0.2614412 0.270944294 1.00632828
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001274973 3.517931e-05 7.822875e-05 0.0001792483
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003527489 0.001493422 -0.005707753 -0.001886361
#> Sigma[2,2] 0.304017455 0.064859826 0.221392369 0.391967137
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001927224 0.00113788 0.000534199 0.00348094
#> Sigma[3,2] -0.257633268 0.05652579 -0.328549270 -0.18351448
#> Sigma[3,3] 0.282596663 0.06186243 0.206685055 0.35901239
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003308137 0.0004500566 -0.001012616 0.0002308577
#> Sigma[4,2] -0.0675212319 0.0215337291 -0.094804764 -0.0391951585
#> Sigma[4,3] 0.1246774498 0.0333994684 0.083837538 0.1790440252
#> Sigma[4,4] 0.0859927700 0.0229086524 0.059409863 0.1248257770
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993546153 0.009604464 0.984939420 1.01058438
#> lag1_var2 0.014481218 0.021501986 -0.008040325 0.05201848
#> lag1_var3 0.023696606 0.034566172 -0.013531530 0.08341083
#> lag1_var4 -0.025261922 0.033910175 -0.082906214 0.01002943
#> const 0.314506655 0.083704803 0.189232895 0.41957918
#> exo1 0.004002764 0.009332847 -0.008745984 0.01723516
#> exo2 -0.042987434 0.014809947 -0.063493729 -0.02482336
#> exo3 0.023030667 0.009595535 0.013649051 0.03943078
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7046240 0.5996539 -1.5830127 0.009978822
#> lag1_var2 1.3758627 1.8807043 -1.0988903 3.878517729
#> lag1_var3 0.6790201 3.0721802 -3.4035788 4.760810028
#> lag1_var4 -0.4333214 2.9296446 -4.2863251 3.434770031
#> const 3.8967687 6.9683199 -3.6690043 14.103877098
#> exo1 -0.2611429 0.5516122 -1.1140062 0.253478213
#> exo2 0.8467700 0.3899439 0.3410241 1.390505121
#> exo3 -0.8329325 0.6360458 -1.6477617 -0.044317286
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7240182 0.4962368 0.1918429 1.4946028
#> lag1_var2 0.1531624 1.7205184 -2.2819795 2.1609466
#> lag1_var3 1.3413516 2.8196748 -2.6649338 4.7091533
#> lag1_var4 -0.6472924 2.7160641 -3.9154382 3.2424415
#> const 0.2964380 6.0435439 -8.4031960 8.2000251
#> exo1 0.1529743 0.4936303 -0.4185555 0.9333565
#> exo2 -1.2795273 0.4639520 -1.8714225 -0.5641028
#> exo3 1.0930897 0.5901225 0.3476167 1.8941802
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30295303 0.2295509 0.07844146 0.6349649
#> lag1_var2 0.75909481 0.8559337 -0.76004551 1.5419404
#> lag1_var3 1.36464500 1.4071017 -1.11956433 2.6919623
#> lag1_var4 -0.50169604 1.3865957 -1.84368107 1.9490899
#> const 1.29618302 2.6291340 -2.03120011 4.8841706
#> exo1 -0.02049665 0.2502965 -0.37241119 0.3448217
#> exo2 -0.75428497 0.3749886 -1.09367092 -0.1407030
#> exo3 0.58565367 0.3106046 0.22115980 1.0330384
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001899633 3.351106e-05 0.0001560414 0.0002451325
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001455215 0.001019802 -0.002481932 0.0001381005
#> Sigma[2,2] 0.203314452 0.058307745 0.131049748 0.2661851875
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001058698 0.0009930433 -0.0002262202 0.002681528
#> Sigma[3,2] -0.205687291 0.0503755892 -0.2759967433 -0.146090087
#> Sigma[3,3] 0.410574982 0.0760184795 0.3275756965 0.534115059
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001735095 0.0009715072 -0.00118472 0.001654978
#> Sigma[4,2] -0.0892087038 0.0239285177 -0.12687000 -0.063281341
#> Sigma[4,3] 0.3036056320 0.0624103823 0.22843338 0.390297124
#> Sigma[4,4] 0.2640095141 0.0560942847 0.18997842 0.340130626
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98140988 0.005153212 0.974735488 0.98741262
#> lag1_var2 0.04621095 0.019024291 0.014996663 0.06521704
#> lag1_var3 0.05898616 0.029127972 0.010026075 0.08457236
#> lag1_var4 -0.05892446 0.028052649 -0.083820165 -0.01194886
#> const 0.45369051 0.101691676 0.321092260 0.60543659
#> exo1 0.00633450 0.010695669 -0.007036837 0.02287853
#> exo2 -0.07551556 0.006804338 -0.086755845 -0.07013903
#> exo3 0.02198981 0.014841575 -0.001794771 0.03827886
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2816162 0.4231652 -0.9144558 0.0885913
#> lag1_var2 0.8427933 1.0515007 -0.1087098 2.4840375
#> lag1_var3 0.7874014 1.6214934 -0.7181410 3.3531387
#> lag1_var4 -0.6323056 1.5353582 -3.0499707 0.8548921
#> const 1.3848783 5.2908001 -4.7415279 9.7524924
#> exo1 -0.7125904 0.3803835 -1.2043396 -0.2192020
#> exo2 0.3510366 0.4387877 -0.2412069 0.8582106
#> exo3 1.1327156 0.3646191 0.5879183 1.5812940
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8708962 0.4199324 0.2628972 1.43418445
#> lag1_var2 -0.5974940 1.2553511 -2.4402672 0.89790038
#> lag1_var3 -0.7793135 2.0435294 -3.7637272 1.65822188
#> lag1_var4 1.3974815 1.9599303 -0.9313060 4.22421157
#> const -2.5494719 6.1669878 -10.6733542 4.67393723
#> exo1 0.4296376 0.5669327 -0.5049556 1.08951601
#> exo2 -0.8899659 0.4348084 -1.4376698 -0.21506199
#> exo3 -0.4472489 0.3822874 -0.9674232 0.06264033
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.744733478 0.2849451 0.2744948 1.0181661
#> lag1_var2 -0.407705335 0.9738769 -1.4924492 1.0411816
#> lag1_var3 -0.842102653 1.5614620 -2.6480464 1.4933632
#> lag1_var4 1.563614032 1.5069780 -0.6596810 3.2909690
#> const -3.496000841 4.5178945 -9.2958854 2.5370119
#> exo1 0.003595168 0.4573943 -0.6842579 0.5489491
#> exo2 -0.706549680 0.3024520 -1.1117448 -0.3252578
#> exo3 0.261280842 0.4176241 -0.2260902 0.9169768
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004090726 0.001132759 0.003069792 0.005933488
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004865271 0.006443421 -0.008939872 0.00688937
#> Sigma[2,2] 0.1977946945 0.024070892 0.164057240 0.22432709
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01549405 0.009850116 -0.02876767 -0.001963722
#> Sigma[3,2] -0.08118119 0.043623712 -0.14681470 -0.024186363
#> Sigma[3,3] 0.49131841 0.068508669 0.38238109 0.575491017
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01609116 0.007708041 -0.02618314 -0.005166988
#> Sigma[4,2] 0.07979436 0.061353040 -0.01514809 0.164288791
#> Sigma[4,3] 0.45918620 0.074241495 0.35999066 0.564020226
#> Sigma[4,4] 0.56232360 0.113995062 0.43553312 0.737503755
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9744968384 0.02475356 0.94372900 1.01020220
#> lag1_var2 0.1635949340 0.06916441 0.06522509 0.25351768
#> lag1_var3 0.1607541893 0.09474988 0.03170863 0.28914354
#> lag1_var4 -0.1646593023 0.09064782 -0.28631869 -0.03978166
#> const 0.5721022947 0.40463990 -0.12266537 0.95569179
#> exo1 0.0057651156 0.04358237 -0.04810564 0.06251839
#> exo2 -0.0001656807 0.09044347 -0.12474310 0.11408295
#> exo3 -0.0303652393 0.05304762 -0.08798250 0.04037026
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05830290 0.1586231 -0.2483560 0.1855826
#> lag1_var2 -0.08602967 0.5628681 -0.9803720 0.6338785
#> lag1_var3 -1.11862028 0.7409067 -2.2815857 -0.1425322
#> lag1_var4 1.15508355 0.7196969 0.2060221 2.2796803
#> const 1.00858934 2.9364716 -3.9138156 3.7491576
#> exo1 0.11101035 0.4971052 -0.4574566 0.9255782
#> exo2 1.85676593 0.3823133 1.3092689 2.3898281
#> exo3 -0.71535959 0.4962064 -1.4482094 -0.1391009
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9963618 0.2240613 0.6792883 1.2995019
#> lag1_var2 -3.0021082 0.6530649 -4.0045046 -2.3134265
#> lag1_var3 -2.7978826 0.8891944 -4.1089265 -1.8330419
#> lag1_var4 3.6198930 0.8540082 2.6929487 4.8822454
#> const -9.4059247 4.1326407 -15.7772276 -4.0875460
#> exo1 -0.1948148 0.7657416 -1.4279982 0.4973384
#> exo2 -3.7701325 0.6221185 -4.4817026 -2.7663735
#> exo3 1.2197366 0.7810547 -0.1819209 1.8480029
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0419488 0.2905717 0.5697503 1.3224286
#> lag1_var2 -3.8259402 0.8160483 -4.8303531 -2.5259920
#> lag1_var3 -4.6200678 1.0858604 -5.9201019 -2.8596972
#> lag1_var4 5.4798143 1.0474400 3.7731557 6.7302777
#> const -11.3636163 5.7102057 -19.4090070 -4.0546946
#> exo1 -0.0747162 0.7406122 -1.1670629 0.6403451
#> exo2 -2.7096120 0.8827142 -3.6343425 -1.3243186
#> exo3 0.7325429 0.7904135 -0.6060468 1.5274748
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008163713 0.0001424597 0.0006356446 0.001035061
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001042398 0.0007600619 7.345058e-05 0.002220224
#> Sigma[2,2] 0.027661746 0.0069948403 1.914183e-02 0.038582380
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002363097 0.001450386 -0.004260693 -0.0004466028
#> Sigma[3,2] -0.047412973 0.009462012 -0.059241783 -0.0334015859
#> Sigma[3,3] 0.121065650 0.019740594 0.091089951 0.1443459912
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001543861 0.000965109 -0.002938138 -0.0002837867
#> Sigma[4,2] -0.026758701 0.005189256 -0.032966746 -0.0190622064
#> Sigma[4,3] 0.086556363 0.016678253 0.062832669 0.1084502865
#> Sigma[4,4] 0.067578878 0.014996230 0.047310535 0.0888936255
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990738217 0.02260037 0.95826433 1.024598720
#> lag1_var2 0.086496953 0.08562983 -0.03334163 0.194665843
#> lag1_var3 0.105604624 0.11694776 -0.05823487 0.253733134
#> lag1_var4 -0.109591009 0.11288609 -0.25285502 0.047955011
#> const 0.535569381 0.24855478 0.25326692 0.863626142
#> exo1 -0.014062939 0.01848285 -0.04340787 0.007730352
#> exo2 -0.039738413 0.02292755 -0.06206003 -0.002226030
#> exo3 0.003437757 0.04045144 -0.04889517 0.057202338
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09576862 0.09109538 -0.20665151 0.03478415
#> lag1_var2 0.62156635 0.42971335 0.09720415 1.29148015
#> lag1_var3 -0.30845645 0.56168435 -0.93885051 0.61018892
#> lag1_var4 0.32697819 0.54455716 -0.56143951 0.93894843
#> const 0.79424786 1.00425684 -0.62384743 2.13924259
#> exo1 -0.45595930 0.09972128 -0.59919001 -0.33614590
#> exo2 -0.13689806 0.26698364 -0.49441835 0.23137969
#> exo3 0.07454779 0.13637061 -0.12384948 0.22655174
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19410998 0.1717619 -0.01800294 0.4004217
#> lag1_var2 -0.09641801 0.6571944 -0.93882276 0.6879104
#> lag1_var3 1.13164911 0.8610488 0.09668350 2.3254107
#> lag1_var4 -0.18921027 0.8397323 -1.35071243 0.8214296
#> const 0.70659077 2.3436185 -2.54985504 3.1900376
#> exo1 0.64167250 0.2551348 0.29312204 1.0104905
#> exo2 -0.94935783 0.5460383 -1.61525028 -0.1673804
#> exo3 -0.02986822 0.4040348 -0.49813186 0.5345483
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13065603 0.1577175 -0.069101568 0.3474209
#> lag1_var2 0.05113826 0.4950476 -0.544278618 0.7779093
#> lag1_var3 0.46126644 0.6639804 -0.290438965 1.5205537
#> lag1_var4 0.51229046 0.6484347 -0.519484504 1.2519250
#> const -0.22289546 2.0924822 -2.965451855 2.1335892
#> exo1 0.29549595 0.2046172 -0.001662147 0.5838312
#> exo2 -1.07804678 0.3691220 -1.477535245 -0.5540550
#> exo3 0.03338467 0.3289864 -0.331379927 0.4810881
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002253581 5.6478e-05 0.0001442816 0.0002923867
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003165399 0.002123354 -0.006329064 -0.0005693921
#> Sigma[2,2] 0.488672327 0.150757444 0.342946618 0.7293657373
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004895332 0.001421737 0.003696633 0.007200497
#> Sigma[3,2] -0.236103509 0.114562387 -0.412618574 -0.121941458
#> Sigma[3,3] 0.329368070 0.102774443 0.215825480 0.483533266
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003477795 0.001570709 0.001663501 0.005560054
#> Sigma[4,2] 0.021363381 0.069549215 -0.085035954 0.097844283
#> Sigma[4,3] 0.221878910 0.064810772 0.140709671 0.317532280
#> Sigma[4,4] 0.251631423 0.045172557 0.186130960 0.297583710
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97402202 0.01272385 0.953425164 0.9871980854
#> lag1_var2 0.02735774 0.02300101 0.003540907 0.0650876404
#> lag1_var3 0.04582731 0.04411933 0.002545465 0.1187561084
#> lag1_var4 -0.04041397 0.04031098 -0.106570331 0.0009766009
#> const 0.40253765 0.14412952 0.253384359 0.6247210869
#> exo1 -0.01380247 0.01673104 -0.033099756 0.0098072654
#> exo2 -0.06418306 0.01484470 -0.086102844 -0.0451720260
#> exo3 0.04512312 0.01978031 0.019514423 0.0712941728
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45040909 0.7088218 -0.4402879 1.5105413
#> lag1_var2 1.17910185 1.0777519 -0.2275032 2.4440111
#> lag1_var3 0.83577053 2.1508585 -1.9742916 3.2654851
#> lag1_var4 -1.06198013 1.9631804 -3.2486678 1.4249121
#> const 1.75460041 8.2797341 -11.4985586 12.0426709
#> exo1 0.02457667 0.4500767 -0.5367189 0.5640296
#> exo2 0.26320105 0.6184851 -0.5594246 1.0183204
#> exo3 0.84202144 0.7939796 -0.2979123 1.8013807
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11119858 0.6746244 -1.1116430 0.79618492
#> lag1_var2 0.05412351 1.1453420 -1.1506313 1.98305602
#> lag1_var3 0.96702809 2.1703333 -1.2162122 4.64179709
#> lag1_var4 0.06232140 1.9602122 -3.2907583 1.97126823
#> const 1.04915519 7.3843161 -7.9165263 11.83754587
#> exo1 0.09861037 0.4644427 -0.5831911 0.66257132
#> exo2 -0.62304445 0.5473168 -1.4627229 0.01295177
#> exo3 0.04419946 0.4719653 -0.4609730 0.72224712
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12994001 0.4595628 -0.47949037 0.7711838
#> lag1_var2 0.40518091 0.9865175 -0.90540179 1.7670488
#> lag1_var3 0.89768244 1.9035021 -1.74015491 3.4599634
#> lag1_var4 0.04103063 1.7311864 -2.28638280 2.4621853
#> const 0.38268650 4.6463790 -5.61966054 6.9531960
#> exo1 0.11419402 0.3683008 -0.37971424 0.6282329
#> exo2 -0.51449120 0.5560559 -1.11080752 0.4461259
#> exo3 0.52193458 0.4989308 0.04501415 1.3951344
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002309872 2.438491e-05 0.0001935223 0.0002609784
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001303087 0.0005370793 -0.001950052 -0.0004905606
#> Sigma[2,2] 0.071413233 0.0074874090 0.061324214 0.0814484507
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001318358 0.001737168 -0.0007126193 0.004117619
#> Sigma[3,2] -0.049210498 0.025747395 -0.0820715777 -0.013395401
#> Sigma[3,3] 0.261300570 0.074328758 0.1612757909 0.373291229
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004205423 0.001685718 -0.001585901 0.003019429
#> Sigma[4,2] 0.0016461408 0.026399908 -0.030854586 0.039052086
#> Sigma[4,3] 0.2314998615 0.066183802 0.134661339 0.325810572
#> Sigma[4,4] 0.2381378614 0.060886994 0.145117178 0.312608221
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98542274 0.009920507 0.9696390671 0.997560996
#> lag1_var2 0.06601100 0.050577283 -0.0001960322 0.138297093
#> lag1_var3 0.08525384 0.069289429 -0.0095487183 0.179860335
#> lag1_var4 -0.08664426 0.068878103 -0.1806153486 0.007776464
#> const 0.46511376 0.200969426 0.1929713629 0.761016381
#> exo1 0.01029664 0.013481963 -0.0092603223 0.028291612
#> exo2 -0.01977593 0.020615795 -0.0496719873 0.006350632
#> exo3 0.01079563 0.018776126 -0.0179906483 0.031935487
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2509596 0.1203112 0.07922903 0.4195127
#> lag1_var2 -0.8312823 0.8503746 -1.79615304 0.4995340
#> lag1_var3 -2.2267760 1.2144855 -3.67999375 -0.3775982
#> lag1_var4 2.2185777 1.2082282 0.38099317 3.6714575
#> const -4.7821061 2.5752662 -7.98167171 -1.0798950
#> exo1 -0.1088073 0.2810322 -0.54107717 0.1962947
#> exo2 0.1057855 0.3030669 -0.27055638 0.5434278
#> exo3 0.2422635 0.2045334 0.01533600 0.5470702
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51643018 0.3058234 -0.8987208 -0.08938737
#> lag1_var2 2.48212512 1.4347405 0.5740910 4.73559633
#> lag1_var3 5.52397028 1.9686632 2.8788808 8.56143673
#> lag1_var4 -4.53964166 1.9682027 -7.5900918 -1.90901288
#> const 13.49578843 6.8896858 4.8466406 22.94197642
#> exo1 -0.02123885 0.2755858 -0.3323023 0.39707546
#> exo2 -0.60964707 0.5445001 -1.3199092 0.22770283
#> exo3 -0.76322974 0.5632826 -1.5410270 -0.03142548
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3232571 0.2876483 -0.6401756 0.10198015
#> lag1_var2 1.6754570 1.1864054 0.4134478 3.67628920
#> lag1_var3 3.6658000 1.6728643 1.8636252 6.40129344
#> lag1_var4 -2.6761565 1.6774984 -5.4232900 -0.86216882
#> const 8.9894352 6.5404580 0.3215146 16.62370341
#> exo1 -0.1060597 0.3799413 -0.5756355 0.46457640
#> exo2 -0.5526217 0.4828322 -1.0430133 0.13869838
#> exo3 -0.6134352 0.5035798 -1.2981607 0.02792888
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004643837 8.040662e-05 0.000342048 0.0005658526
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001232851 0.0004411647 -0.001727606 -0.0005459723
#> Sigma[2,2] 0.035506117 0.0100488791 0.027161917 0.0517795120
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002096107 0.0008193076 -0.001113598 0.001123748
#> Sigma[3,2] -0.0180489922 0.0073446819 -0.029982256 -0.009910555
#> Sigma[3,3] 0.0638939815 0.0220583604 0.042043154 0.098773834
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009989787 0.0008056437 -0.001888887 0.0003054537
#> Sigma[4,2] 0.0073417951 0.0077260817 -0.003326166 0.0194265824
#> Sigma[4,3] 0.0499387688 0.0178203117 0.030154564 0.0775325682
#> Sigma[4,4] 0.0544047031 0.0139597765 0.040156378 0.0776995182
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994268453 0.01279469 0.979011664 1.011466156
#> lag1_var2 -0.007043684 0.03496615 -0.059282545 0.030001028
#> lag1_var3 0.002219029 0.04449770 -0.065397932 0.050147724
#> lag1_var4 -0.003704093 0.04339957 -0.050259680 0.062195396
#> const 0.318295277 0.21805489 -0.013966807 0.593133286
#> exo1 0.001281818 0.01437075 -0.019369599 0.018028435
#> exo2 -0.024809932 0.01878325 -0.049869209 -0.001520458
#> exo3 0.022991637 0.01336300 0.007324026 0.040795349
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13549772 0.1061020 -0.01489188 0.2816925
#> lag1_var2 0.58643762 0.4861146 0.01895257 1.2724050
#> lag1_var3 -0.17454687 0.6911583 -0.98407717 0.7709249
#> lag1_var4 0.13726574 0.6821212 -0.78603864 0.9352756
#> const 0.75229209 1.8600102 -1.68368249 3.2656875
#> exo1 0.03265383 0.1135003 -0.10931810 0.1728711
#> exo2 0.17931643 0.1532938 -0.04780320 0.3679140
#> exo3 0.01327522 0.2099240 -0.22854306 0.3183684
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5002078 0.1201508 -0.6634821 -0.31718753
#> lag1_var2 1.8988070 0.4810559 1.1360283 2.45584229
#> lag1_var3 3.0933354 0.7978431 1.8701301 4.07604979
#> lag1_var4 -2.0366474 0.7936091 -3.0160698 -0.82772140
#> const 5.1725091 2.8900059 1.8438590 9.58763640
#> exo1 -0.1447453 0.2496829 -0.5067663 0.14238737
#> exo2 -0.3147305 0.2303967 -0.6442422 -0.05025538
#> exo3 0.4189448 0.2144920 0.1078284 0.66847591
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3781639 0.1419484 -0.5579052 -0.15930921
#> lag1_var2 1.9386188 0.5691997 1.0375425 2.58875781
#> lag1_var3 2.4562717 0.8351890 0.9905748 3.18480573
#> lag1_var4 -1.4099477 0.8217695 -2.1434031 0.03563523
#> const 3.9743309 2.4425395 0.9756277 7.56192791
#> exo1 -0.1094309 0.2691998 -0.4758103 0.22440754
#> exo2 -0.2374343 0.2180416 -0.4724661 0.06891652
#> exo3 0.4404481 0.1855039 0.1306571 0.60615520
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000119118 2.926949e-05 7.842922e-05 0.0001524273
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0000622529 0.0005483802 -0.0007246676 0.0007944695
#> Sigma[2,2] 0.1118172265 0.0237420265 0.0801906916 0.1415506805
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 5.939791e-06 0.001132604 -0.001193578 0.001601137
#> Sigma[3,2] -6.285072e-02 0.030715928 -0.106232487 -0.018321059
#> Sigma[3,3] 1.766066e-01 0.046828245 0.117917230 0.236393455
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 3.945656e-05 0.001390453 -0.001481812 0.002107329
#> Sigma[4,2] 1.880219e-03 0.028072838 -0.032485133 0.045982811
#> Sigma[4,3] 1.467651e-01 0.043483061 0.093257181 0.212882025
#> Sigma[4,4] 1.547286e-01 0.048089772 0.095429224 0.225342126
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007152074 0.009618247 0.993765029 1.02072672
#> lag1_var2 -0.015055572 0.032990674 -0.067073678 0.02407361
#> lag1_var3 -0.031292589 0.051122446 -0.113696421 0.02673449
#> lag1_var4 0.025757662 0.049518215 -0.030415236 0.10616830
#> const 0.181923751 0.139072603 0.006293363 0.38245505
#> exo1 0.002561885 0.007160688 -0.008106844 0.01024624
#> exo2 -0.025089624 0.017059395 -0.040744106 0.00146565
#> exo3 0.002945860 0.013717224 -0.014733063 0.02164839
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35546897 0.2011958 0.13342536 0.67458499
#> lag1_var2 -0.01292675 0.6441971 -0.93143359 0.73178867
#> lag1_var3 -1.19206581 1.0549853 -2.75761676 0.00828265
#> lag1_var4 1.10471193 1.0398513 -0.06017066 2.68773329
#> const -2.71663178 2.9266833 -7.06924091 1.43196057
#> exo1 0.32885788 0.3314934 -0.16010375 0.73142943
#> exo2 1.12667319 0.3711873 0.61405457 1.64979192
#> exo3 0.11887849 0.3982024 -0.40179469 0.66578270
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03300146 0.2599297 -0.35645524 0.3770381
#> lag1_var2 1.38394045 1.0787171 -0.30563992 2.8211758
#> lag1_var3 3.20740919 1.6513562 0.67231692 5.4536900
#> lag1_var4 -2.30772473 1.6385326 -4.53110790 0.2129225
#> const 6.24703284 5.6662666 -2.48137196 12.8627704
#> exo1 -0.27779434 0.4537853 -0.74131164 0.3965894
#> exo2 -1.14797031 0.4601205 -1.80416918 -0.5679370
#> exo3 0.61355530 0.4506672 0.07530987 1.3323744
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18012149 0.2251178 -0.13914317 0.47660367
#> lag1_var2 1.17584066 1.0447692 -0.22055962 2.59670708
#> lag1_var3 2.17293997 1.6454318 0.05643817 4.49120381
#> lag1_var4 -1.30450134 1.6541813 -3.64942785 0.83267938
#> const 3.37374988 5.7224579 -4.79179879 10.31232230
#> exo1 -0.09298255 0.3463284 -0.48317304 0.43102650
#> exo2 -0.51676321 0.4229711 -1.02911250 0.06107141
#> exo3 0.71877691 0.3917526 0.19255956 1.26692828
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001773588 0.0002587202 0.00144912 0.002168081
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03705336 0.01562591 -0.0562894 -0.01347278
#> Sigma[2,2] 3.71692000 1.01056727 2.6164533 5.12578911
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02246533 0.008955551 0.01014684 0.0334994
#> Sigma[3,2] -1.85503155 0.532692703 -2.65204018 -1.3386944
#> Sigma[3,3] 1.39651833 0.310338475 1.03340702 1.8678862
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0027546 0.002470011 -0.0003053308 0.006389883
#> Sigma[4,2] 0.1638014 0.243016813 -0.0998185462 0.592787319
#> Sigma[4,3] 0.4379088 0.144402873 0.2493799383 0.619729819
#> Sigma[4,4] 0.5843682 0.125325689 0.4085345516 0.732992781
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009439104 0.03289290 0.96322414 1.05325160
#> lag1_var2 0.008944697 0.04280114 -0.05340759 0.06112926
#> lag1_var3 0.018250307 0.08191812 -0.10050932 0.11644149
#> lag1_var4 -0.024660636 0.07185256 -0.10715083 0.07990295
#> const 0.136624987 0.31412668 -0.18816145 0.66661423
#> exo1 0.038766498 0.05078364 -0.01340526 0.11970745
#> exo2 -0.049689933 0.07611567 -0.16426947 0.04421748
#> exo3 0.048768748 0.03770537 -0.00828129 0.09369175
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5032410 1.215926 -3.3903554 -0.08208827
#> lag1_var2 2.5467077 1.547209 0.6896108 4.78736491
#> lag1_var3 3.1231442 2.973194 -0.5736784 7.43888656
#> lag1_var4 -2.6981584 2.600594 -6.4093201 0.46802369
#> const 15.0748347 15.062245 -2.5765967 38.95261795
#> exo1 -1.4172145 1.282011 -3.0454589 0.38183024
#> exo2 0.2380689 2.262039 -2.3938225 3.50283715
#> exo3 -1.0190438 1.145235 -2.5784361 0.51131905
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.80247716 0.8587539 0.5293215 3.03874774
#> lag1_var2 -1.95592918 0.9764331 -3.1490292 -0.58282696
#> lag1_var3 -2.64714461 1.8675073 -4.9894904 -0.03478284
#> lag1_var4 3.00372824 1.6494460 0.6916332 4.99300737
#> const -9.38768160 8.5164003 -21.2258005 2.69726268
#> exo1 1.13406498 0.9711092 -0.4324315 2.38446548
#> exo2 -0.93300664 1.4919464 -2.9620863 0.69629726
#> exo3 -0.02518509 0.9856576 -0.8654763 1.52764077
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1128869 0.7591698 0.01604188 1.9778763
#> lag1_var2 -1.0862854 0.9298897 -2.27252705 0.2386283
#> lag1_var3 -1.8883146 1.7699520 -4.16914867 0.6229622
#> lag1_var4 2.4594974 1.5112285 0.30324769 4.4288287
#> const -3.3997934 7.0507915 -12.11665338 6.8687532
#> exo1 0.4159632 0.6354079 -0.54139360 1.2970686
#> exo2 -0.8388977 0.9839894 -1.97699812 0.5548213
#> exo3 -0.6328262 1.0076702 -1.89325758 1.0068496
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004401532 0.0001133397 0.0003399065 0.0006248925
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008277769 0.000384102 -0.001445355 -0.0004639227
#> Sigma[2,2] 0.0053482016 0.001099282 0.004044356 0.0068737194
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003643828 0.001334766 -0.001663209 0.002054304
#> Sigma[3,2] -0.0019001697 0.005140540 -0.007991634 0.004833385
#> Sigma[3,3] 0.1226436163 0.021414774 0.095976447 0.151180919
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000167716 0.00141043 -0.002382674 0.001457927
#> Sigma[4,2] 0.001642231 0.00523060 -0.004575395 0.008730345
#> Sigma[4,3] 0.121507889 0.02140909 0.095893727 0.151998257
#> Sigma[4,4] 0.122826294 0.02200650 0.098384791 0.155302513
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97444959 0.02242514 0.94535733 1.00801922
#> lag1_var2 0.07924687 0.06823205 -0.02021682 0.14345521
#> lag1_var3 0.10042404 0.08949048 -0.03985875 0.18476095
#> lag1_var4 -0.09798511 0.08582051 -0.17951664 0.03663250
#> const 0.47265174 0.24335840 0.14563383 0.82134632
#> exo1 0.01505182 0.02202100 -0.01041942 0.04917863
#> exo2 -0.08724101 0.02099975 -0.11762948 -0.05843210
#> exo3 -0.01892910 0.02413691 -0.04989320 0.01590103
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03495809 0.07856117 -0.064092880 0.14734457
#> lag1_var2 0.26704563 0.23276716 -0.053661338 0.58446982
#> lag1_var3 -0.38000666 0.35901882 -0.861093935 0.13949527
#> lag1_var4 0.37477967 0.34418872 -0.129008650 0.83557555
#> const 0.05616078 0.76502434 -0.984867869 1.03407311
#> exo1 -0.01821048 0.06110630 -0.090610528 0.07698877
#> exo2 0.57799846 0.04975291 0.513971769 0.65051445
#> exo3 0.07309786 0.07101245 -0.009135399 0.18965826
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01458353 0.2128709 -0.2685898 0.2579023
#> lag1_var2 0.36662363 1.1874251 -1.0407544 2.2453779
#> lag1_var3 1.13627112 1.7797970 -0.9798607 3.7293590
#> lag1_var4 -0.14479409 1.7390254 -2.6866464 1.9109045
#> const 0.85564234 1.7815894 -1.5097815 2.9200153
#> exo1 0.58673185 0.3268871 0.1677108 0.9643263
#> exo2 -1.61110767 0.2550369 -1.9817745 -1.3004285
#> exo3 0.09386885 0.2798742 -0.2315905 0.4877745
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04599391 0.1957233 -0.1912744 0.3238786
#> lag1_var2 0.35195097 1.1826004 -1.1071401 2.1156511
#> lag1_var3 0.59874184 1.8338011 -1.6709108 3.0719394
#> lag1_var4 0.39338717 1.7931383 -2.0350817 2.5979611
#> const -0.25079874 1.6976593 -2.6508028 2.0919168
#> exo1 0.57363065 0.3395730 0.1255494 0.9672804
#> exo2 -1.21650051 0.2593960 -1.5899375 -0.8985336
#> exo3 0.14175501 0.2993648 -0.1914087 0.5836486
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009424677 0.0002752764 0.0006179619 0.001393784
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03063976 0.008145276 -0.04207764 -0.01880542
#> Sigma[2,2] 2.59162349 0.467831123 1.89726546 3.21553181
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02743276 0.007948956 0.01628351 0.03935448
#> Sigma[3,2] -2.02706781 0.416126763 -2.56902712 -1.39018574
#> Sigma[3,3] 1.66125915 0.372838949 1.08755463 2.13222122
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005406562 0.002439111 0.002758943 0.00951468
#> Sigma[4,2] -0.121319018 0.112208634 -0.281916938 0.01790828
#> Sigma[4,3] 0.179481552 0.103935410 0.065369445 0.33692803
#> Sigma[4,4] 0.100492156 0.034873278 0.072493457 0.16514078
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98193092 0.01918598 0.96099445 1.01163119
#> lag1_var2 0.07465073 0.04270192 0.01732850 0.13015223
#> lag1_var3 0.10458549 0.05780993 0.02817743 0.17967001
#> lag1_var4 -0.10614866 0.05468787 -0.17963820 -0.03439289
#> const 0.58589955 0.24301015 0.26539410 0.90046601
#> exo1 -0.04116996 0.01978380 -0.07300053 -0.01994792
#> exo2 -0.27668221 0.02034594 -0.30209259 -0.24637794
#> exo3 0.04888189 0.03616170 -0.01006366 0.08346790
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04077511 1.4772094 -2.6284242 1.2345567
#> lag1_var2 0.23111410 2.8738058 -2.6909848 4.8152717
#> lag1_var3 -0.74529648 3.9292459 -4.8547736 5.5363151
#> lag1_var4 0.71936747 3.6651321 -4.9366109 4.6164187
#> const 3.17219225 13.5626504 -10.7343519 26.1117075
#> exo1 -0.03131740 0.7720358 -1.0074064 0.9879176
#> exo2 2.66325991 1.5072182 0.2269798 4.2860789
#> exo3 -0.40456935 2.2688885 -2.5956491 3.4650430
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4875827 1.2187442 -1.4719137 1.7078559
#> lag1_var2 2.0894546 2.3261454 -1.6571017 4.2902215
#> lag1_var3 3.6244091 3.1826156 -1.5056063 6.6976735
#> lag1_var4 -2.5581464 2.9747826 -5.6045130 2.0410169
#> const 4.9842558 11.3788154 -12.7221319 18.6804507
#> exo1 -0.2123760 0.5534206 -0.8659645 0.6035501
#> exo2 -6.2514327 1.1925768 -7.6061986 -4.3625582
#> exo3 0.6455328 1.7846479 -2.3240027 2.6219960
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5148006 0.1919014 -0.7655401 -0.2235490
#> lag1_var2 1.9916051 0.3798478 1.5492245 2.5546603
#> lag1_var3 2.7137175 0.5183744 2.1043854 3.4943701
#> lag1_var4 -1.6300615 0.4856156 -2.3829096 -1.0599478
#> const 5.9957508 2.7682416 2.9327252 10.1805376
#> exo1 -0.2509050 0.2494348 -0.5727021 0.1278255
#> exo2 -4.9302972 0.3459713 -5.3644572 -4.4251034
#> exo3 0.3681520 0.3547277 -0.1767650 0.7799684
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01467364 0.003609651 0.01073028 0.01962429
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03109331 0.02528237 -0.06655175 0.004957448
#> Sigma[2,2] 1.74111884 0.36975165 1.34868769 2.332127510
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01715493 0.01464823 -0.0004331478 0.0388470
#> Sigma[3,2] -0.82521090 0.15294785 -1.0355469989 -0.6231677
#> Sigma[3,3] 0.47159664 0.07232821 0.3725830505 0.5588087
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00344039 0.009214697 -0.008276799 0.01759386
#> Sigma[4,2] -0.03754225 0.071081308 -0.135313084 0.04796717
#> Sigma[4,3] 0.12017222 0.045046314 0.076246543 0.19054773
#> Sigma[4,4] 0.13403289 0.030349367 0.096272488 0.17566375
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973600555 0.06615072 0.86155074 1.03545506
#> lag1_var2 0.022578348 0.05254873 -0.04919454 0.09733758
#> lag1_var3 0.056324221 0.10695160 -0.09578727 0.20472446
#> lag1_var4 -0.066352184 0.07554007 -0.17070937 0.03976024
#> const 1.188851479 0.91477743 0.27687438 2.73001361
#> exo1 -0.007913196 0.16390694 -0.22867816 0.19590779
#> exo2 -0.071939733 0.11840412 -0.22394751 0.08740346
#> exo3 0.032458500 0.14136708 -0.14634886 0.22269871
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7457931 0.8668972 -2.0557887 0.2970700
#> lag1_var2 2.0325527 0.7861538 1.2411552 3.3308118
#> lag1_var3 2.2590667 1.6768285 0.6262461 5.0242703
#> lag1_var4 -2.0648397 1.2646249 -4.0536256 -0.9053445
#> const 7.6957657 7.6779978 -3.5965518 17.4116558
#> exo1 -3.9221952 1.0896106 -5.7654580 -2.7063913
#> exo2 1.8891070 0.8995454 0.2500642 2.6842359
#> exo3 0.7798123 1.3777419 -1.2183549 2.3232229
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8222453 0.4153109 0.2925516 1.4683083
#> lag1_var2 -0.7615911 0.4518038 -1.4593060 -0.2744247
#> lag1_var3 -0.6071654 0.9695671 -2.0803436 0.4129374
#> lag1_var4 1.2991330 0.7497047 0.5304729 2.3830230
#> const -3.9653352 4.4492587 -8.6778227 3.4223578
#> exo1 2.2314926 0.5922743 1.4541257 3.0597764
#> exo2 -1.5049830 0.5433275 -2.2273290 -0.7371080
#> exo3 1.5480826 0.7780329 0.4000773 2.6079679
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5492774 0.1916511 0.2402387 0.73699219
#> lag1_var2 -0.2412603 0.1967232 -0.4715436 0.01488701
#> lag1_var3 -0.4806157 0.4221608 -0.9918168 0.08521062
#> lag1_var4 1.2688521 0.3312770 0.8238203 1.67668071
#> const -2.5095807 2.9668279 -6.8626124 1.41756310
#> exo1 0.6377221 0.3127912 0.2409019 1.10354043
#> exo2 -0.6865294 0.3573686 -1.2047131 -0.26488134
#> exo3 2.2887834 0.4878202 1.5353921 2.85852317
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00249038 0.000740607 0.001443671 0.00350854
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05523412 0.01685846 -0.07111869 -0.02907427
#> Sigma[2,2] 4.37258101 0.84980095 3.11309648 5.52200371
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03474002 0.00993601 0.01815957 0.04439792
#> Sigma[3,2] -2.59532908 0.51895320 -3.28356482 -1.81294639
#> Sigma[3,3] 1.57809177 0.32374880 1.08854557 2.00388328
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002396674 0.002049381 -0.0000418253 0.00565635
#> Sigma[4,2] -0.009588367 0.056535035 -0.0788805225 0.07470049
#> Sigma[4,3] 0.047979150 0.035231779 -0.0074976852 0.09068711
#> Sigma[4,4] 0.047871178 0.017069017 0.0292798632 0.07673111
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.027768378 0.03709510 0.9791865294 1.07893856
#> lag1_var2 -0.154536662 0.04600377 -0.2125230879 -0.09428136
#> lag1_var3 -0.276059870 0.08082847 -0.3769040013 -0.17248976
#> lag1_var4 0.265075813 0.07832854 0.1671436051 0.36889524
#> const -0.092155648 0.38516158 -0.7252629367 0.30112185
#> exo1 0.047629370 0.02446846 0.0148156982 0.08389729
#> exo2 0.009406094 0.06047268 -0.0720555709 0.08765214
#> exo3 0.042598899 0.03257710 -0.0004965184 0.08941376
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8207557 1.295460 -2.655581 0.5927681
#> lag1_var2 4.7922629 2.519521 1.546865 8.2396683
#> lag1_var3 6.9150944 4.342124 1.346082 12.8925612
#> lag1_var4 -6.8698219 4.113966 -12.511083 -1.5957973
#> const 20.8699984 11.740939 3.609722 33.9980625
#> exo1 -0.4412019 1.927666 -2.590973 2.5004192
#> exo2 -0.6337691 1.920095 -2.576485 2.0513933
#> exo3 -0.9827979 1.636556 -2.630070 1.5754341
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9532149 0.8274769 -0.06782595 2.068819
#> lag1_var2 -3.3017538 1.4777392 -5.44395353 -1.525284
#> lag1_var3 -4.8797071 2.5393040 -8.57910773 -1.845735
#> lag1_var4 5.6900338 2.4109918 2.79707758 9.192301
#> const -13.7730804 7.7524846 -21.78300590 -1.498087
#> exo1 0.3515013 1.1603037 -1.34218911 1.641993
#> exo2 0.1803232 1.0786800 -1.37459926 1.276517
#> exo3 0.8420759 0.9981519 -0.71497848 1.884305
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56209516 0.2036962 0.2930955 0.83412158
#> lag1_var2 -0.92076309 0.2552318 -1.2254241 -0.54711584
#> lag1_var3 -1.55475740 0.4362292 -2.0663864 -0.90777767
#> lag1_var4 2.38742886 0.3969116 1.8015559 2.85576190
#> const -3.40813684 2.2496295 -6.6104553 -0.79976559
#> exo1 0.09129425 0.1861232 -0.1097617 0.39024664
#> exo2 -0.21255838 0.1460488 -0.4278526 -0.01251567
#> exo3 0.25253998 0.2152424 -0.1063479 0.50729869
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001044182 0.0003152631 0.0007818885 0.001593945
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008990221 0.003024417 -0.0133461 -0.005250892
#> Sigma[2,2] 0.651221438 0.138219322 0.4926335 0.860180815
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005903988 0.002933499 0.002165135 0.01007207
#> Sigma[3,2] -0.448726794 0.124582212 -0.628396613 -0.29746567
#> Sigma[3,3] 0.389723692 0.108250862 0.268968965 0.55597771
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008379681 0.001740614 -0.001774972 0.003073029
#> Sigma[4,2] -0.0649134509 0.053878463 -0.139013024 0.005846618
#> Sigma[4,3] 0.1318843229 0.040720332 0.095733789 0.198382445
#> Sigma[4,4] 0.1013973369 0.023942612 0.075327065 0.138889386
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99573039 0.03841557 0.951424314 1.05427202
#> lag1_var2 -0.01667201 0.04917058 -0.088058143 0.04236980
#> lag1_var3 -0.04260293 0.08580095 -0.167997611 0.05491303
#> lag1_var4 0.03857721 0.07453528 -0.044194741 0.14483164
#> const 0.28580286 0.20129097 0.005479492 0.56285931
#> exo1 -0.03324119 0.01783788 -0.059557657 -0.01048892
#> exo2 -0.17852701 0.04001563 -0.250172059 -0.14187354
#> exo3 0.11371420 0.03760437 0.065844345 0.17010253
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5373939 1.0426273 -2.0156510 0.8101869
#> lag1_var2 2.5183033 1.5927282 0.7768020 4.9233439
#> lag1_var3 3.0883912 2.7165391 0.2307496 7.2172930
#> lag1_var4 -2.9690901 2.4117023 -6.6266464 -0.4871320
#> const 7.3763947 7.7656613 -2.5212299 18.2334083
#> exo1 -0.1211064 0.5139924 -0.9036432 0.5057407
#> exo2 2.6157991 0.9846609 1.4232651 3.9463810
#> exo3 0.1658791 0.8573735 -0.9369852 1.4107015
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.70780873 0.9508437 -0.4631202 2.0869337
#> lag1_var2 -1.28890235 1.4994570 -3.6684827 0.4135018
#> lag1_var3 -1.58243205 2.5545365 -5.6757877 1.2603323
#> lag1_var4 2.38213288 2.2724482 -0.1179135 6.0280261
#> const -5.07081442 5.3285279 -13.6460768 1.1177307
#> exo1 0.04652436 0.5064224 -0.5819209 0.8016801
#> exo2 -3.58366094 0.6746398 -4.6335043 -2.7132262
#> exo3 -0.22326627 0.6678978 -1.2455320 0.5432948
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41969083 0.4867268 -0.23904680 1.0831549
#> lag1_var2 -0.20254556 0.6878792 -1.23558686 0.7201597
#> lag1_var3 -0.45555957 1.1800308 -2.23846605 1.1054180
#> lag1_var4 1.34892719 1.0404991 -0.01275656 2.9456730
#> const -2.77799635 2.4959797 -5.93824967 0.8467674
#> exo1 -0.02863759 0.2979675 -0.38328321 0.3792734
#> exo2 -2.19877620 0.3040198 -2.69486807 -1.9128443
#> exo3 -0.13964488 0.3165887 -0.59792872 0.2580781
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002164376 5.926778e-05 0.0001495031 0.0003059747
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001840811 0.001455543 -0.00401275 -0.0004057032
#> Sigma[2,2] 0.125435894 0.034587315 0.09165687 0.1748585071
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007392106 0.006877032 -0.01072958 0.009664368
#> Sigma[3,2] -0.2507405453 0.094755556 -0.39507539 -0.151617885
#> Sigma[3,3] 3.4614584595 1.004353215 2.26646995 4.977815600
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002104279 0.006552642 -0.01214906 0.007287928
#> Sigma[4,2] -0.167758441 0.094713805 -0.31570370 -0.079593841
#> Sigma[4,3] 3.384910862 0.990461105 2.19601276 4.857328893
#> Sigma[4,4] 3.366039198 0.981972172 2.17147726 4.789294576
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00360239 0.006539791 0.996658636 1.01335711
#> lag1_var2 -0.01864594 0.022323784 -0.039232042 0.01908007
#> lag1_var3 -0.02193430 0.033464795 -0.052966206 0.03328944
#> lag1_var4 0.01822500 0.032619842 -0.034847648 0.04939677
#> const 0.22053416 0.119236789 0.059562562 0.37607895
#> exo1 0.02054936 0.018057760 -0.003313341 0.04658138
#> exo2 -0.12448103 0.016192020 -0.150243858 -0.10630588
#> exo3 0.02995038 0.014182429 0.009321443 0.04739035
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26896429 0.1711351 -0.003715051 0.4780571
#> lag1_var2 0.07571465 0.6566853 -0.576524084 1.1473990
#> lag1_var3 -0.54894774 0.9350158 -1.450960242 0.9863992
#> lag1_var4 0.47852058 0.9200703 -1.038202579 1.3431040
#> const 0.02860605 3.0881209 -5.011453476 3.6098641
#> exo1 0.03336503 0.3154020 -0.410065923 0.4254117
#> exo2 4.30457178 0.3141022 3.855178395 4.6887170
#> exo3 -0.07009025 0.2677975 -0.451199746 0.3105431
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86780872 0.698610 0.07420996 1.9166987
#> lag1_var2 1.28131962 2.652658 -2.91266819 3.9961917
#> lag1_var3 1.55267440 3.090898 -3.19741994 5.0092545
#> lag1_var4 -0.87883187 3.024070 -4.19673155 3.7723054
#> const 0.14478931 10.312222 -15.64281364 10.4899030
#> exo1 0.02875197 1.490490 -1.97752654 1.7175022
#> exo2 -3.60840698 1.939325 -5.97994020 -0.6434220
#> exo3 -4.23161183 3.239037 -8.75595145 0.2288764
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09253666 0.6756483 0.2266087 2.050511597
#> lag1_var2 1.09245595 2.5860407 -3.0939129 3.631186097
#> lag1_var3 0.79734337 3.0660594 -4.0709759 4.159127515
#> lag1_var4 -0.16484243 3.0164481 -3.5334808 4.609458515
#> const -1.29583402 9.5417544 -16.2103343 7.375442979
#> exo1 0.04266625 1.5128562 -2.0272124 1.793728059
#> exo2 -0.63583237 1.8350158 -2.8624666 2.223744342
#> exo3 -4.45476608 3.2312597 -8.9736078 -0.006453424
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005157466 0.000117946 0.0003584085 0.0006724389
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01587818 0.004298754 -0.02166427 -0.009521488
#> Sigma[2,2] 1.20467413 0.307567115 0.80716239 1.633602868
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008339302 0.0028979 0.004353801 0.01252303
#> Sigma[3,2] -0.699393845 0.1943459 -0.955891456 -0.44359142
#> Sigma[3,3] 0.636123087 0.1736412 0.447188345 0.89159292
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001998143 0.002079636 -0.004488375 0.001058005
#> Sigma[4,2] 0.073563957 0.108164997 -0.110632298 0.182380784
#> Sigma[4,3] 0.210575041 0.082077779 0.123698729 0.348117503
#> Sigma[4,4] 0.283569965 0.052087141 0.215806798 0.351985610
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97348817 0.01852309 0.950514238 0.99980519
#> lag1_var2 0.01506866 0.04430328 -0.045681164 0.07765058
#> lag1_var3 0.02006785 0.06668935 -0.071565438 0.11319018
#> lag1_var4 -0.01431269 0.06184727 -0.101484548 0.06937751
#> const 0.37581067 0.19080933 0.095087462 0.61549988
#> exo1 0.02323767 0.01694092 0.006543956 0.05272638
#> exo2 -0.04981334 0.01642250 -0.073356160 -0.02837245
#> exo3 0.03684623 0.02444180 -0.001543910 0.06181147
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1722258 1.0222555 -1.6926131 1.0492023
#> lag1_var2 0.5723340 2.2528465 -2.1182714 4.1535194
#> lag1_var3 -0.3098458 3.4531256 -4.3852129 5.2044022
#> lag1_var4 0.4341117 3.1112011 -4.5431331 4.0728087
#> const -1.0854417 8.3518283 -14.0861928 8.6293192
#> exo1 -1.1062602 0.9248941 -2.6285703 -0.2007778
#> exo2 2.0107193 0.7142900 1.0478575 2.9222128
#> exo3 0.4379937 0.5750586 -0.3032186 1.2544420
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1408283 0.7425192 -1.0891995 1.0588736
#> lag1_var2 1.3499394 1.8252856 -1.4759332 3.8306285
#> lag1_var3 2.7130307 2.7712914 -1.5935328 6.4287717
#> lag1_var4 -1.8053321 2.4703489 -5.1097833 2.0547981
#> const 7.5997734 4.8547170 0.6671615 14.0675173
#> exo1 0.8107958 0.4624724 0.1926884 1.4137194
#> exo2 -5.2716611 0.6002194 -6.0823851 -4.3780343
#> exo3 -0.1139788 0.7091484 -0.9342207 0.9517333
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2882658 0.4598949 -0.7848957 0.3643377
#> lag1_var2 1.4704574 0.6783882 0.7678324 2.4160277
#> lag1_var3 2.1105608 1.0159299 1.0744733 3.5494507
#> lag1_var4 -1.0884176 0.8450393 -2.3166202 -0.2629225
#> const 5.6043644 2.9482188 1.1018253 8.4824589
#> exo1 0.1050168 0.4205576 -0.2961574 0.7889731
#> exo2 -4.5740585 0.4316074 -5.1927158 -4.0019282
#> exo3 0.1836527 0.7131733 -0.6807523 1.3336740
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001050851 0.0001397985 0.000870869 0.001246822
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02333042 0.006389053 -0.03305589 -0.01504738
#> Sigma[2,2] 1.59776610 0.160126669 1.42446012 1.81648529
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01970492 0.006178655 0.01052294 0.02792789
#> Sigma[3,2] -1.22935736 0.182149177 -1.50745276 -1.01963696
#> Sigma[3,3] 1.46395845 0.264339743 1.04407029 1.76081682
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004891434 0.00328788 0.0001786292 0.008658717
#> Sigma[4,2] -0.180640497 0.19175001 -0.4152398680 0.123447660
#> Sigma[4,3] 0.726389618 0.18261008 0.4031658634 0.882100259
#> Sigma[4,4] 0.687598049 0.08984350 0.5434551883 0.793043567
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9461411331 0.03915105 0.89476623 0.999865545
#> lag1_var2 0.0750116593 0.06925456 -0.02651462 0.153790210
#> lag1_var3 0.1138104373 0.10468218 -0.03930863 0.231761708
#> lag1_var4 -0.1049822405 0.09559202 -0.21409764 0.033272707
#> const 0.6298450721 0.31497690 0.35551402 1.141043782
#> exo1 0.0003066325 0.03145932 -0.04329919 0.044796398
#> exo2 -0.1538643125 0.03835504 -0.20124748 -0.100630127
#> exo3 -0.0287670544 0.02286072 -0.06436323 -0.004406578
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0934668 0.9661064 -2.4461373 0.1508431
#> lag1_var2 2.7238213 1.1914158 1.0449753 4.2723618
#> lag1_var3 2.7540399 1.8133524 0.2182906 5.1354578
#> lag1_var4 -2.4473010 1.6238219 -4.6136462 -0.2056620
#> const 4.8011766 12.0226287 -10.6975647 21.5409027
#> exo1 0.1055121 1.1509237 -1.7446072 1.3948536
#> exo2 1.8300744 1.0005062 0.5105179 3.1943788
#> exo3 -0.5234913 0.9066184 -1.5280340 0.8029460
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09657443 1.1590618 -1.4591657 1.305301
#> lag1_var2 0.26305160 1.8044267 -2.1282630 2.334487
#> lag1_var3 1.25677261 2.7035704 -2.3347305 4.368824
#> lag1_var4 -0.32904872 2.4543513 -3.1546081 2.996764
#> const 1.67817494 12.4843911 -15.1014202 19.596832
#> exo1 0.26558397 1.3356952 -1.4556944 1.982550
#> exo2 -2.42692634 0.8371171 -3.6616470 -1.345708
#> exo3 0.37820464 1.0107810 -0.9674321 1.587861
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.757115909 0.9301762 -2.0705825 0.4207974
#> lag1_var2 1.946298775 1.6174204 -0.5587013 3.8310726
#> lag1_var3 2.888972549 2.4138640 -0.8635177 5.6639402
#> lag1_var4 -1.695226107 2.1974412 -4.2179919 1.7565175
#> const 3.501496168 7.8127748 -3.4958243 16.2861433
#> exo1 0.376429921 0.7895780 -0.8055298 1.3277898
#> exo2 -1.394907938 0.7074821 -2.1107595 -0.3461816
#> exo3 0.001309485 0.8210382 -1.2582910 0.8797581
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00048049 0.0001193657 0.0003664505 0.0006618026
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002549062 0.002419663 -0.006305884 -9.504337e-05
#> Sigma[2,2] 0.210386084 0.063265116 0.154339802 3.067302e-01
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001510834 0.00197499 -0.0002457979 0.004604857
#> Sigma[3,2] -0.162210444 0.05856607 -0.2563182230 -0.094384210
#> Sigma[3,3] 0.360987919 0.02754174 0.3268596186 0.399351226
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001645495 0.001486861 -0.002042339 0.002011348
#> Sigma[4,2] -0.0301099634 0.054991123 -0.083466436 0.055983811
#> Sigma[4,3] 0.2792556216 0.030648353 0.236837209 0.320466944
#> Sigma[4,4] 0.2823200903 0.061725223 0.216042540 0.381712620
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.949809895 0.01345644 0.9367605255 0.9716593698
#> lag1_var2 0.055220244 0.03481634 0.0026884953 0.0945850604
#> lag1_var3 0.083320372 0.05374106 0.0058077867 0.1434550782
#> lag1_var4 -0.073163606 0.05120816 -0.1298337037 -0.0002818085
#> const 0.502822372 0.15230631 0.2747019371 0.6632342448
#> exo1 -0.018375633 0.02713406 -0.0486307237 0.0226277635
#> exo2 0.021114419 0.01771655 -0.0009241614 0.0465282808
#> exo3 -0.006134323 0.01906830 -0.0352838846 0.0174213827
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001432389 0.5621981 -0.7395945 0.7997139
#> lag1_var2 1.426280065 1.2578852 -0.2442860 3.2437486
#> lag1_var3 0.859492015 1.8783050 -1.7017538 3.4895755
#> lag1_var4 -0.881620682 1.7841481 -3.3649203 1.5557284
#> const 2.405124509 6.5429978 -5.6609841 12.1979308
#> exo1 -0.070618253 0.4496817 -0.6897643 0.5194365
#> exo2 0.855223834 0.4568641 0.2837876 1.5648760
#> exo3 -2.251635659 0.3424512 -2.8175251 -1.8624362
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6140841462 0.5551832 -1.5416238 -0.02426940
#> lag1_var2 1.9775965633 0.8658195 0.8438642 3.03731463
#> lag1_var3 4.0879971618 1.2943913 2.3611402 5.75809589
#> lag1_var4 -3.0060512864 1.2305190 -4.6780334 -1.33411367
#> const 9.1551645215 6.5009924 1.7394085 18.50026647
#> exo1 -0.0009411967 0.4168295 -0.6135465 0.60749198
#> exo2 -0.9317958060 0.7025706 -1.9337467 0.01972693
#> exo3 1.3016621554 0.6881806 0.2533588 2.12015286
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.65495043 0.5768454 -1.4356214 0.1740681
#> lag1_var2 2.70946034 1.0570834 1.1516816 4.0754010
#> lag1_var3 4.35738693 1.6817713 1.8894311 6.5004179
#> lag1_var4 -3.25734846 1.6049888 -5.2827218 -0.9481556
#> const 9.58407350 7.5508436 0.4079078 21.1001172
#> exo1 -0.04268144 0.5150357 -0.8441198 0.5320115
#> exo2 -0.41747839 0.5395063 -1.2107467 0.2732547
#> exo3 -0.14698195 0.7295512 -1.1901638 0.7302822
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007569828 4.94623e-05 0.0007047486 0.0008378493
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.954366e-05 0.001242112 -0.001519541 0.00160608
#> Sigma[2,2] 1.560747e-01 0.030305517 0.109105458 0.19652669
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005026577 0.003577164 -0.004326415 0.004564615
#> Sigma[3,2] 0.0520424041 0.044588376 -0.012341565 0.099767498
#> Sigma[3,3] 0.8668413337 0.189248240 0.624823741 1.114384038
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004289939 0.003825975 -0.00536404 0.004679705
#> Sigma[4,2] 0.1631264132 0.048442490 0.09033311 0.229942894
#> Sigma[4,3] 0.9299565185 0.187905026 0.67774025 1.170114441
#> Sigma[4,4] 1.0731144176 0.191781902 0.80282811 1.311999289
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986525772 0.01199665 0.96976610 1.00366233
#> lag1_var2 -0.003840449 0.03794988 -0.05631179 0.04690497
#> lag1_var3 -0.014184240 0.05071016 -0.08167261 0.06166546
#> lag1_var4 0.013800873 0.05139623 -0.06245265 0.08192504
#> const 0.353153529 0.28806739 0.01391941 0.76237525
#> exo1 -0.015220807 0.02341755 -0.04256904 0.01729624
#> exo2 -0.082282847 0.02281060 -0.10624230 -0.05183271
#> exo3 -0.081293597 0.02141966 -0.11448447 -0.05733860
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44609303 0.2054629 0.1773497 0.7150258
#> lag1_var2 -1.18336528 1.0471077 -2.7130263 0.1358670
#> lag1_var3 -2.84617610 1.4155781 -4.9633631 -1.0719915
#> lag1_var4 2.82815902 1.3987079 1.0632838 4.9108822
#> const -7.33786195 3.3702597 -11.5575557 -2.9721385
#> exo1 0.06494799 0.3368395 -0.4617047 0.5009027
#> exo2 1.82064628 0.5892855 0.9805657 2.6021322
#> exo3 0.02515064 0.3807600 -0.4377600 0.6162522
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6833849 0.3390613 -1.2303809 -0.2644636
#> lag1_var2 4.2979075 2.1511978 1.6443902 7.4563134
#> lag1_var3 6.9931056 3.0333906 3.2147683 11.4601487
#> lag1_var4 -6.0470016 2.9888682 -10.4097282 -2.2835230
#> const 17.1239334 6.4908145 7.3143647 24.7519704
#> exo1 -0.1579038 0.5112844 -0.8763660 0.6012368
#> exo2 0.6105674 1.1555887 -0.6301640 2.3439736
#> exo3 1.0884917 0.9716175 -0.4260146 2.1747318
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3800932 0.3329602 -0.9288222 0.04139784
#> lag1_var2 3.3081551 2.1130343 0.6327960 6.55326372
#> lag1_var3 4.7742104 2.9840928 0.9776318 9.32861330
#> lag1_var4 -3.8238085 2.9458973 -8.3179138 -0.02824141
#> const 10.9860951 7.3950729 -0.7990556 18.99674640
#> exo1 -0.1133809 0.6058562 -0.9434750 0.78570555
#> exo2 1.8937734 1.2543182 0.1787189 3.61729524
#> exo3 1.1373593 1.0204630 -0.3808865 2.29959783
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002080414 0.000696082 0.001407051 0.003172264
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009207241 0.0108527 -0.01562564 0.01428648
#> Sigma[2,2] 1.6657903874 0.4260072 1.11518686 2.24342761
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006851645 0.007404238 -0.01920567 0.0009002991
#> Sigma[3,2] -0.976670176 0.304043408 -1.39339483 -0.6232748767
#> Sigma[3,3] 0.805900164 0.222804017 0.54331698 1.0900654154
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008444224 0.003936705 -0.0129573 -0.003078708
#> Sigma[4,2] -0.004263968 0.098724869 -0.1627710 0.103154157
#> Sigma[4,3] 0.283381456 0.090637732 0.1799214 0.412563959
#> Sigma[4,4] 0.339058765 0.085437873 0.2651387 0.483685615
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980930247 0.02068978 0.95326445 1.00556166
#> lag1_var2 0.007320795 0.02065464 -0.01976002 0.03697279
#> lag1_var3 0.004206088 0.03679779 -0.04449686 0.05694185
#> lag1_var4 -0.003492395 0.02886323 -0.04421865 0.03315463
#> const 0.340317650 0.24836131 -0.05306767 0.59256077
#> exo1 -0.005970137 0.04099099 -0.05528708 0.05311209
#> exo2 -0.105290395 0.04277331 -0.17159611 -0.06142712
#> exo3 0.080703313 0.04197632 0.02890847 0.14435034
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4155373 0.9406881 -2.9055757 -0.3928932
#> lag1_var2 1.6208360 0.6953329 0.6604188 2.5297252
#> lag1_var3 1.4097365 1.1919430 -0.3066706 2.8863516
#> lag1_var4 -0.8664868 0.9373203 -2.0923736 0.5101403
#> const 4.5407849 9.4478686 -9.7477302 16.3278732
#> exo1 -0.0211557 1.1160773 -1.1986406 1.7082106
#> exo2 1.0494701 1.5647137 -1.4615252 2.7136147
#> exo3 2.1491167 1.1756957 0.2265485 3.3622371
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9203371 0.5821624 1.2033349 2.66801349
#> lag1_var2 -1.1445610 0.3893088 -1.6417072 -0.53397850
#> lag1_var3 -1.1481260 0.7471217 -2.0396234 0.05687378
#> lag1_var4 1.4392018 0.6038802 0.4735997 2.16813935
#> const -4.5123254 6.8882583 -13.3976820 5.67104793
#> exo1 0.7399389 0.7508103 -0.4696692 1.64377030
#> exo2 -2.2599517 1.1766176 -3.7268110 -0.43230828
#> exo3 -0.1540633 0.7410775 -1.1370198 1.01510688
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3181333 0.4010261 0.7718386 1.8608780
#> lag1_var2 -0.8316555 0.2810737 -1.2163938 -0.4777427
#> lag1_var3 -1.4101218 0.5201694 -2.0505210 -0.6793556
#> lag1_var4 1.9824274 0.3920649 1.4619415 2.4540058
#> const -4.8722219 3.2374611 -8.9397839 -0.8729807
#> exo1 0.8402109 0.3802583 0.2593428 1.3370552
#> exo2 -2.0342411 0.6466208 -2.9732244 -1.2242826
#> exo3 1.5350198 0.4475715 1.0101942 2.1691568
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007378006 0.001643271 0.005604308 0.01014849
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003030561 0.0009582914 -0.001361782 0.001208938
#> Sigma[2,2] 0.0095857431 0.0027902990 0.006503487 0.013556241
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001259112 0.001512621 -0.003583171 0.0001529469
#> Sigma[3,2] -0.006145790 0.001163842 -0.007193299 -0.0042449494
#> Sigma[3,3] 0.017098578 0.002895157 0.013165953 0.0214291283
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0011389260 0.001404747 -0.003410327 0.0003378527
#> Sigma[4,2] 0.0004684096 0.001743771 -0.001320309 0.0029171853
#> Sigma[4,3] 0.0134948985 0.003153420 0.008815235 0.0173917797
#> Sigma[4,4] 0.0145205704 0.002752610 0.010900127 0.0181951977
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85539684 0.08195233 0.76390896 0.97439381
#> lag1_var2 0.28691010 0.32412911 -0.20312028 0.64738024
#> lag1_var3 0.39488890 0.46553629 -0.31507290 0.89564586
#> lag1_var4 -0.36856129 0.47570246 -0.88516592 0.34662690
#> const 1.18143670 1.32604679 -0.58400983 2.85680262
#> exo1 0.01327693 0.07660825 -0.09853634 0.09793835
#> exo2 0.01516983 0.08566416 -0.10459721 0.12127281
#> exo3 0.05233518 0.08502014 -0.09511675 0.12555108
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04562632 0.08130430 -0.162542529 0.05787189
#> lag1_var2 0.30585285 0.19706286 -0.007434911 0.51390071
#> lag1_var3 -0.61915172 0.30209464 -1.124075276 -0.29495042
#> lag1_var4 0.65880372 0.28565309 0.348273430 1.12806785
#> const -0.35066096 0.50433179 -1.054288580 0.27306732
#> exo1 -0.10354512 0.05436248 -0.159875031 -0.02685089
#> exo2 0.62881172 0.13805435 0.400002181 0.76310114
#> exo3 0.36455245 0.11096604 0.232012404 0.53878943
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25536524 0.13878581 0.038517443 0.4251469
#> lag1_var2 0.89527496 0.40906552 0.364797648 1.5369456
#> lag1_var3 1.83787229 0.56091249 1.152275328 2.7721165
#> lag1_var4 -0.99188496 0.56101839 -1.917183922 -0.3106086
#> const 3.68672617 1.30383947 1.659469753 5.2638470
#> exo1 0.06782884 0.05754323 -0.003801311 0.1498561
#> exo2 -1.09750525 0.12761071 -1.230060400 -0.8974242
#> exo3 -0.46714817 0.11991320 -0.614846443 -0.2821910
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.237045805 0.15291562 -0.009854846 0.37885221
#> lag1_var2 0.839078555 0.37600791 0.465583869 1.49542548
#> lag1_var3 1.006998612 0.55818139 0.469446572 2.00059620
#> lag1_var4 -0.117600993 0.54712058 -1.091444893 0.38296521
#> const 2.020289589 1.17373850 0.326381766 3.60575851
#> exo1 -0.004846138 0.07768998 -0.072940188 0.13466819
#> exo2 -0.701193426 0.07246907 -0.800657180 -0.59711549
#> exo3 -0.233085919 0.16075013 -0.447018651 -0.01850396
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002650627 5.517251e-05 0.000190488 0.0003341603
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008026996 0.002186491 -0.01099875 -0.005228477
#> Sigma[2,2] 0.446930830 0.125700427 0.29247579 0.621497953
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00683004 0.002550354 0.003407934 0.009850023
#> Sigma[3,2] -0.35132462 0.114228351 -0.527892755 -0.219062113
#> Sigma[3,3] 0.37547065 0.102635436 0.266346425 0.520225853
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00166114 0.001471996 -0.0005684941 0.003199012
#> Sigma[4,2] -0.06180941 0.050846854 -0.1293423771 0.005257348
#> Sigma[4,3] 0.15471628 0.045902848 0.0982447234 0.229572249
#> Sigma[4,4] 0.12209076 0.032344841 0.0795456647 0.166816987
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9981013916 0.01068164 0.98142202 1.009294499
#> lag1_var2 -0.0002414186 0.02174182 -0.02612467 0.032025020
#> lag1_var3 -0.0037452613 0.03532162 -0.04493760 0.050017570
#> lag1_var4 -0.0008080963 0.03354959 -0.05061684 0.037668972
#> const 0.3606789254 0.16436142 0.17322014 0.631785713
#> exo1 -0.0093144614 0.01519587 -0.03159260 0.008583899
#> exo2 -0.0728630070 0.01774885 -0.09603359 -0.049117936
#> exo3 0.0203241889 0.01398868 0.00222434 0.039754889
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2634462 0.4111237 -1.7727512 -0.63649849
#> lag1_var2 2.6480153 1.2301667 1.1482293 4.51898279
#> lag1_var3 2.7638833 1.9851717 0.4094352 5.83425275
#> lag1_var4 -2.2939069 1.8923441 -5.2643883 -0.08398384
#> const 5.3498082 7.5835296 -6.9514057 13.29938474
#> exo1 -0.1368457 0.3606352 -0.6028146 0.34723515
#> exo2 3.9115242 0.9723455 2.6021376 5.34254426
#> exo3 -0.9023281 0.4204656 -1.4037143 -0.25403198
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6879169 0.3096399 0.3163016 1.1486912
#> lag1_var2 -0.1506680 0.6747970 -1.1216040 0.6729321
#> lag1_var3 0.7953166 1.0964429 -0.7440970 2.1238912
#> lag1_var4 -0.1212242 1.0125433 -1.3307528 1.3811632
#> const 2.6304671 7.5012865 -6.2552328 14.1328163
#> exo1 0.1296938 0.3755475 -0.3134604 0.6959989
#> exo2 -4.3096456 0.9019038 -5.6009380 -3.0840610
#> exo3 1.5074274 0.5031905 0.8225759 2.1395967
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16544386 0.3148424 -0.5607013 0.2931584
#> lag1_var2 1.33016381 0.8674839 0.1972928 2.5859311
#> lag1_var3 2.23835610 1.3601859 0.4727794 4.1984669
#> lag1_var4 -1.22292732 1.2658579 -3.0547399 0.4113054
#> const 4.76796157 3.5884741 -0.6660277 9.0269171
#> exo1 0.03363059 0.2426303 -0.2488277 0.3804058
#> exo2 -1.92335734 0.3570351 -2.4118201 -1.5138616
#> exo3 1.00771740 0.3724756 0.5015071 1.5554074
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002511543 4.446601e-05 0.000199975 0.0003207328
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003739494 0.0009753689 -0.004870642 -0.002205565
#> Sigma[2,2] 0.182680247 0.0352522550 0.130889015 0.226024888
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002240972 0.000798019 0.001247616 0.003399766
#> Sigma[3,2] -0.112507172 0.030875074 -0.157343449 -0.075785686
#> Sigma[3,3] 0.124434414 0.026540942 0.099617681 0.167647969
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.344934e-05 0.0004451338 -0.0003662145 0.0006984811
#> Sigma[4,2] -4.775241e-03 0.0180271789 -0.0286598882 0.0167794000
#> Sigma[4,3] 6.162615e-02 0.0116180660 0.0462919138 0.0795626722
#> Sigma[4,4] 6.262564e-02 0.0097991679 0.0508587294 0.0773054387
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973169944 0.01280240 0.955374741 0.98827086
#> lag1_var2 0.028475406 0.02650369 -0.009651294 0.05985268
#> lag1_var3 0.038090338 0.04393017 -0.026366289 0.08848831
#> lag1_var4 -0.034857361 0.04303865 -0.083301644 0.02865950
#> const 0.387584206 0.12176082 0.239449286 0.56056809
#> exo1 -0.005007311 0.01419093 -0.018998427 0.01595729
#> exo2 -0.122016216 0.01776066 -0.140362479 -0.09801567
#> exo3 0.060749475 0.00914098 0.046639879 0.07105249
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33313428 0.2155831 -0.6148986 -0.02598649
#> lag1_var2 1.27978533 0.7145530 0.3955134 2.25528647
#> lag1_var3 0.63984010 1.1631115 -0.8422673 2.20191347
#> lag1_var4 -0.55092317 1.1338701 -2.0825422 0.92855052
#> const 2.75381560 2.9167700 -0.8929012 6.62718836
#> exo1 -0.22980359 0.3827182 -0.7184547 0.26971063
#> exo2 0.43480629 0.3916344 -0.1156896 0.87183489
#> exo3 -0.03026607 0.2713772 -0.3978177 0.35663489
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04011623 0.3203729 -0.3555199 0.517537116
#> lag1_var2 0.59664908 0.5632402 -0.1786027 1.223799644
#> lag1_var3 2.08632527 0.8777788 0.8644724 3.115823897
#> lag1_var4 -1.14616181 0.8015039 -2.0728391 -0.005035238
#> const 3.01009177 3.0699054 -1.0831129 7.185759922
#> exo1 0.18579557 0.3512261 -0.2830462 0.655934670
#> exo2 -1.06116777 0.3483652 -1.5204458 -0.600316086
#> exo3 -0.02642410 0.3318667 -0.5766412 0.342449779
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16786848 0.2934336 -0.56039896 0.24508851
#> lag1_var2 1.09737158 0.4951657 0.50282843 1.84802709
#> lag1_var3 2.04020745 0.8017800 1.05135466 3.24689376
#> lag1_var4 -1.01759308 0.7494095 -2.16773848 -0.08638237
#> const 3.15168733 2.9687847 0.03519692 7.58896275
#> exo1 0.04974448 0.2899741 -0.40081826 0.35673137
#> exo2 -0.86529393 0.1491817 -1.08337736 -0.67565522
#> exo3 -0.04499780 0.2601446 -0.38860397 0.29815222
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001916864 4.271603e-05 0.0001393259 0.000247403
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002231656 0.001123435 -0.003846066 -0.0007342379
#> Sigma[2,2] 0.178987618 0.059264931 0.100143670 0.2411300569
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001176331 0.002043767 -0.001660767 0.003796181
#> Sigma[3,2] -0.103629418 0.067169406 -0.200592965 -0.024930455
#> Sigma[3,3] 0.447454864 0.132635192 0.283089984 0.612828515
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003646548 0.001749906 -0.002865231 0.001691514
#> Sigma[4,2] 0.0172967448 0.044371372 -0.048540120 0.075424101
#> Sigma[4,3] 0.3916646261 0.107464305 0.252708948 0.539046131
#> Sigma[4,4] 0.4181755198 0.101753038 0.297263578 0.563265606
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974199749 0.008989365 0.961513630 0.98553471
#> lag1_var2 0.039820962 0.031992974 -0.003230912 0.08024385
#> lag1_var3 0.045409791 0.046494370 -0.014677163 0.10911609
#> lag1_var4 -0.041393218 0.044955381 -0.103715311 0.01642799
#> const 0.410136555 0.115670774 0.302978713 0.59552272
#> exo1 0.007357782 0.012112159 -0.009742891 0.02219014
#> exo2 -0.039121312 0.015438714 -0.060166561 -0.01764640
#> exo3 0.029033651 0.007205240 0.019387038 0.03866076
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05782819 0.2345057 -0.29746045 0.37586542
#> lag1_var2 -0.10014768 0.5906297 -0.93718779 0.61597003
#> lag1_var3 -1.04381182 0.8426099 -2.17580114 0.04368189
#> lag1_var4 1.05045779 0.8030389 0.06579095 2.18122009
#> const -0.41243248 2.2134648 -3.46012674 1.94730661
#> exo1 -0.37600064 0.3800575 -0.87252416 0.06214799
#> exo2 0.64940346 0.4456437 0.07317737 1.36101921
#> exo3 0.48913704 0.4058843 -0.05310466 1.05614742
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3051915 0.7107151 -0.78980854 1.05806662
#> lag1_var2 1.5882171 1.8923634 -0.93472559 4.10424723
#> lag1_var3 2.8918182 2.7741154 -0.71882486 6.60065386
#> lag1_var4 -2.0792374 2.6117743 -5.49992201 1.33815418
#> const 3.1340881 6.7299333 -4.78784451 13.38730340
#> exo1 0.5327345 0.5041312 -0.05413897 1.23630004
#> exo2 -0.8146462 0.5390971 -1.50101498 0.04242979
#> exo3 -0.4665532 0.8640186 -1.75676158 0.52547597
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3711146 0.6238111 -0.6159585 0.9932728
#> lag1_var2 1.2615895 1.7779959 -1.1856650 3.6512059
#> lag1_var3 1.7994183 2.5903428 -1.7756013 5.4032511
#> lag1_var4 -0.9712152 2.4457376 -4.2708158 2.4959985
#> const 1.3667141 6.2886397 -7.1438284 10.1872959
#> exo1 0.2858913 0.6035048 -0.6497818 0.9952509
#> exo2 -0.3941545 0.5246589 -1.1118867 0.3225799
#> exo3 -0.1479315 0.6887909 -1.1857870 0.6281378
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004452859 6.633826e-05 0.0003693123 0.0005309682
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01580001 0.003905032 -0.02230374 -0.01175491
#> Sigma[2,2] 1.09140496 0.211593882 0.86602145 1.43751876
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01155399 0.003058103 0.009152627 0.01646688
#> Sigma[3,2] -0.76982872 0.165671410 -1.034506821 -0.60329721
#> Sigma[3,3] 0.80923704 0.191257091 0.622985368 1.10007336
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002711871 0.002434504 -0.000517508 0.006134646
#> Sigma[4,2] -0.159442306 0.095012923 -0.309036474 -0.055835269
#> Sigma[4,3] 0.405377594 0.140545393 0.244010261 0.623837556
#> Sigma[4,4] 0.345862660 0.117462512 0.224020807 0.543587414
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984599003 0.02250793 0.95801654 1.01989812
#> lag1_var2 0.037166762 0.04276465 -0.02679314 0.08416605
#> lag1_var3 0.065745499 0.07280356 -0.04257511 0.14554194
#> lag1_var4 -0.065860608 0.06504676 -0.13658367 0.03023805
#> const 0.449292368 0.20233568 0.11502892 0.66206887
#> exo1 -0.004244448 0.01218748 -0.02386083 0.01047180
#> exo2 -0.076779186 0.02592177 -0.11701896 -0.04176761
#> exo3 0.063928329 0.02329746 0.02947445 0.09441251
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3985752 0.6765538 -1.3828776 0.5254502
#> lag1_var2 1.6486067 1.2380377 0.2388871 3.6253411
#> lag1_var3 1.6464247 2.1293781 -0.6295336 5.1679852
#> lag1_var4 -1.4882728 1.9267260 -4.7059936 0.5743940
#> const 3.6228422 9.3002591 -8.7149621 18.0457449
#> exo1 0.7585258 0.7194946 -0.1809550 1.8441703
#> exo2 2.7179838 1.4084072 0.4100108 4.4792481
#> exo3 -0.8205316 1.1156502 -2.6557531 0.2760236
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.530779455 0.6086400 0.6860243 2.447582
#> lag1_var2 -2.603631303 1.1961294 -4.4425983 -1.255023
#> lag1_var3 -3.769619209 2.0998659 -7.0020832 -1.373733
#> lag1_var4 4.158022766 1.9078593 1.8963235 7.058380
#> const -5.232688304 7.2981278 -14.0076815 5.076658
#> exo1 0.007525515 0.8635909 -0.9839689 1.370728
#> exo2 -4.948318786 1.4761334 -6.7386761 -2.600898
#> exo3 0.761774013 1.1543461 -0.5722752 2.405044
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4347318 0.8249910 0.1653284 2.4812416
#> lag1_var2 -2.2181842 1.3740102 -3.8316533 -0.1537908
#> lag1_var3 -3.7920998 2.3555977 -6.5356432 -0.2789740
#> lag1_var4 4.2520847 2.0838165 1.1148121 6.5971934
#> const -5.4146305 6.5905231 -13.1773653 4.8201218
#> exo1 0.5012332 0.6421099 -0.1975816 1.4758716
#> exo2 -3.7116995 0.8334601 -4.9160597 -2.6127133
#> exo3 0.3392648 0.6619772 -0.6556424 1.0657306
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002974159 9.002562e-05 0.0002089962 0.0004365493
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002710562 0.0004469327 -0.0009073203 0.0003158416
#> Sigma[2,2] 0.0283938349 0.0062741722 0.0210531868 0.0367717426
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004171794 0.0005376545 -0.001266611 7.535056e-05
#> Sigma[3,2] -0.0240828236 0.0066151644 -0.033782852 -1.692665e-02
#> Sigma[3,3] 0.0436593140 0.0092340469 0.034422420 5.857981e-02
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006348409 0.0004017732 -0.001183172 -0.0001140926
#> Sigma[4,2] -0.0032596026 0.0042704852 -0.010557313 0.0006198768
#> Sigma[4,3] 0.0268305019 0.0051373796 0.022146351 0.0351713924
#> Sigma[4,4] 0.0254264264 0.0030883793 0.021610042 0.0289383596
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977385527 0.009981024 0.962873929 0.990000562
#> lag1_var2 0.034035470 0.060634371 -0.052736228 0.114941395
#> lag1_var3 0.023705532 0.075279283 -0.086536388 0.114200059
#> lag1_var4 -0.019804843 0.073800552 -0.107903026 0.087791046
#> const 0.393891016 0.156298403 0.223957071 0.587607962
#> exo1 -0.005395259 0.013103798 -0.022054410 0.012412349
#> exo2 -0.030103169 0.025292335 -0.064810725 0.002536184
#> exo3 0.023996285 0.017987962 0.004004789 0.050633525
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2413982 0.07377236 0.131298956 0.33258922
#> lag1_var2 -0.4058887 0.34592399 -0.862664763 0.07403289
#> lag1_var3 -1.5280590 0.44579434 -2.117842887 -0.91994183
#> lag1_var4 1.4834388 0.43278854 0.892517785 2.04895610
#> const -2.5174110 1.70300146 -5.120161837 -0.45281692
#> exo1 0.1132985 0.10770390 -0.008261841 0.24800330
#> exo2 0.3035606 0.17198899 0.117509199 0.56430406
#> exo3 -0.2477453 0.18024851 -0.525386542 -0.02363110
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.243462 0.1235762 -0.4008378 -0.05707518
#> lag1_var2 1.330058 0.4758559 0.5407265 1.87998592
#> lag1_var3 2.791641 0.5936491 1.7897586 3.42161480
#> lag1_var4 -1.772115 0.5809243 -2.3846987 -0.79142323
#> const 5.109094 2.8429267 1.4666550 9.36902167
#> exo1 -0.174113 0.1758571 -0.3987881 0.06570857
#> exo2 -1.156968 0.1862360 -1.4058986 -0.93762852
#> exo3 1.345239 0.2249558 1.0035638 1.56847716
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06587298 0.08241002 -0.1752428 0.03917129
#> lag1_var2 0.67775861 0.33108604 0.1974605 1.13148491
#> lag1_var3 1.17978247 0.42274772 0.5626930 1.73359835
#> lag1_var4 -0.17115589 0.41469385 -0.7110187 0.43439624
#> const 1.59535108 1.88490480 -0.5039517 4.00792982
#> exo1 -0.09819906 0.18173444 -0.3175361 0.14387906
#> exo2 -1.01718809 0.15108269 -1.2296383 -0.83491675
#> exo3 1.22403700 0.16974547 0.9992378 1.44120090
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001505811 0.0004352595 0.001043259 0.002232862
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01569284 0.006767656 -0.0259527 -0.008604452
#> Sigma[2,2] 0.54133501 0.151658354 0.3443875 0.745082435
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009711768 0.004086123 0.005280666 0.01604132
#> Sigma[3,2] -0.344474445 0.098574471 -0.475061170 -0.21837756
#> Sigma[3,3] 0.225377146 0.065104482 0.143184951 0.31277024
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005225717 0.0005736618 -0.001292613 0.0001766062
#> Sigma[4,2] 0.0073309090 0.0081579083 -0.002569872 0.0198953906
#> Sigma[4,3] 0.0018051467 0.0039668285 -0.003743262 0.0071953493
#> Sigma[4,4] 0.0069064671 0.0023122422 0.004736220 0.0109295829
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01452223 0.01729381 0.99360978 1.03723240
#> lag1_var2 0.04501405 0.12034716 -0.07177349 0.24871108
#> lag1_var3 0.07185247 0.18407959 -0.11245905 0.38357718
#> lag1_var4 -0.08139099 0.18646519 -0.39903856 0.10183733
#> const 0.31008307 0.49209218 -0.22805369 1.14350538
#> exo1 0.02295459 0.04038383 -0.03975496 0.06642454
#> exo2 -0.03320558 0.02991469 -0.08002867 -0.00447092
#> exo3 0.01438031 0.02528539 -0.02215460 0.04898108
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4308693 0.2727443 -0.7889119 -0.04101535
#> lag1_var2 0.7288712 2.1511880 -2.4369013 3.64338293
#> lag1_var3 -0.1278239 3.2259345 -4.8560365 4.25104928
#> lag1_var4 0.2761634 3.3299431 -4.2829659 5.17451629
#> const 1.5434292 8.4269821 -8.7999583 13.88880473
#> exo1 0.3590000 0.7917506 -0.5036000 1.49727641
#> exo2 0.2069294 0.6641053 -0.4353891 1.28772876
#> exo3 0.1304371 0.4952481 -0.3871924 0.87815144
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32836510 0.1664872 0.1045267 0.5687823
#> lag1_var2 0.50908440 1.4143837 -1.2254983 2.7804275
#> lag1_var3 1.59752981 2.1261342 -1.0053083 5.0223823
#> lag1_var4 -0.75585620 2.1951920 -4.2926701 1.9665366
#> const 1.83906445 5.2878940 -5.7182574 8.8982162
#> exo1 -0.22352832 0.4873858 -0.9500767 0.3293761
#> exo2 -0.76903592 0.4271385 -1.4664277 -0.3581208
#> exo3 -0.04612614 0.3379197 -0.5556268 0.3352371
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.052689898 0.03231890 0.01628487 0.1035323
#> lag1_var2 0.729008040 0.20686070 0.45184091 1.0086221
#> lag1_var3 1.124596128 0.32867870 0.69913445 1.5827872
#> lag1_var4 -0.165996261 0.33224909 -0.61875409 0.2756702
#> const 1.405354501 0.77086965 0.18745607 2.4062880
#> exo1 0.008280865 0.07594256 -0.10083041 0.1042206
#> exo2 -0.656832643 0.07570928 -0.76258350 -0.5565192
#> exo3 0.043706873 0.08117704 -0.06770619 0.1522825
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005423775 3.988677e-05 0.0004871509 0.0005905523
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002955871 0.001112335 -0.004604434 -0.001591779
#> Sigma[2,2] 0.078396048 0.019049476 0.048968476 0.101097961
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003923493 0.003660137 -0.0005554058 0.009747916
#> Sigma[3,2] -0.146594479 0.044213759 -0.2056494812 -0.085105963
#> Sigma[3,3] 0.410932548 0.102171979 0.3161014579 0.574087930
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001551276 0.003066324 -0.002383754 0.00626065
#> Sigma[4,2] -0.086298546 0.032011303 -0.133703234 -0.04687312
#> Sigma[4,3] 0.304253856 0.075177038 0.236587339 0.42356556
#> Sigma[4,4] 0.244362011 0.057048948 0.184225856 0.32986610
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970263374 0.01207929 0.9556667755 0.9862262293
#> lag1_var2 0.072508933 0.04727374 -0.0085497284 0.1167082181
#> lag1_var3 0.100259935 0.05992718 -0.0001137408 0.1592154380
#> lag1_var4 -0.096600066 0.05769196 -0.1517029862 0.0006403132
#> const 0.496727100 0.19793858 0.2447229732 0.7613931528
#> exo1 -0.021178182 0.02936160 -0.0628985694 0.0142272338
#> exo2 -0.029526420 0.03420976 -0.0680444432 0.0218165954
#> exo3 0.001937705 0.02231031 -0.0285382888 0.0281670206
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.273527624 0.1846258 -0.03227558 0.4592022
#> lag1_var2 0.003424098 0.5457929 -0.52551576 0.8475823
#> lag1_var3 -1.243268021 0.6675881 -1.89727407 -0.1978187
#> lag1_var4 1.179649024 0.6553063 0.15410503 1.8166483
#> const -1.702997626 3.4543150 -5.49331899 3.6907348
#> exo1 0.478491478 0.2110245 0.18188841 0.7734577
#> exo2 0.223753785 0.2946614 -0.10522568 0.6599777
#> exo3 0.103988996 0.2738142 -0.24623359 0.5402204
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1834049 0.4079427 -0.4152732 0.67870906
#> lag1_var2 -0.2109598 1.3157739 -1.8301520 1.63062683
#> lag1_var3 0.4106807 1.6539259 -1.5392302 2.76962345
#> lag1_var4 0.5092070 1.6080547 -1.7685470 2.43455160
#> const 0.3702749 7.3362279 -10.1034659 10.03429944
#> exo1 -0.7443605 0.5499505 -1.3614637 0.16655535
#> exo2 -0.8977382 0.6884401 -1.7715732 -0.01287415
#> exo3 -0.2024827 0.6669804 -1.1171853 0.75638752
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4241156 0.3010307 -0.04457262 0.752709302
#> lag1_var2 -0.5953491 1.0686804 -1.72695532 0.844181994
#> lag1_var3 -1.0987150 1.3565424 -2.52430822 0.762713864
#> lag1_var4 1.9810087 1.3117370 0.18755680 3.371391146
#> const -2.7167589 5.0916331 -9.16361298 4.256026743
#> exo1 -0.3508933 0.4406297 -0.83032948 0.390197487
#> exo2 -0.7706187 0.5102299 -1.32395981 -0.005180546
#> exo3 -0.1485517 0.4828911 -0.71917554 0.607817121
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002071424 0.0006260605 0.001455836 0.002981885
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004482603 0.001678280 -0.003074674 0.001319292
#> Sigma[2,2] 0.0179881178 0.003472507 0.013906444 0.023044726
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006438178 0.004333073 -0.01254680 -0.0004051492
#> Sigma[3,2] -0.041498257 0.008164790 -0.05459381 -0.0322673871
#> Sigma[3,3] 0.195007437 0.052178107 0.13911594 0.2786942030
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007033364 0.003787936 -0.01260289 -0.002510822
#> Sigma[4,2] -0.030157612 0.007010401 -0.04062241 -0.021797569
#> Sigma[4,3] 0.171646802 0.051472725 0.11959365 0.255596714
#> Sigma[4,4] 0.155560969 0.051028393 0.10758420 0.239326831
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95518348 0.03765327 0.908361205 1.0093005199
#> lag1_var2 0.25564752 0.13762507 0.054072136 0.3952763021
#> lag1_var3 0.37607056 0.21335928 0.069797629 0.5885670286
#> lag1_var4 -0.37924484 0.21230222 -0.594336193 -0.0776109902
#> const 1.33641368 0.77896089 0.309853600 2.2495912859
#> exo1 0.04098425 0.03174514 -0.004540993 0.0836171945
#> exo2 -0.07326027 0.04441594 -0.109681495 0.0003628567
#> exo3 -0.03161149 0.03963875 -0.086581517 0.0130977007
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26783679 0.08208331 0.12552394 0.3479442
#> lag1_var2 0.40459000 0.38732841 -0.02972422 1.0338727
#> lag1_var3 -0.15386523 0.66372368 -0.88300939 0.9094577
#> lag1_var4 0.07871836 0.66247474 -0.97653672 0.8065920
#> const 0.69800293 1.43667064 -0.59232004 2.9800917
#> exo1 0.06567702 0.10873449 -0.08407837 0.2060342
#> exo2 0.62727477 0.19982797 0.37019578 0.9040005
#> exo3 0.15472772 0.17619362 -0.10160097 0.4125362
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2458748 0.2935569 -0.5859705 0.19508067
#> lag1_var2 0.6176186 0.9883672 -0.7765534 1.72975383
#> lag1_var3 1.4404721 1.6769491 -0.9698748 3.58771627
#> lag1_var4 -0.3833887 1.6792870 -2.5699935 2.00744820
#> const 0.4732348 4.8680716 -6.4770933 6.25881804
#> exo1 -0.6146533 0.4323136 -1.1924536 -0.08234355
#> exo2 -0.5855593 0.5282825 -1.3911087 -0.06517523
#> exo3 0.5746185 0.3538799 0.1255552 1.14264711
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06157307 0.2710540 -0.3967228 0.34554138
#> lag1_var2 0.61646576 0.8422991 -0.5448096 1.70391539
#> lag1_var3 0.93063741 1.4183107 -0.8825687 2.95714057
#> lag1_var4 0.09687749 1.4241964 -1.9572809 1.89321298
#> const -0.58394265 4.2885853 -6.4028755 4.79692968
#> exo1 -0.58166495 0.3929280 -1.1031435 -0.09024779
#> exo2 -0.19587050 0.4526148 -0.8506845 0.29034328
#> exo3 0.69504283 0.2520450 0.4099232 1.09602199
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001931113 0.0003445139 0.00143357 0.002329805
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006628174 0.001353698 -0.00831669 -0.004792157
#> Sigma[2,2] 0.070413328 0.016089299 0.05053744 0.089892599
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004779703 0.001409166 0.003145003 0.006792488
#> Sigma[3,2] -0.056053272 0.014753135 -0.075311914 -0.039223795
#> Sigma[3,3] 0.051596691 0.013658856 0.034202391 0.070927191
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001751582 0.0007594786 -0.0006844739 0.001254854
#> Sigma[4,2] -0.0096915641 0.0053985784 -0.0178981715 -0.002420323
#> Sigma[4,3] 0.0153862708 0.0049174807 0.0087994103 0.022282502
#> Sigma[4,4] 0.0099393514 0.0020898329 0.0073832179 0.012883412
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.943632456 0.03180949 0.89208441 0.97558116
#> lag1_var2 0.242262911 0.12443666 0.07016041 0.41330405
#> lag1_var3 0.381138238 0.19477751 0.11579467 0.65352992
#> lag1_var4 -0.369529003 0.19278002 -0.63210240 -0.10502428
#> const 0.858286573 0.60068064 -0.03937430 1.64663267
#> exo1 0.002112389 0.03838570 -0.05473294 0.05161076
#> exo2 -0.057664514 0.05229950 -0.12067848 0.02300613
#> exo3 -0.045900879 0.05962190 -0.12353192 0.03284912
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4213769 0.1050289 0.26146642 0.5409867
#> lag1_var2 -0.7475360 0.6838946 -1.75854817 0.2232586
#> lag1_var3 -1.8967773 1.0541647 -3.52563260 -0.4568904
#> lag1_var4 1.9403259 1.0764022 0.42698450 3.5751065
#> const -3.4558135 3.1034355 -6.94735187 1.3678304
#> exo1 0.2613955 0.3036002 -0.05249099 0.6926901
#> exo2 1.8958827 0.3453461 1.51250506 2.4188794
#> exo3 1.1113584 0.3469331 0.70384840 1.6312658
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2253518 0.08607222 -0.3358920 -0.11083644
#> lag1_var2 1.4898121 0.67947122 0.6020623 2.47614937
#> lag1_var3 2.7366288 1.04265195 1.4388540 4.31298148
#> lag1_var4 -1.8319435 1.06861919 -3.4181978 -0.45542181
#> const 5.4721539 3.17738976 0.7349358 8.37519776
#> exo1 -0.2295074 0.27218729 -0.6247227 0.04261371
#> exo2 -1.9303728 0.26435504 -2.2840728 -1.58664393
#> exo3 -0.5507051 0.33403189 -0.9956476 -0.06602107
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04890924 0.04070971 -0.002465072 0.11437926
#> lag1_var2 0.63554972 0.30485527 0.271198333 1.01795738
#> lag1_var3 0.93937741 0.45518372 0.407667032 1.50513560
#> lag1_var4 0.02248840 0.46913661 -0.571441377 0.56329275
#> const 1.54670333 1.61429568 -0.802529180 3.81031370
#> exo1 -0.06837943 0.08901299 -0.205846349 0.04317262
#> exo2 -0.83524822 0.09241228 -0.926623140 -0.68995854
#> exo3 0.22897871 0.17610093 0.050824767 0.52517516
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005425215 0.0001260088 0.0003770961 0.0007268511
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02174564 0.008721403 -0.03508153 -0.0121144
#> Sigma[2,2] 2.56540324 0.804844483 1.50497108 3.6324887
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01119675 0.005875363 0.003723448 0.01967343
#> Sigma[3,2] -1.69830639 0.606293615 -2.482620981 -0.93161317
#> Sigma[3,3] 1.51337435 0.484162614 0.911041475 2.20041931
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003795143 0.002891377 -0.006693688 0.0003404894
#> Sigma[4,2] 0.027586770 0.141084937 -0.191659310 0.1874651903
#> Sigma[4,3] 0.416180385 0.139437066 0.291368560 0.6469875275
#> Sigma[4,4] 0.485949636 0.111525989 0.336860283 0.6352142408
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97838200 0.01394914 0.96538088 0.999191985
#> lag1_var2 0.05262265 0.04263217 -0.01110423 0.104496783
#> lag1_var3 0.08054472 0.06329961 -0.01614107 0.156731735
#> lag1_var4 -0.07698932 0.05836723 -0.14788818 0.011881255
#> const 0.37486679 0.22764142 0.08187811 0.669535328
#> exo1 -0.02113639 0.02029809 -0.04848290 0.005493138
#> exo2 -0.12116454 0.01507730 -0.14120213 -0.100946038
#> exo3 0.04651425 0.02495170 0.01513826 0.078840283
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5468440 1.058496 -2.3455429 0.371509
#> lag1_var2 0.5632525 2.567156 -1.8104008 4.900098
#> lag1_var3 -0.2788228 3.900570 -3.8570125 6.376439
#> lag1_var4 0.4985815 3.527993 -5.4876353 3.766761
#> const 2.3184898 8.089989 -8.8434078 12.845500
#> exo1 1.0137182 1.149818 -0.3461678 2.759635
#> exo2 6.8290350 1.987106 4.1837754 9.638538
#> exo3 -0.3078748 1.492287 -2.2154950 1.666573
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04378416 0.7196228 -0.88393424 1.1612701
#> lag1_var2 1.30916605 1.6877066 -1.24365778 3.2210410
#> lag1_var3 2.73323104 2.5538767 -1.21880778 5.4705220
#> lag1_var4 -1.82505661 2.3374325 -4.48652599 1.7104433
#> const 5.51889443 7.1385301 -4.56273297 15.2446645
#> exo1 -0.76676482 0.7255045 -1.83150387 0.2169162
#> exo2 -5.28339352 1.4266534 -7.48046998 -3.4968741
#> exo3 0.77375556 0.7775999 -0.08950854 1.9839735
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4618765 0.3465835 -0.9253475 -0.02082821
#> lag1_var2 1.3864596 0.9793402 0.1946724 2.86400790
#> lag1_var3 2.1010929 1.4253479 0.3958084 4.27137176
#> lag1_var4 -1.0042712 1.3367371 -3.0635613 0.56379715
#> const 5.6542425 4.7626515 -1.7254369 10.89772882
#> exo1 -0.1147140 0.4739995 -0.7634417 0.46370129
#> exo2 -1.0018719 0.7151244 -2.0679419 -0.13619897
#> exo3 0.6559504 0.9443444 -0.6690854 1.72009377
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007403187 0.0002173186 0.000431375 0.001001569
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001147221 0.0003793276 -0.001724690 -0.0006703705
#> Sigma[2,2] 0.014006836 0.0047983220 0.009018231 0.0211424329
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007133457 0.0008935831 -0.0007818608 0.0014673200
#> Sigma[3,2] -0.0024184330 0.0024040567 -0.0053352483 0.0009262015
#> Sigma[3,3] 0.0309750908 0.0051965346 0.0234587583 0.0379305023
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002331852 0.001050319 -0.001403457 0.0009903353
#> Sigma[4,2] 0.0038946153 0.003972449 0.000532622 0.0105805641
#> Sigma[4,3] 0.0311522409 0.006602385 0.021951982 0.0399505235
#> Sigma[4,4] 0.0343676415 0.008625768 0.023202662 0.0466633348
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98793810 0.02371938 0.96575658 1.02683880
#> lag1_var2 0.01151706 0.04857076 -0.05028023 0.07151510
#> lag1_var3 0.01106444 0.07438816 -0.09907064 0.10279419
#> lag1_var4 -0.01220449 0.07295497 -0.10141201 0.09339452
#> const 0.29062573 0.32629642 -0.21293903 0.63938862
#> exo1 0.01171183 0.02795062 -0.02094368 0.05311650
#> exo2 -0.02268095 0.03028743 -0.07048526 0.01592062
#> exo3 -0.01376046 0.02552718 -0.04534252 0.02654453
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06857293 0.1156112 -0.09774075 0.22737791
#> lag1_var2 0.57482884 0.2607959 0.23901510 0.97422949
#> lag1_var3 -0.37216827 0.4541910 -0.87459367 0.29758813
#> lag1_var4 0.38686455 0.4218987 -0.23392363 0.86483428
#> const -0.76728845 0.4544735 -1.23296113 -0.01441851
#> exo1 -0.02681298 0.0672713 -0.10367880 0.07233522
#> exo2 0.70429027 0.1459261 0.47264284 0.86535914
#> exo3 0.19970942 0.1499041 -0.01714345 0.36310937
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21409759 0.06111649 0.12400894 0.2953317
#> lag1_var2 -0.05320926 0.27309071 -0.43766039 0.2600780
#> lag1_var3 0.54790792 0.48835698 -0.08879812 1.2840722
#> lag1_var4 0.34308480 0.47766906 -0.37068845 0.9508537
#> const -0.31653418 0.88796260 -1.51977315 0.9226365
#> exo1 0.14944777 0.16769745 -0.09563368 0.3372951
#> exo2 -0.80003355 0.22116147 -1.05026345 -0.4811314
#> exo3 0.04129577 0.22840635 -0.29885781 0.3389652
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26298241 0.0880798 0.13264205 0.3510667
#> lag1_var2 0.02000906 0.3845669 -0.51434131 0.4691081
#> lag1_var3 -0.04049453 0.6435161 -0.81689788 0.8580015
#> lag1_var4 0.95971303 0.6263562 0.09095181 1.7411293
#> const -2.03089518 0.8338393 -3.16487768 -0.8041469
#> exo1 0.14624622 0.1566677 -0.07854786 0.3350091
#> exo2 -0.51522005 0.2596178 -0.81373075 -0.1513745
#> exo3 0.13404685 0.2336691 -0.15245322 0.5011814
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001131888 0.0002890001 0.0007922517 0.001523803
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002010116 0.003138061 -0.005988464 0.001767625
#> Sigma[2,2] 0.273124287 0.065900934 0.209003772 0.371068768
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002678852 0.004708972 -0.003421039 0.009699097
#> Sigma[3,2] -0.172579991 0.107597709 -0.341614105 -0.063125444
#> Sigma[3,3] 0.439466893 0.141230066 0.260059745 0.658134637
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00172204 0.004296981 -0.003947563 0.007159102
#> Sigma[4,2] -0.01403206 0.090152718 -0.146153198 0.097477550
#> Sigma[4,3] 0.38440752 0.102339570 0.225073477 0.520137633
#> Sigma[4,4] 0.42768224 0.091146392 0.280259980 0.537364917
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.936601496 0.01206648 0.91854394 0.95023853
#> lag1_var2 0.117245696 0.03878865 0.07435740 0.17651437
#> lag1_var3 0.167403718 0.06483408 0.09245461 0.26719547
#> lag1_var4 -0.161844033 0.06317361 -0.25963507 -0.08877063
#> const 0.826325179 0.28805325 0.45504529 1.26194574
#> exo1 -0.003529132 0.03082243 -0.03804956 0.04365986
#> exo2 -0.275186036 0.02862645 -0.31019781 -0.22914651
#> exo3 -0.079075124 0.04316680 -0.15018286 -0.03227238
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1990309 0.2119702 -0.49188378 0.04946037
#> lag1_var2 0.4831476 0.2606678 0.07485347 0.78259813
#> lag1_var3 -0.1741777 0.4020940 -0.83431300 0.25755004
#> lag1_var4 0.2994448 0.3878894 -0.10672909 0.94205058
#> const 1.9165136 4.3993512 -3.43464745 8.77154856
#> exo1 0.1690520 0.3363571 -0.27570950 0.62199151
#> exo2 2.4275551 0.5171636 1.60193955 2.97930823
#> exo3 1.1044197 1.1348961 -0.63671337 2.56794083
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41199510 0.2891689 -0.7592675 -0.008102402
#> lag1_var2 2.52035447 0.7231270 1.4384824 3.437630300
#> lag1_var3 4.78438778 1.3114689 2.8154608 6.468678269
#> lag1_var4 -3.82860612 1.2510651 -5.4173098 -1.962275033
#> const 7.73089571 4.6729818 2.6763426 15.148661017
#> exo1 0.04675512 0.5054362 -0.5875551 0.783447214
#> exo2 -4.21120845 0.7735575 -5.1865786 -3.124217462
#> exo3 -2.35203003 1.1470455 -3.7594553 -0.669022401
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6172700 0.3511755 -1.0590069 -0.1409313
#> lag1_var2 2.7614942 0.6972677 1.7177651 3.7262996
#> lag1_var3 4.5945512 1.3447236 2.6422073 6.4707398
#> lag1_var4 -3.5202489 1.2710807 -5.2740552 -1.6663998
#> const 7.9879120 6.0836835 1.0766857 17.1718530
#> exo1 0.1641964 0.6485428 -0.4393892 1.1737538
#> exo2 -3.2828864 0.6759127 -4.1042809 -2.2430518
#> exo3 -1.9702634 0.7454307 -2.9273229 -1.1771035
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003291745 8.918453e-05 0.0002252693 0.000454167
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01076399 0.005004093 -0.01698532 -0.003856757
#> Sigma[2,2] 1.09618452 0.229428743 0.73620911 1.360377367
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004423791 0.00268768 0.0008683015 0.008122741
#> Sigma[3,2] -0.035803136 0.19396921 -0.2966100068 0.226326062
#> Sigma[3,3] 1.523470555 0.32388559 1.2488195899 2.093996651
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002280144 0.003650203 -0.006986636 0.002160555
#> Sigma[4,2] 0.685438615 0.268739438 0.331980634 0.969358209
#> Sigma[4,3] 1.626929144 0.354126514 1.291823482 2.203691815
#> Sigma[4,4] 2.216766796 0.445285165 1.696680025 2.851562253
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972995184 0.01548796 0.949100511 0.991085463
#> lag1_var2 0.052770441 0.03852738 0.006488627 0.109249214
#> lag1_var3 0.079938486 0.06085450 0.006218451 0.168697769
#> lag1_var4 -0.077445166 0.05681559 -0.159804016 -0.009313581
#> const 0.520367256 0.16445014 0.304480078 0.745536160
#> exo1 0.014466229 0.02165568 -0.019914663 0.037546133
#> exo2 -0.073537704 0.02069321 -0.095571145 -0.041177271
#> exo3 0.004526366 0.02318022 -0.027064254 0.032312322
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5139276 0.7550936 0.4829064 2.2963102
#> lag1_var2 -2.0104357 1.8291933 -4.3286265 0.4016292
#> lag1_var3 -4.1277132 2.8568002 -7.7094446 -0.4249044
#> lag1_var4 3.9065075 2.6735442 0.4513747 7.3431041
#> const -19.8770408 10.5742017 -32.7697010 -3.8228847
#> exo1 -0.9869723 1.2705931 -2.3660198 0.9799844
#> exo2 5.8632090 1.2607796 4.3542572 7.4423424
#> exo3 2.4962938 1.3326428 0.6129393 4.4800353
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37543794 0.9858707 -1.8213711 0.8207284
#> lag1_var2 2.84965947 1.4929514 0.8334162 4.5863278
#> lag1_var3 5.18059338 2.3700517 2.0594054 8.0041276
#> lag1_var4 -4.27942029 2.1597677 -6.8508381 -1.3380404
#> const 12.96769379 13.8275835 -5.2282126 34.1632523
#> exo1 0.02306424 0.8883431 -1.2204381 1.2173089
#> exo2 -5.47439850 0.8013664 -6.8383123 -4.7016255
#> exo3 -1.09201745 1.1534813 -2.2851998 0.7000130
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5781434 1.085270 -0.7204021 2.2515871
#> lag1_var2 1.4148973 2.382985 -2.1267039 4.2357798
#> lag1_var3 2.3206378 3.771187 -3.1610665 7.0584822
#> lag1_var4 -1.5395444 3.507843 -5.9199319 3.5968162
#> const -0.7975419 15.457017 -23.5416947 17.2418013
#> exo1 -0.6240930 1.283822 -1.9919316 1.3441547
#> exo2 -2.1469638 1.095180 -3.5383588 -0.6951912
#> exo3 0.5498157 1.785079 -1.3915773 3.2631753
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001823639 0.0004463686 0.001265668 0.002484204
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008620537 0.002588046 -0.0125842 -0.005610465
#> Sigma[2,2] 0.222398072 0.045809853 0.1657612 0.282608478
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0070370 0.003172377 0.002374724 0.01129012
#> Sigma[3,2] -0.1328858 0.060845134 -0.244915990 -0.07846887
#> Sigma[3,3] 0.2292877 0.087040117 0.161354156 0.39113982
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003063901 0.002709898 -0.0002246758 0.007550647
#> Sigma[4,2] -0.018618766 0.057179069 -0.1159641094 0.040616973
#> Sigma[4,3] 0.163817148 0.057652494 0.1153816981 0.269897895
#> Sigma[4,4] 0.157469902 0.037811587 0.1121900951 0.214910691
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99612994 0.03148846 0.95409278 1.0332120122
#> lag1_var2 0.05690479 0.08665660 -0.06850097 0.1490272577
#> lag1_var3 0.13771891 0.17004623 -0.10354168 0.3234164472
#> lag1_var4 -0.14854110 0.16558297 -0.32959368 0.0856789821
#> const 0.76312657 0.47248653 0.17423201 1.4536510067
#> exo1 -0.01540008 0.02704786 -0.05004891 0.0240692748
#> exo2 -0.13667910 0.04340580 -0.17975969 -0.0685510058
#> exo3 -0.05147952 0.04490150 -0.11746794 0.0004775658
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34377280 0.4554602 -1.1134331 0.09375911
#> lag1_var2 1.14969526 1.1499578 -0.2159759 3.02745904
#> lag1_var3 0.32521283 2.2225299 -2.2899506 3.94802336
#> lag1_var4 -0.18174973 2.1105340 -3.5962667 2.32103503
#> const 0.69608937 5.4865900 -6.4563125 8.67134900
#> exo1 0.06512721 0.5088323 -0.5710871 0.78427746
#> exo2 0.14411637 0.4133551 -0.3895829 0.68998348
#> exo3 0.48968351 0.4991396 -0.3444329 1.02580408
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8716162 0.5375058 0.3553714 1.7797741
#> lag1_var2 -0.6884006 1.0280742 -2.2162508 0.4485307
#> lag1_var3 -0.0775253 1.9708059 -3.0104650 2.0781172
#> lag1_var4 0.6944814 1.8493908 -1.3763688 3.4601770
#> const -0.2507420 5.0124514 -6.9098610 7.2017811
#> exo1 -0.4089246 0.4202410 -0.8151745 0.2529637
#> exo2 -3.3634962 0.4048967 -3.8433041 -2.6998609
#> exo3 -0.1853744 0.6494241 -1.1174259 0.5652972
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74365745 0.3987933 0.2793032 1.3874966
#> lag1_var2 -0.33795999 0.6495837 -1.2920254 0.4182740
#> lag1_var3 -0.38345260 1.2309197 -2.1757741 1.0529796
#> lag1_var4 1.07886766 1.1416626 -0.2239663 2.6895351
#> const -1.33610408 3.1341015 -5.7025816 2.6129962
#> exo1 -0.39168629 0.3568051 -0.7991467 0.1040828
#> exo2 -3.34982116 0.3170891 -3.7004995 -2.8983002
#> exo3 0.05912661 0.5355690 -0.6036227 0.8231580
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001009735 0.0002064252 0.0008164398 0.001343402
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03826285 0.01432179 -0.06202467 -0.02353923
#> Sigma[2,2] 2.16256110 0.89418923 1.31471673 3.64537941
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02326216 0.01057494 0.01222294 0.04069963
#> Sigma[3,2] -1.40459846 0.60659943 -2.39452435 -0.76242130
#> Sigma[3,3] 1.17222869 0.42180785 0.63981458 1.78716130
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00128342 0.003276383 -0.00579402 0.003105125
#> Sigma[4,2] -0.02936096 0.151201435 -0.21196930 0.152874383
#> Sigma[4,3] 0.29962410 0.113125091 0.16942204 0.449453308
#> Sigma[4,4] 0.30445297 0.065110166 0.22930514 0.397670616
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956396760 0.02616843 0.914539092 0.98476979
#> lag1_var2 0.126787899 0.03443644 0.074549665 0.17001171
#> lag1_var3 0.202270436 0.05490201 0.120814342 0.27436005
#> lag1_var4 -0.194847033 0.05113463 -0.256464174 -0.11692461
#> const 0.599005137 0.27623619 0.214525630 0.94519871
#> exo1 0.004900586 0.03118952 -0.033599342 0.05139099
#> exo2 -0.076833930 0.03333940 -0.116045449 -0.02885579
#> exo3 0.056244964 0.03626592 -0.007042562 0.09154444
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8164271 1.141618 -0.8954894 2.165223
#> lag1_var2 -3.8068167 1.170794 -4.8357184 -1.928222
#> lag1_var3 -7.4467771 1.866626 -9.1110009 -4.462038
#> lag1_var4 7.2896605 1.658803 4.6768075 8.636608
#> const -8.4311101 9.255004 -20.5612177 2.981863
#> exo1 -0.4536806 1.348968 -2.2493387 1.531908
#> exo2 1.4498953 1.554394 -0.4647467 3.360467
#> exo3 0.4054012 1.165333 -0.8037885 2.302348
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009611441 1.052110 -1.435957 1.3503266
#> lag1_var2 2.701259028 1.438276 1.085354 5.0343861
#> lag1_var3 5.228859007 2.306117 2.687072 9.0178955
#> lag1_var4 -4.266545469 2.048811 -7.565374 -1.9199272
#> const 1.880861474 7.160221 -5.314583 13.0367848
#> exo1 -0.003567117 1.010464 -1.366465 1.4133282
#> exo2 -1.300323226 1.129248 -2.540374 0.3962342
#> exo3 0.606317334 1.263417 -1.494101 2.0293531
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.572837839 0.4849257 -0.08252384 1.2246250
#> lag1_var2 -0.045795894 1.1345742 -1.37603181 1.7573362
#> lag1_var3 -0.008256296 1.8086186 -2.09580847 2.8790327
#> lag1_var4 0.884366640 1.6751205 -1.76274725 2.8296567
#> const -5.349555347 3.9856349 -11.31224856 0.2306554
#> exo1 -0.328043779 0.4705556 -0.94151863 0.3929812
#> exo2 -0.428157688 0.7838785 -1.45025311 0.8428294
#> exo3 0.925412027 0.7606132 -0.02969157 1.9925848
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005743304 0.0001231607 0.0004535833 0.0007635033
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01399337 0.003878742 -0.01981193 -0.009542384
#> Sigma[2,2] 0.78499968 0.195606013 0.54805061 1.049456930
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007543853 0.002084763 0.005455721 0.01068583
#> Sigma[3,2] -0.439178425 0.100114306 -0.580895056 -0.32985675
#> Sigma[3,3] 0.290549781 0.053692256 0.235046078 0.37003923
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008786253 0.001027646 -0.001945976 0.0008464949
#> Sigma[4,2] 0.0335155477 0.047994197 -0.034417943 0.0984629625
#> Sigma[4,3] 0.0289260060 0.024967822 -0.008908992 0.0602554695
#> Sigma[4,4] 0.0522504533 0.015652313 0.036119171 0.0767480961
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988231696 0.01541033 0.96852265 1.00825696
#> lag1_var2 -0.008018469 0.03835109 -0.05644557 0.04264595
#> lag1_var3 -0.021573161 0.06445006 -0.10379573 0.06401994
#> lag1_var4 0.023657140 0.06143269 -0.05751197 0.10260908
#> const 0.174071534 0.26344945 -0.10991233 0.58950284
#> exo1 0.004659951 0.03176667 -0.02575189 0.05818870
#> exo2 -0.070739372 0.01622994 -0.09282698 -0.05344747
#> exo3 0.033720367 0.01901911 0.00307082 0.05379706
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6733944 0.7933844 -1.6686506 0.4624975
#> lag1_var2 1.5252104 2.7284249 -2.1893067 5.2399022
#> lag1_var3 1.0499741 4.6240430 -5.2096921 7.4158763
#> lag1_var4 -0.8485997 4.4654041 -6.9660125 5.2256569
#> const 5.8667614 11.4807752 -12.3607783 17.4810214
#> exo1 -0.3151410 0.8153696 -1.5325889 0.6907427
#> exo2 0.9388533 0.5936342 0.2414973 1.6221509
#> exo3 0.1065933 0.9272075 -1.2780522 1.2311122
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53037149 0.4632095 -0.2332186 1.0026974
#> lag1_var2 -0.14641717 1.5722315 -2.0261295 2.3540869
#> lag1_var3 0.76646131 2.6476070 -2.3904538 4.9831322
#> lag1_var4 0.01513302 2.5632893 -4.0780997 3.0632127
#> const -0.56548097 6.9124373 -6.0357550 11.7950568
#> exo1 -0.14457262 0.5652850 -0.8770009 0.6499428
#> exo2 -1.33255902 0.2836214 -1.6792235 -0.9259758
#> exo3 -0.22822258 0.4504697 -0.8206839 0.3298056
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13424044 0.1465593 -0.04353427 0.3469247
#> lag1_var2 0.47471255 0.5766401 -0.50200795 0.9132943
#> lag1_var3 0.91194872 0.9685108 -0.72279128 1.6501064
#> lag1_var4 0.01441342 0.9549282 -0.70893707 1.6165713
#> const 1.32744586 2.8207035 -3.70414785 3.6377848
#> exo1 -0.33530186 0.1697360 -0.56545473 -0.0863917
#> exo2 -0.79857770 0.2218993 -1.13400411 -0.5289285
#> exo3 -0.15991737 0.2651296 -0.50715801 0.2143822
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003267135 6.033434e-05 0.0002678888 0.0004323496
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005390868 0.002240812 -0.008080233 -0.00195462
#> Sigma[2,2] 0.380153435 0.075607090 0.285829753 0.48705280
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004444471 0.002548279 0.00139699 0.00792162
#> Sigma[3,2] -0.341432886 0.088204179 -0.45188519 -0.22506306
#> Sigma[3,3] 0.456969327 0.122072518 0.29116975 0.63164490
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001319556 0.001553022 -0.0007073158 0.003491836
#> Sigma[4,2] -0.126943384 0.061345645 -0.2116930142 -0.051211899
#> Sigma[4,3] 0.274541675 0.081185390 0.1633277324 0.390857721
#> Sigma[4,4] 0.214140255 0.053096797 0.1426631674 0.284356704
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971602774 0.02302707 0.942458745 1.00335087
#> lag1_var2 0.015088461 0.04578890 -0.056190606 0.06236652
#> lag1_var3 0.019673227 0.07651676 -0.097890740 0.10133436
#> lag1_var4 -0.012880534 0.06893183 -0.086894671 0.09189819
#> const 0.404765532 0.19711962 0.097585668 0.64577351
#> exo1 -0.007053638 0.01438823 -0.028637479 0.01010367
#> exo2 -0.048545807 0.01436451 -0.070682751 -0.03033358
#> exo3 0.019028975 0.01981070 -0.005831668 0.04344333
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1831740 0.8231812 -0.8363759 1.3434929
#> lag1_var2 3.5721762 1.3955884 1.6320755 5.3259771
#> lag1_var3 4.8268516 2.3347872 1.6570034 7.8231419
#> lag1_var4 -5.1420973 2.0827179 -7.8496648 -2.3755062
#> const 15.0856624 10.1242119 -1.3851165 27.4301602
#> exo1 -0.4184441 0.4425484 -0.9736604 0.2450245
#> exo2 0.9918568 0.4898151 0.3121739 1.6579829
#> exo3 -0.2977279 0.7070683 -1.2397751 0.5199680
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.039571644 1.0197922 -1.2132437 1.2428751
#> lag1_var2 -1.858570134 1.9836690 -4.3764934 0.3079435
#> lag1_var3 -2.353173366 3.3105615 -6.5620974 1.1956833
#> lag1_var4 3.503301762 2.9723688 0.3432809 7.3167758
#> const -10.617826181 11.2219377 -23.8930097 6.7847419
#> exo1 0.535061439 0.5406812 -0.2407506 1.2335079
#> exo2 -1.850518460 0.6438778 -2.7549549 -0.9850981
#> exo3 0.004388273 0.8778316 -1.1976572 1.3199063
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14365793 0.6167316 -0.5084834 0.8449169
#> lag1_var2 -0.08705784 1.3659118 -1.7494172 1.4230093
#> lag1_var3 -0.08339555 2.2794649 -2.8535596 2.3397603
#> lag1_var4 1.08103771 2.0648764 -1.1445820 3.6107866
#> const -3.62592008 5.9891799 -10.4599951 4.7554122
#> exo1 0.32095525 0.4238759 -0.3120664 0.8244027
#> exo2 -1.31167004 0.5320887 -2.0053453 -0.7548924
#> exo3 -0.16892855 0.6075545 -0.9499181 0.6949794
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004084873 9.66869e-05 0.0002970601 0.0005587305
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001314533 0.0006002802 -0.002057349 -0.0003955158
#> Sigma[2,2] 0.031340766 0.0053186142 0.025039210 0.0388068912
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001400164 0.0004010351 -0.0002998654 0.0007479768
#> Sigma[3,2] -0.0183750057 0.0041174192 -0.0245120920 -0.0134597370
#> Sigma[3,3] 0.0223649248 0.0045477950 0.0164865669 0.0295480041
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006682558 0.0005278585 -0.001392773 5.512371e-05
#> Sigma[4,2] -0.0097151222 0.0053581480 -0.016554071 -2.656029e-03
#> Sigma[4,3] 0.0207292956 0.0044368312 0.014392249 2.740999e-02
#> Sigma[4,4] 0.0234651368 0.0044817411 0.017339652 2.940402e-02
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97065026 0.01312911 0.951601015 0.98612413
#> lag1_var2 0.02760725 0.01331622 0.011671493 0.04547323
#> lag1_var3 0.10363388 0.03169454 0.059115110 0.14065233
#> lag1_var4 -0.09273775 0.02484867 -0.124427711 -0.06059253
#> const 0.49463007 0.06942506 0.409934921 0.58754404
#> exo1 0.01037599 0.01642300 -0.008195284 0.03415975
#> exo2 -0.04159352 0.01596870 -0.054977080 -0.01526840
#> exo3 -0.01544634 0.02536794 -0.046303455 0.02574222
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29647089 0.1046581 0.14465760 0.4444519
#> lag1_var2 0.51849785 0.1047885 0.37959811 0.6664562
#> lag1_var3 -0.04353056 0.2484107 -0.42841366 0.2939060
#> lag1_var4 0.19029773 0.1886095 -0.07238592 0.4704993
#> const 1.02099555 0.9420697 -0.29209220 2.2215949
#> exo1 -0.01305872 0.1081956 -0.16859243 0.1153763
#> exo2 1.46698545 0.2643931 1.11641702 1.8029861
#> exo3 0.72977320 0.2425913 0.46588204 1.0937897
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03375401 0.1495757 -0.17258105 0.19192499
#> lag1_var2 0.06602619 0.1305239 -0.09787937 0.23405285
#> lag1_var3 0.31397807 0.3014486 -0.08234870 0.74907609
#> lag1_var4 0.41301971 0.2497536 0.06803417 0.74131132
#> const 0.52749755 1.2201628 -1.14113497 2.18708923
#> exo1 -0.10278889 0.1062533 -0.25644679 0.03447483
#> exo2 -0.95750309 0.1870228 -1.22697804 -0.74458591
#> exo3 -0.39845889 0.1555144 -0.61913003 -0.20124908
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.127694399 0.1593514 -0.06856103 0.32961829
#> lag1_var2 0.007587757 0.1371953 -0.15782304 0.16604914
#> lag1_var3 -0.553727998 0.3220902 -1.03908222 -0.19414868
#> lag1_var4 1.347568885 0.2649406 1.05247678 1.73989150
#> const -1.057295926 1.3607612 -2.96234094 0.78116628
#> exo1 -0.148129569 0.1112370 -0.29786819 0.01222761
#> exo2 -0.648647622 0.1633504 -0.88502739 -0.44243692
#> exo3 -0.217364996 0.1070381 -0.35884346 -0.09624403
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003340224 0.0001073036 0.0002249708 0.000515669
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01177592 0.004861777 -0.02026425 -0.006814035
#> Sigma[2,2] 0.77352247 0.203293885 0.56135585 1.075881094
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009482623 0.00317003 0.004955109 0.01417476
#> Sigma[3,2] -0.521274649 0.13665683 -0.715469550 -0.33908476
#> Sigma[3,3] 0.589788747 0.10654688 0.437744677 0.72323800
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001854061 0.001208129 0.0003121811 0.003337341
#> Sigma[4,2] -0.012203928 0.062869137 -0.1026892668 0.055640078
#> Sigma[4,3] 0.268606169 0.059503820 0.2135789950 0.357817829
#> Sigma[4,4] 0.284703525 0.040887892 0.2447597732 0.351161246
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984312139 0.01265622 0.96494573 1.001291264
#> lag1_var2 0.017202706 0.03981833 -0.02589310 0.082971059
#> lag1_var3 0.022276241 0.06007645 -0.04441764 0.120925583
#> lag1_var4 -0.022143365 0.05678859 -0.11524958 0.041178386
#> const 0.404727997 0.16808293 0.20435721 0.653293685
#> exo1 -0.004605595 0.01327446 -0.02741441 0.008579547
#> exo2 -0.044777947 0.01872770 -0.07390442 -0.021721565
#> exo3 0.043447059 0.01508349 0.02014917 0.061480408
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1135301 0.4333516 -0.4284224 0.7990541
#> lag1_var2 0.4178266 1.2243115 -1.2127071 2.1141318
#> lag1_var3 -0.5858205 1.8625726 -2.9516658 1.9660379
#> lag1_var4 0.6090513 1.7505674 -1.8172612 2.8601531
#> const -3.2662097 5.3694760 -11.1683445 4.2108934
#> exo1 -0.6279599 0.7738506 -1.8066097 0.2564056
#> exo2 0.5267134 0.8080803 -0.5173049 1.5022037
#> exo3 -0.3807437 0.5214322 -0.9338023 0.4961584
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.431584722 0.5291897 -1.25574635 0.1608270
#> lag1_var2 1.552212206 1.2262758 -0.00282339 3.4128198
#> lag1_var3 3.478465329 1.8570347 1.21073798 6.2880380
#> lag1_var4 -2.447899234 1.7590320 -5.14098234 -0.2561982
#> const 9.561545111 7.5455147 0.05601379 21.6401813
#> exo1 0.003736317 0.7093007 -1.02837580 1.0474876
#> exo2 -0.735349183 0.7489538 -1.75799940 0.2830141
#> exo3 0.532523231 0.7708816 -0.69139462 1.3246857
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3779280 0.3323589 -0.8333811 0.006686938
#> lag1_var2 1.5486437 0.8343850 0.5072304 2.764442148
#> lag1_var3 2.6960865 1.2274064 1.2313285 4.549272994
#> lag1_var4 -1.6186311 1.1667021 -3.3913457 -0.222333940
#> const 5.9771769 5.4561658 0.1811013 14.757675116
#> exo1 -0.4177002 0.4565418 -1.0505176 0.105690526
#> exo2 -0.4153996 0.5299921 -1.1120557 0.316675983
#> exo3 0.3141402 0.6176165 -0.6894870 1.018585925
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006960809 0.0002016702 0.0005213073 0.001001513
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002141477 0.002518542 -0.005056648 0.001419325
#> Sigma[2,2] 0.322952858 0.074409475 0.221021843 0.426023983
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01032943 0.002739257 0.006849549 0.01328468
#> Sigma[3,2] -0.06534816 0.045834308 -0.135071123 -0.01049435
#> Sigma[3,3] 0.60316089 0.101921264 0.475195495 0.74218555
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009734136 0.003255423 0.006457185 0.01485442
#> Sigma[4,2] 0.138181904 0.055061431 0.052506878 0.20235713
#> Sigma[4,3] 0.603918520 0.101252005 0.481596804 0.75288814
#> Sigma[4,4] 0.736148432 0.122912894 0.611003749 0.91458950
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99281762 0.02055726 0.96762576 1.02252563
#> lag1_var2 -0.01352179 0.03696577 -0.07077543 0.02745694
#> lag1_var3 -0.03253490 0.06140907 -0.12337815 0.03792078
#> lag1_var4 0.02996088 0.05503042 -0.03366354 0.11057780
#> const 0.34469356 0.15506779 0.18029619 0.56678175
#> exo1 -0.01525492 0.02941407 -0.04790817 0.03176377
#> exo2 -0.11161220 0.03947929 -0.17028705 -0.07269471
#> exo3 0.05920855 0.02191493 0.03094614 0.09086205
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.154300191 0.3895946 -0.6479229 0.3945070
#> lag1_var2 1.384210646 0.8476935 0.1563686 2.3364922
#> lag1_var3 1.666365324 1.3372379 -0.3107304 3.2871581
#> lag1_var4 -1.547912011 1.2396310 -3.0731464 0.2961704
#> const 0.524737040 3.6829963 -5.1207926 4.9453256
#> exo1 -0.750375150 0.4655258 -1.3802382 -0.1708084
#> exo2 0.001205805 0.4773271 -0.6713547 0.6623016
#> exo3 1.414934515 0.4209751 0.6693707 1.7401034
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6331949 0.5746008 0.01761182 1.5128406
#> lag1_var2 -1.4866468 0.8615807 -2.86490924 -0.6774679
#> lag1_var3 -2.0127752 1.6242085 -4.68950420 -0.2057594
#> lag1_var4 2.8406583 1.4670437 1.14776263 5.2157383
#> const -6.9434503 6.6816060 -14.98597453 3.8588088
#> exo1 0.1396909 0.3951689 -0.36481453 0.7233734
#> exo2 -4.8705883 1.0789792 -6.16962459 -3.8457148
#> exo3 0.5530750 0.5897026 -0.35273054 1.2019636
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5860073 0.4514971 0.2087926 1.3272065
#> lag1_var2 -1.0489358 0.9993845 -2.5203556 0.2185935
#> lag1_var3 -1.6557383 1.9492023 -4.6865172 0.9306215
#> lag1_var4 2.5745947 1.7991208 0.1189577 5.3156030
#> const -8.8802116 5.8161884 -14.8812248 0.6877639
#> exo1 -0.3224995 0.4902609 -0.9032848 0.4323885
#> exo2 -5.1870321 1.0816693 -6.4387092 -4.0107219
#> exo3 1.5285537 0.7031917 0.3843208 2.2855935
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002810069 4.865337e-05 0.0002158712 0.0003474353
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004271929 0.003803212 -0.00985813 0.0009895292
#> Sigma[2,2] 3.160027032 0.327487363 2.77554387 3.6600679387
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004842356 0.002296428 -0.002285814 0.004021915
#> Sigma[3,2] -1.1564872753 0.162355142 -1.323419839 -0.897275438
#> Sigma[3,3] 0.6274407606 0.101136413 0.492652182 0.776445237
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001757979 0.001004196 -0.002979964 -0.0003142227
#> Sigma[4,2] 0.267505167 0.134132949 0.050156339 0.4212220645
#> Sigma[4,3] 0.136808326 0.056665306 0.079057341 0.2290646558
#> Sigma[4,4] 0.293691937 0.029871245 0.264806597 0.3444863209
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987535253 0.01161628 0.9724302359 1.003512411
#> lag1_var2 0.019770275 0.01725615 0.0007877817 0.045502950
#> lag1_var3 0.042700878 0.03920004 0.0006796693 0.100993774
#> lag1_var4 -0.044324604 0.03471979 -0.0968522983 -0.006512062
#> const 0.393875228 0.13457288 0.2526821888 0.609972355
#> exo1 -0.008522108 0.01036293 -0.0205265552 0.006319839
#> exo2 -0.072730357 0.01918862 -0.1015193829 -0.048333032
#> exo3 -0.004540708 0.01503850 -0.0267350659 0.011386619
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4368694 1.519160 -2.7841488 1.1577173
#> lag1_var2 -1.3711071 1.859618 -2.9192991 1.8356893
#> lag1_var3 -4.8727344 4.368645 -8.6274677 2.5619477
#> lag1_var4 5.4430865 3.634671 -0.9215092 8.4097590
#> const -8.8721917 11.983554 -27.5190510 5.4700268
#> exo1 -2.1973780 1.833781 -4.0998063 0.5435428
#> exo2 1.7855550 1.878126 -0.4751815 4.3573867
#> exo3 2.9261386 1.987133 0.5012235 5.8300741
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7675319 0.6890082 0.03429148 1.7924567
#> lag1_var2 0.7951556 0.8764585 -0.69230413 1.4286053
#> lag1_var3 2.4410922 2.0523008 -0.99941438 3.9730287
#> lag1_var4 -2.1236479 1.7389462 -3.55032505 0.8160722
#> const 6.7054938 4.8080764 1.71657756 13.9744648
#> exo1 0.5971718 0.7745070 -0.62503855 1.3799469
#> exo2 -2.7437250 0.8361270 -3.83921254 -1.6628081
#> exo3 -2.1377471 1.0151690 -3.54800860 -0.6971041
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6327451 0.1895319 0.4265535 0.9089251
#> lag1_var2 -0.1182345 0.3706681 -0.5752155 0.4358360
#> lag1_var3 -0.4203263 0.8177465 -1.4338295 0.7980260
#> lag1_var4 0.9849654 0.7719694 -0.1957535 1.9245657
#> const 1.3609696 2.2492131 -2.0489921 3.7887647
#> exo1 -0.4099208 0.3731550 -0.8193279 0.1681294
#> exo2 -2.3198665 0.4373683 -2.9845730 -1.7900488
#> exo3 -0.9504518 0.3764777 -1.4578191 -0.3969758
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005346028 0.0001398348 0.000406253 0.0007737225
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005379852 0.001453393 -0.007744548 -0.003815334
#> Sigma[2,2] 0.189482811 0.043296187 0.127427119 0.251719845
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00545015 0.003442512 -4.072021e-05 0.009402194
#> Sigma[3,2] -0.04960176 0.092959413 -1.830892e-01 0.048963270
#> Sigma[3,3] 1.28138765 0.343643332 9.810601e-01 1.864796940
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002091126 0.003238267 -0.003232102 0.005482736
#> Sigma[4,2] 0.076806582 0.109447448 -0.074847633 0.207928654
#> Sigma[4,3] 1.305356422 0.348664059 0.975108144 1.882777153
#> Sigma[4,4] 1.416328600 0.358607518 1.017913638 1.958292112
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01639216 0.01384596 0.995193220 1.03541108
#> lag1_var2 -0.05491722 0.05136003 -0.122634162 0.01790237
#> lag1_var3 -0.11580135 0.08856565 -0.235814992 0.01294410
#> lag1_var4 0.10777900 0.08452449 -0.014689927 0.22264515
#> const 0.05680942 0.13567177 -0.138303650 0.22812114
#> exo1 0.03730345 0.01836382 0.016541435 0.06467464
#> exo2 -0.11739654 0.02197607 -0.149064932 -0.08833853
#> exo3 0.02122249 0.02487098 -0.009375245 0.05676802
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3721553 0.2036526 -0.7367401 -0.16962347
#> lag1_var2 2.1368488 0.7157011 1.2546664 3.17080942
#> lag1_var3 2.5948087 1.2009861 1.2429359 4.49155661
#> lag1_var4 -2.5189341 1.1666150 -4.3341579 -1.18835341
#> const 6.5000386 2.7927574 3.9711300 11.19202553
#> exo1 0.2174864 0.2908389 -0.1642349 0.55510835
#> exo2 2.4084475 0.5544017 1.7042829 3.16961602
#> exo3 -0.6440384 0.4559283 -1.2256315 0.05761716
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9195230 0.5743983 -0.01922718 1.614483
#> lag1_var2 -0.7501098 2.1780861 -3.91529319 1.745930
#> lag1_var3 -1.4936948 3.7584348 -6.67223038 3.231375
#> lag1_var4 2.1284746 3.6200528 -2.39794043 7.136841
#> const -2.7542370 10.2774013 -13.55476468 14.002746
#> exo1 0.3740562 1.1881743 -1.25554675 2.109946
#> exo2 -6.9426836 1.5901548 -8.96332969 -4.600908
#> exo3 2.9853257 1.1455780 1.78132372 4.829791
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71745340 0.5682814 -0.2294297 1.344268
#> lag1_var2 0.36360210 2.2649101 -3.1054403 3.080480
#> lag1_var3 -0.27179166 3.8880215 -5.8421744 4.831421
#> lag1_var4 0.96236400 3.7424020 -3.9346671 6.344065
#> const -0.05680183 10.3369447 -10.5137228 16.764438
#> exo1 0.54951269 1.1978614 -1.1097585 2.278897
#> exo2 -5.70576788 1.6321089 -7.3301733 -3.244073
#> exo3 2.69539003 1.2508280 1.2927335 4.673959
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002180713 6.905357e-05 0.0001523595 0.0003227077
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0083412 0.004023067 -0.01513991 -0.005000047
#> Sigma[2,2] 0.8638848 0.245938230 0.60157639 1.269977870
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003537864 0.002068095 0.001438695 0.006755878
#> Sigma[3,2] -0.357627475 0.133198112 -0.536020941 -0.164816738
#> Sigma[3,3] 0.820383110 0.182967890 0.606522421 1.067115764
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004409759 0.001435689 -0.002150811 0.001702502
#> Sigma[4,2] 0.0520309254 0.128577017 -0.120423804 0.204542545
#> Sigma[4,3] 0.7187749308 0.180308763 0.516387407 0.971470487
#> Sigma[4,4] 0.8189511289 0.202592267 0.569566324 1.110318453
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996908041 0.004061917 0.990602184 1.001122133
#> lag1_var2 -0.007710532 0.007737687 -0.016446850 0.004322418
#> lag1_var3 -0.012084077 0.014078974 -0.027118422 0.010165230
#> lag1_var4 0.009953065 0.013181619 -0.011150312 0.022514331
#> const 0.244932424 0.082391446 0.131195761 0.349392218
#> exo1 0.014900624 0.012208174 -0.003247358 0.030930267
#> exo2 -0.022715601 0.023698190 -0.057346910 0.009129261
#> exo3 -0.009526485 0.016160743 -0.028281545 0.013482146
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03465183 0.2152155 -0.18583590 0.3691669
#> lag1_var2 0.16794859 0.5161673 -0.40470449 0.9727201
#> lag1_var3 -1.22374714 1.0014082 -2.41959163 0.3634915
#> lag1_var4 1.26450287 0.8437574 -0.04359853 2.3014764
#> const -0.27879977 8.4682441 -12.96873254 11.8214695
#> exo1 -0.36735628 1.2587717 -1.90269637 1.3454526
#> exo2 0.12276184 1.3658393 -1.67612929 2.0853766
#> exo3 -0.72013283 1.2541348 -2.15168080 1.0562386
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16208883 0.3553234 -0.4829419 0.41090821
#> lag1_var2 0.50625502 0.8983079 -0.8696053 1.47604188
#> lag1_var3 2.08508905 1.8152850 -0.5696338 4.17071884
#> lag1_var4 -1.10760052 1.7475718 -3.0836880 1.44816270
#> const 5.22071178 7.9041989 -6.0384998 15.80870495
#> exo1 0.01783331 0.9848696 -1.3439127 1.18061483
#> exo2 -1.05651076 1.1328966 -2.9195364 0.09697526
#> exo3 1.09001607 0.9433167 -0.0256231 2.28314554
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14889588 0.3621736 -0.5063787 0.4330999
#> lag1_var2 0.30507934 0.9638939 -0.9591454 1.5658874
#> lag1_var3 0.94656628 1.9802644 -1.5947515 3.5549913
#> lag1_var4 0.08580147 1.8943426 -2.4099546 2.5572976
#> const 3.63893338 7.3788006 -7.6104207 11.0872479
#> exo1 -0.19667525 0.5773802 -1.1139333 0.4491143
#> exo2 -1.08436170 1.1757201 -2.8636805 0.4327432
#> exo3 0.83740624 0.8340776 -0.4514053 1.7691091
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007328642 0.001381693 0.005768237 0.009487938
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002218931 0.001033560 -0.003269620 -0.0005199865
#> Sigma[2,2] 0.008080353 0.001697574 0.006201869 0.0108101111
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001488867 0.003988288 -0.003985063 0.007132886
#> Sigma[3,2] -0.012924477 0.004647265 -0.018146161 -0.005247788
#> Sigma[3,3] 0.114020722 0.024093111 0.082793517 0.149248015
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002537024 0.004243458 -0.00642465 0.005782369
#> Sigma[4,2] -0.0073402037 0.004964405 -0.01197638 0.001194649
#> Sigma[4,3] 0.1099225485 0.025202334 0.08005242 0.147091234
#> Sigma[4,4] 0.1100176072 0.026584022 0.07833023 0.148352607
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.920992930 0.06750146 0.81835669 0.99254358
#> lag1_var2 0.081436402 0.24489741 -0.21991452 0.44099152
#> lag1_var3 -0.010999159 0.37726766 -0.48011441 0.54196127
#> lag1_var4 0.020539560 0.36614868 -0.51457612 0.47477107
#> const 0.451619050 0.86393287 -0.76952939 1.66528238
#> exo1 -0.071649538 0.08921740 -0.17386879 0.06365909
#> exo2 -0.045226524 0.09035227 -0.14131882 0.09222216
#> exo3 -0.001694188 0.06942968 -0.09925372 0.08991333
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.114021003 0.06724249 0.02614618 0.20324135
#> lag1_var2 0.513562816 0.16749759 0.31125010 0.76592383
#> lag1_var3 -0.008902621 0.22746065 -0.35013058 0.25811692
#> lag1_var4 0.006847738 0.21895941 -0.25271886 0.33484212
#> const 0.465841160 0.60754148 -0.38039084 1.23844982
#> exo1 -0.078318227 0.09212096 -0.19454001 0.04158835
#> exo2 0.503908482 0.06606390 0.42810977 0.58573922
#> exo3 0.235271876 0.09729161 0.12267544 0.37184944
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20838817 0.2630870 -0.64548680 0.004534681
#> lag1_var2 0.94172262 1.0170379 -0.30876911 2.611257522
#> lag1_var3 1.99837896 1.5398244 0.07988853 4.415584787
#> lag1_var4 -1.01156695 1.5039831 -3.36855375 0.858178506
#> const 4.55918182 4.0446318 1.76012680 10.826988472
#> exo1 0.02990613 0.3294603 -0.43322983 0.448563254
#> exo2 -1.14431958 0.2481637 -1.48419809 -0.807107251
#> exo3 -0.01793500 0.2630515 -0.35636042 0.300148906
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1428145 0.2587959 -0.5434955 0.06844809
#> lag1_var2 1.0135580 1.0051788 -0.2426115 2.65065555
#> lag1_var3 1.5861106 1.4938744 -0.3591871 3.91244236
#> lag1_var4 -0.5739910 1.4616123 -2.8486991 1.32676606
#> const 3.3978517 3.9753119 1.0198119 9.33493127
#> exo1 -0.0307967 0.3212892 -0.5172817 0.35497830
#> exo2 -0.8005404 0.2524343 -1.1380791 -0.43092559
#> exo3 0.1756807 0.2339053 -0.1412982 0.46206152
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003310639 0.0001005094 0.0002274139 0.000475575
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002227015 0.0007301545 -0.003362428 -0.001336381
#> Sigma[2,2] 0.063827225 0.0145979073 0.051150551 0.088521395
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002146844 0.001782976 0.0005733253 0.005319657
#> Sigma[3,2] -0.070709923 0.031291948 -0.1265629726 -0.045757973
#> Sigma[3,3] 0.148669141 0.065207932 0.1021157696 0.261828711
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001092198 0.001609601 -0.000534409 0.003853192
#> Sigma[4,2] -0.039342966 0.027081409 -0.085551271 -0.013439661
#> Sigma[4,3] 0.119715070 0.053737045 0.077101573 0.210171834
#> Sigma[4,4] 0.106759382 0.044437957 0.067990481 0.178247597
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0093516466 0.02082567 0.98463413 1.03998763
#> lag1_var2 -0.0181893346 0.02594081 -0.05592734 0.01352663
#> lag1_var3 -0.0076444740 0.05091787 -0.08464365 0.05184012
#> lag1_var4 0.0006473048 0.04536291 -0.05071115 0.07287626
#> const 0.3527030042 0.09055195 0.24223290 0.48715979
#> exo1 -0.0037482479 0.02238045 -0.02987253 0.02405402
#> exo2 -0.0654506978 0.02181373 -0.09664545 -0.04017675
#> exo3 -0.0025608316 0.03055895 -0.04953719 0.03828962
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48540295 0.2584802 -0.7773326 -0.07387911
#> lag1_var2 1.26247446 0.2251501 0.8882674 1.50894917
#> lag1_var3 0.62061098 0.5023363 -0.1554948 1.28601322
#> lag1_var4 -0.46146736 0.4452241 -1.0701616 0.21609513
#> const 1.75499002 1.9905113 -1.5524795 3.67410666
#> exo1 0.09815616 0.3410328 -0.3083549 0.59496804
#> exo2 0.81100612 0.2005785 0.5518142 1.09169744
#> exo3 0.15683085 0.3089514 -0.1770002 0.68960808
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.17746552 0.2796255 0.7485127 1.5422113
#> lag1_var2 -1.05536590 0.3550894 -1.4278766 -0.4877302
#> lag1_var3 -0.91749336 0.7514121 -1.7667457 0.3255121
#> lag1_var4 1.53632460 0.6802317 0.4189680 2.3154988
#> const -2.78968416 3.0411248 -5.1509159 2.6425825
#> exo1 -0.03219895 0.6175191 -0.9004047 0.7520547
#> exo2 -3.15371239 0.3475837 -3.4833603 -2.5950268
#> exo3 -0.11235595 0.4601096 -0.7018221 0.4261728
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00259683 0.2550341 0.5933041 1.2289193
#> lag1_var2 -0.76959227 0.3803100 -1.2542554 -0.2469678
#> lag1_var3 -1.30933158 0.7605717 -2.3233175 -0.1878864
#> lag1_var4 2.02077197 0.6831526 1.0116853 2.9609724
#> const -3.92232287 2.4374830 -5.9843185 0.3393279
#> exo1 0.02044693 0.4976376 -0.6833111 0.6468530
#> exo2 -2.94745278 0.3643038 -3.3827539 -2.4054457
#> exo3 -0.02497098 0.3767457 -0.5436101 0.4666730
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004858798 0.000159204 0.0003060199 0.0007191396
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04032313 0.01357735 -0.05982129 -0.02574566
#> Sigma[2,2] 4.53315958 1.31416784 2.78087419 6.30480394
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0239959 0.007951715 0.01527749 0.03503449
#> Sigma[3,2] -2.4843739 0.735025354 -3.49671607 -1.58513301
#> Sigma[3,3] 1.4761525 0.421196818 1.00396097 2.07924769
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001514533 0.001200114 0.0000979748 0.003322871
#> Sigma[4,2] 0.051258195 0.117840658 -0.0994004829 0.207141731
#> Sigma[4,3] 0.097357216 0.064007575 0.0148130642 0.171960897
#> Sigma[4,4] 0.147273714 0.044649979 0.1057793956 0.214505258
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0020457826 0.01635252 0.98394974 1.026857208
#> lag1_var2 -0.0090991887 0.01528152 -0.03249284 0.009981652
#> lag1_var3 -0.0144402547 0.02726632 -0.05500200 0.020142055
#> lag1_var4 0.0095554476 0.02065180 -0.01770123 0.039382476
#> const 0.2524721204 0.15240843 -0.01212436 0.401383767
#> exo1 0.0009379391 0.02382080 -0.02607703 0.036523544
#> exo2 -0.1366102544 0.02173936 -0.17118769 -0.107381276
#> exo3 0.0406884844 0.01591753 0.01789185 0.062693486
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8138015 1.577439 -4.1205319 -0.0620719
#> lag1_var2 2.6236675 1.362530 1.2637607 4.6784175
#> lag1_var3 2.9969819 2.400207 0.5424889 6.6346151
#> lag1_var4 -2.3049466 1.815470 -5.0263238 -0.3613682
#> const 12.3847461 14.476434 -9.5489806 26.8268728
#> exo1 0.4041560 1.998513 -2.0329402 3.1992125
#> exo2 1.8263742 1.844426 -0.5822792 4.4349522
#> exo3 -0.4295126 1.835749 -3.0956283 1.8783203
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4200059 0.9430836 0.3189904 2.8256978
#> lag1_var2 -1.2922636 0.8797242 -2.6470141 -0.2512513
#> lag1_var3 -1.2580422 1.5487485 -3.5954321 0.6035601
#> lag1_var4 1.6980399 1.1670910 0.2475464 3.4304473
#> const -7.2798972 6.9961413 -13.7463281 3.5376290
#> exo1 -0.1224437 1.2835612 -1.7902940 1.5279231
#> exo2 -2.2632938 1.0232301 -3.5533288 -0.7931749
#> exo3 0.6952044 0.9420418 -0.5175240 2.1010849
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4628710 0.2179124 0.1299673 0.6959334
#> lag1_var2 -0.3147608 0.2954196 -0.6018838 0.1404073
#> lag1_var3 -0.4418001 0.5144057 -0.9435001 0.3496946
#> lag1_var4 1.2861644 0.4053400 0.6513850 1.6839932
#> const -2.7223202 2.1738557 -5.0138126 0.2584998
#> exo1 0.1001953 0.3668428 -0.4908521 0.5963130
#> exo2 -1.4172989 0.4038694 -2.0781456 -0.9831756
#> exo3 0.5047128 0.4871218 -0.1918721 1.1448497
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001735737 0.0002378179 0.001341815 0.001984912
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06384938 0.01444556 -0.08126058 -0.04079807
#> Sigma[2,2] 4.84471560 1.43281507 3.03823295 6.85001743
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04634008 0.01086109 0.03197633 0.05974895
#> Sigma[3,2] -3.35647684 0.94433665 -4.66980628 -2.25753947
#> Sigma[3,3] 2.74626534 0.69825955 1.98255439 3.72915225
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008322593 0.004952305 0.001788709 0.01385288
#> Sigma[4,2] -0.474324582 0.297455249 -0.988401268 -0.15702698
#> Sigma[4,3] 0.781743108 0.229668009 0.520676818 1.16418052
#> Sigma[4,4] 0.535318958 0.104161654 0.371848814 0.66100055
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97701184 0.01247903 0.955445042 0.99001423
#> lag1_var2 0.05777301 0.03708696 0.014489620 0.10831896
#> lag1_var3 0.08672792 0.06135884 0.012090400 0.17057993
#> lag1_var4 -0.08661998 0.06077651 -0.168980691 -0.01219250
#> const 0.52168133 0.31184055 0.253132499 1.04562338
#> exo1 -0.03303673 0.03242714 -0.072591587 0.01705241
#> exo2 -0.02485134 0.02761533 -0.055767030 0.01666161
#> exo3 0.05255833 0.03585960 0.005734038 0.09971538
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8981643 1.031992 -2.0534050 0.6996037
#> lag1_var2 1.6974669 1.443274 -0.2392102 3.7004930
#> lag1_var3 1.6509895 2.400432 -1.6792427 4.9281407
#> lag1_var4 -1.5405174 2.363533 -4.7748359 1.7149717
#> const 17.1663528 19.138145 -13.5915881 41.0390931
#> exo1 -0.2764092 2.312391 -3.2432703 3.1134185
#> exo2 3.0781632 1.249088 1.2660003 4.6104224
#> exo3 -0.1102686 1.861193 -3.1159924 2.2594265
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.76798536 0.7719717 0.4896651 2.5019743
#> lag1_var2 -2.28224455 1.1837149 -4.0317350 -0.7396700
#> lag1_var3 -2.96108540 1.9686277 -5.8197496 -0.3051836
#> lag1_var4 3.52818882 1.9548133 0.8908528 6.3948086
#> const -16.33200250 15.0849266 -32.1819919 9.6162991
#> exo1 0.09453058 1.8007457 -2.3270991 2.7535547
#> exo2 -2.22864890 0.8532896 -3.1980973 -1.0275452
#> exo3 -0.51725691 1.4145292 -1.9978685 1.9062989
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.29582429 0.2508117 0.9186391 1.5539904
#> lag1_var2 -1.70960967 0.4859926 -2.4884038 -1.1621899
#> lag1_var3 -2.70200881 0.8285445 -3.9912716 -1.7562470
#> lag1_var4 3.34791239 0.8294761 2.4007159 4.6251280
#> const -8.29136494 5.7938778 -12.7808981 1.0447643
#> exo1 -0.07555997 0.5637301 -0.5795912 0.8709039
#> exo2 -0.36276732 0.6453924 -1.2723677 0.5840045
#> exo3 -0.64492271 0.6485834 -1.5296021 0.1662340
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001754995 0.0003061274 0.001359275 0.00226454
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002131779 0.0006552713 -0.003058125 -0.001253275
#> Sigma[2,2] 0.020713537 0.0053009100 0.015834605 0.029841042
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001889493 0.001221610 0.0004066768 0.003789422
#> Sigma[3,2] -0.012099781 0.005143114 -0.0206853578 -0.006409898
#> Sigma[3,3] 0.033458513 0.006643120 0.0246436511 0.042279771
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002071286 0.001290634 -0.0014745955 0.002051216
#> Sigma[4,2] 0.0043715318 0.003461042 0.0002545134 0.009380218
#> Sigma[4,3] 0.0249667960 0.006007799 0.0195495900 0.035326977
#> Sigma[4,4] 0.0297202561 0.006365330 0.0234400946 0.039887086
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002091227 0.007260432 0.99179749 1.01131163
#> lag1_var2 -0.094358123 0.089015217 -0.22783626 0.01441499
#> lag1_var3 -0.080233898 0.124221677 -0.26089273 0.06620366
#> lag1_var4 0.084362664 0.125537630 -0.06381447 0.26898710
#> const -0.225326218 0.339129277 -0.63877468 0.22328839
#> exo1 0.005094959 0.037115593 -0.03857071 0.06365299
#> exo2 -0.023407503 0.033947571 -0.06681956 0.02415522
#> exo3 0.059055895 0.029096247 0.02156331 0.10491791
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.056036006 0.0397757 0.004750029 0.10464244
#> lag1_var2 1.175158103 0.4285004 0.542796623 1.67240732
#> lag1_var3 0.458182038 0.6491405 -0.495349031 1.24791526
#> lag1_var4 -0.505014569 0.6542443 -1.304737938 0.46019454
#> const 2.972707387 1.1770232 1.111890789 4.43797601
#> exo1 -0.056023578 0.1040156 -0.182501165 0.09501292
#> exo2 0.899515080 0.2075952 0.634869194 1.18489751
#> exo3 0.005091775 0.1931965 -0.132406512 0.36636944
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22837096 0.0609454 -0.3101692 -0.1472509
#> lag1_var2 -0.16607106 0.2855269 -0.5795181 0.2051333
#> lag1_var3 0.39178304 0.4287436 -0.2858064 0.9203603
#> lag1_var4 0.66131945 0.4330603 0.1344575 1.3383752
#> const 0.40046345 0.8308741 -0.7194480 1.5739246
#> exo1 -0.06586437 0.2192070 -0.3751638 0.2282280
#> exo2 -1.36176297 0.1684419 -1.6189320 -1.1433754
#> exo3 0.43112234 0.2601753 0.1752105 0.8309703
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1880062 0.0550039 -0.25975581 -0.1065094
#> lag1_var2 0.4745506 0.2487920 0.08982335 0.8077461
#> lag1_var3 0.3709236 0.3799806 -0.17333074 0.9510777
#> lag1_var4 0.6635494 0.3739346 0.08481542 1.1892470
#> const 1.3489805 1.0546657 0.02283106 2.8965193
#> exo1 -0.1156785 0.2460533 -0.51350898 0.1599284
#> exo2 -0.6677133 0.2071568 -0.92218835 -0.3805653
#> exo3 0.4531118 0.2679721 0.17550980 0.9245034
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004815366 9.036215e-05 0.000353662 0.0005818148
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01181134 0.003133719 -0.01566983 -0.007128493
#> Sigma[2,2] 1.04765731 0.241035695 0.73693405 1.388001985
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01113566 0.002860422 0.006850836 0.01436047
#> Sigma[3,2] -0.83151642 0.201729530 -1.141424203 -0.60835644
#> Sigma[3,3] 0.77236356 0.178767515 0.585144964 1.05559110
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004415157 0.001292341 0.002363464 0.005829079
#> Sigma[4,2] -0.212770967 0.076110224 -0.335609755 -0.143426026
#> Sigma[4,3] 0.294234815 0.071194047 0.225614083 0.412015305
#> Sigma[4,4] 0.183407369 0.034146385 0.146245459 0.237759160
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990884544 0.02213079 0.95968084 1.021659208
#> lag1_var2 0.022538451 0.05682716 -0.04712705 0.101978800
#> lag1_var3 0.028793143 0.09612977 -0.08890926 0.162692254
#> lag1_var4 -0.032843047 0.08890391 -0.15592650 0.075251442
#> const 0.448419778 0.21839604 0.16902697 0.743015995
#> exo1 0.005923161 0.01883008 -0.01030913 0.038706367
#> exo2 -0.032209034 0.01980365 -0.06060272 -0.005381324
#> exo3 0.004597863 0.02331646 -0.02997153 0.031741325
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.1100724 0.8728557 -3.5583101 -1.2275535
#> lag1_var2 2.5340574 2.2672944 0.4801928 6.5732964
#> lag1_var3 2.9282500 3.7893707 -0.5251256 9.6888899
#> lag1_var4 -2.0430291 3.5062732 -8.3019950 1.2022856
#> const 3.8559713 9.2211667 -10.8664769 14.6938366
#> exo1 -0.5213605 0.8877028 -1.8308707 0.6419671
#> exo2 1.1970632 1.2154959 -0.5187482 2.7782818
#> exo3 0.5945562 1.3317081 -0.8373374 2.6048863
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.70378706 0.8378310 0.8217053 3.07355026
#> lag1_var2 -1.17195634 2.0370462 -4.6635663 0.35011660
#> lag1_var3 -1.20028787 3.4189522 -7.0710643 1.32248055
#> lag1_var4 1.43974009 3.1656018 -0.8947322 6.83758322
#> const -0.13638985 8.7352527 -10.3702499 11.76428403
#> exo1 0.53240011 0.7635787 -0.4042143 1.66269452
#> exo2 -1.20933837 0.9539654 -2.4972470 0.01929608
#> exo3 -0.01318279 1.1147904 -1.7559880 1.05755308
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40810878 0.5140125 -0.2005527 1.2008924
#> lag1_var2 0.09027449 1.1911498 -1.9453429 1.2774038
#> lag1_var3 0.13275235 2.0047176 -3.2972768 2.1221798
#> lag1_var4 0.67486089 1.8595622 -1.1425660 3.8728823
#> const 0.76403513 4.7634615 -5.9255871 7.0420725
#> exo1 0.21488559 0.4118083 -0.2528331 0.8776151
#> exo2 -0.53358644 0.2964164 -1.0015182 -0.1827068
#> exo3 0.37459123 0.4632103 -0.3470563 0.8860325
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00137884 0.000334143 0.001057223 0.001880212
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003585771 0.0006753138 -0.00124028 0.0005610548
#> Sigma[2,2] 0.0238080464 0.0073429598 0.01709696 0.0351142100
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008772197 0.007008011 0.0008306296 0.02046995
#> Sigma[3,2] 0.022361348 0.014829643 0.0052212287 0.04806056
#> Sigma[3,3] 0.510188479 0.125417307 0.3737904998 0.68428761
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008957826 0.007566284 0.000325911 0.02166761
#> Sigma[4,2] 0.037897082 0.017069446 0.016673871 0.06566114
#> Sigma[4,3] 0.547684851 0.133750438 0.402862162 0.73659698
#> Sigma[4,4] 0.596418060 0.141979937 0.447075081 0.79984314
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001650569 0.03158311 0.95955729 1.04699592
#> lag1_var2 0.008893801 0.08525429 -0.12841626 0.08833102
#> lag1_var3 -0.035533924 0.15035057 -0.27826077 0.12781556
#> lag1_var4 0.029378871 0.14698263 -0.12868059 0.26666448
#> const 0.224960594 0.50338183 -0.47624615 0.93344425
#> exo1 -0.017603284 0.02713729 -0.05259633 0.02132583
#> exo2 -0.207405314 0.03165695 -0.25659683 -0.17733538
#> exo3 -0.079852065 0.03604223 -0.13299212 -0.03124440
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10579899 0.1091932 -0.27916585 0.01081052
#> lag1_var2 0.92956107 0.3721277 0.51210367 1.48169207
#> lag1_var3 0.48072148 0.6176751 -0.23486425 1.42086063
#> lag1_var4 -0.43707392 0.5949468 -1.34758201 0.23987791
#> const 1.31255452 1.5850909 -0.65104546 3.60622772
#> exo1 0.01539816 0.1310000 -0.13535516 0.20804827
#> exo2 0.33812537 0.1745970 0.13565599 0.59877798
#> exo3 0.18532802 0.2139709 -0.06724266 0.50888563
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1105629 0.6111622 -0.8054704 0.8996736
#> lag1_var2 1.2087660 1.0156444 -0.3047250 2.5015666
#> lag1_var3 2.8121847 2.5292567 -0.6105854 6.2393503
#> lag1_var4 -1.9383693 2.4460580 -5.2059705 1.3965721
#> const 4.3010293 9.5125861 -10.0554983 16.2301041
#> exo1 1.4035417 0.4817338 0.8026845 2.0482745
#> exo2 -1.6338190 0.6506482 -2.4402404 -0.5869295
#> exo3 -0.4918509 0.5577871 -1.2912569 0.1853269
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05476107 0.6704733 -0.94027742 0.9229757
#> lag1_var2 1.55676832 1.1216434 -0.09562798 2.9153073
#> lag1_var3 2.75037612 2.7881249 -0.98025696 6.3301005
#> lag1_var4 -1.83087451 2.7016081 -5.20901372 1.8571263
#> const 3.73452063 10.5899325 -12.37257778 16.9935640
#> exo1 1.47665503 0.5228262 0.84440974 2.2532820
#> exo2 -1.50820033 0.7154561 -2.42271643 -0.3647894
#> exo3 -0.40492006 0.6029267 -1.28056254 0.3835761
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001839211 3.413364e-05 0.0001347234 0.0002303818
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004278547 0.001306917 -0.005838438 -0.002348222
#> Sigma[2,2] 0.411919857 0.069148155 0.334108265 0.511241667
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00167113 0.0007852277 0.000623205 0.002600564
#> Sigma[3,2] -0.20467549 0.0310684889 -0.246987377 -0.160673048
#> Sigma[3,3] 0.13876717 0.0137601250 0.117403786 0.153876454
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007869364 0.0004277192 -0.001316665 -0.0001742237
#> Sigma[4,2] 0.0273292066 0.0198375448 0.003581165 0.0594890846
#> Sigma[4,3] 0.0270677357 0.0104647001 0.012750408 0.0402907659
#> Sigma[4,4] 0.0464471415 0.0135150300 0.032129258 0.0679719880
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989188658 0.010882469 0.975588320 1.00167884
#> lag1_var2 0.004558996 0.022051445 -0.026561411 0.03472440
#> lag1_var3 0.002428692 0.038646133 -0.050930321 0.05481391
#> lag1_var4 -0.003547809 0.038733322 -0.057183478 0.04734174
#> const 0.353497467 0.096139681 0.222987837 0.50299070
#> exo1 -0.001354193 0.008707728 -0.009962374 0.01279950
#> exo2 -0.087025741 0.014554353 -0.111516161 -0.07153033
#> exo3 0.043341438 0.012294613 0.024747958 0.06021681
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3159334 0.7431130 -2.49587547 -0.4764891
#> lag1_var2 2.9185616 1.6658959 0.89944783 5.6173612
#> lag1_var3 3.6883451 3.1495826 -0.08866558 8.8177415
#> lag1_var4 -3.1202929 2.9873798 -7.94162952 0.4811739
#> const 7.0227236 10.2718379 -4.03324978 24.2321277
#> exo1 -0.8344462 0.6632782 -1.54351236 0.1822890
#> exo2 0.1603038 0.8864498 -1.11660474 1.3812021
#> exo3 0.1729041 0.6013811 -0.81249751 0.8055284
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8450103 0.4359765 0.35247585 1.4361406
#> lag1_var2 -0.3509005 0.7476099 -1.39515245 0.5651447
#> lag1_var3 0.3065954 1.4216009 -1.69416638 2.0144384
#> lag1_var4 0.2432580 1.3464363 -1.41084657 2.0609253
#> const 0.8084386 4.9142932 -6.61942393 6.6714771
#> exo1 0.4947755 0.3979681 -0.10834522 0.9319696
#> exo2 -0.8676333 0.5431117 -1.68734004 -0.1776179
#> exo3 0.5347979 0.4422490 -0.06545812 1.1543702
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11965666 0.1787505 -0.1648253 0.3405308
#> lag1_var2 1.04774233 0.3572507 0.6331015 1.5309545
#> lag1_var3 1.96277882 0.6544842 1.2291096 2.8651558
#> lag1_var4 -1.07458572 0.6450880 -2.0085377 -0.3508127
#> const 3.33920135 2.4759897 0.3345004 6.5361282
#> exo1 0.02969012 0.1608537 -0.1938596 0.2513254
#> exo2 -0.84984347 0.1352319 -1.0275134 -0.6428989
#> exo3 0.67852154 0.1639542 0.4138693 0.8589947
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008580311 0.0001411162 0.0007071215 0.001085833
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726517 0.001699049 -0.006421159 -0.001756228
#> Sigma[2,2] 0.112622206 0.048768687 0.074517676 0.199950416
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001161644 0.001982189 -0.001015375 0.00440431
#> Sigma[3,2] -0.096841549 0.047582688 -0.183838075 -0.05753838
#> Sigma[3,3] 0.137764873 0.046603040 0.099073375 0.22039411
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009261698 0.001932182 -0.00370584 0.001485209
#> Sigma[4,2] -0.0515780029 0.031061271 -0.10640184 -0.023122080
#> Sigma[4,3] 0.1126197132 0.030730137 0.07980430 0.162563022
#> Sigma[4,4] 0.1093870137 0.021763336 0.07981193 0.138758263
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93926304 0.03684791 0.89233161 0.990784603
#> lag1_var2 0.04172610 0.04852661 -0.02619358 0.105960992
#> lag1_var3 0.04877961 0.10007223 -0.08677420 0.181586430
#> lag1_var4 -0.03597083 0.08950499 -0.15473593 0.082999468
#> const 0.46580532 0.32075405 0.07494399 0.922728193
#> exo1 -0.04425387 0.02529389 -0.07036777 -0.008546505
#> exo2 -0.04246172 0.02891536 -0.07411358 0.004918362
#> exo3 -0.02585432 0.04574852 -0.08659112 0.036202974
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35246154 0.4373300 -0.27167089 0.8804923
#> lag1_var2 0.69566265 0.5237889 0.10990639 1.4346982
#> lag1_var3 -0.31148246 0.9909191 -1.44963105 1.0534983
#> lag1_var4 0.20121067 0.8375051 -0.96314991 1.1583626
#> const 0.15252086 2.9751391 -4.51633393 3.5958002
#> exo1 0.69914177 0.4110569 0.04208417 1.1565644
#> exo2 0.90980082 0.2429120 0.61802145 1.2630039
#> exo3 0.02778524 0.4511377 -0.56882705 0.6974333
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4554447 0.3838275 -0.9654118 0.08830073
#> lag1_var2 0.9170356 0.3723613 0.3964529 1.46997258
#> lag1_var3 2.7629617 0.6387898 1.8995957 3.72112913
#> lag1_var4 -1.6743386 0.5408683 -2.4532635 -0.96917924
#> const 5.2619327 3.1173690 1.2439238 9.72358706
#> exo1 -0.5654739 0.3119782 -0.8997668 -0.10093586
#> exo2 -2.7341175 0.2526099 -3.0784373 -2.40421664
#> exo3 -0.4005144 0.3511212 -0.9240422 0.05507761
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3816385 0.2738312 -0.8003605 -0.07190451
#> lag1_var2 1.1414417 0.2292413 0.8526984 1.48893464
#> lag1_var3 2.3898222 0.4551019 1.7132795 2.96230147
#> lag1_var4 -1.2864522 0.4230785 -1.7169204 -0.60783317
#> const 4.4358398 2.4526698 1.3822103 8.21407014
#> exo1 -0.2769872 0.2042868 -0.4878396 0.04034316
#> exo2 -2.8891068 0.2388767 -3.1481931 -2.52841372
#> exo3 -0.5207495 0.2324311 -0.9103333 -0.29000416
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003098939 7.61083e-05 0.0002052802 0.0004220401
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008021944 0.002647993 -0.01185994 -0.00516549
#> Sigma[2,2] 0.435919840 0.090521340 0.35175309 0.58632511
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005041286 0.001701896 0.003189661 0.007642628
#> Sigma[3,2] -0.276842210 0.060957690 -0.383945599 -0.216427433
#> Sigma[3,3] 0.206767534 0.046865740 0.163175439 0.288999170
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 3.136221e-05 0.0006868943 -0.0007335994 0.001073313
#> Sigma[4,2] -5.573730e-03 0.0242710902 -0.0437154518 0.015100174
#> Sigma[4,3] 3.621420e-02 0.0171072732 0.0152779700 0.060178001
#> Sigma[4,4] 3.461303e-02 0.0076217324 0.0256192837 0.045953462
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98711167 0.02106042 0.959531310 1.013224844
#> lag1_var2 0.04721730 0.03445623 0.006863461 0.095824379
#> lag1_var3 0.07635067 0.05514725 0.011806326 0.155222480
#> lag1_var4 -0.07745031 0.05275672 -0.147504249 -0.014770145
#> const 0.46001076 0.20473888 0.209043624 0.765906254
#> exo1 -0.01870643 0.01429727 -0.036270315 0.002196786
#> exo2 -0.11118734 0.01958280 -0.138750513 -0.086084879
#> exo3 0.06244362 0.02352442 0.030157433 0.096779044
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56912103 0.7308568 -1.4892239 0.4083994
#> lag1_var2 -0.35985377 0.7428260 -1.4218839 0.6394889
#> lag1_var3 -2.10270253 1.1887776 -3.7658710 -0.5503152
#> lag1_var4 2.36621635 1.2011779 0.7295898 3.9670939
#> const -0.03226618 6.7530208 -11.8684012 6.7885957
#> exo1 0.58173523 0.6251741 -0.2304065 1.3841587
#> exo2 0.25285690 0.6245952 -0.3860615 1.2551775
#> exo3 0.41975107 0.6478750 -0.5967069 1.2725973
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7112656 0.5439855 -0.04577636 1.40150010
#> lag1_var2 0.8875281 0.6578015 0.12398349 1.86401776
#> lag1_var3 2.4357651 1.0667655 1.09728158 3.97462642
#> lag1_var4 -1.8000384 1.0212818 -3.33141885 -0.66440844
#> const 2.5490642 4.7625603 -2.73024005 10.08453425
#> exo1 -0.2514415 0.2819588 -0.64686885 0.08683855
#> exo2 -0.6016228 0.5056632 -1.47227511 -0.01300958
#> exo3 -0.7770806 0.4543315 -1.27996832 -0.03116325
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3791215 0.19499080 0.1356759 0.6272294
#> lag1_var2 0.3800637 0.47305170 -0.1950610 1.0549382
#> lag1_var3 0.6769439 0.77070028 -0.2439769 1.7648042
#> lag1_var4 0.1377513 0.75012868 -0.9673645 1.0374761
#> const 0.9881295 1.66558316 -0.8459027 3.2262844
#> exo1 0.1183131 0.22097597 -0.1808439 0.4465936
#> exo2 -0.4678071 0.21661574 -0.7291141 -0.1736165
#> exo3 -0.5433455 0.09956918 -0.6901294 -0.4277516
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009814414 0.0009443329 0.008278951 0.01096648
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01886666 0.02589945 -0.05305359 0.008903605
#> Sigma[2,2] 1.92612102 0.29756676 1.49179565 2.275591303
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02139093 0.01424351 -0.0395337 -0.00152593
#> Sigma[3,2] -0.87681692 0.20131008 -1.0919894 -0.57408361
#> Sigma[3,3] 1.13542943 0.23594264 0.8647259 1.48623747
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03820222 0.008403464 -0.0501036 -0.02966307
#> Sigma[4,2] 0.45240222 0.194364097 0.1962720 0.73392383
#> Sigma[4,3] 0.64121973 0.278793146 0.3714101 1.08025733
#> Sigma[4,4] 1.08220976 0.373315276 0.7075918 1.65019109
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.909238691 0.03565130 0.85474348 0.94772676
#> lag1_var2 0.114773324 0.05435647 0.03655656 0.19514254
#> lag1_var3 0.139504513 0.07927640 0.02650890 0.25421624
#> lag1_var4 -0.132800017 0.07632418 -0.23884917 -0.01841035
#> const 1.363710685 0.77664711 0.60600393 2.54429223
#> exo1 0.009876903 0.08978736 -0.08154810 0.14345372
#> exo2 0.025779397 0.10231867 -0.06834800 0.18417008
#> exo3 0.120385790 0.11436974 -0.01226897 0.28554315
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9884182 0.3057652 -1.357906 -0.5811386
#> lag1_var2 3.3448696 1.0693997 2.004095 4.8804564
#> lag1_var3 3.7395060 1.6305236 1.660526 6.0473044
#> lag1_var4 -3.4366538 1.5537468 -5.611349 -1.4395061
#> const 4.5849723 6.0520112 -4.272429 12.2981190
#> exo1 3.1428482 1.1420648 1.492033 4.8496587
#> exo2 0.1243070 1.7092630 -2.039997 2.6803727
#> exo3 0.2108505 1.5345152 -1.326048 2.5986002
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1805689 0.3518639 -0.3161930 0.5683505
#> lag1_var2 -0.4193690 0.9854164 -1.9632774 0.5751779
#> lag1_var3 0.1458777 1.4748489 -2.2053813 1.6555445
#> lag1_var4 0.7249522 1.3348164 -0.6343654 2.8291431
#> const 2.1176190 6.4146998 -4.9571112 11.5015527
#> exo1 -1.8112685 1.0080230 -3.0521821 -0.4670232
#> exo2 0.2302136 0.8693862 -1.0985626 1.0587918
#> exo3 0.8397515 1.2271880 -1.0954416 2.1318982
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5539546 0.2690951 -0.8820050 -0.1600975
#> lag1_var2 1.5109172 0.7467601 0.4679440 2.4839715
#> lag1_var3 2.1729063 1.1438702 0.5520916 3.6685989
#> lag1_var4 -1.0521614 1.0300001 -2.4000621 0.4134279
#> const 3.5284427 6.3837448 -5.8611932 11.7933153
#> exo1 0.1901735 1.0084202 -0.9300558 1.7068772
#> exo2 0.3734637 0.8195132 -0.8632738 1.3748000
#> exo3 1.1181965 1.0162943 -0.3905756 2.3023088
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004828098 0.0001476947 0.0003382521 0.0007273763
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01018424 0.004992964 -0.01782511 -0.003471462
#> Sigma[2,2] 0.79478893 0.205192561 0.51378321 1.044632876
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006412116 0.003638581 0.001449749 0.01178113
#> Sigma[3,2] -0.579833019 0.147737374 -0.770387059 -0.36893294
#> Sigma[3,3] 0.448352751 0.108479370 0.289992594 0.59597629
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009173433 0.0004310542 -0.001437877 -0.0003181734
#> Sigma[4,2] -0.0121147838 0.0242867057 -0.054857347 0.0112341991
#> Sigma[4,3] 0.0364997145 0.0186868990 0.015966891 0.0683712169
#> Sigma[4,4] 0.0311476875 0.0065816324 0.023280581 0.0407233693
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977349677 0.01130662 0.962831886 0.993239805
#> lag1_var2 0.080337238 0.04501804 0.011089813 0.135406843
#> lag1_var3 0.109874566 0.06207582 0.014541006 0.185702436
#> lag1_var4 -0.109083690 0.06105721 -0.183191832 -0.015535597
#> const 0.538890785 0.25386723 0.170906071 0.890689744
#> exo1 0.008721621 0.00903373 -0.002385864 0.021919732
#> exo2 -0.042723565 0.02692789 -0.079117017 -0.006977253
#> exo3 -0.007018397 0.03029170 -0.043739727 0.036370796
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55171912 0.5498034 -0.09881053 1.3835838
#> lag1_var2 -3.20868016 2.3530913 -6.33917074 0.0514485
#> lag1_var3 -5.45251829 3.1511340 -9.65887819 -1.0745663
#> lag1_var4 5.44220025 3.1283240 1.15864238 9.6611890
#> const -11.28479874 13.3775814 -32.02755976 2.8777631
#> exo1 0.50479235 0.5809185 -0.15729519 1.3888746
#> exo2 0.06092681 0.9435080 -1.00820713 1.5116200
#> exo3 0.19593700 0.8293545 -0.57945793 1.4270466
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2945755 0.4181922 -0.9279375 0.21210549
#> lag1_var2 2.5697914 1.7697118 0.1177201 4.88689318
#> lag1_var3 4.2965747 2.3743303 0.9808658 7.40775260
#> lag1_var4 -3.3436005 2.3491552 -6.4538602 -0.10593718
#> const 9.3677044 9.7590279 -1.4320497 24.40325116
#> exo1 -0.4267426 0.3740884 -0.9957668 0.01690896
#> exo2 -0.7353839 0.6234070 -1.6827332 -0.01908107
#> exo3 -0.1405216 0.6289291 -1.0793090 0.45397218
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11857486 0.05945127 0.04190498 0.1872964
#> lag1_var2 -0.19241295 0.28366695 -0.52692970 0.1709156
#> lag1_var3 -0.25729081 0.39183447 -0.72674115 0.2422973
#> lag1_var4 1.22513207 0.38557809 0.73251889 1.6788932
#> const -0.74285441 1.18951089 -2.72642682 0.4482679
#> exo1 -0.08580265 0.14420439 -0.28093288 0.1056532
#> exo2 -0.72729083 0.13708290 -0.91955303 -0.5474640
#> exo3 0.02875520 0.15964108 -0.16442647 0.2661700
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003578742 4.937304e-05 0.000289064 0.0004185751
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008647528 0.0004451334 -0.001463498 -0.0003754928
#> Sigma[2,2] 0.0128890673 0.0037989147 0.008944910 0.0182811091
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001795149 0.001209264 -0.001796541 0.001367674
#> Sigma[3,2] -0.0193357038 0.005491398 -0.027876200 -0.013001776
#> Sigma[3,3] 0.1097530588 0.028809603 0.084419679 0.153809735
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003496639 0.001103506 -0.002207507 0.0008152582
#> Sigma[4,2] -0.0122912902 0.004036253 -0.018083749 -0.0066410499
#> Sigma[4,3] 0.1023204941 0.029078022 0.079267288 0.1487881900
#> Sigma[4,4] 0.0989067739 0.029150083 0.077374440 0.1465269613
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987068544 0.01748107 0.96155978 1.011157892
#> lag1_var2 0.022052851 0.04524561 -0.03294090 0.091930002
#> lag1_var3 0.027045764 0.07345308 -0.05420139 0.137583792
#> lag1_var4 -0.028677603 0.07090498 -0.13610237 0.049661281
#> const 0.406346820 0.23706587 0.06821946 0.754999555
#> exo1 0.002957936 0.01517134 -0.01621928 0.024708925
#> exo2 -0.008572574 0.02248386 -0.03825415 0.020066143
#> exo3 -0.011474890 0.01395436 -0.03084052 0.008714022
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14247100 0.07569232 0.03761124 0.2497902
#> lag1_var2 0.44231770 0.19347388 0.15043414 0.6919351
#> lag1_var3 -0.19397444 0.30791232 -0.63046872 0.1753965
#> lag1_var4 0.17774830 0.29673285 -0.18481729 0.5922123
#> const -0.12665780 1.09758800 -1.65135000 1.3871163
#> exo1 0.02825331 0.10134068 -0.12361460 0.1603429
#> exo2 0.85889076 0.09204683 0.76604800 1.0014787
#> exo3 0.16337069 0.16119063 -0.11264891 0.3156886
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5779792 0.2908807 -0.9444288 -0.1597692
#> lag1_var2 1.6328002 0.9400841 0.2230682 2.7764472
#> lag1_var3 3.4328686 1.3076709 1.5981156 4.8561241
#> lag1_var4 -2.3268062 1.2636908 -3.7069984 -0.5715996
#> const 5.5008984 3.4224049 1.2238300 9.5898587
#> exo1 -0.2579599 0.3251851 -0.5890036 0.2910262
#> exo2 -0.2869202 0.5517280 -1.0910756 0.3864433
#> exo3 0.2776888 0.4392074 -0.2345730 0.8934051
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5142246 0.2919910 -0.8983417 -0.11302853
#> lag1_var2 1.6809705 0.9704552 0.2612472 2.90399309
#> lag1_var3 2.9487968 1.4060431 0.9900498 4.58650616
#> lag1_var4 -1.8215851 1.3576336 -3.3972337 0.05649121
#> const 4.0228522 3.4572578 -0.2014228 8.75352514
#> exo1 -0.2536191 0.3066594 -0.5993827 0.25804713
#> exo2 0.1677666 0.5430604 -0.6282205 0.84021307
#> exo3 0.3733339 0.4228383 -0.1233774 1.00942020
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001091141 0.0002780598 0.0008722876 0.00154791
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002358231 0.002367111 -0.005594184 0.0008814637
#> Sigma[2,2] 0.193975269 0.058522706 0.130564002 0.2836512303
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001406467 0.001537038 -0.0008178226 0.00343680
#> Sigma[3,2] -0.136318514 0.039894789 -0.1954579407 -0.09150419
#> Sigma[3,3] 0.101998687 0.028766639 0.0689106069 0.14383203
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.718004e-05 0.0004867294 -0.0007299345 0.0005457639
#> Sigma[4,2] -2.225244e-02 0.0076498293 -0.0341303033 -0.0143567727
#> Sigma[4,3] 2.229403e-02 0.0068115355 0.0148475148 0.0319987038
#> Sigma[4,4] 9.778727e-03 0.0027758166 0.0067087801 0.0133308721
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96815437 0.03577564 0.925843527 1.025670283
#> lag1_var2 0.01946470 0.04724591 -0.040464000 0.080575654
#> lag1_var3 0.04373290 0.08389797 -0.065825436 0.151206330
#> lag1_var4 -0.03831372 0.08436826 -0.139135900 0.073260722
#> const 0.42981012 0.25345413 0.210535824 0.849798925
#> exo1 0.03640362 0.02073759 0.002000785 0.060417245
#> exo2 -0.03130183 0.02556560 -0.072172525 -0.001939533
#> exo3 0.01857359 0.03092015 -0.013026744 0.069204740
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85390282 0.5120042 0.014817345 1.2939153
#> lag1_var2 1.37655691 0.6290736 0.519392790 2.2073987
#> lag1_var3 0.71754710 1.1142671 -0.741478792 2.2014751
#> lag1_var4 -1.04836943 1.1159375 -2.610223754 0.3591437
#> const 1.96667137 3.9463425 -3.439070467 6.5165979
#> exo1 0.05955049 0.4016728 -0.268549789 0.7374802
#> exo2 1.74921345 0.4026048 1.246208909 2.3181870
#> exo3 0.38143478 0.2640195 -0.009409091 0.6954650
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41079097 0.4296803 -0.80446355 0.2680849
#> lag1_var2 -0.35980149 0.3918870 -0.91314433 0.1569137
#> lag1_var3 0.36644484 0.6962267 -0.61909960 1.2546731
#> lag1_var4 0.77288419 0.6967162 -0.08346458 1.8025701
#> const 0.44700833 3.2143365 -3.19120734 5.0814923
#> exo1 -0.04598006 0.2839095 -0.50982968 0.1962671
#> exo2 -1.76672859 0.2874535 -2.13605279 -1.3746500
#> exo3 -0.09691987 0.2140208 -0.41220228 0.1887657
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12086212 0.17340642 -0.072404807 0.36388439
#> lag1_var2 0.08488476 0.07497584 -0.025410722 0.17580737
#> lag1_var3 0.16067674 0.12686202 -0.030605969 0.30121167
#> lag1_var4 0.80579347 0.09252501 0.706120296 0.94450017
#> const -0.31938703 1.24750089 -1.545482940 1.64183356
#> exo1 -0.01030664 0.06028882 -0.103477426 0.06687867
#> exo2 -0.75568773 0.10060440 -0.854888728 -0.59708046
#> exo3 0.14444239 0.08503363 0.007349582 0.24530341
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004348524 0.0009324784 0.003638262 0.005825081
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004350545 0.001486001 -0.006646178 -0.002849223
#> Sigma[2,2] 0.013661147 0.002543095 0.010718509 0.017477366
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002527177 0.001197149 0.0009831378 0.004358799
#> Sigma[3,2] -0.008575769 0.002172630 -0.0113142812 -0.005732418
#> Sigma[3,3] 0.011783121 0.002918095 0.0086551364 0.016250693
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000677227 0.000604575 -0.000860119 0.0007507850
#> Sigma[4,2] -0.0006811834 0.001126088 -0.002296045 0.0006843626
#> Sigma[4,3] 0.0071743569 0.001905840 0.005546581 0.0102158798
#> Sigma[4,4] 0.0071740761 0.001466037 0.005996340 0.0096039648
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976393046 0.04679393 0.90727913 1.03676665
#> lag1_var2 0.131292633 0.23748910 -0.17397619 0.45876459
#> lag1_var3 0.140153951 0.40328530 -0.37793932 0.69888437
#> lag1_var4 -0.145604383 0.40161493 -0.70281215 0.37103320
#> const 0.650715534 0.88205468 -0.48482125 2.00221030
#> exo1 0.002989476 0.06058112 -0.08462255 0.07083831
#> exo2 -0.006700534 0.06813203 -0.10808449 0.07453311
#> exo3 -0.003697299 0.05035518 -0.04976432 0.08527927
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02255097 0.08088805 -0.10269129 0.1072464
#> lag1_var2 0.26744993 0.22688130 0.01445379 0.5949885
#> lag1_var3 -0.34124891 0.38418143 -0.81408548 0.2004669
#> lag1_var4 0.36241783 0.37884339 -0.16657402 0.8365445
#> const 0.08108420 1.21961279 -1.23699515 1.9085292
#> exo1 0.03639318 0.08911483 -0.07659417 0.1529491
#> exo2 0.36710046 0.11889497 0.18993245 0.5077383
#> exo3 0.28052834 0.08452086 0.14593418 0.3503126
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03089857 0.05180590 -0.09728836 0.05255310
#> lag1_var2 0.81669412 0.25998350 0.42347221 1.08057527
#> lag1_var3 1.88571166 0.45688655 1.19029134 2.34123661
#> lag1_var4 -0.94597605 0.45974319 -1.41913595 -0.25297512
#> const 2.99221971 1.15200691 1.40581414 4.55659209
#> exo1 -0.09157376 0.09448463 -0.20085955 0.03511278
#> exo2 -0.69807028 0.09535396 -0.83023690 -0.56678196
#> exo3 0.13603269 0.11221685 -0.04007104 0.24932917
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008234527 0.02628698 -0.03807598 0.03354439
#> lag1_var2 0.743272623 0.18852696 0.46238812 0.94852234
#> lag1_var3 1.277718806 0.31952574 0.78568276 1.63342889
#> lag1_var4 -0.304794609 0.32475492 -0.67189530 0.19669222
#> const 1.600467865 0.87418382 0.73938551 2.95911697
#> exo1 -0.073789529 0.06578024 -0.13947998 0.02544946
#> exo2 -0.514335129 0.06231527 -0.61358331 -0.45133147
#> exo3 0.301283319 0.10834171 0.11849824 0.40081038
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02362617 0.005298175 0.01686793 0.03096554
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002193762 0.003462032 -0.007172251 0.001854967
#> Sigma[2,2] 0.010562545 0.003447529 0.006632359 0.015462458
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006017839 0.008688420 -0.01107819 0.012917774
#> Sigma[3,2] -0.0137481967 0.005579931 -0.02136770 -0.006131527
#> Sigma[3,3] 0.0570237817 0.013149383 0.04161727 0.076591714
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005877711 0.007823268 -0.01119340 0.010226077
#> Sigma[4,2] -0.0086284068 0.004379282 -0.01467815 -0.002695127
#> Sigma[4,3] 0.0537654306 0.011142184 0.04090431 0.070131734
#> Sigma[4,4] 0.0533335271 0.009815269 0.04194784 0.068329451
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92338237 0.03925146 0.86832638 0.9800388
#> lag1_var2 -0.07718009 0.23389233 -0.38256720 0.2448850
#> lag1_var3 -0.26433213 0.33475936 -0.68110710 0.2734289
#> lag1_var4 0.30506130 0.34515921 -0.25112853 0.7314801
#> const -1.06196786 1.60082462 -3.16832238 1.1032120
#> exo1 0.09774919 0.15150033 -0.09789567 0.3020248
#> exo2 -0.03126847 0.16924389 -0.27720437 0.1968376
#> exo3 0.10669169 0.28058564 -0.35368466 0.4179200
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03580752 0.01729824 0.01341884 0.05447957
#> lag1_var2 0.74241005 0.15012710 0.59470595 0.96243041
#> lag1_var3 0.19214768 0.26994412 -0.07481644 0.60750676
#> lag1_var4 -0.17103335 0.27255742 -0.59696323 0.09725113
#> const 0.99687643 0.73764710 -0.04990731 1.99211813
#> exo1 -0.08485196 0.08840173 -0.17736825 0.05861092
#> exo2 0.73425480 0.10829536 0.57344383 0.86283085
#> exo3 0.34771387 0.10558193 0.18786977 0.47199774
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1986226 0.0202841 -0.22498607 -0.1708594
#> lag1_var2 1.7782901 0.2221569 1.45972204 2.1008372
#> lag1_var3 3.1040709 0.3745384 2.54401723 3.4993752
#> lag1_var4 -2.2389904 0.3642682 -2.60923445 -1.7074479
#> const 7.2175622 1.5292352 5.49623521 9.3372160
#> exo1 0.1561010 0.1450124 -0.07205208 0.3353934
#> exo2 -2.8388709 0.1953963 -3.12843560 -2.5910842
#> exo3 -0.9106691 0.3090020 -1.26513581 -0.4510022
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1959771 0.01503634 -0.2162886 -0.1770456
#> lag1_var2 2.0406158 0.21172413 1.7548322 2.3250549
#> lag1_var3 2.8763547 0.43232419 2.2252561 3.3924330
#> lag1_var4 -1.9768839 0.41375289 -2.4776132 -1.3536689
#> const 6.6334541 1.20980002 5.3466591 8.3004385
#> exo1 0.1187514 0.12601942 -0.0496369 0.2869884
#> exo2 -2.6727347 0.18478519 -2.9854066 -2.4582071
#> exo3 -0.8021113 0.29689476 -1.1497129 -0.3751110
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001213587 0.0004363835 0.000634866 0.001872567
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04422239 0.01429334 -0.06271332 -0.02448975
#> Sigma[2,2] 2.89883404 0.71590060 1.89811409 3.92186091
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02630241 0.008847259 0.01408819 0.03939924
#> Sigma[3,2] -1.52174490 0.376604252 -1.99372033 -1.01098882
#> Sigma[3,3] 0.90533620 0.231077042 0.61092291 1.22895181
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003676698 0.003314734 -0.0007733534 0.008267403
#> Sigma[4,2] -0.016967822 0.152341787 -0.1674789719 0.210245818
#> Sigma[4,3] 0.129648576 0.089191946 0.0056346128 0.255608811
#> Sigma[4,4] 0.137215099 0.047184127 0.0890898936 0.214107062
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93971649 0.02620012 0.90439712 0.97524836
#> lag1_var2 0.12390072 0.05008886 0.07115483 0.20485521
#> lag1_var3 0.24312339 0.09564313 0.14224880 0.39714406
#> lag1_var4 -0.22253906 0.08637636 -0.36372684 -0.13736342
#> const 0.54456581 0.19084948 0.34670465 0.82357589
#> exo1 -0.00380855 0.03176681 -0.04097778 0.04530642
#> exo2 -0.10960120 0.04090751 -0.17153950 -0.05511796
#> exo3 0.03725246 0.04633129 -0.03753941 0.08879187
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7796882 1.747840 -0.6837013 3.8685808
#> lag1_var2 -5.1018318 2.640484 -8.9950967 -1.6096990
#> lag1_var3 -11.7136553 5.097172 -19.1974639 -4.8990851
#> lag1_var4 11.0345632 4.365044 5.1273898 17.5455527
#> const -10.3779407 12.135463 -25.9203871 6.6703451
#> exo1 -2.0413462 1.682805 -4.5850589 -0.1004376
#> exo2 -0.7837615 1.347611 -2.3663724 1.1980973
#> exo3 0.4228159 1.881672 -1.7804815 3.3828600
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7638006 0.7990999 -1.5723299 0.5514309
#> lag1_var2 3.8329795 1.2769698 2.1840526 5.5204596
#> lag1_var3 8.4135948 2.4530032 5.2067608 11.6153476
#> lag1_var4 -7.2012296 2.1261778 -10.0375427 -4.5320340
#> const 8.9007744 5.9974891 1.2144742 17.2507157
#> exo1 0.8350143 1.0100332 -0.1792459 2.3013064
#> exo2 -0.4122653 0.9385173 -1.8599302 0.6727543
#> exo3 -0.5716904 1.0678056 -2.2261267 0.4973619
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1538757 0.4540533 -0.4771052 0.83744836
#> lag1_var2 0.9728769 0.4810474 0.3631887 1.62894366
#> lag1_var3 1.9354840 0.9390268 0.7617255 3.20883219
#> lag1_var4 -1.0425996 0.8118772 -2.1348003 0.01432157
#> const 2.0309375 2.9068799 -0.7647589 6.68665951
#> exo1 -0.2677333 0.3488868 -0.8264278 0.09418406
#> exo2 -0.9539408 0.4942266 -1.5847229 -0.31777612
#> exo3 -0.3883836 0.4256000 -1.0427543 0.13992655
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001573174 5.910365e-05 9.718618e-05 0.0002509691
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006834093 0.0005901683 -0.001577803 4.961275e-05
#> Sigma[2,2] 0.0460578272 0.0084380021 0.037068525 6.026398e-02
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007482442 0.001692183 -0.002526615 0.0020295005
#> Sigma[3,2] -0.0557055577 0.041300925 -0.112117989 0.0007177618
#> Sigma[3,3] 0.9288324790 0.243837355 0.592121599 1.2904633749
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001198214 0.001680423 -0.003016619 0.001535044
#> Sigma[4,2] -0.028747065 0.040104375 -0.083592538 0.025129472
#> Sigma[4,3] 0.921489818 0.252043671 0.585358917 1.302418899
#> Sigma[4,4] 0.930710562 0.261949154 0.593927256 1.334135750
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98931423 0.006111105 0.98041624 0.99638500
#> lag1_var2 0.01498840 0.032760193 -0.03169328 0.05440032
#> lag1_var3 0.01985440 0.057008307 -0.06068221 0.08277702
#> lag1_var4 -0.02059627 0.057013903 -0.08365934 0.06019528
#> const 0.33710211 0.141164182 0.17263621 0.56287099
#> exo1 -0.00495978 0.010368803 -0.01546330 0.01255335
#> exo2 -0.04895349 0.012695093 -0.06914063 -0.03354511
#> exo3 0.03892389 0.014742406 0.01857212 0.05803385
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.051209051 0.0853913 -0.05849324 0.1757802
#> lag1_var2 0.274585569 0.5612837 -0.62093337 0.8599261
#> lag1_var3 -0.469795980 0.9015954 -1.91280676 0.5344236
#> lag1_var4 0.480928951 0.9159312 -0.52068831 1.9483685
#> const -0.757074004 2.8034230 -5.36909695 1.6871060
#> exo1 0.008636914 0.1961587 -0.14950415 0.3303700
#> exo2 0.398768874 0.1906815 0.13306338 0.5978539
#> exo3 -0.485418202 0.2229828 -0.82407044 -0.1807747
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6588528 0.6337711 -1.411928 0.28446710
#> lag1_var2 5.5788854 2.4511340 2.113796 8.17897244
#> lag1_var3 8.5461686 3.4893248 4.169224 12.05747384
#> lag1_var4 -7.7423835 3.4742839 -11.235366 -3.36839826
#> const 25.7324018 14.1572803 4.281164 42.19827426
#> exo1 -0.5698388 0.5694312 -1.541358 -0.01229455
#> exo2 -1.8740745 1.1299109 -3.089033 -0.02075084
#> exo3 -0.4800938 0.6319222 -1.240191 0.50290466
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6348435 0.6470012 -1.405095 0.293699044
#> lag1_var2 5.6582801 2.4017547 2.330360 8.518794543
#> lag1_var3 8.0767523 3.3810420 3.786194 12.071843228
#> lag1_var4 -7.2525283 3.3548007 -11.217526 -2.974020365
#> const 24.5565596 14.0228880 3.884164 40.496392671
#> exo1 -0.5755835 0.5929490 -1.543084 -0.001401662
#> exo2 -1.6833261 1.1758759 -2.892043 0.261486398
#> exo3 -0.7803469 0.7268872 -1.667713 0.355017220
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000295417 8.054105e-05 0.000213508 0.0004152139
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003005761 0.004403857 -0.007484073 0.004245528
#> Sigma[2,2] 3.1050610517 1.029478355 2.333935864 4.715612415
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001345979 0.002990287 -0.006609711 0.001590996
#> Sigma[3,2] -1.629069671 0.616952592 -2.580287895 -0.981368726
#> Sigma[3,3] 1.861901475 0.382281695 1.387593006 2.410080767
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001304298 0.003565812 -0.007025416 0.002925202
#> Sigma[4,2] 0.443243381 0.432575275 -0.138560589 0.991423170
#> Sigma[4,3] 0.866402480 0.319846120 0.420355108 1.260594704
#> Sigma[4,4] 1.265828073 0.398445527 0.821383937 1.921615428
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975176544 0.01086980 0.95895486 0.98634068
#> lag1_var2 0.008906216 0.01874239 -0.01471562 0.03690315
#> lag1_var3 0.010903854 0.02782007 -0.02407525 0.05311280
#> lag1_var4 -0.008015194 0.02643714 -0.04843874 0.02502974
#> const 0.369421600 0.15482842 0.23321446 0.60681396
#> exo1 0.007944478 0.01562276 -0.01651835 0.02651771
#> exo2 -0.122628643 0.01415611 -0.13914375 -0.09874986
#> exo3 0.004480706 0.01600468 -0.01861202 0.02405315
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05183705 0.6546248 -0.8834969 0.8596543
#> lag1_var2 0.07510460 1.8103879 -1.5856978 3.3477961
#> lag1_var3 -1.04441227 2.6935204 -3.4584538 3.8317186
#> lag1_var4 1.04759162 2.5283775 -3.5178935 3.3506531
#> const 0.95819991 11.0946790 -9.5776215 18.6489645
#> exo1 0.49539178 1.8089911 -2.0830201 3.0174706
#> exo2 0.29292132 2.0812812 -2.1682379 3.2881401
#> exo3 -0.24937217 2.1512807 -2.2586443 3.2569581
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1950817 0.6161026 -1.0832326 0.6378794
#> lag1_var2 1.6282606 1.2936809 -0.4295790 3.0751576
#> lag1_var3 3.3762616 1.9222532 0.2760933 5.4868205
#> lag1_var4 -2.3918421 1.7907025 -4.3665531 0.5144887
#> const 4.1381394 8.8618400 -7.4440684 14.6785516
#> exo1 0.1801184 1.2634233 -1.7330951 1.6643664
#> exo2 -1.2203555 1.7295864 -3.6294876 1.2359676
#> exo3 1.0244935 1.3341799 -0.9704052 2.1298032
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1557839 0.6090869 -1.17516057 0.5373880
#> lag1_var2 1.3086511 0.8465365 0.27452790 2.4731480
#> lag1_var3 2.1495458 1.2737291 0.55999201 3.8946162
#> lag1_var4 -1.1367616 1.1914026 -2.72700858 0.3738440
#> const 3.0107400 10.3293222 -10.18527766 18.2486581
#> exo1 0.5373662 0.9117598 -0.59417053 1.7328408
#> exo2 -1.1115970 0.7313346 -2.12026007 -0.1026051
#> exo3 0.9350025 0.6654901 0.02919043 1.7234042
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440935 0.00131085 0.00330919 0.006467571
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01826827 0.006822844 -0.02814177 -0.009664824
#> Sigma[2,2] 0.18353819 0.032269341 0.14171335 0.228261447
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02338301 0.007549171 0.01412123 0.03486787
#> Sigma[3,2] -0.10061433 0.052575746 -0.16948630 -0.03373695
#> Sigma[3,3] 0.40996706 0.108698673 0.26794044 0.58192272
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.015742567 0.00679715 0.005650361 0.02490847
#> Sigma[4,2] -0.003631555 0.05737802 -0.077400535 0.08013453
#> Sigma[4,3] 0.412437781 0.11750799 0.252944098 0.59729435
#> Sigma[4,4] 0.475123445 0.12810698 0.307572092 0.66393171
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93115931 0.05582834 0.85636512 0.9875721047
#> lag1_var2 0.20579371 0.11260495 0.07362365 0.3483320250
#> lag1_var3 0.37496737 0.21246306 0.14516964 0.6524997112
#> lag1_var4 -0.36391359 0.19517536 -0.62000547 -0.1578484646
#> const 1.00667341 0.67179352 0.02606626 1.7812905095
#> exo1 -0.06640084 0.07497524 -0.19635893 0.0141464484
#> exo2 0.10376181 0.06651207 0.03305318 0.2078425459
#> exo3 -0.09607347 0.07023226 -0.20190801 0.0001246172
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7662211 0.3551755 0.40274339 1.34411146
#> lag1_var2 -0.7412185 0.6970413 -1.68181779 0.03640087
#> lag1_var3 -2.9298457 1.3495443 -4.60152226 -1.42581669
#> lag1_var4 2.7229405 1.2422674 1.34027274 4.27655585
#> const -4.0836399 5.0392205 -10.13138327 3.43637759
#> exo1 0.3633616 0.4126579 -0.09609495 1.06411536
#> exo2 2.7641397 0.4771223 2.13096161 3.39156847
#> exo3 0.4969580 0.4946134 0.02966089 1.30323541
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7753407 0.5991049 -1.5894337 -0.006288003
#> lag1_var2 1.7449720 1.0768837 0.3817169 3.380749159
#> lag1_var3 4.5999372 2.0178832 1.8070458 7.461733443
#> lag1_var4 -3.3807426 1.8827086 -5.9993962 -0.720506831
#> const 7.7966361 8.0902400 -2.8410731 18.588672869
#> exo1 -0.4785681 0.7291213 -1.4351087 0.643314975
#> exo2 -1.7538720 0.6678717 -2.7245270 -0.850642369
#> exo3 -0.4983496 0.9110759 -1.8426034 0.771402039
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4513262 0.5356857 -1.19350283 0.2530459
#> lag1_var2 1.1816325 0.9900884 -0.06652918 2.5575811
#> lag1_var3 2.7931173 1.8076021 0.33084365 5.1334429
#> lag1_var4 -1.6205398 1.6865882 -3.76006633 0.7108349
#> const 4.5676744 7.0987588 -5.01619316 14.7754896
#> exo1 -0.3346419 0.7542351 -1.38909634 0.7980043
#> exo2 -0.4568007 0.6910963 -1.46305072 0.3991356
#> exo3 -0.3328302 1.0409864 -1.87991764 1.0939772
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009599685 0.0003944965 0.0005956168 0.001607827
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01841701 0.00898289 -0.03310763 -0.008655227
#> Sigma[2,2] 0.68614791 0.20729326 0.43621270 1.015038302
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0112389 0.006327898 0.005190566 0.0225548
#> Sigma[3,2] -0.3577018 0.137417062 -0.574691012 -0.1909703
#> Sigma[3,3] 0.4251472 0.103531506 0.311411171 0.5767941
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001294482 0.002858935 -0.003962741 0.00409794
#> Sigma[4,2] 0.0680441938 0.056247558 -0.001712626 0.15021436
#> Sigma[4,3] 0.2129347224 0.087448810 0.125499013 0.35691928
#> Sigma[4,4] 0.2653458311 0.082381837 0.183750229 0.40163489
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967034232 0.01444332 0.948756830 0.98707579
#> lag1_var2 0.065439811 0.07060447 -0.030070365 0.17201882
#> lag1_var3 0.094448560 0.11308925 -0.054372117 0.26755112
#> lag1_var4 -0.088860457 0.11157428 -0.261530279 0.05610146
#> const 0.516392798 0.34808651 -0.001148245 1.02467926
#> exo1 -0.005575823 0.02734318 -0.043636618 0.03221095
#> exo2 -0.061106365 0.02806658 -0.100413709 -0.02225334
#> exo3 0.036042503 0.01611481 0.014078502 0.05645197
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.115543557 0.3922752 -0.6208702 0.3937995
#> lag1_var2 -0.209858301 2.0532986 -3.0381321 2.5734425
#> lag1_var3 -1.687197698 3.3237253 -6.2900204 2.8245309
#> lag1_var4 1.797363327 3.3145945 -2.6561950 6.4240045
#> const -2.956340669 10.7388575 -21.1069155 9.2605309
#> exo1 -0.355949548 0.6603118 -1.4854291 0.3620889
#> exo2 2.008770004 0.8959429 0.8055082 3.0614600
#> exo3 -0.002653157 0.5404273 -0.7076735 0.8296534
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08107837 0.2573698 -0.1836328 0.4868796
#> lag1_var2 0.79933912 1.3894818 -1.1798070 2.5255271
#> lag1_var3 2.19609310 2.2958315 -1.0430197 5.0598301
#> lag1_var4 -1.28147351 2.2563751 -4.1455623 1.8812922
#> const 2.61680721 7.3154481 -6.7031973 13.3934947
#> exo1 0.22146648 0.6287354 -0.5338716 1.2275256
#> exo2 -1.92366394 0.7365294 -2.9935655 -0.9288611
#> exo3 0.05598086 0.2292019 -0.2271294 0.4000720
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.016011445 0.1772407 -0.2462191 0.2307189
#> lag1_var2 0.421095677 1.1415726 -0.9089596 2.2604366
#> lag1_var3 0.757466337 1.8631273 -1.4036903 3.7327536
#> lag1_var4 0.246878719 1.8473544 -2.7365898 2.3031911
#> const -0.706451033 4.2119889 -5.5600703 5.9416750
#> exo1 0.005828648 0.3744906 -0.3348734 0.6094768
#> exo2 -0.753835309 0.3763202 -1.3166298 -0.2212366
#> exo3 0.045222667 0.3219704 -0.3936509 0.4392233
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003980717 0.000118223 0.0002602214 0.0005694288
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002620823 0.002089426 -0.006016031 -0.0001185907
#> Sigma[2,2] 0.479070731 0.110699424 0.375152573 0.6631590346
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004953751 0.005491993 -0.01172956 0.003046539
#> Sigma[3,2] -0.094036073 0.148930139 -0.34202809 0.049716959
#> Sigma[3,3] 1.139320553 0.253556365 0.85144081 1.536524916
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00682402 0.005999018 -0.01430711 0.001773643
#> Sigma[4,2] 0.21644272 0.180710157 -0.03383241 0.466126763
#> Sigma[4,3] 1.12926639 0.231260270 0.82158154 1.472113541
#> Sigma[4,4] 1.32311243 0.284054283 0.90048204 1.712240310
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97156322 0.008622781 0.961202505 0.98374553
#> lag1_var2 0.06895698 0.033703450 0.021888334 0.11627950
#> lag1_var3 0.09596841 0.051469925 0.025282391 0.16908952
#> lag1_var4 -0.09306419 0.050746429 -0.165087542 -0.02322226
#> const 0.48151625 0.170646974 0.234539663 0.67633222
#> exo1 0.02124077 0.021878764 -0.014358733 0.04555544
#> exo2 -0.10849002 0.015724851 -0.132999707 -0.08832709
#> exo3 0.02977381 0.035043972 -0.007732938 0.07609584
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6515873 0.2791660 0.3896696 1.0194169
#> lag1_var2 -0.8155968 1.1264412 -2.2646153 0.5355283
#> lag1_var3 -2.2697708 1.6676697 -4.4718541 -0.3578007
#> lag1_var4 2.1616951 1.6076374 0.2993053 4.2967701
#> const -6.6936948 5.6609498 -13.2804983 1.2383085
#> exo1 -0.5957967 0.5249637 -1.3255066 0.1313999
#> exo2 5.0295048 0.4903404 4.4198144 5.7932874
#> exo3 -0.4903370 0.8550940 -1.6676410 0.4062858
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3615548 0.4477425 -0.9809104 0.2363244
#> lag1_var2 2.0890842 2.1455815 -0.3641363 5.3018297
#> lag1_var3 3.8838213 3.2833040 0.2088112 8.9002706
#> lag1_var4 -2.9174094 3.1991991 -7.7948656 0.6877571
#> const 9.3031303 7.5834218 -0.6293537 18.5658070
#> exo1 0.4822649 0.7946904 -0.4993870 1.6369348
#> exo2 -6.6239954 0.6503335 -7.4452171 -5.7470797
#> exo3 0.6990040 1.7044401 -1.0893941 3.5474275
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05831521 0.6274734 -0.7597841 0.9267429
#> lag1_var2 1.35014571 2.6574728 -1.8090914 4.9014641
#> lag1_var3 2.09120821 4.0119142 -2.5756162 7.5762566
#> lag1_var4 -1.17493400 3.9047171 -6.5253390 3.3841550
#> const 3.72090340 9.4985995 -8.8156634 15.1092014
#> exo1 0.12106127 0.7923669 -1.1782409 1.0952496
#> exo2 -3.79089393 0.5562050 -4.5785679 -3.0043306
#> exo3 0.43435158 2.0500061 -1.6566034 3.7628542
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00105787 0.0001584485 0.0008366357 0.001282735
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01764981 0.005368545 -0.02563801 -0.01121808
#> Sigma[2,2] 1.82018772 0.378487071 1.41504393 2.44059251
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0067017 0.003861812 0.001835697 0.01160092
#> Sigma[3,2] -0.9705819 0.295938815 -1.430990434 -0.64696526
#> Sigma[3,3] 1.0313156 0.354269287 0.748899105 1.57864550
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003016106 0.002825492 -0.006667392 0.0008089644
#> Sigma[4,2] -0.023654191 0.151104245 -0.279860662 0.1128191860
#> Sigma[4,3] 0.593745096 0.240048005 0.450807884 0.9569734686
#> Sigma[4,4] 0.658233171 0.198783558 0.537483844 0.9598404066
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952694681 0.01417048 0.93701429 0.96961864
#> lag1_var2 0.085526340 0.02878410 0.03901109 0.11581561
#> lag1_var3 0.167127841 0.05760109 0.07314167 0.22480501
#> lag1_var4 -0.156425871 0.05322107 -0.20890198 -0.06976461
#> const 0.647564678 0.17639249 0.44179234 0.91137438
#> exo1 0.001092185 0.02910524 -0.03080542 0.04844770
#> exo2 -0.105855249 0.02989669 -0.14805098 -0.06719794
#> exo3 0.090367286 0.03245854 0.03818559 0.13215004
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8066340 1.1032157 -2.20206970 0.6867913
#> lag1_var2 1.7650627 1.9733357 -0.99532864 4.2073717
#> lag1_var3 1.5117168 3.7752627 -3.74042405 6.2508646
#> lag1_var4 -1.2296370 3.4867565 -5.69232935 3.5846826
#> const 5.1367286 13.2822197 -9.70212966 24.6669254
#> exo1 -1.0347370 0.5926583 -1.78703422 -0.2280304
#> exo2 2.1499691 1.3142533 0.09084491 3.7888259
#> exo3 0.2635849 1.1264024 -1.20047613 1.8052229
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1958731 0.7700538 -0.86951736 1.0541064
#> lag1_var2 0.5314716 1.5741643 -1.61671342 2.6810055
#> lag1_var3 2.1778812 2.9716598 -1.83040966 6.2549172
#> lag1_var4 -1.3689284 2.6908271 -5.06122623 2.2760268
#> const 6.2051978 7.4746239 -5.77440944 15.4425039
#> exo1 1.0400645 0.7132665 -0.05464062 1.8379415
#> exo2 -1.8116189 1.0950407 -3.37892236 -0.3895294
#> exo3 0.1303484 0.9499880 -0.91585529 1.4915895
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2729273 0.5732510 -1.0087686 0.5564078
#> lag1_var2 1.2864749 1.1626651 -0.5295070 2.7565501
#> lag1_var3 2.6774498 2.2236943 -0.7753013 5.5461435
#> lag1_var4 -1.6799337 2.0044699 -4.2526229 1.4429857
#> const 8.0685976 7.9119179 -4.1213954 15.9358816
#> exo1 0.5443209 0.5180721 -0.2348321 1.1239478
#> exo2 -0.7736648 0.8427105 -1.9634976 0.1180047
#> exo3 0.2846535 0.5825804 -0.5861395 1.0549223
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001816493 0.0006020019 0.001258667 0.002848522
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009029786 0.004669506 -0.01686097 -0.004081766
#> Sigma[2,2] 0.209834658 0.048712997 0.15342146 0.285828350
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004933298 0.003216565 0.001290232 0.01008424
#> Sigma[3,2] -0.121759711 0.035793294 -0.175074190 -0.07855772
#> Sigma[3,3] 0.087794663 0.024225463 0.057350665 0.12304865
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009394226 0.000990088 -0.001992519 0.0006320408
#> Sigma[4,2] 0.0116387305 0.015217614 -0.006074397 0.0332488849
#> Sigma[4,3] 0.0119173209 0.008103528 0.004332246 0.0258044506
#> Sigma[4,4] 0.0211519254 0.006576252 0.014375497 0.0311667370
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98368347 0.03182589 0.93628522 1.023175582
#> lag1_var2 0.04040052 0.05079916 -0.01583055 0.122785916
#> lag1_var3 0.05745843 0.07720263 -0.02839124 0.182965406
#> lag1_var4 -0.06011081 0.07244747 -0.17726226 0.019498146
#> const 0.52428591 0.36653496 -0.07500776 0.827134805
#> exo1 0.03817955 0.05456280 -0.03325822 0.121973058
#> exo2 -0.06525717 0.05337409 -0.14563724 0.004325424
#> exo3 -0.03094594 0.04151112 -0.07878936 0.031605439
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6029274 0.2643847 0.2106327 0.9123544
#> lag1_var2 1.7748839 0.4401277 1.2415915 2.4281147
#> lag1_var3 1.2339030 0.6984446 0.3921002 2.2621475
#> lag1_var4 -1.4924855 0.6509730 -2.4294459 -0.7186904
#> const 3.3079117 4.3054220 -3.4355495 7.8379411
#> exo1 -0.8430858 0.4942255 -1.4777735 -0.1803770
#> exo2 1.6403550 0.4960978 0.8720502 2.2507950
#> exo3 -0.2791498 0.4911661 -0.6874930 0.5114729
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3931971 0.2020276 -0.65419928 -0.1244888
#> lag1_var2 -0.1541509 0.2522038 -0.54909471 0.1252458
#> lag1_var3 0.6339971 0.3991373 0.02509476 1.0941179
#> lag1_var4 0.4661457 0.3665343 0.03124224 1.0170406
#> const 1.4704831 3.3210967 -1.40514533 7.0932662
#> exo1 0.4971988 0.3357043 0.10832576 1.0094751
#> exo2 -1.5847073 0.2770734 -1.93790332 -1.1622821
#> exo3 0.3058680 0.3152309 -0.19667375 0.6329773
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006865416 0.0819615 -0.12124574 0.1092440
#> lag1_var2 0.597069877 0.1680098 0.32883168 0.7646810
#> lag1_var3 0.805198283 0.2586193 0.38277703 1.0574994
#> lag1_var4 0.155680501 0.2462338 -0.07615720 0.5613978
#> const 1.789303118 1.2429964 0.32298098 3.8296417
#> exo1 -0.044970671 0.1470054 -0.20867124 0.1944927
#> exo2 -0.607467544 0.1167089 -0.73725840 -0.4356104
#> exo3 0.149866799 0.1010371 -0.01572736 0.2299829
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006543005 0.0002063525 0.0004424985 0.0009538611
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01839498 0.007600235 -0.02965884 -0.009069716
#> Sigma[2,2] 1.12577560 0.255072913 0.73711893 1.421130447
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01364929 0.0084139 0.004176724 0.02637949
#> Sigma[3,2] -0.85608952 0.2723310 -1.248229048 -0.53146850
#> Sigma[3,3] 1.03459454 0.3160412 0.716283637 1.50819498
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004324549 0.005526574 -0.00100227 0.01298994
#> Sigma[4,2] -0.293179742 0.174839123 -0.55960413 -0.10796746
#> Sigma[4,3] 0.636019570 0.195109200 0.44236610 0.94380394
#> Sigma[4,4] 0.522237605 0.124470936 0.38386344 0.72215151
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00150459 0.01680810 0.973936113 1.01911049
#> lag1_var2 -0.01599815 0.02392432 -0.047770749 0.01311418
#> lag1_var3 -0.01939566 0.04800989 -0.083616029 0.03924167
#> lag1_var4 0.01567545 0.04453537 -0.038329612 0.07585153
#> const 0.22298427 0.28245996 -0.124909997 0.68914507
#> exo1 -0.01517081 0.02399477 -0.044561691 0.02356664
#> exo2 -0.08357288 0.02407033 -0.116571646 -0.05414926
#> exo3 0.04090968 0.02514996 0.008212519 0.07182870
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2395672 0.3567832 -0.7276199 0.2599078
#> lag1_var2 0.8947419 0.8085506 -0.2807637 1.8865918
#> lag1_var3 -0.1295396 1.5915190 -2.3527522 1.8758324
#> lag1_var4 0.1305165 1.4829830 -1.7900331 2.1714594
#> const 6.1572719 6.3154020 -2.0077286 14.4782051
#> exo1 0.7896407 0.8752227 -0.3866596 1.9064384
#> exo2 0.7141458 1.0606511 -0.4992891 2.2762218
#> exo3 -0.2287505 1.3238679 -1.7710187 1.5490498
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6877200 0.4708418 0.14101007 1.3756670
#> lag1_var2 -0.8447852 1.0577107 -2.03528597 0.8722326
#> lag1_var3 -0.4058651 2.0943572 -2.85350254 2.9557538
#> lag1_var4 1.2895678 1.9917933 -1.87586343 3.6190279
#> const -10.1488792 8.0555985 -22.14578512 -1.1110710
#> exo1 -0.7423765 0.9811328 -2.32566265 0.4441525
#> exo2 -1.5079164 0.7116649 -2.53675038 -0.6777823
#> exo3 1.4307057 1.0794448 -0.04351883 2.8145940
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6630097 0.4673779 0.01598967 1.2425563
#> lag1_var2 -0.8007740 1.1643653 -1.83908296 1.0405519
#> lag1_var3 -1.2670384 2.3176184 -3.27037102 2.3955949
#> lag1_var4 2.1538755 2.1961635 -1.28785888 4.0622002
#> const -9.5547170 6.8313114 -19.29369435 -2.6614765
#> exo1 -0.3435856 0.7518530 -1.71107889 0.3413039
#> exo2 -1.1608904 0.6677185 -2.11197818 -0.3068131
#> exo3 1.3481477 0.7018208 0.17785767 2.0537635
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001310025 0.0003997143 0.0007759195 0.001898385
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005604789 0.003042456 -0.01035567 -0.001881618
#> Sigma[2,2] 0.249061631 0.051393122 0.19723074 0.335567903
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002119475 0.002722378 -0.002203344 0.005643478
#> Sigma[3,2] -0.154915731 0.088289895 -0.290297319 -0.076406085
#> Sigma[3,3] 0.395242597 0.140842893 0.254307833 0.617008411
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001736661 0.003475844 -0.007547948 0.002086474
#> Sigma[4,2] 0.009796386 0.074680564 -0.101024440 0.093185115
#> Sigma[4,3] 0.311352793 0.092926498 0.203742882 0.450926667
#> Sigma[4,4] 0.337711637 0.059208374 0.250996297 0.413287456
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008633158 0.01371254 0.99165241 1.0264511565
#> lag1_var2 0.019850374 0.03431912 -0.02895571 0.0563748343
#> lag1_var3 0.031704970 0.05741422 -0.05169299 0.0957089463
#> lag1_var4 -0.040562807 0.05553091 -0.10313565 0.0380338189
#> const 0.405741953 0.22503126 0.07522587 0.7082479423
#> exo1 0.018474930 0.02958543 -0.01609526 0.0610769118
#> exo2 -0.058823208 0.04106929 -0.11146187 -0.0003182331
#> exo3 0.001119141 0.03760501 -0.04989232 0.0503070256
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54488110 0.1421277 -0.7258016 -0.3414700
#> lag1_var2 2.65192417 0.7989492 1.6677454 3.8406981
#> lag1_var3 2.72050635 1.1537789 1.2653037 4.4289925
#> lag1_var4 -2.61210206 1.1855776 -4.3374064 -1.0545546
#> const 8.30791307 5.0354367 0.3378902 13.9139362
#> exo1 -0.23645081 0.6316550 -1.0356167 0.6476526
#> exo2 0.93309191 0.5610285 0.1756082 1.7291106
#> exo3 -0.07156827 0.3167533 -0.3814721 0.4425880
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6921856 0.3357461 0.3348180 1.2305765
#> lag1_var2 -0.1405514 0.8673760 -1.2580294 1.1336447
#> lag1_var3 0.8419639 1.3176123 -0.8947372 2.6424432
#> lag1_var4 -0.1588742 1.2738855 -1.9561868 1.5089870
#> const 2.7231304 5.7532250 -4.7789265 10.1803913
#> exo1 0.2451175 0.6617610 -0.5873985 1.1395934
#> exo2 -1.5358653 0.8977931 -2.8809365 -0.3619890
#> exo3 -1.6246363 0.6038092 -2.4290209 -0.8527881
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3377321 0.3089448 0.04375467 0.85872064
#> lag1_var2 1.3745740 0.9344373 0.26661093 2.89557791
#> lag1_var3 2.2932324 1.4294939 0.62510085 4.65052479
#> lag1_var4 -1.5219860 1.3828963 -3.85411622 -0.01242076
#> const 7.0254723 3.2867877 2.69620782 11.59417238
#> exo1 0.1075266 0.6349383 -0.74102652 0.89124355
#> exo2 -0.9537256 0.9177305 -2.23915498 0.18547360
#> exo3 -1.7514186 0.5734704 -2.49895286 -0.94994810
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002576701 8.207327e-05 0.0001598668 0.0003610999
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.730011e-05 0.0007414175 -0.0008597316 0.001154801
#> Sigma[2,2] 7.585362e-02 0.0211976462 0.0529347244 0.105752311
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002501655 0.001102599 0.001499416 0.004254622
#> Sigma[3,2] -0.061538174 0.032537896 -0.112049342 -0.021076731
#> Sigma[3,3] 0.179715598 0.059310875 0.129357386 0.285360793
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002689853 0.0009804742 0.001772558 0.004352252
#> Sigma[4,2] -0.024062107 0.0278486308 -0.068109748 0.010292669
#> Sigma[4,3] 0.157534771 0.0483344352 0.118646235 0.242057033
#> Sigma[4,4] 0.154509820 0.0408755500 0.113730261 0.220258472
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99891378 0.006014299 0.990512431 1.006778813
#> lag1_var2 -0.01498051 0.020432760 -0.047812395 0.008161099
#> lag1_var3 -0.03141454 0.034827559 -0.087354533 0.010057410
#> lag1_var4 0.02774640 0.033097560 -0.011224981 0.080687680
#> const 0.27633422 0.093776712 0.133268097 0.392705033
#> exo1 -0.01834159 0.017961710 -0.046772366 0.001294002
#> exo2 -0.11949361 0.018245750 -0.133174897 -0.090392220
#> exo3 0.02610314 0.019174174 0.001357337 0.053016002
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.301735840 0.1114352 -0.4404541 -0.1461602
#> lag1_var2 1.200941578 0.5813031 0.4792951 1.9345635
#> lag1_var3 0.232338623 0.9936505 -0.9860029 1.5408138
#> lag1_var4 -0.125064552 0.9669138 -1.3951930 1.0758902
#> const 1.891391268 2.0318424 -0.9991949 4.4089450
#> exo1 0.006575569 0.2849118 -0.2920084 0.4860618
#> exo2 1.854737531 0.2094942 1.5679223 2.1519273
#> exo3 -0.537430424 0.1864388 -0.8000007 -0.2975029
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5380524 0.1327102 0.32444295 0.68545211
#> lag1_var2 -1.7666278 0.4922322 -2.45657619 -1.08441748
#> lag1_var3 -0.9306649 0.7471446 -1.81706272 0.08650198
#> lag1_var4 1.8369174 0.7300695 0.85705709 2.73209462
#> const -4.2644978 1.8950300 -6.16309832 -1.37329850
#> exo1 0.5836713 0.4031244 0.03996462 1.13608762
#> exo2 -2.4811290 0.3756755 -2.97630420 -1.91985126
#> exo3 0.9505629 0.2623169 0.55241431 1.24328581
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3890454 0.1395133 0.1944503 0.5783188
#> lag1_var2 -1.4726110 0.4463399 -1.9462161 -0.8565570
#> lag1_var3 -1.3862821 0.6918344 -2.2548454 -0.4764517
#> lag1_var4 2.3831848 0.6704173 1.5035524 3.1935368
#> const -5.0824192 2.1401411 -8.2883400 -2.1194746
#> exo1 0.6257506 0.3782353 0.1314959 1.1201635
#> exo2 -1.6142785 0.3900095 -2.0315977 -0.9844509
#> exo3 0.7310071 0.2282285 0.3958264 1.0115879
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00210541 0.0004410379 0.001422667 0.002593881
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03610812 0.01258592 -0.05448837 -0.02063024
#> Sigma[2,2] 1.61388163 0.43216048 1.16043266 2.26187004
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03057397 0.01109796 0.01873206 0.04667373
#> Sigma[3,2] -1.42796180 0.36157884 -1.98537446 -1.04889763
#> Sigma[3,3] 1.54211865 0.30740083 1.24296639 2.04333702
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009286189 0.004777212 0.002491132 0.01527957
#> Sigma[4,2] -0.464842948 0.114573345 -0.638628250 -0.33719072
#> Sigma[4,3] 0.712089841 0.118134269 0.552547566 0.88462575
#> Sigma[4,4] 0.461600794 0.100342922 0.342270663 0.59958543
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02441365 0.01987811 1.00319341 1.05168552
#> lag1_var2 -0.03768401 0.03203662 -0.07432485 0.01380509
#> lag1_var3 -0.05660320 0.05276454 -0.11708164 0.02875838
#> lag1_var4 0.04275980 0.04611245 -0.03213627 0.09364915
#> const 0.30768994 0.29281910 -0.09618456 0.69683008
#> exo1 -0.04566237 0.05042855 -0.12112926 0.01440068
#> exo2 -0.02078079 0.04344264 -0.07304764 0.03060038
#> exo3 0.03256839 0.05522076 -0.05367718 0.09735968
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5641412 0.6181095 -2.5416204 -0.9005648
#> lag1_var2 1.9821347 0.6958318 1.2822527 3.1816481
#> lag1_var3 1.4910181 1.1839572 0.2364549 3.5108552
#> lag1_var4 -0.8743486 1.1657200 -2.8397487 0.4688536
#> const 1.6095870 9.8944234 -11.9289058 15.2793372
#> exo1 -0.3562283 1.3537615 -2.0559238 1.2839141
#> exo2 2.0020201 1.2556630 0.3237651 3.9378185
#> exo3 2.4139195 1.3140713 0.5234212 4.0969733
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.529193268 0.5985534 0.9680230 2.49807826
#> lag1_var2 -1.024732960 0.9174376 -2.4967182 0.06870918
#> lag1_var3 -0.367324664 1.5584924 -2.8702458 1.44340674
#> lag1_var4 0.719298388 1.4785782 -0.9129612 3.10808664
#> const 2.490710937 9.1656286 -7.6245202 14.73819980
#> exo1 -0.007591755 1.0765978 -1.1633639 1.53710348
#> exo2 -3.522551878 1.1829705 -5.2985009 -2.17201695
#> exo3 -1.026068407 1.0868494 -2.2680337 0.71487978
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5988100 0.2955226 0.2394558 1.0162735
#> lag1_var2 -0.2662375 0.5763105 -1.1027806 0.5081585
#> lag1_var3 -0.1855234 0.9683141 -1.6159968 1.0733060
#> lag1_var4 0.9275321 0.8786517 -0.1657419 2.2553075
#> const 2.0915078 3.9165570 -3.7646729 6.3812629
#> exo1 -0.1947698 0.5383388 -0.9885020 0.3765806
#> exo2 -2.3960405 0.5951129 -3.2031940 -1.4918450
#> exo3 0.5099163 0.5057577 -0.1599661 1.1483885
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001047553 0.0001776233 0.0008253067 0.00130413
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005218067 0.006113743 -0.003814035 0.0132534
#> Sigma[2,2] 0.629736250 0.109806189 0.465337535 0.7615509
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00161892 0.003549742 -0.005640762 0.003896781
#> Sigma[3,2] -0.14391220 0.098239939 -0.289421646 -0.005305672
#> Sigma[3,3] 0.33284760 0.071610213 0.243353290 0.425087050
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006296013 0.004092739 -0.005080952 0.006696377
#> Sigma[4,2] 0.1435909751 0.107966604 0.011841064 0.295369229
#> Sigma[4,3] 0.3051386939 0.081980723 0.191507065 0.408726876
#> Sigma[4,4] 0.4138176724 0.119351124 0.270082776 0.592829824
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00847242 0.01850796 0.98566864 1.035770659
#> lag1_var2 -0.03365769 0.03887363 -0.08971543 0.007711833
#> lag1_var3 -0.07967296 0.08970277 -0.21465137 0.015963697
#> lag1_var4 0.07439901 0.07998378 -0.01105364 0.193997611
#> const 0.02239698 0.17074535 -0.24992816 0.176763151
#> exo1 -0.01601145 0.02813809 -0.05232726 0.025653638
#> exo2 -0.01052132 0.02552703 -0.04620347 0.016331517
#> exo3 0.02599862 0.03386871 -0.02253237 0.065332032
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1193654 0.3633516 -0.5805412 0.4302750
#> lag1_var2 1.3633832 0.8630123 0.1077238 2.3290546
#> lag1_var3 1.4308900 1.8603593 -1.2556351 3.2685746
#> lag1_var4 -1.3904026 1.7063314 -3.1001491 1.0416831
#> const 4.3585256 5.3203503 -1.5012052 10.8469131
#> exo1 -0.2804904 0.5039179 -1.0622386 0.1748416
#> exo2 -1.0674816 0.9274080 -1.9267409 0.5213926
#> exo3 -0.8585344 0.8129150 -2.1060500 0.2251721
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6468035 0.3792011 0.09345771 1.11932193
#> lag1_var2 -1.0181995 0.7654681 -1.79259960 0.05363883
#> lag1_var3 -1.1602955 1.8466033 -3.20717368 1.37668771
#> lag1_var4 1.8427283 1.6809097 -0.47801691 3.75374595
#> const -2.4539749 3.5293044 -6.96998516 2.65241191
#> exo1 -1.2476683 0.2277037 -1.62242566 -1.04383771
#> exo2 -2.2015577 0.5597004 -3.06307351 -1.56086645
#> exo3 -0.7170541 0.4722238 -1.31580071 -0.13065426
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6617041 0.3577948 0.23013614 1.1739051
#> lag1_var2 -0.7817725 0.7819941 -1.94432898 0.1625247
#> lag1_var3 -1.3009496 1.9381447 -4.08638519 0.9637632
#> lag1_var4 2.0114483 1.7644906 -0.06067099 4.5781622
#> const -2.5084542 2.6180381 -5.97403897 1.2091385
#> exo1 -1.5269878 0.3705223 -2.12190789 -1.1376933
#> exo2 -2.9464167 0.4347801 -3.55133671 -2.4593592
#> exo3 -1.1923489 0.6101946 -2.06001445 -0.4625395
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01730637 0.003498622 0.0114978 0.02130232
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01238093 0.008716354 -0.02548566 5.468333e-05
#> Sigma[2,2] 0.25172891 0.080860585 0.14971641 3.486062e-01
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009115702 0.006610731 0.001658317 0.01956496
#> Sigma[3,2] -0.116186536 0.039611903 -0.169075921 -0.06601084
#> Sigma[3,3] 0.154182474 0.036084157 0.119045397 0.20945576
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004451765 0.006718113 -0.002789895 0.01612576
#> Sigma[4,2] -0.013426660 0.026521158 -0.042519786 0.02788587
#> Sigma[4,3] 0.118751882 0.031109392 0.089685555 0.17220184
#> Sigma[4,4] 0.126957627 0.035662643 0.095372598 0.18462848
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89671089 0.03416081 0.85291616 0.9437886
#> lag1_var2 0.07840051 0.08604932 -0.05070259 0.1777596
#> lag1_var3 0.17129856 0.20274013 -0.13143717 0.3880724
#> lag1_var4 -0.12593419 0.21155751 -0.36672262 0.1839409
#> const 0.72260079 1.01347470 -0.77781316 2.0998618
#> exo1 0.02444317 0.12403299 -0.19455480 0.1375536
#> exo2 -0.05522181 0.13816535 -0.18458441 0.1809265
#> exo3 -0.01098321 0.15232702 -0.26161192 0.1458466
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.389917310 0.1395034 0.1778212 0.5561681
#> lag1_var2 0.002507203 0.4205904 -0.5370537 0.6612109
#> lag1_var3 -2.351485148 0.9988022 -3.6350239 -0.8348142
#> lag1_var4 2.255797775 0.9296152 0.8358161 3.3820556
#> const -5.570304498 2.3883044 -8.4047796 -2.2932912
#> exo1 -0.434314627 0.5550593 -1.3254381 0.1118571
#> exo2 1.006673105 0.5562076 0.3715116 1.8951201
#> exo3 0.521370579 0.5938555 -0.2656727 1.2579605
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12264799 0.1056282 -0.2454127 0.03342894
#> lag1_var2 0.86447704 0.3153426 0.4036844 1.24104891
#> lag1_var3 3.03848108 0.7761199 1.9098929 4.03424836
#> lag1_var4 -2.14644612 0.7496922 -3.0558416 -1.03140046
#> const 7.45984557 1.4083683 6.0813051 9.81150083
#> exo1 -0.07189905 0.3568331 -0.5421531 0.43265840
#> exo2 -2.34908809 0.3310260 -2.8182796 -1.99044547
#> exo3 -0.61265277 0.4318085 -1.2801535 -0.06436245
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04764193 0.1216100 -0.06410664 0.257047129
#> lag1_var2 0.69679132 0.2216152 0.38300924 0.986265588
#> lag1_var3 1.64898993 0.5750195 0.90161093 2.406371863
#> lag1_var4 -0.77284498 0.5479519 -1.44529802 -0.009098815
#> const 3.93354905 2.0835917 1.13286578 6.904926270
#> exo1 -0.28346941 0.2684764 -0.69681449 -0.028806928
#> exo2 -2.28374033 0.3666874 -2.90663308 -1.873855285
#> exo3 -0.51366849 0.3326975 -0.91670833 -0.125159759
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001337877 0.0003039116 0.001047133 0.001801197
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0334097 0.005308696 -0.04170761 -0.02678047
#> Sigma[2,2] 1.1787717 0.202875443 0.88629702 1.41385171
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03193584 0.005229754 0.02561014 0.04016909
#> Sigma[3,2] -1.19899904 0.280581320 -1.66890949 -0.86170212
#> Sigma[3,3] 1.79560893 0.437997191 1.31931184 2.49579816
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007011748 0.005828264 -0.0006739555 0.0153806
#> Sigma[4,2] -0.321363363 0.194364798 -0.6240126438 -0.0768748
#> Sigma[4,3] 0.926414771 0.254445871 0.6539809702 1.2854889
#> Sigma[4,4] 0.711844902 0.137997686 0.5536215634 0.9217213
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996973868 0.01857413 0.96924788 1.02054346
#> lag1_var2 -0.054714825 0.06708162 -0.14940358 0.03128397
#> lag1_var3 -0.070785940 0.09289750 -0.20034895 0.04304710
#> lag1_var4 0.070164292 0.09384259 -0.04151318 0.20199710
#> const 0.153907323 0.37771988 -0.36131762 0.57713922
#> exo1 0.009876306 0.03787749 -0.02823781 0.07534648
#> exo2 -0.086328605 0.03768523 -0.12148025 -0.02505151
#> exo3 0.026809712 0.03384791 -0.02710138 0.06218910
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009279824 0.4628896 -0.47145540 0.8134028
#> lag1_var2 1.701032086 2.2150355 -1.05866135 4.6121761
#> lag1_var3 1.269064929 2.9988780 -2.37672474 5.0901184
#> lag1_var4 -1.292042502 3.0038734 -5.15418577 2.3814854
#> const 2.573461215 8.2446677 -9.99305830 12.3157171
#> exo1 -0.452313747 1.0440359 -2.15025594 0.6092894
#> exo2 1.508630526 1.0726318 -0.09192315 3.0377426
#> exo3 0.782080073 0.8952779 -0.45094423 1.9082800
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19996792 0.6224908 -0.7520775 1.0202050
#> lag1_var2 2.26582648 3.2306708 -2.8036755 6.0578551
#> lag1_var3 3.92153645 4.3226492 -2.8413013 8.9734646
#> lag1_var4 -3.12842567 4.2709055 -8.2081726 3.5303720
#> const 10.96568295 11.6370867 -4.6935024 28.2443267
#> exo1 -0.03651825 1.0727306 -1.2569378 1.4542252
#> exo2 -3.05007860 1.3388809 -4.8277088 -1.1522894
#> exo3 -1.61192036 1.1528819 -2.8900306 0.2479984
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2219213 0.4140865 -0.2317418 0.80347585
#> lag1_var2 3.3728134 2.0402069 0.4258931 5.84852358
#> lag1_var3 4.6531978 2.7656715 0.6720404 8.06574991
#> lag1_var4 -3.8673577 2.7339831 -7.2388041 0.06252028
#> const 11.8314169 7.9323622 2.1258783 22.50607679
#> exo1 -0.3816528 0.5696795 -1.1200560 0.33722247
#> exo2 -2.0234264 0.8600422 -2.9853160 -0.65651668
#> exo3 -1.0925337 0.6802158 -1.6613981 0.09034697
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004407782 0.0001020637 0.0003042803 0.0005637297
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01211003 0.003489741 -0.01710322 -0.008509975
#> Sigma[2,2] 0.94901204 0.268246859 0.59186383 1.321763135
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01156207 0.004226706 0.006123115 0.01749499
#> Sigma[3,2] -0.89786860 0.256116499 -1.244645147 -0.55962362
#> Sigma[3,3] 1.03935689 0.267956249 0.693834984 1.40638952
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00447814 0.002765723 0.0008528794 0.008107274
#> Sigma[4,2] -0.34286373 0.107961088 -0.5037864348 -0.203044240
#> Sigma[4,3] 0.52981185 0.133669972 0.3531841700 0.723457178
#> Sigma[4,4] 0.34669163 0.082789119 0.2423005956 0.463807700
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970756152 0.01397133 0.95312953 0.98903457
#> lag1_var2 0.038183930 0.01810675 0.01129306 0.05945666
#> lag1_var3 0.064268530 0.03088431 0.01848099 0.09907723
#> lag1_var4 -0.058133682 0.03075400 -0.08978088 -0.01224294
#> const 0.436292061 0.18195739 0.20254707 0.70649787
#> exo1 -0.004786925 0.02700170 -0.03965493 0.03536830
#> exo2 -0.060107480 0.01434632 -0.07965364 -0.04042591
#> exo3 0.047112418 0.02821645 0.01216688 0.08553297
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58898965 0.7721269 -0.6194378 1.4573547
#> lag1_var2 2.08534838 0.9896830 1.1868448 3.7526070
#> lag1_var3 2.12189467 1.6939148 0.4008358 4.8595849
#> lag1_var4 -2.47663076 1.6548966 -4.9215894 -0.4312019
#> const 8.46952453 10.5163780 -6.6241920 22.6360830
#> exo1 -0.72962647 1.3356483 -2.1404780 1.0887875
#> exo2 0.49056216 0.8199042 -0.5153326 1.5551140
#> exo3 0.01953453 1.2683601 -1.8029471 1.7375248
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07794562 0.6864628 -0.7264382 1.1433587
#> lag1_var2 -0.85363323 1.2252611 -2.5624234 0.7655688
#> lag1_var3 -0.56061143 2.1109666 -3.4694136 2.2611378
#> lag1_var4 1.61065034 2.0896726 -1.3395607 4.3508449
#> const -5.67478147 11.3063382 -20.7391322 9.9814357
#> exo1 0.31601403 1.3597275 -1.6207580 1.8657640
#> exo2 -1.95696288 0.9603275 -3.3310097 -0.8434016
#> exo3 -0.25680368 1.0620882 -1.8609180 1.1766757
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46802138 0.3499114 0.01261554 1.0128687
#> lag1_var2 0.05444794 0.8894836 -0.95202172 1.3977983
#> lag1_var3 0.12446931 1.5334422 -1.54098987 2.4685483
#> lag1_var4 0.72789891 1.5098926 -1.61034222 2.3012758
#> const -2.50380456 6.0926525 -11.44385576 4.5026667
#> exo1 -0.14581065 0.6932186 -1.02658021 0.7574572
#> exo2 -1.71240870 0.7111008 -2.98846016 -1.0874314
#> exo3 -0.20652675 0.5635021 -0.97940057 0.5584990
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003355641 9.506296e-05 0.0002336337 0.0004760194
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009206838 0.00260919 -0.01270927 -0.005558041
#> Sigma[2,2] 0.643221426 0.11134169 0.49814105 0.792191614
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004276634 0.001739461 0.001660006 0.006566618
#> Sigma[3,2] -0.354349695 0.078695134 -0.433783828 -0.233055133
#> Sigma[3,3] 0.361309083 0.067963610 0.253640815 0.429895956
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003082244 0.001995099 -0.003599589 0.001790148
#> Sigma[4,2] -0.0432112615 0.079739268 -0.126080628 0.075297068
#> Sigma[4,3] 0.2080881891 0.042960048 0.144023454 0.258888148
#> Sigma[4,4] 0.2075076974 0.043160620 0.152195860 0.266728498
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977169127 0.01512405 0.951893462 0.99108255
#> lag1_var2 0.032536936 0.02313612 0.008157309 0.07121373
#> lag1_var3 0.059650942 0.04499481 0.015192066 0.13726117
#> lag1_var4 -0.055028358 0.03877767 -0.121910124 -0.01594609
#> const 0.393133613 0.12305350 0.248132940 0.58750361
#> exo1 -0.001614387 0.01175560 -0.021117928 0.01133584
#> exo2 -0.094321653 0.01456699 -0.116665094 -0.08050888
#> exo3 0.057827214 0.01400072 0.042342262 0.08052355
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22849528 0.6242766 -0.48330610 1.1315600
#> lag1_var2 1.38429903 1.1308808 -0.08132453 2.7042954
#> lag1_var3 1.01052465 2.2369328 -2.09892623 3.5677426
#> lag1_var4 -1.19278597 2.0260137 -3.56409092 1.5792093
#> const 3.38780917 7.4499519 -4.64653174 13.9424796
#> exo1 0.04014545 0.8336544 -1.37065667 0.8937297
#> exo2 -0.80222235 0.8028863 -1.82251688 0.2669493
#> exo3 0.84602498 0.9574829 -0.55844381 2.0012816
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0330369 0.3417164 0.6632441 1.6049664
#> lag1_var2 -1.5200196 0.7990502 -2.6936737 -0.3952753
#> lag1_var3 -2.2631256 1.5667193 -4.6891546 -0.1973636
#> lag1_var4 2.7824384 1.4443890 0.8341356 4.9597174
#> const -6.3879374 5.0384429 -13.2753993 0.8713174
#> exo1 0.2045869 0.9233392 -1.0318193 1.5187249
#> exo2 -0.6229431 0.5319427 -1.5458383 -0.0994756
#> exo3 -0.3672871 0.5873303 -1.2898269 0.3949338
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.25966091 0.4615332 0.6169523 1.87454143
#> lag1_var2 -1.26527228 0.9105195 -2.4407682 -0.29488843
#> lag1_var3 -2.63531586 1.8534130 -5.0664929 -0.61612432
#> lag1_var4 3.04842186 1.6658029 1.2802386 5.28849875
#> const -7.16214092 4.3752358 -12.3168162 -0.08943479
#> exo1 0.23908330 0.6694973 -0.7575955 1.08838685
#> exo2 -1.12243281 0.4353142 -1.8050974 -0.58912520
#> exo3 0.05267955 0.3127302 -0.3833373 0.40766801
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000425809 0.0001104018 0.0003219148 0.000606491
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004362261 0.001207351 -0.005895745 -0.002549223
#> Sigma[2,2] 0.311185323 0.090155972 0.229134405 0.460897677
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007608429 0.004013369 0.003102798 0.01370665
#> Sigma[3,2] -0.308202714 0.100531113 -0.465455112 -0.20089157
#> Sigma[3,3] 0.801740523 0.175537682 0.606338013 1.09966750
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005101942 0.003788016 0.001446559 0.010951462
#> Sigma[4,2] -0.113500958 0.072957806 -0.197647030 -0.003366441
#> Sigma[4,3] 0.646823099 0.166241510 0.487667001 0.896344383
#> Sigma[4,4] 0.616972136 0.174055319 0.434651980 0.890173240
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97216802 0.02157571 0.937794142 0.993686205
#> lag1_var2 0.02573769 0.05228025 -0.044520398 0.099963790
#> lag1_var3 0.04208512 0.08336494 -0.070292708 0.160816005
#> lag1_var4 -0.03749705 0.07900466 -0.149187550 0.070048658
#> const 0.37198689 0.24996372 0.088986976 0.741762269
#> exo1 -0.01120001 0.01412966 -0.028444769 0.007581266
#> exo2 -0.10631416 0.01443515 -0.128217525 -0.090826247
#> exo3 0.02836091 0.01294273 0.008184008 0.044118860
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70600513 0.3986278 -1.2246504 -0.2004439
#> lag1_var2 2.87135590 0.9051456 1.9701267 4.1865873
#> lag1_var3 3.11001187 1.4334210 1.5136363 5.0865788
#> lag1_var4 -2.96502299 1.3470417 -4.8130167 -1.4159610
#> const 8.03421434 5.2165628 1.0939989 15.4134950
#> exo1 0.02318225 0.3174738 -0.4774225 0.3441332
#> exo2 0.95977260 0.6162821 0.2896634 1.9272852
#> exo3 -0.91103408 0.6086403 -1.8420627 -0.3371815
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06427458 0.5816597 -0.5952559 1.00738959
#> lag1_var2 -0.04915640 1.8387474 -2.9551143 1.69235347
#> lag1_var3 0.27707153 2.9440755 -4.3339304 3.32176754
#> lag1_var4 0.68339833 2.7817950 -2.2094356 5.04698251
#> const -2.00139123 7.1745311 -10.3265488 9.20407485
#> exo1 0.26367510 0.4726412 -0.3973486 0.85098199
#> exo2 -1.47993147 1.0413381 -2.7739142 0.06278994
#> exo3 2.31575892 0.8980898 0.6967720 3.16038449
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4392093 0.5669365 -1.2139132 0.3685446
#> lag1_var2 1.5532688 1.5404222 -1.1211052 2.8565769
#> lag1_var3 1.8519858 2.4716268 -2.4037778 4.0429121
#> lag1_var4 -0.7590014 2.3294448 -2.8249495 3.2609447
#> const 1.5667701 6.4943312 -6.1680345 10.7900696
#> exo1 0.3076351 0.4475759 -0.2705447 0.9416891
#> exo2 -0.8836326 1.0253684 -2.1519274 0.6104587
#> exo3 1.8238674 0.7693195 0.4668950 2.4986116
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004007312 8.473706e-05 0.0002914283 0.0005371732
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001936426 0.002468646 -0.005086693 0.001515741
#> Sigma[2,2] 0.825470546 0.123505963 0.642991000 0.973916254
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0018532 0.001183836 0.0003948797 0.003575281
#> Sigma[3,2] -0.1563467 0.057603342 -0.2351210948 -0.090106436
#> Sigma[3,3] 0.3318016 0.073004064 0.2254363373 0.413317751
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001173465 0.001694763 -0.001411074 0.002965954
#> Sigma[4,2] 0.193691415 0.078484302 0.072021918 0.289239195
#> Sigma[4,3] 0.312046492 0.085084839 0.197227139 0.427618901
#> Sigma[4,4] 0.448438222 0.110257647 0.316124273 0.621662637
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97096815 0.006673976 0.95915589 0.976297776
#> lag1_var2 0.04325024 0.006727029 0.03524202 0.053529096
#> lag1_var3 0.10200528 0.020262519 0.07983930 0.134691107
#> lag1_var4 -0.09767187 0.017354980 -0.12609107 -0.080150310
#> const 0.51529706 0.123044836 0.39015527 0.694790182
#> exo1 0.03364577 0.014315934 0.01466508 0.049982687
#> exo2 -0.02896108 0.019492956 -0.04837161 0.000377234
#> exo3 0.01596710 0.034648281 -0.03902369 0.056800671
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5873334 0.4186686 0.01910159 1.0772390
#> lag1_var2 0.2879557 0.7694877 -0.68398762 1.3263451
#> lag1_var3 -1.2817210 1.9861883 -3.83646888 1.4427918
#> lag1_var4 1.0904163 1.8375395 -1.49992136 3.4123090
#> const -3.6155523 9.8241289 -16.65673012 9.8725621
#> exo1 -0.6248811 1.0098155 -2.03534374 0.4821941
#> exo2 2.6336941 0.7054482 1.65804212 3.6364641
#> exo3 0.9713183 0.9385200 -0.29877065 2.1393770
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08320403 0.1140817 -0.2294879 0.085310405
#> lag1_var2 0.72444936 0.4104845 0.1625879 1.317322948
#> lag1_var3 2.58990092 1.0878079 1.0967320 4.112467873
#> lag1_var4 -1.66251349 1.0076905 -3.1196829 -0.298964411
#> const 3.32515747 4.7617333 -3.0427235 9.367429919
#> exo1 0.01282380 0.7928922 -1.2478120 0.956912953
#> exo2 -0.66154459 0.4204135 -1.0256756 -0.007254196
#> exo3 -1.17288998 0.4660241 -1.8925108 -0.721969066
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1649686 0.2459160 -0.22918710 0.44187039
#> lag1_var2 0.6834533 0.4304448 0.07711830 1.27693995
#> lag1_var3 1.6876855 1.1623385 0.08095952 3.33890723
#> lag1_var4 -0.8054774 1.0521842 -2.32246450 0.67624425
#> const 0.2562038 3.8841431 -5.78804143 4.47983352
#> exo1 -0.2694673 1.0187577 -1.71285984 1.09298269
#> exo2 0.4735575 0.5617893 -0.15412456 1.37434019
#> exo3 -0.9735534 0.6347791 -1.71228181 0.01877665
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003027274 9.278687e-05 0.0002106029 0.0004538759
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003261345 0.001210288 -0.00491165 -0.001554743
#> Sigma[2,2] 0.090883614 0.036970331 0.05141596 0.146905586
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003141194 0.001189374 0.00169119 0.004646128
#> Sigma[3,2] -0.086097840 0.037706708 -0.14397833 -0.041185513
#> Sigma[3,3] 0.111839464 0.039888860 0.06235214 0.170426062
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00120900 0.0006956736 0.0002943777 0.002152991
#> Sigma[4,2] -0.03186482 0.0174047463 -0.0584106833 -0.010199050
#> Sigma[4,3] 0.06173845 0.0183194823 0.0381096951 0.086465871
#> Sigma[4,4] 0.04414093 0.0091828903 0.0297970703 0.055167321
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98542173 0.009909131 0.974278706 0.99786306
#> lag1_var2 0.01752559 0.038996516 -0.040599671 0.06074771
#> lag1_var3 0.02506901 0.062712817 -0.067322791 0.09287615
#> lag1_var4 -0.02417373 0.061639827 -0.090671283 0.06759155
#> const 0.36854084 0.192039533 0.072471200 0.59199175
#> exo1 -0.01893913 0.019303620 -0.046013486 0.00363922
#> exo2 -0.05814961 0.019268029 -0.083500973 -0.03343899
#> exo3 0.02334269 0.020929208 -0.001734848 0.05624763
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.300539560 0.1723536 -0.52996265 -0.08809181
#> lag1_var2 1.054351793 0.6067148 0.33149945 1.84099144
#> lag1_var3 0.123700846 0.9629197 -0.99311178 1.41304947
#> lag1_var4 -0.004578103 0.9275556 -1.26139374 1.04803530
#> const 1.534865635 2.8942516 -2.60449504 5.81555217
#> exo1 0.356825028 0.2938377 -0.04697062 0.73801975
#> exo2 0.451244434 0.3860373 -0.18037410 0.85909662
#> exo3 -0.166612197 0.4289231 -0.95137796 0.22783938
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44160774 0.1995245 0.1571332 0.65943517
#> lag1_var2 -0.36267974 0.7898266 -1.5097143 0.64060935
#> lag1_var3 0.88378396 1.2667220 -0.9618218 2.45175908
#> lag1_var4 -0.08359663 1.2289294 -1.5867711 1.72630482
#> const 0.49587109 3.4465160 -3.5321346 6.11866292
#> exo1 -0.52330839 0.3289930 -0.9281123 -0.03437282
#> exo2 -0.81626492 0.4984243 -1.2293830 0.10529026
#> exo3 0.10378845 0.4935402 -0.4071581 0.96406800
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28213643 0.1270375 0.08316819 0.42097046
#> lag1_var2 -0.01995286 0.6229063 -0.93935339 0.77897613
#> lag1_var3 0.47877438 0.9924842 -0.98556872 1.75840725
#> lag1_var4 0.40943700 0.9697459 -0.83897565 1.84788631
#> const -0.17211312 2.3091622 -3.07341288 3.35077543
#> exo1 -0.31623095 0.1647979 -0.48934600 -0.04697489
#> exo2 -0.56196805 0.3183555 -0.84295337 0.02182148
#> exo3 0.00222010 0.2606008 -0.29007363 0.40010426
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001327355 0.0002260651 0.001006404 0.001633897
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02617792 0.006082956 -0.03510463 -0.01884655
#> Sigma[2,2] 1.33762877 0.373894845 0.90678577 1.90780775
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01815478 0.004275889 0.01284305 0.02385923
#> Sigma[3,2] -0.90715723 0.245557537 -1.27090959 -0.62383511
#> Sigma[3,3] 0.66799674 0.166711051 0.47791849 0.90337611
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006672122 0.0009576198 -0.001936216 0.0006087179
#> Sigma[4,2] 0.0487317197 0.0417641683 0.005520467 0.1201851292
#> Sigma[4,3] 0.0230857432 0.0299805684 -0.025443379 0.0492623823
#> Sigma[4,4] 0.0616254042 0.0124431351 0.043866564 0.0763468279
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.06344588 0.01477806 1.03957938 1.08099138
#> lag1_var2 0.07000888 0.08269231 -0.05103416 0.17420501
#> lag1_var3 0.07853171 0.11696489 -0.09182638 0.22522341
#> lag1_var4 -0.10832111 0.11809439 -0.26024677 0.06484418
#> const 0.41758408 0.38619936 -0.08003267 1.01245527
#> exo1 -0.02193351 0.02950428 -0.05875647 0.01987349
#> exo2 -0.08939442 0.03987951 -0.14985716 -0.04199115
#> exo3 -0.04635164 0.05526196 -0.12551064 0.02197941
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.657155866 0.4406581 -2.3664080 -1.124084
#> lag1_var2 1.186022005 2.4391403 -1.2132628 5.381976
#> lag1_var3 0.657715111 3.4428210 -2.7025392 6.577271
#> lag1_var4 -0.110251081 3.4691624 -6.0943614 3.251167
#> const 5.696027886 12.5302939 -10.1217715 22.671954
#> exo1 0.008372748 1.0021868 -1.4566592 1.284017
#> exo2 0.845083437 1.7120759 -0.6867716 3.756629
#> exo3 1.189573802 1.3551545 -0.8915627 2.724116
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8716206 0.3483422 0.4510435 1.396055
#> lag1_var2 0.4052349 1.8301544 -2.7189032 2.378273
#> lag1_var3 1.3582675 2.5815366 -3.0407475 4.126619
#> lag1_var4 -0.6826786 2.5852311 -3.3859072 3.757810
#> const -0.5897872 8.1564604 -11.9046126 10.118709
#> exo1 0.6248453 0.6951514 -0.2706425 1.649784
#> exo2 -1.2056641 1.1962990 -3.2516275 -0.128342
#> exo3 -0.3459799 1.1344074 -1.7408974 1.201545
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3217884 0.1062929 -0.43172880 -0.1536140
#> lag1_var2 0.9084254 0.3846545 0.44254305 1.5186900
#> lag1_var3 1.3529188 0.5538989 0.64267765 2.2132737
#> lag1_var4 -0.2585414 0.5518811 -1.13177851 0.4242445
#> const 1.7641093 2.4301033 -2.07125659 4.2392185
#> exo1 0.6772537 0.2644026 0.33741972 1.1007918
#> exo2 -0.6345893 0.2152617 -0.88166642 -0.3627431
#> exo3 0.5225846 0.3374455 0.09585426 1.0334466
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004053453 9.425609e-05 0.0002808893 0.0005364431
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000681353 0.0007051679 -0.00178439 0.0001071191
#> Sigma[2,2] 0.049409921 0.0102834597 0.03609483 0.0649862669
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001041532 0.0009994202 -0.0002410145 0.00252076
#> Sigma[3,2] -0.050973455 0.0104832723 -0.0657210921 -0.03528936
#> Sigma[3,3] 0.062998181 0.0137679068 0.0453068239 0.08320323
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005562788 0.0005877829 -0.000319227 0.001242888
#> Sigma[4,2] -0.0150981358 0.0046526698 -0.020209737 -0.007926065
#> Sigma[4,3] 0.0261407167 0.0073403233 0.017102307 0.036531672
#> Sigma[4,4] 0.0153834704 0.0046770768 0.010712633 0.022526335
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01936176 0.01696701 1.001214891 1.047141514
#> lag1_var2 -0.05902404 0.06286004 -0.116645079 0.040377930
#> lag1_var3 -0.08104867 0.08886234 -0.163484393 0.061285605
#> lag1_var4 0.07447918 0.09456825 -0.078577949 0.162217346
#> const 0.04121559 0.18021345 -0.142804632 0.332911484
#> exo1 -0.02724621 0.02050112 -0.056441058 -0.001897148
#> exo2 -0.04727957 0.01856251 -0.068699095 -0.019815255
#> exo3 0.02622555 0.02133413 -0.002699243 0.056924004
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13058462 0.1973111 -0.1560697 0.35026912
#> lag1_var2 -0.48772002 0.2496020 -0.8409761 -0.16598969
#> lag1_var3 -1.99930317 0.3859552 -2.5645464 -1.48080024
#> lag1_var4 2.01276456 0.4304340 1.4155460 2.62663151
#> const -4.02414488 1.9427852 -6.7830622 -1.38888023
#> exo1 -0.07335180 0.1385994 -0.3118710 0.06950183
#> exo2 0.40623147 0.2068532 0.1800757 0.66018830
#> exo3 0.05630347 0.2585925 -0.1745680 0.45336653
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26444567 0.2896555 -0.12997181 0.6164210
#> lag1_var2 1.08856323 0.3661026 0.48396782 1.4874766
#> lag1_var3 2.59147965 0.5643439 1.63674461 3.1752465
#> lag1_var4 -1.74682629 0.6453005 -2.38629838 -0.6285483
#> const 5.06026049 2.4449344 1.22045300 7.6545244
#> exo1 0.07036974 0.1870191 -0.16862855 0.3280075
#> exo2 -0.94423102 0.2806092 -1.33224944 -0.6042328
#> exo3 0.38335649 0.2556149 -0.01112295 0.6766711
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36856762 0.17768788 0.1325739 0.6102208
#> lag1_var2 0.44950075 0.22966674 0.0610239 0.6644725
#> lag1_var3 0.74243363 0.34786856 0.1419936 1.0704576
#> lag1_var4 0.12906307 0.40029433 -0.2312609 0.8309030
#> const 0.66329017 1.33788234 -1.4594544 1.4677816
#> exo1 0.01570387 0.12404693 -0.1371446 0.1739111
#> exo2 -0.68200835 0.14856683 -0.8943825 -0.4783067
#> exo3 0.44358208 0.09584544 0.2995584 0.5701945
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002559347 0.0004695917 0.002039087 0.003213292
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001076568 0.001335988 -0.0004699021 0.003013625
#> Sigma[2,2] 0.016811470 0.004630388 0.0104134181 0.022165970
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01895802 0.006121062 -0.02765658 -0.011535746
#> Sigma[3,2] -0.01528739 0.015125869 -0.04021900 -0.002412478
#> Sigma[3,3] 0.54991019 0.145943152 0.39417328 0.791548150
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.018548289 0.005954156 -0.02682356 -0.012004216
#> Sigma[4,2] -0.004424281 0.015871652 -0.03122827 0.009609328
#> Sigma[4,3] 0.553894181 0.143201372 0.40310441 0.795075332
#> Sigma[4,4] 0.565380437 0.141341203 0.41725032 0.806423864
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92056039 0.02081805 0.89662140 0.95337302
#> lag1_var2 0.10149427 0.10370991 -0.01256229 0.26462411
#> lag1_var3 -0.01447387 0.15310986 -0.18669284 0.22052950
#> lag1_var4 0.02788853 0.15063527 -0.20291953 0.19791553
#> const 0.57781151 0.29166908 0.09595055 0.90417744
#> exo1 0.01542296 0.03493856 -0.03593146 0.06006327
#> exo2 -0.18383217 0.07031573 -0.28689186 -0.11886236
#> exo3 -0.08060631 0.02619883 -0.12011443 -0.04659109
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10067170 0.07905258 0.013248977 0.22034255
#> lag1_var2 0.56132495 0.37764255 -0.009672361 1.02764377
#> lag1_var3 -0.47871887 0.52281481 -1.283155594 0.16909946
#> lag1_var4 0.44437498 0.51148266 -0.191159435 1.23070586
#> const 0.54434618 0.96082721 -0.829744968 1.58709149
#> exo1 -0.03000868 0.08378488 -0.165680442 0.07906925
#> exo2 0.29874445 0.16893401 0.029044364 0.47820448
#> exo3 -0.48686148 0.13890381 -0.625255460 -0.25990528
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01560615 0.4280433 -0.4874658 0.6570394
#> lag1_var2 1.95340936 2.0202371 -1.0776266 4.0286121
#> lag1_var3 5.06352518 2.9549911 0.6298813 8.1401428
#> lag1_var4 -4.14086211 2.9221988 -7.2434371 0.2383955
#> const 6.85743242 6.6972691 -2.6745384 15.8739086
#> exo1 0.01833772 0.5852362 -1.0240927 0.5246114
#> exo2 0.76115841 0.7144785 -0.4412828 1.5246501
#> exo3 1.46001293 0.9132386 0.0854280 2.5146857
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.110398028 0.4479174 -0.3942410 0.7946923
#> lag1_var2 2.035668147 2.0588758 -1.1466343 4.2168578
#> lag1_var3 4.310271774 3.0073042 -0.2671713 7.5004078
#> lag1_var4 -3.395897736 2.9761288 -6.5826374 1.1104580
#> const 5.613905742 7.1440191 -4.5876166 15.4764226
#> exo1 0.003939427 0.6314325 -1.0997566 0.6029322
#> exo2 0.963322769 0.7541651 -0.2568379 1.8409665
#> exo3 1.154117093 0.8801782 -0.1813224 2.1907837
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009620573 0.002217397 0.006280312 0.01191386
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002943786 0.002850021 -0.006151705 0.001664363
#> Sigma[2,2] 0.031643670 0.008111403 0.022160138 0.043331337
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.05096942 0.01663191 -0.07388397 -0.02695353
#> Sigma[3,2] -0.01722010 0.02168389 -0.04855115 0.01273888
#> Sigma[3,3] 0.66080837 0.18299089 0.45379691 0.93744610
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.053868451 0.01689965 -0.07620145 -0.02939134
#> Sigma[4,2] 0.006683459 0.02274070 -0.02443655 0.03935901
#> Sigma[4,3] 0.652926377 0.18799789 0.44661466 0.93658538
#> Sigma[4,4] 0.663403602 0.19463074 0.45771132 0.97115617
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.025234000 0.03704925 0.97275143 1.07672546
#> lag1_var2 -0.007520186 0.31555466 -0.49298952 0.33886512
#> lag1_var3 -0.106334646 0.43794392 -0.78030712 0.36686874
#> lag1_var4 0.100986312 0.43979780 -0.37540219 0.77978154
#> const -0.176003111 1.08200107 -1.72442855 1.13963328
#> exo1 -0.030308754 0.07480608 -0.09129646 0.09162725
#> exo2 -0.063777923 0.11601176 -0.21659700 0.08073198
#> exo3 -0.028545339 0.09594697 -0.17950454 0.07373934
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15580874 0.08464501 -0.27558149 -0.05182136
#> lag1_var2 1.05556832 0.74577318 -0.08939955 1.93248180
#> lag1_var3 0.64225487 1.11823860 -0.99756074 2.06466120
#> lag1_var4 -0.63782758 1.11994101 -2.06277579 1.00283066
#> const 3.52187418 2.30954837 0.69020640 6.56896865
#> exo1 -0.09635132 0.22795862 -0.39835135 0.22629877
#> exo2 -0.03586430 0.22603156 -0.29571558 0.28943132
#> exo3 0.15199310 0.13333896 -0.03939904 0.30091206
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07854569 0.3219676 -0.3270895 0.5995913
#> lag1_var2 -0.20363939 2.5715487 -3.8381121 2.7655275
#> lag1_var3 1.93203384 3.9094585 -3.2269774 6.5913292
#> lag1_var4 -0.94563206 3.9401850 -5.6036759 4.2837434
#> const -0.16871327 11.5038994 -18.9055070 14.7224382
#> exo1 -0.02691645 0.6108950 -1.0249686 0.5838596
#> exo2 -1.22077860 0.9077636 -2.2696002 0.1468909
#> exo3 0.34455097 0.5996746 -0.4112693 1.2161563
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01663274 0.3014311 -0.4102334 0.46565943
#> lag1_var2 0.36531025 2.3777916 -2.8417667 3.33583396
#> lag1_var3 2.11337435 3.6602588 -2.7258081 6.83252743
#> lag1_var4 -1.11611139 3.6931506 -5.8718362 3.79704254
#> const 1.40948998 11.1295482 -16.2928445 16.25438284
#> exo1 -0.09868015 0.6887981 -1.1579093 0.68491711
#> exo2 -1.28671024 0.9590740 -2.4771321 0.01293493
#> exo3 0.43814796 0.6169688 -0.2520542 1.37799538
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005528651 0.0001726764 0.0003744098 0.0008108932
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0142665 0.004639467 -0.01929643 -0.007726271
#> Sigma[2,2] 0.6763105 0.160031749 0.47431029 0.928108591
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0156915 0.005764122 0.007183176 0.02277368
#> Sigma[3,2] -0.7114583 0.182761985 -0.980320322 -0.47875690
#> Sigma[3,3] 0.8554496 0.216134706 0.549276545 1.13118479
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007234988 0.003235595 0.002547947 0.01155162
#> Sigma[4,2] -0.309595501 0.094526404 -0.429143811 -0.18051639
#> Sigma[4,3] 0.435704195 0.116687374 0.257322610 0.56063128
#> Sigma[4,4] 0.254906671 0.066408462 0.152076126 0.32642357
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964337896 0.01864350 0.938266222 0.99263582
#> lag1_var2 0.102562016 0.02600301 0.056768610 0.12697447
#> lag1_var3 0.153176932 0.04263037 0.077864785 0.19057503
#> lag1_var4 -0.148143846 0.04544624 -0.185571306 -0.06786969
#> const 0.692554367 0.14157191 0.486805760 0.89908186
#> exo1 -0.003797051 0.02150310 -0.036054464 0.02259507
#> exo2 -0.037461433 0.01780833 -0.057954679 -0.01129746
#> exo3 0.013139856 0.01726233 -0.004053705 0.04220059
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56733356 0.5792927 -1.2416687 0.2120412
#> lag1_var2 0.72485321 1.4641911 -1.3524471 2.9319519
#> lag1_var3 0.13719875 2.2154928 -2.9664125 3.4008259
#> lag1_var4 0.06891841 2.1694258 -3.1012282 3.0826926
#> const 4.09326829 4.7302645 -1.4853674 10.3961902
#> exo1 -0.23981632 0.7671885 -1.1748678 0.8350766
#> exo2 0.07609967 0.5754684 -0.7644323 0.7925007
#> exo3 0.04290680 0.7317274 -1.1178793 0.7198928
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7419692403 0.7592263 -0.3237639 1.6363346
#> lag1_var2 0.0610438687 1.8318830 -2.3606180 2.5870852
#> lag1_var3 0.6951839906 2.7561714 -2.8904442 4.4088919
#> lag1_var4 0.0006251338 2.6461804 -3.5712396 3.5186494
#> const -2.3154046532 6.1594387 -10.8391324 5.6762349
#> exo1 -0.3939568584 0.7264395 -1.3302862 0.6098494
#> exo2 -0.7553213442 0.7458514 -1.7251596 0.2987164
#> exo3 -0.0761201972 0.9722435 -1.0577440 1.5628282
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40965849 0.4464254 -0.2059870 0.91154425
#> lag1_var2 0.27759482 1.0596344 -1.0123838 1.89153031
#> lag1_var3 0.40262287 1.6081497 -1.4546790 2.85388805
#> lag1_var4 0.43593912 1.5328555 -1.8533615 2.35259904
#> const -1.24291803 3.9218777 -6.1778680 3.65611382
#> exo1 -0.55499076 0.3208904 -0.9954558 -0.09366435
#> exo2 -0.73152872 0.4821739 -1.2905683 0.03778070
#> exo3 -0.05241199 0.6048899 -0.6521572 0.96197554
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007589482 0.003209079 0.004833617 0.01285645
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0000262703 0.002414915 -0.003908048 0.002789289
#> Sigma[2,2] 0.0623127834 0.022550288 0.042049937 0.097930036
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005942189 0.004398842 -0.01087632 0.001406225
#> Sigma[3,2] -0.040729678 0.030240613 -0.09127498 -0.012160419
#> Sigma[3,3] 0.242120594 0.064219576 0.17164234 0.329385399
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005484083 0.005193384 -0.01161412 0.002007731
#> Sigma[4,2] 0.001713547 0.018674855 -0.02653855 0.020220224
#> Sigma[4,3] 0.217810092 0.055694893 0.16176854 0.300155635
#> Sigma[4,4] 0.222617068 0.052102367 0.17431108 0.303213206
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83785389 0.04766573 0.7753372 0.906663296
#> lag1_var2 0.68562907 0.28226310 0.4318342 1.161704990
#> lag1_var3 0.91506907 0.40075313 0.5525163 1.554999106
#> lag1_var4 -0.90810324 0.39332909 -1.5443254 -0.568315526
#> const 3.56771524 0.60785217 2.5617817 4.195380725
#> exo1 0.01423522 0.06328054 -0.0659215 0.089234542
#> exo2 -0.03969429 0.06241775 -0.1298914 0.032324902
#> exo3 -0.08368557 0.07766957 -0.2158423 -0.003831912
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.051240158 0.1005879 -0.06142401 0.2030329
#> lag1_var2 0.214754568 0.4583350 -0.36271748 0.7854873
#> lag1_var3 -0.757873204 0.6718076 -1.61863195 0.1273810
#> lag1_var4 0.780652879 0.6569039 -0.06192605 1.6371525
#> const -2.454885939 1.5499540 -4.78505920 -0.3839897
#> exo1 0.250179741 0.1625683 -0.02275188 0.4019483
#> exo2 1.130198876 0.2829927 0.72749951 1.4728704
#> exo3 -0.004613131 0.2696019 -0.39674433 0.3211691
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9512670 0.3331131 0.41350575 1.3329217
#> lag1_var2 -1.0959232 1.2688337 -2.59392365 0.6263245
#> lag1_var3 -1.7048889 1.8124894 -3.94484282 0.7860583
#> lag1_var4 2.3702470 1.7530011 -0.00372988 4.5347756
#> const -1.8039248 4.4418932 -8.10678945 3.7712383
#> exo1 -0.7063769 0.4011592 -1.32226414 -0.2298512
#> exo2 -4.0410638 0.3992776 -4.61899025 -3.5741111
#> exo3 -0.2415237 0.4667724 -0.79702792 0.5083312
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0014204 0.3130976 0.5137189 1.35535327
#> lag1_var2 -1.1546467 1.3078203 -2.4919770 0.53315453
#> lag1_var3 -2.5284610 1.8726066 -4.6020060 -0.11288068
#> lag1_var4 3.2194956 1.8148492 0.8997415 5.17901696
#> const -4.5403652 4.6547494 -11.9615508 1.07153778
#> exo1 -0.5539527 0.3731085 -1.0925853 -0.09130984
#> exo2 -3.3299196 0.5363067 -4.1993986 -2.66382936
#> exo3 -0.2297197 0.4852606 -0.7139775 0.49026532
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002402156 3.631501e-05 0.0001961596 0.0002909151
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001527528 0.0008191569 0.0003576703 0.002607207
#> Sigma[2,2] 0.076157869 0.0196605663 0.0461878755 0.099131053
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002548382 0.001085874 -0.004116353 -0.001132213
#> Sigma[3,2] -0.065837350 0.018217414 -0.083738143 -0.034485531
#> Sigma[3,3] 0.082299714 0.022287896 0.047332750 0.111404068
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001677749 0.0006643639 -0.002700194 -0.0009498508
#> Sigma[4,2] -0.019962172 0.0108506119 -0.034545246 -0.0063729163
#> Sigma[4,3] 0.043772392 0.0136368970 0.026977164 0.0627724877
#> Sigma[4,4] 0.032980051 0.0090012608 0.020324317 0.0455991452
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991963672 0.006166405 0.982136798 0.998969176
#> lag1_var2 0.006188086 0.034069362 -0.029830619 0.063102323
#> lag1_var3 0.018515903 0.055437684 -0.041057851 0.111782330
#> lag1_var4 -0.019584045 0.055308084 -0.112799904 0.039632534
#> const 0.322851908 0.192692895 0.097183912 0.607077327
#> exo1 0.001429341 0.006830219 -0.007995977 0.009927097
#> exo2 -0.052511953 0.014675489 -0.068747698 -0.027595021
#> exo3 -0.042354976 0.012492723 -0.060754630 -0.025541551
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08706908 0.1850361 -0.1081505 0.37502945
#> lag1_var2 0.23537108 0.8957525 -1.1190522 1.28884040
#> lag1_var3 -1.13904305 1.4439814 -3.3035745 0.60633056
#> lag1_var4 1.13489670 1.4472346 -0.6133047 3.30638964
#> const -1.66590373 4.5434169 -8.6261485 3.02557562
#> exo1 -0.11066542 0.1449076 -0.3184602 0.07323737
#> exo2 -0.02120299 0.1671618 -0.2155831 0.23858793
#> exo3 -0.25962905 0.2721056 -0.6346209 0.09946698
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12653728 0.1873040 -0.4261045 0.07156448
#> lag1_var2 1.00384810 1.0514142 -0.1941253 2.76954929
#> lag1_var3 2.49031929 1.7173354 0.4902224 5.36511530
#> lag1_var4 -1.52866207 1.7174764 -4.4014462 0.45582398
#> const 4.99310889 4.8523042 -0.4981948 12.13649460
#> exo1 0.05240785 0.2048156 -0.1253558 0.41086938
#> exo2 -0.66525953 0.2262962 -0.9595900 -0.32997078
#> exo3 0.01248648 0.1987300 -0.1784909 0.31941514
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05497126 0.09517322 -0.1839466 0.08796933
#> lag1_var2 0.88600034 0.60693143 0.2022022 1.86333111
#> lag1_var3 1.36344517 1.00320239 0.2304627 2.98152695
#> lag1_var4 -0.38695272 1.00172398 -1.9979184 0.73234096
#> const 2.48336416 2.73311327 -1.5497123 6.15400926
#> exo1 -0.01474365 0.16755262 -0.1699613 0.25364130
#> exo2 -0.69977916 0.16392033 -0.8663980 -0.43393506
#> exo3 -0.13761943 0.10933926 -0.2717225 0.01954505
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001162698 0.0002480604 0.0008304025 0.001501335
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006008488 0.002867246 -0.01054890 -0.00250131
#> Sigma[2,2] 0.125143172 0.032165001 0.09165392 0.17837777
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001766448 0.002501175 -0.001092473 0.005204982
#> Sigma[3,2] -0.079223744 0.026590907 -0.118921878 -0.048182861
#> Sigma[3,3] 0.112618270 0.024003901 0.081499321 0.141114600
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001023187 0.001699467 -0.003266658 0.001150911
#> Sigma[4,2] -0.025710921 0.020351787 -0.053070451 0.003247131
#> Sigma[4,3] 0.086080461 0.016364142 0.065235269 0.105500601
#> Sigma[4,4] 0.083471740 0.015785850 0.068423679 0.106299041
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92962708 0.01728306 0.90508425 0.950113050
#> lag1_var2 0.08323544 0.05071214 0.01004622 0.138863393
#> lag1_var3 0.23324806 0.11486199 0.06151885 0.355927889
#> lag1_var4 -0.20768220 0.10166871 -0.31855607 -0.055905896
#> const 0.77628883 0.37669660 0.28305484 1.295116266
#> exo1 0.05068144 0.01373121 0.03278495 0.069448797
#> exo2 -0.25446521 0.04021042 -0.30026808 -0.191615562
#> exo3 -0.04996499 0.03217390 -0.09181796 -0.008522774
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1110347 0.2956784 -0.3688068 0.35896912
#> lag1_var2 0.2175660 0.4623547 -0.4644548 0.75156323
#> lag1_var3 -1.2839835 1.1084663 -2.9212525 -0.01368657
#> lag1_var4 1.3986316 0.9813170 0.2191129 2.83535235
#> const -0.6022666 2.8568768 -4.6178172 3.34404988
#> exo1 -0.8061703 0.3162371 -1.3202067 -0.51346761
#> exo2 1.2547864 0.4022181 0.6846496 1.79742379
#> exo3 0.3515325 0.4298406 -0.2781977 0.95332698
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2995055 0.2935632 -0.1445994 0.6026620
#> lag1_var2 -0.3133919 0.3538777 -0.6398912 0.3141201
#> lag1_var3 0.2089024 0.8696136 -0.6148473 1.7716740
#> lag1_var4 0.6707645 0.7550986 -0.6680399 1.4507594
#> const -2.1062179 3.2603383 -6.6102960 2.2147041
#> exo1 0.6034581 0.1538946 0.3762006 0.7542701
#> exo2 -4.7237784 0.3452709 -5.0628395 -4.1913692
#> exo3 0.9192530 0.3506821 0.3136693 1.2903600
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2581239 0.2029372 -0.04910413 0.47120997
#> lag1_var2 -0.5312511 0.2481684 -0.76811867 -0.12035828
#> lag1_var3 -1.0618810 0.5989223 -1.61999884 -0.06401511
#> lag1_var4 2.0350741 0.5276095 1.16960116 2.52170017
#> const -4.4158808 2.6930239 -8.44768652 -1.56320595
#> exo1 0.2801276 0.1114395 0.10131003 0.39348940
#> exo2 -4.6951079 0.3425814 -5.03534181 -4.15852373
#> exo3 1.2162830 0.2485305 0.82670220 1.51020755
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006099213 0.001647173 0.004028148 0.008493256
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005153454 0.002554106 -0.008170793 -0.001151349
#> Sigma[2,2] 0.031147935 0.007499568 0.020839401 0.042662172
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005528272 0.002599433 0.002091385 0.008600828
#> Sigma[3,2] -0.032833012 0.008170253 -0.044586758 -0.021323620
#> Sigma[3,3] 0.044700717 0.010439604 0.031421162 0.060684767
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001588749 0.001014912 7.371286e-05 0.003041065
#> Sigma[4,2] -0.009352343 0.003181952 -1.436598e-02 -0.005454974
#> Sigma[4,3] 0.020309811 0.005523539 1.378003e-02 0.028570656
#> Sigma[4,4] 0.013706738 0.003651511 9.224813e-03 0.018962421
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96670322 0.04679808 0.90355299 1.03502853
#> lag1_var2 0.02677055 0.26309292 -0.35397536 0.37401471
#> lag1_var3 0.04981936 0.34886212 -0.44812532 0.51842329
#> lag1_var4 -0.04620092 0.35737338 -0.52322135 0.46450136
#> const 0.49424819 1.07174479 -1.06394125 1.61154199
#> exo1 0.01191049 0.05105158 -0.05001543 0.09488139
#> exo2 -0.02609482 0.08991953 -0.10137210 0.13563361
#> exo3 0.04228979 0.07319443 -0.03964190 0.16122802
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.209172894 0.1118739 0.07990592 0.3763567
#> lag1_var2 0.157366452 0.5934453 -0.89071065 0.7795988
#> lag1_var3 -0.740427156 0.7834478 -2.06722549 0.1997122
#> lag1_var4 0.701705323 0.8069019 -0.23374119 2.0803612
#> const -0.845446117 2.5308025 -5.23795577 1.1717208
#> exo1 0.003976957 0.1105584 -0.12989578 0.1851633
#> exo2 1.082766821 0.1683540 0.80104589 1.2503309
#> exo3 0.034059329 0.2249501 -0.26687699 0.3719569
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13260945 0.1258447 -0.34125401 -0.01961731
#> lag1_var2 0.92841621 0.8506008 0.08553316 2.26512490
#> lag1_var3 1.89306842 1.1011352 0.68293969 3.62031116
#> lag1_var4 -0.91472251 1.1189562 -2.69579405 0.30335156
#> const 3.91722850 3.3056780 1.23629320 9.35214049
#> exo1 0.02120661 0.1551223 -0.25515416 0.16915624
#> exo2 -1.54112589 0.2020769 -1.77454543 -1.23494945
#> exo3 0.20545916 0.1699494 -0.02981973 0.44433205
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03136710 0.06881756 -0.06010121 0.12049862
#> lag1_var2 0.75130929 0.49157862 0.19701018 1.56581356
#> lag1_var3 0.93436735 0.63446798 0.23519537 1.97561732
#> lag1_var4 0.03280985 0.64183961 -1.01717094 0.73877722
#> const 1.76465769 1.58078532 0.22943474 4.28035645
#> exo1 0.02297574 0.07595545 -0.10721858 0.09866085
#> exo2 -0.74129263 0.09865562 -0.86838866 -0.60092529
#> exo3 0.23969912 0.08114944 0.12924747 0.33925816
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02795628 0.00733145 0.02027357 0.04035067
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01647553 0.007740128 -0.02997545 -0.00965008
#> Sigma[2,2] 0.03525119 0.009384883 0.02825423 0.05119705
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00956944 0.009237293 0.001142795 0.02408131
#> Sigma[3,2] -0.02870019 0.011021874 -0.047468815 -0.01889009
#> Sigma[3,3] 0.04754772 0.015238058 0.031090122 0.07059664
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001756705 0.007630244 -0.005306761 0.014129765
#> Sigma[4,2] -0.014267592 0.008829391 -0.027933326 -0.005191459
#> Sigma[4,3] 0.041199751 0.012713997 0.027279443 0.061190475
#> Sigma[4,4] 0.042181316 0.010944182 0.030032315 0.059994773
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57502914 0.1375824 0.37172178 0.75824477
#> lag1_var2 0.29998201 0.1671533 0.03304522 0.49662506
#> lag1_var3 0.75717122 0.3962095 0.16199149 1.27138472
#> lag1_var4 -0.54975939 0.3273970 -0.97143123 -0.06160461
#> const 1.86578217 1.0350475 0.56218609 3.39712422
#> exo1 -0.01189337 0.1171660 -0.15384887 0.17629124
#> exo2 -0.47804992 0.1470663 -0.66613054 -0.26671881
#> exo3 0.20141442 0.1679557 -0.07476205 0.36546345
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24883695 0.15443323 0.04039386 0.4523865
#> lag1_var2 0.84976872 0.15526851 0.64970446 1.0563546
#> lag1_var3 0.42822366 0.44037691 -0.22132751 0.8890963
#> lag1_var4 -0.45082999 0.36097997 -0.77003756 0.1153517
#> const 1.63021708 0.83996834 0.44719886 2.6427239
#> exo1 0.05112880 0.08756917 -0.04847818 0.1863745
#> exo2 0.59908653 0.22692174 0.29245229 0.8697222
#> exo3 0.09407733 0.18526613 -0.19430136 0.2722646
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03919139 0.1993611 -0.2916305 0.2026241
#> lag1_var2 0.33766265 0.2033207 0.0830695 0.6341541
#> lag1_var3 1.06680143 0.4508295 0.4121350 1.6797672
#> lag1_var4 -0.20087811 0.3845737 -0.7715623 0.2992105
#> const 1.53208974 1.6661203 -0.6266420 4.0748784
#> exo1 0.03078230 0.1710534 -0.2240278 0.2229527
#> exo2 -1.60292913 0.2445918 -1.9196435 -1.2464622
#> exo3 -0.05517239 0.2613637 -0.3385149 0.3618933
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06632506 0.1948391 -0.1833171 0.3324137
#> lag1_var2 0.49883508 0.2059574 0.2167275 0.7959520
#> lag1_var3 0.72969073 0.4365149 0.1284832 1.3198186
#> lag1_var4 0.16096229 0.3882795 -0.3800768 0.6723434
#> const 0.67075886 1.8079618 -1.7708591 3.2342499
#> exo1 0.07355009 0.1935024 -0.2277814 0.2774210
#> exo2 -1.62483555 0.2173228 -1.8721424 -1.2952556
#> exo3 -0.01704762 0.2531490 -0.3104054 0.3450028
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001173292 0.0004373468 0.0007195465 0.001875985
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03127728 0.01103087 -0.04679898 -0.01752321
#> Sigma[2,2] 4.79114685 1.45069422 2.97146281 6.96527802
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02485637 0.007990608 0.01483147 0.0343649
#> Sigma[3,2] -2.95912117 0.893771414 -4.33107083 -1.7912074
#> Sigma[3,3] 2.01677392 0.560244520 1.24006787 2.8571198
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00445143 0.004954799 -0.001023236 0.01247605
#> Sigma[4,2] 0.28735196 0.192198083 0.031287697 0.58254371
#> Sigma[4,3] 0.05215652 0.104876265 -0.086168887 0.20095669
#> Sigma[4,4] 0.29878615 0.070687417 0.221954337 0.40542865
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92149588 0.04497105 0.856745297 0.975113730
#> lag1_var2 0.05282468 0.03728098 0.001343463 0.104683133
#> lag1_var3 0.07277875 0.05609485 -0.003956187 0.150509521
#> lag1_var4 -0.05662392 0.04364038 -0.116489760 0.004912245
#> const 0.53185117 0.16452322 0.369778869 0.800945283
#> exo1 0.03793880 0.03208169 -0.007500260 0.075722302
#> exo2 -0.27578038 0.03150885 -0.311047485 -0.230330788
#> exo3 0.04385113 0.02101060 0.010764615 0.069660249
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.856108 2.364553 0.07357156 6.362698
#> lag1_var2 -1.059469 2.376487 -4.32459996 1.859308
#> lag1_var3 -2.680994 3.664098 -7.69676052 1.737173
#> lag1_var4 1.906256 2.885595 -1.70180171 5.775784
#> const -4.340740 9.825864 -18.15559792 9.014838
#> exo1 -2.469485 3.016698 -7.06966054 1.534007
#> exo2 8.368975 1.932861 5.37258820 10.728216
#> exo3 -1.683799 2.570391 -5.50462855 1.294844
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4298679 1.393793 -3.0642511 0.4733045
#> lag1_var2 0.9662280 1.497490 -0.9094556 2.6052473
#> lag1_var3 2.0724237 2.300474 -0.7731677 4.6092353
#> lag1_var4 -0.7425032 1.843444 -2.7668811 1.6065516
#> const 4.1651174 6.036058 -3.6703652 10.9388054
#> exo1 1.6882569 2.101736 -0.6315234 5.0420486
#> exo2 -7.8077164 1.227682 -9.5500179 -6.1998223
#> exo3 2.0546536 1.549409 0.1228450 4.2495688
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57787759 0.8433078 -0.7259547 1.4477297
#> lag1_var2 -0.32308499 0.6438408 -1.0359643 0.6435239
#> lag1_var3 -0.61930529 0.9753973 -1.7104118 0.8244510
#> lag1_var4 1.43232318 0.7418269 0.3406157 2.2848790
#> const -1.24159675 3.6861401 -6.4371301 2.3597457
#> exo1 0.07634611 0.5225470 -0.6223395 0.8449441
#> exo2 -2.65640758 0.7629489 -3.7139161 -1.6565522
#> exo3 1.17241622 0.3107471 0.6618355 1.4822210
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001018427 0.0001854521 0.0007394969 0.001235374
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009999747 0.00229219 -0.01364198 -0.007465424
#> Sigma[2,2] 0.280398832 0.06894365 0.21120476 0.403943411
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007457557 0.004587553 0.001871543 0.01461332
#> Sigma[3,2] -0.229535691 0.105711973 -0.369047426 -0.07499103
#> Sigma[3,3] 0.959444741 0.182029975 0.756382135 1.27406325
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002408562 0.005019693 -0.002472501 0.01040238
#> Sigma[4,2] -0.086099184 0.097294883 -0.204644935 0.05190674
#> Sigma[4,3] 0.906177322 0.157354950 0.724595376 1.16804029
#> Sigma[4,4] 0.932523376 0.144389947 0.760225213 1.15542446
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958539576 0.01297265 0.94234894 0.97669350
#> lag1_var2 0.023883789 0.03223579 -0.01593309 0.07302800
#> lag1_var3 0.056190903 0.05936909 -0.01576940 0.14526829
#> lag1_var4 -0.043403577 0.05581002 -0.12764730 0.02689294
#> const 0.421803990 0.22341697 0.07140187 0.64796209
#> exo1 0.009651446 0.03432657 -0.03884857 0.04552439
#> exo2 -0.055455754 0.03689352 -0.09991214 -0.00149978
#> exo3 0.022964451 0.04058162 -0.02212540 0.07974633
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3765790 0.3046089 -0.1172857 0.73280988
#> lag1_var2 -0.1089818 0.7349792 -1.0997620 0.82917699
#> lag1_var3 -1.9231830 1.3635325 -3.6725515 -0.06519641
#> lag1_var4 1.7905343 1.2654958 0.1139207 3.46143378
#> const -1.9658780 4.1698712 -7.4897226 4.17386749
#> exo1 -0.4782259 0.2783001 -0.8782196 -0.12091405
#> exo2 0.4015625 0.4202351 -0.1326732 1.04692461
#> exo3 -0.1574622 0.4759159 -0.7686195 0.51995208
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5131462 0.5963024 -1.1083368 0.5280776
#> lag1_var2 2.9236595 1.5711358 0.7225622 4.8639220
#> lag1_var3 6.0274663 2.8150160 2.0218510 9.4170359
#> lag1_var4 -5.0724540 2.6666008 -8.2643272 -1.2636016
#> const 13.9438932 9.4623242 -1.0160773 24.3045170
#> exo1 0.4384345 0.9081761 -0.7960505 1.7703554
#> exo2 -2.5290009 0.5567864 -3.3017878 -1.7169217
#> exo3 -0.1508182 1.1152879 -1.9099245 1.2140997
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3420346 0.5696491 -0.9234811 0.59344082
#> lag1_var2 2.8043493 1.5359628 0.5696778 4.72103745
#> lag1_var3 4.8482690 2.7566565 0.7679958 8.08506148
#> lag1_var4 -3.9377844 2.6102448 -7.0391779 -0.08688407
#> const 12.1324157 8.6291473 -0.4583175 22.70225981
#> exo1 0.1994104 0.9130299 -1.0742434 1.58056760
#> exo2 -2.4704838 0.5031597 -2.9130957 -1.56648416
#> exo3 -0.2590572 1.2471533 -2.3055880 0.96165859
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000468122 0.0001373546 0.0002992758 0.0006912199
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002711723 0.000983090 -0.004225391 -0.001762102
#> Sigma[2,2] 0.044376353 0.007368575 0.036454962 0.056333478
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008729957 0.001113627 -0.0007156359 0.002412205
#> Sigma[3,2] -0.0396469028 0.010192069 -0.0532465053 -0.023877688
#> Sigma[3,3] 0.0880740890 0.020014740 0.0598769311 0.112494752
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001108149 0.001089105 -0.002455928 0.0004312712
#> Sigma[4,2] -0.013061411 0.011509217 -0.025967446 0.0046656061
#> Sigma[4,3] 0.074207930 0.017996242 0.049233993 0.0968360683
#> Sigma[4,4] 0.078343641 0.014793692 0.061759066 0.0990851073
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.953796198 0.02255371 0.923814990 0.98451372
#> lag1_var2 0.040660974 0.03104011 -0.006176606 0.07300761
#> lag1_var3 0.073455602 0.05396502 -0.010124012 0.12752822
#> lag1_var4 -0.062856529 0.04784452 -0.110597873 0.01220472
#> const 0.440450466 0.22055775 0.106649516 0.72027130
#> exo1 0.006096099 0.01576546 -0.014204446 0.02762162
#> exo2 -0.076041901 0.01691167 -0.099223408 -0.05468477
#> exo3 0.007837901 0.02729109 -0.034582693 0.03603777
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37453001 0.2512099 0.003847087 0.6606422
#> lag1_var2 0.53362184 0.3828259 0.060720953 1.0393056
#> lag1_var3 0.05653071 0.6355047 -0.712388207 0.8908817
#> lag1_var4 -0.04930626 0.5634140 -0.791163281 0.6398425
#> const -0.36714855 2.2963179 -2.248791725 3.5154026
#> exo1 -0.07899951 0.1029767 -0.179913237 0.0802404
#> exo2 1.80613375 0.1740894 1.610306939 2.0752578
#> exo3 0.78807772 0.2606500 0.532430115 1.2385180
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53801447 0.2250130 -0.79747331 -0.19644219
#> lag1_var2 0.56197892 0.3315213 0.07178001 0.95735009
#> lag1_var3 1.02224959 0.5705344 0.17513611 1.68998944
#> lag1_var4 -0.04344814 0.5018522 -0.62231938 0.70921024
#> const 3.90728089 2.5285282 0.80567589 7.62184421
#> exo1 -0.07406798 0.2121113 -0.40488452 0.17312902
#> exo2 -1.54009036 0.2610503 -1.92252954 -1.24652352
#> exo3 -0.81296899 0.4501640 -1.27222364 -0.09514105
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3753244 0.2609959 -0.70342204 0.04208191
#> lag1_var2 0.5007945 0.3368942 0.01087503 0.94246464
#> lag1_var3 0.3575046 0.5773398 -0.39866043 1.16420979
#> lag1_var4 0.6672038 0.5106896 -0.04119735 1.34231878
#> const 1.9204104 2.6557052 -1.84793958 5.27329508
#> exo1 -0.1455592 0.2339078 -0.52641390 0.12967383
#> exo2 -0.4686163 0.2314606 -0.77301431 -0.19397132
#> exo3 -0.3779541 0.3994446 -0.86167996 0.24214248
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001835486 0.0003089458 0.001525074 0.002310818
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07636655 0.02849396 -0.1123608 -0.04102612
#> Sigma[2,2] 8.02561894 2.11720874 5.0744913 10.46642189
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04339355 0.0196952 0.01764596 0.06963701
#> Sigma[3,2] -4.78226163 1.3920877 -6.59236093 -2.81542775
#> Sigma[3,3] 3.44023423 1.0380341 2.06748339 4.89263270
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009647986 0.006027647 -0.01103461 0.005452562
#> Sigma[4,2] 0.0910762561 0.473376345 -0.56840820 0.670315399
#> Sigma[4,3] 0.5798831583 0.326830314 0.24659012 1.111631435
#> Sigma[4,4] 0.6962837953 0.114315351 0.54576179 0.844872837
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98253243 0.01673643 0.960595832 1.00420890
#> lag1_var2 0.02187639 0.02136207 -0.006057525 0.05330559
#> lag1_var3 0.03029776 0.03548133 -0.016944091 0.08233049
#> lag1_var4 -0.02846802 0.03252444 -0.075812372 0.01438669
#> const 0.30488077 0.41018483 -0.324000408 0.78738222
#> exo1 0.01671280 0.04007679 -0.036247327 0.06486822
#> exo2 -0.01895892 0.04495173 -0.071715189 0.04532278
#> exo3 0.04860026 0.04092514 -0.005463504 0.10411621
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3809926 1.013376 -2.9011819 -0.1152783
#> lag1_var2 1.7540479 1.664368 -0.3833919 4.0063236
#> lag1_var3 1.7342013 2.789727 -1.7670062 5.5903731
#> lag1_var4 -1.5240592 2.688097 -5.2642487 1.9135029
#> const 23.8750508 21.939077 -3.4965883 57.0389286
#> exo1 0.5208969 3.097951 -3.6083823 4.6580672
#> exo2 1.2445242 2.310808 -2.8394969 3.0294017
#> exo3 -1.9192522 3.175785 -6.7603831 0.9163945
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2248039 0.8088463 0.0968517 2.3059234
#> lag1_var2 -0.7606539 1.0442869 -2.2953713 0.6198631
#> lag1_var3 -0.4748810 1.7193761 -2.9677473 1.7945716
#> lag1_var4 1.2225633 1.6738401 -1.0147345 3.6008812
#> const -15.8728697 18.7209001 -40.7798014 9.6860261
#> exo1 -0.9463995 1.8840616 -3.8447430 1.2915777
#> exo2 -0.6397624 1.8205722 -2.2636628 2.3024329
#> exo3 1.1329330 2.0542928 -0.7682725 4.1668462
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37419711 0.3761428 -0.2005330 0.8740126
#> lag1_var2 -0.01959004 0.5412223 -0.5145272 0.9302869
#> lag1_var3 0.06181691 0.9086228 -0.7522519 1.6567951
#> lag1_var4 0.85267123 0.8575177 -0.6458681 1.6036606
#> const -3.37108478 8.2475300 -13.9386848 7.9418310
#> exo1 -0.70460212 0.8558637 -1.8082394 0.6601068
#> exo2 0.08496772 0.7937750 -0.8136175 1.3018831
#> exo3 -0.08549745 0.5503182 -0.8008276 0.6560397
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005176015 0.0001765654 0.0003582664 0.0008318024
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001976896 0.002344989 -0.005965324 0.0004685649
#> Sigma[2,2] 0.278536442 0.031934457 0.232308033 0.3162368686
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002427953 0.005732655 -0.01177652 0.002787613
#> Sigma[3,2] -0.071982030 0.043344539 -0.12999373 -0.012559854
#> Sigma[3,3] 0.480858538 0.171396399 0.33006607 0.775668736
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00373667 0.006381326 -0.01421192 0.0001541523
#> Sigma[4,2] 0.08776089 0.046539306 0.01374745 0.1366227770
#> Sigma[4,3] 0.45799247 0.169221182 0.32850678 0.7453878650
#> Sigma[4,4] 0.52799100 0.175380554 0.39728002 0.8079066736
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00172233 0.01775986 0.97718594 1.02400379
#> lag1_var2 -0.01718599 0.04541419 -0.07322707 0.04700471
#> lag1_var3 -0.03882806 0.08155725 -0.14009296 0.07600455
#> lag1_var4 0.03273338 0.07784255 -0.07632486 0.13008037
#> const 0.30911901 0.25531625 0.06028398 0.73336995
#> exo1 -0.03474953 0.01630278 -0.05606755 -0.01170645
#> exo2 -0.03704663 0.02282661 -0.06988795 -0.00960673
#> exo3 0.04719146 0.02507676 0.01221535 0.07879843
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36312951 0.4302823 -0.9304036 0.1887060
#> lag1_var2 1.09700218 1.3016271 -0.7731349 2.6791023
#> lag1_var3 0.86468885 2.3271402 -2.4990369 3.6639680
#> lag1_var4 -0.67280689 2.2129236 -3.3401554 2.5115753
#> const -0.02875023 5.4138749 -7.4037269 7.2112079
#> exo1 0.73691556 0.3455115 0.2464054 1.2151026
#> exo2 1.25475403 0.6021851 0.6235752 2.2174438
#> exo3 -0.89506552 0.3535233 -1.3859771 -0.3947844
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1962266 0.7627185 0.23283490 2.23560228
#> lag1_var2 -2.5151362 1.8311525 -5.31092678 -0.02465476
#> lag1_var3 -3.8461145 3.2131503 -8.78814000 0.51580765
#> lag1_var4 4.4723667 3.0374982 0.34385263 9.14523919
#> const -9.2679190 9.1524605 -21.61656717 2.50296718
#> exo1 -0.4329118 0.3051568 -0.79863025 0.05291264
#> exo2 -0.7947148 0.7866420 -1.91661056 0.17940739
#> exo3 0.7718521 0.7771492 -0.08546163 1.97188815
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04262743 0.8380073 -0.05171167 2.2187667
#> lag1_var2 -2.25060146 1.9204574 -4.82027675 0.3489336
#> lag1_var3 -3.99003263 3.3865673 -8.56427231 0.5702101
#> lag1_var4 4.73476382 3.2014433 0.42043943 9.0639651
#> const -11.10315347 10.6900418 -24.95040626 3.0577195
#> exo1 -0.04497457 0.2947231 -0.52348665 0.2853729
#> exo2 -0.02008274 0.6762196 -0.79945065 0.9374133
#> exo3 0.27555817 0.8206543 -0.69694288 1.4436168
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00197202 0.0004679003 0.001288255 0.0025261
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09342306 0.02305602 -0.1324943 -0.06641354
#> Sigma[2,2] 6.20624075 1.59104856 4.8362383 9.01858522
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06354948 0.01633524 0.04607015 0.0900571
#> Sigma[3,2] -4.05184082 1.03961389 -5.95210461 -3.2514039
#> Sigma[3,3] 3.03920910 0.69415077 2.49198863 4.3170086
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008295385 0.00652897 -0.002312988 0.01619167
#> Sigma[4,2] -0.361181382 0.24746167 -0.646352929 -0.00304988
#> Sigma[4,3] 0.682718399 0.13687491 0.496989255 0.86028053
#> Sigma[4,4] 0.529328791 0.10259685 0.384882577 0.67986703
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.050983234 0.02534603 1.01418280 1.08060780
#> lag1_var2 0.001760017 0.03956446 -0.05498005 0.04271418
#> lag1_var3 -0.003787259 0.06739304 -0.09996691 0.06484852
#> lag1_var4 -0.020269610 0.05557379 -0.07901256 0.05692114
#> const 0.195172234 0.43755000 -0.44160121 0.74129785
#> exo1 -0.017594717 0.04348816 -0.07489784 0.04284341
#> exo2 -0.019670689 0.03984843 -0.08333297 0.01999405
#> exo3 0.064240778 0.04667785 0.01402202 0.14095383
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.5293365 1.598876 -6.3478230 -2.1449550
#> lag1_var2 4.6937995 2.453073 1.1515653 7.3286002
#> lag1_var3 6.8740187 4.128562 0.8419679 11.3154989
#> lag1_var4 -5.4142023 3.489972 -9.0891137 -0.1220534
#> const 25.5211222 23.862416 -6.1001708 61.1063853
#> exo1 -0.3845708 2.230701 -3.5097093 2.8503222
#> exo2 -0.8606595 2.494642 -3.3355779 3.3307581
#> exo3 -1.5042629 1.911310 -4.0565394 0.9844650
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.016876 1.175297 1.4380025 4.61330293
#> lag1_var2 -2.310018 1.915746 -5.2427376 0.01120541
#> lag1_var3 -3.160779 3.237908 -8.1424342 0.79857633
#> lag1_var4 3.112168 2.789474 -0.4265398 7.38556761
#> const -11.200574 15.014680 -35.1350971 6.90601285
#> exo1 1.055128 1.528341 -0.4298316 3.19114237
#> exo2 0.437977 1.622214 -2.1107104 1.98558944
#> exo3 -0.235989 1.156059 -1.8419975 1.32096280
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33855227 0.5166940 -0.2564191 1.1183207
#> lag1_var2 0.11960587 1.0726602 -1.4848732 1.5810869
#> lag1_var3 0.33250130 1.8242845 -2.3681640 2.8456759
#> lag1_var4 0.51084904 1.6491611 -1.7885806 2.8676343
#> const 2.29134003 3.1485461 -2.0630255 6.3894346
#> exo1 0.91217028 0.9655324 -0.4153994 1.9434558
#> exo2 -0.08236121 0.5990097 -0.9105543 0.7456057
#> exo3 -1.21765491 0.5428759 -1.9356842 -0.5914127
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0197332 0.008626683 0.01133173 0.03385063
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02142991 0.01358056 -0.03956222 -0.002769365
#> Sigma[2,2] 0.31893149 0.07603051 0.23319489 0.440453381
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03369887 0.02188716 0.001597897 0.06123477
#> Sigma[3,2] -0.23728384 0.12397486 -0.394596768 -0.06915057
#> Sigma[3,3] 0.77897578 0.11629051 0.589568611 0.89929297
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02014491 0.01634361 -0.003096964 0.04052785
#> Sigma[4,2] -0.02902527 0.08572419 -0.122285217 0.09254965
#> Sigma[4,3] 0.65006833 0.10939369 0.500442013 0.80922082
#> Sigma[4,4] 0.65879333 0.14538176 0.484661369 0.87608348
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.06832975 0.09789346 0.92748375 1.1954718
#> lag1_var2 -0.22713002 0.24680697 -0.53316638 0.1357955
#> lag1_var3 -0.37312299 0.41198750 -0.91259981 0.2269807
#> lag1_var4 0.35241963 0.39993438 -0.22587528 0.8719110
#> const -0.26667502 1.46615743 -2.14437905 1.9710092
#> exo1 0.01812678 0.11458209 -0.14251975 0.1754305
#> exo2 -0.76534576 0.14846595 -0.99433753 -0.5619131
#> exo3 0.13324577 0.16396486 -0.04051468 0.3750034
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.27254396 0.4155334 -1.7566581 -0.7285047
#> lag1_var2 3.04519762 1.3486579 1.2272317 4.9606641
#> lag1_var3 3.42379743 2.1009695 0.5668727 6.3153887
#> lag1_var4 -3.18103909 2.0245018 -5.9916011 -0.4495698
#> const 14.97440305 5.2072829 8.2000465 21.5478278
#> exo1 -0.02851343 0.5399247 -0.5775192 0.9109200
#> exo2 0.94285226 0.4150259 0.3788517 1.4969738
#> exo3 -0.71956200 0.7690656 -1.5588114 0.3704508
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1015278 0.7188943 1.2876880 3.076516
#> lag1_var2 -4.1561504 1.1491844 -5.1398711 -2.371622
#> lag1_var3 -5.4582780 1.8707631 -6.9988918 -2.514186
#> lag1_var4 5.8959828 1.7622203 3.1118132 7.341716
#> const -12.7950172 9.2542358 -23.5411531 1.182167
#> exo1 0.5885331 0.5805603 -0.0891429 1.444783
#> exo2 -2.5201995 0.5871187 -3.3933946 -1.802826
#> exo3 0.9316526 1.1889616 -0.8198310 2.287291
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3082939 0.6703647 0.5658208 2.3273777
#> lag1_var2 -2.4538334 1.1649245 -3.9180064 -0.7720430
#> lag1_var3 -3.6505034 1.9104983 -6.0527068 -0.8948343
#> lag1_var4 4.2507877 1.7900062 1.6248447 6.4264194
#> const -4.1464257 7.6296345 -14.0557562 7.0317956
#> exo1 0.5897034 0.6887233 -0.3143076 1.4410014
#> exo2 -1.9423275 0.4450660 -2.6414096 -1.4958961
#> exo3 0.4542221 0.8985396 -0.6308975 1.5986951
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001310465 0.0003493849 0.0008715551 0.001822748
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00999337 0.004729884 -0.01667221 -0.004477791
#> Sigma[2,2] 0.25037479 0.048097976 0.19414293 0.326951188
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001512393 0.001663211 -0.001956335 0.00270333
#> Sigma[3,2] -0.0658995439 0.026111787 -0.099789318 -0.03453809
#> Sigma[3,3] 0.1195309186 0.023839328 0.092506941 0.15421488
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005977663 0.002020148 -0.008325449 -0.003263239
#> Sigma[4,2] 0.068248644 0.036692272 0.025498441 0.122771435
#> Sigma[4,3] 0.095423078 0.020597802 0.079025322 0.132249779
#> Sigma[4,4] 0.144585655 0.024978221 0.115819054 0.181980595
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.005241708 0.03645733 0.96542975 1.05285860
#> lag1_var2 -0.052700655 0.07027321 -0.15542983 0.01953610
#> lag1_var3 -0.096490363 0.14309461 -0.30222081 0.05387818
#> lag1_var4 0.092054630 0.13175341 -0.04635693 0.28411974
#> const 0.176714937 0.36886317 -0.30826003 0.61298114
#> exo1 0.008129438 0.03702448 -0.05181802 0.04676225
#> exo2 -0.093102077 0.03220252 -0.13952375 -0.04967755
#> exo3 0.073260889 0.02239580 0.03418415 0.09630389
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.358824764 0.4220414 -0.9977435 0.13736661
#> lag1_var2 1.615915664 0.7225064 0.6201080 2.62489561
#> lag1_var3 1.334734452 1.5007510 -0.7280337 3.40536179
#> lag1_var4 -1.225325241 1.3870281 -3.1448205 0.66078033
#> const 3.909972697 5.7491820 -0.7781203 13.63995986
#> exo1 0.003216692 0.4790474 -0.6700753 0.63608576
#> exo2 1.990954323 0.4493644 1.3856513 2.51387278
#> exo3 -0.506407709 0.4891644 -1.2224583 -0.01510904
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01582807 0.2472065 -0.23696636 0.4193249
#> lag1_var2 -0.06927206 0.5928127 -0.98507361 0.5920856
#> lag1_var3 0.65539983 1.2225422 -1.18629837 1.9969431
#> lag1_var4 0.31067081 1.1284315 -0.93076933 2.0127545
#> const 0.06301578 2.4765172 -3.73447488 2.0473314
#> exo1 0.33726685 0.3228011 -0.03403315 0.7640301
#> exo2 -1.75430142 0.2675091 -2.09607966 -1.3327682
#> exo3 0.77151799 0.4789848 0.21006400 1.4632846
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2035145 0.3078525 -0.7084221 0.1530460
#> lag1_var2 0.5304406 0.7264976 -0.3408987 1.5988490
#> lag1_var3 0.8789651 1.5174405 -1.0193307 3.1066364
#> lag1_var4 0.1881009 1.4025644 -1.8614410 1.9280629
#> const 0.5406495 2.4435964 -1.8822882 4.7716916
#> exo1 0.3758104 0.4665713 -0.1862775 1.1087707
#> exo2 -0.9508415 0.3529603 -1.3901273 -0.4154677
#> exo3 0.5431983 0.4425779 0.1406901 1.3168896
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006151887 0.001368287 0.004138944 0.007917781
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0488472 0.01415393 -0.07413435 -0.03396474
#> Sigma[2,2] 1.0188607 0.30803925 0.68496673 1.50353903
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0411405 0.02404289 0.0199357 0.08114382
#> Sigma[3,2] -0.7992208 0.27646134 -1.2483232 -0.52034991
#> Sigma[3,3] 1.9989995 0.67322494 1.3495585 3.04493742
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01130255 0.02159254 -0.01025452 0.04583777
#> Sigma[4,2] -0.18428117 0.20007118 -0.50721978 0.00127102
#> Sigma[4,3] 1.56182991 0.57439544 1.02821344 2.45838278
#> Sigma[4,4] 1.49882650 0.49081598 1.04344389 2.25167778
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94244137 0.05790826 0.875955833 1.02733030
#> lag1_var2 0.16432219 0.10154386 0.009381643 0.26438519
#> lag1_var3 0.27632226 0.17838258 -0.006787886 0.45198809
#> lag1_var4 -0.26754544 0.17517311 -0.441333593 0.01093822
#> const 0.76487554 1.14462074 -0.748971166 2.22542740
#> exo1 0.11519651 0.05317812 0.043392281 0.18585057
#> exo2 -0.11109385 0.09324299 -0.215588519 0.03600260
#> exo3 0.05901541 0.05290885 -0.005728311 0.12969600
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29475894 0.7574046 -0.8442149 1.0119320
#> lag1_var2 -0.61360236 1.6971604 -2.8733922 1.7666132
#> lag1_var3 -2.59420372 2.8749717 -6.3099790 1.5604957
#> lag1_var4 2.52483635 2.7983049 -1.5230011 6.1276363
#> const -2.09451571 13.8268086 -18.2323196 17.4110437
#> exo1 -0.61178374 0.6495927 -1.5079835 0.3485345
#> exo2 -0.03045723 1.0564301 -1.4352402 1.4002048
#> exo3 -0.48486380 1.1147405 -1.9139109 0.9520511
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7497489 0.8948006 -0.3750538 1.948517
#> lag1_var2 -0.4467235 2.8501089 -3.8547340 3.862396
#> lag1_var3 0.5235897 4.8805818 -5.3044791 7.927060
#> lag1_var4 0.3271894 4.7616544 -6.9297208 5.995584
#> const -6.5669645 16.9015050 -27.7678486 14.627668
#> exo1 0.2809284 0.6471467 -0.6265400 1.152382
#> exo2 0.6189278 1.5558986 -1.0249806 3.278557
#> exo3 2.8875783 1.2638263 1.3094677 4.490487
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01072068 0.5995384 0.1628769 1.8236666
#> lag1_var2 -1.22590133 2.3146474 -3.9439541 2.0799115
#> lag1_var3 -1.71669604 3.9801672 -6.2680220 4.0560809
#> lag1_var4 2.52785690 3.8985000 -3.1525605 6.9574268
#> const -9.82596157 11.7359803 -25.8821915 5.7689653
#> exo1 -0.08963637 0.8822627 -1.2882837 0.9593747
#> exo2 0.55686361 1.6650820 -1.2451530 3.4147814
#> exo3 2.57644466 1.0697981 0.9174910 3.8779638
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001373944 0.0002218134 0.001106339 0.001699775
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005220395 0.003237709 -0.009865957 -0.001272727
#> Sigma[2,2] 0.350877340 0.100794260 0.239446773 0.502936708
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004317102 0.002899475 0.0006740836 0.008444103
#> Sigma[3,2] -0.306130978 0.096500292 -0.4549779753 -0.203782500
#> Sigma[3,3] 0.276040436 0.092996742 0.1811488806 0.422564662
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002346758 0.0005544969 -0.001051335 0.0003988408
#> Sigma[4,2] -0.0031009257 0.0108154426 -0.021365286 0.0072037089
#> Sigma[4,3] 0.0119082125 0.0109378220 0.002025834 0.0305321033
#> Sigma[4,4] 0.0096200680 0.0026894444 0.005818840 0.0125136217
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97833666 0.03352902 0.9317240409 1.01960437
#> lag1_var2 0.02762492 0.10357090 -0.0989362882 0.16576154
#> lag1_var3 0.03815513 0.12168715 -0.1103535619 0.19808560
#> lag1_var4 -0.03675082 0.12084241 -0.2017998289 0.10488916
#> const 0.42432951 0.29398632 -0.0311830203 0.68692377
#> exo1 0.02272354 0.03141981 -0.0253151829 0.05858200
#> exo2 -0.08672152 0.02341770 -0.1175999409 -0.05608920
#> exo3 0.03786118 0.02696777 -0.0006211712 0.07363762
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1296794 0.3141077 -0.6317948 0.2286269
#> lag1_var2 0.5782337 2.4108531 -3.1374500 3.6397738
#> lag1_var3 -0.4047234 2.7979737 -4.6817006 3.1099039
#> lag1_var4 0.4066499 2.8458482 -3.2338867 4.7797139
#> const 2.9639219 8.0309806 -7.9342337 12.9190957
#> exo1 0.2620022 0.4433687 -0.3153230 0.9148249
#> exo2 0.5765032 0.6020767 -0.1967724 1.4061687
#> exo3 0.1716844 0.4502426 -0.5366680 0.6801629
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1981492 0.2650444 -0.1374921 0.5727204
#> lag1_var2 0.2283627 2.2337792 -2.8226241 3.4341808
#> lag1_var3 1.1455699 2.6011153 -2.3770373 4.8486117
#> lag1_var4 -0.1936857 2.6419862 -3.9685897 3.4435932
#> const -0.7045653 7.5276679 -10.8830785 9.2029716
#> exo1 -0.2280040 0.4020567 -0.8235649 0.2767718
#> exo2 -1.2919362 0.4992004 -1.9608098 -0.6600225
#> exo3 0.1246876 0.3915454 -0.3152089 0.7472801
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09562674 0.07360572 -0.002142321 0.19882932
#> lag1_var2 0.37005992 0.32469796 -0.126671373 0.68733865
#> lag1_var3 0.37962941 0.38835774 -0.212724195 0.76842142
#> lag1_var4 0.58996581 0.38672836 0.203180075 1.18030672
#> const 0.24447483 1.16091063 -1.622263045 1.38196516
#> exo1 0.00226976 0.04124779 -0.052608126 0.05778412
#> exo2 -0.82867847 0.05386130 -0.909012950 -0.76306865
#> exo3 0.27345276 0.06372795 0.187402066 0.36153245
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00358323 0.000642897 0.002904445 0.004585652
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007312102 0.005948886 -0.01543641 -2.489905e-05
#> Sigma[2,2] 0.314483713 0.051612867 0.26284837 4.039217e-01
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0136650 0.006308015 0.00694546 0.02339795
#> Sigma[3,2] -0.3622584 0.064932797 -0.47139037 -0.29342358
#> Sigma[3,3] 0.5516190 0.086983608 0.45362580 0.68265372
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01048793 0.00404513 0.00553011 0.01640192
#> Sigma[4,2] -0.21198051 0.04211845 -0.27734774 -0.16551181
#> Sigma[4,3] 0.38196457 0.05914099 0.30103995 0.45801128
#> Sigma[4,4] 0.28468786 0.04287616 0.21773255 0.32826834
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96605438 0.03888465 0.90202805 1.0008240
#> lag1_var2 -0.00492148 0.08023860 -0.10059255 0.1246582
#> lag1_var3 -0.01185147 0.14731197 -0.18519604 0.2288019
#> lag1_var4 0.01792153 0.13845454 -0.20915008 0.1816422
#> const 0.45498614 0.45699513 -0.15450192 0.9879871
#> exo1 0.02657905 0.06885286 -0.05891139 0.1262079
#> exo2 -0.44181125 0.09649508 -0.57678411 -0.3211912
#> exo3 0.20538779 0.06846357 0.10683818 0.2820540
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3922342 0.3726289 -1.7238916 -0.7627890
#> lag1_var2 3.8916501 0.6881686 2.8660015 4.6320209
#> lag1_var3 5.3949664 1.2716093 3.5167878 6.7738127
#> lag1_var4 -5.0835606 1.1842609 -6.3908828 -3.3586956
#> const 13.6469501 4.8456742 7.0646222 20.4473943
#> exo1 0.6692547 0.2799713 0.2624699 0.9994800
#> exo2 0.8217024 0.6669566 -0.2435119 1.6395001
#> exo3 -0.3158529 0.4836053 -0.8635163 0.3119535
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4654365 0.5996717 0.49514888 2.0474160
#> lag1_var2 -3.6111441 1.2811434 -5.13385878 -1.7305458
#> lag1_var3 -5.6884774 2.3395344 -8.40755488 -2.2712008
#> lag1_var4 6.3787101 2.1871046 3.21629702 8.9475020
#> const -14.7281733 6.5016389 -23.59325224 -5.2343649
#> exo1 -0.7606292 0.3493224 -1.17140711 -0.2075433
#> exo2 -4.8758742 0.7505069 -5.82249552 -3.7973224
#> exo3 0.8116849 0.5779892 0.03486976 1.5942058
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8387846 0.4395774 0.1516089 1.2984617
#> lag1_var2 -2.0003154 0.9866440 -3.2392911 -0.5939564
#> lag1_var3 -3.6734985 1.7966002 -5.8976102 -1.1234743
#> lag1_var4 4.5267486 1.6836551 2.1595837 6.6297215
#> const -9.7385587 4.4232161 -15.7474518 -3.0220834
#> exo1 -0.4744842 0.2950742 -0.8834651 -0.1188721
#> exo2 -4.5760401 0.4950938 -5.2401673 -3.8815058
#> exo3 0.7163177 0.4359827 0.2191878 1.3857315
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007494997 0.0002175118 0.0004924757 0.001053766
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01284944 0.003170439 -0.01800252 -0.009408115
#> Sigma[2,2] 0.44654428 0.106150995 0.29242216 0.593079500
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0105615 0.003018095 0.00665449 0.01427942
#> Sigma[3,2] -0.2960158 0.078094073 -0.38783161 -0.17443671
#> Sigma[3,3] 0.3893338 0.086256110 0.28365854 0.51371622
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002963622 0.002395335 0.0005500322 0.006688473
#> Sigma[4,2] -0.029866980 0.047074570 -0.0961263402 0.031251942
#> Sigma[4,3] 0.220532641 0.052342146 0.1647975292 0.300942257
#> Sigma[4,4] 0.210714386 0.036656022 0.1631559160 0.263513850
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98052034 0.02076653 0.94780780 0.99818252
#> lag1_var2 0.02952877 0.05845022 -0.04720843 0.11468562
#> lag1_var3 0.03539911 0.09887753 -0.09505081 0.17738914
#> lag1_var4 -0.03323750 0.09445108 -0.16763989 0.09367724
#> const 0.39717027 0.19874184 0.21892069 0.75402923
#> exo1 -0.01246583 0.02141840 -0.04213858 0.01709532
#> exo2 -0.11494626 0.02218994 -0.14086473 -0.08184603
#> exo3 0.03308656 0.04668826 -0.03071297 0.09538403
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1580079 0.4566919 -0.8055991 0.4715469
#> lag1_var2 1.4811442 1.3201846 -0.4041117 3.0552560
#> lag1_var3 1.2050521 2.2588424 -2.0483561 3.8733244
#> lag1_var4 -1.1896246 2.1761644 -3.6877587 1.9661901
#> const 4.3945506 4.2065382 -2.0267996 9.2728563
#> exo1 0.2061769 0.6033758 -0.7234214 0.8781453
#> exo2 1.1317371 0.3326301 0.8116605 1.6968611
#> exo3 -0.4958959 0.7726533 -1.5430696 0.5647752
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88922507 0.4640806 0.3489095 1.5382421
#> lag1_var2 -0.02865495 1.1880886 -1.4192515 1.8791907
#> lag1_var3 0.41837036 2.0104339 -1.9070491 3.5795117
#> lag1_var4 0.17440766 1.9108858 -2.8318640 2.3751356
#> const -1.30100417 3.5398917 -5.2531982 4.0156812
#> exo1 0.13459653 0.3701016 -0.4873159 0.5554983
#> exo2 -4.56658347 0.5547051 -5.4659719 -3.9757986
#> exo3 1.51247250 0.4815170 0.7742860 2.0025857
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8269845 0.2850448 0.4861570 1.2061612
#> lag1_var2 0.6271526 1.0711940 -0.4901959 2.2634626
#> lag1_var3 0.7424726 1.7896322 -1.0132693 3.5322997
#> lag1_var4 -0.1312388 1.7139462 -2.8040880 1.5226678
#> const -0.1360988 2.8731327 -4.2649402 2.8099319
#> exo1 0.2679402 0.3611756 -0.2408620 0.7620815
#> exo2 -4.0677134 0.4173323 -4.6494298 -3.5576272
#> exo3 1.2779900 0.3409561 0.7914879 1.6315645
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006252055 0.0001555954 0.0004587575 0.0008552295
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00779053 0.009718795 -0.01703789 0.007560185
#> Sigma[2,2] 2.87244820 0.700643451 2.00869145 3.921234209
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003569836 0.006333347 -0.006223024 0.01060841
#> Sigma[3,2] -1.493000219 0.510313018 -2.239495897 -0.91728224
#> Sigma[3,3] 0.972015047 0.396975583 0.594345278 1.61130160
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001110741 0.002737806 -0.004250608 0.003067427
#> Sigma[4,2] 0.133581818 0.224411637 -0.208993570 0.413765159
#> Sigma[4,3] 0.206195664 0.182451303 0.028612912 0.521218254
#> Sigma[4,4] 0.397177615 0.112429310 0.271138628 0.567479294
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04411345 0.01929227 1.023650e+00 1.074996992
#> lag1_var2 -0.02188339 0.01409836 -4.470640e-02 -0.008182936
#> lag1_var3 -0.04443955 0.02654042 -8.758743e-02 -0.018075606
#> lag1_var4 0.02099896 0.02179761 -1.684357e-03 0.054607114
#> const 0.21970678 0.26046587 -1.270667e-01 0.581833549
#> exo1 0.01940988 0.02188099 -1.087657e-02 0.046335362
#> exo2 -0.04243676 0.02479794 -6.534591e-02 -0.001461345
#> exo3 0.05140578 0.03378236 6.533134e-05 0.083621953
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.0364921 0.6375914 -5.009985 -3.2809466
#> lag1_var2 3.0788284 0.7853066 2.087300 4.1146546
#> lag1_var3 3.8976651 1.4655075 1.995914 5.8638738
#> lag1_var4 -2.5142147 1.2067714 -4.280104 -0.9924914
#> const 17.4565946 15.7019859 -9.505949 32.1846595
#> exo1 -0.1959070 0.9530735 -1.510732 1.0356484
#> exo2 -0.3272514 1.5801391 -2.469186 1.7129196
#> exo3 0.4659815 2.0402283 -1.941419 3.5047779
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3588599 0.4550699 1.7341083 2.8907904
#> lag1_var2 -1.0381939 0.4575029 -1.6426585 -0.3943256
#> lag1_var3 -0.9743675 0.8428814 -2.0723659 0.2423965
#> lag1_var4 1.1161426 0.6616532 0.1704118 1.8684193
#> const -7.9185063 9.4437516 -17.2820608 8.4707325
#> exo1 0.3995777 0.5682987 -0.2837317 1.1567797
#> exo2 -0.1649727 0.5709322 -0.8828485 0.5942646
#> exo3 -0.5182266 1.2632999 -2.3848338 1.2290309
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1620687 0.5185898 -0.4414023 0.8407074
#> lag1_var2 0.2923231 0.3763433 -0.1980553 0.7505357
#> lag1_var3 0.5215879 0.7097651 -0.4032760 1.4002770
#> lag1_var4 0.4094215 0.5135370 -0.2573177 1.0607542
#> const -0.2620843 2.4521508 -3.7427144 2.6634537
#> exo1 0.5071221 0.5642146 -0.3475463 1.2294335
#> exo2 -0.4778125 0.7909264 -1.7022052 0.4119412
#> exo3 -0.4174159 0.7815433 -1.1557141 0.9812927
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000948843 0.0003321941 0.0006668945 0.001451237
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001522694 0.0005177633 -0.002286586 -0.0009627797
#> Sigma[2,2] 0.028455269 0.0068403194 0.021147923 0.0380136145
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008861353 0.001306189 -0.000829729 0.002692482
#> Sigma[3,2] -0.0199341124 0.016510458 -0.047009272 -0.004957293
#> Sigma[3,3] 0.0923876265 0.033820090 0.053648308 0.142034746
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001758714 0.001071066 -0.001576034 0.001125567
#> Sigma[4,2] -0.0003271486 0.014577363 -0.021862635 0.015251337
#> Sigma[4,3] 0.0799320877 0.023934640 0.050110937 0.111602134
#> Sigma[4,4] 0.0810550463 0.017146082 0.055309469 0.102659170
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99850969 0.01277189 0.98197817 1.01716234
#> lag1_var2 0.03081662 0.08990083 -0.05672965 0.17163184
#> lag1_var3 0.04765724 0.14711507 -0.10360119 0.27428990
#> lag1_var4 -0.04855084 0.14766782 -0.27522826 0.10362297
#> const 0.14254505 0.32106102 -0.23676664 0.58669323
#> exo1 0.00776474 0.01971103 -0.02386789 0.03127669
#> exo2 -0.05702298 0.03769198 -0.11472245 -0.01261153
#> exo3 -0.01795592 0.04618021 -0.07490861 0.04018316
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30474570 0.07300624 0.1817793 0.3919303
#> lag1_var2 0.71219010 0.39196641 0.1463299 1.1495883
#> lag1_var3 0.28905930 0.60824914 -0.5695961 1.0303423
#> lag1_var4 -0.43327021 0.62702771 -1.2018321 0.4404887
#> const 3.88988408 2.52569508 1.5068157 7.7516501
#> exo1 -0.02314492 0.19746519 -0.3474562 0.1830932
#> exo2 0.78729508 0.15436009 0.5562521 0.9796078
#> exo3 -0.93165455 0.22765959 -1.1813008 -0.5713418
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45362613 0.1002744 -0.55923113 -0.2809346
#> lag1_var2 1.11118990 0.8100834 -0.07482508 2.1665998
#> lag1_var3 1.84945249 1.0293939 0.34041378 3.1543382
#> lag1_var4 -0.75037711 1.0421322 -2.11878248 0.7601058
#> const 2.56108915 3.2293325 -1.52218324 7.3581788
#> exo1 0.05024531 0.2555226 -0.26961108 0.3943653
#> exo2 -1.99511630 0.3738042 -2.42809903 -1.4242063
#> exo3 0.50136625 0.6466360 -0.55169307 1.2330078
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24321615 0.1168512 -0.37389958 -0.0608339
#> lag1_var2 1.36785677 0.8928073 0.02177738 2.4411572
#> lag1_var3 1.69316384 1.2065622 -0.12182340 3.1129360
#> lag1_var4 -0.67481612 1.2102523 -2.10212785 1.1356467
#> const 3.91827198 2.8823472 0.64289741 8.0731380
#> exo1 0.03014601 0.2622710 -0.34056547 0.3622909
#> exo2 -1.51412622 0.3020060 -1.85911588 -1.0419545
#> exo3 -0.12456144 0.5653113 -0.97823960 0.5978825
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001048489 0.0002167706 0.0007712874 0.001350124
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002796706 0.001564944 -0.004679283 -0.0005227218
#> Sigma[2,2] 0.089653172 0.032451540 0.055955054 0.1408605536
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001385977 0.001943741 -0.004426989 0.0008961136
#> Sigma[3,2] -0.084451411 0.031188499 -0.129792479 -0.0491433353
#> Sigma[3,3] 0.260819181 0.048369318 0.191577915 0.3236960037
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002858258 0.001837226 -0.005621571 -0.001113404
#> Sigma[4,2] -0.040651081 0.020912529 -0.070760704 -0.017510266
#> Sigma[4,3] 0.232354112 0.046331687 0.178221146 0.302543655
#> Sigma[4,4] 0.226771306 0.046908105 0.177492179 0.302054301
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97708553 0.02137935 0.945641690 1.00186160
#> lag1_var2 -0.01006867 0.04644032 -0.068159488 0.04706788
#> lag1_var3 -0.02885359 0.08977144 -0.145731544 0.08815407
#> lag1_var4 0.03257014 0.08599789 -0.080336864 0.14402693
#> const 0.35205099 0.28594559 -0.036560269 0.76248982
#> exo1 0.00766237 0.03452253 -0.043622038 0.05416212
#> exo2 -0.13256773 0.02220832 -0.161551945 -0.10227867
#> exo3 0.02869273 0.02020425 0.003050776 0.05136534
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0262530 0.2392427 -0.2801533 0.3432084
#> lag1_var2 1.5123152 0.5776651 0.9783300 2.4118051
#> lag1_var3 1.6658562 0.9585893 0.8333111 3.2238302
#> lag1_var4 -1.7118300 0.8932790 -3.1688584 -0.9241686
#> const 3.7521027 1.2028570 2.4148340 5.4955839
#> exo1 -0.3936757 0.3725124 -0.7757232 0.1569561
#> exo2 1.0378768 0.3522549 0.6468536 1.6007415
#> exo3 -0.1837334 0.3738093 -0.6266736 0.4022300
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73474047 0.3982342 0.1007375 1.1512517
#> lag1_var2 -2.26367697 0.8758249 -3.6217454 -1.3045136
#> lag1_var3 -2.87844556 1.4035888 -5.0124403 -1.4336383
#> lag1_var4 3.72329089 1.3126508 2.3849033 5.6862717
#> const -6.44654100 2.4648570 -9.9057107 -3.1924093
#> exo1 -0.10485481 0.6250863 -0.8588229 0.8643484
#> exo2 -1.32274352 0.6313548 -2.3304253 -0.5507863
#> exo3 0.06913425 0.4330747 -0.4363012 0.7454647
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80869559 0.3480227 0.2358062 1.1602844
#> lag1_var2 -1.87296228 0.7250354 -2.8835503 -0.9498723
#> lag1_var3 -2.76905897 1.1872950 -4.2860895 -1.1083699
#> lag1_var4 3.59894347 1.1171793 2.0156218 4.9707838
#> const -6.31329497 2.6276891 -9.6850121 -2.5568852
#> exo1 -0.31350465 0.5388665 -0.8450868 0.5494402
#> exo2 -0.73969248 0.4880786 -1.4634116 -0.1194985
#> exo3 -0.08551009 0.4960141 -0.7943445 0.5344729
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000713546 0.0001258768 0.0005568171 0.0008928513
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002320315 0.0008260379 -0.003343359 -0.00115122
#> Sigma[2,2] 0.071420571 0.0165801572 0.052815814 0.09484332
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00325772 0.003218391 -0.001530112 0.007062632
#> Sigma[3,2] -0.10377893 0.025350763 -0.140434407 -0.071970870
#> Sigma[3,3] 0.33802854 0.054507909 0.260327105 0.414179645
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001973426 0.00287034 -0.002498435 0.005255663
#> Sigma[4,2] -0.063344266 0.01735919 -0.088226548 -0.041982759
#> Sigma[4,3] 0.281939714 0.04455718 0.219388325 0.338797883
#> Sigma[4,4] 0.248900116 0.03877435 0.194368201 0.295830950
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98681909 0.01089186 0.97109462 1.00091764
#> lag1_var2 0.03139754 0.06116895 -0.05658575 0.12335200
#> lag1_var3 0.11696383 0.11134809 -0.03481193 0.28954134
#> lag1_var4 -0.11670072 0.11107343 -0.28943795 0.03375943
#> const 0.41808309 0.31755052 -0.03317474 0.84649971
#> exo1 0.01234621 0.02162615 -0.02279144 0.03607372
#> exo2 -0.09231342 0.01866349 -0.11897130 -0.06959036
#> exo3 -0.12512014 0.02564212 -0.15830483 -0.08465458
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002499019 0.07853249 -0.09911814 0.1119947
#> lag1_var2 0.779875826 0.59085789 0.09656379 1.6661983
#> lag1_var3 0.246920377 1.05024363 -1.03705306 1.7459773
#> lag1_var4 -0.261788329 1.04646650 -1.76024606 1.0146713
#> const 1.384256587 2.24563897 -1.57532803 4.5603379
#> exo1 -0.063900105 0.29263455 -0.53310001 0.2824249
#> exo2 0.831678453 0.19544548 0.50677286 1.0518001
#> exo3 2.424101589 0.31149363 1.97116018 2.8430977
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2458798 0.1788317 -0.48672117 -0.00492613
#> lag1_var2 1.2992524 1.0497687 0.07872195 2.78333920
#> lag1_var3 2.5010404 1.8259661 0.44769288 5.08837249
#> lag1_var4 -1.4862622 1.8200703 -4.05491184 0.56221296
#> const 4.1151912 4.3274494 -1.78624430 10.07313249
#> exo1 -0.1601746 0.5042496 -0.81576704 0.50306994
#> exo2 0.2189174 0.3128986 -0.24849413 0.58931270
#> exo3 -4.7206196 0.3711834 -5.32115747 -4.24951446
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2168508 0.1543039 -0.4152418 0.01638613
#> lag1_var2 1.5186477 0.8760779 0.4008632 2.72204231
#> lag1_var3 2.2224062 1.5502843 0.2262533 4.32559854
#> lag1_var4 -1.2059475 1.5477102 -3.2985920 0.79427903
#> const 3.5118323 3.7433286 -2.4169428 8.06636606
#> exo1 -0.2060597 0.3886852 -0.7450250 0.29653068
#> exo2 0.7377825 0.2421314 0.3504009 0.99709546
#> exo3 -3.4238771 0.2582787 -3.8251001 -3.11992249
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001154675 0.0002884102 0.0008152738 0.00158912
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03108103 0.009389791 -0.04505305 -0.01987883
#> Sigma[2,2] 2.17565720 0.625988532 1.40575069 3.08532590
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01409825 0.003944872 0.009869789 0.01938517
#> Sigma[3,2] -1.12840717 0.279756474 -1.490955757 -0.79155168
#> Sigma[3,3] 0.84559476 0.205933158 0.614401024 1.17308107
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00179693 0.004454588 -0.008143538 0.003506521
#> Sigma[4,2] -0.06174724 0.203186896 -0.331471107 0.201319314
#> Sigma[4,3] 0.34503335 0.170138162 0.147086967 0.614532446
#> Sigma[4,4] 0.37887251 0.120789135 0.254638118 0.585573892
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00475782 0.04782776 0.927376135 1.06044631
#> lag1_var2 -0.02525121 0.04461545 -0.080235119 0.04322747
#> lag1_var3 -0.05217173 0.09304209 -0.168485332 0.08988740
#> lag1_var4 0.04982773 0.07711194 -0.066569985 0.14935271
#> const 0.01613353 0.32412591 -0.474183587 0.48113838
#> exo1 0.03405855 0.03011543 -0.001397171 0.08255330
#> exo2 -0.20737985 0.03920078 -0.255679098 -0.14783371
#> exo3 0.06408044 0.01765144 0.038343902 0.08642534
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8927361 1.994679 -2.905107 2.4219535
#> lag1_var2 1.5488391 2.002013 -1.463184 3.7146519
#> lag1_var3 1.1941260 4.134527 -5.004996 5.6534466
#> lag1_var4 -1.0413193 3.432310 -4.845613 4.1098687
#> const 12.5100884 12.353654 -7.857449 25.5624651
#> exo1 -1.4659340 1.540760 -3.160989 0.7881378
#> exo2 3.3576423 1.800126 0.748566 5.7714375
#> exo3 -0.1839719 1.089420 -1.331258 1.4167556
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7020680 1.1122684 -0.9014907 1.980794
#> lag1_var2 -0.7315900 1.0318395 -1.9118159 0.832504
#> lag1_var3 -0.4442925 2.1374400 -2.8893899 2.787364
#> lag1_var4 1.2712070 1.7792387 -1.4152930 3.288173
#> const -5.9509697 10.5417015 -20.7432786 7.956854
#> exo1 0.5162086 0.9928507 -0.9562036 1.699519
#> exo2 -5.9668258 1.4585373 -7.7236996 -3.710757
#> exo3 0.4039929 0.5895520 -0.4298773 1.227912
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2805432 0.6145306 -0.5056001 1.1716936
#> lag1_var2 -0.3534530 0.6192502 -1.1925599 0.4709371
#> lag1_var3 -0.6200120 1.2831212 -2.3721168 1.0752424
#> lag1_var4 1.5601367 1.0600667 0.1738836 3.0175031
#> const -1.8084669 6.5636305 -12.0263834 6.1878376
#> exo1 -0.2480470 0.4393422 -0.7695172 0.4179907
#> exo2 -4.9560270 0.9237919 -6.1544512 -3.7422474
#> exo3 0.3683898 0.5222374 -0.2696736 0.9996052
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001951566 0.0004464949 0.001343077 0.002501328
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007164568 0.004498887 -0.01353198 -0.001727393
#> Sigma[2,2] 0.713282457 0.080411578 0.61700789 0.827183965
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00383321 0.006041931 -0.004369432 0.01153417
#> Sigma[3,2] -0.26352877 0.102621480 -0.411884784 -0.13847585
#> Sigma[3,3] 0.50206352 0.121541124 0.316515677 0.63808499
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004007116 0.004409114 -0.007414411 0.004520881
#> Sigma[4,2] 0.1824437552 0.085204388 0.059662806 0.302280034
#> Sigma[4,3] 0.3696344818 0.121727847 0.219630179 0.565660919
#> Sigma[4,4] 0.5187609902 0.146971614 0.374214160 0.759513370
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.018652421 0.01383499 1.00618424 1.04242765
#> lag1_var2 -0.009208974 0.09437106 -0.16968636 0.09454018
#> lag1_var3 -0.026913039 0.16047259 -0.30509018 0.14197535
#> lag1_var4 0.018548161 0.15908767 -0.14558295 0.29574775
#> const 0.094154642 0.40506774 -0.50163187 0.54706496
#> exo1 -0.022317138 0.05332089 -0.08628906 0.04313872
#> exo2 -0.122291955 0.08125713 -0.25239975 -0.04218451
#> exo3 -0.028552912 0.05305586 -0.08744976 0.06096022
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1687582 0.2844885 -0.2408984 0.5564379
#> lag1_var2 -0.3012460 1.4334594 -2.7348079 1.1824069
#> lag1_var3 -1.3132726 2.4462045 -5.5798473 1.0021988
#> lag1_var4 1.2197957 2.3664171 -0.9843244 5.3695827
#> const 4.9223410 6.2405546 -3.8060601 11.9245533
#> exo1 -0.9117432 0.6600737 -1.6965191 0.1536447
#> exo2 -1.2312851 1.5250947 -3.1568883 0.7330359
#> exo3 1.1047702 0.3837094 0.5653449 1.6488439
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1070488 0.1760821 -0.3545972 0.12390279
#> lag1_var2 3.1087278 1.1580911 1.5618608 4.80446436
#> lag1_var3 5.5405882 2.0150607 2.8287923 8.43725634
#> lag1_var4 -4.7512281 1.9988671 -7.6195649 -2.06022637
#> const 12.9386639 4.6025478 6.4802743 19.10524345
#> exo1 -0.9633826 0.6723010 -1.7217194 0.09326623
#> exo2 0.2891667 1.3581267 -1.7092672 1.63758774
#> exo3 -2.3805242 0.7093888 -3.2848852 -1.34413386
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002606299 0.1910812 -0.2344752 0.2738259
#> lag1_var2 2.793258301 1.2692779 1.0955233 4.5197091
#> lag1_var3 4.524870684 2.0770079 1.8985620 7.4724375
#> lag1_var4 -3.783017392 2.0352643 -6.6734844 -1.1893543
#> const 15.311238550 6.8707321 7.8363122 24.8757837
#> exo1 -1.608167908 0.8293158 -2.7300201 -0.5939628
#> exo2 -0.501832425 0.8454218 -1.7873041 0.3881317
#> exo3 -1.848872698 0.7641615 -2.9105846 -0.6798196
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001575706 0.0004070304 0.001012965 0.002183931
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001913367 0.0008487364 -0.002960952 -0.0007511582
#> Sigma[2,2] 0.007491296 0.0015589218 0.005961512 0.0100687632
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001400842 0.002384220 -0.0002871906 0.005259207
#> Sigma[3,2] -0.011046311 0.005552038 -0.0210335277 -0.006130481
#> Sigma[3,3] 0.048905155 0.014364775 0.0331973821 0.070241419
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001355407 0.002044168 -0.002098418 0.003106134
#> Sigma[4,2] -0.0055775046 0.004858756 -0.013923627 -0.001090717
#> Sigma[4,3] 0.0418665688 0.011438504 0.029066019 0.058723081
#> Sigma[4,4] 0.0389303930 0.009313817 0.029024444 0.053228933
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994368245 0.01047844 0.97734733 1.005762679
#> lag1_var2 0.031767404 0.11043090 -0.09663776 0.177650779
#> lag1_var3 0.082292578 0.15591446 -0.10624798 0.327304068
#> lag1_var4 -0.084531428 0.15700447 -0.33166987 0.106027190
#> const 0.483495184 0.38572495 0.08375438 1.043440938
#> exo1 0.002223924 0.02687961 -0.03347445 0.039583218
#> exo2 -0.059761280 0.04349113 -0.12083940 -0.003646265
#> exo3 -0.050609244 0.05028312 -0.12466046 0.005198643
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15087923 0.03228230 0.11539979 0.20204047
#> lag1_var2 0.29741364 0.20503483 0.08584024 0.56950077
#> lag1_var3 -0.38247971 0.29319785 -0.77257377 -0.01107071
#> lag1_var4 0.35831533 0.29765992 -0.01954465 0.75710661
#> const -0.23946826 0.79008049 -1.13511365 0.94405619
#> exo1 -0.04650158 0.08688867 -0.17201628 0.06741419
#> exo2 0.28378132 0.07737565 0.15820491 0.36874902
#> exo3 0.29627747 0.14202828 0.13613761 0.52492612
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23731376 0.07909636 -0.3289386 -0.11837545
#> lag1_var2 0.73183367 0.41402144 0.2429838 1.34689660
#> lag1_var3 1.17429809 0.74180972 0.1760388 2.16859821
#> lag1_var4 -0.17677681 0.75698017 -1.1837624 0.85437599
#> const 3.61881618 2.22365391 0.1782468 6.31609413
#> exo1 -0.05442365 0.12703531 -0.2058811 0.13370215
#> exo2 -0.87845332 0.15887241 -1.0607070 -0.64291218
#> exo3 -0.35433657 0.28058263 -0.8300509 -0.06521301
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11542468 0.07807812 -0.1911434 0.005830570
#> lag1_var2 0.66252439 0.36526043 0.1294480 1.144768069
#> lag1_var3 0.48399099 0.58343455 -0.3117080 1.272816688
#> lag1_var4 0.51204375 0.59400261 -0.2835301 1.335879807
#> const 1.96629542 1.87654687 -0.8217575 4.103293574
#> exo1 -0.08913029 0.07829530 -0.1837840 0.007122863
#> exo2 -0.68921380 0.14718891 -0.8682594 -0.490594204
#> exo3 -0.13031730 0.22500782 -0.5056136 0.124473019
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001590765 0.0004755866 0.0009602256 0.002194064
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003521266 0.001355370 -0.005439118 -0.001943807
#> Sigma[2,2] 0.021345344 0.005396046 0.015004052 0.028910357
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009152181 0.001216771 -0.0006900988 0.002443238
#> Sigma[3,2] -0.0159255465 0.006255610 -0.0255497983 -0.008172820
#> Sigma[3,3] 0.0409851803 0.007691357 0.0306042699 0.053010000
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007265385 0.001161966 -0.002479504 0.000691039
#> Sigma[4,2] -0.0070344846 0.005323495 -0.014900532 -0.000249430
#> Sigma[4,3] 0.0376586254 0.006219926 0.028780300 0.046384055
#> Sigma[4,4] 0.0385057308 0.005521678 0.031512462 0.046654362
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96710287 0.03159140 0.920211868 1.002590216
#> lag1_var2 0.05444159 0.06536935 0.003075875 0.163238221
#> lag1_var3 0.11106150 0.16940235 -0.028258747 0.393971599
#> lag1_var4 -0.10660726 0.16012230 -0.375191796 0.026217776
#> const 0.51277228 0.56052166 -0.204154575 1.279656317
#> exo1 -0.02237064 0.04153573 -0.076452135 0.032975343
#> exo2 -0.02879974 0.03770297 -0.063642778 0.030185846
#> exo3 -0.05899747 0.04764098 -0.133086545 -0.007730856
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21151979 0.1808689 0.023358234 0.4927265
#> lag1_var2 0.55614036 0.3404145 0.016495224 0.8901412
#> lag1_var3 -0.12718234 0.7065867 -1.200104686 0.5648225
#> lag1_var4 0.09719944 0.6600475 -0.545886945 1.1031369
#> const 0.50458046 1.9344085 -2.602943203 2.7866040
#> exo1 0.01923223 0.1411472 -0.159367504 0.2332980
#> exo2 0.51185456 0.1830516 0.323476387 0.7905687
#> exo3 0.32173487 0.2139325 0.004727559 0.5589481
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.44484626 0.1520536 -0.6536259 -0.276798667
#> lag1_var2 0.77302644 0.2988723 0.4296886 1.211910403
#> lag1_var3 1.76030910 0.6836874 1.0036064 2.764538136
#> lag1_var4 -0.70096218 0.6427845 -1.6480329 -0.007585658
#> const 2.76780161 1.5656701 1.0891456 5.208349969
#> exo1 0.00428795 0.1456804 -0.2104568 0.172382532
#> exo2 -0.47149407 0.1347058 -0.6078264 -0.267055793
#> exo3 -0.31728886 0.1474606 -0.4590439 -0.092396537
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39895606 0.1372518 -0.616904604 -0.2579299
#> lag1_var2 0.84437766 0.2892497 0.544070305 1.2985995
#> lag1_var3 1.25266769 0.6668315 0.662164653 2.3008600
#> lag1_var4 -0.15651829 0.6298966 -1.152237975 0.3901257
#> const 1.57007466 1.4857590 0.009915607 3.8371911
#> exo1 0.01874601 0.1511509 -0.142543135 0.2331036
#> exo2 -0.29776072 0.1458624 -0.483983477 -0.1007119
#> exo3 -0.21570136 0.1846045 -0.397308300 0.1036013
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000271181 5.908913e-05 0.0002018026 0.0003655564
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001819399 0.0008536461 -0.002924439 -0.0006595888
#> Sigma[2,2] 0.133545502 0.0240456078 0.103271410 0.1677737277
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003019936 0.001448187 0.0008133028 0.004814411
#> Sigma[3,2] -0.052671996 0.058063479 -0.1202106906 0.035894285
#> Sigma[3,3] 0.451502478 0.083846007 0.3681752564 0.585688052
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002151482 0.001593479 -6.460969e-05 0.00433263
#> Sigma[4,2] 0.026964202 0.065824666 -3.956528e-02 0.13256974
#> Sigma[4,3] 0.457246914 0.104809819 3.744210e-01 0.62884097
#> Sigma[4,4] 0.513752144 0.138166298 3.870027e-01 0.73531298
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994368977 0.01328490 0.97805738 1.0166541751
#> lag1_var2 0.008493603 0.04009775 -0.05749308 0.0571035859
#> lag1_var3 0.009190117 0.07459052 -0.11464288 0.0986799065
#> lag1_var4 -0.013554559 0.06980162 -0.09731288 0.1027328305
#> const 0.401515033 0.10653914 0.28040391 0.5649303552
#> exo1 0.011556475 0.01916912 -0.01882565 0.0347578251
#> exo2 -0.183067635 0.02062238 -0.21502052 -0.1584080494
#> exo3 -0.020462330 0.02337313 -0.05892111 0.0003383205
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.69069539 0.3121989 -1.1507115 -0.3183198
#> lag1_var2 1.53614260 0.9467706 0.5945491 2.9858119
#> lag1_var3 1.35819015 1.7161240 -0.4385373 4.0131831
#> lag1_var4 -1.11198280 1.6119878 -3.6085523 0.5301213
#> const 3.38685270 1.5572362 1.1723972 5.3800271
#> exo1 -0.66327324 0.2877466 -0.9716756 -0.2789802
#> exo2 1.99436096 0.4748748 1.2265765 2.5582379
#> exo3 -0.06279377 0.5060422 -0.6685651 0.6345513
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001647972 0.7351456 -1.1342741 0.9971584
#> lag1_var2 1.965774941 1.8597068 -0.6050891 4.7925690
#> lag1_var3 4.260463660 3.4137975 -0.4505158 9.4471232
#> lag1_var4 -3.449571331 3.1752998 -8.2898867 0.9206140
#> const 10.672860874 6.1892316 2.7021755 18.1768447
#> exo1 0.373703796 1.1187167 -0.9319225 2.0036508
#> exo2 -4.461061219 0.5320231 -5.1405534 -3.7333255
#> exo3 -3.102262401 0.5445652 -3.9809861 -2.5082410
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45389579 0.7213441 -1.6412950 0.3800314
#> lag1_var2 2.79167484 1.7060605 0.7841631 5.6424350
#> lag1_var3 4.94590541 3.1667293 1.2258494 10.2045039
#> lag1_var4 -3.95968419 2.9423631 -8.8545254 -0.5189986
#> const 11.99819276 7.0895052 2.6591207 20.2093892
#> exo1 -0.01391105 1.2442811 -1.5813228 1.6831961
#> exo2 -3.59463460 0.5049851 -4.2956777 -2.8403129
#> exo3 -3.40425265 0.4570902 -3.9821031 -2.7827730
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002256163 0.000591349 0.001562927 0.003177255
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004372943 0.001527191 -0.006665175 -0.002913564
#> Sigma[2,2] 0.018510042 0.004671527 0.014108183 0.026050996
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002348736 0.003214704 -0.006848408 0.002244805
#> Sigma[3,2] -0.008095938 0.012472562 -0.024476249 0.009521821
#> Sigma[3,3] 0.230051372 0.081250641 0.151110107 0.369433154
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006136989 0.004440201 -0.01267916 -0.0002889858
#> Sigma[4,2] 0.006303243 0.015504553 -0.01305798 0.0295305370
#> Sigma[4,3] 0.236538626 0.080592943 0.15354824 0.3767434952
#> Sigma[4,4] 0.255052759 0.079093353 0.16892998 0.3925505359
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00574949 0.04032434 0.94480042 1.05995040
#> lag1_var2 -0.04211419 0.13934370 -0.24086999 0.14180473
#> lag1_var3 -0.08188805 0.19691895 -0.35771085 0.16427027
#> lag1_var4 0.07672724 0.18949638 -0.16144853 0.34204161
#> const 0.19554704 0.48561643 -0.28533115 1.00736693
#> exo1 0.02037053 0.03398898 -0.01253193 0.07836985
#> exo2 -0.04825590 0.04946067 -0.10710836 0.02670841
#> exo3 -0.00787416 0.04127939 -0.06727360 0.05100640
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01711468 0.1030759 -0.1119510303 0.1428399
#> lag1_var2 0.66861849 0.3780860 0.1969940410 1.1061666
#> lag1_var3 0.31813841 0.5824343 -0.4551701086 1.0433951
#> lag1_var4 -0.29635591 0.5569646 -0.9884927889 0.4451859
#> const 0.81452158 1.2045240 -0.7408837134 2.2994307
#> exo1 -0.10688951 0.1481502 -0.3017189458 0.1137684
#> exo2 0.79177652 0.1374202 0.6284275102 0.9883332
#> exo3 0.22780931 0.1560090 -0.0003389893 0.4062491
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5900328 0.3345741 -0.9654561 -0.07906231
#> lag1_var2 1.4916824 0.6751919 0.4386401 2.24618430
#> lag1_var3 1.3109243 1.3667946 -0.9215132 2.45669383
#> lag1_var4 -0.3085922 1.3240984 -1.4196116 1.85006990
#> const 6.5123077 6.4809408 -3.2147584 14.50749782
#> exo1 -0.4343453 0.5099919 -1.0117852 0.28968521
#> exo2 -0.2989755 0.3239983 -0.6895437 0.18333854
#> exo3 -0.1084446 0.2920462 -0.5306179 0.25839189
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.61912346 0.3086380 -0.9733090 -0.1709468
#> lag1_var2 1.72055406 0.5876390 0.9394223 2.5166515
#> lag1_var3 1.12686071 1.2316512 -0.8498860 2.2146359
#> lag1_var4 -0.08063017 1.1932879 -1.1336688 1.8279907
#> const 5.76405066 6.4806743 -4.0144020 13.5364357
#> exo1 -0.54091753 0.5613635 -1.2863421 0.2029998
#> exo2 0.26637364 0.3212000 -0.1235989 0.7177885
#> exo3 0.05308925 0.3132817 -0.3449532 0.4610747
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000713354 0.0001537539 0.0005258954 0.0009126896
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003558024 0.001394734 -0.00551759 -0.002082573
#> Sigma[2,2] 0.064653188 0.023805169 0.04200646 0.103641957
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003001844 0.001800251 0.001203268 0.005901132
#> Sigma[3,2] -0.052178942 0.030740915 -0.101287593 -0.022466160
#> Sigma[3,3] 0.155853508 0.047175366 0.103018013 0.227371533
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007969074 0.001314862 -0.0007179238 0.003058755
#> Sigma[4,2] -0.0126315379 0.017926275 -0.0416205019 0.006034898
#> Sigma[4,3] 0.1275657951 0.035267518 0.0855054275 0.173970304
#> Sigma[4,4] 0.1236315292 0.029626790 0.0869548698 0.168191116
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96488299 0.01218542 0.951549159 0.984752043
#> lag1_var2 0.07215975 0.04018173 0.004129075 0.108682166
#> lag1_var3 0.06834937 0.05378423 -0.020414505 0.131681707
#> lag1_var4 -0.06264218 0.05138026 -0.121619395 0.022911455
#> const 0.51108147 0.16996225 0.243125784 0.708653896
#> exo1 0.01357569 0.01709043 -0.013709357 0.030181723
#> exo2 -0.10187996 0.02681207 -0.136078978 -0.064491628
#> exo3 -0.04882344 0.03843029 -0.106738357 -0.007939724
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003805254 0.1447342 -0.2316174 0.1527286
#> lag1_var2 0.527894295 0.5906901 -0.0063720 1.4163206
#> lag1_var3 -0.070789423 0.8676876 -0.8865498 1.1799695
#> lag1_var4 0.083729967 0.8361733 -1.0884920 0.9001739
#> const 0.502044858 1.4795199 -0.9981409 2.9672479
#> exo1 0.093553953 0.1611226 -0.1506189 0.2781361
#> exo2 1.161635166 0.3178726 0.7741081 1.6227729
#> exo3 0.566992911 0.2582873 0.1524851 0.8876195
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51862176 0.2515562 0.1875094 0.8866362
#> lag1_var2 -0.62566273 0.5273448 -1.1739573 0.1807604
#> lag1_var3 -0.01121137 0.7714499 -0.9517458 1.1590075
#> lag1_var4 0.84937873 0.7111471 -0.2100687 1.7583630
#> const -3.25147148 2.7387164 -6.3613286 0.1553578
#> exo1 -0.71322207 0.2673294 -1.0861625 -0.3545721
#> exo2 -1.20764317 0.4039489 -1.8639263 -0.8656100
#> exo3 0.38794543 0.5223297 -0.1222118 1.2053668
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5406905 0.2273755 0.2407023 0.8810760
#> lag1_var2 -0.5484159 0.5727360 -1.2903484 0.2026489
#> lag1_var3 -0.4508101 0.8267418 -1.4084489 0.8572657
#> lag1_var4 1.3134454 0.7781219 0.1076803 2.2237273
#> const -4.4499260 2.8075028 -8.2825472 -1.0589951
#> exo1 -0.6764076 0.2900180 -1.0155227 -0.2078925
#> exo2 -0.4693351 0.3633040 -1.0284799 -0.1057591
#> exo3 0.7898867 0.5217701 0.3606324 1.7079852
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006978178 9.325152e-05 0.0005701917 0.0008079929
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004451085 0.0034496 -0.009533254 -0.0004040716
#> Sigma[2,2] 1.528884922 0.4201999 1.108559618 2.1693234690
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005239675 0.002790004 0.001721113 0.009242394
#> Sigma[3,2] -0.825580311 0.323414236 -1.335318327 -0.535234148
#> Sigma[3,3] 0.700467291 0.263522032 0.454986064 1.102884437
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003332729 0.00321447 -0.001491765 0.006824001
#> Sigma[4,2] 0.059308429 0.19411972 -0.185225740 0.316929204
#> Sigma[4,3] 0.285824797 0.13585050 0.120291233 0.460597237
#> Sigma[4,4] 0.400986119 0.09719052 0.269208068 0.527629612
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97904592 0.02571182 0.94121992 1.01629363
#> lag1_var2 0.01156948 0.01780821 -0.01573690 0.03279118
#> lag1_var3 0.01998173 0.03119702 -0.02731751 0.05493429
#> lag1_var4 -0.01546711 0.02325602 -0.04040014 0.01991923
#> const 0.24931081 0.19536890 0.02071789 0.54045772
#> exo1 -0.01520289 0.02131790 -0.03831220 0.01782459
#> exo2 -0.09892991 0.02414605 -0.13074752 -0.06707853
#> exo3 0.01099292 0.02212776 -0.02614560 0.03366017
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6110340 1.1072008 -2.1059209 0.7930637
#> lag1_var2 1.4533176 0.7670885 0.4030639 2.4341237
#> lag1_var3 1.5296197 1.3312319 -0.1328975 3.2243670
#> lag1_var4 -1.2644952 1.0297918 -2.5768109 -0.1054955
#> const 7.5667770 9.5422041 -1.5905575 23.2451598
#> exo1 0.1239128 0.9964846 -1.1341019 1.4554299
#> exo2 0.7641168 1.1058895 -0.2195378 2.5333281
#> exo3 0.0937869 0.7625047 -1.1975953 0.7879731
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.65246477 0.6672429 0.6614232 2.4449324
#> lag1_var2 -0.90553532 0.4529593 -1.4776406 -0.3092947
#> lag1_var3 -0.62465133 0.8492497 -1.6936621 0.5430091
#> lag1_var4 1.06097377 0.6799554 0.1121770 1.9092519
#> const -5.79840679 7.2885104 -17.1112366 2.0356916
#> exo1 -0.09874706 0.6215326 -1.1221063 0.5732384
#> exo2 -1.93158431 0.9885417 -3.2726927 -0.6646446
#> exo3 -0.09520268 0.5147205 -0.9814478 0.4672462
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.61513142 0.4395005 0.9674756 2.16237315
#> lag1_var2 -0.67392262 0.2556975 -0.9366756 -0.27518051
#> lag1_var3 -0.70564120 0.4225887 -1.1711137 -0.06674866
#> lag1_var4 1.24269609 0.3478098 0.7507446 1.67047364
#> const -4.53985247 4.6245521 -9.7702698 1.37724431
#> exo1 -0.02312905 0.3496786 -0.4802648 0.53610743
#> exo2 -1.86851728 0.6301823 -2.5474697 -0.90381758
#> exo3 -0.04443434 0.5531899 -0.8612467 0.50430053
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003604394 7.540345e-05 0.0002453226 0.0004636413
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001256194 0.001277586 -0.003054747 0.0001738894
#> Sigma[2,2] 0.159700050 0.036670253 0.124684452 0.2189408029
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002481332 0.001079232 0.001568931 0.004246031
#> Sigma[3,2] -0.047752341 0.021021294 -0.078804373 -0.021454369
#> Sigma[3,3] 0.108439850 0.018217667 0.083632826 0.130708874
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001881106 0.001020754 0.0005247685 0.003354718
#> Sigma[4,2] 0.060213659 0.022561328 0.0350446642 0.090529075
#> Sigma[4,3] 0.088737252 0.018177398 0.0686582633 0.114203135
#> Sigma[4,4] 0.144000500 0.028478982 0.1128020649 0.191154215
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967902865 0.028667234 0.92623623 1.000355229
#> lag1_var2 0.020296031 0.048036103 -0.03607124 0.093184234
#> lag1_var3 0.036839953 0.074763954 -0.05081052 0.150603007
#> lag1_var4 -0.031073066 0.066606528 -0.13165313 0.048451534
#> const 0.430637746 0.164190047 0.22200720 0.671354890
#> exo1 -0.008319621 0.009358217 -0.02041342 0.004907701
#> exo2 -0.036130287 0.014188689 -0.05339103 -0.014112797
#> exo3 -0.015242526 0.017204591 -0.04121085 0.007546362
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05518256 0.3246034 -0.54155324 0.3348135
#> lag1_var2 0.52187159 0.5197503 -0.01458439 1.3221020
#> lag1_var3 -0.66955913 0.8004580 -1.56931145 0.5867303
#> lag1_var4 0.69740203 0.7262444 -0.43343780 1.4678039
#> const -0.04962588 2.5186195 -2.66247946 4.1733415
#> exo1 -0.01565074 0.2578267 -0.26956054 0.4311721
#> exo2 3.30907400 0.1549931 3.08027997 3.4842637
#> exo3 -0.11383622 0.6175688 -0.97078551 0.6910707
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06043183 0.3109992 -0.4128468 0.4222341
#> lag1_var2 0.29936991 0.4973123 -0.4332007 0.8856886
#> lag1_var3 1.27558347 0.7554320 0.2035131 2.1828112
#> lag1_var4 -0.31990656 0.6803514 -1.1202103 0.6613849
#> const 2.24578660 2.3806862 -1.9152217 4.3976971
#> exo1 0.17250362 0.2597958 -0.2029867 0.4640526
#> exo2 -1.38282877 0.4081588 -1.9949585 -0.8976963
#> exo3 -0.08069197 0.4640479 -0.6277142 0.5382383
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1300860 0.4531618 -0.51877116 0.62528758
#> lag1_var2 0.2749599 0.7113173 -0.80869275 0.95350972
#> lag1_var3 0.2459990 1.1061182 -1.48087682 1.26926981
#> lag1_var4 0.7605521 0.9885026 -0.14990920 2.29660251
#> const 0.4564211 3.3923051 -4.84076006 4.46851218
#> exo1 0.1962874 0.3695176 -0.30572392 0.68819825
#> exo2 0.6485681 0.4360297 0.05902641 1.19005533
#> exo3 -0.2243943 0.2113605 -0.48774678 0.06786053
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009689961 0.0002734478 0.0006930083 0.001428953
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008059637 0.002856772 -0.003364352 0.003943685
#> Sigma[2,2] 0.1578504637 0.052488078 0.096344356 0.231514456
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00581073 0.003658525 -0.01020704 -0.0008190002
#> Sigma[3,2] -0.14147852 0.053095310 -0.22457635 -0.0815766961
#> Sigma[3,3] 0.47665681 0.099805588 0.36222678 0.6147231530
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005279722 0.002347347 -0.008867943 -0.002474828
#> Sigma[4,2] -0.017735426 0.034401841 -0.058429036 0.030708543
#> Sigma[4,3] 0.370451993 0.086704820 0.275242263 0.501136348
#> Sigma[4,4] 0.361489967 0.070283219 0.292397576 0.477756026
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010148e+00 0.01317007 0.992634069 1.028927268
#> lag1_var2 -1.475913e-03 0.12107189 -0.127687793 0.198506478
#> lag1_var3 -3.830398e-03 0.16208764 -0.174495374 0.256754206
#> lag1_var4 4.402832e-05 0.16289186 -0.262554515 0.170343979
#> const 1.028636e-01 0.37605920 -0.388741174 0.661957370
#> exo1 2.679684e-02 0.03261313 -0.004067556 0.083272412
#> exo2 -1.953042e-02 0.02794612 -0.065097377 0.009647351
#> exo3 -3.085590e-02 0.03277218 -0.082167715 0.003264837
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01044765 0.2100521 -0.2098154 0.3249281
#> lag1_var2 -0.77003870 1.5523725 -3.0045821 1.1610515
#> lag1_var3 -1.76957260 1.9746119 -4.6270022 0.4877758
#> lag1_var4 1.82824273 1.9792853 -0.4436989 4.6918731
#> const -3.83888599 5.4076105 -12.9790142 1.0371811
#> exo1 -0.31257460 0.5009192 -0.7493779 0.5345670
#> exo2 -0.21426633 0.4096501 -0.7234000 0.3391779
#> exo3 0.46742102 0.6261501 -0.2917345 1.4468009
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2775370 0.2141460 -0.5587597 0.008773943
#> lag1_var2 1.5928797 1.7650666 -0.6491422 3.856377964
#> lag1_var3 2.5471138 2.1861000 -0.4929431 5.202103918
#> lag1_var4 -1.6207747 2.1796904 -4.2490401 1.411083379
#> const 11.3882363 5.6633323 5.2627951 20.350910650
#> exo1 0.3657977 0.6832426 -0.5480449 1.268158287
#> exo2 -0.5422610 0.6419214 -1.3265540 0.460743495
#> exo3 -0.5045684 0.8893856 -1.8212213 0.674859350
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2607071 0.1585015 -0.4504875 -0.0142824
#> lag1_var2 0.7144457 1.3211699 -0.8048859 2.7303471
#> lag1_var3 0.8045079 1.6406474 -1.3171186 3.2516756
#> lag1_var4 0.1763160 1.6330209 -2.2887766 2.2722944
#> const 7.1493753 4.2054749 1.7928496 13.1300707
#> exo1 0.1106613 0.5332344 -0.7006887 0.6884565
#> exo2 -0.7263722 0.4897518 -1.4253907 -0.1072425
#> exo3 -0.1484463 0.5753900 -0.6991088 0.7471914
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009815017 0.0001937584 0.0007496908 0.001256583
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002144572 0.001187418 -0.004028709 -0.0009684906
#> Sigma[2,2] 0.092272782 0.022629686 0.060397285 0.1204285291
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002066018 0.00133181 0.0008599964 0.004180375
#> Sigma[3,2] -0.079500545 0.01823834 -0.1016395077 -0.052389611
#> Sigma[3,3] 0.080402874 0.01474050 0.0586784431 0.097026724
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007996805 0.0007321195 5.305053e-05 0.001933324
#> Sigma[4,2] -0.0262368783 0.0062256257 -3.378740e-02 -0.017420356
#> Sigma[4,3] 0.0350987379 0.0055868886 2.825623e-02 0.041747911
#> Sigma[4,4] 0.0205972826 0.0029907450 1.647582e-02 0.025092056
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008032808 0.01284773 0.988187504 1.02495786
#> lag1_var2 -0.025824072 0.07368881 -0.117104524 0.06764880
#> lag1_var3 0.001066893 0.12370527 -0.164910754 0.16182528
#> lag1_var4 -0.006851429 0.12317369 -0.165878075 0.15854122
#> const 0.279677404 0.25266876 -0.008519419 0.70689301
#> exo1 0.020116758 0.02634172 -0.015513285 0.05364953
#> exo2 -0.048912320 0.02742556 -0.085083242 -0.00986427
#> exo3 0.022375871 0.03383519 -0.025357052 0.05367809
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005250792 0.1703700 -0.2975336 0.1838495
#> lag1_var2 0.382598140 0.9412136 -0.9129908 1.6321539
#> lag1_var3 -0.386868617 1.5970066 -2.5210686 1.8305139
#> lag1_var4 0.443125591 1.6015808 -1.7625637 2.6073876
#> const -1.699025304 4.3772120 -8.4188727 2.3132995
#> exo1 -0.086584164 0.2431878 -0.4041583 0.2441225
#> exo2 1.083006269 0.2131862 0.7587783 1.3427149
#> exo3 0.383925326 0.3790407 -0.1527198 0.8473685
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04327653 0.1290613 -0.1690846 0.1745547
#> lag1_var2 0.87258761 0.7873332 -0.1457151 1.9465465
#> lag1_var3 2.02114706 1.3545069 0.2185668 3.8913410
#> lag1_var4 -1.10376433 1.3604071 -3.0127709 0.6799332
#> const 5.00200695 4.0672348 0.4468880 11.0863374
#> exo1 0.08009599 0.1727878 -0.1951773 0.2800908
#> exo2 -1.26279866 0.2282993 -1.5405594 -0.9551277
#> exo3 -0.05476156 0.3694892 -0.5230571 0.4704324
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04697203 0.04925902 -0.11744588 0.006851281
#> lag1_var2 0.86953206 0.28029699 0.48820932 1.254721040
#> lag1_var3 1.39421878 0.50589778 0.69742543 2.042042902
#> lag1_var4 -0.42036759 0.51023400 -1.08775555 0.272756262
#> const 2.61438290 1.75564734 0.27335154 5.141918749
#> exo1 0.03021966 0.10972254 -0.15450900 0.144815794
#> exo2 -0.66537700 0.17722232 -0.90336985 -0.425971978
#> exo3 0.17606991 0.18098210 -0.07157278 0.444730235
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006301457 0.0001221448 0.0004712466 0.0007914825
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0112751 0.002304125 -0.01427442 -0.008474402
#> Sigma[2,2] 0.4024388 0.067248062 0.30852602 0.492306380
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009059306 0.002083892 0.006489302 0.01159983
#> Sigma[3,2] -0.279843528 0.060794576 -0.367529616 -0.20767199
#> Sigma[3,3] 0.228424421 0.056880567 0.169690858 0.31259450
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002045591 0.0008683673 0.001056174 0.003390867
#> Sigma[4,2] -0.024979214 0.0264832905 -0.070379993 -0.001183695
#> Sigma[4,3] 0.053828712 0.0207952574 0.033170251 0.084166560
#> Sigma[4,4] 0.041064550 0.0099771340 0.028162043 0.056196776
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984758362 0.03281082 0.93898055 1.03255146
#> lag1_var2 -0.009053661 0.03850890 -0.07056077 0.04104586
#> lag1_var3 -0.021416217 0.06470583 -0.12427563 0.06216171
#> lag1_var4 0.023211707 0.05937917 -0.05379655 0.11698034
#> const 0.243070151 0.30950338 -0.23430148 0.61990963
#> exo1 -0.001616078 0.01407590 -0.01897743 0.01741750
#> exo2 -0.051051211 0.02123453 -0.08228160 -0.02336638
#> exo3 0.063921622 0.01663119 0.03984951 0.08736528
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1733127 0.3873668 -0.30691971 0.65628426
#> lag1_var2 1.2961546 0.4295875 0.62746829 1.81004292
#> lag1_var3 1.0296347 0.7885083 -0.24201234 1.98053082
#> lag1_var4 -1.1341557 0.7730405 -2.17705226 0.05237565
#> const 4.5665259 6.7823084 -2.91323762 14.51984577
#> exo1 0.8852275 0.4929697 0.26848927 1.59901918
#> exo2 0.7204508 0.5857427 0.01306464 1.48683797
#> exo3 0.1898478 0.4281750 -0.34054502 0.86633711
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3386490 0.3737105 -0.05671992 0.90775847
#> lag1_var2 -1.1469667 0.3915891 -1.68430579 -0.60011511
#> lag1_var3 -1.2358577 0.7342837 -2.13348044 -0.17869162
#> lag1_var4 2.1505178 0.7017033 1.14801909 3.00801653
#> const -3.6122172 5.3891626 -11.57047740 2.23473766
#> exo1 -0.5207629 0.4113685 -1.03022354 0.03543329
#> exo2 -1.3286162 0.4383711 -1.96389075 -0.76754072
#> exo3 -0.2831296 0.2907542 -0.66234467 0.15828691
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49080820 0.2352791 0.2251445 0.85938678
#> lag1_var2 -0.75717365 0.2851778 -1.1807471 -0.41802163
#> lag1_var3 -1.26955945 0.4815385 -1.9713099 -0.65385417
#> lag1_var4 2.13378513 0.4310635 1.5743441 2.74737692
#> const -2.70511979 1.9686583 -5.7274024 -0.22622742
#> exo1 0.05003638 0.1636763 -0.1277498 0.31084610
#> exo2 -0.92449418 0.2087315 -1.1668715 -0.60374193
#> exo3 -0.16856220 0.1548789 -0.3871389 0.01807498
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002632381 5.047481e-05 0.0002132203 0.0003436404
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006258119 0.001955428 -0.009088041 -0.003621601
#> Sigma[2,2] 0.601025099 0.112850286 0.460853795 0.749393673
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004587779 0.001560839 0.001986386 0.005643818
#> Sigma[3,2] -0.569902794 0.109088812 -0.712443813 -0.409799926
#> Sigma[3,3] 0.894363852 0.221354196 0.649880732 1.223812612
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000637606 0.001307853 -0.001203859 0.002233748
#> Sigma[4,2] -0.201610492 0.101026363 -0.340414930 -0.066424645
#> Sigma[4,3] 0.558811749 0.185110653 0.376101606 0.864442657
#> Sigma[4,4] 0.449815944 0.137309437 0.323331134 0.684877801
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009018922 0.014778085 0.986915570 1.027146788
#> lag1_var2 -0.035332773 0.031642657 -0.078156998 0.009112834
#> lag1_var3 -0.057318296 0.050554181 -0.129012362 0.010904362
#> lag1_var4 0.050916572 0.047121134 -0.011564288 0.119530560
#> const 0.175000227 0.154828803 -0.022001037 0.404735100
#> exo1 0.009114575 0.009788734 -0.002704177 0.023413997
#> exo2 -0.058108107 0.022403687 -0.088379683 -0.027897334
#> exo3 0.038785061 0.015338680 0.018033515 0.058962866
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.63279717 0.4975549 -1.4862358 -0.1930809
#> lag1_var2 1.67950860 1.5466059 0.6570892 4.5935927
#> lag1_var3 1.23413331 2.5602592 -0.6617909 6.0312988
#> lag1_var4 -1.05878050 2.4235360 -5.5904365 0.8219664
#> const 6.45803248 5.6586945 -0.7183283 14.5915674
#> exo1 -0.01255481 0.5878352 -0.6632817 0.7725873
#> exo2 0.33666793 0.8287861 -0.4706257 1.5966450
#> exo3 0.61261606 0.7024193 -0.4401120 1.5290132
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00899253 0.4807001 0.3381660 1.61297019
#> lag1_var2 -1.14840724 1.7230049 -3.8415613 1.18759393
#> lag1_var3 -0.60077332 2.7944474 -4.9186957 3.32248301
#> lag1_var4 1.28027416 2.6417520 -2.3966576 5.38272951
#> const -5.98607988 5.9867466 -13.6582632 2.80911041
#> exo1 0.08766102 0.6466461 -0.7898987 0.97283251
#> exo2 -0.94936710 0.8472831 -2.3130445 0.09689707
#> exo3 -1.02426842 0.6200174 -2.0151150 -0.36926982
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61073445 0.3828222 0.05354702 1.08497509
#> lag1_var2 -0.37837468 1.1582133 -1.61282561 1.55727769
#> lag1_var3 -0.27701280 1.8416112 -2.14225954 2.90498216
#> lag1_var4 1.09276874 1.7250691 -1.88827322 2.83970848
#> const -3.52938817 4.4874391 -10.75825348 2.40146196
#> exo1 0.06517994 0.4222211 -0.57069032 0.64826280
#> exo2 -0.76723872 0.6666718 -1.70387389 0.12104838
#> exo3 -0.65602061 0.4791124 -1.26592295 0.02684593
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001399659 2.8336e-05 0.000104621 0.0001810261
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009651164 0.0008285733 -0.002148995 -4.054656e-05
#> Sigma[2,2] 0.2386999829 0.0549554910 0.183382440 3.266380e-01
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003454721 0.001129852 0.001984443 0.004891205
#> Sigma[3,2] -0.216634226 0.068980054 -0.317651208 -0.128502103
#> Sigma[3,3] 0.471477713 0.121408323 0.294063848 0.642227396
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002945804 0.001105062 0.001679437 0.004498034
#> Sigma[4,2] -0.065152871 0.054258097 -0.130130295 0.017834139
#> Sigma[4,3] 0.345355036 0.094029526 0.190013085 0.458389521
#> Sigma[4,4] 0.315958062 0.079577350 0.186157256 0.400592305
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990026214 0.010070975 0.9765566127 1.002902806
#> lag1_var2 0.001641191 0.029737681 -0.0328689701 0.036857182
#> lag1_var3 -0.013323697 0.047706565 -0.0692572632 0.041343878
#> lag1_var4 0.012607191 0.046036208 -0.0387156931 0.066628552
#> const 0.291772388 0.137278042 0.1010605288 0.495345473
#> exo1 -0.006351493 0.009021225 -0.0210867123 0.003095888
#> exo2 -0.028306737 0.017236107 -0.0507819849 -0.003064209
#> exo3 0.018231059 0.013232264 -0.0007852928 0.034518465
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2190251 0.3759079 -0.60461450 0.35080205
#> lag1_var2 2.3849728 1.0929154 0.67029705 3.79775339
#> lag1_var3 2.7617954 1.7019753 -0.03352128 4.79372884
#> lag1_var4 -2.7434403 1.6123325 -4.66761293 -0.07426434
#> const 6.2219592 4.5604711 -1.10644112 10.14817807
#> exo1 -0.4734356 0.4005510 -1.05392561 0.06512871
#> exo2 0.7741212 0.3693020 0.29465426 1.31020339
#> exo3 0.1105028 0.3377665 -0.30777461 0.61700089
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1213360 0.5050183 -0.5890618 0.69977941
#> lag1_var2 -0.7945488 1.8826234 -3.6156846 1.37668863
#> lag1_var3 -0.8755954 2.9484385 -5.3113114 2.40838834
#> lag1_var4 1.7903198 2.8424038 -1.3917053 6.08756423
#> const 0.6449433 7.0740099 -5.7669363 11.57465031
#> exo1 1.3768709 0.4826488 0.5467785 1.77282045
#> exo2 -0.8844000 0.6182945 -1.6792799 -0.05938721
#> exo3 1.8881729 0.8022751 0.6103732 2.82923215
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01347579 0.4310713 -0.7403633 0.4191775
#> lag1_var2 0.44694380 1.5049240 -1.7167588 2.3697054
#> lag1_var3 0.43385366 2.3962714 -3.0547930 3.3953021
#> lag1_var4 0.51258689 2.3190864 -2.3479328 3.8811812
#> const 3.17004543 6.5687769 -3.3119307 14.4168802
#> exo1 1.09896830 0.3483288 0.5898410 1.5260750
#> exo2 -0.39901429 0.5537707 -1.1911313 0.2967395
#> exo3 2.05693325 0.6566999 1.0402833 2.8947407
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003941736 9.243506e-05 0.0002927347 0.0005384678
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006372268 0.0004554887 -0.001260865 -7.746462e-05
#> Sigma[2,2] 0.0215625656 0.0062499962 0.015520047 3.111214e-02
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000325642 0.0005414824 -0.0002503481 0.001123060
#> Sigma[3,2] -0.012636771 0.0056410225 -0.0215853261 -0.007107714
#> Sigma[3,3] 0.020241762 0.0059076508 0.0133484841 0.028746763
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 6.107565e-05 0.0004272712 -0.0004994815 0.0006257777
#> Sigma[4,2] -4.008945e-03 0.0040939963 -0.0100167226 0.0016022160
#> Sigma[4,3] 1.657231e-02 0.0048902212 0.0117672060 0.0245392640
#> Sigma[4,4] 1.663559e-02 0.0043394431 0.0126151363 0.0242254306
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991685714 0.01761949 0.96419498 1.01481988
#> lag1_var2 0.017498775 0.04444126 -0.04446718 0.07667948
#> lag1_var3 0.036328760 0.08172599 -0.07197479 0.15955200
#> lag1_var4 -0.038724927 0.07935938 -0.15787919 0.06865542
#> const 0.306765627 0.20259234 -0.01280550 0.58652382
#> exo1 0.011750718 0.02226556 -0.02581339 0.03565797
#> exo2 -0.061955296 0.03319758 -0.10580803 -0.01580080
#> exo3 -0.008693702 0.02964622 -0.04942817 0.03166877
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22023436 0.09846422 0.06789046 0.3496689
#> lag1_var2 0.11775762 0.29392797 -0.31709031 0.5029154
#> lag1_var3 -0.43024658 0.58279478 -1.29118401 0.3736851
#> lag1_var4 0.50426251 0.56646848 -0.26251341 1.3490632
#> const -0.65209455 0.93956596 -1.72351306 0.7702348
#> exo1 -0.04659828 0.12848223 -0.23848279 0.1249493
#> exo2 2.25855466 0.15638437 2.01481193 2.4680120
#> exo3 0.84001809 0.29600176 0.42927856 1.2226762
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09657850 0.1222639 -0.27633005 0.05093033
#> lag1_var2 0.46722602 0.3432147 0.01147953 0.96705134
#> lag1_var3 1.19898092 0.6241885 0.27214284 2.05309060
#> lag1_var4 -0.30253655 0.5961263 -1.12604723 0.57177276
#> const 2.34078879 0.7810578 1.56508456 3.68048946
#> exo1 -0.09100949 0.1287861 -0.23752889 0.10599601
#> exo2 -1.24084284 0.1560505 -1.40848976 -1.02134367
#> exo3 -0.46260509 0.3133792 -0.91339950 -0.06368598
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01991745 0.1101693 -0.15644649 0.1350452
#> lag1_var2 0.33159732 0.3435937 -0.16219478 0.7526251
#> lag1_var3 0.53823828 0.6278768 -0.37141025 1.2851070
#> lag1_var4 0.42710131 0.6024983 -0.30306483 1.2991550
#> const 0.64674471 0.6666394 -0.08569048 1.7250310
#> exo1 -0.12333072 0.1698465 -0.35062292 0.1194477
#> exo2 -0.37465078 0.1367331 -0.54705864 -0.1957754
#> exo3 -0.14318962 0.2291438 -0.47847575 0.1206836
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000201791 4.59791e-05 0.0001524986 0.0002682042
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004860117 0.001085508 -0.006202562 -0.003352937
#> Sigma[2,2] 0.352713774 0.054830775 0.295264314 0.445241251
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005712797 0.001177924 0.004010724 0.007320851
#> Sigma[3,2] -0.342043685 0.059737058 -0.430654518 -0.264901204
#> Sigma[3,3] 0.452087552 0.081409416 0.346647527 0.553286857
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00267385 0.0008611529 0.001818632 0.004053195
#> Sigma[4,2] -0.11439856 0.0511971658 -0.177091732 -0.040264075
#> Sigma[4,3] 0.23826080 0.0562336099 0.164441818 0.314157482
#> Sigma[4,4] 0.17226073 0.0437190648 0.117572436 0.226849911
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.957625e-01 0.014923921 0.97414930 1.0133747407
#> lag1_var2 -1.296618e-05 0.023984664 -0.03016672 0.0333443890
#> lag1_var3 -2.200474e-03 0.035184138 -0.04789385 0.0463191013
#> lag1_var4 8.368959e-04 0.031058746 -0.04104809 0.0422818693
#> const 2.222215e-01 0.102212093 0.10004102 0.3850376602
#> exo1 -2.303674e-02 0.016115458 -0.04453621 -0.0007936005
#> exo2 -3.432144e-02 0.012342573 -0.04591979 -0.0137291993
#> exo3 3.242003e-02 0.009573633 0.02077906 0.0458965672
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38649902 0.4571983 -1.0999004 0.1652869
#> lag1_var2 0.96764435 0.8892910 -0.2138128 2.2580714
#> lag1_var3 0.13885015 1.3830695 -1.6144770 2.2834118
#> lag1_var4 -0.05573442 1.2878885 -2.0932653 1.5890019
#> const 4.85118360 5.2871581 -2.3262365 12.3387774
#> exo1 0.15744864 0.3043789 -0.2759626 0.5272887
#> exo2 0.24819549 0.7653078 -0.9701582 1.2595981
#> exo3 -0.94824079 0.4109722 -1.4724417 -0.3699513
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5516345595 0.6854536 -0.43353154 1.4696972
#> lag1_var2 0.0001466883 1.3021706 -1.55786205 1.7637200
#> lag1_var3 1.0521699829 1.9554271 -1.30628894 3.5978816
#> lag1_var4 -0.2123591552 1.7786734 -2.50449316 1.9154256
#> const -2.7490032714 5.9774362 -11.52568838 4.8139821
#> exo1 -0.3665819895 0.4242280 -0.80608748 0.3324226
#> exo2 -0.6346174134 0.7752681 -1.50877112 0.5742118
#> exo3 1.0221888554 0.6436062 0.09561547 1.7849250
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3583685 0.4717297 -0.3700490 0.85032737
#> lag1_var2 0.2298212 0.9273042 -0.7750327 1.58274776
#> lag1_var3 0.5367306 1.3960228 -1.0050291 2.60605626
#> lag1_var4 0.3643503 1.2763326 -1.5423410 1.79990475
#> const -1.4813406 3.9007983 -6.1633178 4.18525469
#> exo1 -0.2637098 0.3262494 -0.6189887 0.22480234
#> exo2 -0.4704421 0.3633679 -1.0310826 -0.06609457
#> exo3 0.3818159 0.4305396 -0.2479662 0.85137401
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000658634 0.0001218732 0.000527571 0.0008563682
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008517354 0.0007312373 -0.001609619 0.0003335835
#> Sigma[2,2] 0.0448974925 0.0109575653 0.031534553 0.0611340452
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007899768 0.004498945 0.003644562 0.01527167
#> Sigma[3,2] -0.042308775 0.024358428 -0.084004180 -0.01426004
#> Sigma[3,3] 0.507806798 0.148508926 0.351684109 0.75050063
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00790987 0.004668565 0.00316968 0.01546514
#> Sigma[4,2] -0.01265715 0.022544750 -0.04802191 0.01424741
#> Sigma[4,3] 0.50528464 0.148761746 0.35505653 0.74464473
#> Sigma[4,4] 0.52395112 0.151134667 0.36455292 0.75992844
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981174432 0.02363191 0.95253541 1.01527763
#> lag1_var2 -0.008074654 0.06470478 -0.09774448 0.06332359
#> lag1_var3 -0.029234236 0.10414927 -0.17626771 0.08543486
#> lag1_var4 0.030243428 0.09950409 -0.07984484 0.17105192
#> const 0.399736507 0.30023658 -0.01933528 0.73854759
#> exo1 0.047129499 0.01975544 0.02330840 0.07570046
#> exo2 -0.064183345 0.03560406 -0.10973111 -0.01532972
#> exo3 0.002455066 0.02512541 -0.03320024 0.03358251
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03512824 0.1688476 -0.2482356 0.2065524
#> lag1_var2 1.08173956 0.4952529 0.3652611 1.7170959
#> lag1_var3 0.34613633 0.7039950 -0.6621050 1.2923345
#> lag1_var4 -0.37052945 0.6648576 -1.2644872 0.5814328
#> const 2.74010399 2.1199303 -0.1674989 5.8358484
#> exo1 -0.15278923 0.2006437 -0.4183101 0.1408437
#> exo2 1.07606072 0.1893973 0.8555842 1.3218958
#> exo3 -0.69511342 0.2240553 -1.0354086 -0.4041727
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.32044847 0.6808546 0.5014683 2.3485581
#> lag1_var2 -4.87400989 1.6861929 -7.2130595 -2.3527116
#> lag1_var3 -6.91043995 2.5630802 -10.3465874 -3.0015350
#> lag1_var4 7.62661060 2.4302173 3.9063913 10.8603166
#> const -14.31346834 9.1937571 -27.2108085 -2.5079114
#> exo1 0.53504424 0.6149460 -0.5323568 1.2173255
#> exo2 -4.21759348 0.9417765 -5.3275432 -2.7365953
#> exo3 0.04379949 0.6102449 -0.8056363 0.8521375
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3649678 0.6564989 0.5729190 2.3797154
#> lag1_var2 -4.6825054 1.6399249 -7.0410502 -2.3071826
#> lag1_var3 -7.5090563 2.4534436 -10.8853411 -3.8683941
#> lag1_var4 8.2164474 2.3269531 4.7512446 11.3866127
#> const -14.7410467 8.5381989 -26.3552424 -3.4999860
#> exo1 0.4719171 0.5613551 -0.5217051 1.0489528
#> exo2 -3.5820615 0.9673254 -4.6690259 -2.0148360
#> exo3 -0.4095799 0.6137291 -1.2690931 0.2533416
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003526328 0.0001300359 0.0001904734 0.0005658505
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002142533 0.00199896 -0.004584178 0.0007700138
#> Sigma[2,2] 0.464709460 0.13267222 0.310358126 0.6834387503
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004593746 0.001408159 -0.002481847 0.001456534
#> Sigma[3,2] -0.1821767153 0.080363655 -0.304417180 -0.074869731
#> Sigma[3,3] 0.2066130732 0.046657257 0.156919088 0.272279146
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001612242 0.001732794 -0.003978581 0.0008333219
#> Sigma[4,2] 0.055797007 0.041934332 -0.006912138 0.1031395964
#> Sigma[4,3] 0.116381988 0.016968534 0.095295296 0.1428409135
#> Sigma[4,4] 0.148324232 0.022481466 0.123541026 0.1831941032
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97527357 0.01145631 0.96419280 0.993770426
#> lag1_var2 0.01935878 0.06455967 -0.08287461 0.097010491
#> lag1_var3 0.03582902 0.11885161 -0.14866884 0.179013415
#> lag1_var4 -0.02868121 0.11806746 -0.17383689 0.156178241
#> const 0.32134846 0.22067279 -0.07017027 0.514368899
#> exo1 -0.01644288 0.01362308 -0.03854944 -0.001221221
#> exo2 -0.05910295 0.01289782 -0.07885169 -0.042654144
#> exo3 0.01013961 0.01649349 -0.01285213 0.031813080
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8903695 0.6388486 -0.01983954 1.6944953
#> lag1_var2 -0.4982109 2.2134313 -3.50596560 2.6475484
#> lag1_var3 -2.5743154 4.1316206 -8.07464548 3.4342728
#> lag1_var4 2.3499949 4.0840918 -3.57300519 7.7770271
#> const -11.4026529 8.0051436 -24.09521564 -4.2463717
#> exo1 -0.2897920 0.5027113 -1.03880997 0.2842951
#> exo2 1.7603754 0.7677496 0.68381660 2.8013530
#> exo3 0.5841664 0.5199590 0.11777820 1.4179231
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07461407 0.2840056 -0.27261859 0.4567011
#> lag1_var2 1.16336409 0.8571944 -0.02333433 2.2209784
#> lag1_var3 2.98167340 1.5815658 0.66484901 4.8061767
#> lag1_var4 -2.16606623 1.5380296 -4.00627097 0.1267537
#> const 7.09950516 4.7204327 0.93213259 13.9837914
#> exo1 -0.14750396 0.2061662 -0.45025984 0.1415761
#> exo2 -0.85735043 0.4750684 -1.41906462 -0.1571931
#> exo3 0.55144405 0.1983504 0.30685650 0.8095330
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55500456 0.3106787 0.2383143 1.05184517
#> lag1_var2 0.72219546 1.0081960 -0.3897426 2.29904715
#> lag1_var3 1.30192208 1.8709570 -0.7201816 4.17844066
#> lag1_var4 -0.59111208 1.8230570 -3.4587550 1.42459819
#> const 0.11747021 5.6496116 -5.6066626 9.90504146
#> exo1 -0.30144115 0.3256228 -0.8537669 0.04477058
#> exo2 0.04385294 0.3402562 -0.3061437 0.57803401
#> exo3 0.91854729 0.4012849 0.4313722 1.46512219
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006884857 0.0001738351 0.0004634523 0.0009267196
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007321852 0.002363204 -0.01076449 -0.004668945
#> Sigma[2,2] 0.279595660 0.039381581 0.22246758 0.336661636
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009136244 0.002755075 -0.004303837 0.003264692
#> Sigma[3,2] -0.1230935762 0.060929996 -0.183673980 -0.031550744
#> Sigma[3,3] 0.3775904984 0.069295818 0.282303522 0.468247644
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005796783 0.003678736 -0.01110762 -0.0008769111
#> Sigma[4,2] 0.053602370 0.065235992 -0.02471372 0.1473511504
#> Sigma[4,3] 0.320499131 0.058934364 0.24525067 0.4074897811
#> Sigma[4,4] 0.376523944 0.075239099 0.28100706 0.4842929855
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02526022 0.01211307 1.00969538 1.04482128
#> lag1_var2 -0.05592013 0.03949311 -0.11769199 -0.01376342
#> lag1_var3 -0.09399706 0.06522439 -0.19833831 -0.02685728
#> lag1_var4 0.08160284 0.06216516 0.02080975 0.18192874
#> const 0.20403621 0.14832454 0.02568041 0.40452976
#> exo1 0.01952455 0.02811096 -0.01460507 0.05391917
#> exo2 -0.23551889 0.03969780 -0.29561643 -0.18993288
#> exo3 0.04200495 0.02924736 0.00292959 0.08448470
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5636260 0.1251490 -0.7644663 -0.4214353
#> lag1_var2 1.5557368 0.5261707 1.0686166 2.3904994
#> lag1_var3 1.3840772 0.8256011 0.5497643 2.6814791
#> lag1_var4 -1.1787539 0.8212296 -2.4641433 -0.3054435
#> const 2.5024587 2.5571842 -1.3409641 5.1997784
#> exo1 0.1000692 0.4723978 -0.5462757 0.8133006
#> exo2 7.6006817 0.8373912 6.7214123 8.8447689
#> exo3 -0.4551343 0.7148095 -1.5460474 0.4736799
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1050092 0.3178191 0.68413422 1.5378507
#> lag1_var2 0.3009350 0.5677143 -0.51213842 1.0373825
#> lag1_var3 1.2808637 0.8808481 0.08667533 2.4687442
#> lag1_var4 -0.6972660 0.8451247 -1.78143168 0.4774815
#> const -1.0820094 2.6222808 -4.49930311 2.5795918
#> exo1 0.8077502 0.4486154 0.24249976 1.3707954
#> exo2 -8.1823333 0.5630816 -9.00510571 -7.4565396
#> exo3 0.5596664 0.6695436 -0.42833331 1.4562082
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7969628 0.3371277 0.3779969 1.2659155
#> lag1_var2 0.9940042 0.5786163 0.1573058 1.8043233
#> lag1_var3 1.6988378 0.9195262 0.3746759 3.0413879
#> lag1_var4 -0.9748090 0.8535922 -2.2489255 0.1846346
#> const -1.3285548 2.6269030 -4.2853034 2.7251385
#> exo1 0.9256394 0.4726059 0.1994854 1.4622018
#> exo2 -3.7567437 0.3011742 -4.1142045 -3.3150666
#> exo3 0.3080035 0.7352653 -0.5770847 1.4388651
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006696857 0.0001200355 0.0005087882 0.0008407923
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003381866 0.001207782 -0.004964052 -0.001710896
#> Sigma[2,2] 0.121798423 0.034940428 0.081978847 0.177962397
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009535132 0.003181447 0.004935039 0.01349891
#> Sigma[3,2] -0.115347743 0.052198756 -0.195167231 -0.04065318
#> Sigma[3,3] 1.199628085 0.296526882 0.769339322 1.60860959
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007555729 0.003448368 0.002575287 0.01168472
#> Sigma[4,2] -0.028173131 0.056456082 -0.105321568 0.04629467
#> Sigma[4,3] 1.168332910 0.296812482 0.720663002 1.56403342
#> Sigma[4,4] 1.202136476 0.299548792 0.731053203 1.57413600
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96470968 0.01399843 0.947959587 0.986333075
#> lag1_var2 0.06617911 0.04562269 0.006009553 0.135019474
#> lag1_var3 0.08242142 0.06494567 0.008531280 0.177688728
#> lag1_var4 -0.07639559 0.06145276 -0.166325829 -0.007397261
#> const 0.47678842 0.13734995 0.305245717 0.678783535
#> exo1 0.02319707 0.01628341 0.004076417 0.045392587
#> exo2 -0.13489459 0.02091099 -0.156342571 -0.101249219
#> exo3 0.07543140 0.02993113 0.026676560 0.106214785
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0940122 0.1122859 -0.05710471 0.2424468
#> lag1_var2 0.9971519 0.4249607 0.38489664 1.5610960
#> lag1_var3 0.8735215 0.5379597 0.11690794 1.5362143
#> lag1_var4 -0.8895067 0.5123207 -1.52336751 -0.1664798
#> const 1.3473305 1.9908137 -0.78460915 4.7349544
#> exo1 0.1366866 0.3468111 -0.35451886 0.5812097
#> exo2 3.3769132 0.2227660 3.05634713 3.6606121
#> exo3 -0.2373324 0.3456857 -0.63590629 0.2637247
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1006599 0.8467825 -1.064355 1.0513203
#> lag1_var2 -0.9002090 2.4584312 -3.177163 2.9829261
#> lag1_var3 -1.9046939 3.5195018 -5.360516 3.8693846
#> lag1_var4 2.8052295 3.3336560 -2.673720 6.0524930
#> const 0.3637532 8.3631864 -10.089222 11.3999985
#> exo1 -0.2952389 1.0505035 -1.685918 0.9879332
#> exo2 -9.6380305 1.0579502 -10.824517 -7.8737286
#> exo3 0.2457133 1.8312057 -2.565540 2.3852505
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18902441 0.8599397 -0.9390939 1.231465
#> lag1_var2 -0.58484406 2.4336918 -2.8763509 3.196530
#> lag1_var3 -1.89461887 3.5075062 -5.2795151 3.668272
#> lag1_var4 2.79928696 3.3238497 -2.4850728 5.965803
#> const -0.48378500 8.3541168 -11.9523807 9.741209
#> exo1 -0.20113630 0.9801158 -1.4882836 1.108856
#> exo2 -7.58007767 1.1299634 -8.8585394 -5.800201
#> exo3 0.09409029 1.8138232 -2.6443368 2.217009
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003993293 8.58123e-05 0.0002761257 0.0005260142
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001340578 0.0005553095 -0.001967738 -0.0004469909
#> Sigma[2,2] 0.041954812 0.0092738275 0.030057999 0.0552314185
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004752992 0.002524629 -0.001897967 0.004383812
#> Sigma[3,2] -0.0019723004 0.020767758 -0.034845913 0.017519158
#> Sigma[3,3] 0.2215919305 0.053646287 0.169631335 0.316861242
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003808328 0.002630765 -0.002971831 0.003572074
#> Sigma[4,2] 0.0243792808 0.018780039 -0.003773767 0.046131880
#> Sigma[4,3] 0.2270434421 0.047481469 0.180778483 0.306296557
#> Sigma[4,4] 0.2492993847 0.044970507 0.197844027 0.314137966
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.015199391 0.00955858 1.00148222 1.026506179
#> lag1_var2 -0.086724541 0.03737306 -0.14683860 -0.055544527
#> lag1_var3 -0.142234489 0.07231520 -0.24758455 -0.067621811
#> lag1_var4 0.135765195 0.06916182 0.06545635 0.237585714
#> const 0.047769692 0.13465242 -0.15354658 0.196780812
#> exo1 -0.005602055 0.01376602 -0.02456610 0.012099288
#> exo2 -0.155267101 0.01755113 -0.17819002 -0.131177438
#> exo3 -0.013937546 0.01891175 -0.04335584 0.003789212
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2980145 0.08704574 -0.408968658 -0.1732190
#> lag1_var2 1.0155497 0.43537311 0.426466085 1.5316618
#> lag1_var3 0.5501850 0.76687150 -0.527620830 1.5624278
#> lag1_var4 -0.4387889 0.75469679 -1.416524551 0.6272885
#> const 1.9716294 1.59513874 0.017997747 4.0643044
#> exo1 0.2297604 0.17724714 0.008957431 0.4883807
#> exo2 0.3055120 0.19235320 -0.027382036 0.4935750
#> exo3 1.2678442 0.18262736 1.027340361 1.5127695
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66854481 0.2022204 0.4612800 0.9711827
#> lag1_var2 2.67707572 0.7460927 1.5920231 3.5199338
#> lag1_var3 3.18701886 1.3681459 1.2630588 4.8880114
#> lag1_var4 -2.70219717 1.3539270 -4.3763293 -0.8138825
#> const 9.50481445 3.8275691 4.8352514 13.8062216
#> exo1 -0.03878317 0.3627417 -0.5288857 0.4816241
#> exo2 -4.28090683 0.4263579 -5.0405838 -3.8668382
#> exo3 -1.44656607 0.5324117 -2.0212675 -0.6670461
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5102028 0.2533289 0.2617959 0.87834910
#> lag1_var2 3.1541802 0.9080791 1.7859034 4.19375597
#> lag1_var3 3.2294042 1.7240431 0.7801028 5.41757790
#> lag1_var4 -2.6707836 1.6977024 -4.8150579 -0.26127518
#> const 9.6194560 4.6259944 3.7736559 15.01608063
#> exo1 0.1030581 0.3789425 -0.4121665 0.63787392
#> exo2 -4.2043089 0.5086269 -5.1002546 -3.76639068
#> exo3 -0.7196123 0.5207318 -1.3180976 0.04916801
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001964708 0.0004662545 0.001443785 0.002670081
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003766874 0.001488197 -0.005972077 -0.002278698
#> Sigma[2,2] 0.021466155 0.007326014 0.014070713 0.031894029
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01146397 0.007604398 -0.02311504 -0.004275253
#> Sigma[3,2] 0.08310687 0.029914947 0.05515708 0.133606170
#> Sigma[3,3] 0.78410144 0.171163856 0.56399469 1.019819194
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01414033 0.008415915 -0.02715320 -0.005875287
#> Sigma[4,2] 0.09778002 0.034077191 0.06597454 0.155046700
#> Sigma[4,3] 0.85183497 0.185532785 0.61134050 1.110150089
#> Sigma[4,4] 0.93013737 0.201792734 0.66647101 1.213726942
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93722835 0.04263627 0.87860623 0.99079491
#> lag1_var2 0.17002788 0.16351153 -0.06684550 0.35879646
#> lag1_var3 0.31081348 0.27196433 -0.06730386 0.61102487
#> lag1_var4 -0.30459979 0.26661755 -0.59966664 0.06620789
#> const 1.18095505 0.72476049 0.32944784 2.21777113
#> exo1 -0.03715354 0.03089468 -0.08896509 -0.00650601
#> exo2 -0.05145256 0.05440247 -0.11831372 0.01874722
#> exo3 -0.04977838 0.03305108 -0.10436709 -0.01267695
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2322114 0.1478444 0.04735125 0.4514196
#> lag1_var2 -0.1396864 0.4922227 -0.68802463 0.6496097
#> lag1_var3 -1.2801576 0.7670625 -2.12338669 -0.1178547
#> lag1_var4 1.2533772 0.7519680 0.11339353 2.0826213
#> const -2.8973274 2.5786314 -7.06583735 -0.1429652
#> exo1 -0.1033054 0.1493686 -0.31837621 0.1132446
#> exo2 0.1201266 0.1669598 -0.14076158 0.2924580
#> exo3 0.1788465 0.1355842 0.01741354 0.3863619
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3389227 0.6010858 -0.4068034 1.3013003
#> lag1_var2 -0.1327810 2.2293647 -3.5078385 2.8966269
#> lag1_var3 -1.1291033 3.5101489 -6.0617678 3.9932261
#> lag1_var4 2.0555362 3.4327091 -2.9541456 6.8841306
#> const -7.3309289 9.5392146 -22.6365400 3.5894977
#> exo1 -0.9257542 0.5909819 -1.9060556 -0.1943136
#> exo2 -0.4852755 1.1259747 -2.1771868 0.8276749
#> exo3 -0.1792135 0.7892550 -1.3185661 0.9135085
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51436518 0.6596715 -0.3503434 1.5419702
#> lag1_var2 -0.50058139 2.4720334 -4.1501696 2.9910560
#> lag1_var3 -2.40386779 3.9162038 -7.7846583 3.5165606
#> lag1_var4 3.32745361 3.8301509 -2.4634300 8.5949876
#> const -10.77616180 10.4367378 -27.0532904 1.8471921
#> exo1 -1.00607367 0.6522124 -2.0848773 -0.2636241
#> exo2 -0.46279481 1.2504545 -2.3430607 0.9986131
#> exo3 -0.09851258 0.8585453 -1.3445948 1.0519889
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003218619 7.442961e-05 0.0002349619 0.0004448071
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01790095 0.006689217 -0.02905226 -0.01114378
#> Sigma[2,2] 2.85104581 0.835714285 1.95766739 4.23941467
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008665991 0.003271084 0.005462932 0.01429966
#> Sigma[3,2] -1.330392806 0.455647271 -2.063719613 -0.84243247
#> Sigma[3,3] 0.726389715 0.256015004 0.463107775 1.12210849
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001618124 0.0009403794 -0.002780648 -0.000149872
#> Sigma[4,2] 0.294189106 0.0869291501 0.186338975 0.422697773
#> Sigma[4,3] -0.015811171 0.0372320693 -0.068785385 0.029294933
#> Sigma[4,4] 0.171642255 0.0190379106 0.144293945 0.196060885
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97630921 0.017187597 0.948672870 0.99371754
#> lag1_var2 0.02284742 0.029038496 -0.006156779 0.07051499
#> lag1_var3 0.04163260 0.053603803 -0.011871568 0.12885033
#> lag1_var4 -0.03789292 0.047714279 -0.114546471 0.01070619
#> const 0.46265917 0.157327165 0.259514574 0.66672618
#> exo1 0.01436220 0.008384167 0.001406735 0.02387113
#> exo2 -0.05661600 0.022583899 -0.088626192 -0.02668936
#> exo3 0.03432887 0.016337140 0.013322808 0.05413966
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5099480 1.063829 -1.702973 1.0815030
#> lag1_var2 1.3796259 2.197078 -1.869176 3.7721448
#> lag1_var3 0.7263152 3.999608 -5.132165 5.0445886
#> lag1_var4 -0.5624222 3.592029 -4.417308 4.5496871
#> const 4.3411167 14.055408 -12.407836 21.7980825
#> exo1 -1.8392717 1.942136 -4.744667 0.6764545
#> exo2 0.4230902 2.199186 -2.867910 3.1710217
#> exo3 -0.6342312 1.629661 -2.755165 1.6378565
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7013119 0.5654009 -0.18936079 1.3435386
#> lag1_var2 -0.6935134 1.2314398 -1.97976162 1.2672668
#> lag1_var3 -0.2068780 2.2518613 -2.57246877 3.3421618
#> lag1_var4 0.9197655 2.0118967 -2.19375118 3.0818135
#> const -2.1961025 6.7879521 -11.06301100 6.2172537
#> exo1 1.1103839 0.9971265 -0.02883033 2.6587570
#> exo2 -0.7266295 1.1195461 -2.22766756 0.9400769
#> exo3 0.9070122 1.0470283 -0.55221586 2.3927036
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4271958 0.3494187 -0.031249378 0.9950117
#> lag1_var2 -0.3040576 0.5115496 -1.086499433 0.3934126
#> lag1_var3 -0.4780268 0.9519184 -1.935917945 0.8245503
#> lag1_var4 1.3107125 0.8443093 0.150843049 2.5748281
#> const -1.6206141 3.5829102 -6.365587672 2.9201273
#> exo1 0.1458615 0.3184480 -0.334897735 0.5409109
#> exo2 -0.5363825 0.4079539 -1.004326025 0.1317692
#> exo3 0.5566968 0.3604809 0.008198977 1.0016939
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006474204 0.0001812766 0.0004102546 0.0008692866
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007451537 0.003597902 -0.01207312 -0.002243143
#> Sigma[2,2] 1.216045738 0.173464478 1.04663744 1.502740546
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005757422 0.00372081 0.0007571222 0.01159057
#> Sigma[3,2] -0.623306351 0.19446709 -0.8715508344 -0.36119076
#> Sigma[3,3] 0.681809778 0.18996520 0.4233796802 0.94661319
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002721078 0.003164282 -0.001362506 0.007586086
#> Sigma[4,2] -0.100539954 0.195679953 -0.388914985 0.147743840
#> Sigma[4,3] 0.481325230 0.156081593 0.256830852 0.666475155
#> Sigma[4,4] 0.519268349 0.135971882 0.328517788 0.698076869
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982626147 0.02774419 0.94293638 1.018197272
#> lag1_var2 -0.009376085 0.03940380 -0.05013007 0.048638774
#> lag1_var3 -0.025756765 0.09397312 -0.12741840 0.115230455
#> lag1_var4 0.028186001 0.08267330 -0.09550369 0.116319617
#> const 0.319754518 0.29134290 -0.15376517 0.631395743
#> exo1 -0.034294821 0.02314997 -0.06776700 -0.008366959
#> exo2 -0.030289427 0.01602137 -0.04592462 -0.004384371
#> exo3 0.012861615 0.02895071 -0.02826269 0.051261290
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8993968 0.8895616 -2.1689317 0.3167119
#> lag1_var2 2.1571672 1.3717265 0.5022768 4.1212456
#> lag1_var3 2.8036201 3.1015313 -1.0111493 7.1351414
#> lag1_var4 -2.3589661 2.7336959 -6.1786357 1.0373867
#> const 3.8407492 10.2562843 -8.3699152 17.4288867
#> exo1 0.3079633 0.9341263 -0.8912174 1.3877635
#> exo2 0.9093856 1.2594883 -1.0365009 2.4915772
#> exo3 -0.1269995 1.0401745 -1.5276615 1.3285029
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69825779 0.5406116 -0.08104818 1.44337014
#> lag1_var2 -1.20107020 0.9213308 -2.39144667 0.08308369
#> lag1_var3 -1.67140280 2.1165015 -4.36836156 1.31864844
#> lag1_var4 2.27617731 1.8604121 -0.34851005 4.66850615
#> const 0.07694156 6.4963155 -7.78753739 9.65070145
#> exo1 -1.21536550 0.6810296 -2.08798484 -0.28034381
#> exo2 -0.97545514 0.6028781 -1.73941877 -0.10633345
#> exo3 -0.19894733 0.6876801 -1.09185794 0.80152265
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3465739 0.4426187 -0.2566189 0.95608604
#> lag1_var2 -0.6339797 0.6666557 -1.7344043 0.12594989
#> lag1_var3 -1.2750433 1.5027423 -3.6933844 0.46932170
#> lag1_var4 2.0882452 1.3385630 0.5314349 4.25654328
#> const 0.2548216 7.4281733 -7.3693981 11.89496884
#> exo1 -1.2209352 0.5614288 -2.0722740 -0.50495519
#> exo2 -0.6626234 0.4776743 -1.2679272 -0.01490251
#> exo3 -0.2496408 0.5013372 -0.7493465 0.52268186
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005502007 0.000125743 0.0004221744 0.00074275
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000711817 0.000244115 0.0004020431 0.001037171
#> Sigma[2,2] 0.004996090 0.001310296 0.0035642521 0.007156812
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003222199 0.001091980 -0.005041117 -0.002105559
#> Sigma[3,2] -0.006906204 0.002705610 -0.011027182 -0.003526946
#> Sigma[3,3] 0.059693267 0.009202869 0.045230080 0.069607394
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002774950 0.001079181 -0.004496371 -0.0015390929
#> Sigma[4,2] -0.003507584 0.002165138 -0.006395886 -0.0004408828
#> Sigma[4,3] 0.056482249 0.008883232 0.042905451 0.0674573345
#> Sigma[4,4] 0.055666012 0.008899013 0.042806781 0.0674972975
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.950362689 0.02564914 0.92291882 0.99071042
#> lag1_var2 -0.004101311 0.05773531 -0.05576075 0.08929126
#> lag1_var3 -0.074368143 0.06757190 -0.14434056 0.02776720
#> lag1_var4 0.086006090 0.07003586 -0.02254575 0.15212347
#> const 0.147830355 0.25037670 -0.24129222 0.47810877
#> exo1 0.021728096 0.02323124 -0.01046630 0.05200931
#> exo2 -0.046877061 0.02367544 -0.08574444 -0.01893685
#> exo3 0.022073069 0.03473554 -0.03194818 0.05869697
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15782694 0.06885599 -0.24183745 -0.07889536
#> lag1_var2 0.35856102 0.19854657 0.03013688 0.55553882
#> lag1_var3 -0.37903073 0.28303438 -0.81243332 -0.04633707
#> lag1_var4 0.44138185 0.27940583 0.11960885 0.88788497
#> const 0.13599662 0.56865500 -0.44794346 0.92296568
#> exo1 -0.06229062 0.09079905 -0.16430844 0.07309716
#> exo2 0.11978026 0.03877246 0.06455406 0.17087393
#> exo3 0.24411461 0.09454882 0.15784155 0.40120443
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4570616 0.2693331 0.05339605 0.7384129
#> lag1_var2 0.9070906 0.9172139 -0.41564257 2.0711308
#> lag1_var3 2.0148030 1.1665218 0.38385165 3.6005449
#> lag1_var4 -1.2268861 1.1913538 -2.85334233 0.4104495
#> const 4.6454177 3.1119635 -0.39709924 8.3037733
#> exo1 -0.1491659 0.2353501 -0.44217399 0.1995313
#> exo2 -1.4632385 0.1380338 -1.62030446 -1.2604794
#> exo3 -0.1979657 0.2452284 -0.45444575 0.2027866
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35513819 0.2348064 0.001163489 0.6191622
#> lag1_var2 0.88964573 0.9097399 -0.377455691 2.0332725
#> lag1_var3 1.36008108 1.1438419 -0.179904030 2.8304643
#> lag1_var4 -0.51135858 1.1724586 -2.072179023 1.0450003
#> const 3.33271399 2.9605786 -1.462300983 6.6830125
#> exo1 -0.20376069 0.2194044 -0.467475062 0.1282097
#> exo2 -1.41712494 0.1480414 -1.612057128 -1.1985039
#> exo3 -0.02056557 0.2081298 -0.247534436 0.3308708
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003474132 7.606931e-05 0.0002654892 0.0004582691
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009578172 0.001834023 -0.01203632 -0.007542435
#> Sigma[2,2] 0.904875537 0.184447690 0.68338000 1.167514611
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009344383 0.002166044 0.007012141 0.01306298
#> Sigma[3,2] -0.776937195 0.175562286 -0.993856208 -0.55855167
#> Sigma[3,3] 0.939687324 0.198192005 0.681772168 1.22602903
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003849213 0.002184367 0.001568488 0.007601866
#> Sigma[4,2] -0.248578672 0.078251118 -0.361216875 -0.139721380
#> Sigma[4,3] 0.504556635 0.125977849 0.369749828 0.717468946
#> Sigma[4,4] 0.379575509 0.098766552 0.301333333 0.560166305
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00479072 0.016317520 0.982155653 1.02741731
#> lag1_var2 0.02548768 0.030438834 -0.014279181 0.06454631
#> lag1_var3 0.04681559 0.049945633 -0.019713470 0.10994176
#> lag1_var4 -0.05251311 0.046849855 -0.111229036 0.01124196
#> const 0.25262142 0.228802477 -0.074839382 0.56418321
#> exo1 0.01070580 0.009312122 -0.003428559 0.02007331
#> exo2 -0.10889094 0.018839724 -0.129198212 -0.08105692
#> exo3 0.02875136 0.020667153 0.002474315 0.05802605
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1871852035 1.0932481 -1.4260509 1.7004535
#> lag1_var2 -3.2947303582 2.0351035 -5.4565000 0.1833108
#> lag1_var3 -7.0904948834 3.3473905 -10.6360355 -1.3478487
#> lag1_var4 7.0965954207 3.0560372 1.8494254 10.2802400
#> const -4.7584735214 11.9635019 -21.9251754 10.6384106
#> exo1 -1.6019217584 1.0251798 -2.3881472 0.2002850
#> exo2 0.6648480662 1.0190840 -1.0490177 1.7013924
#> exo3 0.0000160266 0.5149587 -0.6164784 0.7958245
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7964495 1.0813510 -0.6682153 2.26879885
#> lag1_var2 1.8280460 1.6450813 -0.5955143 4.07302059
#> lag1_var3 4.1191633 2.6847799 0.1859260 7.81156923
#> lag1_var4 -3.4223948 2.4342082 -6.7863632 0.09320599
#> const -2.2133739 14.0788785 -21.6175220 16.19013243
#> exo1 1.2633512 0.7346668 0.1038557 2.18165441
#> exo2 -2.2013544 1.0802172 -3.3454176 -0.56603784
#> exo3 -0.7038583 0.6882100 -1.5628673 0.33064210
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9925138 0.4943832 0.4073553 1.7660568
#> lag1_var2 -0.5731692 0.6203318 -1.3440485 0.4176891
#> lag1_var3 -0.8290283 1.0161369 -2.0722381 0.8058523
#> lag1_var4 1.5338371 0.9478984 0.0219267 2.6966253
#> const -7.4452277 7.8281637 -18.3612642 1.9558566
#> exo1 0.3183198 0.3204573 -0.1045826 0.7947089
#> exo2 -1.9397480 0.6266215 -2.6572049 -1.1203789
#> exo3 -0.7607961 0.6790560 -1.5728798 0.2470945
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007627735 0.000147384 0.0006087653 0.000969579
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01129957 0.005483772 -0.01655769 -0.002833348
#> Sigma[2,2] 1.41255356 0.423722374 1.01461544 2.081648270
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005980316 0.005034896 -0.006788874 0.006664108
#> Sigma[3,2] -0.9000792404 0.244614044 -1.329028762 -0.641570589
#> Sigma[3,3] 1.8389223500 0.546539809 1.347767758 2.728509431
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008812897 0.005744962 -0.01687839 -0.001700566
#> Sigma[4,2] 0.088439816 0.219899262 -0.15149801 0.466152889
#> Sigma[4,3] 1.282104375 0.425611603 0.89260132 1.942917191
#> Sigma[4,4] 1.421535038 0.465369190 1.00212659 2.186418826
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99623658 0.01537049 0.98005402 1.02075312
#> lag1_var2 0.01118961 0.04766545 -0.06389633 0.06376718
#> lag1_var3 0.01600500 0.06726576 -0.09040163 0.08968945
#> lag1_var4 -0.01818399 0.06521773 -0.09417237 0.08240297
#> const 0.27059007 0.17731049 0.05071555 0.56128773
#> exo1 0.01154707 0.02136646 -0.02295135 0.03310331
#> exo2 -0.03428573 0.03420535 -0.07622773 0.01152894
#> exo3 0.01214940 0.02855428 -0.02305799 0.05389691
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3447398 0.7917991 -1.5083244 0.6960372
#> lag1_var2 1.3356317 2.1663621 -1.2692854 4.5778927
#> lag1_var3 1.5383015 3.0992816 -2.3539395 6.2530007
#> lag1_var4 -1.3777618 2.9263291 -5.7001544 2.2574043
#> const 1.1151892 4.8849511 -4.7581009 8.1172408
#> exo1 -0.1203648 1.3087788 -1.5379407 1.8236241
#> exo2 1.5485987 1.0656454 0.2972210 3.1232860
#> exo3 1.8786516 1.2558981 0.5141086 3.5798175
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.28833071 0.6418929 0.263823 2.0112916
#> lag1_var2 1.47546064 1.9019247 -1.065135 4.1709738
#> lag1_var3 2.33158830 2.7250406 -1.142603 6.2634659
#> lag1_var4 -1.91352541 2.6780135 -5.894153 1.5309778
#> const 6.75092973 7.8996555 -6.394111 15.6938073
#> exo1 -0.07055874 1.2828245 -2.148465 1.5217710
#> exo2 -1.96436793 1.3943202 -3.257009 0.3299033
#> exo3 -0.18608305 1.8328646 -2.382473 2.3494398
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1107253 0.6435406 0.3245117 1.961425
#> lag1_var2 2.1635827 1.7864024 -0.3911482 4.236847
#> lag1_var3 3.0525202 2.5908430 -0.6923906 6.015568
#> lag1_var4 -2.5229866 2.5431376 -5.5726248 1.079970
#> const 6.0491174 7.9175065 -6.2029240 15.248458
#> exo1 -0.1672500 0.8843834 -1.1113167 1.275415
#> exo2 -0.9472745 1.5246889 -2.9090514 1.269864
#> exo3 1.2177844 1.4474783 -0.6753169 3.321652
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004294238 0.001534983 0.002613125 0.006667188
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.102715 0.02585055 -0.1311225 -0.06390261
#> Sigma[2,2] 7.458869 2.00001966 4.9780821 10.30364811
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05189289 0.01417462 0.03183704 0.06865667
#> Sigma[3,2] -4.35077118 1.07334792 -5.79855992 -2.95634745
#> Sigma[3,3] 2.80153393 0.60038513 1.99229534 3.57163693
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01541083 0.008158289 0.006390575 0.02656009
#> Sigma[4,2] -1.76528296 0.368456898 -2.186830732 -1.21646082
#> Sigma[4,3] 1.36374827 0.234038865 1.004527519 1.61050156
#> Sigma[4,4] 0.84665984 0.126418637 0.643713737 0.99807369
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.912185918 0.04735680 0.85046575 0.98302979
#> lag1_var2 0.053619094 0.02575453 0.01615424 0.08715005
#> lag1_var3 0.120207532 0.05949493 0.03318490 0.19872106
#> lag1_var4 -0.086539376 0.04261875 -0.14224149 -0.02274921
#> const 0.591881355 0.53385662 -0.19719602 1.19985095
#> exo1 0.004503875 0.09158954 -0.13889538 0.10269930
#> exo2 -0.108285248 0.05138423 -0.19297579 -0.05017096
#> exo3 0.022645272 0.05281095 -0.04125429 0.09670871
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.77746747 2.324992 -0.7985707 5.3678309
#> lag1_var2 -1.35675528 1.434947 -3.6283906 0.3278824
#> lag1_var3 -5.34537295 3.498053 -10.9138697 -1.4286866
#> lag1_var4 4.13575697 2.438642 1.4855048 7.9248786
#> const -10.63599735 33.198578 -51.6116415 41.1377670
#> exo1 4.00258558 3.171790 0.5900431 9.0406014
#> exo2 -0.88262985 2.077786 -4.3995709 1.3881571
#> exo3 -0.07691942 1.963096 -3.3779734 2.0061386
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.334631 1.1868220 -2.6821890 0.4288907
#> lag1_var2 1.195701 0.7447667 0.3519018 2.2598687
#> lag1_var3 3.587961 1.8445917 1.6464655 6.2868171
#> lag1_var4 -2.049869 1.2688802 -3.8786912 -0.6387590
#> const 5.995305 20.6802236 -23.0650908 35.4764453
#> exo1 -2.251730 1.7852790 -4.8939954 -0.2993200
#> exo2 -2.400683 1.2642195 -3.7468162 -0.3826711
#> exo3 1.005185 1.2824935 -0.7903965 2.7331498
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38131422 0.4846413 -1.12387054 0.2002903
#> lag1_var2 0.49158975 0.3154718 0.01572329 0.8887419
#> lag1_var3 0.97877814 0.7803104 -0.15460322 1.9838198
#> lag1_var4 0.19864573 0.5207813 -0.42862369 0.9940013
#> const -0.04168416 10.5561958 -12.68987880 17.0094102
#> exo1 -0.86306249 0.8838085 -2.06074286 0.2599174
#> exo2 -3.66187607 0.7406534 -4.56310085 -2.5006562
#> exo3 1.37133690 0.9211357 -0.13192648 2.3002874
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004073098 9.027706e-05 0.0003055438 0.0005511309
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002286336 0.0006251669 -0.003014379 -0.001528347
#> Sigma[2,2] 0.021269944 0.0051342264 0.013247301 0.027135940
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004414407 0.0005603555 -0.0003927352 0.001165902
#> Sigma[3,2] -0.0079783599 0.0035335935 -0.0118944629 -0.002555990
#> Sigma[3,3] 0.0275223552 0.0045965521 0.0211650563 0.032317453
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009847242 0.0003390957 -0.0015388311 -0.0006094013
#> Sigma[4,2] 0.0046039531 0.0025756149 0.0007365574 0.0077413857
#> Sigma[4,3] 0.0262511966 0.0058330746 0.0192311611 0.0348560156
#> Sigma[4,4] 0.0329770726 0.0069334917 0.0251995461 0.0433784881
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993198572 0.02931338 0.95177883 1.03415747
#> lag1_var2 -0.003007564 0.04249453 -0.06685261 0.05075171
#> lag1_var3 0.003419674 0.06952683 -0.09575986 0.09712775
#> lag1_var4 -0.004739984 0.06177985 -0.08791955 0.08296132
#> const 0.291348765 0.23096447 -0.04013342 0.61474941
#> exo1 -0.008947182 0.01550308 -0.02950288 0.01064210
#> exo2 -0.083449681 0.02087138 -0.11479322 -0.05973599
#> exo3 0.014932913 0.03092070 -0.02321810 0.05449262
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01581624 0.20283511 -0.33752414 0.1836583
#> lag1_var2 0.78647619 0.35212567 0.38957996 1.3368126
#> lag1_var3 0.31250592 0.62686798 -0.41521391 1.2801121
#> lag1_var4 -0.25855871 0.56289742 -1.12259559 0.3995870
#> const 1.90167341 1.13031998 0.61422716 3.6996498
#> exo1 0.05815023 0.09477712 -0.07670663 0.1779137
#> exo2 1.18821690 0.13575100 1.03958966 1.3774239
#> exo3 0.04319031 0.18395834 -0.18348217 0.2943687
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0714833504 0.1287758 -0.22978592 0.1166939
#> lag1_var2 0.3302238473 0.2634330 -0.01064755 0.6879830
#> lag1_var3 0.8085395559 0.4585657 0.18183903 1.3852826
#> lag1_var4 0.1203012653 0.4117700 -0.39926421 0.6738669
#> const 0.3976757108 1.2037675 -1.29571058 1.9708922
#> exo1 0.0006034637 0.1065286 -0.13104972 0.1643632
#> exo2 -1.0157305420 0.1436507 -1.19795517 -0.8149924
#> exo3 -0.0531041793 0.1516574 -0.21107928 0.1908773
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11708223 0.1618914 -0.2979376 0.1430766
#> lag1_var2 0.46379116 0.2040870 0.1557788 0.6990669
#> lag1_var3 0.39211768 0.3710632 -0.1677484 0.8233348
#> lag1_var4 0.60909679 0.3316652 0.2160176 1.1022081
#> const -0.36512720 1.8471725 -2.9293506 2.1403398
#> exo1 0.03927415 0.1254701 -0.1382732 0.2236592
#> exo2 -0.40052875 0.1733101 -0.6020355 -0.1629708
#> exo3 -0.03009796 0.2080179 -0.3360417 0.1958206
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003971675 0.001172296 0.002759666 0.005754443
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007941071 0.001129479 -0.0006904423 0.002362597
#> Sigma[2,2] 0.0105690901 0.003393955 0.0066258877 0.015764350
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003875996 0.005555216 -0.005335223 0.009327835
#> Sigma[3,2] -0.026542279 0.014290720 -0.050093793 -0.010494594
#> Sigma[3,3] 0.248651438 0.063239319 0.175216091 0.336403441
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004643244 0.005143682 -0.00358213 0.009731946
#> Sigma[4,2] -0.016970657 0.012323826 -0.03636583 -0.002640799
#> Sigma[4,3] 0.226445993 0.056283154 0.16155047 0.312758007
#> Sigma[4,4] 0.213285404 0.052269303 0.15422417 0.298012855
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00508497 0.02777554 0.971743457 1.04503389
#> lag1_var2 -0.13840439 0.19171355 -0.417190081 0.11503629
#> lag1_var3 -0.26686450 0.24048756 -0.606484633 0.04072717
#> lag1_var4 0.26907608 0.24216609 -0.040528536 0.61207816
#> const -0.29158544 0.44934819 -0.806152139 0.23262433
#> exo1 0.07019937 0.04835010 0.004175749 0.13780145
#> exo2 -0.04286124 0.06362604 -0.125501415 0.04825989
#> exo3 0.02509193 0.03925221 -0.029876108 0.07191266
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09725696 0.05821212 -0.17060049 -0.01560539
#> lag1_var2 0.81037287 0.34745265 0.30916641 1.20811154
#> lag1_var3 0.09304297 0.48043885 -0.59556168 0.67985079
#> lag1_var4 -0.09088662 0.48027497 -0.66531625 0.59493667
#> const 2.36876388 0.77163340 1.55144849 3.64803101
#> exo1 -0.15331451 0.10085354 -0.30452915 -0.02331058
#> exo2 0.07571356 0.11214375 -0.07803451 0.23874162
#> exo3 -0.03416297 0.07765192 -0.14449510 0.05949979
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7381039 0.2412185 0.3984186 1.04744740
#> lag1_var2 -0.9113083 1.1348979 -2.6203900 0.44699148
#> lag1_var3 -0.5953308 1.7089852 -3.1762512 1.53442452
#> lag1_var4 1.4281325 1.7058500 -0.6772661 4.02219765
#> const -4.2574125 2.8610618 -7.4351975 -0.02759103
#> exo1 0.6988070 0.5151990 0.1227479 1.48863474
#> exo2 -0.3511738 0.4670925 -1.1009050 0.09621659
#> exo3 0.1654074 0.3409225 -0.2376545 0.69029697
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6599723 0.2146428 0.378333376 0.9595052
#> lag1_var2 -0.4852271 0.9689835 -2.039795414 0.7003333
#> lag1_var3 -0.8742741 1.4803063 -3.246134969 0.8701901
#> lag1_var4 1.7181772 1.4770083 0.003797668 4.0845389
#> const -3.1687049 2.5212080 -6.450313708 0.3367746
#> exo1 0.5676681 0.4824886 0.006512926 1.3131104
#> exo2 -0.2904940 0.4191431 -0.954967804 0.1491235
#> exo3 0.1257349 0.3029451 -0.196106604 0.6198177
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001557758 0.0002425339 0.001318269 0.001915071
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00114376 0.004967132 -0.006917879 0.007309299
#> Sigma[2,2] 0.35768716 0.102923471 0.240077651 0.495718783
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01237364 0.009456589 -0.0270342 -0.001197135
#> Sigma[3,2] -0.36537166 0.173711672 -0.6578262 -0.174538206
#> Sigma[3,3] 1.54912171 0.287748271 1.2457519 1.950263515
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01363867 0.007404115 -0.02479025 -0.004015356
#> Sigma[4,2] -0.16659135 0.155830052 -0.40760003 0.031866895
#> Sigma[4,3] 1.43445652 0.223196091 1.18140938 1.751230894
#> Sigma[4,4] 1.43814072 0.189046909 1.18333311 1.683195209
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98597791 0.02421083 0.9546269300 1.01896191
#> lag1_var2 0.02787186 0.05236853 -0.0574144754 0.08595363
#> lag1_var3 0.03516267 0.09279495 -0.1149284200 0.13941351
#> lag1_var4 -0.03553483 0.08768910 -0.1337870235 0.10630205
#> const 0.36234318 0.38587316 -0.0424854919 0.91654707
#> exo1 0.03610483 0.03040063 0.0050571105 0.08543271
#> exo2 -0.06625036 0.02214621 -0.1006585653 -0.03966916
#> exo3 0.02667892 0.02243899 0.0006570006 0.06440410
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2533047 0.3139384 -0.7072677 0.1490707
#> lag1_var2 1.1817713 0.4680054 0.4457133 1.7452375
#> lag1_var3 0.7108105 0.7386132 -0.4805460 1.5892055
#> lag1_var4 -0.6459865 0.6957631 -1.4885410 0.4606165
#> const 4.1431609 6.9300109 -3.0375892 14.1576233
#> exo1 -0.8129190 0.4676804 -1.5045952 -0.1566121
#> exo2 0.6047236 0.4441398 0.0790999 1.2345299
#> exo3 0.6332165 0.5917380 -0.3290464 1.1929406
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5361859 0.5362306 -0.07930309 1.2667454
#> lag1_var2 -1.1419624 1.3852318 -3.17220190 0.5407976
#> lag1_var3 -1.0450704 2.3940558 -4.45459648 1.9036993
#> lag1_var4 1.8429006 2.2509540 -0.94730752 5.0475406
#> const -2.5602128 7.1080215 -12.76723877 4.1603474
#> exo1 0.6710867 1.6566007 -1.74156113 2.6571041
#> exo2 -0.0556670 1.4834624 -2.43928011 1.7143967
#> exo3 -3.6166376 1.1777444 -5.23004554 -2.0947558
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4498643 0.5193683 -0.2144837 1.2028428
#> lag1_var2 -0.9321984 1.4310751 -2.9314940 0.9104093
#> lag1_var3 -1.4421572 2.4715244 -4.8606340 1.6632843
#> lag1_var4 2.2872533 2.3226549 -0.6399204 5.5065145
#> const -2.2445607 5.4315426 -10.0887076 4.5344078
#> exo1 0.2237840 1.5927728 -2.0859265 2.1467847
#> exo2 0.2722297 1.6121863 -2.3591710 2.1268561
#> exo3 -3.4630877 1.2681653 -4.9620522 -1.6506840
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001811403 0.0005439349 0.001156129 0.002673549
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0264896 0.01001418 -0.0420513 -0.01391598
#> Sigma[2,2] 0.8233000 0.23016948 0.5135004 1.14884260
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02484745 0.01272228 0.007214822 0.04254629
#> Sigma[3,2] -0.75163792 0.24143647 -1.052685415 -0.38705451
#> Sigma[3,3] 1.04830023 0.25443379 0.695819970 1.37030341
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00992619 0.009184821 -0.001597462 0.02426825
#> Sigma[4,2] -0.27961828 0.159423827 -0.512052666 -0.08292732
#> Sigma[4,3] 0.65747559 0.148665273 0.467776466 0.87304875
#> Sigma[4,4] 0.54269751 0.081094367 0.445655788 0.66571157
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09925717 0.02764598 1.06703738 1.139297982
#> lag1_var2 -0.15650952 0.10465488 -0.30624707 -0.011163288
#> lag1_var3 -0.26563768 0.17959548 -0.52548024 -0.015508347
#> lag1_var4 0.22441219 0.17208300 -0.01684597 0.473303533
#> const -0.23793215 0.44893275 -0.86533938 0.270980430
#> exo1 0.02493377 0.03377487 -0.00808494 0.077942204
#> exo2 -0.05275307 0.03410543 -0.08848379 0.001044821
#> exo3 0.01068473 0.03392291 -0.03459801 0.054943772
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5545979 0.5877327 -2.28762703 -0.7442803
#> lag1_var2 5.0266755 1.8965570 2.80920156 8.0014702
#> lag1_var3 7.0201847 3.2189505 3.26507479 12.1483607
#> lag1_var4 -6.5714097 3.0902215 -11.54515952 -3.0126938
#> const 17.3047369 8.8933433 7.02168062 30.3292719
#> exo1 0.1911780 0.6224068 -0.84471816 0.8915684
#> exo2 1.0144845 0.8682074 0.08158783 2.4046556
#> exo3 -0.5835382 0.9426024 -2.07259495 0.3426877
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.85800449 0.5140059 1.1949452 2.5913474
#> lag1_var2 -3.10274080 1.8739031 -6.3617493 -1.2846248
#> lag1_var3 -4.38728367 3.2243897 -10.0418869 -1.2100004
#> lag1_var4 4.71977666 3.1293469 1.6512232 10.2126549
#> const -11.79019867 9.0667545 -23.9454195 0.7421341
#> exo1 -0.07375055 0.5415906 -0.9034379 0.6313476
#> exo2 -0.69598291 1.0193631 -2.0618153 0.8362464
#> exo3 0.73955547 1.3971925 -0.9890165 2.7334790
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95893905 0.2971169 0.5779746 1.3954909
#> lag1_var2 -0.36521088 1.1939299 -2.0556408 0.9327051
#> lag1_var3 -0.63988274 2.0676800 -3.5708765 1.6296588
#> lag1_var4 1.25097540 1.9964911 -0.9531089 4.0985696
#> const -2.87483033 5.1477605 -9.1551032 4.2410840
#> exo1 0.03367576 0.4433020 -0.5574730 0.6450382
#> exo2 -0.06923964 0.7210543 -0.7808531 1.0709591
#> exo3 0.40923194 1.0934490 -1.1403558 1.6516221
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01696156 0.00341683 0.01177067 0.02148258
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002757998 0.01021074 -0.01363501 0.01295247
#> Sigma[2,2] 0.119471582 0.03194942 0.08565456 0.16530334
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00260199 0.01631377 -0.02361832 0.02105127
#> Sigma[3,2] -0.12457749 0.02573881 -0.16084309 -0.08597280
#> Sigma[3,3] 0.28067999 0.05074976 0.22135378 0.34951633
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005856697 0.01318148 -0.01879767 0.01879123
#> Sigma[4,2] -0.0603327740 0.01805706 -0.07891567 -0.02932666
#> Sigma[4,3] 0.2330692330 0.04905186 0.18471558 0.30562020
#> Sigma[4,4] 0.2226259223 0.05197647 0.17125717 0.30494638
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94980801 0.04885424 0.89383735 1.03005829
#> lag1_var2 0.30332544 0.11691586 0.10527985 0.44603130
#> lag1_var3 0.54374911 0.22573088 0.18009192 0.82212339
#> lag1_var4 -0.53443917 0.22000815 -0.81187123 -0.18519897
#> const 0.95770060 1.07128353 -0.24352033 2.36060469
#> exo1 0.06246952 0.11098945 -0.06250587 0.23763394
#> exo2 -0.16147115 0.09073338 -0.28517013 -0.04714935
#> exo3 0.13630818 0.17459464 -0.12881271 0.35127010
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1580546 0.1494146 -0.02382335 0.3412892
#> lag1_var2 0.1924322 0.4638212 -0.49559763 0.6957310
#> lag1_var3 -1.1083505 0.8319983 -2.39171485 -0.2073090
#> lag1_var4 1.1032853 0.8077839 0.24105641 2.3453879
#> const -1.6494956 2.3201232 -4.96143304 0.9131611
#> exo1 -0.0894198 0.1759188 -0.30175017 0.2035622
#> exo2 0.5513700 0.2861252 0.18071431 0.9681590
#> exo3 3.2202616 0.1632672 3.00576800 3.4449670
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4874535 0.2364807 -0.8406059 -0.1864745
#> lag1_var2 2.5312803 0.6309008 1.7272821 3.4566208
#> lag1_var3 4.6892547 1.0976708 3.2592494 6.2504038
#> lag1_var4 -3.7378672 1.0680110 -5.2659124 -2.3732959
#> const 10.3833187 3.5784251 5.4546315 15.3213088
#> exo1 0.2965030 0.3540160 -0.1018475 0.8312708
#> exo2 2.7365693 0.4060634 2.0332932 3.1424891
#> exo3 -4.4465278 0.3954957 -5.0270767 -3.9030682
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4517706 0.1906605 -0.7416710 -0.2002061
#> lag1_var2 2.5654891 0.5338174 1.8209251 3.2398387
#> lag1_var3 3.8300293 0.9519462 2.4457735 5.0450150
#> lag1_var4 -2.8525251 0.9308426 -4.0103375 -1.4769826
#> const 8.5980949 3.1589975 3.7805660 12.3567405
#> exo1 0.2713340 0.3898623 -0.2016811 0.8487875
#> exo2 3.4448399 0.3629040 2.9314403 3.9338590
#> exo3 -2.9045828 0.4580978 -3.5413333 -2.2501999
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001301302 0.0001953138 0.001055454 0.001584243
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002022613 0.002070015 -0.0008221247 0.004577559
#> Sigma[2,2] 0.098353847 0.017441176 0.0788902968 0.123806385
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007905676 0.003565528 0.003983627 0.013455986
#> Sigma[3,2] -0.038084036 0.022663096 -0.066431656 -0.003714826
#> Sigma[3,3] 0.392901504 0.107976647 0.263988277 0.558798871
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009664652 0.004042578 0.003969337 0.01548712
#> Sigma[4,2] 0.017247188 0.022573971 -0.004422701 0.05211840
#> Sigma[4,3] 0.393278402 0.112483793 0.261267076 0.56111912
#> Sigma[4,4] 0.426342698 0.119144691 0.287129549 0.59618810
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99794070 0.02938145 0.96852295 1.04152032
#> lag1_var2 -0.03477513 0.05825922 -0.12172660 0.03248255
#> lag1_var3 -0.06587313 0.11073290 -0.23397616 0.04690533
#> lag1_var4 0.06323433 0.10091407 -0.03937225 0.21638781
#> const 0.22157159 0.34106349 -0.23982505 0.65839376
#> exo1 0.02566952 0.04687228 -0.03208685 0.08853514
#> exo2 -0.05163024 0.05533705 -0.11148580 0.02721926
#> exo3 0.01912130 0.02405713 -0.00822650 0.05302700
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1630213 0.3908131 -0.71436445 0.3890700
#> lag1_var2 1.3793310 0.9090432 0.06761769 2.5646543
#> lag1_var3 1.0565012 1.7141508 -1.43153656 3.1815369
#> lag1_var4 -1.0121024 1.5895285 -2.99407490 1.3027742
#> const 2.9893108 4.5980913 -2.88426031 9.7954871
#> exo1 -0.5266230 0.2315872 -0.80668854 -0.1634306
#> exo2 2.1658714 0.2274313 1.82905304 2.4407193
#> exo3 -0.1553744 0.4016335 -0.70469913 0.4548640
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84032877 0.4728221 0.4012604 1.6860909
#> lag1_var2 -2.19536081 1.3136747 -4.4590756 -0.8988837
#> lag1_var3 -2.76834873 2.4550553 -7.0588788 -0.5078094
#> lag1_var4 3.53489310 2.2603001 1.4562018 7.4697329
#> const -8.82069775 4.7928930 -15.3824559 -1.5826599
#> exo1 -0.28562089 0.4927374 -0.8155949 0.4205046
#> exo2 -0.09540245 0.7104489 -1.3164423 0.6499414
#> exo3 1.39680797 0.6243740 0.3757782 2.0788729
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8282793 0.4954965 0.34371811 1.6562555
#> lag1_var2 -1.8569118 1.6332437 -4.39246536 0.1206865
#> lag1_var3 -2.9267464 2.9904141 -7.62983305 0.6297341
#> lag1_var4 3.7225382 2.7639665 0.43581648 8.0484262
#> const -9.4547153 4.1536398 -15.56256450 -3.7912343
#> exo1 -0.5958853 0.5317954 -1.14015796 0.2604675
#> exo2 1.2804455 0.7233886 0.06263268 2.0144584
#> exo3 1.4462607 0.5116459 0.61899103 2.0579695
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002531695 0.0005256664 0.0019121 0.003357962
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009488948 0.005614011 -0.01804781 -0.001952104
#> Sigma[2,2] 1.105178158 0.178232239 0.90216473 1.359335762
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005570282 0.00325186 0.0009528746 0.01048558
#> Sigma[3,2] -0.590517988 0.08725642 -0.7130211804 -0.49911743
#> Sigma[3,3] 0.336006939 0.04655301 0.2931143530 0.41131322
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001085553 0.001222716 6.920378e-06 0.003007845
#> Sigma[4,2] -0.057464580 0.022359058 -9.020436e-02 -0.030768900
#> Sigma[4,3] 0.054196020 0.013790992 3.630899e-02 0.075140589
#> Sigma[4,4] 0.030039658 0.005606001 2.363819e-02 0.038789080
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.961551742 0.04432724 0.89465431 1.01633206
#> lag1_var2 -0.004870868 0.09091928 -0.15362383 0.10657442
#> lag1_var3 -0.029118958 0.18331108 -0.32224938 0.20042472
#> lag1_var4 0.043828424 0.17444230 -0.17570358 0.32466602
#> const 0.109578189 0.69764884 -0.60866964 1.31911209
#> exo1 0.028488794 0.03543153 -0.02404329 0.07550385
#> exo2 -0.001092480 0.03644657 -0.05000367 0.04667135
#> exo3 0.033045221 0.04976735 -0.04770938 0.08150416
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.26224882 1.0125657 -0.1301536 2.6063678
#> lag1_var2 -2.75247193 1.5255983 -4.6646208 -0.6862798
#> lag1_var3 -7.08729049 3.0851805 -10.9361398 -2.8925453
#> lag1_var4 6.74974304 2.7262502 2.9901684 10.0454916
#> const -11.50910116 13.0396334 -29.6509559 8.0691087
#> exo1 -0.05567396 0.6696892 -0.9194432 0.9082013
#> exo2 0.25651529 1.0090603 -0.7266135 1.9557885
#> exo3 -0.53651755 0.7930609 -1.6591862 0.5505671
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.87650397 0.4553327 -1.5231227 -0.3119961
#> lag1_var2 2.34168578 0.5539580 1.6144108 3.0689143
#> lag1_var3 5.38126964 1.1359547 3.8611259 6.8820385
#> lag1_var4 -4.17156311 0.9781536 -5.4140892 -2.8516458
#> const 9.06109527 7.0355907 -2.0207637 17.9053118
#> exo1 0.08043746 0.3385466 -0.4118452 0.5137484
#> exo2 -0.24676421 0.5774798 -1.1257567 0.4679948
#> exo3 0.55563821 0.4808972 -0.1221257 1.2090006
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32401524 0.1437988 -0.52069474 -0.1073309
#> lag1_var2 0.79273511 0.3160475 0.41263497 1.2497183
#> lag1_var3 1.48489959 0.6351930 0.72043056 2.4129396
#> lag1_var4 -0.37909666 0.5870669 -1.23653447 0.3194069
#> const 1.95599106 1.8111955 -0.75985262 4.4510561
#> exo1 0.06665061 0.0849934 -0.03595675 0.1886365
#> exo2 -0.14216615 0.2335146 -0.43752894 0.1919171
#> exo3 0.33837432 0.1553309 0.12901448 0.5442036
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003332451 5.76677e-05 0.0002461771 0.0004087972
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003536484 0.00132467 -0.002127701 0.001524192
#> Sigma[2,2] 0.3189877104 0.06369630 0.252646450 0.414785428
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002047914 0.002926245 -0.006088449 0.002312928
#> Sigma[3,2] -0.625814556 0.132532078 -0.821897041 -0.490611262
#> Sigma[3,3] 1.748867527 0.352505654 1.301560109 2.223119207
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002403226 0.002613705 -0.005861385 0.001626653
#> Sigma[4,2] -0.497209351 0.114659088 -0.667747564 -0.364749561
#> Sigma[4,3] 1.517533931 0.316084044 1.118461466 1.950091337
#> Sigma[4,4] 1.339138963 0.284400653 0.989896395 1.743983920
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999008996 0.006910318 0.989824490 1.007742719
#> lag1_var2 -0.009150004 0.028409905 -0.051812575 0.022771696
#> lag1_var3 -0.033248832 0.058417935 -0.129944722 0.028656523
#> lag1_var4 0.030588357 0.057161051 -0.029367952 0.125476161
#> const 0.168911112 0.106781057 0.035286354 0.312682830
#> exo1 0.012627425 0.023948504 -0.021960678 0.042859771
#> exo2 -0.026434553 0.017254678 -0.050808226 -0.005416919
#> exo3 0.033285493 0.024523122 -0.008760743 0.053861904
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02724851 0.2195442 -0.37077797 0.2398437
#> lag1_var2 1.24752226 0.4991723 0.54736332 1.9598301
#> lag1_var3 1.20641355 1.1901009 -0.48706883 2.8381911
#> lag1_var4 -1.27015107 1.2003578 -2.92342264 0.4190636
#> const 4.88125872 3.8469718 -0.38407207 9.7983893
#> exo1 0.09876714 0.5114027 -0.56792703 0.8138514
#> exo2 0.55168190 0.4012703 0.08397785 1.1609292
#> exo3 0.36290828 0.4863715 -0.34984958 0.9315476
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2462282 0.5005991 -0.6908592 0.5914773
#> lag1_var2 2.1382278 1.1048640 0.4260196 3.4325183
#> lag1_var3 4.7922816 2.7355960 0.5455701 8.2065861
#> lag1_var4 -3.8522967 2.7739833 -7.3074280 0.5100388
#> const 7.8494619 9.5813883 -3.5651377 23.6397294
#> exo1 -0.9188977 1.2950222 -2.6159288 0.8424767
#> exo2 0.4043161 1.5387883 -1.8865629 2.2849329
#> exo3 0.3722305 1.0668348 -1.1399528 1.6419162
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2601548 0.4598537 -0.6116364 0.5297130
#> lag1_var2 2.6283197 1.0151874 1.1821867 3.9489115
#> lag1_var3 5.1307988 2.4650121 1.4864862 8.4884659
#> lag1_var4 -4.2020418 2.4903116 -7.5975313 -0.4497272
#> const 9.2613012 8.8115697 -1.1292404 23.5396117
#> exo1 -0.9097482 1.1780335 -2.6032819 0.5975463
#> exo2 0.7083550 1.4632446 -1.4489783 2.5697684
#> exo3 0.5696712 0.9308230 -0.8019074 1.6150979
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006878513 0.0001329273 0.0005496109 0.0008969574
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008485926 0.002187688 -0.01212726 -0.006198693
#> Sigma[2,2] 0.425500934 0.082681210 0.30698569 0.531564660
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008115401 0.001886805 0.005834273 0.01081367
#> Sigma[3,2] -0.367776454 0.051400568 -0.423815312 -0.28448821
#> Sigma[3,3] 0.570519758 0.108841812 0.429524208 0.72288702
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002629325 0.001610895 0.0005744588 0.004840512
#> Sigma[4,2] -0.087988132 0.044152846 -0.1412647558 -0.020955353
#> Sigma[4,3] 0.340558385 0.115251954 0.2175565810 0.520820464
#> Sigma[4,4] 0.295265594 0.104202372 0.1885792201 0.452203761
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010251897 0.02344506 0.98372400 1.048926237
#> lag1_var2 0.001124977 0.07448459 -0.10461283 0.100266253
#> lag1_var3 -0.028666521 0.11248133 -0.18701116 0.116262274
#> lag1_var4 0.018861749 0.10568843 -0.11643638 0.167484442
#> const 0.360419952 0.24643080 -0.03166376 0.645169693
#> exo1 -0.015459100 0.02144109 -0.04812932 0.009352654
#> exo2 -0.041966250 0.04815480 -0.08843618 0.030352305
#> exo3 0.054801191 0.02352786 0.02164211 0.086052056
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14659986 0.4964955 -0.8889996 0.4065131
#> lag1_var2 1.26887355 1.2518969 -0.7546590 2.5217653
#> lag1_var3 1.01166391 1.9383635 -2.0678227 3.0029911
#> lag1_var4 -0.97606665 1.8457884 -2.9281984 1.9125122
#> const 3.18419042 7.0585713 -6.4488785 13.2925654
#> exo1 -0.03426911 0.5911810 -0.8959754 0.6175561
#> exo2 0.25197762 0.8293372 -0.9976696 1.1844784
#> exo3 0.59279431 0.9108125 -0.4399699 1.9496230
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53158481 0.8261486 -0.38323076 1.7478216
#> lag1_var2 -0.54728534 1.4901864 -2.86596809 0.9537589
#> lag1_var3 -0.28109768 2.3725134 -4.01688809 2.0511254
#> lag1_var4 1.07981330 2.1905115 -1.14600789 4.5266571
#> const -1.42417636 9.9124281 -13.29149275 13.0637881
#> exo1 0.89127560 0.7989775 -0.08899002 2.0183760
#> exo2 -0.06457135 0.9512418 -1.43403129 1.0574178
#> exo3 0.36356132 0.7681552 -0.77395646 1.2605142
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.448828241 0.8306273 -0.35688589 1.760695
#> lag1_var2 0.030535363 1.4110835 -2.28381858 1.417630
#> lag1_var3 -0.006423908 2.1716290 -3.48381485 2.157131
#> lag1_var4 0.845143700 1.9608081 -1.10202547 4.013671
#> const -0.759685541 7.5747598 -11.52146390 8.550526
#> exo1 0.907218967 0.6051460 0.22951474 1.886831
#> exo2 0.128021265 0.6153337 -0.72458986 1.020254
#> exo3 0.822265800 0.5623453 -0.08754064 1.408678
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002331895 0.000473507 0.001665173 0.002912519
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003985662 0.001563403 -0.006099233 -0.001881388
#> Sigma[2,2] 0.038531600 0.007919549 0.026807576 0.049909988
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006487708 0.001559822 -0.008569364 -0.004399918
#> Sigma[3,2] 0.003938351 0.006280444 -0.004291656 0.012475903
#> Sigma[3,3] 0.044221099 0.008166663 0.035159213 0.056732484
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01006548 0.001963977 -0.01288243 -0.007706772
#> Sigma[4,2] 0.03719121 0.009210555 0.02264030 0.047275181
#> Sigma[4,3] 0.04827960 0.008707244 0.03712098 0.059887273
#> Sigma[4,4] 0.08118631 0.011874992 0.06477701 0.096931417
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90571505 0.03772384 0.85059976 0.95416061
#> lag1_var2 0.13530820 0.14608875 -0.04001180 0.32827800
#> lag1_var3 0.20401738 0.18251585 -0.01064937 0.45632871
#> lag1_var4 -0.19049243 0.17719204 -0.43075335 0.01865659
#> const 0.90360272 0.31404371 0.54436911 1.41515449
#> exo1 0.01662388 0.05286574 -0.04414971 0.09629074
#> exo2 -0.07571584 0.02513362 -0.11118379 -0.04313553
#> exo3 0.01173386 0.04676959 -0.04555899 0.08308258
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3561226 0.20061768 0.17589159 0.6821623
#> lag1_var2 -0.1167551 0.55359421 -0.93956037 0.6152124
#> lag1_var3 -1.4011840 0.74553184 -2.57217991 -0.4452792
#> lag1_var4 1.3293156 0.72783649 0.39587778 2.4555824
#> const -1.4610160 2.26025474 -4.70296914 1.1908331
#> exo1 0.1387472 0.05811122 0.05220693 0.2130118
#> exo2 0.1292189 0.09343390 -0.01696709 0.2415007
#> exo3 -0.0877031 0.15509157 -0.30750968 0.1244727
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44788122 0.1540460 0.1801462 0.6001815
#> lag1_var2 -0.13713545 0.6328124 -0.9776382 0.7481322
#> lag1_var3 0.54837816 0.7580218 -0.4502162 1.5958407
#> lag1_var4 0.35709551 0.7472076 -0.6668895 1.3507912
#> const -1.63828177 2.1043210 -4.7555539 1.2097922
#> exo1 -0.14562721 0.2333218 -0.5116055 0.1668486
#> exo2 -0.96216611 0.2247365 -1.2355015 -0.6918197
#> exo3 -0.06759299 0.1758363 -0.3064859 0.1583628
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77494759 0.2336089 0.4460748 1.1007526
#> lag1_var2 -0.58081096 1.0009701 -1.9212911 0.8200623
#> lag1_var3 -1.04919245 1.2349404 -2.7703318 0.6072927
#> lag1_var4 1.90624635 1.1991285 0.2795505 3.5576889
#> const -4.46003356 2.2518572 -6.9808322 -1.1018798
#> exo1 -0.02849128 0.2607745 -0.4536830 0.3082139
#> exo2 -0.86741194 0.1921198 -1.1384493 -0.6394356
#> exo3 -0.13345712 0.2020896 -0.4088204 0.1231693
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006758546 0.001561246 0.004420502 0.008645269
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002823895 0.002026165 -0.00531039 -0.0002511642
#> Sigma[2,2] 0.034809571 0.005639665 0.02817950 0.0415879641
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003553375 0.007963424 -0.01402678 0.007377465
#> Sigma[3,2] -0.065605666 0.009246377 -0.07766284 -0.054180982
#> Sigma[3,3] 0.281853605 0.042877100 0.22230446 0.339962497
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005664657 0.007525816 -0.01633712 0.004372988
#> Sigma[4,2] -0.046974843 0.008770442 -0.05894017 -0.035510803
#> Sigma[4,3] 0.252474567 0.041433859 0.19147305 0.306830370
#> Sigma[4,4] 0.233452999 0.039627110 0.17275224 0.283526292
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001944189 0.05400679 0.93868921 1.08075091
#> lag1_var2 -0.029036835 0.13218773 -0.20398824 0.15888272
#> lag1_var3 -0.023972502 0.20665388 -0.27020050 0.26836985
#> lag1_var4 0.023145046 0.20099961 -0.26255780 0.26278686
#> const 0.094029732 0.92200077 -1.18622686 1.06020572
#> exo1 0.003818284 0.07609879 -0.12851555 0.07767428
#> exo2 -0.084251853 0.08714726 -0.18540376 0.03894417
#> exo3 0.018318385 0.07644252 -0.07017636 0.13037634
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19181897 0.1126994 0.03598144 0.3493795
#> lag1_var2 0.04198519 0.3523237 -0.47766517 0.4416159
#> lag1_var3 -1.40168429 0.6366615 -2.29754022 -0.8375576
#> lag1_var4 1.38181028 0.6252887 0.81870864 2.2649728
#> const -2.59812132 2.3385251 -5.38561683 0.9447089
#> exo1 -0.03876476 0.1782182 -0.29183919 0.2133047
#> exo2 0.37457227 0.2656776 0.06055359 0.8018949
#> exo3 0.11388065 0.2836760 -0.30981350 0.4502733
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5934934 0.3931857 -1.0678966 -0.02336919
#> lag1_var2 1.1821275 1.3793113 -0.6742926 2.84091619
#> lag1_var3 3.5859115 2.4525178 0.5515051 6.44890930
#> lag1_var4 -2.5066520 2.4018801 -5.3210237 0.47194091
#> const 9.4357687 7.1519802 0.3961691 18.61678988
#> exo1 -0.3606029 0.4077145 -0.8770885 0.22730124
#> exo2 -0.6024892 0.7396201 -1.7020034 0.11133832
#> exo3 0.3440963 0.3768103 -0.2201357 0.84009957
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4914449 0.3533204 -0.92984263 0.03625477
#> lag1_var2 0.9809802 1.2317781 -0.68900895 2.39838165
#> lag1_var3 2.4180186 2.1803478 -0.35274730 4.83541962
#> lag1_var4 -1.3248399 2.1326521 -3.70781968 1.39117313
#> const 6.7268416 6.2645266 -1.56327982 14.97313801
#> exo1 -0.4039415 0.3398710 -0.83043303 0.09276889
#> exo2 -0.4015962 0.6407864 -1.35652072 0.20919949
#> exo3 0.4265099 0.2807423 0.04430707 0.80869186
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002687431 4.611576e-05 0.0002080577 0.0003350875
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001392158 0.001835348 -0.003667459 0.001263828
#> Sigma[2,2] 0.595837093 0.172018934 0.443592795 0.882361814
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003213656 0.002278073 0.0005980826 0.006350281
#> Sigma[3,2] -0.287901682 0.139099627 -0.5037011977 -0.124907458
#> Sigma[3,3] 0.509419969 0.100538625 0.3881787021 0.642670377
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002576776 0.002351734 -0.0004474216 0.005629471
#> Sigma[4,2] 0.080926715 0.064745395 0.0061413028 0.185365641
#> Sigma[4,3] 0.355309632 0.091574132 0.2617744421 0.505474198
#> Sigma[4,4] 0.431265920 0.102640293 0.3074610478 0.587636949
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973372517 0.01818483 0.94856516 0.99705445
#> lag1_var2 0.037226432 0.04633722 -0.02705173 0.09638744
#> lag1_var3 0.060588411 0.07901496 -0.04946701 0.16500004
#> lag1_var4 -0.058496917 0.07568172 -0.15651113 0.04738541
#> const 0.526316652 0.25441452 0.14607309 0.82452916
#> exo1 -0.000423026 0.01168933 -0.01710837 0.01374538
#> exo2 -0.095788526 0.01676005 -0.12196461 -0.07488596
#> exo3 0.077172430 0.01986722 0.04761673 0.10347277
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6443949 0.6048651 -2.6445120 -1.0479012
#> lag1_var2 3.4778615 2.2094224 1.2079153 6.9379735
#> lag1_var3 4.5912166 3.5985093 0.8213063 10.2738336
#> lag1_var4 -4.0980803 3.5099833 -9.5827203 -0.4588032
#> const 10.8307612 7.8197448 2.9602458 22.4977420
#> exo1 -0.6939111 0.6511563 -1.5396311 0.2312740
#> exo2 0.9216652 0.8375133 -0.2691667 1.8837574
#> exo3 0.5937068 0.9129423 -0.7592099 1.6461761
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1756420 0.4580484 0.6339359 1.804540
#> lag1_var2 0.3924929 1.3843435 -1.2928268 2.389896
#> lag1_var3 0.9301196 2.2571345 -1.8690181 4.136295
#> lag1_var4 -0.5300985 2.1929363 -3.6654576 2.156880
#> const 5.8724630 7.1080002 -3.7533668 15.993047
#> exo1 0.4291763 0.5419857 -0.3125547 1.209242
#> exo2 -3.2528894 0.4315429 -3.7267911 -2.529959
#> exo3 0.3010619 0.8958861 -0.7668081 1.555100
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.859722e-01 0.3788192 -0.1564897 0.7700319
#> lag1_var2 2.346896e+00 1.1229391 0.8031414 3.7962501
#> lag1_var3 3.432280e+00 1.8761756 0.9043267 5.8442335
#> lag1_var4 -2.723705e+00 1.7793185 -5.0291044 -0.3177284
#> const 1.158816e+01 6.0045520 4.1179358 20.7711816
#> exo1 -6.304082e-05 0.4901801 -0.6501438 0.7364405
#> exo2 -2.841501e+00 0.4788806 -3.5125897 -2.1802839
#> exo3 6.902708e-01 0.7138062 -0.2071768 1.6594931
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001463027 0.0007015917 0.0007770298 0.002630753
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004747101 0.002496026 -0.008634629 -0.002093319
#> Sigma[2,2] 0.029276570 0.009199146 0.020037860 0.045089143
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001445091 0.0009504574 0.0003889395 0.002909486
#> Sigma[3,2] -0.012175925 0.0052353954 -0.0198479504 -0.005904542
#> Sigma[3,3] 0.013731224 0.0051129565 0.0093254364 0.021695054
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.202319e-05 0.0008548821 -0.0008700452 0.001230288
#> Sigma[4,2] -2.270485e-03 0.0041893800 -0.0088370629 0.001800428
#> Sigma[4,3] 1.060551e-02 0.0040043170 0.0074336642 0.017229433
#> Sigma[4,4] 1.125226e-02 0.0031762887 0.0079677645 0.016457886
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04315380 0.01894099 1.02330023 1.07325253
#> lag1_var2 -0.11217944 0.03251790 -0.13699153 -0.05471725
#> lag1_var3 -0.22655730 0.08141320 -0.34340951 -0.12321526
#> lag1_var4 0.21929503 0.07924096 0.11214169 0.32471035
#> const -0.03822392 0.18468748 -0.30932592 0.21305222
#> exo1 0.00296924 0.03240186 -0.02931268 0.05839509
#> exo2 -0.07493776 0.03633630 -0.12139598 -0.02870738
#> exo3 0.01962136 0.02551957 -0.01501624 0.05734050
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.118554926 0.1226785 -0.30962681 -0.03519598
#> lag1_var2 1.093824442 0.1187570 0.88921549 1.21805465
#> lag1_var3 1.018513584 0.2154012 0.67284185 1.22295498
#> lag1_var4 -0.874409527 0.2155648 -1.07303488 -0.51136969
#> const 2.532696274 1.6331225 0.61516242 4.65416656
#> exo1 -0.009457515 0.1790809 -0.25728722 0.22516390
#> exo2 0.537629611 0.1690017 0.33695937 0.78577311
#> exo3 0.290338650 0.2028944 0.07982727 0.62460775
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05852068 0.09093312 -0.06199329 0.18074629
#> lag1_var2 0.04202308 0.08962404 -0.07614783 0.17533234
#> lag1_var3 0.67304669 0.18848297 0.39327405 0.91574865
#> lag1_var4 0.17382181 0.18668813 -0.05238518 0.46658142
#> const 1.04567689 1.05407784 -0.29286562 2.40776901
#> exo1 0.07934742 0.12715674 -0.08994481 0.24297841
#> exo2 -0.48817883 0.14763992 -0.71884151 -0.34663981
#> exo3 -0.15621913 0.12271436 -0.35277693 -0.03738063
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009582536 0.06888159 -0.09909376 0.08371379
#> lag1_var2 0.229466042 0.06297282 0.15942318 0.32961660
#> lag1_var3 0.472036085 0.19049086 0.22348312 0.73169410
#> lag1_var4 0.473475892 0.17460826 0.22953395 0.70359239
#> const 0.394784474 0.77808046 -0.82422844 1.16014996
#> exo1 0.090592038 0.07859118 -0.02163605 0.18954473
#> exo2 -0.370120918 0.11851188 -0.52291973 -0.20616296
#> exo3 -0.067535180 0.08157183 -0.19405357 0.03519740
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001390673 0.0004278915 0.0009368497 0.002040942
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003157008 0.01336057 -0.02527406 0.008273907
#> Sigma[2,2] 2.519307648 0.46993654 1.97606443 3.117474010
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00563409 0.01150091 -0.004198265 0.02517027
#> Sigma[3,2] -1.86807533 0.39994251 -2.409071731 -1.44064832
#> Sigma[3,3] 1.59504890 0.35488383 1.169767255 2.09873195
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004884541 0.005591093 8.693033e-05 0.01422946
#> Sigma[4,2] -0.638066644 0.219903552 -9.166847e-01 -0.33399532
#> Sigma[4,3] 0.713483946 0.195551856 4.712291e-01 0.98217835
#> Sigma[4,4] 0.439959551 0.109268192 3.130233e-01 0.58961577
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99562109 0.02853072 0.96735353 1.03648891
#> lag1_var2 -0.02034182 0.04500399 -0.09032205 0.02350790
#> lag1_var3 -0.03782849 0.08691123 -0.17555420 0.04536841
#> lag1_var4 0.03297868 0.07577059 -0.04192237 0.15531644
#> const 0.39653403 0.21566067 0.13734614 0.71056070
#> exo1 0.01522129 0.02579060 -0.02067878 0.05028228
#> exo2 -0.05039358 0.03922973 -0.08660408 0.01760362
#> exo3 0.04918186 0.03287914 0.01217961 0.09751356
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4323928 0.9277029 -2.552880 -0.1818308
#> lag1_var2 3.1012164 1.3685000 1.588904 4.9728688
#> lag1_var3 4.4000455 2.6075324 1.511196 7.8792564
#> lag1_var4 -4.1057747 2.3138260 -7.177363 -1.4636994
#> const 22.9826423 12.7203987 4.462129 38.4822590
#> exo1 -2.6443434 1.1641640 -3.869610 -0.9873491
#> exo2 -2.6820402 2.4528644 -5.406288 1.3581058
#> exo3 -0.5659154 2.2916456 -3.914698 2.3934796
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9447943 0.7033664 -0.2261175 1.6061805
#> lag1_var2 -1.0283683 1.1086090 -2.3878354 0.7030757
#> lag1_var3 -1.1511900 2.1365239 -3.8643368 2.1013934
#> lag1_var4 1.9411366 1.8850041 -0.9097015 4.3590548
#> const -13.5964239 9.6616693 -29.3221365 -3.0872139
#> exo1 0.7602715 0.9433262 -0.5774079 1.9455233
#> exo2 1.1695716 1.6381444 -1.4722152 2.8866801
#> exo3 2.9965783 1.9261855 0.5280943 5.7568916
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1929232 0.4298572 -0.4911164 0.72280197
#> lag1_var2 0.2328703 0.7110941 -0.4915324 1.33705270
#> lag1_var3 0.4337960 1.3950259 -1.0416224 2.54267595
#> lag1_var4 0.5500592 1.2443229 -1.3095927 1.90905638
#> const -3.8522810 5.3850602 -12.6390044 1.61583580
#> exo1 -0.7631943 0.4875257 -1.3995515 -0.08665782
#> exo2 -0.1963778 0.5027284 -0.9286353 0.38346761
#> exo3 3.1262622 0.9474399 1.9476142 4.37034573
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004269174 0.001318132 0.003014474 0.00630931
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006490293 0.001895536 -0.009284591 -0.004161871
#> Sigma[2,2] 0.049575282 0.014051020 0.036480820 0.073645356
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005364731 0.001984419 0.002647157 0.00805154
#> Sigma[3,2] -0.041489935 0.011243527 -0.060818895 -0.03204695
#> Sigma[3,3] 0.040944991 0.011024809 0.032534013 0.05891466
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009865785 0.001082638 -0.0004362446 0.002449278
#> Sigma[4,2] -0.0082255967 0.003649453 -0.0140105086 -0.004702654
#> Sigma[4,3] 0.0134339859 0.004502424 0.0100952687 0.020816428
#> Sigma[4,4] 0.0083541050 0.002285620 0.0063574409 0.012223432
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91666392 0.04020774 0.85690898 0.96604239
#> lag1_var2 -0.13070725 0.20976754 -0.35709206 0.16365372
#> lag1_var3 -0.15758041 0.35139078 -0.52847063 0.37231918
#> lag1_var4 0.19093483 0.35246680 -0.34008764 0.56178836
#> const -0.21042564 0.79320147 -1.07063067 0.93977422
#> exo1 0.03705865 0.04856953 -0.02214161 0.11715505
#> exo2 -0.04469872 0.08645826 -0.15434138 0.08332797
#> exo3 0.13173919 0.07933984 0.02522574 0.24629439
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1967938 0.1496384 0.03491958 0.43315721
#> lag1_var2 0.9604943 0.6971463 -0.19104769 1.57975721
#> lag1_var3 0.7124453 1.0683482 -1.02698138 1.71946231
#> lag1_var4 -0.7071882 1.0497532 -1.70255808 0.99815029
#> const 1.8215065 3.0764154 -3.48936172 5.02252825
#> exo1 -0.1391753 0.1926694 -0.40433340 0.08337101
#> exo2 1.6427757 0.2236190 1.28801896 1.88706033
#> exo3 0.3807131 0.2211460 0.10248093 0.72991020
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19820163 0.1309733 -0.4232628 -0.07335415
#> lag1_var2 0.49195364 0.7032047 -0.1489561 1.61303764
#> lag1_var3 1.21022908 1.0843036 0.1476828 2.90938464
#> lag1_var4 -0.24019876 1.0651434 -1.9086038 0.81769406
#> const 2.47249880 2.8438976 -0.3987763 7.18467721
#> exo1 0.09218649 0.1959832 -0.1738806 0.33888909
#> exo2 -1.73535898 0.2187223 -1.9975742 -1.41912777
#> exo3 0.01750902 0.2281122 -0.2668094 0.30899061
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0758435270 0.04762258 -0.1448578 -0.01754872
#> lag1_var2 0.8497709313 0.27805858 0.5745181 1.26797281
#> lag1_var3 1.2853723604 0.44153886 0.7947867 1.91968543
#> lag1_var4 -0.2808242288 0.44041571 -0.8974355 0.20664521
#> const 2.2105061042 1.38104699 0.1441739 4.07912989
#> exo1 -0.0006248788 0.08006665 -0.1262758 0.08761706
#> exo2 -0.6867475165 0.09763356 -0.8119891 -0.55696450
#> exo3 0.3197481186 0.09674543 0.1929817 0.45097460
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004222274 0.0001321185 0.0002727623 0.0005974602
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001112608 0.001120595 -0.0004620745 0.002620718
#> Sigma[2,2] 0.268662641 0.067113922 0.1988376218 0.371659662
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007668289 0.0006624711 -0.001588145 0.000143425
#> Sigma[3,2] -0.1501261324 0.0385465508 -0.206796912 -0.106682694
#> Sigma[3,3] 0.0904780980 0.0234405158 0.062523376 0.124343573
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001976939 0.0003092427 -0.0006511148 0.0001754227
#> Sigma[4,2] -0.0045855398 0.0092021306 -0.0178743177 0.0071041790
#> Sigma[4,3] 0.0100149002 0.0072543763 0.0021011617 0.0207864460
#> Sigma[4,4] 0.0085907608 0.0029716495 0.0064360667 0.0134902895
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993884585 0.01701345 0.967713132 1.016224557
#> lag1_var2 0.019561133 0.04555631 -0.043635593 0.079411205
#> lag1_var3 0.017666268 0.08777511 -0.104270226 0.134132570
#> lag1_var4 -0.023590173 0.08318824 -0.133836369 0.092807379
#> const 0.323207992 0.17932346 0.124257972 0.590429249
#> exo1 0.016268686 0.01313330 -0.000599997 0.033881575
#> exo2 0.001089239 0.01866018 -0.018706335 0.029880593
#> exo3 -0.023155299 0.02698774 -0.060307036 0.009419219
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.61939771 0.2790387 -0.9913067 -0.2273468
#> lag1_var2 1.97603263 0.6047813 1.1780217 2.7892516
#> lag1_var3 2.10065173 1.1989683 0.4579215 3.7678229
#> lag1_var4 -1.94326088 1.1343842 -3.5615464 -0.4385438
#> const 5.73246885 3.9524796 0.6636212 11.1654403
#> exo1 0.12927472 0.4378876 -0.3349209 0.7873691
#> exo2 1.30965928 0.5601710 0.5752202 2.1829938
#> exo3 0.02030268 0.5683199 -0.8819380 0.7117193
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40398125 0.1331979 0.2251748 0.58814147
#> lag1_var2 -0.47721663 0.3091114 -0.8709478 -0.08368307
#> lag1_var3 -0.08593382 0.5933218 -0.8616498 0.71837657
#> lag1_var4 0.93585331 0.5607200 0.2003854 1.66519109
#> const -1.26120151 2.4426266 -4.3158757 2.06587163
#> exo1 -0.06414909 0.2735918 -0.5034178 0.17147876
#> exo2 -1.16287525 0.3209466 -1.7095592 -0.81121762
#> exo3 0.18336488 0.3008206 -0.2544498 0.56678338
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.051944393 0.04147741 -0.003912296 0.1157319
#> lag1_var2 0.294557019 0.10286838 0.187531560 0.4573434
#> lag1_var3 0.496835076 0.19170017 0.320951733 0.8016278
#> lag1_var4 0.475224633 0.18153853 0.189958363 0.6402007
#> const 0.135753168 0.82564314 -0.918974846 1.3403853
#> exo1 0.005577569 0.07419365 -0.106754624 0.0962138
#> exo2 -0.534079229 0.06986852 -0.641895852 -0.4477742
#> exo3 0.222636607 0.12408051 0.049231641 0.3843942
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008893947 0.0001933196 0.0006539411 0.001194751
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01165669 0.006089368 -0.02151546 -0.004039377
#> Sigma[2,2] 1.15449895 0.265920864 0.88172320 1.555915219
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008575461 0.003548981 0.004707514 0.0145550
#> Sigma[3,2] -0.662462343 0.158888240 -0.896687158 -0.5056681
#> Sigma[3,3] 0.469133065 0.087541533 0.369704041 0.5919280
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003336656 0.001370534 0.001730113 0.005269104
#> Sigma[4,2] -0.119484169 0.046206757 -0.193324894 -0.074029480
#> Sigma[4,3] 0.167146322 0.025763030 0.136184991 0.203838443
#> Sigma[4,4] 0.122378324 0.024324789 0.104467734 0.164936342
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.023265307 0.02995962 0.97992790 1.055789575
#> lag1_var2 -0.039258496 0.02962133 -0.06747253 0.013503774
#> lag1_var3 -0.068726111 0.06522121 -0.13366528 0.044085386
#> lag1_var4 0.055597372 0.06064614 -0.04704598 0.118031365
#> const 0.225619553 0.38226015 -0.09200441 0.824495369
#> exo1 0.009534911 0.02651819 -0.02695361 0.041914354
#> exo2 -0.161841920 0.03099611 -0.21498504 -0.133203556
#> exo3 -0.044053355 0.02729425 -0.08074558 -0.007925725
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7280144 1.1506239 -2.3720796 0.8387689
#> lag1_var2 2.7969782 2.0093014 -0.5072841 5.1954276
#> lag1_var3 4.4501680 4.2933131 -2.7265646 9.3745482
#> lag1_var4 -4.2246092 3.9031948 -8.5920845 2.3389238
#> const 8.7202018 10.6708626 -0.1756146 26.0599416
#> exo1 -0.4108004 0.7736766 -1.3770858 0.7020576
#> exo2 0.8348016 1.5887072 -1.4163948 3.0387440
#> exo3 -0.3597282 0.8166542 -1.5953208 0.4122959
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7142013 0.7836711 -0.1258355 1.9046883
#> lag1_var2 -1.4041250 1.1623981 -2.8635041 0.3806847
#> lag1_var3 -2.1704043 2.5062882 -5.1841620 1.7338708
#> lag1_var4 2.9481132 2.2841466 -0.6417940 5.6033250
#> const -5.9687176 8.6125841 -20.8629807 1.3370627
#> exo1 0.1732082 0.5001053 -0.5114575 0.8022269
#> exo2 -3.5853106 0.9717651 -4.7948794 -2.2531420
#> exo3 0.7608858 0.5753617 0.3261306 1.7377945
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39263696 0.3864003 -0.0497928 0.9435578
#> lag1_var2 -0.34426865 0.3913317 -0.8713938 0.1758173
#> lag1_var3 -0.61535517 0.8335195 -1.7756031 0.4759175
#> lag1_var4 1.53063942 0.7463477 0.5633450 2.5904368
#> const -3.74050547 4.3839131 -10.7279539 0.6887887
#> exo1 -0.01266608 0.2858776 -0.4620537 0.2749557
#> exo2 -3.39041023 0.3647944 -3.8389315 -2.8962308
#> exo3 0.65363863 0.2870839 0.2643694 1.1187416
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007760796 0.0001871683 0.0005609042 0.001086689
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02402299 0.007020057 -0.03489576 -0.01621763
#> Sigma[2,2] 1.96708809 0.262499610 1.69411531 2.34525103
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01347047 0.004584181 0.007997508 0.02008138
#> Sigma[3,2] -1.23416181 0.158251235 -1.430892303 -1.04410034
#> Sigma[3,3] 0.93122319 0.146593756 0.715393732 1.13401540
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001012686 0.002185187 -0.004328775 0.001990252
#> Sigma[4,2] -0.069387426 0.101365182 -0.205317669 0.063517697
#> Sigma[4,3] 0.219124700 0.089558656 0.087206141 0.336037382
#> Sigma[4,4] 0.199351877 0.054785987 0.127623783 0.273988424
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97784858 0.01172943 0.961154974 0.993646968
#> lag1_var2 0.03111776 0.02888085 -0.000841821 0.074752265
#> lag1_var3 0.04995691 0.04932658 -0.004892783 0.124933024
#> lag1_var4 -0.04749193 0.04776571 -0.118248297 0.005553357
#> const 0.41980702 0.30891976 0.132494612 0.948469586
#> exo1 0.01763527 0.02475614 -0.014363884 0.049328201
#> exo2 -0.06015532 0.03317354 -0.102531860 -0.018567152
#> exo3 0.03276644 0.03104897 -0.007530690 0.068556341
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6315504 0.6616516 -2.5688775 -0.8127424
#> lag1_var2 4.0455520 1.4242476 1.9633114 5.9185601
#> lag1_var3 5.2172632 2.4423477 1.6623857 8.4457325
#> lag1_var4 -4.7637415 2.2839325 -7.7797750 -1.3676153
#> const 14.3346722 13.4312208 -6.4241191 28.0186336
#> exo1 -1.4949897 1.1312726 -3.1465715 -0.1351621
#> exo2 1.5371490 1.1937113 -0.3867847 2.7458105
#> exo3 0.8654824 1.2407210 -0.9636298 2.2054492
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3378441 0.6308129 0.43471122 2.1390297
#> lag1_var2 -1.5129843 1.2722962 -3.11849943 0.3892472
#> lag1_var3 -1.5894621 2.1976007 -4.37104028 1.6838211
#> lag1_var4 2.1033413 2.0355704 -0.97699850 4.6309103
#> const -4.6690891 10.5009652 -14.40140585 11.4820000
#> exo1 1.0478094 0.7105211 0.08545039 2.0595215
#> exo2 -1.7493073 0.6544176 -2.47010253 -0.7332269
#> exo3 0.5562524 0.9789221 -0.47923724 2.1618047
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3977287 0.3295200 -0.06902668 0.7778320
#> lag1_var2 0.5720623 0.6534272 -0.28497485 1.4004705
#> lag1_var3 0.9707696 1.1431992 -0.54924370 2.4214729
#> lag1_var4 -0.1730763 1.0433029 -1.48938637 1.2034484
#> const 2.2460527 3.5983047 -2.88350106 7.2587169
#> exo1 0.1860334 0.3499777 -0.19069612 0.6504587
#> exo2 -0.8749205 0.4814758 -1.59971839 -0.1994912
#> exo3 1.1773082 0.4269779 0.60711199 1.8004175
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005811887 9.346516e-05 0.0004688301 0.0007198979
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01165204 0.002961333 -0.01579433 -0.007311641
#> Sigma[2,2] 0.53456346 0.130127844 0.34494764 0.680909108
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009864545 0.004405077 0.004928572 0.01679494
#> Sigma[3,2] -0.417649032 0.158223796 -0.623340475 -0.21954079
#> Sigma[3,3] 0.684861745 0.176524231 0.458692337 0.92867649
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003286943 0.00386220 -0.002121922 0.008787255
#> Sigma[4,2] -0.113260130 0.11690691 -0.270521621 0.055669811
#> Sigma[4,3] 0.472863316 0.11543303 0.315478879 0.628235838
#> Sigma[4,4] 0.436143864 0.09900716 0.303265879 0.564881442
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98081177 0.01223482 0.964053521 1.00023575
#> lag1_var2 0.02491812 0.04536865 -0.042345357 0.07516699
#> lag1_var3 0.03805760 0.08055098 -0.084196891 0.12626600
#> lag1_var4 -0.03683873 0.07770859 -0.121299425 0.08089581
#> const 0.40640375 0.13696356 0.256329062 0.61731013
#> exo1 0.01837209 0.02170576 -0.006505705 0.05122035
#> exo2 -0.05652928 0.02745566 -0.082713367 -0.01134934
#> exo3 0.06284889 0.01565206 0.042103872 0.08215810
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52487583 0.5691409 -1.3080727 0.303306
#> lag1_var2 0.95701924 1.6994449 -1.5541684 3.278051
#> lag1_var3 0.05530444 2.9882853 -4.3085444 4.185504
#> lag1_var4 0.15021255 2.8254205 -3.6757277 4.286668
#> const 1.12910079 4.7598155 -5.6024261 7.621923
#> exo1 -0.75317329 0.5228936 -1.5414388 -0.115369
#> exo2 0.42843718 0.6685651 -0.6145997 1.120104
#> exo3 -0.04300507 0.6312893 -0.7931722 1.000314
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3490836 0.5451564 -0.4834680 0.9985317
#> lag1_var2 2.7225130 1.2107398 1.3741978 4.5216205
#> lag1_var3 5.8486996 2.1548580 3.4476974 9.0895090
#> lag1_var4 -5.1881118 2.1411493 -8.3960357 -2.7761130
#> const 12.0203696 5.6285826 4.6779885 20.5661350
#> exo1 0.6573129 0.6492550 -0.1360259 1.5211514
#> exo2 -0.9463496 0.8676344 -1.9133884 0.4664346
#> exo3 0.2967307 0.4545769 -0.2873389 0.8369305
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03937884 0.3495625 -0.5250395 0.4153962
#> lag1_var2 3.20633999 1.1599861 1.4088553 4.6813319
#> lag1_var3 5.77881111 2.0706463 2.5982326 8.4289035
#> lag1_var4 -4.98168436 2.0900332 -7.7590429 -1.8924225
#> const 11.88287249 5.4653411 5.0469175 19.7565306
#> exo1 0.22635375 0.6180244 -0.4692466 1.1138874
#> exo2 -0.74398245 0.7347874 -1.7335447 0.1900762
#> exo3 0.28253806 0.4771363 -0.4080736 0.8431971
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003675513 0.0001337921 0.000252198 0.0005998059
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007667062 0.003260837 -0.01296107 -0.005179454
#> Sigma[2,2] 0.768019635 0.175658174 0.53094829 1.008489891
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005123256 0.002561764 0.002350167 0.009308481
#> Sigma[3,2] -0.620995179 0.175240380 -0.819477117 -0.368284548
#> Sigma[3,3] 0.656977732 0.202835953 0.394002789 0.919055684
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002676565 0.001582705 -0.001666881 0.002442491
#> Sigma[4,2] -0.1467365079 0.104229414 -0.286872595 -0.006889151
#> Sigma[4,3] 0.2862300242 0.115483772 0.167075804 0.471534443
#> Sigma[4,4] 0.2095284624 0.066761947 0.146768710 0.325013503
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99830314 0.01493099 0.97875940 1.0203937591
#> lag1_var2 0.01349946 0.03848291 -0.04390144 0.0668092379
#> lag1_var3 0.01217300 0.05817519 -0.07696732 0.0893181743
#> lag1_var4 -0.01704288 0.05505984 -0.08985440 0.0673607635
#> const 0.33551651 0.19352709 0.03647164 0.5499411615
#> exo1 -0.01181822 0.01512181 -0.03151889 0.0090389534
#> exo2 -0.02528758 0.01898509 -0.05048102 0.0008840043
#> exo3 0.04165927 0.01507762 0.02339500 0.0667704290
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4577246 0.4960125 -2.1831080 -0.9007733
#> lag1_var2 2.6500285 1.2240132 1.0582984 4.4964627
#> lag1_var3 3.1671432 1.8947732 0.6336128 6.0575616
#> lag1_var4 -2.6564257 1.8039444 -5.4115627 -0.2923754
#> const 9.2713616 5.6425106 -0.1693014 16.3593677
#> exo1 -0.5556627 0.9676501 -1.7470784 0.6949124
#> exo2 0.8163393 0.7522209 -0.1493762 1.8729712
#> exo3 0.8848182 0.8150886 0.1454214 2.2580577
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2130530 0.4066278 1.600762 2.6716362
#> lag1_var2 -3.6428061 1.1291000 -5.326196 -2.1628141
#> lag1_var3 -5.1672870 1.8037719 -7.791336 -2.8445648
#> lag1_var4 5.4161793 1.7353048 3.151247 7.9644948
#> const -13.4445186 5.2673391 -20.676955 -5.6934307
#> exo1 0.4754412 0.9025301 -0.834213 1.6682110
#> exo2 -0.9910491 0.6898054 -1.941052 -0.1850143
#> exo3 -0.4967011 0.6063865 -1.505676 0.1302827
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3668773 0.2213817 1.0532319 1.61951534
#> lag1_var2 -2.4775072 0.6759673 -3.3071574 -1.47222822
#> lag1_var3 -3.9697742 1.0670945 -5.2905844 -2.35708837
#> lag1_var4 4.5469907 1.0177012 2.9973206 5.83571564
#> const -9.9220526 2.3879859 -12.8819642 -6.46786062
#> exo1 0.1305145 0.4449894 -0.4441357 0.66721122
#> exo2 -0.4911014 0.3331178 -0.8942089 -0.01302457
#> exo3 0.0994644 0.3137565 -0.2712216 0.55392770
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002264432 7.676719e-05 0.0001553151 0.0003566399
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002641485 0.001261521 -0.004212584 -0.0006566578
#> Sigma[2,2] 0.774571126 0.251431524 0.522135956 1.1596871073
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001152788 0.0006315594 0.0001560219 0.001918647
#> Sigma[3,2] -0.386187687 0.1272590734 -0.5742481128 -0.250020966
#> Sigma[3,3] 0.202378186 0.0659171997 0.1299159435 0.305121591
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002653443 0.0002485246 -0.0005445037 9.946959e-05
#> Sigma[4,2] 0.0127657655 0.0214190707 -0.0131293332 4.201005e-02
#> Sigma[4,3] 0.0052494307 0.0091888685 -0.0067241030 1.586780e-02
#> Sigma[4,4] 0.0142720028 0.0032958130 0.0108937146 1.945420e-02
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9814155295 0.01546145 0.96147217 1.00186392
#> lag1_var2 0.0009115284 0.02005474 -0.02747274 0.02568471
#> lag1_var3 -0.0024272861 0.03902122 -0.05741221 0.04603239
#> lag1_var4 0.0046337899 0.03487522 -0.03884986 0.05318836
#> const 0.2655927289 0.15685994 0.03443569 0.45587508
#> exo1 -0.0220283101 0.01461728 -0.04370817 -0.00649420
#> exo2 -0.0416142947 0.02243493 -0.07365391 -0.01022638
#> exo3 0.0596428824 0.01356504 0.04388462 0.07726335
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.87043216 1.4761470 -2.5525458 1.3729907
#> lag1_var2 2.34871219 2.1390349 -0.6145717 4.9880310
#> lag1_var3 2.64943299 4.2841351 -3.2852636 7.8927504
#> lag1_var4 -2.41773092 3.7821995 -7.0098169 2.8638703
#> const 8.20154764 10.5681843 -6.3839557 21.6489041
#> exo1 -0.55179061 0.5237137 -1.0715590 0.2978158
#> exo2 4.37825777 0.5620467 3.8481743 5.2783177
#> exo3 0.05827108 0.7602922 -0.9383531 1.1932086
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.560896732 0.6989063 -0.4955111 1.3438058
#> lag1_var2 -0.840453525 1.0252882 -2.1173235 0.5847418
#> lag1_var3 -0.674862689 2.0543830 -3.2190623 2.1753590
#> lag1_var4 1.472645687 1.8233641 -1.0446226 3.7126951
#> const -2.838052265 5.8626618 -10.4442832 5.3180537
#> exo1 0.222983893 0.2971749 -0.2072139 0.5495413
#> exo2 -2.568246808 0.3043830 -3.0186794 -2.2351357
#> exo3 -0.003509344 0.3808273 -0.5061830 0.5566076
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0676305430 0.1451813 -0.1359470 0.23608161
#> lag1_var2 0.0180291036 0.1888608 -0.2022437 0.28632911
#> lag1_var3 0.0005964519 0.3687352 -0.4350952 0.52249790
#> lag1_var4 0.9703789444 0.3242431 0.5180576 1.34575200
#> const -0.5107466501 1.2886874 -2.3442977 0.96695372
#> exo1 -0.0754992190 0.1097014 -0.2494121 0.06370019
#> exo2 -0.5122844880 0.0948321 -0.6423767 -0.37337894
#> exo3 0.0002183867 0.1120995 -0.1793523 0.11120900
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006901433 0.001811683 0.004261767 0.009363102
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07250335 0.02011655 -0.09579417 -0.04259177
#> Sigma[2,2] 1.37001458 0.36147093 0.98872068 1.87808797
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06612547 0.01714199 0.03899069 0.08672901
#> Sigma[3,2] -1.05168116 0.27653066 -1.43010993 -0.68694889
#> Sigma[3,3] 1.18709256 0.34000596 0.78186376 1.71221075
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04101613 0.01287453 0.02455211 0.05766709
#> Sigma[4,2] -0.52531628 0.18786611 -0.76664495 -0.27596801
#> Sigma[4,3] 0.84046794 0.26296067 0.55778504 1.25174636
#> Sigma[4,4] 0.70673657 0.22511739 0.49431475 1.06165885
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94760893 0.03020678 0.90011840 0.98411154
#> lag1_var2 0.04245796 0.05168862 -0.01579488 0.11908377
#> lag1_var3 0.09800781 0.10720021 -0.03432107 0.26233490
#> lag1_var4 -0.07877867 0.09535237 -0.22492453 0.03910079
#> const 0.40161783 0.72978452 -0.71171542 1.35981888
#> exo1 0.02467128 0.11127718 -0.12567342 0.18298892
#> exo2 0.03038532 0.07551533 -0.07955110 0.12988821
#> exo3 0.06535383 0.11699325 -0.10447840 0.19959917
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3129831 0.4631688 -0.2834932 0.9432751
#> lag1_var2 0.5573958 0.6188583 -0.3351741 1.2374439
#> lag1_var3 -0.3965802 1.2520246 -2.2342635 0.9818699
#> lag1_var4 0.2568745 1.0785370 -0.9441182 1.8404686
#> const 1.5452950 10.1921745 -11.5643063 15.7244966
#> exo1 1.9516030 1.0905048 0.5056703 3.3910896
#> exo2 1.7432063 0.9572873 0.6780983 3.0955928
#> exo3 -0.3366429 1.4801363 -2.2771953 1.7369231
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7129167 0.4608005 -1.2923429 -0.03565335
#> lag1_var2 1.1136302 0.6051148 0.3788624 2.00055907
#> lag1_var3 3.3539886 1.2650308 1.7977117 5.28599767
#> lag1_var4 -2.1066525 1.1296588 -3.8593750 -0.72956023
#> const 4.7488245 8.9073639 -6.1816216 17.86613512
#> exo1 -1.1494860 1.4674877 -3.0206585 1.02089319
#> exo2 -2.0092968 1.0458219 -3.4867972 -0.60824158
#> exo3 0.1234326 1.4098590 -2.0125050 1.95804384
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.64153963 0.3442803 -1.0073718 -0.08531513
#> lag1_var2 1.17494483 0.5111664 0.5087653 1.87537751
#> lag1_var3 2.76311060 1.1351446 1.2196175 4.27268338
#> lag1_var4 -1.51576001 1.0291103 -2.8792540 -0.09003568
#> const 4.21393479 5.8828845 -2.1141962 12.92523701
#> exo1 -0.29596838 1.2431815 -1.9368220 1.61955113
#> exo2 -1.55880048 0.7940801 -2.6437161 -0.46650274
#> exo3 -0.02241592 0.9160993 -1.4761568 1.15775505
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005022037 0.001026056 0.003624386 0.006193029
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001789215 0.0007605506 -0.003049069 -0.001029404
#> Sigma[2,2] 0.005343052 0.0013254726 0.003912774 0.007046968
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001540585 0.002032784 -0.004766221 0.0006566473
#> Sigma[3,2] -0.008808250 0.003735254 -0.014109265 -0.0050810156
#> Sigma[3,3] 0.074224119 0.020721917 0.045632097 0.1006061991
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002706255 0.002264534 -0.005795494 2.362744e-05
#> Sigma[4,2] -0.005422231 0.003221351 -0.009862213 -1.857348e-03
#> Sigma[4,3] 0.069450495 0.019364271 0.042623459 9.496850e-02
#> Sigma[4,4] 0.066895854 0.018338857 0.041472675 9.155391e-02
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97995228 0.02877289 0.946913381 1.02404803
#> lag1_var2 0.04753598 0.19348223 -0.167207272 0.33852482
#> lag1_var3 0.11310944 0.29787933 -0.262269056 0.52533048
#> lag1_var4 -0.11363471 0.29823521 -0.525788442 0.26164753
#> const 0.54946999 0.73857570 -0.558393154 1.46820461
#> exo1 0.04291497 0.06199606 -0.008709013 0.15051231
#> exo2 -0.04281340 0.07881448 -0.171203807 0.04505252
#> exo3 -0.02439269 0.07565979 -0.105894215 0.09010125
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03812010 0.01639923 0.01148524 0.0540986
#> lag1_var2 0.45357635 0.22573860 0.09280503 0.7139619
#> lag1_var3 -0.12050991 0.31168416 -0.55330905 0.2921992
#> lag1_var4 0.11110776 0.30900087 -0.30269930 0.5369049
#> const 0.16580003 0.55294967 -0.70625841 0.8243234
#> exo1 0.01643227 0.06498662 -0.06083697 0.1129122
#> exo2 0.57918054 0.09315764 0.46346446 0.7332345
#> exo3 0.14515164 0.05648058 0.08162352 0.2345776
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34968619 0.08473521 -0.4406308 -0.228699855
#> lag1_var2 2.09093479 0.74709305 1.1170826 3.143275561
#> lag1_var3 3.23841421 1.23556674 1.5562057 4.934193936
#> lag1_var4 -2.25729390 1.23251179 -3.9438915 -0.580692205
#> const 8.17102855 2.20425122 5.0342054 10.930469034
#> exo1 -0.02690323 0.29559493 -0.4775166 0.219889901
#> exo2 -0.57342011 0.24737529 -0.8793107 -0.244116192
#> exo3 -0.29186161 0.21345247 -0.5725050 0.007668093
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29394686 0.08405281 -0.3956742 -0.17428379
#> lag1_var2 2.15034763 0.70553720 1.2359853 3.17524629
#> lag1_var3 2.77556077 1.21563893 1.3125295 4.49380407
#> lag1_var4 -1.79097406 1.21449323 -3.5025992 -0.33306067
#> const 6.93698670 2.15578745 3.7663521 9.26956759
#> exo1 -0.01251672 0.28347560 -0.4400684 0.26763566
#> exo2 -0.23077158 0.24409570 -0.4916935 0.13079899
#> exo3 -0.21149835 0.20194547 -0.4535859 0.09684013
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002765826 0.0005706583 0.002061849 0.003598932
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006821291 0.002925847 -0.01032437 -0.002162814
#> Sigma[2,2] 0.115812214 0.029513705 0.08233086 0.162451512
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003721714 0.002428395 -0.000310069 0.006075642
#> Sigma[3,2] -0.069722045 0.015474165 -0.092690834 -0.050911139
#> Sigma[3,3] 0.052056286 0.008442314 0.040661099 0.064135654
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002798984 0.001030374 -0.001802756 0.001002964
#> Sigma[4,2] -0.0023495058 0.002957882 -0.006240509 0.001922633
#> Sigma[4,3] 0.0119808684 0.003610948 0.007744030 0.017266060
#> Sigma[4,4] 0.0111489164 0.002740027 0.008611115 0.015393111
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980003259 0.03956961 0.92801809 1.03600704
#> lag1_var2 -0.060724970 0.13797926 -0.25614224 0.15346263
#> lag1_var3 -0.057655714 0.24865591 -0.40173972 0.32461573
#> lag1_var4 0.065003127 0.24578138 -0.30792551 0.41550611
#> const 0.134878610 0.59959481 -0.79073195 0.82963473
#> exo1 0.005950862 0.02986894 -0.03507472 0.04247377
#> exo2 -0.009409634 0.04243355 -0.06437955 0.05227238
#> exo3 0.026935672 0.05596842 -0.05391255 0.09095990
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2712098 0.3511480 -0.8296021 0.1300381
#> lag1_var2 1.2816398 0.9012821 -0.1154434 2.2941250
#> lag1_var3 0.7127105 1.6193919 -1.7254864 2.6772347
#> lag1_var4 -0.6603931 1.5929776 -2.5591381 1.7511506
#> const 3.3394978 5.1356123 -2.2250499 11.0637059
#> exo1 -0.3163889 0.2859703 -0.6729180 0.1245615
#> exo2 0.3370798 0.4930839 -0.2496071 1.0689894
#> exo3 0.2313096 0.3772431 -0.1832477 0.7878088
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1697615 0.2053030 -0.03198103 0.4877930
#> lag1_var2 0.1936518 0.7717730 -0.87515979 1.1722221
#> lag1_var3 1.1710383 1.3710723 -0.77281463 2.8835552
#> lag1_var4 -0.2517795 1.3586648 -1.94567076 1.6565078
#> const 0.6573441 3.5947445 -4.53330957 5.0665396
#> exo1 0.1913884 0.1562332 -0.03338918 0.3862714
#> exo2 -0.7814117 0.3233140 -1.25163436 -0.4028829
#> exo3 0.1176640 0.2603896 -0.24405284 0.4206156
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.019146305 0.05984630 -0.06254174 0.1043163
#> lag1_var2 0.702415826 0.39332896 0.12332425 1.1590945
#> lag1_var3 1.173894804 0.66670644 0.18380183 1.9721425
#> lag1_var4 -0.202106199 0.67065529 -1.00902509 0.7860407
#> const 1.146216679 1.22973096 -0.50003545 2.9210124
#> exo1 0.006480077 0.08861748 -0.10220949 0.1359013
#> exo2 -0.594773267 0.09304793 -0.70341816 -0.4525670
#> exo3 0.267590028 0.08900724 0.14496982 0.3804274
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001040189 0.0002323015 0.0007474147 0.001372063
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01019408 0.002378696 -0.01337313 -0.007305612
#> Sigma[2,2] 0.22772886 0.052108911 0.17997113 0.319135764
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008473509 0.004696477 0.001438247 0.01414995
#> Sigma[3,2] -0.185941463 0.063669227 -0.258187469 -0.09374263
#> Sigma[3,3] 0.693526245 0.156270421 0.489360770 0.90662558
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001046745 0.004428268 -0.005646034 0.006272182
#> Sigma[4,2] -0.019435773 0.052787272 -0.085335349 0.048914223
#> Sigma[4,3] 0.562035487 0.141141438 0.387361364 0.763682439
#> Sigma[4,4] 0.552417992 0.140094770 0.386068659 0.741418251
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988196417 0.009823323 0.97523595 1.00095284
#> lag1_var2 0.018751991 0.063410356 -0.06551119 0.09901030
#> lag1_var3 0.001805968 0.088496160 -0.11694467 0.11018740
#> lag1_var4 -0.003248681 0.089077565 -0.11238632 0.11566683
#> const 0.431276023 0.238852314 0.17558252 0.82506768
#> exo1 -0.011811778 0.023103989 -0.04043599 0.02260889
#> exo2 -0.097073497 0.053914120 -0.17892120 -0.03564007
#> exo3 -0.014976495 0.031360545 -0.04673216 0.02512650
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.185752266 0.2035924 -0.39659835 0.1255258
#> lag1_var2 1.072409822 1.1541025 -0.43540906 2.5630056
#> lag1_var3 0.822953787 1.6143971 -1.19582572 2.8698734
#> lag1_var4 -0.760912928 1.6016626 -2.77933043 1.2425894
#> const 1.076042793 4.4485641 -5.88534083 6.2005841
#> exo1 0.001760915 0.3003311 -0.47595681 0.3341230
#> exo2 0.419140956 0.7638813 -0.49550464 1.5073909
#> exo3 0.580455906 0.4393744 0.03153905 1.1865402
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37131769 0.2760135 -0.7502827 -0.04605918
#> lag1_var2 2.84850149 2.5255194 -0.6671473 6.01818661
#> lag1_var3 4.45801324 3.5926312 -0.5663607 9.04990080
#> lag1_var4 -3.52896914 3.5753382 -8.1222367 1.42913471
#> const 14.23768723 6.6835654 5.9811354 24.42707450
#> exo1 0.18296077 0.7395069 -0.6357104 1.30269831
#> exo2 0.09208996 0.9470151 -1.4173630 1.29038483
#> exo3 -0.37504801 0.5543079 -1.2774431 0.19331218
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4791982 0.2012392 -0.8041470 -0.2590049
#> lag1_var2 3.3645173 2.2675446 -0.2167797 6.0351729
#> lag1_var3 4.6938694 3.2210458 -0.3956140 8.3941836
#> lag1_var4 -3.7109598 3.2029426 -7.4300678 1.3273302
#> const 13.6688886 4.3562660 8.3608996 20.5976225
#> exo1 0.1775779 0.7109256 -0.6697171 1.2913755
#> exo2 0.3907796 0.5807642 -0.4395800 1.1338672
#> exo3 0.0406789 0.4907578 -0.6026133 0.6778876
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00181256 0.0004430325 0.001294304 0.002464601
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003706886 0.006083608 -0.007608979 0.008715858
#> Sigma[2,2] 0.6257667755 0.139272983 0.474754784 0.858041678
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001523624 0.002201438 -0.004810195 0.0006241324
#> Sigma[3,2] -0.248583346 0.060560322 -0.345946895 -0.1770297336
#> Sigma[3,3] 0.137462255 0.032065129 0.093815718 0.1791151511
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001642733 0.001245477 -0.003751268 -0.0004839929
#> Sigma[4,2] 0.035328935 0.024678746 -0.003447187 0.0598926380
#> Sigma[4,3] 0.029137118 0.015882984 0.011749050 0.0528400218
#> Sigma[4,4] 0.050368416 0.011906820 0.039067674 0.0695686233
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.088304838 0.01300977 1.07155111 1.106387109
#> lag1_var2 -0.041975867 0.03737035 -0.08123648 0.005911100
#> lag1_var3 -0.166601377 0.08511449 -0.25335551 -0.058105294
#> lag1_var4 0.113587744 0.08060080 0.01241096 0.195305440
#> const 0.032351258 0.29136427 -0.38460868 0.387208826
#> exo1 -0.012539655 0.03781326 -0.06254463 0.034908187
#> exo2 -0.037829196 0.02900532 -0.06509349 0.007857752
#> exo3 -0.003788686 0.02661074 -0.03555568 0.034110497
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3615937 0.4535015 -2.0655318 -0.7943011
#> lag1_var2 1.8399707 1.2445511 0.5811543 3.9347650
#> lag1_var3 2.5316940 2.8926319 -0.4349180 7.3758601
#> lag1_var4 -2.0120119 2.7779677 -6.6523537 0.8767264
#> const 10.6637767 8.0487775 0.1353958 21.8055209
#> exo1 -0.3571849 0.6704314 -1.0161832 0.7687270
#> exo2 1.0805502 0.6042263 0.2164359 1.8449198
#> exo3 1.3011430 0.8795143 0.1402474 2.3781911
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4842821 0.2278893 0.2107660 0.8061870
#> lag1_var2 -0.1957502 0.5911673 -1.1052105 0.5218533
#> lag1_var3 0.3033183 1.3789846 -1.7884944 1.9900472
#> lag1_var4 0.4657188 1.3305865 -1.1818329 2.4853891
#> const -2.0242936 3.7864753 -6.8931199 2.6405814
#> exo1 -0.1104419 0.4420374 -0.8659203 0.2901056
#> exo2 -0.8379290 0.3848506 -1.3268328 -0.3113136
#> exo3 -0.6517978 0.3309490 -1.0261356 -0.1795631
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12620818 0.07543876 -0.2125110 -0.01260349
#> lag1_var2 0.38267975 0.17252602 0.1670836 0.60421680
#> lag1_var3 0.89397980 0.41105194 0.3654507 1.41618828
#> lag1_var4 0.14158960 0.38954920 -0.3558780 0.63596601
#> const 1.26261877 1.17624436 -0.2069985 2.76624239
#> exo1 -0.32414842 0.19344610 -0.5934347 -0.07702090
#> exo2 -0.38602647 0.21631837 -0.7342745 -0.17738174
#> exo3 -0.07159963 0.13711375 -0.2325872 0.13847514
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004223612 0.001086084 0.002575287 0.005759135
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01031925 0.007557631 -0.02181925 -0.002696705
#> Sigma[2,2] 0.64752858 0.165574147 0.45950742 0.891977539
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02422662 0.007348889 -0.03579781 -0.01591736
#> Sigma[3,2] -0.21179732 0.067305166 -0.29822827 -0.13530402
#> Sigma[3,3] 0.32582084 0.062059323 0.25848389 0.41573119
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03152179 0.008461823 -0.04460822 -0.02055494
#> Sigma[4,2] 0.14578682 0.074461836 0.06542083 0.24566851
#> Sigma[4,3] 0.22391016 0.061302731 0.15998662 0.32124637
#> Sigma[4,4] 0.32085196 0.081978361 0.21285434 0.42836674
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01212522 0.03107569 0.9793910 1.065394599
#> lag1_var2 0.07318714 0.11900958 -0.1174022 0.200173949
#> lag1_var3 0.10446034 0.21822810 -0.2421204 0.338899637
#> lag1_var4 -0.11679192 0.21549387 -0.3501776 0.228072684
#> const 0.27394427 0.88307757 -1.1188600 1.309251173
#> exo1 0.03296792 0.05191304 -0.0390972 0.107675181
#> exo2 -0.12533154 0.07430652 -0.1997530 -0.001140418
#> exo3 -0.10163915 0.06378726 -0.2059720 -0.028666530
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4447783 0.2914046 0.1036261 0.8361849
#> lag1_var2 -3.0923381 0.6772207 -4.1488397 -2.3662558
#> lag1_var3 -7.1241049 1.2520828 -9.0294497 -5.6624199
#> lag1_var4 7.2019412 1.2332726 5.8194998 9.0860518
#> const -11.9845821 6.7388376 -22.0540616 -3.7818407
#> exo1 -0.4444603 0.9390704 -1.7538025 0.6715048
#> exo2 0.4767073 1.0796557 -1.0343563 1.9004881
#> exo3 0.9130249 0.5298854 0.3467779 1.6755102
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4321784 0.1817494 -0.7361743 -0.2417112
#> lag1_var2 2.0614341 0.8814233 1.2790415 3.5864352
#> lag1_var3 4.7518533 1.6316808 3.2499877 7.5787137
#> lag1_var4 -3.8010015 1.5924311 -6.5490840 -2.3261974
#> const 11.9423657 5.3728904 5.4032025 20.0920486
#> exo1 -0.2549687 0.5064396 -1.0211278 0.3071135
#> exo2 -1.2918334 0.6693138 -2.0124352 -0.2436211
#> exo3 -0.6938182 0.5801065 -1.5496309 0.1320297
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18013310 0.2549959 -0.5771275 0.06570574
#> lag1_var2 0.08286016 1.0972681 -0.8594965 1.95208505
#> lag1_var3 0.34724328 2.0315703 -1.4871238 3.78725385
#> lag1_var4 0.66946210 1.9938629 -2.7010464 2.46600637
#> const 3.96710193 6.5882012 -4.0235920 14.20623975
#> exo1 -0.51800925 0.4939350 -1.2799717 0.10236663
#> exo2 -1.12147000 0.5816508 -2.1236828 -0.61933334
#> exo3 -0.20311638 0.6025659 -0.9980592 0.59589288
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003099929 0.0009831104 0.002038636 0.004673067
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002458097 0.001577473 -0.004332349 -0.0001228644
#> Sigma[2,2] 0.061871383 0.010809376 0.047337801 0.0770310058
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01137321 0.006156728 -0.02013195 -0.00431001
#> Sigma[3,2] -0.02294870 0.020810620 -0.05433934 -0.00149536
#> Sigma[3,3] 0.23592383 0.068250681 0.14682940 0.32050427
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01348699 0.006381665 -0.02299732 -0.006127739
#> Sigma[4,2] 0.01900295 0.021230186 -0.01287413 0.043996036
#> Sigma[4,3] 0.22896354 0.067294849 0.14618181 0.318367566
#> Sigma[4,4] 0.25080381 0.068501623 0.16995112 0.352458354
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02382876 0.02559338 0.98307693 1.05614901
#> lag1_var2 -0.12363782 0.15429002 -0.28966109 0.10314032
#> lag1_var3 -0.18827452 0.23182017 -0.44928909 0.15657886
#> lag1_var4 0.18218739 0.23282936 -0.15838167 0.44529562
#> const -0.05738551 0.67467647 -0.96829550 0.86580241
#> exo1 0.06334893 0.05928134 0.00433725 0.15902886
#> exo2 -0.13840739 0.07532666 -0.25281465 -0.06032269
#> exo3 -0.05030180 0.07838709 -0.17276909 0.02693211
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1420752 0.09736702 -0.2851624 -0.02746954
#> lag1_var2 0.7380464 0.55890458 0.2061885 1.71536298
#> lag1_var3 -0.3994853 0.82651254 -1.2577514 1.00932772
#> lag1_var4 0.4267975 0.82630804 -0.9914335 1.27717902
#> const 1.0258798 2.25866925 -1.0930572 4.57621936
#> exo1 -0.0547930 0.15414325 -0.2876404 0.13602665
#> exo2 -0.1200558 0.23618720 -0.4716743 0.16236681
#> exo3 -0.2195530 0.29025666 -0.6300832 0.13190758
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05677149 0.2907924 -0.3915154 0.36850658
#> lag1_var2 1.22610338 1.7444302 -0.4565312 3.96810295
#> lag1_var3 2.93961470 2.6606373 0.4052819 7.13640452
#> lag1_var4 -2.04368332 2.6903521 -6.2389607 0.56471583
#> const 6.19523645 8.5301754 -5.1081753 17.92482889
#> exo1 -0.22707695 0.4872377 -1.0580428 0.26115463
#> exo2 -0.46343090 0.6168449 -1.2287123 0.40462912
#> exo3 -0.32620062 0.3869400 -0.9877968 0.09189227
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03576956 0.3233551 -0.4982376 0.31293368
#> lag1_var2 1.49175287 1.8394677 -0.3452447 4.54174372
#> lag1_var3 2.33577722 2.7856863 -0.3675323 6.99675974
#> lag1_var4 -1.40326521 2.8147507 -6.0802476 1.38047783
#> const 5.61859855 9.1391657 -6.1627599 17.01418651
#> exo1 -0.27217050 0.4707077 -1.1008912 0.16659059
#> exo2 -0.56281746 0.6642521 -1.4925186 0.34261612
#> exo3 -0.48123089 0.3965130 -1.0529650 0.07156067
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006542183 0.0001749964 0.0004497531 0.000889663
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002616012 0.001675046 -0.0000310642 0.004344617
#> Sigma[2,2] 0.197416469 0.034704597 0.1545926372 0.244986453
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002110574 0.00181779 -0.004749575 2.812122e-05
#> Sigma[3,2] -0.120657619 0.03601203 -0.180409957 -8.630429e-02
#> Sigma[3,3] 0.232668829 0.06268665 0.172137921 3.349415e-01
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006467298 0.001681777 -0.002780283 0.001699276
#> Sigma[4,2] -0.0077812933 0.029200411 -0.053020464 0.025416858
#> Sigma[4,3] 0.1664616604 0.052121909 0.111471368 0.252727111
#> Sigma[4,4] 0.1649039936 0.042919630 0.119147141 0.233293059
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97089881 0.01455216 0.950477355 0.98961561
#> lag1_var2 0.02729918 0.07203132 -0.064889034 0.12352586
#> lag1_var3 0.04777037 0.12160050 -0.111770370 0.20322275
#> lag1_var4 -0.04444973 0.12056973 -0.199287173 0.11420303
#> const 0.40426722 0.23204213 0.105789852 0.73961302
#> exo1 0.01029387 0.01843760 -0.009217607 0.03926918
#> exo2 -0.01140945 0.01810230 -0.034063991 0.01264639
#> exo3 -0.01796251 0.03384016 -0.060638866 0.02383304
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0362742 0.3064838 -0.2432324 0.5275031
#> lag1_var2 -0.1566763 1.4928697 -2.5327517 1.0768232
#> lag1_var3 -1.7349473 2.5414817 -5.8080126 0.3680867
#> lag1_var4 1.7669039 2.5205516 -0.3335021 5.7982652
#> const -2.1159640 5.0600151 -9.9146828 2.7793826
#> exo1 -0.1371474 0.4435213 -0.9511788 0.2092374
#> exo2 0.5933624 0.2013081 0.3732147 0.9023048
#> exo3 -0.2124990 0.3839768 -0.7462783 0.3084572
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.69701761 0.5263996 -1.4929579 -0.05599248
#> lag1_var2 2.87990954 1.5582630 1.1193555 5.06738350
#> lag1_var3 5.94926570 2.6391330 2.9367363 9.62309040
#> lag1_var4 -4.91443486 2.6088493 -8.5551474 -1.90622694
#> const 11.61271307 8.7866032 -0.4563955 23.75394683
#> exo1 -0.04804488 0.3850940 -0.6598175 0.38632004
#> exo2 -0.63939719 0.3345728 -1.0420035 -0.11684419
#> exo3 -0.08978957 0.4121178 -0.6007796 0.49464242
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6566295 0.4143943 -1.1763979 -0.06594409
#> lag1_var2 2.5749800 1.1703073 1.1542066 4.24519013
#> lag1_var3 4.5847148 1.9793485 2.1308612 7.34728002
#> lag1_var4 -3.5145023 1.9663868 -6.2988273 -1.06926690
#> const 9.0457189 7.0534871 -1.5133097 17.68432384
#> exo1 -0.1287471 0.3421867 -0.6073779 0.29037665
#> exo2 -0.3218776 0.3674287 -0.8072168 0.16971795
#> exo3 -0.2034272 0.3562898 -0.6819403 0.25117514
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001413685 0.0002583561 0.001076338 0.001810545
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003808003 0.004092222 -0.008873804 0.001914917
#> Sigma[2,2] 0.316909095 0.057353086 0.251882801 0.395617212
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01472916 0.004214451 0.008826211 0.02051079
#> Sigma[3,2] -0.22661827 0.079377679 -0.339189822 -0.11819985
#> Sigma[3,3] 0.53451128 0.118602698 0.408128986 0.72878033
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01298818 0.004109555 0.007791811 0.01873227
#> Sigma[4,2] -0.04128504 0.080298797 -0.142504202 0.09386859
#> Sigma[4,3] 0.42357074 0.082893337 0.338500602 0.55575017
#> Sigma[4,4] 0.42344011 0.072434153 0.348442314 0.54105788
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02699116 0.01800360 1.00019466 1.04950161
#> lag1_var2 -0.12124609 0.02421598 -0.15339470 -0.09233751
#> lag1_var3 -0.21373501 0.04095106 -0.26977876 -0.16463932
#> lag1_var4 0.20532765 0.03873969 0.16003246 0.25944747
#> const -0.16120367 0.34828294 -0.66951473 0.31533454
#> exo1 0.01116161 0.03497376 -0.04586000 0.03932126
#> exo2 -0.11210607 0.03905372 -0.15754054 -0.04655239
#> exo3 -0.01223235 0.02575330 -0.04669998 0.02438930
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6084850 0.2459488 -0.9308962 -0.3521513
#> lag1_var2 3.2798009 0.4192355 2.7161343 3.8661277
#> lag1_var3 3.9807832 0.7398637 2.9948382 5.0098896
#> lag1_var4 -3.8463513 0.6846120 -4.7639512 -2.9066785
#> const 6.7831969 4.0675387 2.7488429 13.0838190
#> exo1 -0.1422659 0.3645201 -0.6921860 0.3492160
#> exo2 0.9517849 0.6506003 0.1661970 1.9184425
#> exo3 0.3165807 0.5744863 -0.5186131 0.9795958
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6735294 0.3110037 0.3353647 1.17373610
#> lag1_var2 -2.1960520 0.5337769 -2.9816449 -1.57840215
#> lag1_var3 -2.9111561 0.9288930 -4.2600672 -1.82511694
#> lag1_var4 3.6993812 0.9155416 2.6132766 5.03208800
#> const -4.3238064 7.1705999 -15.6988288 3.71174469
#> exo1 0.8424220 1.0566337 -0.6108774 2.27546606
#> exo2 -2.2426302 0.4705477 -2.8479473 -1.55949458
#> exo3 -0.7115348 0.4627349 -1.2515762 -0.01393656
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3798880 0.3207388 -0.04812133 0.888564255
#> lag1_var2 -0.6911058 0.5448308 -1.53316397 -0.060709477
#> lag1_var3 -1.3101787 0.9335888 -2.73950599 -0.241149557
#> lag1_var4 2.1840836 0.9222874 1.13384078 3.599632353
#> const -2.3162200 7.4423808 -14.42335067 6.286400867
#> exo1 0.7861157 0.9225957 -0.50477361 2.034847314
#> exo2 -1.7560966 0.4944477 -2.37103070 -1.091592651
#> exo3 -0.5436740 0.5631761 -1.40542017 0.009724498
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002973511 5.979227e-05 0.0002155461 0.0003821562
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007320909 0.004518202 -0.01351476 -0.001128977
#> Sigma[2,2] 0.919762911 0.237980308 0.57017732 1.193245048
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00292233 0.001734563 0.0006915547 0.005121482
#> Sigma[3,2] -0.31839730 0.099354664 -0.4186272014 -0.180624086
#> Sigma[3,3] 0.21551442 0.046944472 0.1387654760 0.266636084
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006576567 0.001082624 -0.002099923 0.0008313983
#> Sigma[4,2] 0.1370315196 0.061830034 0.052127020 0.2257698020
#> Sigma[4,3] 0.0757902393 0.034322025 0.036912567 0.1203497129
#> Sigma[4,4] 0.1648252532 0.050814172 0.116515608 0.2405948560
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.959770950 0.014538304 0.939782432 0.979305133
#> lag1_var2 0.045909413 0.029451139 0.004114774 0.084345441
#> lag1_var3 0.094219019 0.058416148 0.008474857 0.169540338
#> lag1_var4 -0.083928227 0.054355823 -0.153084925 -0.004272972
#> const 0.501889551 0.198596371 0.309083418 0.783705780
#> exo1 0.010150006 0.008844374 -0.002057745 0.022559591
#> exo2 -0.100862456 0.014848994 -0.122798317 -0.080818584
#> exo3 0.003563297 0.022839607 -0.027563178 0.036695033
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5448289 0.4613697 0.05279444 1.3104736
#> lag1_var2 -0.5643679 0.9298856 -1.84680048 0.6125268
#> lag1_var3 -2.2727899 1.9849821 -4.94186285 0.1451536
#> lag1_var4 2.2600321 1.8101835 0.06651429 4.7244900
#> const -5.1407322 6.4058506 -15.31530126 2.5624608
#> exo1 -0.9744096 1.1580925 -2.58902063 0.6623270
#> exo2 0.9731139 0.8589666 -0.33289070 2.0829176
#> exo3 0.7702718 1.1326941 -0.50175832 2.4355624
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2543930 0.3111229 -0.61268256 0.2032680
#> lag1_var2 1.2974671 0.4970621 0.76742647 2.0571154
#> lag1_var3 3.1139875 1.0417317 1.99567177 4.6537488
#> lag1_var4 -2.2006341 0.9744286 -3.69499115 -1.1743376
#> const 5.7142779 5.2590794 -1.82266241 11.4650100
#> exo1 0.4894796 0.4171692 -0.02864256 1.1109451
#> exo2 -2.1320526 0.4409221 -2.56527074 -1.4887888
#> exo3 -1.0639372 0.3474680 -1.48434199 -0.5516165
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02374938 0.3114621 -0.479902027 0.3919872
#> lag1_var2 0.86819150 0.5518170 0.060090884 1.6361101
#> lag1_var3 1.66532628 1.1600608 -0.003890871 3.2702016
#> lag1_var4 -0.72104733 1.0586445 -2.159968024 0.8055997
#> const 1.97060467 3.8044025 -3.650935650 6.3427829
#> exo1 0.02985560 0.3953780 -0.656343319 0.4780445
#> exo2 -2.03878430 0.3820766 -2.675497735 -1.7120156
#> exo3 -0.85144480 0.4124004 -1.403566166 -0.2719859
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001402098 0.0004795325 0.0009740713 0.002288766
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01710175 0.009103009 -0.03125307 -0.00786263
#> Sigma[2,2] 1.06965960 0.212896979 0.82185865 1.36577251
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005584277 0.007748755 -0.01500403 0.005907871
#> Sigma[3,2] -0.684551694 0.122121629 -0.83360261 -0.519632093
#> Sigma[3,3] 1.296840500 0.264208121 0.93759565 1.650278878
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01539216 0.007028953 -0.0236304 -0.005467779
#> Sigma[4,2] -0.18067786 0.161595128 -0.3900387 0.046245527
#> Sigma[4,3] 1.04496333 0.263530402 0.7068361 1.384828526
#> Sigma[4,4] 1.04220339 0.251533470 0.7492690 1.386807523
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96806202 0.02023581 0.934012867 0.98756353
#> lag1_var2 0.03305221 0.03674730 -0.006958865 0.09205132
#> lag1_var3 0.03506974 0.06977488 -0.041809388 0.14737247
#> lag1_var4 -0.02900302 0.06273116 -0.128722730 0.04192233
#> const 0.45370260 0.19019144 0.221595009 0.70965303
#> exo1 -0.03748246 0.05986894 -0.128989985 0.03686723
#> exo2 -0.05746657 0.03449097 -0.103692212 -0.01097598
#> exo3 0.01932583 0.02613390 -0.016220991 0.05674334
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57093285 0.5016003 -0.1037701 1.250025
#> lag1_var2 0.06854895 0.9170264 -0.8725211 1.255064
#> lag1_var3 -1.06726122 1.6589846 -2.9648092 1.088629
#> lag1_var4 0.84030728 1.5259449 -1.1093571 2.635416
#> const -0.10889525 9.2144233 -9.8362371 15.470115
#> exo1 0.17614665 1.5095952 -1.6401306 2.355790
#> exo2 1.00724548 1.1497718 -0.5860760 2.449318
#> exo3 -0.33774109 1.1035238 -1.7181045 1.261340
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4427029 0.5356349 -0.2547379 1.2347980
#> lag1_var2 -0.6360751 1.0487949 -2.1803401 0.8339001
#> lag1_var3 -0.7335893 1.9466052 -3.4694777 2.1149250
#> lag1_var4 1.5460625 1.7836295 -1.0928737 3.9837406
#> const -4.8903604 11.2889631 -23.0853744 8.0096463
#> exo1 -0.2973561 0.9331785 -1.3538203 1.0960377
#> exo2 -4.4046910 1.2126659 -6.1396687 -3.1735093
#> exo3 1.5656345 1.5422322 -0.7479216 3.1364434
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8822902 0.4644954 0.1522693 1.5117104
#> lag1_var2 -1.2067442 0.9181601 -2.2964788 0.1388360
#> lag1_var3 -2.4911950 1.6800230 -4.3841700 -0.1640642
#> lag1_var4 3.1701252 1.5226021 1.0640936 4.8421060
#> const -8.1624595 8.4695006 -19.9984044 2.2030827
#> exo1 -0.1886667 0.7931416 -0.8485117 1.1282292
#> exo2 -4.5303080 0.9133147 -5.6893196 -3.1638722
#> exo3 1.5243002 1.3383033 -0.2987997 3.1707848
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004752582 0.0001229055 0.0003648215 0.0006729301
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006427664 0.002370205 -0.01038022 -0.004432211
#> Sigma[2,2] 0.220608478 0.068187319 0.15543626 0.335199608
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006117197 0.002627437 0.003787741 0.01027734
#> Sigma[3,2] -0.189098257 0.064670249 -0.287238746 -0.11185622
#> Sigma[3,3] 0.193362411 0.064952548 0.111853018 0.28695259
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002484678 0.001381429 0.001080355 0.004708192
#> Sigma[4,2] -0.063294111 0.030312266 -0.106019212 -0.021253740
#> Sigma[4,3] 0.086379312 0.032188940 0.048553291 0.140704166
#> Sigma[4,4] 0.051209243 0.017089891 0.037275749 0.081352638
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94243578 0.01395783 0.92022434 0.957504771
#> lag1_var2 0.09402824 0.04227155 0.04301076 0.155023041
#> lag1_var3 0.14072541 0.06978214 0.05451099 0.239986907
#> lag1_var4 -0.12434103 0.06959441 -0.22349973 -0.035980611
#> const 0.59448559 0.13220844 0.45317550 0.791474313
#> exo1 -0.02956883 0.02093583 -0.06265288 -0.001396387
#> exo2 -0.00445535 0.01730257 -0.02986016 0.017476509
#> exo3 0.04787280 0.01337421 0.03209405 0.068820551
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69305500 0.4182896 0.1345043 1.3000721
#> lag1_var2 0.83708708 1.0144668 -0.4582363 2.4221967
#> lag1_var3 0.42021084 1.6084945 -1.5757403 2.9947246
#> lag1_var4 -0.76759375 1.5710462 -3.3103473 1.1304416
#> const 3.13514578 5.4690321 -3.8861707 10.1858243
#> exo1 0.03028933 0.4857130 -0.6702628 0.6927982
#> exo2 0.08272917 0.6065605 -0.8692136 0.8683138
#> exo3 -0.11637571 0.4612134 -0.8870858 0.4396781
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26999462 0.3206580 -0.7296446 0.1823315
#> lag1_var2 0.03824194 0.8570794 -1.3426630 0.9049001
#> lag1_var3 0.58233294 1.3603953 -1.6083781 2.0037650
#> lag1_var4 0.53710078 1.3472253 -0.8987796 2.7205062
#> const -0.74447016 4.6163814 -6.9140558 6.0260274
#> exo1 0.01847025 0.4443602 -0.6274826 0.6330557
#> exo2 -0.21262572 0.6753267 -1.0308873 0.8296867
#> exo3 0.24769035 0.4278639 -0.2367465 0.9512362
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14072266 0.1166906 -0.02788694 0.3103008
#> lag1_var2 0.29102070 0.3586125 -0.22112774 0.6753319
#> lag1_var3 0.41890913 0.5701587 -0.35190548 1.0430213
#> lag1_var4 0.51914413 0.5761081 -0.09972817 1.3037777
#> const -0.34007118 2.0346142 -2.68814815 2.6206702
#> exo1 0.03794422 0.2247753 -0.23038635 0.3799598
#> exo2 -0.16982515 0.3533463 -0.55314886 0.3721019
#> exo3 0.18754480 0.1955398 0.01307673 0.5178047
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002471678 4.776287e-05 0.0001962957 0.0003206397
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008085434 0.0007301626 -0.002017396 3.567695e-06
#> Sigma[2,2] 0.0465081279 0.0066453154 0.035939993 5.395965e-02
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001165023 0.00139381 -0.0003398626 0.003270794
#> Sigma[3,2] -0.020637106 0.01721271 -0.0485630843 -0.001109921
#> Sigma[3,3] 0.127465028 0.03648750 0.0758388579 0.177986744
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004685978 0.001470002 -0.001473509 0.002459935
#> Sigma[4,2] 0.0192978088 0.019385234 -0.007830075 0.046216193
#> Sigma[4,3] 0.1135455579 0.032692868 0.068176929 0.159740043
#> Sigma[4,4] 0.1341752485 0.037543130 0.087313329 0.196123708
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996206844 0.007523595 0.984678759 1.005105271
#> lag1_var2 -0.012834509 0.030837456 -0.051959456 0.034447934
#> lag1_var3 0.014187756 0.039834366 -0.034999990 0.078804851
#> lag1_var4 -0.012762733 0.038975668 -0.075530792 0.036176537
#> const 0.096764817 0.128649690 -0.102470988 0.259943674
#> exo1 0.002529107 0.011376015 -0.009993809 0.019260623
#> exo2 -0.020148835 0.017463466 -0.038856894 0.007718485
#> exo3 -0.004307553 0.017996000 -0.031618248 0.017570833
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06578361 0.06874606 -0.16250340 0.03136476
#> lag1_var2 0.32177553 0.33131697 -0.10515711 0.75614413
#> lag1_var3 -0.46679026 0.37755589 -0.96798660 0.02717634
#> lag1_var4 0.48463311 0.38320085 -0.01222535 0.99427500
#> const 0.85736362 1.57400136 -1.39086173 2.68613814
#> exo1 -0.20540839 0.23874215 -0.54594160 0.07967772
#> exo2 0.18738937 0.20505186 -0.02558870 0.52204761
#> exo3 0.22099950 0.23639487 -0.17593779 0.40739676
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06006483 0.1852943 -0.322618845 0.2078759
#> lag1_var2 1.12446016 1.0805177 -0.267425331 2.3957575
#> lag1_var3 1.89830753 1.4166725 -0.007587842 3.6273642
#> lag1_var4 -0.93330490 1.4019847 -2.625145677 0.9455013
#> const 3.27609761 3.7693939 -1.747566251 7.8302138
#> exo1 0.07963018 0.2631070 -0.321328357 0.3390386
#> exo2 -1.00610581 0.1992241 -1.238752565 -0.7014262
#> exo3 -0.27668452 0.4073589 -0.757456361 0.3446741
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11989283 0.1788947 -0.3748083 0.09793502
#> lag1_var2 1.10211444 0.9560574 -0.1595109 2.28780386
#> lag1_var3 1.14941021 1.2733074 -0.5232819 2.73357718
#> lag1_var4 -0.15200968 1.2556953 -1.7062219 1.50326812
#> const 2.62646838 3.7294751 -3.2941537 6.05856084
#> exo1 -0.10308688 0.3205065 -0.5143972 0.32932067
#> exo2 -0.88252297 0.2313780 -1.2092893 -0.53811164
#> exo3 -0.09987439 0.3325025 -0.5748852 0.33773187
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004098499 0.0001029071 0.0003057746 0.0005710083
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006464339 0.001741384 -0.003503231 0.0009782008
#> Sigma[2,2] 0.1523044006 0.035403020 0.107338496 0.2002852713
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003892274 0.001315735 -0.0008124462 0.002625854
#> Sigma[3,2] -0.1079393237 0.024715732 -0.1378601003 -0.073455523
#> Sigma[3,3] 0.0830543096 0.018544065 0.0568762789 0.105934895
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.664781e-05 0.0002417339 -0.0004120575 0.000227122
#> Sigma[4,2] -1.489541e-03 0.0061872493 -0.0087528756 0.007991736
#> Sigma[4,3] 7.841742e-03 0.0048856138 0.0001155221 0.013853925
#> Sigma[4,4] 7.072262e-03 0.0015514124 0.0058164134 0.009834212
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9888972617 0.00668159 0.97857721 0.99583734
#> lag1_var2 0.0309175132 0.03342195 -0.02010693 0.06669950
#> lag1_var3 0.0552873130 0.04791813 -0.01498477 0.10989481
#> lag1_var4 -0.0567471785 0.04891759 -0.11142589 0.01694094
#> const 0.4493297606 0.20849261 0.18056320 0.72473412
#> exo1 0.0113043309 0.02477447 -0.01767549 0.04842901
#> exo2 -0.0718523768 0.02162573 -0.09370409 -0.03928533
#> exo3 -0.0002631456 0.01753211 -0.02547638 0.02108064
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13121814 0.1102459 -0.27042502 0.02550257
#> lag1_var2 0.50680092 0.6137191 -0.52994175 1.05944450
#> lag1_var3 -0.09320638 0.9392205 -1.70202287 0.67708161
#> lag1_var4 0.16547369 0.9640244 -0.62919028 1.81793044
#> const -0.60670076 3.9933290 -6.02728176 4.40176853
#> exo1 0.20796987 0.4303668 -0.33530655 0.73462925
#> exo2 0.78407233 0.4935314 0.02646627 1.34274094
#> exo3 0.01658716 0.3543299 -0.44738385 0.56690967
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1053633 0.07842956 0.01637224 0.21115185
#> lag1_var2 0.7025491 0.45479672 0.25082241 1.39007972
#> lag1_var3 1.6060783 0.67333141 0.98415718 2.64500708
#> lag1_var4 -0.7110170 0.68993393 -1.77431607 -0.04930384
#> const 3.9915809 2.85282775 0.26164694 7.98019806
#> exo1 -0.1298013 0.31402561 -0.51025898 0.30547560
#> exo2 -1.2013643 0.35283425 -1.66474503 -0.73107117
#> exo3 0.3361326 0.23380990 -0.07335170 0.56680631
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01376009 0.03437431 -0.02832755 0.06063901
#> lag1_var2 0.80253406 0.13433041 0.60045218 0.95526664
#> lag1_var3 1.17924347 0.18536728 0.88684225 1.39306451
#> lag1_var4 -0.21403892 0.18732730 -0.41800425 0.08447634
#> const 2.19767545 0.87599619 1.14902639 3.38686887
#> exo1 0.01421846 0.05710046 -0.05372467 0.09425105
#> exo2 -0.68048314 0.10875977 -0.81458749 -0.52698770
#> exo3 0.35805453 0.09395505 0.23733362 0.48656288
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007047886 0.001418287 0.005274222 0.009135492
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02751487 0.01640062 -0.04821339 -0.00412694
#> Sigma[2,2] 1.06288983 0.23662439 0.79001415 1.42621139
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03439497 0.01101389 0.01902565 0.04975878
#> Sigma[3,2] -0.62426700 0.15570952 -0.87400423 -0.45716141
#> Sigma[3,3] 0.46795562 0.11193522 0.33462002 0.63702917
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02081772 0.006811099 0.01424249 0.03238815
#> Sigma[4,2] -0.01393985 0.038553403 -0.05965769 0.04187224
#> Sigma[4,3] 0.12090209 0.035245523 0.06334531 0.15607052
#> Sigma[4,4] 0.12580516 0.034672931 0.08790103 0.18008393
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02408545 0.07609986 0.93123700 1.13491208
#> lag1_var2 -0.08836291 0.18284560 -0.35718525 0.14809992
#> lag1_var3 -0.19438556 0.32275498 -0.67130283 0.21933276
#> lag1_var4 0.18293927 0.30198430 -0.19986856 0.63195972
#> const -0.15128145 0.98016977 -1.60715845 0.97162224
#> exo1 0.05231828 0.08115701 -0.04454255 0.17650164
#> exo2 -0.05310798 0.05340385 -0.12646795 0.01048051
#> exo3 0.08725391 0.07485062 0.01184602 0.20623578
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0932052 0.6402066 -1.9458903 -0.1621904
#> lag1_var2 1.3228803 1.6454828 -0.4779162 4.1052974
#> lag1_var3 0.8268562 2.8748829 -2.2665722 5.6830407
#> lag1_var4 -0.4810402 2.7414788 -5.0872539 2.4363700
#> const 9.2659032 8.4861942 -5.9192649 15.4623083
#> exo1 0.2340829 0.8123153 -0.6161489 1.5946918
#> exo2 1.7800431 0.9842857 0.6535087 3.2285302
#> exo3 1.3267850 0.9053724 0.1326783 2.6406502
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.13138501 0.5093186 0.5237064 1.87412282
#> lag1_var2 -2.12288603 1.4577969 -4.4660407 -0.33102890
#> lag1_var3 -2.87393886 2.5711097 -6.9826345 0.28722367
#> lag1_var4 3.54182690 2.4476007 0.5307721 7.42915278
#> const -10.54482464 7.2587728 -18.6362117 1.74409048
#> exo1 -0.08298332 0.4939182 -0.7338054 0.54451862
#> exo2 -2.01099280 0.6332930 -2.9059457 -1.21572973
#> exo3 -0.61267114 0.4162774 -1.1278982 -0.03907088
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54313890 0.3097802 0.06824625 0.8830238
#> lag1_var2 -1.88566217 0.9096724 -2.80335917 -0.3870804
#> lag1_var3 -3.31355237 1.6154301 -4.95758487 -0.6445625
#> lag1_var4 4.20401323 1.5227301 1.68230023 5.7580193
#> const -7.62908760 3.9071947 -13.09594941 -2.5559696
#> exo1 0.07354184 0.3333718 -0.39363971 0.5386896
#> exo2 -1.10907185 0.2581402 -1.41758006 -0.6995158
#> exo3 0.15760959 0.3685448 -0.37256627 0.6169889
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001088826 0.0001237017 0.0008904049 0.001224305
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02656213 0.004934811 -0.03258343 -0.02101672
#> Sigma[2,2] 1.32513670 0.212412947 1.00447311 1.57712387
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02509793 0.007474097 0.01697614 0.0364493
#> Sigma[3,2] -1.00068895 0.289737431 -1.40689158 -0.6507179
#> Sigma[3,3] 1.40143857 0.377767900 0.93765842 1.9729025
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009891295 0.006277931 0.002280198 0.01997929
#> Sigma[4,2] -0.222272533 0.267283973 -0.579206704 0.17199882
#> Sigma[4,3] 0.878566834 0.234278079 0.596952193 1.23042998
#> Sigma[4,4] 0.820709594 0.116293694 0.674704875 0.96900369
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96083005 0.03835759 0.905193677 1.01613803
#> lag1_var2 0.07292906 0.06185140 -0.015267009 0.16242590
#> lag1_var3 0.12701631 0.10327357 -0.022448586 0.27333285
#> lag1_var4 -0.11800508 0.09275875 -0.247767686 0.01673293
#> const 0.48043501 0.32268123 0.018016648 0.94682584
#> exo1 0.04276259 0.02937832 0.002076245 0.07622733
#> exo2 -0.08372801 0.03306178 -0.121412672 -0.03176908
#> exo3 0.03338980 0.02309291 0.009505886 0.06945986
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5885950 1.0886544 -0.77266900 2.3699613
#> lag1_var2 -0.1651115 1.5318540 -2.70255075 1.6453347
#> lag1_var3 -1.6665391 2.5805640 -5.89733117 1.4560391
#> lag1_var4 1.4408139 2.3074980 -1.30264659 5.2077093
#> const 0.8732178 11.0397428 -16.30186938 11.8650127
#> exo1 -1.3812194 1.1121637 -2.88115579 0.2565847
#> exo2 1.1215892 0.8201042 -0.09607215 2.0921447
#> exo3 -0.8583906 0.8609872 -1.88675479 0.4016369
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7084256 1.092209 -1.01734963 2.056052
#> lag1_var2 -0.3441858 1.578936 -2.58554200 2.024326
#> lag1_var3 0.3965938 2.641261 -3.40713505 4.294237
#> lag1_var4 0.3748734 2.364585 -3.10352847 3.790482
#> const -3.1695968 10.905807 -16.68392996 14.143290
#> exo1 1.2763967 1.121971 -0.06809074 2.925945
#> exo2 -3.4390275 1.082728 -4.76102873 -1.995602
#> exo3 1.7087396 1.055580 0.17332649 3.140498
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1713679 0.6027795 0.4482136 2.14520633
#> lag1_var2 -0.8776429 0.9443942 -2.4832684 0.09652816
#> lag1_var3 -1.3114477 1.5555204 -4.0188113 0.26147618
#> lag1_var4 1.9439432 1.3906843 0.5280716 4.37711668
#> const -4.9545537 6.2454865 -12.6093426 2.80124390
#> exo1 0.4755105 0.9017417 -0.5545733 1.73166027
#> exo2 -2.9823199 1.0655130 -4.2102246 -1.36138246
#> exo3 1.3265062 0.7695020 0.2238892 2.33128152
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001602914 2.346513e-05 0.0001252515 0.0001882744
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005899912 0.0008752747 -0.007083391 -0.004747572
#> Sigma[2,2] 0.569229635 0.0664856987 0.461991285 0.646836052
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004983025 0.0008042593 0.003753662 0.005967166
#> Sigma[3,2] -0.435686952 0.0663937361 -0.499157803 -0.329396819
#> Sigma[3,3] 0.387008354 0.0594900018 0.298462543 0.442732329
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001236354 0.0003848557 0.0007272514 0.001752693
#> Sigma[4,2] -0.075994899 0.0287199908 -0.1037681170 -0.033370747
#> Sigma[4,3] 0.114895427 0.0202885609 0.0900580662 0.137620941
#> Sigma[4,4] 0.070426760 0.0081555766 0.0603556968 0.081904509
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98180530 0.008316293 0.97037246 0.992609714
#> lag1_var2 0.02913163 0.041083746 -0.03086139 0.086948167
#> lag1_var3 0.04889032 0.064735552 -0.04542088 0.140662227
#> lag1_var4 -0.04630476 0.062806223 -0.13529775 0.044919667
#> const 0.42457149 0.152636576 0.22829627 0.652436472
#> exo1 -0.02041746 0.013912692 -0.03896175 -0.000613557
#> exo2 -0.03908622 0.016087240 -0.06020884 -0.017299000
#> exo3 0.03311368 0.008766515 0.02080610 0.042752148
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07428665 0.6901027 -0.9279830 0.9039241
#> lag1_var2 -0.65341594 3.0208660 -5.1541948 3.3581957
#> lag1_var3 -2.49833124 4.7601914 -9.5835808 3.7867031
#> lag1_var4 2.54788411 4.5691539 -3.5052883 9.3710873
#> const -5.26794677 10.1245729 -16.9610859 10.3097408
#> exo1 0.74829287 0.6040385 -0.1828753 1.5165212
#> exo2 3.76877349 1.1570794 2.1987549 5.1502642
#> exo3 -1.38088773 0.6767034 -2.2736050 -0.3875566
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1316136 0.5258669 -0.7623885 0.61476523
#> lag1_var2 1.4121502 2.3211034 -1.9153526 4.24403440
#> lag1_var3 3.3463575 3.6542360 -1.9151640 7.84328047
#> lag1_var4 -2.4082539 3.5014260 -6.7180947 2.60904933
#> const 8.5626845 7.3750748 -2.3973705 16.53469283
#> exo1 -0.6314797 0.4207832 -1.1784330 -0.07045461
#> exo2 -3.7721479 0.9513385 -4.8592769 -2.28257952
#> exo3 0.7762490 0.7076161 -0.1923467 1.79031333
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09724461 0.1311179 -0.2731505 0.09216542
#> lag1_var2 0.75387369 0.7263846 -0.3191489 1.63418147
#> lag1_var3 1.39070128 1.1177106 -0.2595038 2.75387816
#> lag1_var4 -0.39437286 1.0849431 -1.7231217 1.21549640
#> const 3.96221458 1.9144738 0.9314603 6.14159547
#> exo1 -0.16135155 0.2159068 -0.4180183 0.14092341
#> exo2 -1.53384938 0.3274883 -1.9832839 -1.02477050
#> exo3 -0.08299247 0.3833490 -0.4769884 0.49021380
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001167331 0.0005516528 0.0006604195 0.002070053
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008133806 0.009253696 -0.02429041 -0.001005469
#> Sigma[2,2] 0.661837731 0.175610344 0.50088717 0.971190759
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003579292 0.003047573 -0.006484307 0.001752736
#> Sigma[3,2] -0.328932798 0.065552983 -0.430373739 -0.258250571
#> Sigma[3,3] 0.230811785 0.026351565 0.192907276 0.265768789
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008969896 0.004002384 -0.015735260 -0.005377526
#> Sigma[4,2] 0.081711395 0.067703071 0.027247546 0.201805501
#> Sigma[4,3] 0.030169433 0.023837101 -0.008347234 0.056502602
#> Sigma[4,4] 0.084643072 0.029290190 0.058228498 0.135123971
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009753814 0.02782641 0.97883246 1.04461807
#> lag1_var2 0.077638074 0.13561132 -0.10213753 0.24771053
#> lag1_var3 0.110968810 0.21913232 -0.17849019 0.38426853
#> lag1_var4 -0.120883693 0.21655333 -0.38997634 0.16366298
#> const 0.304393674 0.56527978 -0.46197383 0.92271556
#> exo1 0.060972987 0.03255362 0.01480715 0.10275662
#> exo2 -0.050884020 0.02118520 -0.08281167 -0.02760191
#> exo3 -0.007309068 0.02670997 -0.04429000 0.02834946
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1272730 0.5862520 -0.7646168 0.7223954
#> lag1_var2 -1.7478294 2.8969262 -5.2296780 2.2042560
#> lag1_var3 -4.0409185 4.6870576 -9.6146867 2.3648565
#> lag1_var4 4.2354579 4.6552636 -2.1690043 9.7728242
#> const -5.8666096 11.5362263 -23.7277358 7.1886445
#> exo1 -0.9170999 0.8160814 -2.1812789 0.0641168
#> exo2 0.5800512 0.5794492 -0.1444793 1.4025333
#> exo3 0.9071633 0.7957531 -0.3810035 1.8532778
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08434818 0.2442937 -0.3861188 0.2394748
#> lag1_var2 1.43882855 1.2206563 -0.5047797 2.7454291
#> lag1_var3 3.19925304 1.9850952 0.0352940 5.3536427
#> lag1_var4 -2.28627333 1.9828059 -4.4017593 0.8780102
#> const 6.21821391 5.4817598 -2.1188085 12.8949543
#> exo1 -0.02674979 0.4976057 -0.6719069 0.7047342
#> exo2 -1.07248016 0.2926040 -1.5649029 -0.7332452
#> exo3 -0.20065147 0.6573346 -0.8209800 0.8644780
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17232461 0.2257942 -0.43931267 0.1041341
#> lag1_var2 0.08595029 1.1423014 -1.39300972 1.5212890
#> lag1_var3 0.27150881 1.8461603 -2.10589686 2.5976214
#> lag1_var4 0.78921515 1.8253196 -1.50782989 3.1425976
#> const 1.15352820 4.3683481 -3.95141895 7.6484675
#> exo1 -0.62103058 0.3229460 -1.09626832 -0.1647950
#> exo2 -0.77979950 0.2154623 -0.97111916 -0.4081324
#> exo3 0.36318102 0.2578090 0.01674265 0.6823399
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006357423 7.715303e-05 0.0005474632 0.0007535088
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006073867 0.001306774 -0.007700327 -0.00437519
#> Sigma[2,2] 0.108084122 0.023902072 0.073970504 0.13972521
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006055755 0.001395094 0.004431178 0.008088905
#> Sigma[3,2] -0.106802710 0.026578310 -0.140535535 -0.071423797
#> Sigma[3,3] 0.130743458 0.028959623 0.090846185 0.169557234
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002728553 0.0008018416 0.001769799 0.003990982
#> Sigma[4,2] -0.048149012 0.0153486629 -0.068422431 -0.030948701
#> Sigma[4,3] 0.078269533 0.0163627109 0.056632768 0.101313356
#> Sigma[4,4] 0.059162607 0.0099653842 0.045921779 0.072176704
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998094257 0.03202713 0.95950279 1.047074801
#> lag1_var2 0.008707722 0.02852277 -0.02027697 0.051864496
#> lag1_var3 0.006121404 0.05468249 -0.05504397 0.083522444
#> lag1_var4 -0.011799099 0.04804778 -0.08070120 0.045965812
#> const 0.336622742 0.16663830 0.08378889 0.520717999
#> exo1 -0.007667076 0.03106016 -0.05551869 0.027580003
#> exo2 -0.058777837 0.01749475 -0.08169388 -0.032531749
#> exo3 -0.035399670 0.03104741 -0.08565075 -0.006695914
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3685708 0.4247301 -1.0937040 0.07576377
#> lag1_var2 1.4662657 0.3304729 0.9954548 1.81337056
#> lag1_var3 1.1388624 0.6453605 0.1433364 1.73005461
#> lag1_var4 -0.9837183 0.6213863 -1.5504790 0.02452989
#> const 2.6687442 2.2345405 -0.7541528 5.00217510
#> exo1 -0.1500349 0.3714866 -0.6511381 0.39851105
#> exo2 1.4313970 0.3548919 0.9179152 1.89853494
#> exo3 0.1550582 0.3771567 -0.2997082 0.71810609
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.788217711 0.5486465 0.05829019 1.55294829
#> lag1_var2 -0.405387301 0.3460643 -0.80025513 0.08309539
#> lag1_var3 -0.003408356 0.6454884 -0.68806883 0.90552014
#> lag1_var4 0.688544582 0.5815948 -0.19864808 1.24937273
#> const -0.354847238 2.5712446 -3.89548500 3.38742206
#> exo1 0.021544978 0.4027995 -0.53771701 0.56108889
#> exo2 -2.626806906 0.3754149 -3.22177879 -2.12674827
#> exo3 -0.058618776 0.4571162 -0.74182575 0.47012927
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67260995 0.4006392 0.08347342 1.1423093
#> lag1_var2 0.01308204 0.2035267 -0.23794815 0.2433616
#> lag1_var3 -0.11481114 0.3529220 -0.56564795 0.2348632
#> lag1_var4 0.89272730 0.2899392 0.55797460 1.2616592
#> const -0.99562427 1.6234292 -3.47839769 1.1406285
#> exo1 -0.08410535 0.2684134 -0.47942853 0.2746101
#> exo2 -2.12312830 0.2643799 -2.49283369 -1.8453992
#> exo3 0.06084246 0.2898892 -0.33765273 0.3845714
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008448451 0.002178647 0.005485684 0.01167482
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05218773 0.03218205 -0.1053974 -0.01931902
#> Sigma[2,2] 2.04458552 0.37546182 1.4921764 2.44089541
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08866418 0.03137001 0.05303883 0.1390884
#> Sigma[3,2] -1.53459586 0.34038166 -2.02051815 -1.0399499
#> Sigma[3,3] 1.65765734 0.36070230 1.23300966 2.2079439
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05958938 0.01591013 0.03831923 0.08049665
#> Sigma[4,2] -0.25407545 0.20116879 -0.57060516 -0.05513844
#> Sigma[4,3] 0.73489856 0.20977067 0.46578045 1.00406962
#> Sigma[4,4] 0.61737261 0.15426147 0.43136046 0.84996909
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8828969718 0.08491946 0.74202606 0.96266781
#> lag1_var2 0.2090837801 0.18238091 0.05996754 0.54587654
#> lag1_var3 0.3183506722 0.29283786 0.08186016 0.86084147
#> lag1_var4 -0.2864987257 0.26441795 -0.77519108 -0.06585852
#> const 0.9942246754 0.80759499 0.16930031 2.20542337
#> exo1 0.0223691383 0.09769521 -0.12186812 0.13630073
#> exo2 -0.2947059686 0.08527991 -0.41034182 -0.17443112
#> exo3 0.0005027164 0.08643051 -0.11927769 0.11389657
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1692908 0.9039080 -2.2642132 0.1348966
#> lag1_var2 2.4647867 2.1017592 -0.5626847 5.2018707
#> lag1_var3 2.5666834 3.3628863 -2.2628919 6.9051456
#> lag1_var4 -2.1819640 3.0507671 -6.1867304 2.1922338
#> const 7.9753863 8.2038161 -2.5247978 19.8533775
#> exo1 -1.4802870 0.8752524 -2.6739112 -0.2626433
#> exo2 2.1742021 1.8669530 -0.5128919 4.9192904
#> exo3 0.9372501 1.5480627 -0.9777414 3.2216369
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09169718 0.8609007 -1.0382275 1.12673550
#> lag1_var2 0.86043249 2.0687466 -1.6384912 3.70557971
#> lag1_var3 2.11650527 3.3211752 -1.9448890 6.63517034
#> lag1_var4 -1.21369420 3.0175247 -5.3179627 2.46240545
#> const 2.14917009 8.4918175 -8.5395110 16.08772583
#> exo1 0.95612086 1.3102580 -0.7929387 2.75899798
#> exo2 -5.63769048 1.3558072 -7.6853861 -3.83312691
#> exo3 -1.35969677 1.4535374 -3.6605571 0.07347106
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.72338982 0.5676039 -1.5196335 -0.08141538
#> lag1_var2 2.29585850 1.2080957 0.7599173 4.17523792
#> lag1_var3 3.53592351 1.9416808 1.1084604 6.57195621
#> lag1_var4 -2.34347318 1.7632484 -5.0697116 -0.12656054
#> const 6.21357596 5.2990559 0.1193445 14.35715432
#> exo1 0.01425088 1.0100657 -1.2384757 1.64345285
#> exo2 -4.76301623 0.5057207 -5.5106355 -4.02042289
#> exo3 -0.90360406 1.0378230 -2.4172668 0.54242753
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001538905 0.000325419 0.00111874 0.001930055
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007367427 0.002494339 -0.01135626 -0.004710391
#> Sigma[2,2] 0.127227780 0.031839014 0.09805980 0.174646821
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006255714 0.009229799 -0.0050902 0.01951482
#> Sigma[3,2] -0.144029058 0.087334059 -0.2883554 -0.06992246
#> Sigma[3,3] 3.145043878 0.982800869 2.1388077 4.86863488
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001875618 0.00999142 -0.0110506 0.01626852
#> Sigma[4,2] -0.076076333 0.09070372 -0.2260570 0.01664212
#> Sigma[4,3] 3.488456437 1.10786827 2.3613158 5.43110659
#> Sigma[4,4] 3.927922269 1.26038374 2.6549709 6.13241469
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.914595281 0.06526430 0.83488270 1.01792835
#> lag1_var2 0.099744117 0.09780606 -0.03729552 0.21976256
#> lag1_var3 0.173869754 0.16847040 -0.06632406 0.38425389
#> lag1_var4 -0.152033038 0.14818887 -0.33693141 0.05961098
#> const 0.635180086 0.39472966 -0.02008454 1.10020493
#> exo1 -0.009519808 0.04449464 -0.08331552 0.03883875
#> exo2 -0.031430894 0.03174328 -0.07403153 0.00757072
#> exo3 -0.007358863 0.03807725 -0.05398992 0.04702053
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11715899 0.6552540 -1.0578097 0.8022249
#> lag1_var2 0.98296332 0.9832488 -0.3662001 2.3587135
#> lag1_var3 0.38560913 1.8282082 -2.0632256 2.9266479
#> lag1_var4 -0.32981288 1.6065430 -2.5693462 1.8094553
#> const 2.06146177 3.1190288 -1.9221339 6.5145500
#> exo1 -0.19419929 0.3153641 -0.6769528 0.1244584
#> exo2 2.78531894 0.3792786 2.3601382 3.4069020
#> exo3 0.09794935 0.4717999 -0.4384874 0.8581900
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6675225 2.463044 -1.871977 4.474857
#> lag1_var2 -0.5505933 3.572450 -5.708244 3.361323
#> lag1_var3 0.3728982 6.519605 -9.532201 7.164155
#> lag1_var4 0.4200459 5.721795 -5.542802 9.125607
#> const -0.7203699 15.016191 -22.379420 18.160318
#> exo1 -0.1571240 1.879271 -2.613756 2.449253
#> exo2 -0.6876117 1.735831 -2.772218 1.655803
#> exo3 1.2052141 1.994376 -1.079100 4.254035
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.65456522 2.470706 -1.624489 4.507104
#> lag1_var2 -0.41372554 3.568398 -5.694213 3.385922
#> lag1_var3 -0.08856826 6.468942 -10.021634 6.546357
#> lag1_var4 0.93438445 5.674355 -4.861609 9.663595
#> const -1.54429879 16.045528 -23.487517 19.918173
#> exo1 -0.30650974 2.037122 -3.025837 2.479111
#> exo2 0.90913015 2.074877 -1.624608 3.883830
#> exo3 1.43537667 2.204058 -1.197539 4.669027
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001589662 2.655938e-05 0.00012585 0.0002001202
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005180197 0.000598053 -0.001392416 0.0002367538
#> Sigma[2,2] 0.1060992753 0.026655145 0.075259162 0.1460607447
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0000508319 0.001653381 -0.002150511 0.002010253
#> Sigma[3,2] -0.1117257612 0.056283448 -0.200970061 -0.052634452
#> Sigma[3,3] 0.3883241803 0.105418391 0.279369714 0.561788633
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003216949 0.001598416 -0.002544643 0.001840516
#> Sigma[4,2] -0.0327001912 0.040880855 -0.097160353 0.015664077
#> Sigma[4,3] 0.3109469654 0.073951558 0.217781235 0.420528075
#> Sigma[4,4] 0.2926669938 0.056371161 0.203181067 0.356829484
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9890433355 0.004542877 0.98270510 0.994616610
#> lag1_var2 0.0001714565 0.036649394 -0.05035390 0.049947376
#> lag1_var3 -0.0022950346 0.051733376 -0.07305445 0.063707639
#> lag1_var4 0.0039302083 0.051456163 -0.06167844 0.074233420
#> const 0.2217013244 0.108390505 0.08576114 0.381083925
#> exo1 -0.0097321320 0.008823251 -0.02110479 0.000934475
#> exo2 -0.0367923403 0.016718821 -0.05807366 -0.013187795
#> exo3 -0.0225806882 0.007937845 -0.03119349 -0.010281688
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2092953 0.1108077 -0.3558150 -0.03879016
#> lag1_var2 1.6641180 0.9047780 0.2164001 2.63038884
#> lag1_var3 1.5851518 1.3047736 -0.4957911 2.98115721
#> lag1_var4 -1.5656414 1.2998393 -2.9602337 0.49885056
#> const 4.8319431 2.4379089 1.7487721 8.58726429
#> exo1 0.2150563 0.4119015 -0.4199301 0.65923613
#> exo2 0.5288951 0.2260406 0.2801226 0.90483743
#> exo3 0.7617552 0.4461988 0.2182430 1.39321666
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2205510 0.1927317 -0.09617810 0.4128887
#> lag1_var2 0.1292259 1.6617519 -2.04758987 2.4658380
#> lag1_var3 1.3346027 2.5128090 -1.95450952 5.0135685
#> lag1_var4 -0.4657863 2.4991251 -4.14224405 2.8172231
#> const 4.3502248 6.0487923 -1.47323267 13.3873326
#> exo1 0.5879067 0.5999951 -0.04832606 1.5387342
#> exo2 -2.5620469 0.7504581 -3.76496581 -1.7183829
#> exo3 -1.0023765 1.0207569 -2.63050506 0.2961061
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07187101 0.1518994 -0.1498050 0.2573280
#> lag1_var2 1.14179760 1.1847580 -0.5273008 2.5553996
#> lag1_var3 2.21155411 1.8343778 -0.3857105 4.5286895
#> lag1_var4 -1.31583194 1.8109139 -3.6327719 1.2372311
#> const 6.83937127 4.9921901 1.6774980 14.1663950
#> exo1 0.76528703 0.5354798 0.2554825 1.5953672
#> exo2 -2.21742534 0.6924908 -3.1865302 -1.3481478
#> exo3 -0.45133046 0.7753087 -1.6396481 0.4684744
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008081212 0.0002659366 0.0004908386 0.001233416
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002916037 0.001566259 -0.005309869 -0.00108939
#> Sigma[2,2] 0.108175034 0.032573699 0.074889254 0.16151414
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001057157 0.0008259225 -0.002068556 0.0001411435
#> Sigma[3,2] -0.054437194 0.0133011981 -0.070443390 -0.0384445249
#> Sigma[3,3] 0.046011427 0.0107966317 0.031562716 0.0608907261
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003312644 0.001168955 -0.005154406 -0.001991108
#> Sigma[4,2] 0.021872258 0.013988909 0.006598580 0.043753731
#> Sigma[4,3] 0.008802382 0.006716318 0.001045475 0.017041343
#> Sigma[4,4] 0.025540104 0.008501167 0.016281524 0.038415216
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98044567 0.02371330 0.951180284 1.01582731
#> lag1_var2 -0.01166288 0.04512705 -0.070431464 0.05461975
#> lag1_var3 -0.01683864 0.06149506 -0.097143007 0.07133023
#> lag1_var4 0.01945109 0.06385415 -0.072208600 0.10127389
#> const 0.23924752 0.36217932 -0.242088294 0.73177826
#> exo1 0.03229189 0.02307332 0.003799007 0.06447517
#> exo2 -0.07083936 0.03565817 -0.120502337 -0.02145431
#> exo3 -0.03564319 0.02809468 -0.068414404 0.00964653
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3687881 0.4122942 -0.8940696 0.2001462
#> lag1_var2 0.6349899 0.7511094 -0.5288274 1.6235359
#> lag1_var3 -0.3870152 1.1496325 -2.1088811 1.1669540
#> lag1_var4 0.5006403 1.0806076 -0.9261603 2.1520150
#> const 0.1894708 3.3578404 -4.4460984 4.7970975
#> exo1 -0.9089417 0.2426374 -1.2708231 -0.6278325
#> exo2 -1.2150262 0.2066529 -1.4382059 -0.8763269
#> exo3 0.7396555 0.2706277 0.3804045 1.1012495
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3852863 0.2626431 0.11213866 0.79037054
#> lag1_var2 0.8575810 0.6156149 0.01633245 1.64934628
#> lag1_var3 2.1313323 0.9195899 0.84924732 3.30054336
#> lag1_var4 -1.3093792 0.8968340 -2.44846428 -0.09462457
#> const 4.1256407 2.3631517 0.31109359 6.84289193
#> exo1 0.4476467 0.1323702 0.30084019 0.63898467
#> exo2 0.1840562 0.1443733 -0.01742556 0.39529062
#> exo3 -0.3925816 0.1349673 -0.55524763 -0.18618332
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1359851 0.1297016 -0.08470417 0.28530255
#> lag1_var2 1.0392516 0.3028245 0.61511877 1.43638851
#> lag1_var3 1.4876986 0.4121739 0.91349882 2.02911594
#> lag1_var4 -0.5687398 0.4301092 -1.13906797 0.04109877
#> const 2.8579654 2.3290025 -0.51330042 5.96111770
#> exo1 -0.1966650 0.1551165 -0.35113405 0.03813962
#> exo2 -0.6937428 0.1367306 -0.87325240 -0.53737240
#> exo3 0.1213229 0.1497918 -0.11066101 0.26402739
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009402758 0.0002841407 0.0006595391 0.001382027
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003419831 0.002284281 -0.007017557 -0.001049553
#> Sigma[2,2] 0.239436384 0.062236189 0.167128337 0.343165132
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001389517 0.001341789 -0.003543926 0.0001725544
#> Sigma[3,2] -0.122325432 0.023231901 -0.158643760 -0.0923392767
#> Sigma[3,3] 0.090957900 0.009494695 0.078126655 0.1013958018
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003466878 0.0007540518 -0.004714553 -0.002711953
#> Sigma[4,2] 0.008142274 0.0131244982 -0.002703517 0.029966789
#> Sigma[4,3] 0.026372466 0.0073711811 0.015524097 0.035771086
#> Sigma[4,4] 0.033110731 0.0042975622 0.027750862 0.037907612
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99088130 0.02440599 0.96242712 1.02491275
#> lag1_var2 -0.09772267 0.08252780 -0.21467552 0.02241708
#> lag1_var3 -0.18272008 0.15209922 -0.40184456 0.03704516
#> lag1_var4 0.18757663 0.15186497 -0.03019204 0.40932542
#> const -0.06787441 0.40560443 -0.74736131 0.35198047
#> exo1 0.01259384 0.02163249 -0.01127361 0.04822312
#> exo2 -0.04131414 0.01506220 -0.06256923 -0.01847926
#> exo3 -0.05087914 0.02104230 -0.07644718 -0.02412949
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.64991839 0.3013087 0.35910828 1.1546963
#> lag1_var2 0.53923863 0.9982465 -1.08399889 1.4609536
#> lag1_var3 -0.60781869 1.8217809 -3.56031502 1.0901371
#> lag1_var4 0.40798102 1.8142138 -1.30527435 3.3452675
#> const -1.21876515 5.9913400 -10.60545833 5.4733206
#> exo1 -0.13103051 0.5189028 -0.80889921 0.6302857
#> exo2 0.48078221 0.3205328 -0.04172387 0.7983150
#> exo3 -0.03296676 0.5701906 -0.94637311 0.5993261
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48238017 0.1788603 -0.7643897 -0.3276181
#> lag1_var2 1.24335999 0.7621814 0.3913194 2.4009588
#> lag1_var3 3.14528578 1.4086792 1.5617492 5.2991125
#> lag1_var4 -2.08733881 1.4123860 -4.2616200 -0.4839687
#> const 6.00878422 3.8983016 2.4594362 12.6903670
#> exo1 0.06805301 0.2715944 -0.3702768 0.3870756
#> exo2 -0.79132632 0.2140303 -0.9896148 -0.4099929
#> exo3 -0.11315648 0.4157452 -0.5614828 0.5210837
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.128767759 0.1385871 -0.2611512 0.09515068
#> lag1_var2 1.346018513 0.4852252 0.5835208 1.94948460
#> lag1_var3 2.462700261 0.8907917 1.0697139 3.57980275
#> lag1_var4 -1.489959881 0.8915222 -2.6291885 -0.11402989
#> const 4.058278573 2.7935538 0.4537950 8.01377886
#> exo1 -0.001353827 0.2000099 -0.3191846 0.24088046
#> exo2 -0.597914584 0.1617404 -0.7599603 -0.35592286
#> exo3 -0.162788105 0.1826655 -0.3952572 0.09315331
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003876028 0.001217256 0.00261945 0.005836298
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04015498 0.01537983 -0.0660962 -0.02572638
#> Sigma[2,2] 0.55945163 0.23464260 0.3564699 0.96361661
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04536974 0.01751158 0.02889707 0.07585864
#> Sigma[3,2] -0.59910467 0.25907417 -1.05098913 -0.37293791
#> Sigma[3,3] 0.75790226 0.29498641 0.48973571 1.27686977
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03740121 0.01440312 0.02347222 0.06252465
#> Sigma[4,2] -0.48011424 0.20873811 -0.84529954 -0.29362046
#> Sigma[4,3] 0.65212746 0.24177154 0.42107144 1.07735668
#> Sigma[4,4] 0.57655151 0.20026562 0.37427011 0.92743890
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93726288 0.03087508 0.89544105 0.97392789
#> lag1_var2 0.03973912 0.02537378 0.00752862 0.07251317
#> lag1_var3 0.05870016 0.06604567 -0.01448293 0.15172234
#> lag1_var4 -0.03270792 0.05731401 -0.11316711 0.02872133
#> const 0.29271649 0.42352493 -0.29200096 0.85848643
#> exo1 0.02866072 0.03871703 -0.01152078 0.09091755
#> exo2 -0.07580785 0.07614049 -0.15119000 0.04478366
#> exo3 0.03636846 0.06672574 -0.03563151 0.13433532
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5985187 0.3626043 0.06289566 1.07838373
#> lag1_var2 0.3551150 0.2424041 0.02134036 0.64389588
#> lag1_var3 -0.8829439 0.6794076 -1.72283033 0.06139796
#> lag1_var4 0.5941083 0.6104333 -0.29601658 1.36057120
#> const 1.0264961 5.9568145 -6.08151425 10.04908244
#> exo1 -0.2547638 0.5918838 -1.23269515 0.36473690
#> exo2 0.7983078 0.8267583 -0.55871751 1.72759342
#> exo3 0.2453854 0.6783463 -0.52358765 1.21697430
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0956147 0.4303539 -1.6054384 -0.4825199
#> lag1_var2 1.1642755 0.2754792 0.7845984 1.5332716
#> lag1_var3 3.2850772 0.7004975 2.5631357 4.3771713
#> lag1_var4 -1.8081109 0.6229828 -2.7932627 -1.1224072
#> const 3.8278774 6.4996938 -6.3790281 10.1133126
#> exo1 0.1998292 0.7738447 -0.7312388 1.3026693
#> exo2 -0.6819924 0.8351474 -1.6656257 0.7532112
#> exo3 -0.1458915 0.8671856 -1.2833903 1.0802854
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.00292767 0.3751789 -1.4155876 -0.4954755
#> lag1_var2 1.18174877 0.2581197 0.8016306 1.4794876
#> lag1_var3 2.50462078 0.6040329 1.7785670 3.4643774
#> lag1_var4 -1.02910346 0.5273945 -1.8913503 -0.4627024
#> const 2.55237976 5.6026825 -6.0699166 8.9109036
#> exo1 0.13875394 0.6894155 -0.7087797 1.0302480
#> exo2 -0.50039801 0.6605127 -1.2748080 0.6396012
#> exo3 -0.09913737 0.7617294 -1.0349403 1.0516380
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003045542 5.884473e-05 0.0002413507 0.0004028955
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002941397 0.002192989 -0.006422161 -0.0007320469
#> Sigma[2,2] 0.444555269 0.074753604 0.341526137 0.5390697973
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002303112 0.002277121 -5.069494e-05 0.005697532
#> Sigma[3,2] -0.497975343 0.106053077 -6.824991e-01 -0.400114606
#> Sigma[3,3] 0.774799492 0.188059646 5.880173e-01 1.077438910
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006919681 0.002018262 -0.001399109 0.003851848
#> Sigma[4,2] -0.3140249221 0.103218868 -0.479744109 -0.183909021
#> Sigma[4,3] 0.6292425930 0.170185604 0.450175857 0.891319322
#> Sigma[4,4] 0.5773112602 0.149481815 0.429387257 0.818441597
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96480398 0.01558021 0.9493818808 0.988422945
#> lag1_var2 0.03492684 0.02449865 -0.0003073814 0.064411763
#> lag1_var3 0.06414924 0.04397869 0.0009164217 0.116843047
#> lag1_var4 -0.05476234 0.03738086 -0.1004011995 -0.001736004
#> const 0.45735489 0.13905491 0.2767636123 0.679258435
#> exo1 -0.00177270 0.01215313 -0.0204846866 0.013429336
#> exo2 -0.06560760 0.02976857 -0.1103857656 -0.030459370
#> exo3 0.01314425 0.01818763 -0.0137470870 0.033681406
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1799582 0.3650431 0.6827527 1.6461371
#> lag1_var2 -0.3256458 0.6244571 -0.9457753 0.7131817
#> lag1_var3 -2.1553928 1.1249370 -3.2352771 -0.2753763
#> lag1_var4 1.7289915 0.9464077 0.1499362 2.6667609
#> const -4.4259973 5.0444834 -10.7039372 2.5149060
#> exo1 -0.0787204 0.6462141 -0.9461477 0.7853127
#> exo2 -1.6293171 0.8333867 -2.6811452 -0.3741846
#> exo3 3.7081967 0.5451092 2.9812410 4.5105839
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5617540 0.4139471 -2.0636307 -0.9650541
#> lag1_var2 1.8255907 0.6278180 0.7714536 2.3746005
#> lag1_var3 3.7675352 1.1153713 1.8862196 4.8078482
#> lag1_var4 -2.2613038 0.9442979 -3.1912208 -0.6637696
#> const 6.7688779 6.2006684 -1.8984714 13.7640492
#> exo1 0.2655071 0.8780522 -1.0120745 1.4323489
#> exo2 -1.7302232 1.0214812 -3.0921605 -0.3096439
#> exo3 -1.9009517 0.7803228 -2.8872350 -0.8029297
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1628768 0.3330692 -1.5665407 -0.6932077
#> lag1_var2 1.5295751 0.5306682 0.6035960 2.0268515
#> lag1_var3 2.2337568 0.9617887 0.5374504 3.0880635
#> lag1_var4 -0.8435662 0.8200727 -1.5907492 0.5996518
#> const 2.8514521 4.6838118 -4.4054101 7.7543955
#> exo1 0.3011433 0.7550001 -0.7574838 1.1701686
#> exo2 -3.5472426 0.9674785 -4.9199938 -2.2772910
#> exo3 0.1882186 0.7365271 -0.8400614 1.1208598
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001124756 0.0002398374 0.0008189323 0.001462149
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -4.413722e-06 0.005401156 -0.007924527 0.006947907
#> Sigma[2,2] 1.702751e+00 0.304059922 1.292328762 2.153771758
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005429018 0.003290234 -0.004383122 0.004129277
#> Sigma[3,2] -0.9556492455 0.174411113 -1.180335709 -0.688528439
#> Sigma[3,3] 0.5773546311 0.100684100 0.412233753 0.697574588
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005334454 0.001483917 -0.002503047 0.001577093
#> Sigma[4,2] 0.0558131945 0.040624174 -0.003914478 0.101202880
#> Sigma[4,3] 0.0121137037 0.028446661 -0.026946736 0.052661488
#> Sigma[4,4] 0.0478921093 0.009772270 0.034541511 0.060284651
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989391093 0.02156480 0.96506670 1.02479537
#> lag1_var2 -0.025261574 0.06691407 -0.12433770 0.06204868
#> lag1_var3 -0.035862693 0.11303872 -0.20239556 0.10988838
#> lag1_var4 0.040258323 0.11617992 -0.11758183 0.20761772
#> const 0.079685498 0.30308800 -0.34039643 0.42709082
#> exo1 0.017623261 0.02638265 -0.01927054 0.05290824
#> exo2 -0.076219647 0.02599210 -0.11095359 -0.04002547
#> exo3 -0.008651864 0.04051351 -0.06091848 0.04253371
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.922348 0.8360184 -2.8710794 -0.7303926
#> lag1_var2 3.414057 2.6322637 -0.4201137 6.7633613
#> lag1_var3 4.600841 4.5184759 -1.9836209 10.2445917
#> lag1_var4 -4.022253 4.4743562 -9.6988909 2.7071549
#> const 13.797929 13.3652278 -3.3620450 32.1960250
#> exo1 -2.306182 1.1674343 -3.6431263 -0.8396654
#> exo2 0.100260 0.4728576 -0.5265009 0.7714083
#> exo3 -1.845564 1.5153105 -3.1743813 0.7460646
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27260323 0.4369575 0.6930965 1.825071
#> lag1_var2 -0.36426411 1.5248468 -2.2703726 1.955345
#> lag1_var3 0.04990145 2.6056216 -3.1317337 4.067508
#> lag1_var4 0.45499224 2.6151467 -3.4553348 3.739604
#> const -2.43740078 8.9173829 -14.3771335 8.818090
#> exo1 1.39595127 0.6069742 0.6275321 2.116429
#> exo2 1.11424394 0.4881312 0.4257703 1.754153
#> exo3 0.96901210 0.7980108 -0.4080416 1.640957
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14605599 0.1317431 -0.03142728 0.3116197
#> lag1_var2 1.43800697 0.3152145 1.02298324 1.9199246
#> lag1_var3 2.40177738 0.5257415 1.70837899 3.1928163
#> lag1_var4 -1.53614269 0.5498195 -2.41310138 -0.8619753
#> const 4.36940524 2.6319403 0.69002899 7.7126737
#> exo1 0.03175998 0.1909561 -0.28299006 0.2586588
#> exo2 1.25321933 0.2676794 0.94142796 1.6661637
#> exo3 -0.13267738 0.1775540 -0.32637358 0.1450900
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005187695 0.001338308 0.003623573 0.007181274
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002939084 0.007108142 -0.005657756 0.01397148
#> Sigma[2,2] 0.199025257 0.059917162 0.141732562 0.29622147
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 1.892945e-05 0.00428152 -0.006547867 0.005115851
#> Sigma[3,2] -1.268289e-01 0.03851583 -0.194112633 -0.095015564
#> Sigma[3,3] 8.937589e-02 0.02668753 0.066309708 0.136937947
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002054007 0.001324136 0.0004705853 0.004211944
#> Sigma[4,2] 0.004434169 0.009090168 -0.0059893187 0.016630314
#> Sigma[4,3] 0.006161007 0.006937574 -0.0030930775 0.014022224
#> Sigma[4,4] 0.009567960 0.002457369 0.0065255512 0.013070289
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.867086858 0.07606308 0.75352535 0.951741732
#> lag1_var2 0.147429943 0.16968699 -0.06255415 0.400211112
#> lag1_var3 0.188459861 0.25141321 -0.12461984 0.557406175
#> lag1_var4 -0.160658147 0.24232980 -0.51230322 0.148226842
#> const 1.180313210 0.64644633 0.58067695 2.182739931
#> exo1 -0.188846944 0.03565391 -0.23800056 -0.143431807
#> exo2 -0.132956344 0.08322843 -0.20313908 0.007830471
#> exo3 -0.002843833 0.08178410 -0.12943015 0.090519328
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1373053 0.3253061 -0.2358722 0.5838867
#> lag1_var2 0.2589564 0.8846312 -1.1906774 1.1460588
#> lag1_var3 -0.9901685 1.3732287 -3.1576519 0.3748580
#> lag1_var4 0.9641825 1.4400876 -0.5366646 3.1853830
#> const -0.9679308 2.0048956 -4.1969509 1.4722757
#> exo1 0.2218088 0.4454326 -0.3949323 0.8376914
#> exo2 1.1832392 0.3294048 0.6670216 1.6195429
#> exo3 1.3557890 0.5588207 0.6188414 2.1115126
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0940235 0.2738136 -0.5064027 0.2007488
#> lag1_var2 1.1092962 0.6098436 0.4683936 2.1192021
#> lag1_var3 2.5483889 0.9463347 1.5127371 4.0930161
#> lag1_var4 -1.5977022 0.9891965 -3.2110437 -0.5122226
#> const 4.9037008 1.4693772 3.0715667 7.0712139
#> exo1 -0.1271604 0.3234475 -0.5621058 0.3138176
#> exo2 -1.4768580 0.2390439 -1.8019754 -1.1500803
#> exo3 -0.7862392 0.3499565 -1.1969350 -0.2721083
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008344232 0.12686683 -0.19053002 0.15019750
#> lag1_var2 1.024115426 0.23926030 0.80374075 1.40001076
#> lag1_var3 1.504159994 0.35701615 1.14874825 2.06869035
#> lag1_var4 -0.547264931 0.33442549 -1.07373060 -0.17888215
#> const 2.827498764 0.70373267 2.04624342 3.85831384
#> exo1 0.015630077 0.07008411 -0.07960189 0.08830664
#> exo2 -0.764900069 0.09975975 -0.87691135 -0.64170084
#> exo3 0.102085967 0.11265971 -0.08035056 0.21735419
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarPANEL$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] 0.001998774 0.0004932131 0.001268455 0.002673587
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006342657 0.002752435 -0.01085088 -0.003079276
#> Sigma[2,2] 0.186763260 0.057296112 0.13193936 0.282367134
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006700932 0.004990601 0.001348157 0.01423612
#> Sigma[3,2] -0.176644033 0.054596518 -0.259590762 -0.10991306
#> Sigma[3,3] 0.329342755 0.084276504 0.238332706 0.46073471
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004522803 0.005011929 -0.001182128 0.01237255
#> Sigma[4,2] -0.110394296 0.045311983 -0.175579436 -0.05415462
#> Sigma[4,3] 0.294241655 0.081913784 0.192271333 0.41420827
#> Sigma[4,4] 0.287894252 0.080058003 0.186286172 0.40776954
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980506659 0.01020339 0.96821437 0.99622940
#> lag1_var2 -0.003089613 0.02603592 -0.03486412 0.03229877
#> lag1_var3 0.033041365 0.06624962 -0.04378207 0.12759281
#> lag1_var4 -0.030342830 0.06408788 -0.12319069 0.04763676
#> const 0.541378926 0.28078346 0.06674422 0.81270724
#> exo1 -0.018147284 0.03521456 -0.07241714 0.02279532
#> exo2 -0.013759599 0.02652836 -0.04925066 0.02352432
#> exo3 -0.123018705 0.03835263 -0.17970169 -0.07536076
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2625746 0.1934523 0.003052073 0.51072661
#> lag1_var2 0.6020907 0.3213849 0.125818007 0.96463289
#> lag1_var3 -1.0263394 0.6309327 -1.986203654 -0.22827924
#> lag1_var4 0.8766278 0.5811043 0.132288647 1.76449298
#> const 0.4854022 2.8511080 -2.191464081 5.21488734
#> exo1 -0.3104013 0.3351568 -0.714735373 0.17314635
#> exo2 -0.3009493 0.3510493 -0.881754667 0.08535878
#> exo3 -0.3852800 0.2217245 -0.677458637 -0.11147645
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06789398 0.2987977 -0.4805735 0.3633576
#> lag1_var2 0.37191180 0.5224257 -0.3257755 1.1053643
#> lag1_var3 2.82152006 1.1429867 1.3152617 4.3249902
#> lag1_var4 -1.68042269 1.0593740 -3.0807000 -0.2741465
#> const -1.33568596 2.3297877 -4.4726575 1.7619121
#> exo1 0.25988678 0.3094410 -0.1659551 0.6259638
#> exo2 -0.30798126 0.4844052 -0.9236375 0.3248862
#> exo3 0.95070803 0.2652256 0.5555329 1.2619968
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05414972 0.2637167 -0.3237395 0.4277691
#> lag1_var2 0.31376013 0.4654534 -0.3132450 0.9257929
#> lag1_var3 1.74849300 1.0498455 0.4118430 3.0725871
#> lag1_var4 -0.62738212 0.9789745 -1.8568286 0.6110107
#> const -2.94533172 2.9236978 -7.0522221 1.1738270
#> exo1 0.15688171 0.2831724 -0.1892966 0.5305682
#> exo2 -0.44541773 0.4831666 -1.1107750 0.1042063
#> exo3 0.94529855 0.2743847 0.5494728 1.2938902
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005446398 0.000954279 0.004536327 0.006799916
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01157791 0.003904049 -0.01573496 -0.005644634
#> Sigma[2,2] 0.08819325 0.017804870 0.06910599 0.114396308
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009451559 0.002718514 0.006395082 0.01371620
#> Sigma[3,2] -0.044427447 0.014094224 -0.067234343 -0.02834660
#> Sigma[3,3] 0.048905504 0.011069705 0.034194855 0.06557964
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007626969 0.002721232 -0.003161683 0.004491321
#> Sigma[4,2] 0.0268624065 0.009033550 0.013280416 0.036930601
#> Sigma[4,3] 0.0175273906 0.005010045 0.013069588 0.026172268
#> Sigma[4,4] 0.0448433607 0.008848090 0.032020492 0.054240491
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00686777 0.04053506 0.94398551 1.05106653
#> lag1_var2 -0.12177518 0.18565856 -0.36327373 0.13637208
#> lag1_var3 -0.15169068 0.24047041 -0.45450333 0.18413527
#> lag1_var4 0.14711003 0.23106540 -0.18439755 0.43437104
#> const 0.29868094 0.65362511 -0.39529371 1.38749046
#> exo1 0.05409133 0.07479635 -0.06689988 0.13252555
#> exo2 -0.06291043 0.09865198 -0.20810148 0.05350751
#> exo3 0.02762897 0.05650363 -0.05588858 0.09532595
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08516902 0.08704184 -0.05411485 0.1966902
#> lag1_var2 0.43189383 0.54856449 -0.33775040 1.1424886
#> lag1_var3 -0.67765021 0.80680766 -1.70470757 0.4166813
#> lag1_var4 0.67530226 0.74707214 -0.32103627 1.6717186
#> const -1.20478744 2.80016057 -4.59770273 2.5004691
#> exo1 0.08502485 0.23967163 -0.27510569 0.3406895
#> exo2 0.36976140 0.19400966 0.06835386 0.6133293
#> exo3 -0.45977242 0.17478676 -0.69485379 -0.2361913
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18707297 0.08744294 -0.27440079 -0.0360463
#> lag1_var2 0.46853842 0.33480946 -0.04203146 0.8941549
#> lag1_var3 1.48416189 0.52311547 0.67417914 2.1385165
#> lag1_var4 -0.48087183 0.47932206 -1.09456400 0.2535934
#> const 2.71269441 2.12563773 0.14234440 5.2262257
#> exo1 0.04103168 0.21930717 -0.33180412 0.2308063
#> exo2 -0.17061556 0.22205263 -0.48869496 0.1161103
#> exo3 1.47221956 0.18406761 1.24756730 1.7318295
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1566778 0.08983763 -0.2835356 -0.0377094
#> lag1_var2 0.2236693 0.30867366 -0.1467995 0.6912807
#> lag1_var3 0.1986837 0.42316090 -0.3642364 0.7805000
#> lag1_var4 0.8289810 0.39855540 0.2695930 1.3482850
#> const 0.4400433 1.07102577 -1.1676665 1.8465572
#> exo1 0.1308813 0.23055247 -0.2520782 0.3845533
#> exo2 0.1239635 0.22132730 -0.1510251 0.4303173
#> exo3 1.3181232 0.17953707 1.1130248 1.5738984
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00153633 0.0004710867 0.001012932 0.002343142
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04925869 0.02399782 -0.08153598 -0.01541322
#> Sigma[2,2] 7.34612012 1.13431934 5.85782171 8.88417995
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.020341 0.01365908 0.00124043 0.03823333
#> Sigma[3,2] -4.539088 0.99350030 -6.00383786 -3.50983614
#> Sigma[3,3] 4.354303 0.99007577 3.28826926 5.93473213
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01289451 0.009456515 -0.02919869 -0.00288941
#> Sigma[4,2] 0.12251096 0.666116692 -0.98238528 0.72364216
#> Sigma[4,3] 1.77448899 0.586131586 1.14723350 2.61789381
#> Sigma[4,4] 2.21826884 0.590736256 1.52486460 3.21343349
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00824344 0.01635748 0.994011834 1.034551455
#> lag1_var2 -0.02565619 0.01974640 -0.044808068 0.009717444
#> lag1_var3 -0.05367954 0.03358877 -0.088784260 0.004996651
#> lag1_var4 0.04425064 0.02987051 -0.008336692 0.075602853
#> const 0.30948102 0.37910620 -0.285882692 0.816247252
#> exo1 0.04499461 0.03611986 -0.003060918 0.094189807
#> exo2 -0.03938098 0.04563286 -0.112844197 0.008948883
#> exo3 0.05691297 0.01898486 0.035956153 0.086785825
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.6992854 1.0848979 -6.1882705 -3.3949324
#> lag1_var2 5.8528303 0.9613337 4.6989500 7.2152120
#> lag1_var3 9.2057931 1.6185614 7.1349898 11.3297273
#> lag1_var4 -7.6045903 1.4377943 -9.4684747 -5.7710254
#> const 22.5473170 20.1192404 0.4507186 49.5582373
#> exo1 -2.5814446 2.1239542 -5.8819766 -0.1893273
#> exo2 0.5434203 3.1360545 -4.3249046 4.5296251
#> exo3 0.4081666 2.0276075 -2.6926412 2.2848152
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.0674921 1.066147 1.372989 4.057320
#> lag1_var2 -2.8935541 1.223628 -4.408278 -1.131401
#> lag1_var3 -4.5341092 1.976995 -6.896377 -1.621134
#> lag1_var4 4.3975336 1.731052 1.845483 6.446826
#> const -9.1339608 15.746149 -30.768905 12.454282
#> exo1 -0.4270074 1.242498 -2.005509 1.040971
#> exo2 -2.6252246 2.441309 -6.116249 0.884245
#> exo3 0.6612565 1.805715 -1.997429 2.813459
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02638887 0.7043414 -1.0835947 0.7931465
#> lag1_var2 0.43405211 1.0871987 -0.9726708 2.0535369
#> lag1_var3 0.72480186 1.7760319 -1.4987564 3.4297856
#> lag1_var4 0.18862040 1.5353829 -2.1561006 2.1306653
#> const 4.52276762 7.8232831 -6.9707276 13.9436855
#> exo1 -2.21236969 0.8484680 -3.5003482 -1.1274698
#> exo2 -2.62349349 1.5687016 -4.9528682 -0.7323914
#> exo3 1.10697359 1.5444563 -0.7294016 3.5105019
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001087367 0.0003332398 0.0007537412 0.001619618
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007042533 0.0006024928 -0.001491978 0.0000849799
#> Sigma[2,2] 0.0472962856 0.0118703760 0.031239178 0.0642795510
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001780426 0.001472581 -0.0004615823 0.003658559
#> Sigma[3,2] -0.032325426 0.021324420 -0.0658466151 -0.013768132
#> Sigma[3,3] 0.150479642 0.040245469 0.1066347791 0.210162062
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001265620 0.001540786 -0.000837366 0.003072475
#> Sigma[4,2] 0.005396942 0.019543746 -0.024710735 0.025377886
#> Sigma[4,3] 0.127640410 0.027663786 0.095065446 0.170225768
#> Sigma[4,4] 0.135056329 0.024025102 0.107627661 0.169259062
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94993694 0.03702733 0.90441783 0.993471862
#> lag1_var2 0.03567627 0.09994939 -0.11902933 0.160487723
#> lag1_var3 0.01495587 0.12145751 -0.16650091 0.171219401
#> lag1_var4 -0.01079017 0.11586671 -0.15707444 0.164275261
#> const 0.97542805 0.39435079 0.53148094 1.522100073
#> exo1 -0.01405191 0.02275131 -0.04330100 0.011501033
#> exo2 -0.06830638 0.04060430 -0.11683898 -0.013622266
#> exo3 -0.03302522 0.02556339 -0.06089171 0.006946762
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2030764 0.1865288 -0.0230992 0.4899551
#> lag1_var2 0.5889454 0.5351460 -0.2047862 1.2414833
#> lag1_var3 -0.2499853 0.6284679 -1.1823639 0.5263641
#> lag1_var4 0.2032170 0.6000402 -0.5443975 1.0977691
#> const -1.2089224 2.8640825 -5.3897022 2.4585589
#> exo1 -0.1835015 0.3142003 -0.6668011 0.1463263
#> exo2 1.9132177 0.1475291 1.7497345 2.1283365
#> exo3 -0.6280160 0.2444975 -0.9982636 -0.3515384
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21209638 0.2419476 -0.5701169 0.09387655
#> lag1_var2 0.22881408 0.7777394 -0.9224530 1.06026115
#> lag1_var3 0.98309689 1.0197994 -0.5848089 1.99859138
#> lag1_var4 0.08227139 0.9864834 -0.8730115 1.62849427
#> const 0.27353873 2.5599013 -3.7226268 3.07202032
#> exo1 -0.20205014 0.2971961 -0.5950189 0.14525887
#> exo2 -2.24652602 0.3715049 -2.7412439 -1.71263990
#> exo3 -0.71653779 0.5782588 -1.4153510 0.17620605
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06083998 0.3205793 -0.5856351 0.29431200
#> lag1_var2 0.27951296 0.7574289 -0.8235886 1.31178514
#> lag1_var3 0.26680026 0.9697465 -1.3165091 1.34863271
#> lag1_var4 0.77510048 0.9299407 -0.1912074 2.32937018
#> const -1.48272906 3.6836416 -5.7444859 3.68395565
#> exo1 -0.35337739 0.2490560 -0.6794822 -0.02165339
#> exo2 -0.69686737 0.3295415 -1.0319871 -0.16882928
#> exo3 -1.24437191 0.5362907 -1.9449741 -0.55587323
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002001527 0.0005050382 0.001460945 0.002867154
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05208622 0.01718035 -0.08015633 -0.03267882
#> Sigma[2,2] 2.97181613 0.59324682 2.33845838 3.95208937
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03806064 0.01513637 0.02089858 0.06413395
#> Sigma[3,2] -2.07721197 0.44243884 -2.78299078 -1.53675798
#> Sigma[3,3] 1.76139379 0.38232142 1.35764634 2.34485366
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007486019 0.006569646 0.0009327886 0.01844781
#> Sigma[4,2] -0.300378744 0.160301581 -0.5263471205 -0.09324652
#> Sigma[4,3] 0.553120694 0.168606681 0.3994654583 0.83510723
#> Sigma[4,4] 0.411936773 0.131721807 0.2551718489 0.61141689
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90765166 0.02589054 0.86839674 0.93614828
#> lag1_var2 0.16736019 0.06501630 0.09543932 0.27207855
#> lag1_var3 0.27585664 0.10581910 0.16210016 0.44841970
#> lag1_var4 -0.25702765 0.09660213 -0.41077114 -0.14995952
#> const 1.36522821 0.37024221 0.94378092 1.91177921
#> exo1 0.02646272 0.02862645 -0.01413739 0.06108806
#> exo2 -0.10141953 0.05528861 -0.18369705 -0.03520946
#> exo3 0.02327761 0.03494709 -0.03102227 0.05761041
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7725687 0.9277184 -1.9807363 0.4730775
#> lag1_var2 -0.9393401 2.9798310 -4.7920868 3.5220617
#> lag1_var3 -2.6960938 4.7905636 -8.9289793 4.4647297
#> lag1_var4 3.1158821 4.5253429 -3.6411959 8.9086617
#> const -1.5603614 13.6693583 -22.0731319 11.6396033
#> exo1 -1.1826430 1.1163628 -2.9699355 0.2394453
#> exo2 0.9822207 1.4757937 -0.9783583 3.1707261
#> exo3 0.4692361 1.6922862 -2.0812639 2.3138366
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1197809 0.7109265 -1.01183163 0.7723124
#> lag1_var2 3.3451990 2.2796002 0.18706417 6.6021068
#> lag1_var3 6.1571235 3.6815013 1.08350813 11.4393570
#> lag1_var4 -5.3335153 3.5364954 -10.32347923 -0.4767450
#> const 11.9014002 10.8088229 0.68533060 29.3906638
#> exo1 0.2356320 0.9219312 -1.09748010 1.5167828
#> exo2 -4.2199878 1.5033160 -6.29037311 -2.2872343
#> exo3 1.3330938 1.1187251 -0.03541699 2.8824587
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6785844 0.4424618 -1.209466 -0.02839332
#> lag1_var2 2.6236993 0.9744975 1.247868 3.99262752
#> lag1_var3 4.2617357 1.6161763 1.972952 6.50536130
#> lag1_var4 -3.1453613 1.5144569 -5.325294 -1.07011644
#> const 11.0302036 4.9576360 3.952378 17.61584818
#> exo1 -0.5181770 0.3796519 -1.146139 -0.16690971
#> exo2 -4.1084991 0.7977219 -5.108238 -3.24923585
#> exo3 1.8059140 0.4472257 1.152955 2.34430349
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007733148 0.001772573 0.005675099 0.01020714
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01193229 0.01130866 -0.002386576 0.02859782
#> Sigma[2,2] 0.57775220 0.11869015 0.425801373 0.72273639
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02035392 0.008807771 -0.03504803 -0.01128158
#> Sigma[3,2] -0.32520992 0.073790871 -0.44048897 -0.25372748
#> Sigma[3,3] 0.26329715 0.056436147 0.21172858 0.36463714
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01380471 0.00604031 -0.02299660 -0.007394739
#> Sigma[4,2] 0.04305485 0.04919979 -0.01776680 0.121928361
#> Sigma[4,3] 0.06534152 0.02818495 0.03028530 0.104143981
#> Sigma[4,4] 0.10343866 0.01502850 0.08436234 0.121828535
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.932186727 0.05235172 0.84477126 0.98665929
#> lag1_var2 0.007715393 0.15380515 -0.21083167 0.20672363
#> lag1_var3 -0.045058440 0.23879179 -0.39862199 0.24733364
#> lag1_var4 0.048639842 0.22685308 -0.23205615 0.39019766
#> const 0.991810152 0.47763735 0.30558591 1.62511962
#> exo1 0.010269183 0.07683258 -0.06591589 0.13283448
#> exo2 -0.180687707 0.06694781 -0.27296060 -0.08456076
#> exo3 -0.021152938 0.08052270 -0.12069673 0.09505386
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42406991 0.3081283 -0.9337000 -0.08985953
#> lag1_var2 1.52746633 1.1849437 0.3822924 3.43794026
#> lag1_var3 1.03631476 1.8625861 -0.8274277 4.03789207
#> lag1_var4 -0.94495495 1.7706953 -3.7976507 0.83953473
#> const 5.28701727 5.1992752 -1.5104127 12.29007253
#> exo1 0.05838081 0.4279963 -0.5897784 0.43759277
#> exo2 0.19488478 0.7122077 -0.5778951 1.33906985
#> exo3 -1.36097670 0.8884662 -2.6049702 -0.15446199
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.330836229 0.1975822 0.1083932 0.62512370
#> lag1_var2 0.026235789 0.7701625 -1.2191986 0.92466439
#> lag1_var3 0.879920838 1.2067440 -1.0328058 2.32418735
#> lag1_var4 0.007824813 1.1474834 -1.3504955 1.81181507
#> const -1.787289315 3.2080938 -6.0555214 3.08990202
#> exo1 -0.142634225 0.3338398 -0.6010992 0.31104549
#> exo2 -0.518400014 0.3669506 -0.9623263 -0.01703882
#> exo3 1.348155847 0.5770394 0.5184886 2.04715056
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07243629 0.1566113 -0.13026525 0.2817288
#> lag1_var2 0.53248480 0.3380299 0.10823307 1.0655884
#> lag1_var3 0.80910853 0.5586848 0.06473752 1.6560077
#> lag1_var4 0.15338982 0.5552713 -0.64937089 0.9340239
#> const 0.24228549 2.7528316 -3.66413009 3.2741658
#> exo1 -0.12229353 0.2353623 -0.46353556 0.1761878
#> exo2 -0.46301096 0.3082426 -0.92237132 -0.1079939
#> exo3 0.55849059 0.2779923 0.21598264 0.9198500
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000140772 1.52391e-05 0.0001166868 0.0001583271
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003857101 0.001111454 -0.005668348 -0.002798356
#> Sigma[2,2] 0.300585791 0.102949155 0.209027669 0.469976158
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002443069 0.001048188 0.001222978 0.004153908
#> Sigma[3,2] -0.256037245 0.082795862 -0.377078539 -0.172527051
#> Sigma[3,3] 0.288828434 0.076296740 0.197903178 0.402804458
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.672213e-06 0.0005976043 -0.0008018897 0.000696835
#> Sigma[4,2] -6.866323e-02 0.0252695257 -0.1027033987 -0.034370554
#> Sigma[4,3] 1.326050e-01 0.0332822628 0.0860501101 0.173930679
#> Sigma[4,4] 9.351721e-02 0.0193874502 0.0655472686 0.118722592
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984608996 0.007636457 0.975599503 0.99258573
#> lag1_var2 -0.011269398 0.019302126 -0.032669184 0.02059117
#> lag1_var3 -0.015507376 0.032398167 -0.050759885 0.03927486
#> lag1_var4 0.014092891 0.031464139 -0.039436788 0.04648041
#> const 0.556728794 0.137213286 0.368065491 0.72650166
#> exo1 -0.004610004 0.014812348 -0.021863857 0.01895217
#> exo2 -0.055081031 0.010962781 -0.073456159 -0.04379672
#> exo3 0.031862682 0.015390623 0.005620786 0.04803276
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.78493840 0.4813273 -1.3451459 -0.05962298
#> lag1_var2 1.99682452 1.0699870 0.5921154 3.44355646
#> lag1_var3 1.71435077 1.7575109 -0.6104680 4.08734166
#> lag1_var4 -1.47046671 1.6727350 -3.8156242 0.72282072
#> const 6.46060320 6.8277922 -2.2907070 14.72136127
#> exo1 -0.04508723 0.5462890 -0.8444730 0.60361858
#> exo2 1.51331732 0.3633858 0.9911635 1.97838696
#> exo3 -1.19118124 0.7071655 -2.0168700 -0.11511819
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78596274 0.4227409 0.1390900 1.2199193
#> lag1_var2 -0.09364954 1.1355382 -1.7217294 1.1693710
#> lag1_var3 0.90239096 1.8301084 -1.6774653 2.9918627
#> lag1_var4 -0.18639176 1.7464497 -2.1779548 2.3030712
#> const -3.02327467 6.0023151 -12.8356841 4.1849099
#> exo1 0.16154277 0.4336179 -0.3708863 0.7084032
#> exo2 -1.75420066 0.3646267 -2.2457803 -1.3009273
#> exo3 1.49851307 0.6822487 0.4650454 2.2553249
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2989423 0.3262165 -0.1407128 0.7500675
#> lag1_var2 0.8407698 0.7681166 -0.1951510 1.8040845
#> lag1_var3 1.4794372 1.2181092 -0.1631897 2.9985146
#> lag1_var4 -0.5978722 1.1492128 -2.0566812 0.9823072
#> const 0.1537343 4.2707100 -5.0714713 5.9792719
#> exo1 0.1256253 0.2250772 -0.2221574 0.3685693
#> exo2 -0.8093603 0.2422872 -1.1503826 -0.4960369
#> exo3 0.7715253 0.3056807 0.3080524 1.1486135
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001750252 3.611512e-05 0.0001253298 0.0002244865
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0021748 0.001265647 -0.003927975 -0.0005119627
#> Sigma[2,2] 0.2153251 0.058165416 0.150097184 0.2993591031
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001694478 0.001099691 0.0001652025 0.002995494
#> Sigma[3,2] -0.200661485 0.064794216 -0.2976155938 -0.125318020
#> Sigma[3,3] 0.384038370 0.090409062 0.2738780818 0.504484747
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000388293 0.0007918528 -0.0007370677 0.00127150
#> Sigma[4,2] -0.075409521 0.0395201781 -0.1257668774 -0.02104211
#> Sigma[4,3] 0.278145466 0.0591645274 0.2018643808 0.35846089
#> Sigma[4,4] 0.245770441 0.0438750816 0.1942265805 0.31572420
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9757353009 0.013029800 0.959361213 0.99386956
#> lag1_var2 0.0320307085 0.028645678 -0.009433789 0.06647914
#> lag1_var3 0.0328898040 0.048804561 -0.036492350 0.08604711
#> lag1_var4 -0.0350926194 0.046446823 -0.086010348 0.03094211
#> const 0.7297143920 0.215132880 0.445367153 0.98602855
#> exo1 -0.0007007161 0.006820608 -0.009228884 0.01000865
#> exo2 -0.0708286140 0.019511541 -0.098616978 -0.04611366
#> exo3 0.0343564277 0.013409955 0.016914665 0.05080240
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2653159 0.5700365 -1.0444083 0.4786054
#> lag1_var2 0.7890218 1.4075400 -1.1737498 2.9244973
#> lag1_var3 0.6042907 2.3569782 -2.6656447 4.0696333
#> lag1_var4 -0.4477622 2.2119645 -3.6927613 2.6469296
#> const 0.6088616 6.8879865 -8.6952509 8.4944334
#> exo1 -0.6279545 0.2952913 -1.0891367 -0.2963238
#> exo2 0.1348277 0.3264506 -0.3042389 0.5156753
#> exo3 1.0706191 0.4493870 0.4979189 1.6919023
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8254493 0.6133472 -0.09131233 1.5522953
#> lag1_var2 -0.3954392 1.4728139 -2.35534359 1.4891745
#> lag1_var3 -0.2806819 2.5095672 -3.63374549 2.9428302
#> lag1_var4 0.9448968 2.3731617 -2.16277478 4.0662652
#> const -3.5786999 8.0844956 -13.74596409 8.5969145
#> exo1 0.2688082 0.3959223 -0.30017588 0.8313818
#> exo2 -0.3887762 0.7873721 -1.39949139 0.5454427
#> exo3 -0.2591230 0.7058625 -1.18751571 0.6259646
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6976143 0.4269142 0.1190854 1.2659287
#> lag1_var2 -0.3123003 1.0186527 -1.6951618 0.8543145
#> lag1_var3 -0.5757613 1.7522496 -2.9966294 1.3870369
#> lag1_var4 1.3398989 1.6518414 -0.5823524 3.6393942
#> const -4.4222832 5.3792643 -12.4163691 3.4584517
#> exo1 -0.1160868 0.3274713 -0.5317533 0.3444642
#> exo2 -0.3169682 0.6544615 -1.1427729 0.5616746
#> exo3 0.4186968 0.5503322 -0.2148456 1.1742795
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003981593 0.0007518305 0.00278203 0.004668275
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002760416 0.004901684 -0.009003603 0.003090706
#> Sigma[2,2] 0.184559419 0.029125789 0.148409115 0.227032439
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01413830 0.007516224 -0.02208344 -0.002385501
#> Sigma[3,2] -0.07347174 0.042741441 -0.12539441 -0.010664812
#> Sigma[3,3] 0.48770118 0.100430370 0.32073198 0.597466572
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01685966 0.008887842 -0.02875400 -0.005003488
#> Sigma[4,2] 0.07565960 0.047242678 0.01176427 0.146382440
#> Sigma[4,3] 0.46388993 0.099862706 0.31120178 0.578031709
#> Sigma[4,4] 0.56468000 0.113772355 0.41395582 0.696472650
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96442642 0.02703582 0.925761132 0.999837184
#> lag1_var2 0.18235202 0.10183577 0.033418798 0.299169582
#> lag1_var3 0.18968369 0.13535377 -0.008324935 0.347982507
#> lag1_var4 -0.19254858 0.12986752 -0.344101645 -0.002902668
#> const 0.75738162 0.39287870 0.202960437 1.292258951
#> exo1 0.02258480 0.03729875 -0.029452514 0.071258965
#> exo2 0.04463954 0.08033234 -0.062772688 0.145141207
#> exo3 -0.02659580 0.03907536 -0.078442473 0.021487664
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03844531 0.1617670 -0.2290544 0.18313513
#> lag1_var2 -0.15752822 0.5936415 -1.0827913 0.55842421
#> lag1_var3 -1.22515560 0.8240215 -2.5172686 -0.27326150
#> lag1_var4 1.25887401 0.7823383 0.3427260 2.48478822
#> const 0.67078398 2.9326947 -3.5520471 4.69391786
#> exo1 0.11278121 0.3053526 -0.2444736 0.59910503
#> exo2 1.38797760 0.4212802 0.9513846 2.10710452
#> exo3 -0.64994152 0.4974392 -1.3513426 -0.09511088
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9311606 0.3528150 0.5872273 1.4683228
#> lag1_var2 -2.2223596 0.7709160 -3.4652837 -1.4365985
#> lag1_var3 -1.6884900 1.0316910 -3.3574693 -0.7410769
#> lag1_var4 2.5673254 0.9916388 1.6443400 4.1768748
#> const -11.8459848 7.0167956 -23.0951241 -4.9383522
#> exo1 -0.6982499 0.6022466 -1.5045878 0.1338430
#> exo2 -3.2490062 1.0477484 -4.7953256 -2.0996316
#> exo3 1.4500926 0.3916014 0.9389556 2.0146220
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9671039 0.3872002 0.5650995 1.5281896
#> lag1_var2 -3.0895647 0.9463264 -4.3541520 -1.9197049
#> lag1_var3 -3.5710060 1.2823664 -5.3068506 -1.9807066
#> lag1_var4 4.4844740 1.2301754 2.9684264 6.1671512
#> const -13.3813696 7.1949361 -23.6813481 -4.3510058
#> exo1 -0.6077366 0.7206798 -1.6950361 0.3074672
#> exo2 -2.5080107 1.0319931 -4.3043107 -1.5782851
#> exo3 1.0663184 0.4718376 0.6546419 1.8225604
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007920307 0.0001678356 0.0005753386 0.001044429
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009485484 0.001026801 -0.0006111661 0.002339715
#> Sigma[2,2] 0.0276371229 0.010493535 0.0188661284 0.046194016
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001642875 0.002077609 -0.004385641 0.001258305
#> Sigma[3,2] -0.048129624 0.017736990 -0.078905306 -0.031055489
#> Sigma[3,3] 0.127519175 0.028780610 0.096012074 0.171675553
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008964156 0.001473962 -0.003028508 0.0009507652
#> Sigma[4,2] -0.0276971147 0.010466504 -0.044322969 -0.0171190150
#> Sigma[4,3] 0.0932034696 0.017791889 0.067302319 0.1161999235
#> Sigma[4,4] 0.0741036535 0.012415799 0.053838589 0.0880801059
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96945294 0.02772408 0.93478923 1.01331936
#> lag1_var2 0.08334752 0.06092987 0.01869345 0.16818381
#> lag1_var3 0.11029204 0.08302048 0.01498747 0.21776794
#> lag1_var4 -0.11414995 0.08111016 -0.22029198 -0.02193059
#> const 1.00206034 0.42092475 0.41353868 1.56275941
#> exo1 0.01102481 0.03398097 -0.04299677 0.04769461
#> exo2 -0.02736389 0.02804590 -0.06648413 0.01102751
#> exo3 -0.00351648 0.03223202 -0.05062754 0.04308438
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09747152 0.1010942 -0.24969470 0.02813017
#> lag1_var2 0.66982186 0.2896683 0.32257789 1.06258876
#> lag1_var3 -0.29388667 0.4082007 -0.81344928 0.27978614
#> lag1_var4 0.31519639 0.3895274 -0.22952776 0.81135436
#> const 0.54512391 1.7330738 -2.21801745 2.06378801
#> exo1 -0.51647827 0.1372203 -0.73112114 -0.39256502
#> exo2 0.02735956 0.1359683 -0.15261397 0.22376991
#> exo3 0.08921008 0.1332042 -0.08114443 0.26889501
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27446275 0.2858038 -0.1101061 0.6951952
#> lag1_var2 -0.15358657 0.8289399 -1.4151019 0.6964113
#> lag1_var3 1.11221891 1.1311071 -0.5946163 2.3248708
#> lag1_var4 -0.16959274 1.0916378 -1.3349938 1.4788663
#> const -0.99155061 4.1967952 -5.7864243 5.3754416
#> exo1 0.82001677 0.2990901 0.4208413 1.2455029
#> exo2 -1.09609702 0.2883111 -1.4743374 -0.6936922
#> exo3 -0.05183696 0.3381397 -0.4796943 0.3879085
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19952031 0.2737459 -0.14285325 0.6216211
#> lag1_var2 -0.08075214 0.7706883 -1.30595871 0.6247850
#> lag1_var3 0.31373231 1.0350182 -1.31861006 1.2513009
#> lag1_var4 0.65747084 1.0037491 -0.24712987 2.2384082
#> const -1.51883004 3.9099346 -6.72428061 3.7810152
#> exo1 0.43768732 0.2671113 0.02857338 0.7227601
#> exo2 -1.10098148 0.2039360 -1.33545593 -0.7982184
#> exo3 0.01905516 0.2679411 -0.35144120 0.3763510
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001824407 4.260076e-05 0.0001214902 0.0002350671
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003437971 0.001024622 -0.004881536 -0.002325162
#> Sigma[2,2] 0.523492779 0.114676839 0.402704694 0.701106993
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003987819 0.0008679497 0.002747952 0.004933663
#> Sigma[3,2] -0.262060131 0.0488160984 -0.327915730 -0.192431870
#> Sigma[3,3] 0.322058368 0.0453081005 0.253548504 0.379005497
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002346824 0.0007340155 0.001222388 0.003166961
#> Sigma[4,2] 0.013257550 0.0577476073 -0.049800770 0.096708254
#> Sigma[4,3] 0.199310857 0.0461737151 0.135132933 0.260023343
#> Sigma[4,4] 0.222801968 0.0460035897 0.171515828 0.290390040
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970096692 0.014187956 0.95228539 0.991545957
#> lag1_var2 0.009009850 0.020171986 -0.01802995 0.038373489
#> lag1_var3 0.008912775 0.036693302 -0.04087816 0.060110890
#> lag1_var4 -0.005521798 0.032611823 -0.04970332 0.038583522
#> const 0.607268053 0.151661692 0.34038185 0.722861003
#> exo1 -0.008445538 0.009710167 -0.02255576 0.004423042
#> exo2 -0.063110094 0.011712945 -0.07698843 -0.045138160
#> exo3 0.050513758 0.011483292 0.03390889 0.063053181
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55351036 0.7561374 -0.2583598 1.6502909
#> lag1_var2 0.62917957 1.3094662 -0.9666342 2.6970741
#> lag1_var3 -0.11147933 2.6485155 -3.2217769 4.1206844
#> lag1_var4 -0.15620281 2.4394430 -4.0490086 2.6554305
#> const 1.52314432 10.3302079 -13.1651514 14.2025663
#> exo1 -0.43628562 0.6552127 -1.1003259 0.5944729
#> exo2 0.09270385 0.6164475 -0.6511411 0.9790665
#> exo3 0.18219892 0.6082562 -0.5686592 1.0093377
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01779751 0.3818861 -0.5939279 0.42997821
#> lag1_var2 0.13040077 0.9329509 -1.4073552 1.19768863
#> lag1_var3 0.96432290 1.9108775 -2.1783021 3.10592911
#> lag1_var4 0.06223436 1.7620771 -1.8198793 2.95604452
#> const -1.80493816 3.3996920 -5.8898736 3.48784005
#> exo1 0.35047025 0.5326430 -0.5193588 0.98242296
#> exo2 -0.76408247 0.5117378 -1.4196086 -0.05548323
#> exo3 0.25352823 0.2694213 -0.1205415 0.61714774
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2872239 0.3829387 -0.3326861 0.6608709
#> lag1_var2 0.1038355 0.5873633 -0.4387572 1.0909451
#> lag1_var3 0.2199812 1.1427109 -0.9139034 2.1067552
#> lag1_var4 0.6817289 1.0278229 -0.9980089 1.7666071
#> const -2.2288370 4.6207098 -7.6542519 3.9428308
#> exo1 0.1333140 0.4925735 -0.5674549 0.8174343
#> exo2 -0.7458375 0.4317439 -1.4133117 -0.1828412
#> exo3 0.3793504 0.3981112 -0.1396723 0.8406873
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002128568 4.293165e-05 0.0001568683 0.0002777434
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004413101 0.0009281281 -0.00149814 0.001014678
#> Sigma[2,2] 0.0808009118 0.0176716875 0.06045328 0.107472292
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001727518 0.00101646 -0.001154798 0.001506044
#> Sigma[3,2] -0.0436903688 0.01666273 -0.067496713 -0.020067312
#> Sigma[3,3] 0.2135485059 0.03774708 0.171775847 0.267170280
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000136825 0.0009639148 -0.001519834 0.000968818
#> Sigma[4,2] 0.014185038 0.0188162499 -0.010215244 0.038280844
#> Sigma[4,3] 0.186247388 0.0353223645 0.142555626 0.236843529
#> Sigma[4,4] 0.200542014 0.0313212117 0.166204311 0.246052570
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983634314 0.005237776 0.97473708 0.9898198261
#> lag1_var2 0.011979989 0.043718414 -0.04017854 0.0791941013
#> lag1_var3 0.007106993 0.055095386 -0.05862984 0.0922662827
#> lag1_var4 -0.009522091 0.054321696 -0.09341725 0.0554065993
#> const 0.576203692 0.087842593 0.47981702 0.7053559637
#> exo1 0.005009588 0.016031782 -0.01493161 0.0253793992
#> exo2 -0.016702742 0.013424422 -0.03473681 0.0008498535
#> exo3 0.024161069 0.009388783 0.01106371 0.0373171385
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1520209 0.1117535 0.02213266 0.3002893
#> lag1_var2 -0.1244680 0.7740531 -1.11128878 1.0388563
#> lag1_var3 -1.2929511 1.0277019 -2.58757376 0.1544252
#> lag1_var4 1.3010780 1.0149817 -0.11625763 2.5822684
#> const -3.7310551 2.4449507 -6.86587146 -0.3002572
#> exo1 -0.1028008 0.3437093 -0.65357055 0.3270868
#> exo2 0.2550190 0.2081251 -0.08324370 0.4678868
#> exo3 0.4497591 0.3337472 -0.02000142 0.9128335
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5134342 0.2025285 -0.7833508 -0.20761863
#> lag1_var2 2.4202986 1.3200455 0.7262536 4.20577881
#> lag1_var3 5.2415105 1.8548507 2.8183496 7.75518136
#> lag1_var4 -4.2454933 1.8443290 -6.7542680 -1.82832739
#> const 12.3931749 4.5570787 5.5540686 18.24900780
#> exo1 0.1065871 0.3251724 -0.2133117 0.63898753
#> exo2 -0.3421732 0.4147738 -1.0919994 0.04473521
#> exo3 -0.7463836 0.3680163 -1.2062287 -0.25276809
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.40471545 0.1935409 -0.6052492 -0.09965386
#> lag1_var2 1.99492949 1.2406409 0.3208621 3.37812742
#> lag1_var3 3.86942454 1.7374460 1.6299783 5.65458204
#> lag1_var4 -2.85990845 1.7226491 -4.6267941 -0.63464177
#> const 9.19045386 3.9383576 3.0913808 13.80864008
#> exo1 0.03238376 0.4541995 -0.6034786 0.63860496
#> exo2 -0.17406642 0.4269779 -0.8983835 0.29583595
#> exo3 -0.44048837 0.3431928 -0.9028422 0.05492150
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004961897 0.0001522989 0.0003094022 0.0007162577
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007034302 0.0005689643 -0.001435322 3.658875e-05
#> Sigma[2,2] 0.0278509156 0.0062363444 0.021387861 3.764093e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000222763 0.000887826 -0.001603454 0.0009312105
#> Sigma[3,2] -0.013671108 0.007469476 -0.025171746 -0.0048754505
#> Sigma[3,3] 0.049024819 0.012645081 0.037043709 0.0701623716
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006859667 0.0006836987 -0.001911675 -5.520185e-05
#> Sigma[4,2] 0.0065810686 0.0052905985 0.001475246 1.485359e-02
#> Sigma[4,3] 0.0388762299 0.0092929180 0.029788506 5.367453e-02
#> Sigma[4,4] 0.0436475030 0.0089210735 0.032327669 5.467844e-02
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988556399 0.01329591 0.9730997932 1.01051151
#> lag1_var2 -0.022792121 0.04113378 -0.0898323525 0.01646870
#> lag1_var3 -0.012954293 0.06578220 -0.1075623309 0.07436714
#> lag1_var4 0.009849580 0.06536491 -0.0780505980 0.10309647
#> const 0.585449408 0.24578739 0.1894107687 0.88385975
#> exo1 -0.006942767 0.01811667 -0.0290234809 0.02035453
#> exo2 -0.019459597 0.02137708 -0.0437139265 0.01108909
#> exo3 0.025779465 0.01674754 0.0003153245 0.04920259
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12779818 0.1378368 -0.03380807 0.33404562
#> lag1_var2 0.71045940 0.5043632 -0.11342678 1.30461081
#> lag1_var3 0.06272975 0.6990330 -1.10766135 0.86895658
#> lag1_var4 -0.09973724 0.6835107 -0.88842220 1.04449572
#> const 1.05426013 2.2666846 -2.46894639 3.79958499
#> exo1 -0.10170976 0.1252873 -0.27556748 0.04067771
#> exo2 0.19846333 0.1548852 -0.01697073 0.41997631
#> exo3 0.10061922 0.1728251 -0.18325464 0.27000008
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53129234 0.1489986 -0.7175710 -0.34750436
#> lag1_var2 2.01013972 0.5238177 1.3166856 2.74335063
#> lag1_var3 3.22122545 0.7852447 2.2505943 4.29824344
#> lag1_var4 -2.15602046 0.7725313 -3.2108626 -1.20446808
#> const 5.16134267 2.4899728 1.7719628 8.55157888
#> exo1 0.06245425 0.1761800 -0.1146178 0.36153559
#> exo2 -0.44432033 0.3110688 -0.7897572 0.03278401
#> exo3 0.53269446 0.1311158 0.3276609 0.67982857
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.436688131 0.1146016 -0.6180074 -0.3206427
#> lag1_var2 2.079118739 0.5008774 1.4766758 2.7994269
#> lag1_var3 2.668403259 0.7539794 1.6851413 3.6944483
#> lag1_var4 -1.617655102 0.7422340 -2.6267776 -0.6455899
#> const 4.985693396 2.2312295 2.2824072 8.3334509
#> exo1 -0.006569437 0.1764059 -0.1787200 0.2766075
#> exo2 -0.342892253 0.3099112 -0.6784014 0.1737977
#> exo3 0.618672409 0.1881051 0.3342551 0.8235401
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001197584 3.544509e-05 9.576709e-05 0.0001799979
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00029847 0.0006802806 -0.001274077 0.0005906031
#> Sigma[2,2] 0.11570255 0.0231815979 0.089841803 0.1491948197
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004429508 0.0006773383 -0.0004254093 0.00136951
#> Sigma[3,2] -0.0780733426 0.0228795167 -0.1110372558 -0.05030408
#> Sigma[3,3] 0.2089318378 0.0303579536 0.1792926408 0.26317489
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002873081 0.0008462507 -0.0006083265 0.001631622
#> Sigma[4,2] -0.0117050194 0.0217642930 -0.0414316736 0.017220186
#> Sigma[4,3] 0.1715250642 0.0216389839 0.1497228202 0.208578157
#> Sigma[4,4] 0.1725654442 0.0156128360 0.1545661161 0.193649572
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002428445 0.008410938 0.991028292 1.014231888
#> lag1_var2 -0.036139053 0.033941954 -0.080702228 0.011841442
#> lag1_var3 -0.069349327 0.052318549 -0.136436808 0.006851577
#> lag1_var4 0.061094702 0.051416381 -0.015301302 0.125058482
#> const 0.457099628 0.114073150 0.330276468 0.644397543
#> exo1 0.002101999 0.010050717 -0.011142064 0.016539327
#> exo2 -0.025452029 0.010996775 -0.035343276 -0.007279094
#> exo3 0.006365514 0.008442877 -0.007199283 0.016206448
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2234503 0.2023729 -0.041971741 0.5006118
#> lag1_var2 0.4400966 0.9857623 -0.931091709 1.5990472
#> lag1_var3 -0.5250262 1.5265203 -2.697351445 1.3001336
#> lag1_var4 0.4708561 1.4916932 -1.350132247 2.5664584
#> const -1.5356479 3.7463253 -6.021940710 3.4932340
#> exo1 0.3739758 0.4546145 -0.211042594 1.1019460
#> exo2 1.2880245 0.2608983 0.887555109 1.5743658
#> exo3 0.3940814 0.2547688 -0.001519226 0.6719076
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1575414 0.1762544 -0.08719167 0.3935697
#> lag1_var2 0.3485837 0.9177622 -0.91539578 1.4633827
#> lag1_var3 1.6402607 1.3430515 -0.16030203 3.3360875
#> lag1_var4 -0.7461767 1.2983594 -2.39575511 0.9809126
#> const 2.1888903 4.9252351 -4.13254692 8.9077772
#> exo1 -0.2287674 0.3296292 -0.53778525 0.2901283
#> exo2 -1.2510427 0.2827443 -1.68808724 -0.9331770
#> exo3 0.6076632 0.7525553 -0.40635471 1.6539892
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29662287 0.2261365 0.009826287 0.6248205
#> lag1_var2 0.26837762 1.0805148 -1.280859496 1.6657319
#> lag1_var3 0.76655647 1.6424652 -1.448581794 3.0390784
#> lag1_var4 0.10712307 1.5846237 -2.096343013 2.2488140
#> const 0.43759326 4.6645232 -5.976245138 6.6990698
#> exo1 -0.01265004 0.2858139 -0.435171737 0.2835184
#> exo2 -0.52586649 0.2760368 -0.953575393 -0.2258358
#> exo3 0.88592655 0.7254584 -0.114176458 1.9318008
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002081069 0.0006429838 0.001362837 0.003088949
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04615612 0.02359078 -0.0854721 -0.02247891
#> Sigma[2,2] 3.82615568 0.80113113 3.1523100 5.02390075
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03074141 0.01266061 0.01583846 0.05037355
#> Sigma[3,2] -1.99129987 0.38059932 -2.57311887 -1.59160588
#> Sigma[3,3] 1.49448956 0.23314804 1.21494946 1.80418114
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006369448 0.004696847 0.001298507 0.01418396
#> Sigma[4,2] 0.070237347 0.116487198 -0.079653751 0.22719551
#> Sigma[4,3] 0.465377393 0.122248047 0.277810941 0.62359641
#> Sigma[4,4] 0.555095195 0.107508394 0.387351409 0.67277381
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97637531 0.01881076 0.94479210 0.99221301
#> lag1_var2 0.02759858 0.03310525 -0.01666131 0.07285115
#> lag1_var3 0.05794064 0.06379911 -0.02734892 0.14562577
#> lag1_var4 -0.05905038 0.05784741 -0.13558711 0.02017121
#> const 0.69239903 0.27085613 0.38960388 1.11389104
#> exo1 0.02445420 0.04446545 -0.03185219 0.08930540
#> exo2 -0.04859103 0.04226252 -0.08180084 0.02229556
#> exo3 0.05487784 0.06588994 -0.01377885 0.15548889
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.34858362 1.498846 -3.6837551 0.4381955
#> lag1_var2 2.38237426 2.419339 -0.9001253 5.3562615
#> lag1_var3 2.76915756 4.644669 -3.4700848 8.6067736
#> lag1_var4 -2.40011304 4.110409 -7.5125579 3.1158966
#> const 13.82143258 12.076323 -0.2735855 33.0828443
#> exo1 -0.47861166 1.635581 -2.4418750 1.7751258
#> exo2 -0.07285219 2.528503 -4.3444242 2.5264970
#> exo3 -1.18526304 2.627642 -4.5836526 2.1210484
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6830518 1.010459 0.7325262 3.3104537
#> lag1_var2 -1.5330074 1.569359 -3.7340800 0.7554573
#> lag1_var3 -1.8735376 3.036707 -6.1985215 2.5198197
#> lag1_var4 2.3354143 2.693480 -1.5478669 6.2120305
#> const -12.1098594 11.585882 -28.9746331 2.7468715
#> exo1 0.8135852 1.080477 -0.5109183 2.2880142
#> exo2 -0.4268430 1.609729 -2.0379164 1.9616460
#> exo3 0.3956887 1.642787 -1.2861250 3.0273270
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0716085 0.4921455 0.55866857 1.87253538
#> lag1_var2 -0.7573132 0.5869566 -1.62351390 -0.03363284
#> lag1_var3 -1.3161945 1.1412810 -2.99036033 0.07168826
#> lag1_var4 1.9624006 1.0145579 0.70464353 3.42667622
#> const -6.6698262 8.4369593 -19.60384929 2.54367693
#> exo1 0.5892220 0.4933796 0.08209244 1.29254228
#> exo2 -0.4632213 0.7550675 -1.60328532 0.39791745
#> exo3 -0.2474791 0.7666310 -1.17354673 0.87508138
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004992655 0.0001364285 0.0003257558 0.0006926881
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000761417 0.0002645034 -0.001191963 -0.0004664796
#> Sigma[2,2] 0.004524338 0.0012114708 0.003325574 0.0065861504
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008229312 0.001150993 -0.0008981461 0.002426287
#> Sigma[3,2] -0.0033116479 0.003706307 -0.0088264322 0.001320675
#> Sigma[3,3] 0.1196904178 0.024232914 0.0888171432 0.153262003
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003037135 0.001092365 -0.001285616 0.001823056
#> Sigma[4,2] -0.0002786804 0.003628106 -0.005266197 0.004033019
#> Sigma[4,3] 0.1183261298 0.022710376 0.089984578 0.148964868
#> Sigma[4,4] 0.1190551845 0.021447853 0.093024346 0.148047187
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974535283 0.03054371 0.944370231 1.01744445
#> lag1_var2 0.003750881 0.08222525 -0.142831263 0.08769324
#> lag1_var3 -0.001667157 0.12665363 -0.232500674 0.11407339
#> lag1_var4 0.002736350 0.12198565 -0.107244509 0.22558244
#> const 0.570067300 0.31724738 0.088473902 0.88555212
#> exo1 0.013267426 0.01637986 -0.003096277 0.04013937
#> exo2 -0.089154612 0.01217769 -0.106405278 -0.07602072
#> exo3 -0.012614021 0.02299755 -0.046361351 0.01971680
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008945659 0.05147978 -0.08167750 0.050893917
#> lag1_var2 0.549871641 0.15221855 0.34475280 0.739899955
#> lag1_var3 -0.051231762 0.20756385 -0.30670138 0.253176398
#> lag1_var4 0.052727031 0.20098563 -0.25023874 0.295421071
#> const 0.581781083 0.48665691 -0.09160822 1.179976169
#> exo1 -0.039474655 0.04074098 -0.10110557 0.007463465
#> exo2 0.552836576 0.08023639 0.42749692 0.642884775
#> exo3 0.022481672 0.06400213 -0.06688676 0.090587952
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4980030 0.4609049 -0.04840815 1.156284
#> lag1_var2 -0.1363034 1.0109831 -1.22681638 1.370019
#> lag1_var3 0.5408524 1.3258813 -0.94046258 2.434318
#> lag1_var4 0.3888780 1.2534470 -1.43807398 1.751077
#> const -6.9669265 5.2812893 -14.81092660 -1.284901
#> exo1 0.5672649 0.3022784 0.19319260 1.030899
#> exo2 -1.4872894 0.4560039 -2.00492474 -0.744234
#> exo3 -0.0289897 0.3070142 -0.51505942 0.332719
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.508841632 0.4643406 -0.03752323 1.1882827
#> lag1_var2 -0.096380106 1.1030587 -1.36259595 1.4949863
#> lag1_var3 0.022212475 1.4462075 -1.63691503 2.0434421
#> lag1_var4 0.912880317 1.3724130 -1.04507795 2.4485972
#> const -7.258871343 5.2959970 -15.18773630 -1.6757518
#> exo1 0.542310445 0.2963588 0.17791144 1.0009387
#> exo2 -1.111217263 0.4522856 -1.63510018 -0.3871638
#> exo3 -0.009752513 0.2910626 -0.47206499 0.3281579
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001135638 0.0003790133 0.0007173535 0.00170053
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04526879 0.01804038 -0.07883849 -0.03074755
#> Sigma[2,2] 3.82531532 1.31946375 2.29586685 6.00561083
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03878264 0.01574893 0.02620695 0.06760729
#> Sigma[3,2] -2.96499256 1.04523996 -4.73306418 -1.83404365
#> Sigma[3,3] 2.37146896 0.85200744 1.52831749 3.83095565
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005966042 0.003395799 0.002692974 0.01116750
#> Sigma[4,2] -0.146822137 0.144638297 -0.339523905 0.06353489
#> Sigma[4,3] 0.195553729 0.129225184 0.036085007 0.39368293
#> Sigma[4,4] 0.097162611 0.036854917 0.066528318 0.15892122
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97232595 0.03133142 0.938974485 1.020681774
#> lag1_var2 0.06380626 0.04248419 0.006536476 0.121167127
#> lag1_var3 0.08934456 0.05787146 0.012780508 0.168074196
#> lag1_var4 -0.09178036 0.05218928 -0.163642248 -0.021690543
#> const 0.86135376 0.25344642 0.510122804 1.182392784
#> exo1 -0.03364304 0.03124659 -0.083522433 0.005626655
#> exo2 -0.27894247 0.04028811 -0.333261155 -0.222012461
#> exo3 0.03249851 0.05616773 -0.061648413 0.091280091
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09309452 1.495145 -2.0965569 1.913569
#> lag1_var2 1.26479853 1.603806 -0.9690659 3.369628
#> lag1_var3 0.75293184 2.107231 -2.1508694 3.534279
#> lag1_var4 -0.62409448 1.883968 -3.2300781 1.885235
#> const -4.12113318 16.928703 -29.1006698 15.954721
#> exo1 -0.19038609 1.610267 -2.8615976 1.367739
#> exo2 1.91626441 1.490444 -0.5655323 3.298413
#> exo3 0.36377611 2.086958 -2.7240294 2.969570
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29262984 1.252641 -1.9402646 1.4468049
#> lag1_var2 1.51744936 1.321477 -0.2555225 3.4008673
#> lag1_var3 2.77990543 1.750808 0.4252831 5.2512437
#> lag1_var4 -1.83792701 1.555262 -3.9800607 0.3653357
#> const 8.86016073 13.257585 -5.7442878 28.2128030
#> exo1 0.04499743 1.304136 -1.2560566 2.1432629
#> exo2 -5.73258337 1.201175 -6.8263442 -3.6329068
#> exo3 -0.23339076 1.526430 -2.3358832 1.8357268
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41580333 0.2417257 -0.6173317 -0.0286784
#> lag1_var2 2.14676384 0.3376624 1.6553037 2.6242680
#> lag1_var3 2.92686374 0.4540616 2.2528759 3.5686270
#> lag1_var4 -1.86204968 0.4282895 -2.4963557 -1.2615547
#> const 5.06961889 2.2510592 1.4300035 7.0736297
#> exo1 -0.09773436 0.1799173 -0.3385117 0.1470907
#> exo2 -4.97999729 0.2811339 -5.3499091 -4.6045839
#> exo3 0.04729528 0.3437550 -0.5567542 0.3754134
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01393912 0.004096695 0.009440356 0.01997817
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02470437 0.01899743 -0.04776586 0.002310677
#> Sigma[2,2] 1.73792654 0.45795853 1.18790193 2.399442415
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01696484 0.01142609 0.0002930003 0.02984252
#> Sigma[3,2] -0.83241731 0.27356370 -1.2877740383 -0.50918871
#> Sigma[3,3] 0.48060352 0.17667702 0.2874505664 0.78459198
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007081388 0.008805562 -0.003530219 0.02133807
#> Sigma[4,2] -0.044374205 0.135862030 -0.255307709 0.10009504
#> Sigma[4,3] 0.125607133 0.088438249 0.047431976 0.27473632
#> Sigma[4,4] 0.135952328 0.047599784 0.084531320 0.21218720
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97203846 0.03986575 0.91409968 1.02352425
#> lag1_var2 0.03065961 0.03590501 -0.02187488 0.07275500
#> lag1_var3 0.07517131 0.08121142 -0.03960682 0.16757897
#> lag1_var4 -0.07509635 0.06960837 -0.15347008 0.02951165
#> const 0.77052203 0.48650172 0.19105272 1.40352541
#> exo1 0.01362976 0.12307336 -0.17912214 0.16160041
#> exo2 -0.04360055 0.14351569 -0.21148018 0.14760410
#> exo3 0.01575668 0.14379753 -0.11448009 0.23372985
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.46590381 0.6958231 -1.40766667 0.5371322
#> lag1_var2 1.73647103 0.5723557 0.97987936 2.4917339
#> lag1_var3 1.60479835 1.2916667 -0.06531982 3.2761678
#> lag1_var4 -1.69605746 1.0962922 -3.13721394 -0.3514739
#> const 14.14581365 7.1609869 2.30577155 21.5993854
#> exo1 -4.02022956 1.2379404 -5.98950426 -2.4713040
#> exo2 2.66722184 2.1783353 -0.18308045 5.5822473
#> exo3 -0.02648858 1.5016838 -2.16513130 1.6128850
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7363799 0.3758807 0.2230946 1.2591075
#> lag1_var2 -0.5625745 0.3364637 -0.9776359 -0.1105738
#> lag1_var3 -0.1585478 0.7466984 -1.0700569 0.8318641
#> lag1_var4 1.0130735 0.6293103 0.1164589 1.7793268
#> const -9.2412599 3.6956064 -12.9973298 -3.5141804
#> exo1 2.2159672 0.6639389 1.4053636 3.2563828
#> exo2 -1.8782751 1.0939852 -3.4919100 -0.5231598
#> exo3 1.8640783 0.6491475 1.1395253 2.6985763
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6296568 0.1884489 0.4187546 0.93430698
#> lag1_var2 -0.2107890 0.1342977 -0.4289318 -0.05060615
#> lag1_var3 -0.3922847 0.2973223 -0.8453832 -0.02950412
#> lag1_var4 1.1915451 0.2709308 0.8135966 1.54411743
#> const -4.6402050 2.5898050 -7.6255520 -0.96757071
#> exo1 0.5952660 0.3444851 0.1754437 1.05222875
#> exo2 -0.7206572 0.3877322 -1.3349963 -0.34017858
#> exo3 2.1875622 0.3627978 1.6755280 2.66277174
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002491692 0.0005610311 0.001817269 0.003256891
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05927483 0.01255352 -0.07946666 -0.04739674
#> Sigma[2,2] 4.28504465 0.80730230 3.34317460 5.26166660
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03686835 0.00747965 0.02938178 0.04771548
#> Sigma[3,2] -2.58279158 0.49598965 -3.19781885 -1.97032657
#> Sigma[3,3] 1.59354031 0.31761282 1.19062627 2.00926108
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002082459 0.001669879 0.0003737106 0.004723303
#> Sigma[4,2] -0.059217743 0.093044009 -0.1835860352 0.067460024
#> Sigma[4,3] 0.076701969 0.063698496 -0.0013849982 0.172095243
#> Sigma[4,4] 0.046822910 0.014540221 0.0311467893 0.070448695
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03660405 0.03474900 0.989049078 1.08049955
#> lag1_var2 -0.14363867 0.07371802 -0.255482831 -0.07564383
#> lag1_var3 -0.25866892 0.12544222 -0.449226336 -0.14205521
#> lag1_var4 0.24768508 0.11691703 0.135216011 0.42349925
#> const -0.30629964 0.45996776 -0.873381759 0.34111084
#> exo1 0.01871092 0.03504183 -0.024669094 0.06640625
#> exo2 0.01163480 0.06575282 -0.064227321 0.11803860
#> exo3 0.05333762 0.05227552 -0.009526897 0.13340758
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.41159103 1.401885 -3.395291 0.468373
#> lag1_var2 3.95319494 3.490210 -1.190363 9.018264
#> lag1_var3 5.58541106 6.001040 -3.357615 14.168932
#> lag1_var4 -5.46840786 5.580399 -13.265555 3.027649
#> const 31.10955641 12.693984 10.833601 43.649400
#> exo1 0.09947298 2.067855 -2.633044 3.059905
#> exo2 -1.41221592 1.792580 -3.591168 1.014212
#> exo3 -1.85260809 1.600007 -4.114610 0.394205
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.52151921 0.8008313 0.40913245 2.5885110
#> lag1_var2 -2.67058718 2.0044073 -5.50798303 0.2079667
#> lag1_var3 -3.85274644 3.4461051 -8.66529206 1.1466442
#> lag1_var4 4.58699746 3.2143461 -0.15899723 8.9929020
#> const -22.95991296 8.0215975 -31.06294039 -10.8943702
#> exo1 -0.06159459 1.2169140 -1.87681827 1.4113474
#> exo2 0.68820584 1.1765320 -0.95722457 2.1309685
#> exo3 1.19894818 0.9939057 -0.06759771 2.6582022
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78861662 0.1952840 0.5807619 1.1070492
#> lag1_var2 -0.83698097 0.3087252 -1.2035749 -0.3859576
#> lag1_var3 -1.39902834 0.5303193 -2.0217946 -0.6147396
#> lag1_var4 2.18959892 0.5067771 1.4097604 2.7841386
#> const -6.20480762 2.6744350 -10.5415392 -3.5528658
#> exo1 -0.01371676 0.1509880 -0.2535731 0.1511973
#> exo2 -0.15526903 0.2053550 -0.4388607 0.1082568
#> exo3 0.10200069 0.2333665 -0.1279445 0.4994550
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009559985 0.0002393742 0.000686906 0.001341647
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007545207 0.004015276 -0.01261796 -0.001709259
#> Sigma[2,2] 0.602245749 0.091409382 0.47416550 0.731328905
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004156348 0.003919553 -0.001917302 0.008693834
#> Sigma[3,2] -0.426370276 0.052486489 -0.501710391 -0.357134586
#> Sigma[3,3] 0.400585649 0.037289918 0.351896471 0.446614048
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001541749 0.002713557 -0.004407951 0.002695123
#> Sigma[4,2] -0.0721198286 0.028210665 -0.108076061 -0.034834198
#> Sigma[4,3] 0.1573564785 0.034198832 0.103915679 0.201252531
#> Sigma[4,4] 0.1236882518 0.033145582 0.081826614 0.170712274
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99381800 0.04332669 0.93033132 1.044073163
#> lag1_var2 -0.04782895 0.04694373 -0.08964550 0.025500588
#> lag1_var3 -0.09439531 0.07831817 -0.16642843 0.030415456
#> lag1_var4 0.08814320 0.06632175 -0.01683755 0.152727434
#> const 0.46119816 0.23847635 0.13557851 0.794785627
#> exo1 -0.05125221 0.03343773 -0.09838234 -0.004002049
#> exo2 -0.17656326 0.03284895 -0.23143851 -0.139475696
#> exo3 0.10760598 0.03354647 0.07875072 0.160433685
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59146695 0.9890146 -2.03193085 0.5345736
#> lag1_var2 2.27887718 1.1551547 0.70954222 3.6075216
#> lag1_var3 2.65874392 1.9346938 0.12670976 5.0229114
#> lag1_var4 -2.55983780 1.6911813 -4.69498793 -0.4110089
#> const 9.48812565 6.9751663 -0.04220816 18.9909698
#> exo1 -0.04846374 0.6950355 -0.56990967 1.1367099
#> exo2 2.41057651 0.8516934 1.50021598 3.7321903
#> exo3 0.07134815 0.6904227 -0.63842820 1.1539511
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93433136 0.8672488 -0.1730978 2.1147017
#> lag1_var2 -1.04969385 1.1248505 -2.4076878 0.6390470
#> lag1_var3 -1.17428247 1.8785524 -3.4126947 1.6104206
#> lag1_var4 1.99273953 1.6499389 -0.4296279 3.9353995
#> const -10.91200296 5.5168884 -17.3386850 -2.7547376
#> exo1 0.07050522 0.5945788 -0.8460590 0.6537552
#> exo2 -3.69830826 0.7456676 -4.7413784 -2.6583110
#> exo3 -0.09051977 0.5387634 -0.9020179 0.6108622
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62238493 0.3890145 0.11442396 1.1904803
#> lag1_var2 -0.16453732 0.6107325 -0.91088799 0.6429430
#> lag1_var3 -0.40360660 1.0205428 -1.64305875 0.9667049
#> lag1_var4 1.29594747 0.9067122 0.07204859 2.3588921
#> const -7.09899547 3.8979755 -12.41395540 -1.9707161
#> exo1 0.04396023 0.3859788 -0.49868724 0.5306549
#> exo2 -2.44665372 0.4976540 -3.16379383 -1.8413625
#> exo3 -0.04433065 0.2697922 -0.31763319 0.3805788
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002699495 0.0001033513 0.0001469521 0.0004229795
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001643704 0.001110706 -0.003172622 -0.0001625153
#> Sigma[2,2] 0.127293338 0.024784075 0.104592209 0.1678162492
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001574376 0.004282503 -0.005417333 0.005369954
#> Sigma[3,2] -0.241686473 0.069464308 -0.340228507 -0.167112956
#> Sigma[3,3] 2.989608377 0.591599184 2.040397227 3.661055087
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002811584 0.004031766 -0.007332044 0.003646021
#> Sigma[4,2] -0.157015215 0.062180937 -0.248976157 -0.093088382
#> Sigma[4,3] 2.904695873 0.609396910 1.943898544 3.634702734
#> Sigma[4,4] 2.878467422 0.626700395 1.907921524 3.660069366
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99880382 0.004804441 0.9923866595 1.006047361
#> lag1_var2 -0.03555975 0.032810597 -0.0869972174 0.001184659
#> lag1_var3 -0.04782543 0.049787750 -0.1279196613 0.007641525
#> lag1_var4 0.04388393 0.049659942 -0.0111958298 0.123586902
#> const 0.34943999 0.149817353 0.1339775637 0.529327488
#> exo1 0.01693563 0.010522324 0.0036622751 0.030351583
#> exo2 -0.13121879 0.016216105 -0.1615510368 -0.120111578
#> exo3 0.03266125 0.028867767 0.0007486639 0.079047781
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2120871 0.2104624 -0.1191398 0.4613930
#> lag1_var2 0.1484914 1.0991085 -1.6695227 1.2867440
#> lag1_var3 -0.4664091 1.5900409 -3.0998647 1.1637775
#> lag1_var4 0.4018298 1.5869518 -1.2192427 3.0438993
#> const 0.9422459 4.1451097 -4.2690880 6.6070897
#> exo1 -0.1024233 0.3576541 -0.5185458 0.4484011
#> exo2 4.5279643 0.3121992 4.0929259 4.9968009
#> exo3 -0.0721444 0.2218296 -0.3470374 0.2239099
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8586006 0.7486615 -0.268461849 1.691135
#> lag1_var2 2.2320170 3.8922436 -3.200091143 6.924481
#> lag1_var3 3.1278126 5.6325111 -5.052961736 9.504529
#> lag1_var4 -2.5759487 5.5351049 -8.814217872 5.496320
#> const 9.3258871 11.3935654 -1.463409830 26.768855
#> exo1 1.2910065 1.0063738 0.001255058 2.708495
#> exo2 -4.7244985 1.5879182 -6.980590382 -2.551461
#> exo3 -4.6242736 1.6505077 -6.891796333 -2.616242
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.039783 0.7160249 0.005181265 1.9376662
#> lag1_var2 1.996044 3.6410523 -3.057185622 6.4267879
#> lag1_var3 2.295581 5.2974884 -5.363292839 8.5457311
#> lag1_var4 -1.790901 5.2056417 -7.960198709 5.7681010
#> const 9.320341 10.9324967 -3.668690324 25.8517579
#> exo1 1.252889 1.0171340 -0.211113054 2.4941559
#> exo2 -1.625994 1.5926879 -3.946534952 0.4476528
#> exo3 -4.853108 1.6898407 -7.077136711 -2.8559126
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004860544 0.0001036421 0.000368488 0.000646819
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01567326 0.00563399 -0.02513062 -0.01090375
#> Sigma[2,2] 1.13426796 0.32145499 0.85772233 1.66095298
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006829677 0.004969101 0.003291178 0.01479636
#> Sigma[3,2] -0.572364435 0.285389934 -1.051397002 -0.34772093
#> Sigma[3,3] 0.540398504 0.227521761 0.337728501 0.90505722
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003484862 0.002666687 -0.007723712 -0.0002237696
#> Sigma[4,2] 0.163471325 0.153702165 -0.027636850 0.3857103076
#> Sigma[4,3] 0.193301084 0.092554837 0.082372484 0.3240023954
#> Sigma[4,4] 0.326195237 0.101138844 0.218977237 0.4889725567
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962052994 0.02008849 0.942344256 0.99465591
#> lag1_var2 0.003923928 0.05157685 -0.055667320 0.06698614
#> lag1_var3 0.002283848 0.07920149 -0.093232832 0.09758186
#> lag1_var4 0.005151704 0.07505609 -0.085732208 0.09543158
#> const 0.582540435 0.26228664 0.133579856 0.85998069
#> exo1 0.026809736 0.01380969 0.006689436 0.04501207
#> exo2 -0.064194283 0.02303563 -0.097883201 -0.03264095
#> exo3 0.043872221 0.02930447 -0.005605309 0.07502589
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4317435 0.7149156 -0.3090077 1.6071452
#> lag1_var2 -0.2177312 2.2088091 -3.8380692 2.1365335
#> lag1_var3 -1.4591232 3.3958107 -6.9044054 2.4106409
#> lag1_var4 1.3382485 3.2323318 -2.3794882 6.4611700
#> const -1.6168281 7.6940461 -11.7354295 9.0519229
#> exo1 -1.0528818 0.9567949 -2.3012072 0.4422906
#> exo2 2.5916995 1.0078007 1.1791855 4.0951823
#> exo3 0.5305662 1.4492905 -0.9740921 2.9762152
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5127654 0.5709217 -1.3852767 0.2746581
#> lag1_var2 2.3422594 1.5410047 0.4973027 4.7800578
#> lag1_var3 4.2129452 2.4079069 1.1975047 7.8916245
#> lag1_var4 -3.1220232 2.2687532 -6.5705776 -0.3073219
#> const 5.9157670 6.7419339 -3.7432091 14.8019173
#> exo1 0.6908392 0.3963038 0.2724723 1.2668547
#> exo2 -5.6132788 0.6061556 -6.5281050 -4.7923688
#> exo3 -0.3815588 0.8477898 -1.3672433 0.8813309
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.277478464 0.4434016 -0.9378420 0.2844299
#> lag1_var2 1.941368411 1.0170900 0.7250557 3.3991972
#> lag1_var3 2.847545600 1.6187759 1.0023387 5.2293913
#> lag1_var4 -1.806659316 1.5046362 -4.0131500 -0.1369269
#> const 4.160313175 6.2357459 -3.4583239 12.9358651
#> exo1 0.003760608 0.5590851 -0.5959179 0.8376425
#> exo2 -4.546942648 0.4318333 -5.3130107 -4.1675985
#> exo3 -0.032793601 0.9257113 -1.1539982 1.3127978
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001151778 0.0003396863 0.0008574861 0.00171104
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01977815 0.006124496 -0.02819656 -0.01265062
#> Sigma[2,2] 1.50437431 0.243530025 1.21386685 1.85303398
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0173489 0.007276583 0.008451738 0.02687927
#> Sigma[3,2] -1.1489488 0.256136957 -1.531835617 -0.86195016
#> Sigma[3,3] 1.4147087 0.300030170 1.097433283 1.86962582
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004778103 0.004556634 -0.001491862 0.01035759
#> Sigma[4,2] -0.155036564 0.159564284 -0.362484358 0.04110022
#> Sigma[4,3] 0.724236499 0.177729258 0.486097616 0.94626691
#> Sigma[4,4] 0.700168145 0.134291955 0.504503819 0.85436981
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968019312 0.02429722 0.93477494 0.99935607
#> lag1_var2 0.032182597 0.05494643 -0.04367797 0.09341064
#> lag1_var3 0.048537790 0.08339805 -0.06731579 0.14129238
#> lag1_var4 -0.047827485 0.07531101 -0.13041335 0.05690696
#> const 0.677405734 0.33625374 0.21077023 1.16496728
#> exo1 -0.002254413 0.04066232 -0.04720985 0.05916811
#> exo2 -0.161245070 0.03200366 -0.20324036 -0.12341462
#> exo3 -0.035166774 0.03213927 -0.07623510 0.01033930
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8293631 1.8286160 -3.6937029 0.8983182
#> lag1_var2 3.6264558 2.5642440 -0.1207398 6.0458209
#> lag1_var3 4.1220129 3.8935838 -1.5847292 7.7340890
#> lag1_var4 -3.6810678 3.6010826 -7.0382821 1.6382575
#> const 12.3659032 24.0607962 -28.3837191 37.8056000
#> exo1 0.6469359 0.9612408 -0.7438948 1.8400349
#> exo2 2.7315069 1.3765919 0.8708396 4.8540533
#> exo3 -0.1279150 1.0446062 -2.0083216 0.7844875
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5511603 1.4708904 -1.5611054 2.3785484
#> lag1_var2 -0.7080260 2.3310826 -3.6046607 2.8166945
#> lag1_var3 -0.2257779 3.5667033 -4.6794168 5.1505132
#> lag1_var4 1.0395334 3.2815645 -3.9190333 5.1377198
#> const -1.1071167 17.4176542 -19.1224717 29.5121442
#> exo1 -0.3169150 0.9278225 -1.8128378 0.6602686
#> exo2 -2.8549909 1.1128228 -4.5392628 -1.3172939
#> exo3 0.3603394 0.5788719 -0.5635466 1.1107569
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7950844 1.0642971 -1.822629 1.1114714
#> lag1_var2 1.4244366 1.9267387 -2.039633 3.2290207
#> lag1_var3 2.0879251 2.9319948 -3.204337 4.8005531
#> lag1_var4 -0.9377148 2.6918698 -3.417513 3.9089410
#> const 7.0520077 8.6746368 -6.688022 16.2409004
#> exo1 0.1357063 0.8179710 -1.050211 1.0704876
#> exo2 -1.2082042 0.6595785 -2.191038 -0.3999128
#> exo3 0.2765180 0.8841588 -0.951126 1.1988495
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003953704 0.0001120962 0.000224778 0.0005321227
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002778557 0.001404889 -0.004589805 -0.001142849
#> Sigma[2,2] 0.211304844 0.042988526 0.151070155 0.261542473
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002218593 0.00153456 -3.764343e-05 0.00419977
#> Sigma[3,2] -0.171955029 0.04377203 -2.246878e-01 -0.12000594
#> Sigma[3,3] 0.372373142 0.05700807 2.876132e-01 0.43834316
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004732975 0.00134402 -0.001428338 0.001805144
#> Sigma[4,2] -0.0397958472 0.02828445 -0.069072301 0.007027478
#> Sigma[4,3] 0.2851093316 0.04773665 0.221193021 0.358005501
#> Sigma[4,4] 0.2823857912 0.04767659 0.217261275 0.352730527
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.949944848 0.01392390 0.92898782 0.967456721
#> lag1_var2 0.016994862 0.01892972 -0.01397867 0.038479858
#> lag1_var3 0.025965064 0.02693049 -0.01845494 0.057334833
#> lag1_var4 -0.018701627 0.02505816 -0.04589014 0.024613273
#> const 0.695254143 0.23657858 0.36765430 1.007186286
#> exo1 -0.019255904 0.01420986 -0.03478809 0.004092872
#> exo2 0.004932659 0.02657413 -0.03495855 0.033748036
#> exo3 -0.001759867 0.01576051 -0.02723404 0.014844246
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10349521 0.2992701 -0.2157386 0.5235841
#> lag1_var2 1.09063637 0.8349127 0.4089310 2.5217807
#> lag1_var3 0.42864351 1.3250529 -0.6042991 2.7088532
#> lag1_var4 -0.49049319 1.2817775 -2.6785901 0.5223884
#> const 2.91192102 2.7861854 -0.7116063 6.5906614
#> exo1 0.05149698 0.4881210 -0.4923069 0.7483767
#> exo2 0.39124695 0.4317182 -0.2624225 0.8568061
#> exo3 -2.36880493 0.4163153 -2.8216691 -1.7300470
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.72323429 0.6346331 -1.6610362 0.1679881
#> lag1_var2 2.74923156 1.5747050 0.6233350 4.8353675
#> lag1_var3 5.20173623 2.4832519 1.8311501 8.4422899
#> lag1_var4 -4.04982645 2.4016819 -7.1637756 -0.8025975
#> const 6.80893785 9.0034014 -4.8333237 20.9677505
#> exo1 0.08160469 0.7169149 -0.9678846 1.0677071
#> exo2 -1.01836762 0.6197558 -1.7511769 -0.1035628
#> exo3 1.43953827 0.6406816 0.5947546 2.1695217
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71261969 0.6095889 -1.6023951 0.05642793
#> lag1_var2 3.24325372 1.5111330 1.1387725 5.07892109
#> lag1_var3 5.15730829 2.3526411 1.8490588 8.03438441
#> lag1_var4 -4.01603586 2.2700000 -6.7880530 -0.84102963
#> const 8.12986608 9.0882462 -2.4503058 22.74386143
#> exo1 0.13082337 0.6103278 -0.5540205 1.07473430
#> exo2 -0.82792578 0.5552543 -1.6388231 -0.10572780
#> exo3 -0.08231682 0.6127795 -0.8499730 0.62853423
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008187667 0.0002389043 0.0005059806 0.001150463
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003076425 0.002001427 -0.002753692 0.002688184
#> Sigma[2,2] 0.1555448361 0.031165654 0.113212432 0.196471979
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008332231 0.005097084 -0.008134028 0.004566254
#> Sigma[3,2] 0.0301305411 0.056154900 -0.026590206 0.121175799
#> Sigma[3,3] 0.7628442314 0.197191318 0.510772555 1.068398412
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005885073 0.005497266 -0.009334453 0.004761636
#> Sigma[4,2] 0.1401676707 0.064257966 0.068776293 0.248080240
#> Sigma[4,3] 0.8069199845 0.216698445 0.523077644 1.106362678
#> Sigma[4,4] 0.9296980285 0.241537159 0.598347614 1.212929431
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986221542 0.01850744 0.96614341 1.01712875
#> lag1_var2 -0.036368102 0.06698639 -0.14760191 0.04125913
#> lag1_var3 -0.064252412 0.08541658 -0.20437230 0.03423135
#> lag1_var4 0.063868985 0.08523636 -0.03462999 0.20438739
#> const 0.358810407 0.40694181 -0.27256949 0.84294511
#> exo1 -0.001916726 0.02541981 -0.03157609 0.04054050
#> exo2 -0.083666613 0.02636450 -0.12402881 -0.05400975
#> exo3 -0.080692601 0.03827443 -0.13763224 -0.03648317
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38597552 0.2130257 0.0657108 0.6623488
#> lag1_var2 -0.85363453 0.9293955 -2.3307689 0.4278463
#> lag1_var3 -2.43468600 1.2579260 -4.3662446 -0.6496568
#> lag1_var4 2.41727213 1.2425279 0.6702058 4.3356962
#> const -6.29018575 4.0560125 -12.1974612 -0.3422875
#> exo1 0.16890885 0.3004872 -0.1934665 0.6047083
#> exo2 1.91395093 0.3918195 1.4247476 2.5143849
#> exo3 0.08474623 0.4226695 -0.5603066 0.5855706
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51427942 0.3508292 -1.0100870 -0.08251925
#> lag1_var2 2.62524091 1.6291196 0.1543780 4.48378884
#> lag1_var3 4.56704037 2.2800385 1.2438952 7.23166307
#> lag1_var4 -3.60434426 2.2577773 -6.2550140 -0.36231822
#> const 12.48884020 6.9788569 4.0258014 23.22583157
#> exo1 -0.06683683 0.7917183 -1.1239956 1.13960682
#> exo2 1.03353356 1.0951322 -0.5555349 2.39936241
#> exo3 1.75314063 0.4400985 1.1401001 2.30367929
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2612569 0.3439012 -0.7677203 0.1032757
#> lag1_var2 1.7186147 1.5682886 -0.1655065 3.6200450
#> lag1_var3 2.4158650 2.2053392 -0.2112774 5.0916779
#> lag1_var4 -1.4533504 2.1999883 -4.1294863 1.1512626
#> const 7.5808046 7.0614033 -1.9792775 18.4495739
#> exo1 0.0495643 0.9410794 -1.2581244 1.3937749
#> exo2 2.4041787 1.1181506 0.7208313 3.7232768
#> exo3 1.8691584 0.4552294 1.3746855 2.5868523
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001835605 0.00046742 0.001239195 0.002515925
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009008897 0.01172349 -0.02108636 0.01130586
#> Sigma[2,2] 1.3589478880 0.25382666 1.08959310 1.68856592
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005287452 0.007849082 -0.0135086 0.006341601
#> Sigma[3,2] -0.766247392 0.151039815 -0.9720673 -0.596765131
#> Sigma[3,3] 0.667218393 0.130766127 0.4975720 0.848466284
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006763227 0.003749314 -0.01234312 -0.002094926
#> Sigma[4,2] 0.033693716 0.092031708 -0.07172644 0.169076730
#> Sigma[4,3] 0.263801396 0.088154044 0.17450865 0.396072581
#> Sigma[4,4] 0.341577838 0.083179539 0.25579685 0.477158916
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966178196 0.01634329 0.93916340 0.98319746
#> lag1_var2 0.014583898 0.01832212 -0.01220764 0.03793822
#> lag1_var3 0.009974118 0.02888263 -0.03050518 0.04751064
#> lag1_var4 -0.005958249 0.02265562 -0.03365807 0.02688699
#> const 0.414309084 0.42237153 -0.07014355 1.09501863
#> exo1 0.014629788 0.03507037 -0.03864131 0.05226623
#> exo2 -0.146270291 0.04179435 -0.21482614 -0.09831526
#> exo3 0.035420075 0.04566454 -0.03806205 0.07509837
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4655529 0.6473384 -2.2840275 -0.7153953
#> lag1_var2 1.3408929 0.7706449 0.2046778 2.2549796
#> lag1_var3 1.0114749 1.2926601 -0.8971843 2.5728844
#> lag1_var4 -0.4741147 1.0765132 -1.7693749 1.0410523
#> const 6.9233929 7.8095726 -4.0661239 17.4068059
#> exo1 -1.3788676 1.1425680 -3.1472819 -0.2249939
#> exo2 0.4249255 1.2863795 -1.4433022 2.0610724
#> exo3 2.0650468 1.4579588 0.1828525 4.1701863
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1040935 0.4813476 1.3070511 2.63452433
#> lag1_var2 -0.9404495 0.5839075 -1.4329096 0.07591346
#> lag1_var3 -0.8316855 0.9956216 -1.6896471 0.90042140
#> lag1_var4 1.1178529 0.7838461 -0.1680582 1.83346687
#> const -8.7592409 6.2745205 -16.9010231 0.24146885
#> exo1 1.3252505 0.6912273 0.2794391 2.27792442
#> exo2 -1.7150125 0.8538847 -2.9284225 -0.67727844
#> exo3 -0.2066938 0.8148015 -1.3817859 0.59431555
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5017695 0.2978214 1.01801997 1.7970278
#> lag1_var2 -0.8240253 0.2709495 -1.16847940 -0.4051351
#> lag1_var3 -1.3799648 0.4602473 -1.98711137 -0.6466300
#> lag1_var4 1.9285216 0.3317151 1.44666895 2.3943973
#> const -7.4540625 6.1044207 -17.21717548 -0.5581543
#> exo1 0.5988596 0.5062703 0.02324446 1.2897297
#> exo2 -1.8319221 0.4255093 -2.40968051 -1.1837427
#> exo3 1.3885524 0.6104843 0.57701743 2.2108825
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007383201 0.002406781 0.004564723 0.01111665
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007635303 0.0008858252 -0.002039908 0.0002892368
#> Sigma[2,2] 0.0068419982 0.0016584969 0.005270021 0.0096883536
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001220116 0.001182714 -0.001067567 0.002220937
#> Sigma[3,2] -0.0053518171 0.002658345 -0.009808549 -0.002696734
#> Sigma[3,3] 0.0162127292 0.005588443 0.011291123 0.026437403
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004818093 0.001021307 -0.001602993 0.001038183
#> Sigma[4,2] -0.0006556237 0.002355129 -0.004517692 0.001759284
#> Sigma[4,3] 0.0130594627 0.004477821 0.008805215 0.020800054
#> Sigma[4,4] 0.0131880816 0.003923688 0.008689015 0.019302305
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.881781969 0.08519396 0.76932423 1.0018309
#> lag1_var2 0.195791290 0.34784298 -0.37779310 0.5460667
#> lag1_var3 0.277182460 0.50944104 -0.55964750 0.8027736
#> lag1_var4 -0.266515078 0.50612789 -0.78862219 0.5659644
#> const 1.778661847 1.09546287 0.68801441 3.5176884
#> exo1 0.018260884 0.08408513 -0.07627761 0.1481606
#> exo2 0.039103420 0.10162312 -0.09730078 0.1638141
#> exo3 0.008489165 0.12039362 -0.13796272 0.1661416
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05147263 0.09324156 -0.18819871 0.055951913
#> lag1_var2 0.32428277 0.19593434 0.01837655 0.530428025
#> lag1_var3 -0.62986040 0.27104106 -1.06171026 -0.346440760
#> lag1_var4 0.67635511 0.27520860 0.41608424 1.129181770
#> const -0.85617516 0.98331477 -2.12539377 0.589885241
#> exo1 -0.07244574 0.06688799 -0.16079235 0.009782098
#> exo2 0.58248032 0.06878596 0.50715233 0.693895461
#> exo3 0.31432328 0.09034820 0.22164227 0.450621979
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22184568 0.16555220 -0.006336486 0.4473736
#> lag1_var2 1.04018583 0.33135485 0.742199074 1.6220933
#> lag1_var3 2.12782025 0.47685084 1.702875200 2.9530983
#> lag1_var4 -1.25811212 0.47740939 -2.068206383 -0.8031734
#> const 3.07619690 2.24302235 0.359449633 6.0816122
#> exo1 0.07855576 0.09447771 -0.065856370 0.2044710
#> exo2 -1.03270532 0.16427008 -1.248702499 -0.8133276
#> exo3 -0.32618769 0.10610071 -0.452056706 -0.1744023
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19279142 0.14979736 -0.01301719 0.37770800
#> lag1_var2 0.89783269 0.27852052 0.61036568 1.34736503
#> lag1_var3 1.14821433 0.37830119 0.74667331 1.75490678
#> lag1_var4 -0.23644865 0.37257997 -0.82676961 0.16996147
#> const 1.62804173 1.99494314 -1.07513474 4.28192813
#> exo1 0.02865232 0.08664306 -0.08334095 0.15833936
#> exo2 -0.66649707 0.16430257 -0.88918039 -0.44051714
#> exo3 -0.11888549 0.10765557 -0.26364399 0.02322927
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002169034 6.054124e-05 0.0001439001 0.0003135681
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006607292 0.003045996 -0.01184317 -0.003917176
#> Sigma[2,2] 0.424311335 0.129806230 0.29070107 0.626475831
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005466049 0.002905071 0.002917965 0.01022174
#> Sigma[3,2] -0.315079542 0.127219429 -0.513567842 -0.20111193
#> Sigma[3,3] 0.329957660 0.118015830 0.215356310 0.52463568
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001206525 0.001113226 -0.0001880295 0.002914898
#> Sigma[4,2] -0.039662878 0.050890107 -0.1185130913 0.011729523
#> Sigma[4,3] 0.132533419 0.043558020 0.0882690408 0.205581672
#> Sigma[4,4] 0.114531942 0.029353296 0.0872743111 0.156563210
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9953420267 0.01375101 0.977575656 1.011114710
#> lag1_var2 -0.0024058830 0.01274593 -0.019131635 0.015075913
#> lag1_var3 -0.0057757501 0.02181831 -0.033431088 0.024697838
#> lag1_var4 0.0001271733 0.01841814 -0.025807295 0.023318252
#> const 0.5176745729 0.18046400 0.329808208 0.778892178
#> exo1 -0.0053390416 0.01138187 -0.021506481 0.008949546
#> exo2 -0.0717415480 0.01789334 -0.089380379 -0.042320129
#> exo3 0.0074628220 0.01609801 -0.005419308 0.035951172
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2100616 0.5934202 -1.9579130 -0.4814377
#> lag1_var2 1.4406787 0.9709121 0.2713931 2.9725626
#> lag1_var3 0.9973443 1.5785631 -0.9867646 3.4492642
#> lag1_var4 -0.6240871 1.4843334 -2.9771001 1.1882140
#> const 10.4941903 7.8515612 1.3463439 21.5603245
#> exo1 -0.2698970 0.4532363 -0.9872122 0.2144519
#> exo2 4.1193524 0.5833272 3.3500452 4.8226427
#> exo3 -0.3509363 0.7195975 -1.2188117 0.7950893
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6122657 0.6105551 -0.25840702 1.3309023
#> lag1_var2 0.8385652 0.7388366 -0.28526014 1.6998864
#> lag1_var3 2.2458809 1.2320986 0.38242853 3.7451716
#> lag1_var4 -1.4572793 1.0801301 -2.65680301 0.2109608
#> const -3.0399504 6.8460727 -11.55980380 6.3691424
#> exo1 0.2668846 0.3514530 -0.09849095 0.8531859
#> exo2 -4.3523255 0.4233328 -4.86716975 -3.6920285
#> exo3 0.9686077 0.6717052 0.15300853 1.9808084
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21186925 0.4093566 -0.7880519 0.2892190
#> lag1_var2 1.46547053 0.7433612 0.3933603 2.3987901
#> lag1_var3 2.43605965 1.1902143 0.7173507 3.9624584
#> lag1_var4 -1.37497865 1.0702757 -2.7292351 0.1737239
#> const 2.98765533 3.7976732 -1.1162749 8.5180463
#> exo1 0.09424831 0.1868611 -0.1601258 0.3247689
#> exo2 -1.82339893 0.2823620 -2.1872988 -1.4459050
#> exo3 0.82706653 0.3963371 0.2907336 1.3424994
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002502316 3.966361e-05 0.0001872592 0.000294271
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003837944 0.001280877 -0.005569231 -0.001860096
#> Sigma[2,2] 0.204541359 0.051591608 0.142361477 0.282737548
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001937589 0.001230821 0.0003756824 0.003864936
#> Sigma[3,2] -0.122288917 0.031962920 -0.1619375327 -0.081195983
#> Sigma[3,3] 0.125683333 0.019901665 0.0987887292 0.152353610
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003658467 0.0008052122 -0.001233174 0.0009590497
#> Sigma[4,2] -0.0015977842 0.0169812058 -0.024307765 0.0200436236
#> Sigma[4,3] 0.0570178802 0.0105131182 0.045504637 0.0721611092
#> Sigma[4,4] 0.0598529912 0.0107027747 0.048328125 0.0777518252
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969429724 0.01027099 0.95639133 0.983408509
#> lag1_var2 0.012256784 0.02315792 -0.01896382 0.044727319
#> lag1_var3 0.011751520 0.04128558 -0.04296610 0.070663738
#> lag1_var4 -0.010307888 0.04020676 -0.06871243 0.043324987
#> const 0.578717250 0.17833893 0.34707142 0.846685229
#> exo1 -0.006805949 0.01094897 -0.02292283 0.005250354
#> exo2 -0.113492932 0.01379224 -0.13229518 -0.095474882
#> exo3 0.061681930 0.01700267 0.03846760 0.084344585
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30457181 0.2771414 -0.6403499 0.1233357
#> lag1_var2 1.27498134 0.7729584 0.1125817 2.0799809
#> lag1_var3 0.63531457 1.3684738 -1.5144695 2.0493259
#> lag1_var4 -0.55720152 1.3648417 -2.0318452 1.6013136
#> const 2.83422078 2.9549575 -0.9226628 6.6730884
#> exo1 -0.15382230 0.5214461 -1.0451836 0.3526896
#> exo2 0.47961134 0.5384955 -0.3858069 1.0825239
#> exo3 -0.02071327 0.4515838 -0.5293838 0.6107556
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17380452 0.2029891 -0.45832975 0.1085668
#> lag1_var2 0.74871530 0.6731544 0.05226981 1.8050467
#> lag1_var3 2.25894171 1.2087797 1.00685071 4.1167981
#> lag1_var4 -1.26205021 1.1778519 -3.07045097 -0.0726746
#> const 3.99158832 2.9181380 1.15282593 8.8377843
#> exo1 0.19038909 0.3742793 -0.22085035 0.8225901
#> exo2 -1.03359406 0.5775112 -1.93800184 -0.3519211
#> exo3 -0.08183063 0.3835227 -0.61180323 0.3452614
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3811629 0.2108790 -0.68168811 -0.13468825
#> lag1_var2 1.1722673 0.3846256 0.53576634 1.62822533
#> lag1_var3 2.0789538 0.6663069 1.00184694 2.88085968
#> lag1_var4 -1.0121313 0.6323792 -1.76425638 0.01771446
#> const 4.8800148 2.6518646 2.01665995 9.00933501
#> exo1 0.1063011 0.1553349 -0.09616055 0.32948024
#> exo2 -0.8058840 0.4073669 -1.44484851 -0.27445337
#> exo3 -0.1000565 0.2167490 -0.45273578 0.16575603
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001911076 4.763068e-05 0.0001321815 0.0002662233
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002091521 0.0008899532 -0.003323546 -0.001031453
#> Sigma[2,2] 0.167619089 0.0369398772 0.125888934 0.226707395
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001061253 0.001649099 -0.0008178512 0.003487267
#> Sigma[3,2] -0.089562924 0.050275063 -0.1633622134 -0.025392213
#> Sigma[3,3] 0.476193364 0.092714052 0.3511722082 0.598619035
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003892085 0.001449159 -0.002236916 0.001593023
#> Sigma[4,2] 0.0238925396 0.046825879 -0.045530188 0.081257609
#> Sigma[4,3] 0.4304488295 0.094392859 0.304874599 0.551863126
#> Sigma[4,4] 0.4621034938 0.116435526 0.315991217 0.628455163
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96372199 0.01188392 0.9477050578 0.979687384
#> lag1_var2 0.04112697 0.03432774 -0.0009343333 0.091681567
#> lag1_var3 0.04468296 0.04852818 -0.0162162356 0.115438177
#> lag1_var4 -0.04157247 0.04645889 -0.1088713556 0.015668466
#> const 0.74580896 0.19833054 0.4817724626 0.995591577
#> exo1 0.01579102 0.01076742 0.0000241173 0.027378416
#> exo2 -0.03312653 0.01931062 -0.0587685375 -0.006694907
#> exo3 0.02627889 0.01122080 0.0102111254 0.039200508
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3336047 0.3103194 0.03364081 0.7786399
#> lag1_var2 -0.6482818 0.9178235 -1.89626659 0.7405199
#> lag1_var3 -1.8677948 1.3698417 -3.69710482 0.2119457
#> lag1_var4 1.8467180 1.3201932 -0.16395381 3.6251936
#> const -5.9503380 6.1427252 -13.86652976 3.6373280
#> exo1 -0.5749186 0.2360803 -0.91116449 -0.2482392
#> exo2 0.1849206 0.3585620 -0.19388240 0.6953980
#> exo3 0.3842744 0.5248616 -0.32036463 1.0787365
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07883169 0.6918269 -0.9532126 0.8665103
#> lag1_var2 2.01950598 1.7186688 0.1735935 4.5571469
#> lag1_var3 3.66237579 2.4811728 0.8987099 7.2580674
#> lag1_var4 -2.78855675 2.3675602 -6.2254280 -0.1227617
#> const 9.70014997 9.6170314 -3.1006397 21.3317400
#> exo1 0.52644918 0.6729661 -0.2361917 1.3986456
#> exo2 -0.28843636 0.9276463 -1.5916321 0.8346676
#> exo3 -0.49286223 0.6109869 -1.2128375 0.2902360
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1487318 0.6000832 -0.7209353 0.9863906
#> lag1_var2 1.2477966 1.5533621 -0.8894033 3.4605147
#> lag1_var3 1.9051196 2.2368558 -1.1668314 4.9598026
#> lag1_var4 -1.0353315 2.1495389 -3.9404251 1.9284066
#> const 4.9292231 9.9911125 -7.9794512 18.1858439
#> exo1 0.1416511 0.6627133 -0.7130322 1.0111564
#> exo2 -0.1757701 0.9796249 -1.6609093 0.9848310
#> exo3 -0.2439367 0.6265613 -1.2042088 0.4489948
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004723585 0.0001443742 0.000320178 0.0006880829
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01622657 0.006245822 -0.02350806 -0.008512477
#> Sigma[2,2] 1.16347702 0.346876301 0.67416076 1.609043227
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01307381 0.006031846 0.005857711 0.02223039
#> Sigma[3,2] -0.80405119 0.295965158 -1.197451342 -0.43187173
#> Sigma[3,3] 0.80572681 0.270834949 0.476317508 1.17715740
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004095059 0.00330967 0.0009725697 0.009551631
#> Sigma[4,2] -0.150800920 0.13416103 -0.3420464474 0.014440391
#> Sigma[4,3] 0.378939120 0.13588782 0.2158953954 0.585982594
#> Sigma[4,4] 0.321627247 0.09217143 0.2200909797 0.465092640
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988155632 0.01875396 0.96993959 1.01714879
#> lag1_var2 0.004126092 0.02707763 -0.03176353 0.03444571
#> lag1_var3 0.010956848 0.04900091 -0.05547364 0.06353883
#> lag1_var4 -0.016399917 0.04341668 -0.06437371 0.04320074
#> const 0.677941110 0.20807889 0.39684328 0.98570280
#> exo1 -0.006686023 0.02978671 -0.04925337 0.03064503
#> exo2 -0.088441399 0.01739978 -0.11351660 -0.06610360
#> exo3 0.049911455 0.01797099 0.02860519 0.07829814
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9807008 1.2244025 -2.5546401 0.4076396
#> lag1_var2 1.8064690 1.8603227 -0.7427104 3.9666682
#> lag1_var3 1.7928557 3.3155118 -2.6447763 5.7339319
#> lag1_var4 -1.5026234 2.9620634 -4.9971839 2.4993429
#> const 10.4240904 15.0590295 -9.1872613 32.5415477
#> exo1 0.9795633 1.3494720 -0.5042697 2.9341571
#> exo2 3.3676987 0.8471386 2.2197163 4.3773349
#> exo3 -0.1260350 1.2285138 -1.3139079 1.7956547
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.49428169 0.9671207 1.2526168 3.69341959
#> lag1_var2 -2.95169154 1.5623101 -4.6757540 -0.46356964
#> lag1_var3 -4.19424716 2.7583972 -7.4672304 0.09606868
#> lag1_var4 4.37511293 2.4858765 0.5230745 7.35449858
#> const -17.32096974 13.1683941 -35.9217812 -1.17382208
#> exo1 -0.04989062 0.8977581 -1.3841568 1.03427463
#> exo2 -5.49955712 0.9287694 -6.7432280 -4.20095482
#> exo3 0.08458105 0.5328456 -0.6962445 0.53887227
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.12264990 0.4416177 1.46908583 2.6672489
#> lag1_var2 -2.57848438 0.7189881 -3.25315280 -1.4194132
#> lag1_var3 -4.30546577 1.2509588 -5.67442995 -2.3313338
#> lag1_var4 4.61129631 1.1289962 2.85153905 5.8800222
#> const -13.79221141 6.3775254 -20.46858452 -5.2222223
#> exo1 0.57478307 0.3752126 0.02509344 1.0341841
#> exo2 -3.90472967 0.6607681 -4.89359409 -3.1653547
#> exo3 0.03527799 0.3386926 -0.27569765 0.6397065
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002801099 6.183216e-05 0.0002072206 0.0003735372
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000443201 0.0004489655 -0.001045605 9.009686e-05
#> Sigma[2,2] 0.027976561 0.0071395890 0.018320043 3.737758e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001437896 0.0005560955 -0.0009417501 0.0006266826
#> Sigma[3,2] -0.0240000306 0.0078085028 -0.0357811026 -0.0140997209
#> Sigma[3,3] 0.0428537071 0.0095371317 0.0334535196 0.0593980052
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004873198 0.000420532 -0.001150520 -2.124470e-06
#> Sigma[4,2] -0.0036038381 0.004084223 -0.009555818 9.752347e-04
#> Sigma[4,3] 0.0260480057 0.006536409 0.018267239 3.511277e-02
#> Sigma[4,4] 0.0242541460 0.005932589 0.017243342 3.318074e-02
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971499515 0.007238433 0.962135289 0.98074859
#> lag1_var2 0.029796614 0.034491036 -0.014288152 0.07383766
#> lag1_var3 0.022836562 0.039482317 -0.027561571 0.07303287
#> lag1_var4 -0.021371154 0.038257537 -0.070226774 0.02794342
#> const 0.759770579 0.165475448 0.519874327 0.94899133
#> exo1 0.009093931 0.017159490 -0.010905550 0.03518572
#> exo2 -0.032003356 0.014531117 -0.054865632 -0.01395805
#> exo3 0.023389304 0.014338689 0.005765832 0.04253157
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.166961939 0.0874144 0.03756503 0.2942731
#> lag1_var2 0.007897781 0.3138904 -0.40446128 0.4710627
#> lag1_var3 -1.089654096 0.3657581 -1.57463493 -0.5979012
#> lag1_var4 1.061491380 0.3592265 0.57953333 1.5279991
#> const -1.922519979 2.1611559 -5.16868753 0.7179518
#> exo1 0.099883646 0.1516631 -0.09704908 0.2971282
#> exo2 0.442317837 0.2167729 0.10623046 0.7214517
#> exo3 -0.268793938 0.1947431 -0.54716259 -0.0394662
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1786781 0.08643135 -0.3152335 -0.07586522
#> lag1_var2 1.1503390 0.42770723 0.5569145 1.68464711
#> lag1_var3 2.6114531 0.58207150 1.8352681 3.40543303
#> lag1_var4 -1.5902760 0.56942353 -2.3711433 -0.82768999
#> const 3.2955684 1.65176301 1.2135351 5.64230709
#> exo1 -0.2321929 0.16938806 -0.4024060 0.04231863
#> exo2 -1.2343570 0.21430787 -1.4990338 -0.91331617
#> exo3 1.3651004 0.26902335 1.0197976 1.75289242
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0648588 0.07464775 -0.16202728 0.02925966
#> lag1_var2 0.7341634 0.43347985 0.09074627 1.31900157
#> lag1_var3 1.2277671 0.60839461 0.38706226 2.09013794
#> lag1_var4 -0.2102846 0.59640202 -1.06313972 0.61112291
#> const 0.8416711 2.02714742 -2.27150947 3.00870800
#> exo1 -0.1608466 0.12870734 -0.31578201 0.04864980
#> exo2 -0.9867977 0.09707398 -1.12797562 -0.86018222
#> exo3 1.2380505 0.15829160 1.01200986 1.43152882
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001626936 0.0003598595 0.001255372 0.002167607
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01850319 0.005800496 -0.0273329 -0.01280993
#> Sigma[2,2] 0.54133362 0.146849656 0.3980700 0.77673036
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01186159 0.003800511 0.007747946 0.01790007
#> Sigma[3,2] -0.34525136 0.083779162 -0.475514791 -0.26073560
#> Sigma[3,3] 0.22592669 0.048115709 0.175805055 0.29606224
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001315262 0.0007915914 -0.001084722 0.001066963
#> Sigma[4,2] 0.0056459617 0.0163376751 -0.012618462 0.030004267
#> Sigma[4,3] 0.0024072403 0.0106137942 -0.013129436 0.015284649
#> Sigma[4,4] 0.0063800676 0.0010179363 0.005400346 0.008036554
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0021308801 0.02477396 0.96785684 1.03521998
#> lag1_var2 0.0511973100 0.10840366 -0.04502339 0.22355375
#> lag1_var3 0.0903007355 0.16365930 -0.06241878 0.34618340
#> lag1_var4 -0.1008088133 0.16429082 -0.36100734 0.04596978
#> const 0.7035512812 0.41891423 0.38506304 1.40159451
#> exo1 0.0060051371 0.03187101 -0.04042344 0.04599203
#> exo2 -0.0439920571 0.04803853 -0.10247704 0.02159018
#> exo3 0.0008312915 0.03086532 -0.03881618 0.04513352
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002116395 0.3830818 -0.6050502 0.4973725
#> lag1_var2 -0.660182057 1.3677179 -2.4084721 1.3218237
#> lag1_var3 -2.484520147 2.1472440 -5.1546242 0.6775073
#> lag1_var4 2.567324504 2.0797560 -0.4804402 5.2419035
#> const -5.415085375 5.1345354 -13.9257728 0.2305094
#> exo1 0.496992972 0.4787671 -0.1438293 1.2307773
#> exo2 0.057174154 0.5432220 -0.7632509 0.7338745
#> exo3 -0.170151881 0.5951280 -1.1853038 0.4251134
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06663384 0.2102870 -0.1998805 0.39519340
#> lag1_var2 1.53559196 0.7996416 0.5630962 2.67680492
#> lag1_var3 3.30912983 1.2441541 1.7460824 5.04939633
#> lag1_var4 -2.42142045 1.2096540 -4.1708012 -0.93273315
#> const 5.62695528 3.4740940 2.1177569 11.68296279
#> exo1 -0.32519712 0.3498173 -0.8990084 0.09985566
#> exo2 -0.62310097 0.3613537 -1.0948744 -0.09458641
#> exo3 0.13943406 0.3714094 -0.2508713 0.75836665
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06718628 0.04568892 -0.002267962 0.11944557
#> lag1_var2 0.76929406 0.21907528 0.518659772 1.10582820
#> lag1_var3 1.17663256 0.34100815 0.782719242 1.69705203
#> lag1_var4 -0.22260496 0.34157225 -0.745176099 0.15734475
#> const 1.31858210 1.32783022 -0.805148874 2.95812101
#> exo1 -0.00561804 0.06916389 -0.111984458 0.06026013
#> exo2 -0.60285174 0.05479126 -0.671992037 -0.54134163
#> exo3 0.03370787 0.04472631 -0.020346069 0.10479743
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005977635 0.0001738984 0.000442173 0.0008763775
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003071945 0.00101669 -0.00461459 -0.001852764
#> Sigma[2,2] 0.076430464 0.01284874 0.05903710 0.093761308
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003153354 0.001669071 0.00111249 0.00569202
#> Sigma[3,2] -0.129878037 0.030848724 -0.17697071 -0.09056484
#> Sigma[3,3] 0.371473261 0.090051751 0.24684401 0.48663351
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006390215 0.001820631 -0.001990237 0.002734587
#> Sigma[4,2] -0.0708037977 0.024582560 -0.107449891 -0.044519926
#> Sigma[4,3] 0.2773444065 0.074304764 0.178190146 0.371654433
#> Sigma[4,4] 0.2292536694 0.063952492 0.144789138 0.304953254
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96416147 0.01252450 0.948296453 0.982869715
#> lag1_var2 0.04729675 0.04115274 -0.012296260 0.109012017
#> lag1_var3 0.06973985 0.05306416 -0.006640729 0.150237754
#> lag1_var4 -0.06768057 0.05119996 -0.144741447 0.006370405
#> const 0.77444083 0.22875150 0.421866892 1.048470722
#> exo1 -0.01569604 0.02043723 -0.043183545 0.010210722
#> exo2 -0.04671006 0.02198573 -0.080174654 -0.017133493
#> exo3 -0.00173140 0.03289320 -0.042953521 0.047366852
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22112965 0.1581047 0.006613292 0.4323315
#> lag1_var2 0.35433372 0.6233080 -0.299912821 1.4600322
#> lag1_var3 -0.85035266 0.7869058 -1.700645853 0.5335713
#> lag1_var4 0.79051795 0.7604770 -0.547654547 1.6137880
#> const -0.94743254 2.6252102 -4.146983168 2.5341028
#> exo1 0.46570517 0.2702819 0.044281577 0.7792787
#> exo2 0.24576330 0.1891441 0.064823532 0.5647348
#> exo3 -0.05253651 0.1568436 -0.275619623 0.1473953
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3158347 0.4040098 -0.2680311 0.8439789
#> lag1_var2 -0.7970387 1.6489918 -3.1168748 1.2471254
#> lag1_var3 -0.1656806 2.0773296 -3.0407048 2.3776640
#> lag1_var4 1.1060131 2.0160431 -1.3540905 3.9025467
#> const -3.6958305 6.6344653 -12.4303829 4.9380023
#> exo1 -0.9021313 0.4857099 -1.6242044 -0.3576351
#> exo2 -0.5688615 0.3971803 -1.1674754 -0.1879405
#> exo3 -0.2113634 0.4938777 -0.9206936 0.4594695
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5065415 0.3534159 0.06575916 0.98911517
#> lag1_var2 -1.0182126 1.3429096 -2.98708524 0.67088892
#> lag1_var3 -1.4985152 1.6916996 -3.99493833 0.59371146
#> lag1_var4 2.4001428 1.6421960 0.37457657 4.82668852
#> const -5.6183377 5.5209975 -13.51836238 0.77975403
#> exo1 -0.5306547 0.3391485 -1.01976419 -0.13930482
#> exo2 -0.4088841 0.3358198 -0.86930438 -0.01189402
#> exo3 -0.2817045 0.4236326 -0.90759987 0.22808770
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002169234 0.000438741 0.001654633 0.002795109
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003264659 0.001325593 -0.001832879 0.001583181
#> Sigma[2,2] 0.0199009295 0.003581056 0.015343445 0.024794194
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007829244 0.00300771 -0.01296295 -0.005181135
#> Sigma[3,2] -0.045513410 0.01132596 -0.06126947 -0.031033546
#> Sigma[3,3] 0.196283951 0.04042988 0.14772276 0.247203036
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008370294 0.002415255 -0.01250322 -0.006127347
#> Sigma[4,2] -0.033088703 0.010060504 -0.04616526 -0.019536742
#> Sigma[4,3] 0.170522443 0.036165649 0.12784167 0.220850049
#> Sigma[4,4] 0.152637275 0.032446874 0.11558918 0.201602599
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95834016 0.03157965 0.913585097 1.001373312
#> lag1_var2 0.20905156 0.14732956 0.039662173 0.429666585
#> lag1_var3 0.32974490 0.21298365 0.127493280 0.668434392
#> lag1_var4 -0.33660806 0.20854308 -0.669614482 -0.143940982
#> const 1.56662123 0.65026135 0.865795541 2.573740959
#> exo1 0.03374716 0.02821855 -0.005103172 0.068888512
#> exo2 -0.03878553 0.04111449 -0.086063233 0.029746606
#> exo3 -0.03950150 0.03698120 -0.095235251 0.001379528
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24269983 0.11927313 0.06234118 0.3666959
#> lag1_var2 0.40349783 0.46878263 -0.16613212 1.0800813
#> lag1_var3 -0.27576871 0.72953642 -1.32279303 0.7611809
#> lag1_var4 0.21097846 0.72066971 -0.80574440 1.2621843
#> const 0.24992475 2.14279307 -2.89425773 2.8550312
#> exo1 0.05276155 0.08441175 -0.06874880 0.1515414
#> exo2 0.62057974 0.14098014 0.39881145 0.7799374
#> exo3 0.12020188 0.13978945 -0.05229273 0.3100101
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1591177 0.2238995 -0.50593209 0.1109757
#> lag1_var2 0.6040381 0.7691428 -0.53314522 1.6466934
#> lag1_var3 1.4602456 1.2632615 0.05892265 3.4951931
#> lag1_var4 -0.4113596 1.2513702 -2.45761530 0.9480198
#> const -0.8497508 4.8460749 -6.95917351 6.3393467
#> exo1 -0.4000042 0.4550670 -0.94801727 0.3039686
#> exo2 -0.7411463 0.4590219 -1.40514331 -0.1930296
#> exo3 0.4039890 0.3770166 -0.17788096 0.8286539
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.000683836 0.1783254 -0.27750538 0.1850261
#> lag1_var2 0.505607889 0.6718752 -0.53390159 1.2957345
#> lag1_var3 0.719488491 1.1280245 -0.61587624 2.5518771
#> lag1_var4 0.301280054 1.1166733 -1.54288915 1.5844851
#> const -1.631344116 3.8451652 -6.38528892 3.6745573
#> exo1 -0.371590818 0.4150981 -0.88089659 0.2659002
#> exo2 -0.360756804 0.4053287 -0.98583947 0.1224486
#> exo3 0.503411284 0.3171706 0.03720121 0.9084250
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002089262 0.000578947 0.001350259 0.002956893
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007317077 0.003636748 -0.01372453 -0.003814642
#> Sigma[2,2] 0.073746746 0.020053091 0.05340802 0.108789675
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005262447 0.002863527 0.001846002 0.01010189
#> Sigma[3,2] -0.056520800 0.016448895 -0.084061990 -0.03975295
#> Sigma[3,3] 0.049139589 0.013909521 0.034928926 0.07033729
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002939698 0.0007841073 -0.0009735685 0.001127640
#> Sigma[4,2] -0.0078508530 0.0048848879 -0.0154440004 -0.002473792
#> Sigma[4,3] 0.0124403329 0.0043617808 0.0074793221 0.019493393
#> Sigma[4,4] 0.0080460823 0.0018764945 0.0056396961 0.010581013
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95123150 0.02448883 0.91485493 0.98403283
#> lag1_var2 0.17298969 0.05004142 0.10661156 0.24000282
#> lag1_var3 0.29480734 0.07873905 0.19113190 0.40156111
#> lag1_var4 -0.28790490 0.07824077 -0.39183928 -0.18280905
#> const 1.22032826 0.34843377 0.74626291 1.69429735
#> exo1 0.02073310 0.03816571 -0.04054873 0.05807470
#> exo2 -0.06968784 0.04627551 -0.12641632 -0.00372635
#> exo3 0.01165257 0.04942451 -0.05680077 0.07794414
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3419026 0.1291080 0.1931381 0.54276594
#> lag1_var2 -0.3207781 0.4465395 -1.0644355 0.07925375
#> lag1_var3 -1.3348713 0.6296158 -2.3443794 -0.72676042
#> lag1_var4 1.3944641 0.6424836 0.8034729 2.44774721
#> const -3.6318006 1.9257308 -5.8579485 -0.51971898
#> exo1 0.1319687 0.2086219 -0.1163824 0.44354293
#> exo2 2.0275683 0.2169779 1.7884131 2.35513227
#> exo3 0.8102089 0.3728276 0.2711989 1.23849873
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2053841 0.1049969 -0.3422889 -0.06130053
#> lag1_var2 1.3168242 0.3149294 1.0068146 1.84332987
#> lag1_var3 2.5282717 0.4221290 2.1182856 3.20197476
#> lag1_var4 -1.6123224 0.4325316 -2.3140958 -1.21621926
#> const 4.8695851 1.5602726 3.1253821 6.85500748
#> exo1 -0.1206937 0.1635255 -0.3903510 0.06223493
#> exo2 -2.0391662 0.2033698 -2.3408413 -1.78517999
#> exo3 -0.3610402 0.2755278 -0.7040956 0.02864121
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01677818 0.05114026 -0.06052558 0.07726859
#> lag1_var2 0.69052128 0.11429893 0.51534539 0.82354587
#> lag1_var3 1.01765041 0.17373163 0.78214295 1.24751117
#> lag1_var4 -0.04358077 0.16837845 -0.25805785 0.18916887
#> const 1.40316485 0.84921815 0.29294782 2.49553372
#> exo1 -0.03690399 0.08163370 -0.15458392 0.05661252
#> exo2 -0.85383594 0.10397849 -0.97978105 -0.69783672
#> exo3 0.22184802 0.06222443 0.11986705 0.27814150
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006005679 0.0002370409 0.0003946258 0.0009788894
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02525834 0.01183613 -0.04373936 -0.01311217
#> Sigma[2,2] 2.81149710 0.91181456 1.56259798 3.99459349
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0114472 0.007369487 0.004226726 0.02303621
#> Sigma[3,2] -1.7023449 0.583724631 -2.401692338 -0.90656547
#> Sigma[3,3] 1.4492180 0.377920322 0.869387864 1.88874114
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006075764 0.002327116 -0.009621607 -0.003300448
#> Sigma[4,2] 0.206724315 0.099505909 0.079939740 0.350403113
#> Sigma[4,3] 0.341797503 0.203818978 0.125100179 0.691713270
#> Sigma[4,4] 0.536888850 0.164944219 0.389334228 0.834872966
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967318894 0.01543977 0.945547310 0.986867296
#> lag1_var2 0.043909211 0.03865351 -0.003554361 0.096261951
#> lag1_var3 0.067494067 0.05706328 -0.004185406 0.143977280
#> lag1_var4 -0.067291739 0.05415071 -0.141840842 -0.001888899
#> const 0.883783119 0.38608880 0.311821947 1.425586624
#> exo1 -0.006609258 0.02180687 -0.028727160 0.029323653
#> exo2 -0.100287497 0.03487194 -0.137278454 -0.042464112
#> exo3 0.030270277 0.03595076 -0.012837309 0.082250623
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04945531 0.9529338 -0.8789211 1.573678
#> lag1_var2 -1.18940245 2.8377345 -4.4712578 3.540329
#> lag1_var3 -2.92498321 4.1827397 -7.6802739 4.049438
#> lag1_var4 3.06317104 3.8912383 -3.5363080 7.464896
#> const -7.78141581 21.5588218 -24.9982951 29.650149
#> exo1 1.31086091 1.6250289 -0.5514162 3.804058
#> exo2 5.21397447 2.2788752 1.5657462 7.840689
#> exo3 1.54896065 2.2346624 -1.2434312 4.692489
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4759916 0.8158861 -1.68343755 0.5567743
#> lag1_var2 2.5883694 2.1930759 -0.56286165 5.2558360
#> lag1_var3 4.6978982 3.2531165 0.03411919 8.6638643
#> lag1_var4 -3.7206886 2.9913988 -7.22417616 0.6382009
#> const 12.4515518 9.7614227 -2.29211199 23.4022666
#> exo1 -0.8747488 1.2216954 -2.77823867 0.5733264
#> exo2 -4.0370137 1.7548471 -5.93322656 -1.0586128
#> exo3 -0.1481537 1.4252647 -1.89980993 2.1185286
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.50188845 0.5977683 -1.5247633 0.10869276
#> lag1_var2 1.45964241 1.1171815 0.1540980 3.08616051
#> lag1_var3 2.24819084 1.6574066 0.2819147 4.66232644
#> lag1_var4 -1.14612530 1.5162260 -3.2692528 0.71661234
#> const 6.64435133 7.1631301 1.3774309 18.48785852
#> exo1 -0.02444673 0.4620363 -0.5590838 0.66687246
#> exo2 -0.84528528 0.5597171 -1.6206435 -0.01501516
#> exo3 1.01615199 0.9324072 -0.5660963 1.91860211
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006290352 8.506481e-05 0.0005402201 0.0007631642
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008931954 0.0005793222 -0.001958597 -0.0004770365
#> Sigma[2,2] 0.0121622142 0.0031859257 0.007894823 0.0160537643
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006246094 0.0008847745 -0.0006419763 0.001773194
#> Sigma[3,2] -0.0034629414 0.0043073727 -0.0083619080 0.002644149
#> Sigma[3,3] 0.0366381015 0.0085759185 0.0248452859 0.048435661
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002498821 0.000922665 -0.001251085 0.001193410
#> Sigma[4,2] 0.0021382548 0.004182783 -0.003138511 0.008106643
#> Sigma[4,3] 0.0364988531 0.008823434 0.025077935 0.049844456
#> Sigma[4,4] 0.0390891835 0.010007894 0.027665964 0.054827443
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983722154 0.02316164 0.95306172 1.0130555132
#> lag1_var2 -0.010172974 0.03181752 -0.05800591 0.0343977264
#> lag1_var3 -0.044385685 0.06045215 -0.12659202 0.0412496341
#> lag1_var4 0.043283009 0.05867188 -0.03874546 0.1295090014
#> const 0.363126204 0.26816637 0.04934210 0.7097406771
#> exo1 0.016440971 0.02215282 -0.01075506 0.0483668016
#> exo2 -0.029734695 0.01930426 -0.05235005 -0.0004152527
#> exo3 -0.002356778 0.02471669 -0.03892242 0.0281677489
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08934276 0.05516253 0.000148334 0.15321024
#> lag1_var2 0.60528344 0.09338370 0.497753024 0.73665541
#> lag1_var3 -0.31114475 0.17914091 -0.531980460 -0.09012886
#> lag1_var4 0.32182708 0.18083361 0.108310901 0.55921953
#> const -1.02305926 0.74485204 -1.661653187 0.20851692
#> exo1 -0.05002000 0.09504595 -0.188028212 0.07544080
#> exo2 0.74996045 0.13209344 0.647162575 0.98684901
#> exo3 0.15591706 0.10568412 0.009198726 0.27912994
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2325776 0.1649985 0.004757167 0.4549906
#> lag1_var2 -0.1688495 0.3793152 -0.754323378 0.3211020
#> lag1_var3 0.4595684 0.6745890 -0.520971576 1.3483080
#> lag1_var4 0.4652477 0.6633951 -0.408170161 1.4323572
#> const -1.7749558 2.5391670 -5.425508910 1.2208355
#> exo1 0.0402551 0.2071442 -0.277295426 0.2472661
#> exo2 -0.7606699 0.1188852 -0.899621142 -0.5888646
#> exo3 0.1059647 0.2309246 -0.269623289 0.3602314
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28251413 0.1742441 0.03706785 0.5198055
#> lag1_var2 -0.17122968 0.4015222 -0.75869343 0.3930004
#> lag1_var3 -0.28872094 0.7097038 -1.27049458 0.7203754
#> lag1_var4 1.23387411 0.6967861 0.23657431 2.2104453
#> const -3.13008131 2.6525393 -6.92602133 -0.2463870
#> exo1 0.01682788 0.2209193 -0.30945125 0.2240299
#> exo2 -0.45848220 0.1622403 -0.61539908 -0.1707832
#> exo3 0.18444248 0.2301390 -0.19175721 0.4292149
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00123688 0.0005103139 0.0007364286 0.001969514
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008723339 0.002610211 -0.00479886 0.002040922
#> Sigma[2,2] 0.2555323134 0.055506357 0.18841047 0.329124056
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004242359 0.004043854 0.000061983 0.01080515
#> Sigma[3,2] -0.165525924 0.042553933 -0.229446617 -0.11459322
#> Sigma[3,3] 0.404940396 0.079315425 0.331725321 0.52577251
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004382359 0.003848216 0.0006443018 0.01037633
#> Sigma[4,2] -0.018046273 0.037121060 -0.0585313926 0.03983191
#> Sigma[4,3] 0.350417066 0.087803218 0.2658735643 0.50005811
#> Sigma[4,4] 0.386812848 0.114794927 0.2770048080 0.57904792
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93753167 0.01423235 0.91945031 0.95839417
#> lag1_var2 0.09566991 0.03100195 0.05014301 0.13249397
#> lag1_var3 0.13540386 0.05917719 0.04776416 0.20773202
#> lag1_var4 -0.13198531 0.05295141 -0.19687937 -0.05494633
#> const 0.96762852 0.21352243 0.70413912 1.26402413
#> exo1 -0.01320050 0.02431654 -0.04079713 0.02052294
#> exo2 -0.25501146 0.03016508 -0.28334094 -0.20768987
#> exo3 -0.06335643 0.04152705 -0.12016403 -0.00379068
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1000504 0.1800831 -0.3401382 0.1623884
#> lag1_var2 0.4720109 0.4606550 -0.3357547 0.9082723
#> lag1_var3 -0.2833548 0.8400970 -1.7169249 0.5223480
#> lag1_var4 0.4076575 0.7817566 -0.3905211 1.7201007
#> const -0.7708781 4.7570665 -7.6424152 5.6010649
#> exo1 0.2674084 0.5772969 -0.7135841 0.7928689
#> exo2 2.5999074 0.6396036 1.6713085 3.3247400
#> exo3 0.7676246 0.4463012 0.1019372 1.1872485
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4825631 0.2968153 -0.9463277 -0.09919256
#> lag1_var2 2.4968874 0.7448252 1.7527737 3.57308199
#> lag1_var3 4.7702237 1.3026567 3.5150435 6.70230530
#> lag1_var4 -3.8172302 1.2471472 -5.6939591 -2.65404121
#> const 9.4907041 5.9552944 0.6668135 17.19255492
#> exo1 -0.1558528 0.9040318 -1.0660296 1.24102362
#> exo2 -4.0827773 0.7071126 -5.0204343 -3.02134800
#> exo3 -1.7114725 0.8493069 -2.5498470 -0.47361923
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.62773411 0.3252001 -1.1173787 -0.1610506
#> lag1_var2 2.65908474 0.7796928 1.7578308 3.9090307
#> lag1_var3 4.38794574 1.3637819 2.8005044 6.5543207
#> lag1_var4 -3.33090446 1.3139622 -5.4259706 -1.7705028
#> const 8.89685014 5.0824877 1.1605634 15.3796801
#> exo1 -0.00163727 0.7472995 -0.9606213 1.0639033
#> exo2 -3.01702576 0.6399096 -4.0595710 -2.4107986
#> exo3 -1.44655993 0.8625230 -2.4669533 -0.1925386
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003140099 7.566267e-05 0.0002362653 0.000424069
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009304566 0.003599923 -0.01466879 -0.004593986
#> Sigma[2,2] 0.981460729 0.179591406 0.71731361 1.153184088
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006176903 0.003527655 0.001192882 0.01085775
#> Sigma[3,2] -0.110593002 0.206029357 -0.384670031 0.17742898
#> Sigma[3,3] 1.671474622 0.329552409 1.267742473 2.12973740
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005840593 0.002400637 -0.002674118 0.003680337
#> Sigma[4,2] 0.5336704531 0.197850293 0.339549581 0.867017487
#> Sigma[4,3] 1.7418465151 0.424390651 1.314904857 2.397871049
#> Sigma[4,4] 2.2485893438 0.560557735 1.645149520 3.103942717
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96981105 0.01123800 0.952702555 0.98248197
#> lag1_var2 0.03279187 0.03215844 -0.009974464 0.07880514
#> lag1_var3 0.04645139 0.05152466 -0.021629957 0.12102721
#> lag1_var4 -0.04501634 0.04807127 -0.113488772 0.01848643
#> const 0.66119904 0.12702227 0.462162850 0.80291860
#> exo1 0.01465321 0.02044779 -0.011633937 0.04102184
#> exo2 -0.07409451 0.03206026 -0.114020334 -0.02769609
#> exo3 0.01352620 0.02142537 -0.017022151 0.03600466
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4581434 0.6112149 0.6795306 2.3359557
#> lag1_var2 -2.5720746 1.1856157 -4.3626427 -1.1629918
#> lag1_var3 -4.9488504 1.8874120 -7.8000205 -2.6689270
#> lag1_var4 4.6810975 1.6918097 2.5400595 7.2105254
#> const -15.5318916 4.1374000 -19.4100580 -8.5736642
#> exo1 -0.9436259 1.0340968 -2.1384090 0.4756562
#> exo2 5.6290493 0.9770227 4.0972363 6.6309256
#> exo3 2.4489501 0.6298943 1.5167847 3.2006210
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3001556 0.5977229 -1.2350976 0.3246079
#> lag1_var2 2.0127005 0.9397245 0.6827403 3.0608071
#> lag1_var3 3.8194800 1.4420426 1.8113619 5.4379587
#> lag1_var4 -2.9407879 1.3995834 -4.6201254 -1.0506417
#> const 12.7290914 7.7403646 5.7548678 25.2088487
#> exo1 0.1926125 0.8506545 -1.0530970 1.2214665
#> exo2 -5.5782602 0.9406496 -6.6906582 -4.1105498
#> exo3 -0.8533002 1.2614497 -2.7833446 0.7528754
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5895725 0.8795071 -0.6030744 1.8470890
#> lag1_var2 0.1194991 1.7195714 -2.4689496 2.1201524
#> lag1_var3 0.2664616 2.6769755 -3.7413544 3.3200622
#> lag1_var4 0.4595394 2.4647270 -2.3342837 4.1325075
#> const 2.5991950 8.2270720 -4.2844855 16.3780073
#> exo1 -0.4168370 0.9067704 -1.2445932 0.9869584
#> exo2 -2.4085589 1.0080868 -3.7080269 -1.1229338
#> exo3 0.7255146 1.6519828 -1.5960452 2.7240143
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00174456 0.0003692178 0.001346301 0.002342822
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00818429 0.00321546 -0.01302472 -0.004633019
#> Sigma[2,2] 0.21222139 0.05022043 0.15846619 0.282708805
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006638019 0.003914651 0.001712702 0.01203286
#> Sigma[3,2] -0.141312812 0.046663566 -0.217073165 -0.08101589
#> Sigma[3,3] 0.254311585 0.053438607 0.180144299 0.33159706
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002806628 0.002711744 -0.0006326945 0.005990219
#> Sigma[4,2] -0.031821091 0.031185956 -0.0722641457 0.010199607
#> Sigma[4,3] 0.183997332 0.044161630 0.1260754106 0.247712272
#> Sigma[4,4] 0.170500067 0.038485831 0.1151548725 0.223076690
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977334450 0.03274607 0.924735662 1.01208273
#> lag1_var2 0.055180574 0.05938791 -0.009374433 0.15053513
#> lag1_var3 0.133554511 0.11711068 0.009515047 0.32691092
#> lag1_var4 -0.140375016 0.11259388 -0.326848076 -0.01943678
#> const 1.013141302 0.50398453 0.386391865 1.76400835
#> exo1 -0.006523975 0.03569337 -0.056920864 0.03806938
#> exo2 -0.126857054 0.05449326 -0.182960732 -0.04522856
#> exo3 -0.048191599 0.05344693 -0.107430856 0.03518017
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2752539 0.2749219 -0.70230146 0.04427373
#> lag1_var2 0.9002932 0.4620654 0.09247333 1.38334361
#> lag1_var3 -0.1639625 0.9109286 -1.76859773 0.70379395
#> lag1_var4 0.2806593 0.8932155 -0.58407523 1.87273887
#> const 0.3418608 4.9839198 -6.59970277 7.28414233
#> exo1 0.1216787 0.3406522 -0.33236796 0.59417354
#> exo2 0.2076685 0.2736977 -0.20267447 0.53406579
#> exo3 0.2478519 0.5335616 -0.55727888 0.97518438
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9868919 0.3674296 0.5796938 1.59830350
#> lag1_var2 -0.4605417 0.5231093 -1.2886344 0.05152798
#> lag1_var3 0.3508540 1.0240254 -1.2568553 1.29435945
#> lag1_var4 0.2688697 1.0129939 -0.6302156 1.81331046
#> const -3.2209714 5.7460771 -11.8547585 4.31804210
#> exo1 -0.2788201 0.4009852 -0.9359251 0.17426340
#> exo2 -3.5485837 0.2910357 -3.8350015 -3.08644860
#> exo3 -0.2046350 0.6989308 -1.0438338 0.86122242
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86474776 0.3165812 0.521615668 1.3311520
#> lag1_var2 -0.29599612 0.4413640 -0.954885922 0.2154720
#> lag1_var3 -0.31500269 0.8663119 -1.584981596 0.7413529
#> lag1_var4 1.00049903 0.8458053 0.001452251 2.2202709
#> const -3.81387055 4.2529759 -10.741555511 0.4516622
#> exo1 -0.21968699 0.3977854 -0.729775190 0.3396391
#> exo2 -3.50319776 0.3913382 -3.959004299 -2.8811720
#> exo3 -0.07665342 0.5565117 -0.607342378 0.8430024
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000963526 0.0005166194 0.0006459057 0.001887556
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0364654 0.0212923 -0.07341959 -0.02235351
#> Sigma[2,2] 2.2093132 0.9016135 1.39583141 3.71263187
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02513016 0.01672452 0.01416393 0.05487615
#> Sigma[3,2] -1.54559545 0.66453150 -2.73871355 -0.99119144
#> Sigma[3,3] 1.35008725 0.50337602 0.93702996 2.26725423
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002020585 0.00454070 -0.003267265 0.008762084
#> Sigma[4,2] -0.153294467 0.20519592 -0.422818290 0.140026575
#> Sigma[4,3] 0.397184245 0.12344447 0.226173347 0.578316491
#> Sigma[4,4] 0.324383257 0.06841529 0.225511739 0.406446729
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95932027 0.03176754 0.913412614 0.997516574
#> lag1_var2 0.07811603 0.06728227 -0.007562638 0.173917589
#> lag1_var3 0.12388888 0.10718173 -0.012906688 0.277266076
#> lag1_var4 -0.12185583 0.09725972 -0.260577551 0.001971413
#> const 0.86295748 0.19865820 0.558983778 1.097369720
#> exo1 0.01960179 0.03997921 -0.043368449 0.069319333
#> exo2 -0.06716127 0.02683094 -0.099210605 -0.026290182
#> exo3 0.06082036 0.02444788 0.026842380 0.092213575
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2276387 2.049208 -1.6589742 3.654370
#> lag1_var2 -1.4831884 4.244808 -8.5717898 2.183414
#> lag1_var3 -3.7229751 6.742368 -14.9352402 2.261643
#> lag1_var4 3.7916330 6.178154 -1.6923297 14.008721
#> const -8.5594973 15.469158 -27.0921375 14.065498
#> exo1 -1.0110596 1.808005 -3.1347154 1.917914
#> exo2 0.9822479 1.249631 -0.9374283 2.387680
#> exo3 -0.3235684 1.631758 -3.0146975 1.424572
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07745144 1.351540 -1.1664619 2.1873849
#> lag1_var2 -0.10190576 2.645475 -2.9591574 4.3191337
#> lag1_var3 0.76679564 4.215188 -3.8847855 7.7783482
#> lag1_var4 -0.08561719 3.849472 -6.4283891 4.2082716
#> const -5.77284557 10.542206 -20.4633763 5.7980102
#> exo1 0.35694220 1.398446 -1.8374469 1.9975564
#> exo2 -1.30924707 1.154733 -2.7492540 0.2508544
#> exo3 0.59721247 1.021315 -0.8746947 2.0238824
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2884135 0.5287032 0.5107054 1.9673837
#> lag1_var2 -1.5373803 0.8191037 -2.5895443 -0.4842289
#> lag1_var3 -2.3658268 1.3160927 -4.0398722 -0.6573616
#> lag1_var4 3.0912878 1.1984480 1.5320431 4.5917169
#> const -12.7893010 4.0098224 -18.5009648 -7.7411072
#> exo1 -0.3225015 0.4818753 -1.0059382 0.2417045
#> exo2 -0.7439588 0.6366231 -1.5151018 0.2535036
#> exo3 0.4219778 0.6115552 -0.5807037 1.0860814
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006222018 0.0001156528 0.0004850107 0.0007897136
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01347242 0.00252938 -0.01640998 -0.009612327
#> Sigma[2,2] 0.76408848 0.13589792 0.59695628 0.982185622
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008027781 0.00106974 0.006555549 0.009631194
#> Sigma[3,2] -0.457152411 0.09306981 -0.608689339 -0.383728827
#> Sigma[3,3] 0.329663466 0.07715841 0.257015359 0.463052790
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.759028e-05 0.001265676 -0.001808404 0.00144255
#> Sigma[4,2] 5.447460e-04 0.049919318 -0.057065913 0.06306839
#> Sigma[4,3] 5.923786e-02 0.034422078 0.012629901 0.10258276
#> Sigma[4,4] 6.333706e-02 0.014677696 0.048136705 0.08591419
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9861577424 0.01285599 0.96953869 1.00360708
#> lag1_var2 -0.0101425362 0.03759575 -0.05371141 0.04717882
#> lag1_var3 -0.0242197646 0.06293287 -0.09566883 0.07329684
#> lag1_var4 0.0234310043 0.05924375 -0.07053834 0.08666366
#> const 0.4043871098 0.21164256 0.14218110 0.68531018
#> exo1 0.0007607668 0.01790323 -0.02096681 0.02890075
#> exo2 -0.0465353248 0.02154417 -0.07117558 -0.01193594
#> exo3 0.0375340853 0.02987042 -0.00603685 0.07271957
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9647803 0.8307256 -1.995035 0.10071658
#> lag1_var2 1.7580187 1.7482393 -0.481845 4.26880383
#> lag1_var3 1.4975075 2.9843077 -2.476392 5.61592485
#> lag1_var4 -1.3157326 2.8663040 -5.188607 2.51373534
#> const 14.7337135 15.7937332 -4.733586 36.05310511
#> exo1 -0.6941364 0.5554138 -1.493284 -0.02054131
#> exo2 0.1744087 0.9473875 -1.034029 1.53885816
#> exo3 -0.1576155 0.9206119 -1.204237 1.14799883
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59036042 0.4762143 -0.2115353 1.055910186
#> lag1_var2 0.20851510 1.1892591 -0.8219039 2.326932071
#> lag1_var3 1.30026837 2.0520958 -0.3786155 4.998260543
#> lag1_var4 -0.47368595 1.9748966 -4.0405678 1.144401269
#> const -4.99958968 8.5919732 -15.8257692 8.257084755
#> exo1 0.23256833 0.3051966 -0.1539013 0.649798974
#> exo2 -0.86284541 0.6303043 -1.7135439 -0.003240045
#> exo3 -0.01669743 0.5823915 -0.8147958 0.751945123
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0003093604 0.2328758 -0.2692917 0.33131442
#> lag1_var2 0.9417145009 0.8331095 -0.2780821 2.10115898
#> lag1_var3 1.6682885160 1.3958167 -0.3744688 3.63301201
#> lag1_var4 -0.7149200887 1.3597498 -2.6390948 1.28188398
#> const 3.0944331840 4.0395806 -3.2974059 7.34286482
#> exo1 -0.1783286337 0.1792928 -0.3725565 0.08463933
#> exo2 -0.7829865199 0.2668495 -1.0760557 -0.40586585
#> exo3 -0.1096536112 0.2264930 -0.4379357 0.16597321
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003388981 8.101669e-05 0.0002404334 0.0004553472
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004463355 0.002226322 -0.007688616 -0.00173294
#> Sigma[2,2] 0.310619747 0.068620967 0.237175513 0.40853376
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003248949 0.002414841 0.0000872127 0.006670175
#> Sigma[3,2] -0.255113230 0.063814237 -0.3515477471 -0.186740150
#> Sigma[3,3] 0.329562534 0.065205301 0.2707965745 0.435730614
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006331101 0.001522768 -0.001919479 0.002330319
#> Sigma[4,2] -0.0779899746 0.029394192 -0.127219719 -0.052038334
#> Sigma[4,3] 0.1928502609 0.038597370 0.156683496 0.256623815
#> Sigma[4,4] 0.1580478415 0.030082632 0.128660106 0.209965240
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9526084645 0.02265395 0.92646328 0.987584108
#> lag1_var2 0.0110805503 0.05601783 -0.05000143 0.095815311
#> lag1_var3 0.0113535823 0.09394858 -0.09039071 0.154836867
#> lag1_var4 -0.0006245165 0.08781881 -0.13584562 0.098582589
#> const 0.7110489092 0.16268860 0.51607218 0.960285255
#> exo1 -0.0131076376 0.01792315 -0.03803089 0.008689762
#> exo2 -0.0651279942 0.01660213 -0.08600588 -0.038264134
#> exo3 0.0219110571 0.01123590 0.00874506 0.040173049
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.542646273 0.5807823 -0.18125009 1.3466661
#> lag1_var2 2.675606276 1.5493655 0.65173584 4.8375523
#> lag1_var3 3.312958828 2.6147791 -0.09692378 7.0006638
#> lag1_var4 -3.732054322 2.4407729 -7.21953999 -0.5348082
#> const 10.957674830 6.5733568 1.54423601 19.8274659
#> exo1 -0.268552584 0.5266905 -0.83795937 0.4695943
#> exo2 1.404044393 0.4786578 0.72272066 2.0304266
#> exo3 0.002704311 0.3936229 -0.42987803 0.6626975
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2986368 0.7257972 -0.9767539 0.7633869
#> lag1_var2 -1.0286128 1.7103220 -3.5104842 0.8445383
#> lag1_var3 -1.0133105 2.8765797 -5.1685814 2.2517768
#> lag1_var4 2.2782222 2.6480841 -0.8485765 6.0657677
#> const -7.9599697 5.9803063 -16.7074508 -1.1669039
#> exo1 0.1183579 0.5610811 -0.8649959 0.6667312
#> exo2 -2.3167987 0.3652402 -2.8556651 -1.8480796
#> exo3 -0.1667346 0.3926634 -0.7529744 0.2520053
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004127969 0.5671124 -0.7906357 0.7246549
#> lag1_var2 0.162884220 1.1436662 -1.2122036 1.7894949
#> lag1_var3 0.273230835 1.9179728 -2.0053704 3.0725778
#> lag1_var4 0.775100517 1.7478293 -1.8541795 2.7947324
#> const -2.625792273 4.5923586 -7.0413349 4.0513846
#> exo1 -0.031599149 0.3742456 -0.6742817 0.2720860
#> exo2 -1.544202978 0.2934345 -1.9776424 -1.2159016
#> exo3 -0.159671303 0.3317338 -0.5948622 0.2871700
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004186345 9.918106e-05 0.0002804767 0.0005406897
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001873778 0.0006523396 -0.002898929 -0.001084062
#> Sigma[2,2] 0.037210552 0.0087097505 0.024544151 0.050066998
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000786936 0.000848656 -0.0002328498 0.002064346
#> Sigma[3,2] -0.025047984 0.010817570 -0.0419386531 -0.014467573
#> Sigma[3,3] 0.028469190 0.012091611 0.0163975133 0.047686777
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.151133e-05 0.0009736751 -0.001300097 0.001291385
#> Sigma[4,2] -1.568298e-02 0.0108498945 -0.032708457 -0.005160835
#> Sigma[4,3] 2.540738e-02 0.0111070035 0.013914777 0.042947845
#> Sigma[4,4] 2.652504e-02 0.0103506388 0.016006922 0.043682364
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97008056 0.01832572 0.949631483 0.996554584
#> lag1_var2 0.01706042 0.01841090 -0.005481157 0.044316323
#> lag1_var3 0.05938570 0.03610480 0.018471508 0.119388822
#> lag1_var4 -0.06113152 0.03061283 -0.112748366 -0.028366170
#> const 0.81675025 0.25140394 0.422838582 1.119492835
#> exo1 0.01154998 0.02436678 -0.031026801 0.034922808
#> exo2 -0.03556912 0.01846693 -0.058854739 -0.008605636
#> exo3 -0.01314704 0.02598788 -0.051087652 0.017089425
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27142191 0.2185311 0.02042848 0.6016183
#> lag1_var2 0.56048720 0.2220467 0.22451923 0.7994621
#> lag1_var3 0.01123205 0.4254893 -0.48100538 0.6022664
#> lag1_var4 0.14931069 0.3559046 -0.32844522 0.5978946
#> const 0.46953300 1.6243222 -2.03349208 2.4926888
#> exo1 -0.05933517 0.1555510 -0.30281879 0.1089746
#> exo2 1.38296382 0.1080300 1.21495395 1.5025653
#> exo3 0.56639907 0.2036224 0.29875750 0.8779441
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.00320030 0.22515142 -0.32050672 0.250003549
#> lag1_var2 0.12894741 0.21583621 -0.12569900 0.423945027
#> lag1_var3 0.61183398 0.50267839 -0.06735203 1.176538760
#> lag1_var4 0.19524218 0.41255639 -0.28260500 0.741738243
#> const -0.51842418 1.41836378 -2.03233685 1.930116927
#> exo1 -0.08475275 0.09990696 -0.21989173 0.025103967
#> exo2 -0.88537641 0.13893218 -1.09597184 -0.757767322
#> exo3 -0.22932585 0.18304069 -0.50127778 -0.008802886
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07897928 0.21845132 -0.2203089 0.35459712
#> lag1_var2 0.07442879 0.19358877 -0.1746376 0.31353543
#> lag1_var3 -0.20681059 0.49776212 -0.9211756 0.30295940
#> lag1_var4 1.09450017 0.40350969 0.6629805 1.66194985
#> const -1.84111514 1.61463294 -3.4701812 0.75746816
#> exo1 -0.15535902 0.08943057 -0.2695321 -0.03607199
#> exo2 -0.61473633 0.17425939 -0.8953607 -0.44766571
#> exo3 -0.06075625 0.17070037 -0.3213642 0.12706857
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000285786 5.332442e-05 0.0002104592 0.0003586114
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008922459 0.002175012 -0.0123003 -0.006272528
#> Sigma[2,2] 0.625850386 0.139217294 0.4808439 0.833643428
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008021506 0.001725382 0.005341002 0.009851764
#> Sigma[3,2] -0.454579262 0.100800694 -0.598379473 -0.341091082
#> Sigma[3,3] 0.624929870 0.113835356 0.507495871 0.804453134
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002310884 0.001119278 0.0008168102 0.003923659
#> Sigma[4,2] -0.045949554 0.066193189 -0.1362296709 0.054522326
#> Sigma[4,3] 0.355158422 0.087031645 0.2233645446 0.470000097
#> Sigma[4,4] 0.354889463 0.062819955 0.2576265216 0.425649368
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985819961 0.01941370 0.96088700 1.014049866
#> lag1_var2 -0.008533054 0.04566734 -0.07779933 0.047168217
#> lag1_var3 -0.017646515 0.07132070 -0.12585078 0.069502281
#> lag1_var4 0.015268967 0.06766794 -0.06647555 0.119106878
#> const 0.528609089 0.32228286 0.06454668 0.889072544
#> exo1 -0.017932665 0.01452906 -0.03467600 0.002811045
#> exo2 -0.039428266 0.01408315 -0.06136231 -0.021012556
#> exo3 0.038097337 0.01263312 0.02062346 0.054787030
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01502553 0.7038214 -1.1009432 0.7195787
#> lag1_var2 0.09555512 1.5588309 -1.9942201 2.3820726
#> lag1_var3 -1.01685934 2.4092970 -4.2550192 2.4978916
#> lag1_var4 1.03185599 2.2959843 -2.3201825 4.1010809
#> const -0.06509380 14.2307448 -15.4805655 21.8361016
#> exo1 -0.30012908 0.5929090 -1.0666197 0.6073280
#> exo2 0.69896012 0.6179357 -0.1090395 1.4896471
#> exo3 -0.25593934 0.6471357 -0.9396161 0.7422811
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04652871 0.7479070 -0.8717525 1.13851914
#> lag1_var2 1.09078735 1.2510763 -0.8287426 2.75834291
#> lag1_var3 2.68319249 1.9374046 -0.3748014 5.16683503
#> lag1_var4 -1.68617200 1.8501684 -4.0415361 1.27263252
#> const 1.45358843 14.6718259 -23.7146391 14.48528464
#> exo1 -0.48249399 0.4877722 -1.2691718 0.05589193
#> exo2 -0.90200157 0.5051798 -1.6253218 -0.33333948
#> exo3 0.43178246 0.8762188 -0.9012356 1.63194671
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05621554 0.4306874 -0.6503843 0.5054858
#> lag1_var2 0.77789931 1.0031887 -0.4439254 2.2098980
#> lag1_var3 1.46549381 1.4853392 -0.2650647 3.5963170
#> lag1_var4 -0.43614996 1.4180766 -2.4660549 1.2386030
#> const 0.52806987 8.0718654 -11.6055601 9.9451573
#> exo1 -0.71600659 0.3315253 -1.0704089 -0.1509072
#> exo2 -0.47886039 0.5122715 -1.0940115 0.3067553
#> exo3 0.29774982 0.7135210 -0.5864231 1.3857446
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006837291 0.0002439099 0.0004291166 0.001079889
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002660975 0.00303976 -0.007435488 0.0004485228
#> Sigma[2,2] 0.276339295 0.07000824 0.182711833 0.3755245666
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01015002 0.006321796 0.002843869 0.01924908
#> Sigma[3,2] -0.12155016 0.111934490 -0.304775030 -0.02099182
#> Sigma[3,3] 0.66320585 0.210147490 0.493980622 1.01538677
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009221877 0.006240132 0.0007098533 0.01721671
#> Sigma[4,2] 0.047950441 0.086136639 -0.0842644220 0.14983550
#> Sigma[4,3] 0.632929274 0.215208777 0.4395610950 0.97760777
#> Sigma[4,4] 0.710097851 0.229542962 0.4838496651 1.10061738
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993254183 0.01901546 0.96940080 1.01959500
#> lag1_var2 -0.021612363 0.03265549 -0.06640036 0.02798692
#> lag1_var3 -0.049957859 0.06492566 -0.13312836 0.04975635
#> lag1_var4 0.045861193 0.05933540 -0.04616654 0.12125447
#> const 0.410326240 0.16401399 0.19055572 0.64199787
#> exo1 -0.008630713 0.01563542 -0.03196897 0.01129848
#> exo2 -0.106036748 0.03024751 -0.14612081 -0.06541951
#> exo3 0.056737814 0.01452063 0.03718221 0.07673504
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2366307 0.3345345 -0.6091093 0.2485417
#> lag1_var2 1.5588140 0.7858226 0.4757381 2.5911138
#> lag1_var3 1.7492994 1.2033894 0.1146200 3.4288466
#> lag1_var4 -1.6371659 1.1089367 -3.1907244 -0.1558761
#> const 2.1806078 3.5692206 -2.6331210 7.0965584
#> exo1 -0.7774279 0.5105179 -1.4057246 0.0120314
#> exo2 0.2682166 0.5189925 -0.3604933 1.0354669
#> exo3 1.2855740 0.6329584 0.4561391 2.2506613
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7089810 0.5809603 0.06158034 1.59763758
#> lag1_var2 -0.9278679 0.7473410 -2.02357309 -0.07735093
#> lag1_var3 -1.2537396 1.4499314 -3.47996074 0.25890170
#> lag1_var4 2.0799196 1.3423232 0.67443041 4.14949797
#> const -9.3943648 8.2454011 -22.65325171 0.56764661
#> exo1 0.4746232 0.6510629 -0.38725565 1.32873192
#> exo2 -3.9937882 0.8853572 -5.27334419 -2.81933798
#> exo3 1.1036820 0.8861986 0.17818493 2.55194699
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60254982 0.5624693 -0.04287146 1.4718908
#> lag1_var2 -0.42084932 0.7815996 -1.61653587 0.4809253
#> lag1_var3 -0.92871461 1.5547298 -3.40545313 0.6789146
#> lag1_var4 1.83537822 1.4461414 0.28029220 4.0726701
#> const -9.77578985 8.9141255 -23.37111804 1.0114270
#> exo1 0.01325641 0.5459003 -0.71850107 0.7679048
#> exo2 -4.07776178 0.8774631 -5.39081702 -3.0486148
#> exo3 2.04748181 0.8321419 1.13787282 3.4301067
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000411521 0.0001244634 0.0002749864 0.0006165279
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008155887 0.007444661 -0.01635108 0.002561894
#> Sigma[2,2] 3.635670090 0.634890488 2.77078968 4.467949253
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004778102 0.002993504 -0.003879343 0.004133811
#> Sigma[3,2] -1.2407656972 0.323950623 -1.615260097 -0.780390768
#> Sigma[3,3] 0.6594313808 0.205561628 0.443210397 0.972215486
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003838486 0.002187646 -0.007190288 -0.001125157
#> Sigma[4,2] 0.416442763 0.271197927 0.034681052 0.745371515
#> Sigma[4,3] 0.129593669 0.130054415 -0.023927562 0.330286382
#> Sigma[4,4] 0.361828173 0.093797148 0.224177193 0.469471734
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985334248 0.01384646 0.96398066 0.99980415
#> lag1_var2 0.009099400 0.01764952 -0.01359131 0.03340596
#> lag1_var3 0.018251610 0.04040837 -0.03314642 0.07489142
#> lag1_var4 -0.023158196 0.03798520 -0.07338013 0.02815604
#> const 0.591127041 0.21430994 0.32889888 0.82749282
#> exo1 0.005539797 0.01442385 -0.01001916 0.02931026
#> exo2 -0.079758525 0.01886709 -0.10323682 -0.05084591
#> exo3 0.006031751 0.03235895 -0.04277245 0.04154164
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4366561 1.405277 -2.7246897 1.24215264
#> lag1_var2 -1.0546974 1.722701 -2.6222200 1.99621047
#> lag1_var3 -4.2410774 4.012266 -7.9063790 2.86858137
#> lag1_var4 4.6011645 3.386141 -1.3059802 7.83337475
#> const -0.4573142 12.915396 -20.6647357 13.47673642
#> exo1 -1.9212783 1.510542 -3.9013830 0.07274195
#> exo2 2.4649174 1.552120 0.2814484 4.62699603
#> exo3 1.1105098 3.053199 -3.2467800 4.94632567
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90537818 0.5613713 0.1760957 1.76876490
#> lag1_var2 0.59996815 0.6788674 -0.4582362 1.43975256
#> lag1_var3 2.02175445 1.5673623 -0.4123985 3.94863388
#> lag1_var4 -1.62903928 1.3541833 -3.3357272 0.40004584
#> const 0.08666002 5.7903526 -7.0890950 8.32585009
#> exo1 0.48538064 0.7576705 -0.6691980 1.31256970
#> exo2 -3.10228978 0.4241081 -3.7499799 -2.53117520
#> exo3 -1.32440377 0.9062983 -2.4816569 -0.01771073
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7671247 0.1557201 0.5545470 0.97115157
#> lag1_var2 -0.2011177 0.2976767 -0.5140121 0.24042301
#> lag1_var3 -0.6236164 0.6887724 -1.3332546 0.37886648
#> lag1_var4 1.1627361 0.6170912 0.2335217 1.80720929
#> const -1.1108784 2.8736039 -5.3675882 2.50323143
#> exo1 -0.3819794 0.4759152 -0.8732573 0.40277479
#> exo2 -2.3734263 0.8263790 -3.3423895 -1.27279181
#> exo3 -0.9425926 0.7430367 -2.0636712 0.02198351
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005890197 0.0001693337 0.000375181 0.0008582808
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005893586 0.002031607 -0.008865541 -0.003239403
#> Sigma[2,2] 0.192586789 0.038275529 0.150598360 0.250858881
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002958487 0.005117622 -0.004954822 0.008259119
#> Sigma[3,2] -0.049692803 0.070161011 -0.148354888 0.038233632
#> Sigma[3,3] 1.161176011 0.281988356 0.885009716 1.568369483
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008503505 0.005418387 -0.009332088 0.005606644
#> Sigma[4,2] 0.0787013355 0.061250641 0.002944276 0.165725933
#> Sigma[4,3] 1.1781006962 0.308072281 0.860665659 1.603939030
#> Sigma[4,4] 1.2829235565 0.333262336 0.916664632 1.730631509
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00804151 0.01724548 0.98928066 1.03466541
#> lag1_var2 -0.03842158 0.03334039 -0.07959801 0.01113910
#> lag1_var3 -0.07671236 0.06046358 -0.16036345 0.00903367
#> lag1_var4 0.06880981 0.05900709 -0.01531117 0.14905546
#> const 0.29306547 0.34940785 -0.25077640 0.70999228
#> exo1 0.04487071 0.02009046 0.01970305 0.07140194
#> exo2 -0.12354297 0.03469158 -0.17655088 -0.08354012
#> exo3 0.01498286 0.02546800 -0.02186251 0.04799905
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4421745 0.2340017 -0.7656525 -0.1500772
#> lag1_var2 2.1277385 0.9764966 0.7920528 3.3642289
#> lag1_var3 2.3929551 1.5937005 0.2499171 4.4474513
#> lag1_var4 -2.2989555 1.5530469 -4.2630873 -0.1994341
#> const 6.6372073 3.3724655 1.6347331 11.4056528
#> exo1 0.2284319 0.3467519 -0.1245574 0.7557003
#> exo2 2.4250203 0.4653037 1.8434069 3.0070081
#> exo3 -0.4687419 0.5422014 -1.2004946 0.2444731
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0977426 0.3950209 0.6032438 1.5811453
#> lag1_var2 -0.5047162 1.8939492 -3.5885619 1.2852744
#> lag1_var3 -1.0470766 2.9311101 -5.7635766 1.9746900
#> lag1_var4 1.7141456 2.8339137 -1.2298555 6.2873433
#> const -9.1494537 7.4831102 -19.9815383 0.5507289
#> exo1 0.2082215 1.2189656 -1.1005218 2.1422473
#> exo2 -6.8151945 0.7054118 -7.6979166 -5.7624389
#> exo3 2.8432260 1.2419062 0.7820918 4.1464033
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8530547 0.4868507 0.2886013 1.536458
#> lag1_var2 0.5092318 1.9842338 -2.3842736 2.241215
#> lag1_var3 -0.1016183 3.1037164 -4.4567145 2.653939
#> lag1_var4 0.8316118 2.9878582 -1.9335130 5.041057
#> const -6.1352975 8.6502354 -18.7315450 4.590901
#> exo1 0.3823027 1.2551029 -1.0579670 2.252736
#> exo2 -5.5599186 0.8412677 -6.6868897 -4.468684
#> exo3 2.6817769 1.4291366 0.1391613 3.934989
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002277019 0.0001000832 0.0001643016 0.0003989547
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008375271 0.003292053 -0.01359019 -0.005112544
#> Sigma[2,2] 0.966925540 0.315410978 0.61845797 1.453409411
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004114174 0.002190984 0.001534909 0.007633392
#> Sigma[3,2] -0.334669860 0.198476619 -0.631349279 -0.107148638
#> Sigma[3,3] 0.743913434 0.199213270 0.475763891 1.059758290
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001852465 0.001919613 -0.002723847 0.002399709
#> Sigma[4,2] 0.1346950055 0.142254662 -0.014350861 0.361703495
#> Sigma[4,3] 0.6459077469 0.169660608 0.399386472 0.869807247
#> Sigma[4,4] 0.7830328191 0.207263972 0.491499242 1.058422155
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98974085 0.00724341 0.98193573 0.9982066065
#> lag1_var2 -0.01152488 0.01662526 -0.02777139 0.0172837522
#> lag1_var3 -0.02191981 0.03579702 -0.05687788 0.0395972283
#> lag1_var4 0.01787612 0.03297426 -0.03863175 0.0498008825
#> const 0.51471699 0.12348908 0.37449671 0.6939211944
#> exo1 0.02185805 0.01593437 0.00404829 0.0432435878
#> exo2 -0.01913141 0.01599266 -0.04502441 0.0005836488
#> exo3 -0.01601446 0.01981667 -0.03977406 0.0145871833
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09400927 0.3811968 -0.3850602 0.6144503
#> lag1_var2 0.27640250 0.7520985 -0.8149727 1.3123172
#> lag1_var3 -0.99523482 1.5677573 -3.2418880 1.1751759
#> lag1_var4 1.10601065 1.4375158 -0.9063332 3.1264696
#> const -5.08324613 9.3216729 -17.8975271 7.5159965
#> exo1 -1.33689777 0.8434706 -2.7180817 -0.3549512
#> exo2 0.29767033 0.8564077 -0.7186453 1.3234347
#> exo3 -0.02863980 1.1796210 -1.8296576 1.1878838
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3215267 0.3764876 -0.95659020 0.101089622
#> lag1_var2 0.8951163 0.7584747 0.06657068 1.886192642
#> lag1_var3 2.7127699 1.7025151 0.81365056 5.051902115
#> lag1_var4 -1.7341941 1.5362955 -3.89292374 0.004758566
#> const 8.4197367 7.5169095 -0.75143753 16.646251250
#> exo1 0.3435671 0.8865457 -0.85943003 1.419954450
#> exo2 -0.6959012 1.1423915 -2.01082978 1.156838944
#> exo3 0.7549252 0.7468166 -0.26583483 1.828610586
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3014134 0.3466997 -0.819656449 0.1147155
#> lag1_var2 0.7459128 0.6965778 0.032742956 1.7143122
#> lag1_var3 1.6649636 1.4969002 0.005871915 3.5829964
#> lag1_var4 -0.6047316 1.3434732 -2.326999645 0.8547636
#> const 5.3307168 6.9513308 -4.183876065 15.2195065
#> exo1 -0.3331718 0.8846132 -1.614310037 0.6784520
#> exo2 -0.6115884 1.2451168 -2.019093092 1.2003123
#> exo3 0.8106709 0.7530019 -0.000968256 2.0005692
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006455543 0.001637487 0.004462317 0.008706123
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001613348 0.001158391 -0.003259128 -8.109250e-06
#> Sigma[2,2] 0.008028776 0.002304944 0.005369037 1.122013e-02
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001763581 0.005305489 -0.005667248 0.008327646
#> Sigma[3,2] -0.016455948 0.006709940 -0.024340415 -0.007206866
#> Sigma[3,3] 0.119247343 0.036755210 0.072347706 0.174805655
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004339039 0.005332152 -0.007049752 0.007290787
#> Sigma[4,2] -0.0110656165 0.005458350 -0.017128209 -0.003096562
#> Sigma[4,3] 0.1128008400 0.034801642 0.067069508 0.165761247
#> Sigma[4,4] 0.1103030534 0.033733053 0.065129599 0.161090164
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87124940 0.03126346 0.84083525 0.91526912
#> lag1_var2 0.15670369 0.09919800 0.01940204 0.28253715
#> lag1_var3 0.16499774 0.15319815 -0.05165191 0.37972279
#> lag1_var4 -0.14988965 0.15220013 -0.36281340 0.06558471
#> const 1.43529224 0.74124387 0.42274032 2.36785610
#> exo1 -0.07268703 0.11561737 -0.23450938 0.08058147
#> exo2 -0.07234199 0.08818595 -0.19863027 0.04173285
#> exo3 0.08193228 0.07222361 -0.03309734 0.15501231
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07515950 0.08687112 -0.03865906 0.20582299
#> lag1_var2 0.62771309 0.27531213 0.16587496 0.92643964
#> lag1_var3 0.08589601 0.35899353 -0.49362539 0.47479329
#> lag1_var4 -0.08319269 0.34837964 -0.46575553 0.47685002
#> const 0.68905657 1.07658894 -0.88724454 2.24589656
#> exo1 -0.02567064 0.09046034 -0.15262484 0.09252153
#> exo2 0.52827341 0.09537619 0.41769236 0.65793006
#> exo3 0.19967192 0.09715520 0.12689317 0.37707528
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05761758 0.2850991 -0.4969118 0.2569451
#> lag1_var2 0.75600673 0.8775491 -0.2245123 2.2119089
#> lag1_var3 1.55930962 1.2583808 0.2519691 3.6484699
#> lag1_var4 -0.59516254 1.2282908 -2.6245097 0.6903981
#> const 2.23613046 3.5495342 -2.1544598 8.0742176
#> exo1 -0.03609929 0.3694079 -0.3992130 0.5876979
#> exo2 -1.18037929 0.4385803 -1.8599920 -0.6224453
#> exo3 -0.02459727 0.4706540 -0.6516232 0.5918065
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01850422 0.2483609 -0.3872170 0.2637036
#> lag1_var2 0.81318029 0.7911103 -0.1822946 2.0080215
#> lag1_var3 1.07761459 1.1633677 -0.2423770 2.8575887
#> lag1_var4 -0.09369012 1.1372864 -1.8251789 1.2013805
#> const 1.84388647 3.2599745 -2.1907276 7.1651202
#> exo1 -0.06597973 0.3455854 -0.4610348 0.4987222
#> exo2 -0.82450226 0.4110264 -1.4391593 -0.2665845
#> exo3 0.13571362 0.4445188 -0.4630104 0.7282331
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002953915 5.787337e-05 0.0002259864 0.0003717722
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002348887 0.001118851 -0.004105811 -0.001342324
#> Sigma[2,2] 0.072073238 0.024015071 0.043845323 0.110158118
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001818801 0.001178091 0.0003676278 0.003358849
#> Sigma[3,2] -0.067370874 0.022254736 -0.0946435714 -0.038439538
#> Sigma[3,3] 0.117755851 0.027504247 0.0816099417 0.152233632
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006518047 0.0008783894 -0.0004750394 0.001768549
#> Sigma[4,2] -0.0310656534 0.0126538719 -0.0489759994 -0.015590508
#> Sigma[4,3] 0.0881510334 0.0171720145 0.0657259322 0.110252807
#> Sigma[4,4] 0.0772785577 0.0120673163 0.0616372333 0.094357108
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999037769 0.02148106 0.97719596 1.030045593
#> lag1_var2 -0.021280259 0.01099802 -0.03538478 -0.006280562
#> lag1_var3 -0.010709519 0.01712330 -0.03668282 0.008963595
#> lag1_var4 0.005596906 0.01668066 -0.01677804 0.028529021
#> const 0.472418793 0.23882843 0.11450391 0.748310480
#> exo1 -0.005596839 0.01733127 -0.02800798 0.018480897
#> exo2 -0.074426992 0.02240255 -0.10305763 -0.043657880
#> exo3 -0.012498082 0.02034210 -0.03869449 0.016131949
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4803081 0.1562469 -0.6969237 -0.2577722
#> lag1_var2 1.1083820 0.3116582 0.6717989 1.5069127
#> lag1_var3 0.3554826 0.5667712 -0.5164664 1.0581654
#> lag1_var4 -0.2221307 0.5293176 -0.8574070 0.6093007
#> const 3.1359235 1.9019955 0.1890533 5.1983477
#> exo1 0.1109792 0.2668284 -0.3227985 0.4201669
#> exo2 0.9218739 0.2515893 0.6574039 1.2722515
#> exo3 0.1636457 0.3989013 -0.2437354 0.8121727
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3692357 0.3239149 0.96211573 1.8079140
#> lag1_var2 -0.8306597 0.4207501 -1.38215714 -0.2362432
#> lag1_var3 -0.6020595 0.8524205 -1.61379538 0.6356738
#> lag1_var4 1.2203179 0.7800301 0.04759064 2.0848483
#> const -7.0520195 2.4207166 -9.79613142 -3.4178823
#> exo1 -0.1451252 0.2860934 -0.47659639 0.2576066
#> exo2 -3.2928708 0.2168069 -3.56561830 -2.9964297
#> exo3 -0.3431413 0.2895749 -0.76595236 0.0476059
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.20061129 0.2897990 0.8260342 1.607567785
#> lag1_var2 -0.67672133 0.3130445 -1.0608658 -0.207039073
#> lag1_var3 -1.23256177 0.6605683 -1.9377152 -0.204120530
#> lag1_var4 1.92158932 0.6018470 0.9645683 2.518501584
#> const -7.10068808 2.0280476 -9.5558754 -4.132618760
#> exo1 -0.09470444 0.2406678 -0.3573329 0.256895854
#> exo2 -3.03018622 0.2012887 -3.2939733 -2.729221926
#> exo3 -0.26975667 0.1785426 -0.5004250 -0.005471922
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004576184 5.059061e-05 0.0003865636 0.0005247709
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03945285 0.005712653 -0.04822028 -0.03321132
#> Sigma[2,2] 4.61864997 0.760990476 3.99752868 5.84330031
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02336385 0.00269587 0.02036371 0.02737192
#> Sigma[3,2] -2.58569963 0.39484208 -3.24999875 -2.27826566
#> Sigma[3,3] 1.56524050 0.21240163 1.33193780 1.91075391
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001366909 0.001418664 -0.0008310411 0.00302501
#> Sigma[4,2] -0.009315817 0.164284259 -0.1986862735 0.23816532
#> Sigma[4,3] 0.132820256 0.086434964 -0.0026810870 0.22711951
#> Sigma[4,4] 0.149215685 0.044333586 0.1091893938 0.21996390
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9886712654 0.01355362 0.97064480 1.00509051
#> lag1_var2 -0.0010463002 0.01046592 -0.01279986 0.01376726
#> lag1_var3 -0.0004626028 0.01843886 -0.02100537 0.02619011
#> lag1_var4 -0.0009459479 0.01446436 -0.02143176 0.01526734
#> const 0.4275492665 0.24317932 0.08501970 0.79419313
#> exo1 0.0062939524 0.02199450 -0.03011329 0.03221112
#> exo2 -0.1370949022 0.03457647 -0.18600330 -0.09153556
#> exo3 0.0419709795 0.02241353 0.01940698 0.07785081
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5843425 1.279112 -3.1871405 0.2392776
#> lag1_var2 1.9078034 1.244863 0.3086097 3.2568966
#> lag1_var3 1.7554081 2.205059 -1.1089160 4.1256070
#> lag1_var4 -1.3144506 1.711772 -3.2025550 0.9033612
#> const 20.3344103 19.602992 0.8842880 52.0559108
#> exo1 -0.3492356 1.921945 -2.4849581 2.4504722
#> exo2 1.2441491 3.664241 -3.5757943 6.2889885
#> exo3 -0.2273406 2.058282 -3.5783759 1.6781299
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1329226 0.8023529 0.04236191 2.1178412
#> lag1_var2 -0.7437529 0.6122618 -1.42982269 0.1874184
#> lag1_var3 -0.3070567 1.0784307 -1.49049902 1.3389816
#> lag1_var4 0.9530411 0.8345760 -0.31308581 1.8849320
#> const -11.0616122 12.7327196 -27.91538708 3.9028519
#> exo1 0.3443447 1.2615287 -1.35346517 1.9601945
#> exo2 -2.0264063 1.9668362 -4.61718596 0.6349039
#> exo3 0.7981080 1.0655565 -0.03733795 2.5594291
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2494769 0.2533619 -0.15583969 0.5384236
#> lag1_var2 -0.1409790 0.2656185 -0.56552956 0.2015403
#> lag1_var3 -0.1392295 0.4630558 -0.87613550 0.4582267
#> lag1_var4 1.0603191 0.3769911 0.60472244 1.6799732
#> const -1.1650523 5.2121410 -9.23088796 4.0813520
#> exo1 0.1512859 0.4615014 -0.49466911 0.7152502
#> exo2 -1.5755589 0.3206216 -1.97448817 -1.1120257
#> exo3 0.8190482 0.5182798 0.07055031 1.4152253
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001789488 0.0004334104 0.001108403 0.002313739
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05821201 0.01941242 -0.08494376 -0.02923762
#> Sigma[2,2] 4.09436992 1.34009325 2.61271970 6.24767750
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04082995 0.01384543 0.02072953 0.06095858
#> Sigma[3,2] -2.61119521 0.91160814 -3.99796462 -1.57919895
#> Sigma[3,3] 2.00109412 0.64404054 1.28328706 2.97088875
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005926783 0.004171692 -0.0002420648 0.01136048
#> Sigma[4,2] -0.159593704 0.205580893 -0.4347836522 0.12367257
#> Sigma[4,3] 0.462952528 0.129725570 0.2985081939 0.66250385
#> Sigma[4,4] 0.396000165 0.053584693 0.3154950215 0.45839491
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991277456 0.01143081 9.766579e-01 1.00702859
#> lag1_var2 0.007540892 0.02529672 -2.192399e-02 0.04251807
#> lag1_var3 0.004392627 0.04292462 -4.561316e-02 0.06529312
#> lag1_var4 -0.009718648 0.03986547 -6.558038e-02 0.03842818
#> const 0.522277066 0.33944060 3.333767e-02 0.89141087
#> exo1 -0.063471784 0.02138978 -8.957927e-02 -0.03525066
#> exo2 -0.008683366 0.02790490 -5.114006e-02 0.02726777
#> exo3 0.045581251 0.04292866 -7.309423e-06 0.10627735
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3448513 0.4044205 -1.9161106 -0.8169875
#> lag1_var2 2.1571402 1.9605462 -0.9101902 4.3209323
#> lag1_var3 2.4212275 3.3406963 -2.7814417 6.0468983
#> lag1_var4 -2.2398151 3.2034106 -5.6108837 2.7947260
#> const 23.2299550 13.1839573 9.1787889 44.3315023
#> exo1 0.7603771 1.4527866 -1.1260521 2.8476972
#> exo2 1.9100054 2.4163804 -1.8238382 4.3318007
#> exo3 0.3807042 1.5267910 -2.0229213 2.1490684
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1561331 0.2947603 1.904013 2.6844488
#> lag1_var2 -2.8073088 1.1019225 -4.388742 -1.3933735
#> lag1_var3 -3.8693506 1.8179524 -6.299654 -1.4449226
#> lag1_var4 4.4018635 1.7202080 2.008740 6.5641617
#> const -23.4465103 9.4129835 -38.723288 -14.0066183
#> exo1 -0.6261068 1.2835821 -2.727042 0.8140436
#> exo2 -1.9089897 1.8651824 -4.385066 0.5868946
#> exo3 -0.8239608 1.2533498 -2.200033 1.0766920
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4091493 0.2499953 1.049177 1.7337768
#> lag1_var2 -2.0185534 0.5933756 -2.889932 -1.3637954
#> lag1_var3 -3.2495638 0.9742575 -4.662954 -2.1215756
#> lag1_var4 3.8971486 0.9046703 2.869140 5.2045167
#> const -11.2312343 2.9840405 -16.325326 -8.7695872
#> exo1 -0.1801538 0.8645663 -1.148687 1.1640071
#> exo2 -0.7768490 0.7890762 -1.916929 0.2454864
#> exo3 -0.6648692 0.7626341 -1.551321 0.4213154
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002060683 0.0007134044 0.001311273 0.003220567
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003173067 0.001009164 -0.004622291 -0.002017212
#> Sigma[2,2] 0.021661543 0.003826756 0.017833945 0.027684475
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002583646 0.001004627 0.001078812 0.003894689
#> Sigma[3,2] -0.012041214 0.004964491 -0.018914365 -0.004826370
#> Sigma[3,3] 0.030309530 0.005334945 0.023565061 0.037733305
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.296244e-05 0.001145704 -0.001216649 0.001818116
#> Sigma[4,2] 5.307597e-03 0.003604743 0.001163845 0.011084387
#> Sigma[4,3] 2.148427e-02 0.004677346 0.016200077 0.028420176
#> Sigma[4,4] 2.666844e-02 0.005560154 0.020246462 0.035592522
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008290112 0.01083682 0.99478178 1.02490490
#> lag1_var2 -0.077994164 0.07395663 -0.17795426 0.02123406
#> lag1_var3 -0.061121686 0.08942878 -0.19055017 0.05535981
#> lag1_var4 0.062255999 0.08938549 -0.04979578 0.19303764
#> const -0.135394266 0.44497232 -0.86504120 0.34794742
#> exo1 -0.003383431 0.04463266 -0.03508288 0.07935675
#> exo2 -0.011336732 0.05022681 -0.07017047 0.05052160
#> exo3 0.018101235 0.05088678 -0.05892029 0.07228940
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0526470952 0.04868386 -0.01421848 0.10744560
#> lag1_var2 0.8411131001 0.17667668 0.63747555 1.09053572
#> lag1_var3 0.0777740883 0.23896426 -0.21894180 0.43303650
#> lag1_var4 -0.1249345270 0.22896640 -0.46727260 0.14947715
#> const 3.1319354922 1.31332745 1.57324545 5.27371968
#> exo1 -0.0941616878 0.09425713 -0.23190845 0.02818031
#> exo2 1.0364098610 0.14426936 0.81154738 1.20653544
#> exo3 0.0002956492 0.14827939 -0.18820224 0.17318989
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21114356 0.03884579 -0.2688468 -0.1647968
#> lag1_var2 0.40718016 0.21742435 0.1049349 0.6776829
#> lag1_var3 1.08468520 0.32440857 0.6117252 1.5097219
#> lag1_var4 -0.02463623 0.33012115 -0.4589528 0.4532291
#> const -0.60195797 1.25468191 -2.5012110 1.1247786
#> exo1 -0.07326892 0.16729086 -0.2589033 0.1825820
#> exo2 -1.45562964 0.11675762 -1.6083004 -1.3258242
#> exo3 0.41915065 0.11511217 0.2402028 0.5623444
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1719283 0.05533262 -0.2396444 -0.08566508
#> lag1_var2 0.6404734 0.16216098 0.4337453 0.87601427
#> lag1_var3 0.5899163 0.23878400 0.2954011 0.92536557
#> lag1_var4 0.4446684 0.24126771 0.1057691 0.75767394
#> const 0.9759192 1.40636902 -0.9533045 3.06058333
#> exo1 -0.1485989 0.14804593 -0.3351015 0.06217768
#> exo2 -0.6507768 0.11156081 -0.7645404 -0.47531761
#> exo3 0.4366995 0.11117659 0.2781376 0.59272056
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004938455 9.488346e-05 0.0003692615 0.0006344664
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009201633 0.00262787 -0.01274736 -0.005306407
#> Sigma[2,2] 1.010100233 0.23863290 0.75034054 1.406968212
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009412757 0.00239175 0.005877249 0.01282314
#> Sigma[3,2] -0.834615624 0.24818121 -1.254895624 -0.58631595
#> Sigma[3,3] 0.787874000 0.26017013 0.531766922 1.21414323
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00418224 0.001332266 0.002617834 0.006144307
#> Sigma[4,2] -0.24195468 0.131649915 -0.441917737 -0.116484834
#> Sigma[4,3] 0.30959699 0.131378181 0.181127595 0.506435143
#> Sigma[4,4] 0.18075045 0.062818142 0.120898898 0.284953030
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002865846 0.01349973 0.98559645 1.02211514
#> lag1_var2 -0.017801506 0.03280269 -0.06810202 0.02239880
#> lag1_var3 -0.038795991 0.05529476 -0.12384646 0.02863381
#> lag1_var4 0.028713691 0.05240832 -0.03473708 0.10931725
#> const 0.496114234 0.18995422 0.21413071 0.72558323
#> exo1 0.016661477 0.02576351 -0.03156774 0.03587840
#> exo2 -0.038133993 0.01832090 -0.06325448 -0.01178433
#> exo3 0.007430002 0.02913349 -0.03332088 0.04686437
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.442709 0.7177689 -3.2386837 -1.29241027
#> lag1_var2 2.724439 1.6129547 0.4498514 4.58626613
#> lag1_var3 3.317166 2.7572377 -0.5558978 6.55059495
#> lag1_var4 -2.402199 2.5956830 -5.3252803 1.28961719
#> const 11.243017 13.0784890 -10.3499361 24.67612031
#> exo1 -1.198708 0.7475184 -1.9580001 -0.02039093
#> exo2 1.255371 1.1806526 -0.5106712 2.80528235
#> exo3 0.549061 0.9999199 -0.7834946 1.86591830
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.98699998 0.6933694 0.80419595 2.51335110
#> lag1_var2 -1.14345217 1.4607120 -2.61106135 1.18605293
#> lag1_var3 -1.23262251 2.4788904 -3.75775213 2.69041951
#> lag1_var4 1.46971541 2.3317544 -2.20595339 3.82034217
#> const -7.88337177 11.8538578 -20.32262651 11.88348202
#> exo1 1.05142372 0.6181234 0.03936204 1.58623528
#> exo2 -1.28451440 1.0045215 -2.72964773 -0.01720237
#> exo3 0.02431942 0.8901203 -1.03404819 1.20963921
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4793133 0.3405889 -0.06162408 0.75556536
#> lag1_var2 0.1942957 0.6559770 -0.31161087 1.28529346
#> lag1_var3 0.2686430 1.0970450 -0.58786904 2.07207164
#> lag1_var4 0.5485164 1.0258164 -1.11434862 1.37440490
#> const -1.8697588 4.7407425 -7.15420825 5.25321914
#> exo1 0.3323221 0.3618720 -0.14534870 0.78819074
#> exo2 -0.5754563 0.3920173 -1.12721466 -0.06302627
#> exo3 0.3771199 0.4294822 -0.11412410 0.95017585
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001291594 0.0002062135 0.001011642 0.001575914
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004055572 0.0009916291 -0.001910459 0.0008205339
#> Sigma[2,2] 0.0220351957 0.0078871246 0.013884183 0.0340304705
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006894067 0.003463341 0.003346697 0.01232625
#> Sigma[3,2] 0.030222427 0.019116356 0.010473981 0.06129769
#> Sigma[3,3] 0.463506818 0.068451208 0.385072543 0.57371061
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006979734 0.003895957 0.003113377 0.01318016
#> Sigma[4,2] 0.044898394 0.023782173 0.021989568 0.08473278
#> Sigma[4,3] 0.503372928 0.075135530 0.421957200 0.62253930
#> Sigma[4,4] 0.553963409 0.083899002 0.455077828 0.68176184
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991060784 0.02420090 0.96363782 1.021277979
#> lag1_var2 0.003391107 0.08449111 -0.11962018 0.113262670
#> lag1_var3 -0.046521383 0.14093288 -0.24157761 0.137478204
#> lag1_var4 0.037967942 0.13762431 -0.14230257 0.230405031
#> const 0.599445480 0.35837982 0.18667588 1.037098358
#> exo1 -0.020424614 0.01763486 -0.03878289 0.004735387
#> exo2 -0.203981230 0.02022051 -0.22794146 -0.176786234
#> exo3 -0.082069555 0.03233830 -0.12610987 -0.038257877
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11004178 0.09983369 -0.23316833 0.03916889
#> lag1_var2 0.98581373 0.29735432 0.52717203 1.32187804
#> lag1_var3 0.45484056 0.49741209 -0.26133912 1.03905640
#> lag1_var4 -0.41840469 0.48011597 -0.98965211 0.27509325
#> const 1.52678451 1.29821498 -0.03472884 3.51011947
#> exo1 -0.07290642 0.09727640 -0.21589161 0.04077676
#> exo2 0.34297294 0.12723923 0.14170051 0.50219159
#> exo3 0.22441349 0.16833216 -0.02039150 0.41232272
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004528816 0.3541829 -0.51770872 0.488238495
#> lag1_var2 1.395977998 1.6538421 -0.87066753 3.698745099
#> lag1_var3 3.265983116 2.3330885 -0.08653233 6.163055192
#> lag1_var4 -2.394173359 2.2717744 -5.24464995 0.888765435
#> const 7.455529035 5.5612790 -0.80264308 13.968885278
#> exo1 0.583780011 0.5313859 -0.19310546 1.229219608
#> exo2 -1.956791467 0.5825567 -2.81811067 -1.192990335
#> exo3 -0.984802812 0.6043073 -1.61240402 0.008667296
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07518639 0.3983754 -0.6575072 0.4807774
#> lag1_var2 1.69436506 1.7633821 -0.7323733 4.1487578
#> lag1_var3 3.05678119 2.4969154 -0.5914443 6.1478846
#> lag1_var4 -2.15122994 2.4340990 -5.2135514 1.4179175
#> const 7.76989244 6.4126664 -1.3836982 15.3768632
#> exo1 0.56479324 0.5676040 -0.2736942 1.2470722
#> exo2 -1.84168826 0.6518714 -2.7786171 -0.9887753
#> exo3 -0.89968052 0.6413452 -1.4973696 0.1563240
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002060159 7.158534e-05 0.0001321702 0.0003174112
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004955983 0.001908533 -0.007758796 -0.002594959
#> Sigma[2,2] 0.457377745 0.129186447 0.314533559 0.641841656
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002104332 0.0008190314 0.0008019556 0.003101379
#> Sigma[3,2] -0.233928221 0.0696357342 -0.3287081573 -0.137143582
#> Sigma[3,3] 0.166099442 0.0530531308 0.0908859994 0.230446698
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007299754 0.000938938 -0.002198637 0.000402832
#> Sigma[4,2] 0.0227312794 0.033730226 -0.021409977 0.077038213
#> Sigma[4,3] 0.0392974634 0.022854201 0.013695830 0.076007653
#> Sigma[4,4] 0.0570168087 0.015815014 0.040757249 0.082144931
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986597559 0.01546214 0.96786065 1.00549075
#> lag1_var2 -0.015603866 0.02403452 -0.03904359 0.02501514
#> lag1_var3 -0.032983448 0.04520640 -0.07617067 0.04412741
#> lag1_var4 0.029858479 0.04328123 -0.04413378 0.07036751
#> const 0.544614355 0.20697923 0.20043580 0.74357709
#> exo1 -0.004322312 0.02114860 -0.02528473 0.02941708
#> exo2 -0.083098135 0.01819639 -0.10721312 -0.05947311
#> exo3 0.048119800 0.02090874 0.01767452 0.07664530
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5591466 0.8851288 -2.64654885 -0.3654657
#> lag1_var2 2.7594861 1.3588724 0.93005382 4.6107033
#> lag1_var3 3.3642857 2.4751877 0.02554239 6.7022461
#> lag1_var4 -2.8041430 2.3765167 -6.29190877 0.2374400
#> const 14.1665624 10.8586152 -1.66124268 29.3108184
#> exo1 -0.8108634 0.6418424 -1.66390682 0.1800452
#> exo2 -0.2362153 0.7704288 -1.20097429 0.7101192
#> exo3 0.2994398 1.0012331 -0.94248433 1.8194401
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.82964276 0.4184583 0.32268620 1.4284816
#> lag1_var2 -0.04496871 0.7740387 -1.01667900 0.9233829
#> lag1_var3 0.88128029 1.4151912 -0.86751283 2.6725036
#> lag1_var4 -0.24726893 1.3656988 -1.93403667 1.5567585
#> const -3.34116637 5.6834736 -9.69564868 5.9039130
#> exo1 0.47024437 0.4226990 -0.11085275 1.0594850
#> exo2 -0.69667002 0.2992526 -1.15202511 -0.4019369
#> exo3 0.62882001 0.5223634 -0.08628019 1.3801628
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05107227 0.1753702 -0.2756753 0.1955809
#> lag1_var2 1.21437842 0.3177892 0.7377055 1.6517194
#> lag1_var3 2.26608729 0.5811822 1.4045037 3.0821839
#> lag1_var4 -1.30042223 0.5952810 -2.1170639 -0.4399872
#> const 3.85791497 2.2190338 1.3625901 7.3164326
#> exo1 0.01940918 0.1936778 -0.2225999 0.3148328
#> exo2 -0.90366608 0.3226980 -1.3148913 -0.4423422
#> exo3 0.85531612 0.2594707 0.5054929 1.1988555
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000891138 0.0002488543 0.0005930088 0.001288188
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003383862 0.001169222 -0.00506780 -0.001626639
#> Sigma[2,2] 0.107151603 0.031435841 0.07697864 0.156825550
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001263377 0.001829302 -0.001367005 0.003884977
#> Sigma[3,2] -0.092752135 0.037193122 -0.149178645 -0.054354195
#> Sigma[3,3] 0.138309842 0.047770554 0.080821415 0.209259120
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005155056 0.002211317 -0.003818329 0.002001902
#> Sigma[4,2] -0.0503135314 0.029929524 -0.092988333 -0.010886979
#> Sigma[4,3] 0.1156310595 0.038802178 0.067483366 0.175204647
#> Sigma[4,4] 0.1134627355 0.033363656 0.075795680 0.166764765
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.948892796 0.03704627 0.90573160 1.00195324
#> lag1_var2 0.015929577 0.04694201 -0.04635163 0.06395925
#> lag1_var3 0.001936512 0.08854861 -0.11716615 0.10056486
#> lag1_var4 0.002188918 0.07603554 -0.07997088 0.11004772
#> const 0.723304581 0.20384939 0.40961758 0.93395751
#> exo1 -0.027619676 0.02651179 -0.05587113 0.01293888
#> exo2 -0.055158749 0.02341184 -0.08137350 -0.02009813
#> exo3 0.006967993 0.02170694 -0.02358998 0.03715655
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03025199 0.3023155 -0.42740923 0.3696741
#> lag1_var2 1.08653923 0.4238913 0.52067597 1.6074830
#> lag1_var3 0.30935828 0.9605132 -1.02036072 1.4626335
#> lag1_var4 -0.28540443 0.8483497 -1.34086944 0.9108296
#> const 0.79411643 3.2078857 -4.01025188 4.4597346
#> exo1 0.60679700 0.4387460 0.01216937 1.2347921
#> exo2 0.84559433 0.2920546 0.36596590 1.1344823
#> exo3 0.03795591 0.2619771 -0.29629157 0.4357335
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1110239 0.3356999 -0.29083945 0.5947003
#> lag1_var2 0.4200079 0.5438307 -0.42774031 1.0074849
#> lag1_var3 1.9300397 1.2321923 0.04054334 3.3495101
#> lag1_var4 -1.0077682 1.1165293 -2.27978321 0.6853893
#> const 1.9623346 4.1813864 -2.93745367 8.2597740
#> exo1 -0.5839329 0.4409677 -1.19061375 -0.1130522
#> exo2 -2.6691869 0.4175505 -3.13432559 -2.0914805
#> exo3 -0.4805268 0.2809013 -0.88620551 -0.1584333
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08643282 0.2883847 -0.272551975 0.52783426
#> lag1_var2 0.72673137 0.4699434 0.006630645 1.21777087
#> lag1_var3 1.66634778 1.0277843 0.129018160 2.68032275
#> lag1_var4 -0.70560262 0.9320910 -1.617648892 0.65473882
#> const 1.70590283 3.2940175 -2.285994755 6.91787085
#> exo1 -0.35726225 0.3390022 -0.872011137 -0.03477841
#> exo2 -2.85013189 0.3835524 -3.377246028 -2.33396275
#> exo3 -0.62213507 0.2391860 -0.987996455 -0.35017060
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002984052 5.984484e-05 0.0002338645 0.0003947448
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008194997 0.002855046 -0.01267428 -0.004900366
#> Sigma[2,2] 0.464922830 0.115760277 0.31369127 0.632229683
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005224238 0.001590011 0.003526232 0.007661272
#> Sigma[3,2] -0.296579696 0.069533288 -0.402420804 -0.221582026
#> Sigma[3,3] 0.217904973 0.047319400 0.163326127 0.285043886
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001222867 0.0005750274 -0.0005086577 0.00104071
#> Sigma[4,2] -0.0079972197 0.0262431634 -0.0477812750 0.01952345
#> Sigma[4,3] 0.0354613106 0.0193332785 0.0191512713 0.06857789
#> Sigma[4,4] 0.0322858924 0.0067603929 0.0231562501 0.04163918
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995194304 0.02026568 0.96794784 1.02446163
#> lag1_var2 0.006735436 0.03727628 -0.04210228 0.05267716
#> lag1_var3 0.007608851 0.06209538 -0.07494837 0.08422995
#> lag1_var4 -0.014066740 0.05719356 -0.08064089 0.06298558
#> const 0.547988509 0.20358312 0.26951711 0.83329280
#> exo1 -0.014780750 0.01279314 -0.03083471 0.00351297
#> exo2 -0.112928882 0.01293160 -0.13090921 -0.09495327
#> exo3 0.056183169 0.01708316 0.03210668 0.08239902
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -8.698995e-01 0.7927469 -1.7681003 0.3561783
#> lag1_var2 9.406663e-01 1.3110210 -0.7200458 3.0060226
#> lag1_var3 1.397487e-01 2.1734380 -2.6383409 3.5220333
#> lag1_var4 2.289145e-01 2.0682657 -3.1114594 2.6162090
#> const 2.592787e+00 6.5435041 -5.2884235 12.5243281
#> exo1 -4.087183e-05 0.4476554 -0.6569481 0.5567999
#> exo2 3.634111e-01 0.4803042 -0.2817533 1.0012173
#> exo3 3.479855e-01 0.5767564 -0.6313654 0.8006135
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8590872 0.5142404 0.1117300 1.5189974
#> lag1_var2 0.2054465 0.7745106 -0.8262591 1.3515820
#> lag1_var3 1.2434055 1.2912596 -0.4986296 3.1609786
#> lag1_var4 -0.6436132 1.2336717 -2.3049500 1.0986842
#> const 0.2145444 3.8658979 -5.9867740 4.2744380
#> exo1 0.0875682 0.2915461 -0.2753059 0.4373324
#> exo2 -0.6623262 0.3591533 -1.0009078 -0.1033113
#> exo3 -0.7852376 0.3353999 -1.1291683 -0.2838093
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33654352 0.1899081 0.02948796 0.5625280
#> lag1_var2 0.42710541 0.2865164 0.09855578 0.8446952
#> lag1_var3 0.75086927 0.4687305 0.19346889 1.4193274
#> lag1_var4 0.08476462 0.4392137 -0.59301833 0.5685406
#> const 0.91161856 1.7867456 -1.52309550 3.3014829
#> exo1 0.09880415 0.1329546 -0.07349648 0.2782521
#> exo2 -0.45472646 0.2214461 -0.76772197 -0.1815437
#> exo3 -0.59352152 0.1311065 -0.73840382 -0.3808431
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01036038 0.002698026 0.007324227 0.0144286
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02393568 0.02525644 -0.06343259 0.007259362
#> Sigma[2,2] 1.98167453 0.60150168 1.60273167 2.970777657
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02181762 0.01900025 -0.04776076 0.004765211
#> Sigma[3,2] -0.94976350 0.43057507 -1.58605166 -0.506699150
#> Sigma[3,3] 1.24397068 0.26994360 0.94447607 1.659148510
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.04267893 0.01472351 -0.06650303 -0.02850815
#> Sigma[4,2] 0.41301559 0.25078530 0.11901568 0.77297735
#> Sigma[4,3] 0.70617539 0.16445554 0.52258160 0.91581522
#> Sigma[4,4] 1.12393879 0.30750109 0.79763313 1.60620882
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91614506 0.02867942 0.870645798 0.94978673
#> lag1_var2 0.12641618 0.05399078 0.053713524 0.20439198
#> lag1_var3 0.15625152 0.08348279 0.044070753 0.28037514
#> lag1_var4 -0.15430351 0.07816969 -0.263155437 -0.04407879
#> const 1.49653917 0.57046689 0.909533121 2.41337315
#> exo1 0.02422091 0.04983022 -0.044292555 0.09231509
#> exo2 -0.01983005 0.10693457 -0.169093225 0.11731061
#> exo3 0.10271340 0.07451495 0.007018839 0.20539321
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7139031 0.439963 -1.211101 -0.0217053
#> lag1_var2 2.9223351 1.226188 1.634733 4.8884708
#> lag1_var3 3.1623653 1.796603 1.242885 6.0378750
#> lag1_var4 -2.8541349 1.620888 -5.475832 -1.1167445
#> const -1.5809565 15.343629 -23.786060 16.7036057
#> exo1 2.7623070 1.533456 1.150416 5.0229641
#> exo2 0.3003809 1.425786 -1.904472 1.7391796
#> exo3 0.2056383 1.520023 -1.719348 2.2857072
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1930202 0.5372930 -0.5896391 0.8530925
#> lag1_var2 -0.3042573 0.8750564 -1.4762043 0.8433873
#> lag1_var3 0.3509000 1.2408359 -1.2818116 1.9570723
#> lag1_var4 0.5339240 1.1163809 -0.9203000 2.0444876
#> const 1.2376067 12.0584854 -12.8832925 19.6627734
#> exo1 -1.6265077 0.8387069 -2.6883242 -0.4516080
#> exo2 0.1663658 1.3159955 -1.7429607 1.9222967
#> exo3 0.6053002 0.9310446 -0.3189934 2.1503220
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3352366 0.4459079 -0.87833203 0.1790979
#> lag1_var2 1.2670431 0.9116119 -0.09263378 2.4824142
#> lag1_var3 1.8859076 1.3222197 -0.07586672 3.6294835
#> lag1_var4 -0.7576543 1.1883417 -2.40562466 0.9744290
#> const -1.2448602 6.1898567 -9.80915826 7.1217822
#> exo1 0.1324921 1.1628085 -1.61531356 1.5917387
#> exo2 0.4172135 1.3177173 -1.38765542 2.0889368
#> exo3 0.8535940 0.9653155 -0.13572982 2.4724366
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003838232 6.332458e-05 0.0003091003 0.0004819368
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00557152 0.001526752 -0.00782912 -0.003761192
#> Sigma[2,2] 0.54967221 0.086119404 0.46118660 0.683998203
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002811559 0.001094612 0.0016590 0.004645201
#> Sigma[3,2] -0.408185056 0.070573217 -0.5184849 -0.349380138
#> Sigma[3,3] 0.331618010 0.062021356 0.2757135 0.434018403
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001171352 0.0004556411 -0.001854709 -0.0007411729
#> Sigma[4,2] -0.016997635 0.0209389807 -0.048820811 0.0034562898
#> Sigma[4,3] 0.043829580 0.0192894202 0.025077795 0.0754233317
#> Sigma[4,4] 0.035340087 0.0083657015 0.026266225 0.0481617089
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97607517 0.008430249 0.96326432 0.98499397
#> lag1_var2 0.06093149 0.033611978 0.01684474 0.10768610
#> lag1_var3 0.08450489 0.045290417 0.02659332 0.14865473
#> lag1_var4 -0.08615767 0.044685517 -0.14956303 -0.02962402
#> const 0.75040124 0.200256017 0.52189097 1.01644518
#> exo1 0.03484177 0.018040642 0.01010777 0.06112484
#> exo2 -0.04811566 0.015861251 -0.07042071 -0.02732900
#> exo3 0.01091761 0.017793402 -0.01118208 0.03760828
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22725628 0.3242027 -0.2413638 0.6851026
#> lag1_var2 -2.13342219 1.1494795 -3.6161155 -0.4674334
#> lag1_var3 -3.99735558 1.5127184 -5.9879440 -1.8244724
#> lag1_var4 4.04362038 1.5124511 1.8719178 6.0380313
#> const -7.68576268 9.5828878 -18.8945697 7.0959369
#> exo1 0.04753797 0.6470451 -0.7860747 0.9904346
#> exo2 0.36291915 0.8349700 -0.4858122 1.6279664
#> exo3 0.29657256 0.5728624 -0.5698970 1.0653078
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08221872 0.2366069 -0.3880690 0.23873296
#> lag1_var2 2.13080237 0.7878418 1.0707855 3.33377540
#> lag1_var3 3.69810787 1.0482899 2.3178688 5.30498450
#> lag1_var4 -2.76474752 1.0339602 -4.3151960 -1.38675858
#> const 5.70293447 7.3581022 -5.6997116 13.70225629
#> exo1 -0.09306415 0.4619858 -0.8122035 0.41828537
#> exo2 -0.75787797 0.6086025 -1.6832414 -0.09611845
#> exo3 -0.22564566 0.4720846 -0.7227886 0.45340945
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.080615084 0.06984939 0.007579416 0.17925418
#> lag1_var2 0.117691053 0.43769460 -0.549434453 0.65169886
#> lag1_var3 0.158495673 0.59542497 -0.748565308 0.87954920
#> lag1_var4 0.826032708 0.57904809 0.127947997 1.71022022
#> const -1.091277890 1.34112310 -3.109393764 0.45346866
#> exo1 -0.068528231 0.10522244 -0.216080286 0.06635724
#> exo2 -0.515703277 0.17844936 -0.751526491 -0.26418433
#> exo3 0.007522971 0.21130147 -0.332319509 0.23205974
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004043368 0.0001232554 0.0002329367 0.0005629667
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001261044 0.0005385528 -0.002026187 -0.0006013505
#> Sigma[2,2] 0.014678069 0.0032816017 0.011240504 0.0202905963
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001532032 0.001657376 -0.0001735698 0.004036976
#> Sigma[3,2] -0.024519950 0.008936206 -0.0387913909 -0.015279230
#> Sigma[3,3] 0.117805611 0.035678952 0.0743378498 0.169498424
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008035251 0.001503635 -0.0006503399 0.003172201
#> Sigma[4,2] -0.0166938756 0.008078832 -0.0294368114 -0.008452031
#> Sigma[4,3] 0.1078996271 0.033890025 0.0683887115 0.157360821
#> Sigma[4,4] 0.1023451392 0.032591581 0.0657318092 0.149945200
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977389531 0.02301810 0.94902131 1.00717047
#> lag1_var2 0.015991446 0.04587225 -0.04252992 0.07860069
#> lag1_var3 0.035382749 0.08152813 -0.07072979 0.12618317
#> lag1_var4 -0.038106939 0.07911980 -0.12663917 0.06421262
#> const 0.742924747 0.40831451 0.21613356 1.29447815
#> exo1 -0.002973307 0.01799607 -0.02664164 0.02165036
#> exo2 -0.017005861 0.02484134 -0.04528244 0.02084509
#> exo3 -0.001490067 0.02420472 -0.02432186 0.03513338
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18320780 0.12703115 0.004892172 0.3387354
#> lag1_var2 0.35420870 0.34039029 -0.060451175 0.8668518
#> lag1_var3 -0.45683750 0.56238903 -1.195404025 0.3359838
#> lag1_var4 0.43422204 0.54174806 -0.331317827 1.1441130
#> const -0.98046417 2.10116701 -3.910764340 1.9321470
#> exo1 0.06352407 0.11119552 -0.100147072 0.1985317
#> exo2 0.83635305 0.09816661 0.709106918 0.9494532
#> exo3 0.11403265 0.12262349 -0.065650992 0.2692617
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7155221 0.3469522 -1.1647842 -0.21244550
#> lag1_var2 1.7790113 0.9011866 0.3868026 2.81915219
#> lag1_var3 3.6150802 1.3964310 1.3952395 5.17331309
#> lag1_var4 -2.5037512 1.3469100 -3.9978364 -0.35751126
#> const 8.0818721 5.4105831 1.4058026 14.58058882
#> exo1 -0.4034184 0.3587777 -0.9002587 0.05205355
#> exo2 -0.1825223 0.3020930 -0.6355904 0.12029070
#> exo3 0.4400543 0.3309654 0.1577633 1.00202027
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6438097 0.2922433 -1.0475903 -0.247469835
#> lag1_var2 1.7077825 0.7718174 0.5582976 2.698649462
#> lag1_var3 2.8569954 1.1953928 1.0702808 4.378934968
#> lag1_var4 -1.7352154 1.1522807 -3.1958281 -0.009871043
#> const 6.8618732 4.5319193 1.2016959 12.376496806
#> exo1 -0.3815608 0.3417968 -0.8203258 0.076228213
#> exo2 0.2618539 0.3109125 -0.1961940 0.568640047
#> exo3 0.5154412 0.3370259 0.1871855 1.064704957
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001153761 0.0002521032 0.0008639926 0.0015019
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005267294 0.003342146 -0.01054813 -0.001312139
#> Sigma[2,2] 0.226636234 0.073911125 0.14647236 0.345140724
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003251727 0.002844205 -0.0002069535 0.007637255
#> Sigma[3,2] -0.164403410 0.057482186 -0.2518736578 -0.104040779
#> Sigma[3,3] 0.125872943 0.045040237 0.0789709136 0.196211455
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001253974 0.001141904 -0.001102535 0.001951355
#> Sigma[4,2] -0.0309234135 0.015382633 -0.054466714 -0.012394836
#> Sigma[4,3] 0.0295486074 0.011940166 0.016592799 0.048170258
#> Sigma[4,4] 0.0119632434 0.003487635 0.007832662 0.016814638
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945511533 0.03336914 0.88662887 0.97470471
#> lag1_var2 -0.003678482 0.03517200 -0.05620113 0.03663156
#> lag1_var3 0.007382079 0.06289573 -0.08684345 0.08063558
#> lag1_var4 0.000336503 0.06030144 -0.07936472 0.08769175
#> const 0.779562499 0.19940682 0.58918347 1.09513599
#> exo1 0.035805612 0.03578803 -0.01588659 0.07603060
#> exo2 -0.061403106 0.04523773 -0.13588641 -0.01366569
#> exo3 -0.009515117 0.01944490 -0.03901105 0.01212743
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23933110 0.8218047 -0.9172511 1.2505661
#> lag1_var2 1.59710293 0.6494519 0.6430182 2.4112711
#> lag1_var3 1.06325421 1.1135124 -0.6565120 2.4175450
#> lag1_var4 -1.20272138 1.0115717 -2.4169946 0.4463748
#> const 3.31959126 5.4686132 -3.2248972 11.6666731
#> exo1 0.01362863 0.7409130 -0.6869699 1.2772945
#> exo2 1.67011038 0.5207418 1.1960382 2.4516495
#> exo3 0.77087446 0.4077566 0.3434836 1.4048107
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05156862 0.6199252 -0.7926136 0.85084758
#> lag1_var2 -0.43072440 0.4885582 -1.0610685 0.19815105
#> lag1_var3 0.24172632 0.8335994 -0.8264416 1.40694985
#> lag1_var4 0.78029879 0.7616177 -0.3570394 1.75315609
#> const -2.27938469 4.0394750 -8.4885401 2.31365011
#> exo1 -0.02930290 0.5711988 -0.9882923 0.50046892
#> exo2 -1.63724911 0.4177174 -2.2639744 -1.27021391
#> exo3 -0.35208064 0.3163664 -0.8228025 -0.01293499
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21885687 0.1910698 -0.05783253 0.4509147
#> lag1_var2 0.07752343 0.1450545 -0.10704388 0.2870463
#> lag1_var3 0.12794690 0.2390083 -0.18768803 0.4483708
#> lag1_var4 0.82515374 0.2079882 0.56911492 1.1004118
#> const -1.67465781 1.0101764 -3.12716510 -0.5359594
#> exo1 -0.02005176 0.1580061 -0.24419963 0.1875734
#> exo2 -0.66586166 0.1255178 -0.86289396 -0.5282328
#> exo3 0.12363730 0.1191540 -0.06342666 0.2407076
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004252561 0.0007360317 0.00360305 0.005488849
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003448748 0.001141635 -0.005105974 -0.002094917
#> Sigma[2,2] 0.010075478 0.002819236 0.007405039 0.014691538
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001614761 0.0009076815 0.0000214179 0.002640189
#> Sigma[3,2] -0.005387777 0.0018366182 -0.0077284692 -0.002909909
#> Sigma[3,3] 0.009430655 0.0023582646 0.0066103062 0.013189808
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003984946 0.0009815861 -0.001533556 0.001155340
#> Sigma[4,2] 0.0004997360 0.0012751980 -0.001037195 0.002406944
#> Sigma[4,3] 0.0066414541 0.0017808683 0.005012337 0.009786390
#> Sigma[4,4] 0.0073371319 0.0019079043 0.005134145 0.010548728
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975876584 0.04106890 0.92005029 1.03733670
#> lag1_var2 0.110070311 0.13036904 -0.03773926 0.30715365
#> lag1_var3 0.137089434 0.26677402 -0.17949486 0.54201700
#> lag1_var4 -0.146844356 0.27197380 -0.56341608 0.18169943
#> const 0.972904632 1.17429703 -0.66974173 2.68063505
#> exo1 -0.017637311 0.04109395 -0.08348489 0.02183154
#> exo2 -0.007189016 0.06513230 -0.09724272 0.06227578
#> exo3 0.004575437 0.07250850 -0.10076256 0.10224393
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01827491 0.05816004 -0.08971119 0.07105342
#> lag1_var2 0.41745896 0.19304526 0.13899133 0.63371891
#> lag1_var3 -0.25033609 0.37878938 -0.83232678 0.14913162
#> lag1_var4 0.27699971 0.37633241 -0.11527562 0.84998373
#> const 0.27775467 1.20257858 -1.25868888 1.77777804
#> exo1 0.02326883 0.07630360 -0.07131982 0.11134233
#> exo2 0.39671784 0.08424453 0.29109065 0.50811820
#> exo3 0.19232519 0.10546712 0.06301560 0.34376412
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009360495 0.05631071 -0.09547985 0.05029468
#> lag1_var2 0.748211550 0.22680719 0.53664206 1.12832799
#> lag1_var3 1.816825214 0.42970626 1.29728362 2.50784221
#> lag1_var4 -0.865574909 0.42325613 -1.54224333 -0.34639898
#> const 1.614386559 0.84402730 0.63839048 2.98439642
#> exo1 -0.054023795 0.09607129 -0.19920975 0.02708070
#> exo2 -0.691384177 0.07846798 -0.78612965 -0.57177362
#> exo3 0.196460497 0.10596410 0.01290524 0.29332739
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0004635531 0.04099773 -0.06069155 0.05035232
#> lag1_var2 0.6843922923 0.15205497 0.50357245 0.92395827
#> lag1_var3 1.1324523526 0.24721055 0.87808708 1.49670213
#> lag1_var4 -0.1521692665 0.24273667 -0.50513701 0.10252493
#> const 0.9484143904 0.55995539 0.24866185 1.80656493
#> exo1 -0.0444713692 0.08317441 -0.16752161 0.06453155
#> exo2 -0.4887365625 0.05547937 -0.55254927 -0.39940607
#> exo3 0.3154434063 0.06086868 0.20908276 0.37946028
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0216021 0.002544808 0.01831023 0.0249391
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002473463 0.002690840 -0.006737628 0.0009003283
#> Sigma[2,2] 0.009079138 0.002266025 0.006888120 0.0127866336
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -2.382796e-05 0.006400408 -0.01078104 0.007589851
#> Sigma[3,2] -1.097509e-02 0.005960219 -0.02000609 -0.003170965
#> Sigma[3,3] 5.913646e-02 0.022663455 0.03675008 0.095821692
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001427903 0.006692071 -0.01215531 0.006819519
#> Sigma[4,2] -0.006494791 0.005823551 -0.01443673 0.001746457
#> Sigma[4,3] 0.057993868 0.022515337 0.03488917 0.093787697
#> Sigma[4,4] 0.059506547 0.022956231 0.03529252 0.094347751
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92226980 0.02296407 0.89663941 0.95649281
#> lag1_var2 -0.12501639 0.15041348 -0.34157845 0.08883537
#> lag1_var3 -0.35621129 0.29382902 -0.72163857 0.03008346
#> lag1_var4 0.36306354 0.28932899 -0.02629145 0.71519517
#> const 0.85076141 1.10469569 -0.25927512 2.60517116
#> exo1 0.07787943 0.10871772 -0.05443845 0.23245873
#> exo2 -0.10639760 0.20429419 -0.37356795 0.18262681
#> exo3 0.04296722 0.15990639 -0.14047241 0.26054086
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03231279 0.02226937 -0.004256149 0.05414233
#> lag1_var2 0.70477195 0.14951355 0.561256202 0.92085964
#> lag1_var3 0.08542246 0.28697826 -0.208634897 0.49509951
#> lag1_var4 -0.06961233 0.28433927 -0.479982269 0.21423984
#> const 1.18895736 0.89272084 0.204884390 2.45996331
#> exo1 -0.08583345 0.07350771 -0.183886586 0.02758190
#> exo2 0.72495688 0.07274401 0.635816404 0.83105922
#> exo3 0.35060235 0.12430792 0.198685561 0.52744804
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1896489 0.04743877 -0.2351240 -0.1047862
#> lag1_var2 1.7751467 0.38307277 1.1482529 2.1949798
#> lag1_var3 3.1012267 0.71144982 1.8577969 3.7989319
#> lag1_var4 -2.2106773 0.72012702 -2.8980160 -0.9378368
#> const 5.6007153 2.82362443 2.2349376 10.2020151
#> exo1 0.1166936 0.18703898 -0.1202661 0.3701297
#> exo2 -2.8162869 0.28399342 -3.2153581 -2.4524752
#> exo3 -0.8579113 0.31777224 -1.3454201 -0.4894555
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18934260 0.0435705 -0.2366531 -0.1147627
#> lag1_var2 1.94206350 0.3697360 1.3543008 2.3547471
#> lag1_var3 2.67860101 0.6983247 1.4412968 3.2992093
#> lag1_var4 -1.76598626 0.7059393 -2.3731013 -0.5057083
#> const 5.64534365 2.8938242 2.5790325 10.6437433
#> exo1 0.07229699 0.2048684 -0.1792676 0.3760476
#> exo2 -2.65510050 0.3118924 -3.1003477 -2.2756391
#> exo3 -0.73785093 0.3324328 -1.2634529 -0.3023437
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001189358 0.0002933273 0.0008368915 0.001632878
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04749199 0.01748976 -0.07416443 -0.02726966
#> Sigma[2,2] 3.28661918 1.06768031 2.16358801 4.92994181
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0274283 0.008483391 0.01819687 0.04005778
#> Sigma[3,2] -1.7070008 0.481659295 -2.43778123 -1.19069901
#> Sigma[3,3] 0.9834560 0.238253107 0.71089045 1.34659413
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003154928 0.001660276 0.0009981202 0.005571265
#> Sigma[4,2] -0.004190239 0.098568573 -0.1244641555 0.144817282
#> Sigma[4,3] 0.112471529 0.038370101 0.0643362955 0.171913904
#> Sigma[4,4] 0.125869272 0.034722666 0.0995948775 0.187087814
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9519169634 0.02766479 0.912452198 0.98868775
#> lag1_var2 0.0728264554 0.04893365 0.009762212 0.14626055
#> lag1_var3 0.1438100387 0.09468709 0.022977536 0.28712458
#> lag1_var4 -0.1348959699 0.08839513 -0.264751790 -0.01470708
#> const 0.8206700511 0.26665631 0.411947474 1.19528122
#> exo1 0.0008380829 0.04197181 -0.045079355 0.06160966
#> exo2 -0.1132939195 0.03685672 -0.160277855 -0.06576871
#> exo3 0.0532956637 0.03643656 -0.007286219 0.08554904
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1237373 1.262703 -0.322453 2.7961196
#> lag1_var2 -3.4916637 2.351780 -6.895245 -0.6429941
#> lag1_var3 -8.5548109 4.544273 -15.153234 -3.0535257
#> lag1_var4 8.2884858 4.087691 3.495578 14.4886596
#> const -14.2833178 16.331492 -32.886377 12.1594759
#> exo1 -2.1275950 2.417732 -5.504314 0.6111940
#> exo2 -0.7060760 2.233807 -3.965166 2.2631194
#> exo3 0.7016188 1.823376 -1.400981 3.2982258
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2823368 0.6532478 -1.2955430 0.4491038
#> lag1_var2 2.7853033 1.3708642 1.1364386 4.7787476
#> lag1_var3 6.3652297 2.6471931 3.2112049 10.2259595
#> lag1_var4 -5.4022940 2.4267346 -9.0502946 -2.6708751
#> const 9.0380404 7.9807932 -4.3323110 18.1484626
#> exo1 0.9665868 1.1893127 -0.3395319 2.7587686
#> exo2 -0.5216861 1.2768289 -2.0260105 1.5694085
#> exo3 -0.5312469 0.9864320 -1.9354454 0.5932819
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3058751 0.35036292 -0.1838950 0.76035711
#> lag1_var2 0.6807653 0.65574977 -0.4069576 1.41662839
#> lag1_var3 1.3721646 1.27313229 -0.7486788 2.80208121
#> lag1_var4 -0.5305473 1.13885395 -1.7554906 1.34381361
#> const 0.6859779 3.25625960 -2.7781516 5.36652207
#> exo1 -0.1615248 0.27962298 -0.5697494 0.25400706
#> exo2 -1.0383545 0.48183291 -1.6754777 -0.35820282
#> exo3 -0.1776277 0.09272037 -0.3298552 -0.08906066
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001502032 3.197109e-05 0.0001102367 0.000193541
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007019802 0.0002746473 -0.001178653 -0.0004126492
#> Sigma[2,2] 0.0492536695 0.0118283859 0.033071043 0.0659584721
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001289993 0.002191286 -0.004063731 0.001613829
#> Sigma[3,2] -0.079872978 0.055220927 -0.165368076 -0.024720800
#> Sigma[3,3] 1.206922275 0.398327951 0.743802800 1.808476811
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768432 0.002304859 -0.004726309 0.001285850
#> Sigma[4,2] -0.051576543 0.053708375 -0.135908946 0.008071442
#> Sigma[4,3] 1.191637777 0.384393066 0.749785315 1.781117543
#> Sigma[4,4] 1.193511277 0.371978726 0.776337172 1.771249076
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986882639 0.004118291 0.98250687 0.993281766
#> lag1_var2 -0.007592136 0.023582844 -0.03471009 0.029613094
#> lag1_var3 -0.014160587 0.039796945 -0.05702332 0.043601353
#> lag1_var4 0.011392345 0.039339009 -0.04508799 0.053903826
#> const 0.525652971 0.089570614 0.38754236 0.627180068
#> exo1 -0.005922048 0.009235562 -0.01788797 0.005951248
#> exo2 -0.054849509 0.010560403 -0.06740686 -0.038536505
#> exo3 0.040706142 0.014587250 0.02190452 0.058703748
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08604908 0.1046755 -0.03361839 0.2587639
#> lag1_var2 0.29068226 0.5062708 -0.45191057 0.8759474
#> lag1_var3 -0.55733408 0.7810358 -1.79512818 0.4260475
#> lag1_var4 0.55996755 0.7601040 -0.39307597 1.7734660
#> const -1.27130666 3.0842453 -5.78204875 2.7823738
#> exo1 0.06570941 0.2368829 -0.30129963 0.3488218
#> exo2 0.62959764 0.1606102 0.39498860 0.8271942
#> exo3 -0.58528865 0.1749542 -0.77552307 -0.3212896
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.65828068 0.6458668 -1.711692 0.1277291
#> lag1_var2 5.85918433 3.4492589 2.887951 11.3820904
#> lag1_var3 8.87944633 5.2786054 4.667443 17.5732505
#> lag1_var4 -8.09579654 5.1991292 -16.645423 -4.0476584
#> const 26.86878529 16.0325595 1.613960 43.6739613
#> exo1 -0.60269428 1.3987628 -2.534306 1.1985031
#> exo2 -2.49522084 0.6234545 -3.452877 -1.8360548
#> exo3 -0.09354705 1.2825941 -2.245456 1.3010076
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6208401 0.6556364 -1.699339 0.1380891
#> lag1_var2 5.8560905 3.6251179 2.736952 11.6205948
#> lag1_var3 8.2011705 5.6185037 3.490540 17.3634019
#> lag1_var4 -7.4090913 5.5380700 -16.426819 -2.8250595
#> const 25.9856060 15.3483645 2.220874 43.4087215
#> exo1 -0.5777609 1.4269358 -2.559335 1.3111980
#> exo2 -2.1834581 0.6133004 -3.198216 -1.5970757
#> exo3 -0.4484174 1.3626666 -2.715148 1.0269981
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002805725 4.811927e-05 0.0002199506 0.0003400385
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001106163 0.005188361 -0.007321008 0.00686832
#> Sigma[2,2] 2.713430832 0.483585515 1.979670635 3.27637838
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001342775 0.003299717 -0.006863511 0.002270468
#> Sigma[3,2] -1.514594671 0.481095461 -2.123764360 -0.953290697
#> Sigma[3,3] 1.794900673 0.492553659 1.236463341 2.470374919
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00180617 0.002722094 -0.005877045 0.001343187
#> Sigma[4,2] 0.29480033 0.342972199 -0.164287791 0.825172834
#> Sigma[4,3] 0.87183259 0.293814065 0.615864708 1.380832070
#> Sigma[4,4] 1.16721559 0.215029538 0.926752334 1.490148846
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968226387 0.009974548 0.950739176 0.97780101
#> lag1_var2 -0.002600436 0.020102763 -0.026747935 0.02800610
#> lag1_var3 -0.006258052 0.030626833 -0.041715551 0.04114039
#> lag1_var4 0.007774493 0.028777710 -0.036776494 0.04108918
#> const 0.616862182 0.120327709 0.486444270 0.82005795
#> exo1 0.008013572 0.012108620 -0.006705414 0.02477737
#> exo2 -0.119839935 0.020632422 -0.145274056 -0.08944329
#> exo3 0.006054987 0.012094260 -0.012673993 0.02089623
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1546702 0.7639351 -0.8818086 1.198243
#> lag1_var2 -0.4979912 2.1487237 -3.4786588 2.393956
#> lag1_var3 -1.9376359 3.3190249 -6.5232683 2.610089
#> lag1_var4 1.9289473 3.1173984 -2.3374178 6.255590
#> const -0.8573841 13.7540978 -17.3796096 17.166156
#> exo1 0.9876793 1.4155106 -0.5951150 2.867916
#> exo2 -0.2650189 1.7201589 -2.0384329 2.325067
#> exo3 -0.2137264 2.0855948 -3.5054149 1.983647
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07046667 0.7308709 -1.3068810 0.5563308
#> lag1_var2 1.51255365 1.3472408 0.4223268 4.0170250
#> lag1_var3 3.22031715 2.0488149 1.5428835 7.0225452
#> lag1_var4 -2.23626491 1.9493117 -5.8612747 -0.6550048
#> const 1.50562354 10.9361606 -9.7657887 17.4780782
#> exo1 0.67466875 1.3961590 -1.1829230 2.5912349
#> exo2 -0.28294967 0.9257842 -1.6592052 0.8422696
#> exo3 0.67490408 1.2580560 -0.8548275 2.4985005
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02307231 0.6220011 -0.8202483 0.8658083
#> lag1_var2 0.73984023 0.9002614 -0.4935959 1.8199147
#> lag1_var3 1.29118444 1.3812316 -0.5752163 3.0077674
#> lag1_var4 -0.29252142 1.3206589 -1.8989883 1.4802016
#> const -0.13041014 13.5512682 -18.9470265 18.5463432
#> exo1 1.42293063 0.7622248 0.5020144 2.3993319
#> exo2 -0.50159946 1.1721580 -2.0936419 1.2092536
#> exo3 0.56824766 0.9227897 -0.4928455 1.9410793
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00476178 0.001001895 0.003299506 0.005925159
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02057495 0.004712441 -0.02568468 -0.01354194
#> Sigma[2,2] 0.18408261 0.039238754 0.14338178 0.24939507
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0260428 0.007698763 0.01611622 0.03754855
#> Sigma[3,2] -0.1263734 0.040041285 -0.18315394 -0.07668704
#> Sigma[3,3] 0.4179426 0.090743457 0.30711266 0.54649486
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01756661 0.008709194 0.007209298 0.02994517
#> Sigma[4,2] -0.03428834 0.054896724 -0.107398041 0.04294828
#> Sigma[4,3] 0.40663554 0.097145364 0.285812883 0.53924762
#> Sigma[4,4] 0.44978731 0.108303056 0.311013828 0.59184498
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92878735 0.05494685 0.84787595 0.99967894
#> lag1_var2 0.18348263 0.07780423 0.08207725 0.30672424
#> lag1_var3 0.30488572 0.16298842 0.07969601 0.55191778
#> lag1_var4 -0.30186559 0.15348586 -0.53135740 -0.08758529
#> const 1.29302003 1.02459820 -0.13265133 2.60982063
#> exo1 -0.02180133 0.07403824 -0.15319205 0.04817396
#> exo2 0.07554501 0.09952370 -0.05398895 0.18519736
#> exo3 -0.14382872 0.06593619 -0.24622154 -0.05557523
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81601822 0.4074529 0.2279587 1.352086590
#> lag1_var2 -0.72596561 0.5386280 -1.5330212 -0.004746337
#> lag1_var3 -2.76640625 0.9890840 -4.2455398 -1.562003588
#> lag1_var4 2.59136357 0.9238412 1.4518422 3.941311415
#> const -5.93659485 6.3726357 -15.2510553 2.883407781
#> exo1 -0.03988489 0.4543017 -0.6271383 0.688962484
#> exo2 2.98414759 0.4194613 2.5052423 3.634996811
#> exo3 1.07227083 0.5019900 0.3845499 1.817534988
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6207011 0.6043907 -1.5455428 0.1634476
#> lag1_var2 1.2562700 0.6698488 0.4926955 2.2941330
#> lag1_var3 3.4121101 1.5297436 1.6654617 5.7784860
#> lag1_var4 -2.2838883 1.4472733 -4.5066047 -0.5954958
#> const 7.3618206 11.6124889 -8.7501250 25.1436905
#> exo1 -0.1294250 0.4913065 -0.8471102 0.4793969
#> exo2 -1.9161306 0.8023406 -3.1057266 -1.1049293
#> exo3 -0.1803089 0.6468895 -1.0847560 0.5944741
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2488718 0.7177978 -1.3192138 0.5837223
#> lag1_var2 0.5779614 0.8696622 -0.2569025 2.0519475
#> lag1_var3 1.4293204 1.8403839 -0.2013549 4.6190204
#> lag1_var4 -0.3544534 1.7311727 -3.3386390 1.2175931
#> const 3.7237093 12.2597185 -11.2235442 23.2325204
#> exo1 -0.1714981 0.4122435 -0.5754767 0.4665733
#> exo2 -0.5135323 0.8385115 -1.7869718 0.3709966
#> exo3 0.3994736 0.7669258 -0.6473601 1.4255432
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008946485 0.0002076965 0.0006244885 0.001167668
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01836128 0.005415067 -0.02612324 -0.01190971
#> Sigma[2,2] 0.74380312 0.198681570 0.47089305 0.98912915
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01053735 0.003019833 0.007116678 0.01453396
#> Sigma[3,2] -0.36254889 0.104009420 -0.503320507 -0.21455221
#> Sigma[3,3] 0.38803750 0.055395548 0.312114842 0.46493961
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007853732 0.002458374 -0.004254583 0.002260275
#> Sigma[4,2] 0.0987070040 0.073021090 -0.007664585 0.178383207
#> Sigma[4,3] 0.1716538454 0.046052123 0.120063648 0.238562852
#> Sigma[4,4] 0.2417079117 0.047621570 0.185502690 0.319307674
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971367992 0.01811175 0.953681744 0.99972786
#> lag1_var2 -0.001629845 0.07273325 -0.086731207 0.10172680
#> lag1_var3 -0.014646611 0.11490395 -0.147558367 0.14894351
#> lag1_var4 0.016821771 0.11130007 -0.141763756 0.14768513
#> const 0.614125990 0.42245069 0.182791077 1.34580859
#> exo1 0.001882176 0.02669584 -0.027282515 0.04003387
#> exo2 -0.080390047 0.02921413 -0.124399568 -0.05170143
#> exo3 0.037329333 0.02193553 0.005284283 0.06471742
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1695224 0.4038146 -0.7152432 0.3689345
#> lag1_var2 0.1946547 1.9334470 -2.8027034 2.5054400
#> lag1_var3 -0.9249500 3.2133172 -5.9397871 2.9842667
#> lag1_var4 1.0274847 3.1544544 -2.8021460 5.9841283
#> const -0.8133371 10.2710042 -16.9299887 12.5684417
#> exo1 -0.2753307 0.6021889 -1.2246861 0.4504167
#> exo2 2.6789923 0.7235398 1.9627578 3.8388035
#> exo3 0.0712713 0.2826960 -0.3507729 0.4129008
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.103763345 0.2220987 -0.2388480 0.3417574
#> lag1_var2 0.879072230 1.4877640 -1.3373336 2.6775862
#> lag1_var3 2.307569153 2.4307894 -1.3153269 5.2606716
#> lag1_var4 -1.412434418 2.4179574 -4.3080686 2.2114329
#> const 3.202653799 4.8987808 -3.2567939 10.3249035
#> exo1 -0.003418235 0.5674858 -0.6569409 0.8217577
#> exo2 -2.321438492 0.3921384 -2.8684360 -1.8507135
#> exo3 -0.025829665 0.5565026 -0.7918731 0.7931120
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001450883 0.2250338 -0.3310993 0.2604769
#> lag1_var2 0.669503552 1.3266650 -1.1394470 2.3812912
#> lag1_var3 1.209784343 2.1926264 -1.8040760 4.0520171
#> lag1_var4 -0.238060675 2.1854056 -3.0751463 2.7379159
#> const 1.905077820 4.6070470 -3.9554091 8.2864858
#> exo1 -0.179379715 0.4612105 -0.7968282 0.4266930
#> exo2 -0.745372253 0.3466926 -1.2118261 -0.2814833
#> exo3 0.009431452 0.6087635 -0.8297238 0.8156471
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004592458 0.000237939 0.000311326 0.0008367863
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00337257 0.00770847 -0.01552058 0.001590156
#> Sigma[2,2] 0.58810757 0.25765236 0.37879384 1.020430138
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003778266 0.005538373 -0.009753533 0.005268492
#> Sigma[3,2] -0.164098922 0.210465783 -0.442748583 0.144841987
#> Sigma[3,3] 1.377342850 0.334054745 0.953249642 1.759993031
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006113651 0.007260519 -0.01633705 0.004119101
#> Sigma[4,2] 0.214907845 0.292972843 -0.08885485 0.719564013
#> Sigma[4,3] 1.329583141 0.393716454 0.84976687 1.877588282
#> Sigma[4,4] 1.529040872 0.472205796 0.97805091 2.259984497
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97009911 0.01227261 0.957627332 0.98892123
#> lag1_var2 0.04043216 0.04186322 -0.018451919 0.10190497
#> lag1_var3 0.05010597 0.06479710 -0.037225206 0.14762634
#> lag1_var4 -0.04919154 0.06369392 -0.145407600 0.03634520
#> const 0.64271935 0.25388520 0.272513221 0.93219210
#> exo1 0.01099681 0.01725129 -0.010746859 0.03587933
#> exo2 -0.12416523 0.02483174 -0.155568057 -0.08773483
#> exo3 0.03131390 0.02587427 -0.002807459 0.06335322
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7807925 0.4407351 0.1512880 1.35312862
#> lag1_var2 -1.2822204 1.2976637 -3.5277562 0.07056865
#> lag1_var3 -2.8701874 1.9836908 -6.2743383 -0.71221885
#> lag1_var4 2.7578548 1.9530801 0.6437315 6.10462239
#> const -9.0838515 9.8424484 -18.6610643 7.06271247
#> exo1 -0.6762796 0.4315499 -1.3244702 -0.17087790
#> exo2 4.5679175 0.7343122 3.6657639 5.72616254
#> exo3 0.3738309 0.8926632 -0.5883918 1.81980543
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0288416 0.5909168 -0.7517388 0.8496285
#> lag1_var2 1.3967276 2.0359453 -1.4395981 4.1109590
#> lag1_var3 2.9661872 3.0679540 -1.4218965 6.9020054
#> lag1_var4 -2.0240009 3.0325748 -5.8808640 2.3439472
#> const 2.2769214 13.8579916 -15.0727764 23.3671238
#> exo1 0.2684204 1.2078266 -1.0191728 2.0647434
#> exo2 -7.1744017 1.6752087 -9.7656863 -5.2794424
#> exo3 1.2803184 1.5611915 -0.7045602 3.0291311
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5470909 0.5620646 -0.3545816 1.270136
#> lag1_var2 0.2225353 2.4547249 -3.2815261 3.185589
#> lag1_var3 0.5822253 3.7555434 -4.9177015 4.975600
#> lag1_var4 0.2989810 3.7079215 -4.0081425 5.783516
#> const -4.6604873 12.3946034 -17.7104136 14.254977
#> exo1 -0.1618807 1.1051271 -1.4311772 1.415293
#> exo2 -4.6613973 1.8342045 -7.1981552 -2.621412
#> exo3 1.6423802 1.7663874 -0.1913173 4.034803
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001086011 0.0002645347 0.0007819501 0.001466352
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691642 0.01073033 -0.03663745 -0.009649323
#> Sigma[2,2] 1.96252607 0.59869275 1.29455724 2.888798932
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007889949 0.007986358 0.000199061 0.02079205
#> Sigma[3,2] -1.041379985 0.346636806 -1.594686231 -0.72340242
#> Sigma[3,3] 1.050059077 0.255861250 0.824988792 1.45803205
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001238392 0.005722498 -0.006514307 0.007955634
#> Sigma[4,2] -0.022383112 0.160085937 -0.244674590 0.184467288
#> Sigma[4,3] 0.575488465 0.145571243 0.388066050 0.793038493
#> Sigma[4,4] 0.639483093 0.126789233 0.484766500 0.827986470
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956871728 0.02905137 0.90832476 0.98324529
#> lag1_var2 0.047318829 0.05521464 -0.02687343 0.12454168
#> lag1_var3 0.093657774 0.10630893 -0.05017263 0.24187885
#> lag1_var4 -0.091836895 0.09827578 -0.23138801 0.03902825
#> const 1.009849624 0.44343995 0.56999836 1.67754686
#> exo1 -0.007140393 0.02647002 -0.05009564 0.01778642
#> exo2 -0.117956855 0.01977207 -0.13383677 -0.08171098
#> exo3 0.084534585 0.02960511 0.03736662 0.11547619
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4724255 1.362790 -3.5857762 0.05891237
#> lag1_var2 2.6353750 2.464514 -0.4571955 6.17693428
#> lag1_var3 3.3001462 4.783987 -2.7842010 10.16519637
#> lag1_var4 -2.8135749 4.374243 -9.0863824 2.77391467
#> const 11.5035930 16.765771 -7.8831654 34.17734764
#> exo1 -0.6716690 1.283978 -1.8242056 1.37017628
#> exo2 1.7381479 1.529576 -0.4867727 3.88819040
#> exo3 0.6746484 1.176012 -0.4890858 2.67673102
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67463853 1.0057591 -0.3281678 2.2427618
#> lag1_var2 -0.05030999 1.9289688 -2.9443968 2.1787119
#> lag1_var3 0.92523168 3.7852085 -4.7499939 5.2251766
#> lag1_var4 -0.21638380 3.4769016 -4.2306194 4.9583569
#> const -1.18700760 11.4968429 -18.3891731 14.6766290
#> exo1 0.62703947 1.0059180 -0.9112162 1.7336325
#> exo2 -1.26225654 0.9871155 -2.4957915 0.1805979
#> exo3 -0.08718912 1.2617611 -1.7248595 1.6843270
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1160362 0.5186793 -0.8445149 0.5296306
#> lag1_var2 1.0694921 1.1520944 -0.2584160 2.7022046
#> lag1_var3 2.1757059 2.2858080 -0.4494976 5.4314745
#> lag1_var4 -1.1871883 2.1152877 -4.2127225 1.2513534
#> const 4.1160547 5.8797713 -2.9991645 10.9006087
#> exo1 0.2988799 1.1715202 -1.7036209 1.5521991
#> exo2 -0.4019720 0.9022143 -1.4692720 0.8989598
#> exo3 0.2758865 1.0497518 -0.8315847 1.8333002
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001491716 0.0002739993 0.001140895 0.00186731
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005305605 0.001875531 -0.008198287 -0.003127969
#> Sigma[2,2] 0.200387464 0.053504754 0.137074032 0.287588225
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00260319 0.0009166605 0.001196822 0.003718996
#> Sigma[3,2] -0.11381446 0.0305561719 -0.163431474 -0.080318348
#> Sigma[3,3] 0.07913105 0.0195424154 0.057480704 0.109844238
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009227023 0.0009575108 -0.0021462091 0.0005703438
#> Sigma[4,2] 0.0135699947 0.0081187775 0.0030370310 0.0246798317
#> Sigma[4,3] 0.0080738933 0.0046505907 0.0009123628 0.0133765080
#> Sigma[4,4] 0.0182641151 0.0026787159 0.0150549990 0.0223428261
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972407904 0.03352180 0.92851389 1.01290188
#> lag1_var2 0.040498810 0.04756971 -0.03187396 0.10316019
#> lag1_var3 0.054417999 0.07125361 -0.05373826 0.14947543
#> lag1_var4 -0.057409705 0.06685640 -0.15179456 0.03843802
#> const 0.782264309 0.38493510 0.29731887 1.40202748
#> exo1 -0.001553654 0.03058242 -0.04078373 0.04143515
#> exo2 -0.017590539 0.06402767 -0.09297251 0.08838669
#> exo3 -0.045120101 0.04561462 -0.09874500 0.01787706
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5440850 0.4417214 -0.1941807 0.9389802
#> lag1_var2 1.8485452 0.5606497 1.2698934 2.7485679
#> lag1_var3 1.3443332 0.8702323 0.4426633 2.7370792
#> lag1_var4 -1.6191011 0.7947086 -2.8559189 -0.7389961
#> const 5.7157131 4.2050143 1.4388304 12.8093673
#> exo1 -0.8157573 0.4400990 -1.4850564 -0.3591861
#> exo2 1.4264912 0.2174751 1.1877584 1.7537855
#> exo3 -0.5323930 0.3495611 -1.0076581 -0.1580352
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33788386 0.2634197 -0.64361702 0.06062282
#> lag1_var2 -0.07593814 0.3353270 -0.61515306 0.30227198
#> lag1_var3 0.75033130 0.5230233 -0.08895595 1.34997725
#> lag1_var4 0.38161663 0.4717726 -0.16886511 1.11367359
#> const -1.90279875 2.6795704 -6.69836551 0.46645080
#> exo1 0.46443139 0.2834425 0.11236963 0.86263976
#> exo2 -1.40273224 0.1185059 -1.57086930 -1.24107806
#> exo3 0.50027235 0.2407037 0.17875093 0.82313559
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003582904 0.10094451 -0.11396420 0.14174657
#> lag1_var2 0.683502507 0.19583108 0.38033112 0.87395028
#> lag1_var3 0.931391736 0.29769207 0.47544966 1.22475114
#> lag1_var4 0.045741057 0.27392032 -0.23118184 0.46281916
#> const 0.455215585 1.03051005 -0.84404982 2.01357776
#> exo1 -0.063196105 0.08807164 -0.18146285 0.06310007
#> exo2 -0.551636863 0.14728741 -0.74082114 -0.35483190
#> exo3 0.185510467 0.09710312 0.01075359 0.26705772
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006181105 0.000106496 0.000471275 0.0007476611
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01689992 0.005187957 -0.02372798 -0.009892203
#> Sigma[2,2] 1.01747291 0.200979526 0.76952795 1.294980492
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01315393 0.004952339 0.006846184 0.02052733
#> Sigma[3,2] -0.78393327 0.194964751 -1.039214666 -0.51427319
#> Sigma[3,3] 0.89944601 0.203648719 0.616484978 1.15752368
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004667623 0.003167319 0.0005717478 0.009395859
#> Sigma[4,2] -0.280588610 0.123154487 -0.4469281670 -0.120555897
#> Sigma[4,3] 0.536203880 0.134137362 0.3373589638 0.711706384
#> Sigma[4,4] 0.425007870 0.095078590 0.2918410851 0.564107679
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992172449 0.01196358 0.97596465 1.0083644019
#> lag1_var2 -0.008441865 0.03205375 -0.05063165 0.0391685760
#> lag1_var3 -0.004158839 0.06191563 -0.08711688 0.0899066025
#> lag1_var4 0.001727909 0.05848963 -0.08712841 0.0813478185
#> const 0.395465102 0.17506214 0.17398523 0.6491090840
#> exo1 -0.028210423 0.02042658 -0.05803445 -0.0006090653
#> exo2 -0.085447554 0.03512483 -0.12162680 -0.0334096774
#> exo3 0.034642782 0.01714147 0.01054135 0.0573787266
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1185177 0.5489505 -0.7544559 0.5754561
#> lag1_var2 0.3817092 0.9521885 -0.7270687 1.7323507
#> lag1_var3 -1.1536669 1.8548614 -3.4211298 1.4016793
#> lag1_var4 1.1000442 1.7009523 -1.2224894 3.2169852
#> const 5.8861045 8.0342130 -4.6952867 17.8878176
#> exo1 1.0158433 0.8381940 -0.3559647 1.9054636
#> exo2 1.1346620 0.7954723 0.2783178 2.2439790
#> exo3 -0.3633703 0.8239417 -1.6413689 0.6382941
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81675878 0.5008690 0.03517719 1.4481361
#> lag1_var2 -0.62330164 0.9490994 -1.95718121 0.4793409
#> lag1_var3 -0.02670779 1.8128224 -2.54441291 2.1556515
#> lag1_var4 0.95022790 1.6723057 -1.10996228 3.2273162
#> const -15.77636532 9.0594099 -26.35271202 -2.0779005
#> exo1 -1.40394827 0.7541765 -2.40242239 -0.2416869
#> exo2 -1.62312151 1.0697091 -3.50251513 -0.6188828
#> exo3 1.49590383 1.0304060 0.22112258 3.0358621
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8332714 0.4983709 0.2750491 1.51916421
#> lag1_var2 -0.8653498 0.8268780 -1.9680166 0.35255334
#> lag1_var3 -1.4606675 1.5767086 -3.5903534 0.85790899
#> lag1_var4 2.3600916 1.4583560 0.2011683 4.32574367
#> const -14.8505800 8.2947175 -27.6362952 -5.01988686
#> exo1 -0.9433597 0.4486108 -1.5404307 -0.39610743
#> exo2 -1.0620507 0.9425768 -2.5278381 0.08307977
#> exo3 1.3470746 0.7259207 0.4751382 2.36199643
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001319316 0.000231488 0.001042508 0.001655887
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005494445 0.002548951 -0.009652211 -0.002934389
#> Sigma[2,2] 0.220596896 0.041147510 0.175975488 0.282703205
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002837327 0.005692361 -0.004068494 0.01068713
#> Sigma[3,2] -0.107427307 0.053418634 -0.202602873 -0.05281778
#> Sigma[3,3] 0.369093089 0.088127902 0.246109421 0.46214419
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008997675 0.005124526 -0.00775266 0.005852615
#> Sigma[4,2] 0.0403279844 0.039625925 -0.02448266 0.086229686
#> Sigma[4,3] 0.3160117731 0.090206088 0.18843215 0.430137978
#> Sigma[4,4] 0.3631767342 0.103730728 0.22388181 0.509278974
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007489907 0.009609609 0.99496305 1.01852895
#> lag1_var2 -0.050053922 0.043132290 -0.10340700 0.01394847
#> lag1_var3 -0.074818081 0.066128961 -0.15620029 0.02362389
#> lag1_var4 0.067541316 0.062626690 -0.02695449 0.14276518
#> const 0.329674613 0.193124110 0.07310443 0.60594621
#> exo1 -0.004005621 0.026628763 -0.04037309 0.02943252
#> exo2 -0.075088260 0.038075105 -0.12871488 -0.03633408
#> exo3 -0.006028911 0.020909638 -0.03865746 0.01836929
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5580829 0.2182968 -0.8203692 -0.28746456
#> lag1_var2 2.9605333 0.6545058 2.0291508 3.92845325
#> lag1_var3 3.1514840 0.9797854 1.7508242 4.57127831
#> lag1_var4 -3.0721922 0.9667515 -4.4547597 -1.68775017
#> const 10.5665141 5.5694158 2.6548401 17.07676311
#> exo1 -0.3555119 0.2905466 -0.6958875 0.05673652
#> exo2 0.7682386 0.7208141 -0.1454759 1.87853225
#> exo3 -0.5204704 0.3649463 -0.9424342 -0.00756667
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80117625 0.3273920 0.2505015 1.18188658
#> lag1_var2 -0.20935969 0.7729448 -1.3272954 0.71521811
#> lag1_var3 0.79107984 1.2419660 -0.9949645 2.25855723
#> lag1_var4 -0.09434708 1.2319667 -1.5296816 1.68742474
#> const -1.00946155 6.2872662 -9.2006953 8.24984925
#> exo1 0.56702936 0.6420133 -0.2096806 1.42593897
#> exo2 -1.42844909 0.6628617 -2.1919491 -0.35536481
#> exo3 -0.99698385 0.6098237 -1.6715360 0.03987836
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4445505 0.2332259 0.04846286 0.6836093
#> lag1_var2 1.4200033 0.9517781 -0.16623353 2.5438257
#> lag1_var3 2.3920930 1.4903312 -0.10225029 4.1538254
#> lag1_var4 -1.6366421 1.4788230 -3.34097938 0.8563243
#> const 5.2860321 4.6806559 -1.71361597 11.4732782
#> exo1 0.3598408 0.6155048 -0.43017244 1.1684122
#> exo2 -0.9514033 0.7489980 -1.92732079 0.1141260
#> exo3 -1.3927702 0.7112089 -2.11705459 -0.1534075
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002413332 5.397382e-05 0.0001744609 0.0003168652
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006302316 0.0004158242 -1.024974e-05 0.001100423
#> Sigma[2,2] 0.0701936231 0.0137423353 5.048509e-02 0.084662691
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001708524 0.000816317 0.000560334 0.002776446
#> Sigma[3,2] -0.060846098 0.016983886 -0.086195770 -0.039733084
#> Sigma[3,3] 0.193199686 0.041784643 0.126120309 0.243270121
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002161246 0.0008111166 0.0009526533 0.003209385
#> Sigma[4,2] -0.026558455 0.0142538432 -0.0464137845 -0.005624784
#> Sigma[4,3] 0.173052774 0.0397610252 0.1118366702 0.219905451
#> Sigma[4,4] 0.170429192 0.0390335360 0.1146015418 0.220673511
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00047020 0.00373706 0.994647165 1.005014472
#> lag1_var2 -0.03154559 0.01849914 -0.053000739 -0.003284291
#> lag1_var3 -0.06316434 0.03365778 -0.098474181 -0.012485031
#> lag1_var4 0.05508652 0.03263921 0.005193349 0.090987043
#> const 0.46953702 0.18169185 0.221145161 0.728752794
#> exo1 -0.03021466 0.01517484 -0.050602314 -0.008903871
#> exo2 -0.13226984 0.01826836 -0.155156328 -0.106590126
#> exo3 0.02340126 0.02140347 -0.004678553 0.055656807
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3012614 0.1029772 -0.3847225 -0.1239253
#> lag1_var2 1.3037752 0.4804685 0.5553986 1.7848331
#> lag1_var3 0.4171103 0.8025344 -0.7948396 1.2599610
#> lag1_var4 -0.2972377 0.7768982 -1.1108712 0.8916769
#> const 1.1693130 2.9822468 -2.5857146 5.0893308
#> exo1 -0.0385071 0.2154342 -0.2608138 0.3217587
#> exo2 1.9789424 0.3580991 1.4648249 2.4385892
#> exo3 -0.6832604 0.2293517 -0.9611115 -0.3727387
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5346511 0.1811593 3.077937e-01 0.7847873
#> lag1_var2 -1.7352356 0.7553720 -2.671997e+00 -0.6523835
#> lag1_var3 -0.8615207 1.3300184 -2.585793e+00 0.9991994
#> lag1_var4 1.7682602 1.2614826 -5.412832e-03 3.4024540
#> const -4.1567156 5.3606520 -1.225565e+01 2.4568484
#> exo1 0.5068425 0.3905763 7.829339e-04 0.9506913
#> exo2 -2.6258986 0.4979448 -3.229300e+00 -1.9018507
#> exo3 1.2053126 0.2892944 8.608492e-01 1.5875880
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3851959 0.1553349 0.2402853 0.62670600
#> lag1_var2 -1.4662596 0.6486174 -2.3896714 -0.62892611
#> lag1_var3 -1.3645133 1.1555677 -3.0710907 0.04150653
#> lag1_var4 2.3579563 1.0905591 1.0125641 3.97324196
#> const -4.7567957 4.2914158 -11.4298096 0.77570755
#> exo1 0.5191318 0.3718058 -0.0146293 0.91302208
#> exo2 -1.7074542 0.3978746 -2.2053346 -1.12935227
#> exo3 0.9302343 0.2906837 0.6125651 1.31708786
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002047708 0.0006090694 0.001536498 0.003050865
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02389141 0.01051514 -0.03853816 -0.01020291
#> Sigma[2,2] 1.28548723 0.24901490 0.93652447 1.59375646
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01850807 0.01196843 0.003604156 0.03657937
#> Sigma[3,2] -1.20625714 0.28456349 -1.617501968 -0.78322776
#> Sigma[3,3] 1.43989734 0.43178586 0.910202106 2.16768387
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004033411 0.005883654 -0.003196027 0.01305382
#> Sigma[4,2] -0.437644665 0.188754167 -0.748336839 -0.21360243
#> Sigma[4,3] 0.741089317 0.302696771 0.454001508 1.25257110
#> Sigma[4,4] 0.506597741 0.209392539 0.347362012 0.84241566
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03262646 0.02646314 0.99273684 1.065391948
#> lag1_var2 -0.06481696 0.02695031 -0.09636045 -0.029213455
#> lag1_var3 -0.10143063 0.04489309 -0.15613203 -0.040848260
#> lag1_var4 0.07972577 0.04159800 0.02228580 0.131638611
#> const 0.57685746 0.52117007 0.04971724 1.361635228
#> exo1 -0.03882733 0.04627927 -0.09789131 0.024832104
#> exo2 -0.04955436 0.03173293 -0.08822219 0.001060417
#> exo3 0.01600875 0.05898976 -0.06027468 0.096074957
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0144329 0.4381836 -2.5806154 -1.3797872
#> lag1_var2 2.6261627 0.8292026 1.5608863 3.7123147
#> lag1_var3 2.5803261 1.3581324 0.8612745 4.3009132
#> lag1_var4 -1.8167945 1.2439769 -3.4011009 -0.2647029
#> const 4.3387555 7.7242232 -5.8109711 14.7367465
#> exo1 -0.2328003 0.7265294 -1.3003674 0.6775773
#> exo2 2.0887491 1.1127919 0.7881159 3.5896479
#> exo3 3.3048717 1.0419885 1.8026455 4.4175626
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8510222 0.5486945 1.1312957 2.6314171
#> lag1_var2 -1.4371201 0.8715594 -2.7543006 -0.3039560
#> lag1_var3 -1.1213325 1.4389771 -3.2162477 0.8298005
#> lag1_var4 1.3962426 1.3331814 -0.3588353 3.3681515
#> const -1.6024965 9.9059573 -14.9914844 12.7343482
#> exo1 -0.2707516 1.0326207 -1.7666184 1.2219936
#> exo2 -3.3483593 1.3136640 -4.8257935 -1.4959751
#> exo3 -1.6769847 0.9614000 -2.6535446 -0.1897954
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6551306 0.4028307 0.09247583 1.1272876
#> lag1_var2 -0.3128966 0.5442153 -1.09643203 0.3964436
#> lag1_var3 -0.3209924 0.8996592 -1.55932732 0.9019034
#> lag1_var4 1.0676750 0.8286494 -0.03653854 2.2117921
#> const -0.1119420 7.6026594 -8.07893325 11.4782795
#> exo1 -0.3839078 0.7918838 -1.48548032 0.5752825
#> exo2 -2.2042210 0.8553466 -2.98850778 -0.8785469
#> exo3 0.3963000 0.5727938 -0.39245077 1.2883029
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001160512 0.0003419371 0.0006333014 0.001549082
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004685118 0.006603208 -0.005795487 0.0126349
#> Sigma[2,2] 0.604656889 0.150578200 0.441408708 0.8539265
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -7.257315e-05 0.004899855 -0.008399227 0.004381077
#> Sigma[3,2] -1.573054e-01 0.071098922 -0.247741307 -0.052609031
#> Sigma[3,3] 3.007794e-01 0.066227854 0.216877637 0.401496999
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00212454 0.004943749 -0.005924924 0.00747516
#> Sigma[4,2] 0.11664590 0.052356172 0.048564212 0.18473596
#> Sigma[4,3] 0.26206005 0.070012589 0.190446605 0.37159721
#> Sigma[4,4] 0.35188832 0.084132871 0.263681516 0.48027935
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989735222 0.01685768 0.969988361 1.015351892
#> lag1_var2 -0.036302766 0.02928033 -0.074750269 0.005724861
#> lag1_var3 -0.079721102 0.05717366 -0.148602379 0.005051372
#> lag1_var4 0.072597811 0.05339188 -0.001695118 0.141355773
#> const 0.627016947 0.42186751 0.084319669 1.165844870
#> exo1 -0.016748862 0.02592693 -0.054099783 0.017367244
#> exo2 0.001518435 0.02860863 -0.033629296 0.044537148
#> exo3 0.019243013 0.02697022 -0.025206064 0.044071630
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07785651 0.4772271 -0.6348498 0.6635715
#> lag1_var2 0.90381659 0.9286928 -0.3451491 2.2268756
#> lag1_var3 0.46465841 2.0915141 -2.3392961 3.2832754
#> lag1_var4 -0.44920658 1.8657000 -2.9703563 2.0063355
#> const 4.66401217 4.8863527 -1.6436125 11.7881587
#> exo1 -0.01647624 0.7793248 -1.2276490 0.9767865
#> exo2 -0.71871880 1.1699158 -2.0185109 0.8896610
#> exo3 -0.67394542 0.4463014 -1.3507808 -0.1126182
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6033262 0.2183922 0.2469300 0.8715783
#> lag1_var2 -0.7186808 0.6116706 -1.5294196 0.1476950
#> lag1_var3 -0.5435510 1.3943211 -2.5441831 1.2871079
#> lag1_var4 1.2874264 1.2519801 -0.3668585 3.0737882
#> const -4.3015135 5.7721567 -12.2214939 3.1411639
#> exo1 -1.6442040 0.5589314 -2.3127367 -1.0049549
#> exo2 -2.1518928 0.5481992 -2.8716686 -1.3898125
#> exo3 -0.7434224 0.5776083 -1.4186682 0.1466840
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6245109 0.2611666 0.3166798 1.025136258
#> lag1_var2 -0.7024128 0.5212889 -1.4837053 0.008798747
#> lag1_var3 -1.1579320 1.1658371 -3.0132088 0.270813075
#> lag1_var4 1.9146669 1.0661716 0.6240478 3.637951117
#> const -3.7579659 6.5551688 -14.7576148 4.186714015
#> exo1 -1.8435660 0.5858580 -2.5908188 -1.155803284
#> exo2 -2.7247586 0.5071608 -3.4708199 -2.190026576
#> exo3 -1.1488421 0.5533592 -1.8542585 -0.358144543
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01750125 0.002743712 0.0141211 0.02155234
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01347375 0.008786309 -0.0226527 -0.0002020119
#> Sigma[2,2] 0.20286563 0.034515563 0.1519156 0.2519975110
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009917684 0.007841436 -0.001512359 0.01917752
#> Sigma[3,2] -0.111743312 0.030310270 -0.152517665 -0.07454210
#> Sigma[3,3] 0.163595320 0.031958874 0.125559809 0.21257089
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004483869 0.009789257 -0.008246583 0.019212515
#> Sigma[4,2] -0.030460618 0.022206584 -0.063023841 -0.003835928
#> Sigma[4,3] 0.130662366 0.027991302 0.096278025 0.168564826
#> Sigma[4,4] 0.131947992 0.028160514 0.096083903 0.169423419
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90360049 0.03140230 0.855571848 0.94657839
#> lag1_var2 0.12552301 0.08105323 0.004765220 0.21341315
#> lag1_var3 0.29779896 0.21181632 -0.009995948 0.53256059
#> lag1_var4 -0.27156631 0.20545932 -0.506591029 0.02481231
#> const 1.39307858 0.84393875 0.157128003 2.51339400
#> exo1 0.03859936 0.13649199 -0.160829696 0.16963652
#> exo2 -0.16146360 0.14965101 -0.404288147 -0.02004381
#> exo3 -0.01643781 0.10859082 -0.170861180 0.12704922
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34745578 0.1369055 0.2210770 0.57276025
#> lag1_var2 -0.03738706 0.5470301 -1.0197063 0.44541674
#> lag1_var3 -2.42364765 1.3063256 -4.7267415 -1.25002748
#> lag1_var4 2.35333592 1.2486697 1.1855551 4.53022563
#> const -5.45297635 2.1807838 -8.3312200 -2.86703572
#> exo1 -0.31135590 0.3389358 -0.8868424 0.06266574
#> exo2 1.45666920 0.4501972 0.9342189 2.10288051
#> exo3 0.82304056 0.6837706 -0.0169304 1.86767011
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19130099 0.1563844 -0.4461613 -0.01083087
#> lag1_var2 1.04231648 0.3045153 0.5923149 1.44503626
#> lag1_var3 3.44086408 0.7671098 2.3285706 4.37704733
#> lag1_var4 -2.48604999 0.7634584 -3.3988865 -1.38451947
#> const 6.48176026 3.2523091 1.2747190 10.45144097
#> exo1 0.04285283 0.3283219 -0.5167767 0.32903090
#> exo2 -2.51387850 0.3395665 -2.9795538 -2.11201155
#> exo3 -0.74727599 0.3825995 -1.4292091 -0.43596875
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05568221 0.1828578 -0.3680870 0.1326436
#> lag1_var2 0.83520994 0.2508611 0.4525428 1.0829241
#> lag1_var3 1.96370799 0.6310622 1.0538755 2.6265449
#> lag1_var4 -1.01751337 0.6146536 -1.6716285 -0.1421522
#> const 3.55939257 3.2023419 -1.2649691 7.9373068
#> exo1 -0.09440515 0.3276316 -0.6101813 0.2455070
#> exo2 -2.25393163 0.2378386 -2.5751780 -1.9975033
#> exo3 -0.51454933 0.2494505 -0.8706934 -0.2630440
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001313606 0.0003179308 0.0009405163 0.001772015
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03364299 0.009925644 -0.04931864 -0.02312716
#> Sigma[2,2] 1.14926573 0.309838983 0.78389748 1.61933835
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03109887 0.01203562 0.01568185 0.04744774
#> Sigma[3,2] -1.15922593 0.37702868 -1.71810695 -0.67780428
#> Sigma[3,3] 1.80396898 0.49845123 1.38966126 2.66095231
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005983553 0.007076636 -0.00324188 0.01683619
#> Sigma[4,2] -0.304465739 0.207290157 -0.65551427 -0.09164468
#> Sigma[4,3] 0.965497775 0.343476594 0.64986348 1.57108650
#> Sigma[4,4] 0.763896010 0.295140217 0.49862769 1.30446820
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99539683 0.01969591 0.972981330 1.023795e+00
#> lag1_var2 -0.05171023 0.05154687 -0.136058610 -3.379664e-05
#> lag1_var3 -0.06807858 0.07073184 -0.183838700 5.212886e-03
#> lag1_var4 0.06732895 0.07027988 -0.005585273 1.810549e-01
#> const 0.19796509 0.39480698 -0.433508734 6.162980e-01
#> exo1 -0.02125607 0.03614726 -0.079050554 2.079292e-02
#> exo2 -0.10186102 0.05692089 -0.184608343 -2.851917e-02
#> exo3 0.03649194 0.02645345 0.003974739 7.356369e-02
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04763966 0.5577719 -0.8939901 0.6486282
#> lag1_var2 1.12241340 1.3116486 -0.3143064 3.3560153
#> lag1_var3 0.63384263 1.8804936 -1.5604777 3.6750726
#> lag1_var4 -0.70693341 1.9106701 -3.6531343 1.6207569
#> const 8.02571768 11.7763096 -7.0110312 24.4185970
#> exo1 0.79548912 0.7902592 -0.2604365 1.9119753
#> exo2 1.65329793 1.4897900 -0.3060571 3.3745169
#> exo3 0.35678139 0.7185163 -0.7335071 1.1679571
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4330286 0.5486141 -0.1797958 1.2064695
#> lag1_var2 2.0367159 1.8821166 -0.6209752 4.3468766
#> lag1_var3 3.4629386 2.6625063 -0.1896968 6.6131867
#> lag1_var4 -2.6536268 2.7130490 -5.8583185 1.0486785
#> const 3.8890807 14.6951942 -12.7171365 24.6381436
#> exo1 -1.1434934 0.9867828 -2.0766912 0.4746600
#> exo2 -4.0855950 1.9383869 -6.8266887 -1.5270311
#> exo3 -1.1850238 1.1423201 -2.7514201 0.2958436
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4110698 0.3832341 -0.1496367 0.9379490
#> lag1_var2 2.5572183 1.3706391 0.7213566 4.2526509
#> lag1_var3 3.5145142 1.8580811 1.0860062 5.7486045
#> lag1_var4 -2.7563485 1.8644587 -4.9702642 -0.3340745
#> const 9.3437440 8.6439007 0.8010698 24.3003459
#> exo1 -0.5577769 1.1339805 -1.6675833 1.2292686
#> exo2 -2.9866822 1.1535940 -4.6803185 -1.5094123
#> exo3 -0.9770827 0.8103120 -2.1045583 0.1062171
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003851149 5.701641e-05 0.0002929968 0.0004313605
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00959854 0.002385933 -0.01297286 -0.006580286
#> Sigma[2,2] 0.71281549 0.189108040 0.50703388 1.044067049
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009087272 0.002965618 0.005554709 0.01320264
#> Sigma[3,2] -0.689914689 0.192575491 -1.033463029 -0.50511874
#> Sigma[3,3] 0.870095336 0.195307156 0.705844061 1.20314651
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003461257 0.002102005 0.0007526725 0.006398085
#> Sigma[4,2] -0.274043397 0.087711629 -0.4261022465 -0.196342425
#> Sigma[4,3] 0.484550827 0.097940159 0.3760885655 0.630872735
#> Sigma[4,4] 0.343586023 0.063278415 0.2749655899 0.438415725
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971074862 0.007397647 0.96222769 0.981085539
#> lag1_var2 0.002320153 0.016118869 -0.01519289 0.027937349
#> lag1_var3 0.005609733 0.026499116 -0.02417533 0.046616513
#> lag1_var4 -0.003519037 0.026011587 -0.04175617 0.026048764
#> const 0.676106154 0.139859835 0.47344669 0.843274943
#> exo1 -0.009091077 0.013686953 -0.02739382 0.005453762
#> exo2 -0.050690117 0.018795166 -0.07946176 -0.030032041
#> exo3 0.053559416 0.016856902 0.03805284 0.083816709
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5888273 0.5559375 -0.02418069 1.5258191
#> lag1_var2 1.9344753 0.6033954 1.13989362 2.8553830
#> lag1_var3 1.8115635 0.9654459 0.59713457 3.3626049
#> lag1_var4 -2.1205061 0.8992657 -3.59834713 -1.0979810
#> const 5.3833123 7.3760449 -4.66618161 15.5821531
#> exo1 -0.6752110 1.2021502 -2.40776997 0.9366127
#> exo2 0.7898225 0.7791365 0.07910442 2.0813074
#> exo3 0.1514028 0.5190430 -0.66797512 0.8348324
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21162499 0.5634768 -0.6672407 0.9267710
#> lag1_var2 -0.89411519 0.6731062 -2.0090405 -0.1412850
#> lag1_var3 -0.58698529 1.1210874 -2.4127207 0.6893436
#> lag1_var4 1.56681581 1.0767422 0.4136331 3.3007913
#> const -4.63635092 9.6890138 -17.8059003 7.6158918
#> exo1 0.06456409 1.1763606 -1.5210847 1.7435538
#> exo2 -2.28011068 0.9191327 -3.6340837 -1.0992908
#> exo3 -0.86544084 0.9668519 -2.0716426 0.5590494
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5920483 0.3354473 0.2594212 1.1135508
#> lag1_var2 -0.1306159 0.5338630 -0.9450802 0.4179137
#> lag1_var3 -0.1729906 0.9216050 -1.5335187 0.8638222
#> lag1_var4 0.9749092 0.8862961 -0.1154473 2.2491794
#> const -2.5668424 6.5370107 -10.8462532 6.1169479
#> exo1 -0.3834562 0.5525479 -1.1077444 0.3472197
#> exo2 -1.8634047 0.5810724 -2.5026442 -1.0453546
#> exo3 -0.7862065 0.7497108 -1.7787773 0.3060729
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003366469 9.064764e-05 0.0002204196 0.0004604746
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008537971 0.001478727 -0.01026267 -0.00617594
#> Sigma[2,2] 0.567208306 0.075000308 0.44885788 0.65329100
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004692975 0.001217076 0.003064214 0.006511937
#> Sigma[3,2] -0.329103185 0.067725519 -0.420139953 -0.228255519
#> Sigma[3,3] 0.331686146 0.062203372 0.275170953 0.435549427
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005323768 0.00112798 -0.001183052 0.001936518
#> Sigma[4,2] -0.0580811016 0.05431508 -0.141762764 0.011372141
#> Sigma[4,3] 0.1895143429 0.04239337 0.145684847 0.261315824
#> Sigma[4,4] 0.1786274309 0.03284252 0.138010902 0.230316440
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9814822850 0.02318974 0.94968177 1.01278177
#> lag1_var2 -0.0020548724 0.04828670 -0.07541108 0.05856730
#> lag1_var3 -0.0123724757 0.09919626 -0.16277478 0.11051940
#> lag1_var4 0.0104082956 0.09228879 -0.10068692 0.15262016
#> const 0.5857851531 0.32007722 0.10438796 1.02135801
#> exo1 0.0006010144 0.02339200 -0.01811348 0.04147531
#> exo2 -0.0964766773 0.02267849 -0.12799004 -0.06516549
#> exo3 0.0749799797 0.02205868 0.05342616 0.10900332
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15459371 0.8932854 -1.2271519 1.0587688
#> lag1_var2 2.01334010 1.9501164 -0.4593744 4.5279701
#> lag1_var3 2.35970483 4.1034017 -2.7774803 7.6317231
#> lag1_var4 -2.38614433 3.7581924 -7.2560630 2.3911978
#> const 6.95575973 9.0631566 -3.7004267 20.6304747
#> exo1 0.07998941 0.7656602 -1.0517600 0.9980301
#> exo2 -0.21179632 1.0084260 -1.9048482 0.8826600
#> exo3 -0.11886557 0.9553819 -1.4297025 1.0931795
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.18912411 0.5799370 0.1892949 1.8235015
#> lag1_var2 -1.51016560 1.2272532 -3.0949981 0.2294105
#> lag1_var3 -2.29744139 2.5411398 -5.5281983 1.3792427
#> lag1_var4 2.81199991 2.3218677 -0.4339437 5.7870580
#> const -10.81614663 4.5172010 -15.4294563 -3.5035171
#> exo1 0.23743741 0.5566278 -0.5067760 0.9936078
#> exo2 -0.77833660 0.6904559 -1.5915184 0.2022547
#> exo3 -0.01288056 0.7399523 -0.9778906 1.0943706
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.21625572 0.5049966 0.5159459 1.9230222
#> lag1_var2 -0.96234813 0.9125528 -2.0400696 0.4508576
#> lag1_var3 -2.04174558 1.8965326 -4.2379355 0.8994615
#> lag1_var4 2.52250518 1.7084729 -0.1407296 4.4483684
#> const -9.32198804 4.0401044 -14.0599029 -3.3274013
#> exo1 0.28887800 0.2811910 -0.1199340 0.6948830
#> exo2 -0.97816038 0.4509362 -1.5708454 -0.3479995
#> exo3 -0.07633619 0.4008026 -0.6376748 0.4955562
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000413087 3.359171e-05 0.000372385 0.0004630211
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004063027 0.001645472 -0.00591712 -0.001514632
#> Sigma[2,2] 0.306281816 0.075932209 0.22310622 0.420180700
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006626724 0.002956647 0.003074097 0.01102471
#> Sigma[3,2] -0.302996481 0.109768216 -0.485238102 -0.19769163
#> Sigma[3,3] 0.776447630 0.167070245 0.559589964 0.99101461
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004265375 0.002388804 0.001171982 0.007886469
#> Sigma[4,2] -0.112270713 0.077828096 -0.235874461 -0.021234218
#> Sigma[4,3] 0.623290057 0.136907239 0.460045296 0.790773992
#> Sigma[4,4] 0.591914050 0.131009565 0.437216396 0.789815173
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952228759 0.02412859 0.92488163 0.98836669
#> lag1_var2 0.039239936 0.05658568 -0.03278627 0.11822542
#> lag1_var3 0.064731493 0.09002482 -0.04624063 0.19071831
#> lag1_var4 -0.059501286 0.08471970 -0.17835728 0.04399590
#> const 0.803942450 0.26729808 0.43521323 1.16535396
#> exo1 -0.004293117 0.02104326 -0.03132285 0.02833207
#> exo2 -0.117284165 0.01863787 -0.14663423 -0.09709443
#> exo3 0.030057743 0.01681329 0.01547072 0.05979506
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7100306 0.2353682 -1.0370355 -0.36797533
#> lag1_var2 2.8172386 0.4034954 2.1971596 3.35205236
#> lag1_var3 2.9448418 0.6684946 1.9545990 3.84115675
#> lag1_var4 -2.8073904 0.6192508 -3.6483397 -1.90473131
#> const 8.2067187 3.5544839 3.6844264 13.55640638
#> exo1 0.3292387 0.4162924 -0.1687269 1.02375093
#> exo2 1.4850258 0.6171381 0.6313543 2.31302170
#> exo3 -0.9288216 0.6205944 -1.5873965 -0.00946147
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04064962 0.7331620 -0.9473059 0.9896921
#> lag1_var2 0.57744749 1.2581093 -0.9929542 2.3018591
#> lag1_var3 1.41035526 2.1007965 -1.0540179 4.4705112
#> lag1_var4 -0.39330785 1.9792550 -3.3499968 1.8667363
#> const -2.46817739 8.9093200 -14.5980872 8.3103177
#> exo1 -0.09000280 0.8989203 -1.4041173 0.9338280
#> exo2 -2.15648637 0.7317202 -3.1252073 -1.1202149
#> exo3 3.06481536 0.7494442 1.8664258 3.8686910
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5695083 0.7178490 -1.4864245 0.4029837
#> lag1_var2 2.1229757 1.2689878 0.8329923 3.9160968
#> lag1_var3 2.8516472 2.0515421 0.8369199 5.8873708
#> lag1_var4 -1.7111665 1.9380905 -4.6261474 0.1601909
#> const 2.0470855 9.5596636 -11.8212660 13.9817381
#> exo1 0.1458151 0.8810183 -0.9848422 1.2894502
#> exo2 -1.2361386 0.5693114 -2.0687656 -0.5051007
#> exo3 2.6216665 0.5453831 1.9632637 3.4365283
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003549873 8.284333e-05 0.0002378086 0.0004812603
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004186117 0.003315402 -0.005312634 0.004230459
#> Sigma[2,2] 0.9424890598 0.205577699 0.675405789 1.207696293
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005820254 0.001674218 -0.002069494 0.002653813
#> Sigma[3,2] -0.1697407662 0.050897796 -0.231513399 -0.094564258
#> Sigma[3,3] 0.3441345356 0.123281742 0.222377019 0.550428527
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004293947 0.002115789 -0.002027103 0.003616002
#> Sigma[4,2] 0.2327213984 0.097843702 0.092442854 0.342445484
#> Sigma[4,3] 0.3206893376 0.131315468 0.194585065 0.537127977
#> Sigma[4,4] 0.4773229348 0.158616270 0.311016398 0.722865508
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96793418 0.005786412 0.961785379 0.97612544
#> lag1_var2 0.03014656 0.011748083 0.016644831 0.04831927
#> lag1_var3 0.07093010 0.029337085 0.034423144 0.11532711
#> lag1_var4 -0.07038719 0.025598876 -0.109679885 -0.04007988
#> const 0.75105467 0.114518876 0.662279468 0.94263174
#> exo1 0.02761224 0.018475463 0.002804414 0.05503175
#> exo2 -0.03863032 0.017826799 -0.061824273 -0.01018529
#> exo3 0.02441645 0.021814101 -0.005510180 0.05292334
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4362621 0.4826621 -0.2711937 1.06888197
#> lag1_var2 0.3151600 0.9843423 -0.9321017 1.72793138
#> lag1_var3 -1.3005462 2.4286364 -4.3314121 2.30778036
#> lag1_var4 1.1748664 2.1928949 -1.9450943 3.97080733
#> const -3.0449326 6.4922276 -12.5020720 4.95603830
#> exo1 -0.7932082 0.7194047 -1.9548336 0.05599717
#> exo2 2.6619427 0.9067895 1.7568005 4.05367118
#> exo3 1.1566781 0.5689791 0.2628555 1.89302333
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1582976 0.1969029 -0.46289555 0.07508977
#> lag1_var2 0.7433301 0.4868984 0.03223937 1.40220394
#> lag1_var3 2.6316383 1.2663944 0.75130897 4.28602428
#> lag1_var4 -1.6945774 1.1558218 -3.21265264 0.01994014
#> const 4.6383275 4.2891300 -1.93686855 8.99507926
#> exo1 0.3276532 0.8227832 -0.77410558 1.43399536
#> exo2 -0.2228906 0.5286906 -0.83580124 0.59025285
#> exo3 -1.0373500 0.7902349 -2.11264862 0.10774069
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008271172 0.2500800 -0.29907917 0.3609092
#> lag1_var2 0.668680259 0.4189110 0.11385225 1.1597373
#> lag1_var3 1.604492985 1.0502562 0.29566780 2.8916197
#> lag1_var4 -0.698608722 0.9810765 -1.86814106 0.5315521
#> const 2.753297324 4.7181658 -4.14585702 8.5742995
#> exo1 0.017793607 0.9834821 -1.25455224 1.4733975
#> exo2 1.006057530 0.5925313 0.06221705 1.7647554
#> exo3 -0.721825307 1.0159069 -1.92795303 0.8391333
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003137186 3.336754e-05 0.0002796834 0.0003663607
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003278709 0.0008701855 -0.00424284 -0.002253966
#> Sigma[2,2] 0.094589884 0.0290022623 0.05854612 0.135630847
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003216426 0.001031367 0.001981472 0.004696537
#> Sigma[3,2] -0.098044566 0.027279304 -0.138009568 -0.062463967
#> Sigma[3,3] 0.130381871 0.025998384 0.094952015 0.163087556
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00125379 0.000664518 0.00049144 0.002215031
#> Sigma[4,2] -0.04138878 0.013254840 -0.05872396 -0.023377169
#> Sigma[4,3] 0.07275047 0.014324198 0.05328452 0.092390071
#> Sigma[4,4] 0.04915493 0.009233240 0.03868328 0.063490368
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9774536240 0.011797945 0.960679762 0.992754278
#> lag1_var2 0.0005032937 0.028137188 -0.046449992 0.028412357
#> lag1_var3 -0.0029162767 0.045248827 -0.078092863 0.040773721
#> lag1_var4 0.0033176107 0.043329067 -0.040846969 0.074789244
#> const 0.6315762482 0.294188973 0.419479731 1.129172732
#> exo1 -0.0099659210 0.011831881 -0.023595488 0.009085697
#> exo2 -0.0455402214 0.016287847 -0.067684541 -0.025201051
#> exo3 0.0203377064 0.008609948 0.008465477 0.032840946
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22985206 0.1265755 -0.37704756 -0.04667995
#> lag1_var2 0.81857264 0.4821708 -0.01871021 1.34563920
#> lag1_var3 -0.30868114 0.7969059 -1.64466421 0.59370790
#> lag1_var4 0.40343407 0.7796506 -0.46485844 1.71807063
#> const 0.78957070 3.6386998 -4.54557834 4.77650319
#> exo1 0.09784116 0.1981366 -0.20342815 0.28271126
#> exo2 0.33640290 0.1994156 0.10397881 0.66791879
#> exo3 0.21350580 0.1908568 0.02707444 0.54341860
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4878616 0.2238941 0.1874741 0.82939756
#> lag1_var2 -0.3320433 0.9244685 -1.4273279 1.09531186
#> lag1_var3 1.0169023 1.4990800 -0.7411988 3.26747077
#> lag1_var4 -0.2176252 1.4532301 -2.3965587 1.46350268
#> const -0.5264036 4.5135934 -5.8237772 6.14710145
#> exo1 -0.3162533 0.2183405 -0.6009212 0.01473667
#> exo2 -0.5778396 0.2481070 -0.9448528 -0.24388246
#> exo3 -0.3004765 0.2766900 -0.7346444 0.01994224
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3587165 0.1758721 0.1372387 0.63087428
#> lag1_var2 -0.1999704 0.7223877 -1.1167576 0.80253785
#> lag1_var3 0.2432367 1.1589431 -1.2144118 1.82207667
#> lag1_var4 0.6245463 1.1167452 -0.8996022 2.02909552
#> const -0.9815643 2.6918666 -4.5012164 2.64359188
#> exo1 -0.2656440 0.1253340 -0.4442066 -0.10197163
#> exo2 -0.3830736 0.1476009 -0.5711768 -0.17846839
#> exo3 -0.1709266 0.1945802 -0.4469290 0.05979198
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001299443 0.0003584579 0.0009454216 0.001850163
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02463778 0.007880113 -0.03776749 -0.0160566
#> Sigma[2,2] 1.24671801 0.260244132 0.99713117 1.6567721
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01619971 0.005623324 0.009563014 0.02494919
#> Sigma[3,2] -0.82997552 0.190532328 -1.143807952 -0.63492659
#> Sigma[3,3] 0.60463853 0.139647740 0.447493483 0.83708383
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001569416 0.001157491 -0.003217531 -3.316156e-05
#> Sigma[4,2] 0.061989152 0.050552961 -0.028332821 1.128462e-01
#> Sigma[4,3] 0.014179524 0.031509734 -0.018344217 6.881970e-02
#> Sigma[4,4] 0.062237274 0.016443466 0.039499107 8.386329e-02
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.064423672 0.01378249 1.04726435 1.08629579
#> lag1_var2 0.029793853 0.04924794 -0.03867013 0.09796432
#> lag1_var3 0.020902147 0.07005844 -0.07768021 0.11698841
#> lag1_var4 -0.051826723 0.07074989 -0.14864360 0.04501377
#> const 0.465826915 0.36226716 -0.06379739 0.92194430
#> exo1 -0.006445458 0.02376054 -0.04306404 0.02158964
#> exo2 -0.072538874 0.03079645 -0.11004096 -0.02906802
#> exo3 -0.034704984 0.03244478 -0.07264498 0.01353456
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0028629 0.5811104 -2.8980942 -1.401875
#> lag1_var2 1.5841099 1.6880915 -0.9958876 3.617799
#> lag1_var3 1.2784812 2.4071319 -2.3869459 4.118636
#> lag1_var4 -0.6472865 2.4328642 -3.6819096 3.004321
#> const 8.8771729 12.4512523 -8.6843273 24.420189
#> exo1 -0.1227932 1.2997027 -1.9015635 1.608350
#> exo2 0.8750262 0.6219056 0.1307613 1.818181
#> exo3 1.2169972 1.2598309 -0.4673360 2.853110
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1139119 0.4209560 0.6631055 1.7300650
#> lag1_var2 0.1551357 1.3034052 -1.3000634 2.3182843
#> lag1_var3 0.9595819 1.8517099 -1.1049173 4.0302865
#> lag1_var4 -0.3330150 1.8850320 -3.4117190 1.8344173
#> const -3.4931627 9.4871142 -15.5378732 9.7264205
#> exo1 0.7208073 0.9120741 -0.4130572 1.9699565
#> exo2 -1.2810652 0.5805738 -2.1919971 -0.5995775
#> exo3 -0.4300327 0.7808554 -1.2954619 0.6725080
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3264292 0.1013104 -0.4837380 -0.2035546
#> lag1_var2 0.8630889 0.3993214 0.4057259 1.5151030
#> lag1_var3 1.2851150 0.5690412 0.6302382 2.2143041
#> lag1_var4 -0.1900144 0.5642608 -1.1052699 0.4547248
#> const 1.8462053 2.2603575 -1.4600174 4.4374291
#> exo1 0.6794605 0.2542445 0.3055003 1.0081402
#> exo2 -0.6954305 0.2925942 -1.0588872 -0.3093177
#> exo3 0.4422578 0.2564396 0.1324266 0.8528163
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000446162 0.0001369521 0.0003271279 0.0006746487
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007111799 0.0003330403 -0.001230809 -0.000295604
#> Sigma[2,2] 0.0418477776 0.0123355305 0.026756535 0.058841783
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001120507 0.0004608537 0.0006989534 0.001942246
#> Sigma[3,2] -0.043420185 0.0131393754 -0.0633389003 -0.028361126
#> Sigma[3,3] 0.055331773 0.0164942837 0.0377126510 0.082291066
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000614643 0.0003570817 0.0002033416 0.001157602
#> Sigma[4,2] -0.012988479 0.0046649091 -0.0210504754 -0.008291744
#> Sigma[4,3] 0.024022200 0.0078257565 0.0160718482 0.036592489
#> Sigma[4,4] 0.014894783 0.0047836390 0.0102900838 0.022150095
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02843093 0.02001567 1.00135332 1.05381423
#> lag1_var2 -0.08297883 0.03552300 -0.12007898 -0.03107349
#> lag1_var3 -0.11432619 0.05105102 -0.17081042 -0.04058204
#> lag1_var4 0.10249102 0.05628150 0.02179089 0.16563655
#> const 0.20252699 0.22074491 -0.06922914 0.53646623
#> exo1 -0.03703022 0.01373382 -0.05843417 -0.02014885
#> exo2 -0.05853930 0.01100614 -0.07098794 -0.04101175
#> exo3 0.01684828 0.02173286 -0.02087981 0.03346028
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24357019 0.1890693 0.003059073 0.5099716
#> lag1_var2 -0.26334101 0.3182617 -0.645275065 0.1434873
#> lag1_var3 -1.62359218 0.4415412 -2.221641110 -1.1135132
#> lag1_var4 1.60438288 0.4318013 1.073888534 2.1962317
#> const -4.28285224 1.6049365 -5.990109967 -1.7558582
#> exo1 -0.05665931 0.2018741 -0.296069655 0.2175739
#> exo2 0.56207671 0.2078839 0.291433859 0.8090320
#> exo3 0.15647831 0.2205666 -0.163926614 0.4775836
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1077724 0.2194320 -0.21364836 0.3889248
#> lag1_var2 1.1421068 0.3573004 0.61762146 1.5602376
#> lag1_var3 2.5820852 0.4880867 1.85686109 3.1333434
#> lag1_var4 -1.6775122 0.4660682 -2.24236464 -0.9822583
#> const 4.3668713 2.1435473 1.31594980 6.9435574
#> exo1 0.1046507 0.1950397 -0.20292657 0.3409215
#> exo2 -1.0461072 0.2839230 -1.32852521 -0.6422676
#> exo3 0.2605592 0.2622352 -0.07356137 0.6519996
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29867911 0.10217364 0.14538442 0.4278287
#> lag1_var2 0.55719998 0.21016289 0.23158339 0.8295355
#> lag1_var3 0.85837917 0.26303043 0.43766917 1.1816370
#> lag1_var4 0.04048561 0.26150888 -0.28369567 0.4442322
#> const 0.31404089 1.40770314 -1.54220515 2.0910827
#> exo1 0.06677715 0.07862133 -0.05877473 0.1648272
#> exo2 -0.67057859 0.15415777 -0.85565102 -0.4410024
#> exo3 0.39413377 0.12980872 0.21135396 0.5535445
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002553528 0.0005418482 0.00189864 0.003322687
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001561902 0.001041732 0.0005410757 0.003221724
#> Sigma[2,2] 0.014060352 0.004211999 0.0091879934 0.019497840
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01933664 0.009158488 -0.03212582 -0.007053918
#> Sigma[3,2] -0.02232934 0.016019796 -0.04680892 -0.003058991
#> Sigma[3,3] 0.53293326 0.132516496 0.37380086 0.721632650
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01858735 0.009046817 -0.03096993 -0.006104606
#> Sigma[4,2] -0.01336708 0.014678349 -0.03515795 0.005331098
#> Sigma[4,3] 0.53107286 0.129133143 0.37414717 0.711204978
#> Sigma[4,4] 0.53534156 0.126747732 0.38100493 0.708577490
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.917657927 0.02016362 0.89788502 0.945724310
#> lag1_var2 0.094100050 0.09634243 -0.02333784 0.233602989
#> lag1_var3 0.001657974 0.14699523 -0.19054321 0.205438941
#> lag1_var4 0.009231252 0.14375003 -0.18725299 0.201295936
#> const 0.857659056 0.61012548 -0.02764783 1.593700916
#> exo1 0.033704199 0.04137465 -0.02071786 0.087561860
#> exo2 -0.129103905 0.06477048 -0.22006876 -0.044886032
#> exo3 -0.069019618 0.03946449 -0.11514847 -0.006977404
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15083808 0.07503763 0.05933848 0.2616466
#> lag1_var2 0.43355922 0.24981448 0.19703601 0.8330943
#> lag1_var3 -0.65679896 0.34090102 -0.94437170 -0.1034822
#> lag1_var4 0.62630136 0.33359727 0.08521947 0.9038790
#> const -0.83668603 1.48367919 -2.88219771 1.1105936
#> exo1 0.03431545 0.12164274 -0.07537602 0.2354069
#> exo2 0.34450060 0.09504878 0.21396667 0.4814871
#> exo3 -0.42381998 0.08642895 -0.52136025 -0.2978595
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01419126 0.3275978 -0.41410797 0.4960220
#> lag1_var2 1.85488569 1.7458715 -0.91592951 3.5332618
#> lag1_var3 4.59840730 2.3467782 0.98735468 6.9961745
#> lag1_var4 -3.65720975 2.3001449 -6.03129451 -0.1358192
#> const 5.81238651 6.4451162 -2.20723110 16.4951679
#> exo1 -0.03310801 0.7086975 -1.02513926 0.8631671
#> exo2 0.34583190 1.0107716 -0.95695405 1.5693695
#> exo3 1.04961378 0.7605410 -0.07090166 2.0791830
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.094663515 0.3513074 -0.34849600 0.6481557
#> lag1_var2 1.776794744 1.7160004 -0.86389376 3.4087518
#> lag1_var3 3.605645547 2.3175438 -0.01075732 5.9332481
#> lag1_var4 -2.673608171 2.2740317 -4.97743718 0.8916242
#> const 4.302239000 6.9743617 -4.91416868 15.6487162
#> exo1 -0.005616129 0.7276521 -1.06180425 0.8761628
#> exo2 0.572591390 1.0146011 -0.76596562 1.7601293
#> exo3 0.777908126 0.7685791 -0.36681710 1.7864833
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006534322 0.001189848 0.005081128 0.008012085
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004601062 0.001391604 -0.002405098 0.001404754
#> Sigma[2,2] 0.0361811939 0.009361600 0.025215169 0.049161597
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03392418 0.01067722 -0.04867448 -0.019007245
#> Sigma[3,2] -0.02747445 0.02546809 -0.06101143 0.008959806
#> Sigma[3,3] 0.62262722 0.11152138 0.50723087 0.799411029
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0346749736 0.01037845 -0.04843731 -0.01967515
#> Sigma[4,2] -0.0009859306 0.02484026 -0.03237231 0.03450580
#> Sigma[4,3] 0.6065637299 0.11179215 0.49231361 0.78989583
#> Sigma[4,4] 0.6100464132 0.11405657 0.49044338 0.79905131
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97857854 0.04224408 0.9382887 1.04736194
#> lag1_var2 0.14769251 0.27556912 -0.2593154 0.42875849
#> lag1_var3 0.18246488 0.42352876 -0.4748044 0.61945101
#> lag1_var4 -0.18814146 0.42110619 -0.6234254 0.46223147
#> const 0.96116356 0.96041691 -0.6026855 1.98325704
#> exo1 0.02215857 0.07996794 -0.1121694 0.09667974
#> exo2 -0.05034453 0.05467259 -0.1312907 0.01987325
#> exo3 0.02519527 0.12380111 -0.1473449 0.19154995
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12054173 0.05774174 -0.20087174 -0.04009411
#> lag1_var2 1.02986074 0.59354369 0.26540792 1.87354065
#> lag1_var3 0.40796824 0.83600899 -0.59446139 1.66594685
#> lag1_var4 -0.40220699 0.83843802 -1.66494784 0.60670807
#> const 2.50294372 1.91527181 0.14376211 5.41065194
#> exo1 -0.10539942 0.20668096 -0.37496023 0.19655561
#> exo2 0.06304842 0.17732545 -0.18159484 0.31560069
#> exo3 0.12758843 0.17697713 -0.08289012 0.41212461
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42268176 0.4911837 -0.3041818 1.0023198
#> lag1_var2 -1.63249646 2.4677232 -5.2521937 1.7871903
#> lag1_var3 -0.42291013 3.7175710 -6.0153695 4.7791656
#> lag1_var4 1.42786233 3.7201010 -3.7797683 7.0262829
#> const -9.73592248 12.3862699 -23.8153587 7.6860860
#> exo1 -0.34593912 0.5630099 -1.0612887 0.4239374
#> exo2 -1.31788373 0.7326706 -2.1934702 -0.3930262
#> exo3 -0.01105635 0.6537012 -1.0308096 0.8662951
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34406121 0.4972394 -0.4221423 0.9054220
#> lag1_var2 -1.24611567 2.3141198 -4.2924211 2.2858419
#> lag1_var3 -0.63468051 3.5394844 -5.4363015 4.8032047
#> lag1_var4 1.64850028 3.5458215 -3.8057900 6.4577253
#> const -8.47134756 12.7083911 -22.2196687 10.7093212
#> exo1 -0.43164014 0.5257203 -1.0940281 0.1952715
#> exo2 -1.28935613 0.7138598 -2.1231402 -0.3879065
#> exo3 0.07330886 0.6512944 -0.8896355 0.9413895
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005471458 0.0001839077 0.0003417544 0.0008192894
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01384816 0.005043507 -0.02190402 -0.007882119
#> Sigma[2,2] 0.60003482 0.151394943 0.39840133 0.793705023
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01477491 0.005581428 0.008669133 0.02392607
#> Sigma[3,2] -0.63587106 0.173028109 -0.867876214 -0.43321781
#> Sigma[3,3] 0.78049695 0.204357613 0.570594054 1.06292153
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006536359 0.002742683 0.003930878 0.01092069
#> Sigma[4,2] -0.279105274 0.088231562 -0.396286283 -0.19648767
#> Sigma[4,3] 0.405762820 0.106109684 0.297412529 0.55036320
#> Sigma[4,4] 0.243323202 0.056003470 0.183530111 0.31826735
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9747721916 0.00816640 0.963958979 0.985063669
#> lag1_var2 0.0506585804 0.03235635 0.013919924 0.103503374
#> lag1_var3 0.0715444000 0.05817902 0.012978115 0.172062426
#> lag1_var4 -0.0752405554 0.05775491 -0.176065315 -0.018084594
#> const 0.9507271730 0.27023313 0.668309793 1.406539422
#> exo1 -0.0003304016 0.01748761 -0.028777693 0.017929325
#> exo2 -0.0380005124 0.02291001 -0.054282553 -0.002356892
#> exo3 0.0074262464 0.00985724 -0.007467029 0.017810339
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.682969033 0.3282563 -1.1563523 -0.3050728
#> lag1_var2 1.311621401 1.2433251 -0.5931054 2.7397206
#> lag1_var3 1.005063587 2.1559532 -2.3523706 3.5578932
#> lag1_var4 -0.673252666 2.0881587 -3.2068667 2.5845142
#> const -0.697665417 5.9816276 -9.1694985 6.8391712
#> exo1 -0.009735007 0.6395661 -0.9316611 0.8650097
#> exo2 0.415389755 0.6717665 -0.7596180 1.1344129
#> exo3 -0.123071303 0.4591660 -0.6214288 0.5239815
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89716342 0.2147236 0.6660755 1.2022560
#> lag1_var2 -0.70331408 1.5232922 -2.6528766 1.5350637
#> lag1_var3 -0.47205187 2.6360257 -3.9158381 3.5392643
#> lag1_var4 1.06398844 2.5639725 -2.8591900 4.4372979
#> const 0.05846365 5.5351969 -6.4949139 8.3058283
#> exo1 -0.42106953 0.7827175 -1.5845294 0.6389530
#> exo2 -1.17166326 0.7138952 -1.8007123 0.1435155
#> exo3 0.19732131 0.5948687 -0.5848218 0.8877785
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4962711 0.1039663 0.3618237 0.64109306
#> lag1_var2 -0.2627696 0.8641015 -1.4045154 0.85986382
#> lag1_var3 -0.4515572 1.4893603 -2.4520302 1.57656460
#> lag1_var4 1.2532588 1.4516922 -0.7595701 3.19314861
#> const -1.2441899 3.0040149 -5.1241812 3.00992544
#> exo1 -0.4408601 0.4222670 -1.0814398 0.08376958
#> exo2 -0.9453497 0.4486017 -1.4012346 -0.19758491
#> exo3 0.1252361 0.3340187 -0.2846370 0.52948927
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008361483 0.001392411 0.006113534 0.01011188
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001184218 0.003375728 -0.002137979 0.006263659
#> Sigma[2,2] 0.058908442 0.011427654 0.043273940 0.075337179
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006182555 0.008279828 -0.01884763 0.003936776
#> Sigma[3,2] -0.029436792 0.019261269 -0.06039907 -0.006110657
#> Sigma[3,3] 0.289719470 0.061518887 0.20908277 0.361830847
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005109616 0.009049528 -0.01808012 0.007413532
#> Sigma[4,2] 0.011440349 0.015958427 -0.01235706 0.030749040
#> Sigma[4,3] 0.273465923 0.060990435 0.19961677 0.343148772
#> Sigma[4,4] 0.285735869 0.063342376 0.21593149 0.369040930
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79527070 0.05947730 0.71139373 0.87682918
#> lag1_var2 0.56342616 0.28280668 0.24659681 1.01811049
#> lag1_var3 0.76075013 0.38514604 0.33214998 1.37806327
#> lag1_var4 -0.74573438 0.37836832 -1.35197565 -0.32646173
#> const 4.11271560 0.98607149 2.89539458 5.60686001
#> exo1 -0.01649852 0.08943424 -0.12297598 0.09703669
#> exo2 -0.04054770 0.08452729 -0.17415794 0.06653792
#> exo3 -0.01867492 0.04966339 -0.08329358 0.04592855
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05679633 0.1689915 -0.21456880 0.2434604
#> lag1_var2 0.29727125 0.6990478 -0.55150531 1.4721895
#> lag1_var3 -0.60386326 0.9352916 -1.80730844 0.9354580
#> lag1_var4 0.62065272 0.9264494 -0.93076268 1.7834682
#> const -2.12402245 2.0968125 -4.21708263 1.2234529
#> exo1 0.17854225 0.1869125 -0.04006623 0.4609164
#> exo2 1.20830487 0.2944179 0.80807052 1.6394589
#> exo3 0.06349275 0.3131289 -0.31451634 0.5679661
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89917435 0.2831109 0.4957612 1.2723737
#> lag1_var2 -0.05105672 0.7621586 -1.0102920 1.0633819
#> lag1_var3 -0.19560195 1.0722295 -1.3984753 1.3455986
#> lag1_var4 0.89831277 1.0413433 -0.6087269 2.1235065
#> const -3.07611320 4.2277363 -8.7142790 2.3784671
#> exo1 -0.70842063 0.3719416 -1.2205481 -0.2317683
#> exo2 -4.05808823 0.5232917 -4.8752206 -3.5187926
#> exo3 -0.28494776 0.5463012 -1.1252659 0.2813455
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9425352 0.3069930 0.48479677 1.3720793
#> lag1_var2 -0.1879399 0.9288135 -1.17106073 1.1732715
#> lag1_var3 -1.1131323 1.2945375 -2.35402456 0.7994286
#> lag1_var4 1.8348425 1.2610966 -0.03804181 3.1070355
#> const -5.1498064 4.6842171 -10.15448504 1.6330491
#> exo1 -0.5980171 0.3314177 -0.98877704 -0.1411258
#> exo2 -3.2954737 0.6772443 -4.28773967 -2.5703682
#> exo3 -0.2242643 0.6008021 -1.09029099 0.4656762
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001952732 5.441161e-05 0.0001292488 0.0002736377
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00153275 0.0005869419 0.0007189792 0.00224675
#> Sigma[2,2] 0.06818240 0.0127266487 0.0531513895 0.08788821
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002347022 0.0007807936 -0.003368302 -0.001155542
#> Sigma[3,2] -0.061109779 0.0115205537 -0.075064744 -0.046832097
#> Sigma[3,3] 0.076807449 0.0148608142 0.055940922 0.094032974
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001464831 0.0005095958 -0.002147162 -0.0007397484
#> Sigma[4,2] -0.020139780 0.0063729022 -0.028586237 -0.0115286605
#> Sigma[4,3] 0.041078177 0.0106319916 0.027539569 0.0546601924
#> Sigma[4,4] 0.030048206 0.0079118223 0.019159905 0.0399308914
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97877631 0.00691895 0.96991613 0.98894333
#> lag1_var2 0.02758867 0.04732247 -0.04187966 0.08729082
#> lag1_var3 0.05501581 0.07443855 -0.04990112 0.15203275
#> lag1_var4 -0.05876185 0.07399413 -0.15528186 0.04518962
#> const 0.79226901 0.13872010 0.61912571 0.96998830
#> exo1 0.00897656 0.01777656 -0.01713163 0.03453130
#> exo2 -0.05231253 0.01869686 -0.08139816 -0.03167261
#> exo3 -0.02864274 0.01399954 -0.04242936 -0.00774115
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007029043 0.1666239 -0.1954844 0.2533339
#> lag1_var2 0.717539514 0.7664563 -0.3822933 1.7306416
#> lag1_var3 -0.303037858 1.2604663 -2.1009139 1.3637568
#> lag1_var4 0.302126718 1.2609104 -1.3637979 2.1124336
#> const 0.381191726 4.0986822 -6.3585623 4.4454866
#> exo1 -0.177979634 0.2635389 -0.5097777 0.1265558
#> exo2 -0.017839266 0.2766867 -0.4125084 0.3573451
#> exo3 -0.218979305 0.3179858 -0.6813563 0.2250632
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004900239 0.1871572 -0.31844210 0.1810073
#> lag1_var2 0.447473707 0.6998947 -0.45320102 1.5987772
#> lag1_var3 1.566393161 1.1583007 0.06214903 3.4605652
#> lag1_var4 -0.595662097 1.1603426 -2.49545193 0.9104993
#> const 1.593871460 4.6237780 -2.78114824 9.1490204
#> exo1 0.053856561 0.2846367 -0.32663622 0.4322509
#> exo2 -0.501993978 0.3845865 -1.00039417 0.0359565
#> exo3 0.013361819 0.2040861 -0.27455541 0.2796482
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001846426 0.10084625 -0.16112226 0.09457113
#> lag1_var2 0.539601119 0.37012016 0.06244614 1.06009044
#> lag1_var3 0.812156712 0.62755101 -0.02166564 1.66070839
#> lag1_var4 0.169638989 0.62913192 -0.68508864 1.00551229
#> const 0.940218762 2.51504504 -1.30251449 4.54634785
#> exo1 -0.056941507 0.17022227 -0.30446938 0.16179671
#> exo2 -0.524802863 0.26070216 -0.90748063 -0.18864669
#> exo3 -0.114165692 0.08380856 -0.24053407 -0.01391063
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001068172 0.000256509 0.0007569775 0.001437353
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006829862 0.002153647 -0.01012603 -0.004054449
#> Sigma[2,2] 0.139451661 0.025998790 0.10825678 0.179089448
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003146638 0.001393086 0.0009124599 0.004537548
#> Sigma[3,2] -0.080457850 0.021831257 -0.1109544645 -0.051106904
#> Sigma[3,3] 0.108906745 0.022187421 0.0802281421 0.139942207
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.357909e-05 0.001536599 -0.002492985 0.001516715
#> Sigma[4,2] -1.994836e-02 0.017165105 -0.040233400 0.007137320
#> Sigma[4,3] 8.192392e-02 0.019036428 0.059207168 0.111918522
#> Sigma[4,4] 8.239581e-02 0.021037419 0.064655784 0.119708536
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94096510 0.02565753 0.91059245 0.98108676
#> lag1_var2 0.04703274 0.01890203 0.02371258 0.07394746
#> lag1_var3 0.14744641 0.04333397 0.08230193 0.20338907
#> lag1_var4 -0.13567973 0.03510502 -0.18490948 -0.09026924
#> const 1.10281731 0.17052923 0.83536497 1.28448869
#> exo1 0.04138540 0.02374193 0.01566386 0.08066823
#> exo2 -0.22172694 0.03748165 -0.27508246 -0.17881384
#> exo3 -0.05908023 0.04721663 -0.11529515 0.01554845
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1928821 0.2845662 -0.59628759 0.1914745
#> lag1_var2 0.4059380 0.2290810 0.04949976 0.6474145
#> lag1_var3 -0.8671704 0.4892493 -1.60314480 -0.4050499
#> lag1_var4 1.0504802 0.4483101 0.57599235 1.7282767
#> const -1.7231639 2.7489751 -5.70030166 1.9153469
#> exo1 -0.7057317 0.3109572 -1.13942122 -0.3571016
#> exo2 1.0700977 0.5277165 0.26092037 1.7562651
#> exo3 0.4067998 0.3234877 -0.13684756 0.7179782
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4480462 0.3061891 0.05042753 0.8634461
#> lag1_var2 -0.2873879 0.3363229 -0.79128427 0.1130186
#> lag1_var3 0.2286450 0.7151570 -0.80787025 1.1277308
#> lag1_var4 0.6080836 0.6319070 -0.17149790 1.5236754
#> const -3.9563189 2.0458776 -6.15767773 -1.2196091
#> exo1 0.4808824 0.2969393 0.16896042 0.9611513
#> exo2 -4.8186080 0.4189606 -5.33472312 -4.1998313
#> exo3 0.8511349 0.3747240 0.44569910 1.4227387
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3832832 0.2558534 0.01580269 0.66041827
#> lag1_var2 -0.4705106 0.3246543 -0.93064492 -0.06106020
#> lag1_var3 -0.9695306 0.6939971 -1.89773281 -0.03244184
#> lag1_var4 1.9161223 0.6139656 1.15419163 2.75869467
#> const -6.4636479 1.6365462 -9.09191696 -4.70451602
#> exo1 0.1924558 0.2698573 -0.19445972 0.52759214
#> exo2 -4.9002251 0.3085912 -5.32915068 -4.50738322
#> exo3 1.1747701 0.3096477 0.75771328 1.59379540
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00565292 0.001812195 0.003855044 0.008720425
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004800462 0.002715310 -0.008553987 -0.001691975
#> Sigma[2,2] 0.031551438 0.006913196 0.024460262 0.042726206
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00477310 0.003044188 0.0009965959 0.008480191
#> Sigma[3,2] -0.02981531 0.006063220 -0.0400349465 -0.023331785
#> Sigma[3,3] 0.03729844 0.007009236 0.0291061402 0.047479095
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001150161 0.001735550 -0.0007562758 0.003978334
#> Sigma[4,2] -0.005903802 0.002580595 -0.0097184812 -0.002376558
#> Sigma[4,3] 0.014924321 0.003959577 0.0098210129 0.020440253
#> Sigma[4,4] 0.010733254 0.002625595 0.0073100405 0.013982690
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973770257 0.03489676 0.93023253 1.02098694
#> lag1_var2 0.153941596 0.09987709 0.02216391 0.30379122
#> lag1_var3 0.232593520 0.16384071 0.02792147 0.47803484
#> lag1_var4 -0.240505136 0.16666205 -0.49291202 -0.03814893
#> const 1.265219297 0.58611459 0.67347205 1.97724382
#> exo1 0.037638737 0.09063422 -0.06707852 0.18508270
#> exo2 -0.045624523 0.09122016 -0.18337556 0.05494589
#> exo3 0.008686257 0.09790562 -0.11386540 0.14826600
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19444030 0.06350984 0.12344746 0.28386997
#> lag1_var2 0.13467843 0.33329215 -0.25426954 0.53479574
#> lag1_var3 -0.75361138 0.50639731 -1.32417718 -0.13653354
#> lag1_var4 0.72910138 0.51815398 0.08188539 1.32691690
#> const -1.60519767 2.17925719 -4.38271516 1.30089924
#> exo1 -0.08419535 0.15013849 -0.30881270 0.08200499
#> exo2 1.10375832 0.18000835 0.84123398 1.32026394
#> exo3 0.19591514 0.12563532 0.04074557 0.36720219
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08979981 0.09868752 -0.2158688 0.06142349
#> lag1_var2 1.08643140 0.53676477 0.3476067 1.78467023
#> lag1_var3 2.08181542 0.76504036 1.1118828 3.11522108
#> lag1_var4 -1.10383931 0.77586783 -2.1639552 -0.13282363
#> const 3.00366678 2.62775120 -0.7922472 6.55322379
#> exo1 0.10320166 0.18142628 -0.1499194 0.36328972
#> exo2 -1.58102654 0.18935951 -1.7732838 -1.27776236
#> exo3 0.04817591 0.14396393 -0.1705452 0.22945981
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.062482920 0.07921189 -0.01867097 0.1930135
#> lag1_var2 0.778650998 0.33879881 0.27068012 1.1633112
#> lag1_var3 0.965303552 0.45709726 0.31867061 1.5581246
#> lag1_var4 0.004312891 0.46045076 -0.59796355 0.6511126
#> const 0.899937103 1.69732464 -1.62021835 3.0086308
#> exo1 0.037306356 0.08673749 -0.09456379 0.1493878
#> exo2 -0.769328086 0.11252751 -0.93107514 -0.6307298
#> exo3 0.202634485 0.10834121 0.04337270 0.3199788
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03292813 0.006161676 0.02630004 0.04232885
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01985129 0.005445583 -0.02871470 -0.01437994
#> Sigma[2,2] 0.04506390 0.012043726 0.03166637 0.06315766
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01149727 0.006300255 0.002456865 0.02053184
#> Sigma[3,2] -0.03681422 0.010953047 -0.053486757 -0.02200101
#> Sigma[3,3] 0.05243686 0.010997319 0.038992181 0.06950418
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002126774 0.006987984 -0.008801884 0.011435108
#> Sigma[4,2] -0.018427107 0.007280622 -0.028404566 -0.007950355
#> Sigma[4,3] 0.042382548 0.007670076 0.032545996 0.053271128
#> Sigma[4,4] 0.041145904 0.006657809 0.030698595 0.048633000
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58879029 0.15176099 0.42959448 0.84403026
#> lag1_var2 0.31644452 0.23010884 -0.07865488 0.54300116
#> lag1_var3 0.86744759 0.47991268 0.08583911 1.40250825
#> lag1_var4 -0.68859154 0.41764341 -1.18210852 -0.03449796
#> const 3.55097840 1.92974482 0.76025317 5.94223888
#> exo1 0.09232387 0.09543023 -0.03046238 0.22221707
#> exo2 -0.31179229 0.21515414 -0.56699867 -0.00222354
#> exo3 0.12673763 0.20215739 -0.14656425 0.36420884
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2870721 0.1885164 0.02974664 0.539459392
#> lag1_var2 0.8321014 0.1515971 0.72475228 1.077543086
#> lag1_var3 0.2450105 0.2841081 -0.03673828 0.708747920
#> lag1_var4 -0.2789754 0.2485200 -0.64566765 -0.005289031
#> const -0.1067276 2.2586187 -3.58646955 2.756385537
#> exo1 0.1629548 0.1518008 0.01972734 0.414837698
#> exo2 0.3840574 0.1813535 0.14550423 0.586796991
#> exo3 0.1878650 0.2116378 -0.15912575 0.401460454
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03539552 0.1736820 -0.24605452 0.21910456
#> lag1_var2 0.42559570 0.2259656 0.07935515 0.69550414
#> lag1_var3 1.27122417 0.4752519 0.60245979 1.94618752
#> lag1_var4 -0.40261384 0.4320663 -1.03797072 0.18065398
#> const 1.50606941 2.2146297 -0.96356995 5.23261462
#> exo1 -0.01730479 0.1927400 -0.30585286 0.21245985
#> exo2 -1.42045527 0.1764257 -1.70225809 -1.22854576
#> exo3 -0.23392882 0.2181671 -0.45939472 0.09826383
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10434394 0.1243907 -0.07869178 0.2557114
#> lag1_var2 0.53160138 0.2339288 0.20325884 0.8358173
#> lag1_var3 0.72402237 0.4640026 0.08926451 1.3579778
#> lag1_var4 0.13933137 0.4289595 -0.47024181 0.7112378
#> const 0.37252895 1.8254530 -2.43017327 2.9299289
#> exo1 0.07823371 0.1587810 -0.14231364 0.2666529
#> exo2 -1.54610750 0.1588495 -1.78729943 -1.3404363
#> exo3 -0.18393137 0.2137693 -0.44791943 0.1062331
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00104484 0.0002396547 0.000776325 0.001398737
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02011864 0.01128021 -0.03705504 -0.009234854
#> Sigma[2,2] 3.60537829 0.58681757 2.74398180 4.286517080
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01707303 0.00719222 0.0103341 0.02812611
#> Sigma[3,2] -2.23033834 0.38442684 -2.6835133 -1.63400379
#> Sigma[3,3] 1.57031540 0.28410496 1.1213567 1.87395715
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004017332 0.002682392 -0.0001349025 0.006439692
#> Sigma[4,2] 0.203498543 0.154318315 0.0217748059 0.445237777
#> Sigma[4,3] 0.103804430 0.110446578 -0.0489846995 0.243021455
#> Sigma[4,4] 0.291272184 0.035262710 0.2414243476 0.337493224
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94126615 0.04589007 0.887294403 1.01501093
#> lag1_var2 0.02379121 0.03321810 -0.025500361 0.06796710
#> lag1_var3 0.02849087 0.05087150 -0.048647456 0.09424125
#> lag1_var4 -0.02123538 0.04059364 -0.073913444 0.04019844
#> const 0.69479734 0.35033383 0.109819853 1.05510007
#> exo1 0.03221568 0.03274883 -0.001601294 0.07840660
#> exo2 -0.25106346 0.05104963 -0.314599243 -0.17222094
#> exo3 0.04849736 0.05191578 -0.034244143 0.11579412
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4049558 2.525593 -1.567738 5.1944772
#> lag1_var2 -0.3917637 1.971598 -2.384839 2.8488923
#> lag1_var3 -1.5986075 3.048791 -4.656534 3.3432851
#> lag1_var4 1.0077272 2.371456 -2.773413 3.5719817
#> const -5.7921439 16.187048 -29.140199 12.6416304
#> exo1 -2.1098578 2.027021 -5.130378 0.7948075
#> exo2 8.3244359 1.967863 6.128684 10.9624214
#> exo3 -2.3926877 2.818928 -6.103727 1.0364928
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9368751 1.761679 -3.0822648 1.623041
#> lag1_var2 0.6038248 1.399724 -1.5494760 2.227345
#> lag1_var3 1.5224618 2.134540 -1.7701609 3.998514
#> lag1_var4 -0.3079051 1.705882 -2.3230481 2.266321
#> const 1.1638088 12.244966 -14.1940876 19.409043
#> exo1 1.3277300 1.362880 -0.5267587 3.387337
#> exo2 -7.8426801 1.448411 -9.6235902 -6.284943
#> exo3 2.7586689 1.547962 0.7843377 4.617603
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75905614 0.7138448 -0.1336718 1.8190235
#> lag1_var2 -0.25381996 0.6177962 -1.1872842 0.4867028
#> lag1_var3 -0.45604731 0.9203574 -1.8557993 0.6486924
#> lag1_var4 1.27515195 0.7386624 0.4057170 2.3977364
#> const -4.75075978 3.3919150 -9.5828995 -0.7415935
#> exo1 -0.09572025 0.5756821 -0.8409905 0.7621001
#> exo2 -2.73461897 0.7216655 -3.6461158 -1.7681206
#> exo3 1.47542146 0.7444508 0.6648000 2.7147195
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009350549 0.0003968179 0.0005965298 0.001596864
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008227823 0.003916495 -0.01429267 -0.00379871
#> Sigma[2,2] 0.243978147 0.053467101 0.19151846 0.33181497
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008796948 0.006048395 0.001870286 0.01845191
#> Sigma[3,2] -0.196071803 0.077897512 -0.292235865 -0.07984821
#> Sigma[3,3] 0.828646580 0.154868317 0.630076112 1.03490237
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004803884 0.005891154 -0.003932898 0.01252133
#> Sigma[4,2] -0.070719113 0.076478418 -0.174096076 0.04066703
#> Sigma[4,3] 0.784497796 0.135660186 0.634530301 0.98310350
#> Sigma[4,4] 0.810567921 0.118356334 0.682964430 0.98936930
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.950020931 0.01279793 0.92947755 0.964978514
#> lag1_var2 0.009871964 0.02541364 -0.01903233 0.043372792
#> lag1_var3 0.032675908 0.04195107 -0.01688089 0.089966417
#> lag1_var4 -0.022075116 0.04116324 -0.07664503 0.027975849
#> const 0.760788375 0.40718485 0.20643848 1.361003294
#> exo1 0.007342083 0.02538213 -0.02726688 0.038167529
#> exo2 -0.066726656 0.03949046 -0.12070363 -0.009617978
#> exo3 0.033194438 0.03774177 -0.02690639 0.071589555
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2975288 0.2791121 -0.05598984 0.68108751
#> lag1_var2 0.1061405 0.5344617 -0.46560463 1.02617451
#> lag1_var3 -1.5298611 0.9566153 -2.58891531 0.09482018
#> lag1_var4 1.4090333 0.9207336 -0.16688411 2.38628877
#> const -0.7024019 6.9236361 -9.92671070 9.06851372
#> exo1 -0.6099750 0.4316019 -1.11494971 0.06380307
#> exo2 0.6003922 0.7802040 -0.37792348 1.71488463
#> exo3 -0.2248124 0.3878898 -0.76310506 0.31323902
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5009299 0.4381989 -0.9941758 0.1867082
#> lag1_var2 3.2773521 0.8868261 2.1591937 4.4929100
#> lag1_var3 6.5531086 1.5883697 4.3835220 8.6373411
#> lag1_var4 -5.6200772 1.5031319 -7.6123789 -3.6400875
#> const 14.3395676 9.1512585 -0.4637365 23.1800128
#> exo1 0.4718747 0.5664513 -0.4173726 1.1734098
#> exo2 -1.9596549 1.0872842 -3.2847274 -0.5180150
#> exo3 0.1466679 1.2072344 -1.7021249 1.4983057
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38461007 0.4328497 -0.8987491 0.2703905
#> lag1_var2 3.27879747 0.8515247 1.9792746 4.3626786
#> lag1_var3 5.58344852 1.5381453 3.1034296 7.4278917
#> lag1_var4 -4.70065070 1.4360346 -6.4767202 -2.4438595
#> const 14.11992819 7.1975517 2.5803934 22.4620138
#> exo1 0.13857875 0.6130395 -0.6073657 1.0782089
#> exo2 -1.74052883 1.2021257 -3.4300356 -0.4218258
#> exo3 0.01942749 1.2746940 -2.0392024 1.2097585
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004661288 9.994055e-05 0.0003411974 0.000611298
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002651029 0.001084788 -0.004132299 -0.001212971
#> Sigma[2,2] 0.044018734 0.009996051 0.030306262 0.057550388
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008965788 0.001372789 -0.00139502 0.002143232
#> Sigma[3,2] -0.0396333764 0.009810756 -0.05619111 -0.029625468
#> Sigma[3,3] 0.0852478180 0.014210623 0.06628999 0.105852580
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001026137 0.001063625 -0.002604018 -5.352547e-05
#> Sigma[4,2] -0.013219999 0.009071422 -0.024294256 1.089009e-04
#> Sigma[4,3] 0.070652151 0.012474001 0.052408447 8.766961e-02
#> Sigma[4,4] 0.073793738 0.009470024 0.061056179 8.588209e-02
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96024743 0.02608960 0.917016445 0.98541758
#> lag1_var2 0.01374676 0.02618161 -0.015439382 0.05200176
#> lag1_var3 0.02324612 0.04827066 -0.042532016 0.09319042
#> lag1_var4 -0.02004430 0.04211603 -0.080830363 0.03695206
#> const 0.68505814 0.28157598 0.395945708 1.13553854
#> exo1 0.02188505 0.01221078 0.005371684 0.03869109
#> exo2 -0.06369197 0.02200122 -0.091201813 -0.03548585
#> exo3 0.01220343 0.01712719 -0.011191468 0.03378031
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1268762 0.1988357 -0.16809785 0.33351104
#> lag1_var2 0.8132980 0.2248009 0.62900850 1.18356762
#> lag1_var3 0.4997694 0.4158962 0.07223226 1.15405556
#> lag1_var4 -0.4348172 0.3660968 -1.01285416 -0.05910752
#> const 1.3632957 2.5014154 -1.86599653 4.66907160
#> exo1 -0.1425427 0.2206233 -0.42334481 0.17755779
#> exo2 1.6867664 0.2225525 1.34006265 1.95659303
#> exo3 0.6189471 0.1936963 0.36273756 0.89578314
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31490932 0.3496907 -0.7457551 0.1786924
#> lag1_var2 0.38568183 0.4537408 -0.2285644 0.9490496
#> lag1_var3 0.74853721 0.7916780 -0.4460970 1.7440676
#> lag1_var4 0.19599140 0.6946216 -0.6701123 1.2458206
#> const 1.34087370 3.0104284 -2.5894710 5.5320102
#> exo1 -0.05632821 0.3736082 -0.4947745 0.4835278
#> exo2 -1.63795809 0.2485726 -1.9599378 -1.2840188
#> exo3 -0.67299693 0.2623542 -0.9949114 -0.2789702
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2912025 0.3230424 -0.72315944 0.09641734
#> lag1_var2 0.4381347 0.4174577 -0.05231798 0.99682197
#> lag1_var3 0.2719014 0.7236367 -0.69891948 1.26386016
#> lag1_var4 0.7411471 0.6321786 -0.11960645 1.59149024
#> const 1.0349028 2.2259676 -2.17631095 3.86088942
#> exo1 -0.1833354 0.2929981 -0.51946257 0.23317889
#> exo2 -0.6702487 0.1839163 -0.94423697 -0.43101799
#> exo3 -0.3252767 0.2338635 -0.64402259 -0.01041832
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001900744 0.0004631805 0.001410169 0.002592817
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07194001 0.02955705 -0.1115299 -0.02827447
#> Sigma[2,2] 7.44395279 2.20880183 4.8943138 10.62153229
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03866603 0.02012287 0.008544986 0.06164433
#> Sigma[3,2] -4.44555297 1.26679905 -6.316736204 -2.86018031
#> Sigma[3,3] 3.18568624 0.77427980 2.255913126 4.30893804
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003066444 0.004768993 -0.008555702 0.004392671
#> Sigma[4,2] 0.055010394 0.378751925 -0.490057836 0.587144553
#> Sigma[4,3] 0.538209737 0.276409243 0.151714131 0.921058840
#> Sigma[4,4] 0.629458468 0.106708180 0.498257699 0.777301664
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971696332 0.02039629 0.94342799 0.99901230
#> lag1_var2 0.028472476 0.03593105 -0.02415404 0.07060942
#> lag1_var3 0.042453896 0.05857607 -0.04472681 0.11005650
#> lag1_var4 -0.041499474 0.05571781 -0.10509859 0.04022582
#> const 0.623300882 0.38864153 0.18149630 1.27888781
#> exo1 0.008825955 0.03739739 -0.03094501 0.07171654
#> exo2 -0.030522483 0.03977921 -0.08285767 0.01895001
#> exo3 0.049392956 0.05078038 -0.01501494 0.10851470
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.355277 1.201511 -3.3172731 -0.1886109
#> lag1_var2 1.507004 2.278540 -1.6611913 4.8107774
#> lag1_var3 1.367781 3.638668 -3.5111143 6.7787248
#> lag1_var4 -1.120197 3.364623 -6.1836566 3.4185174
#> const 21.213136 26.760263 -7.4787570 66.8316829
#> exo1 1.511761 2.143973 -1.5168275 3.9512173
#> exo2 1.810384 2.128178 -0.6790364 4.9194970
#> exo3 -1.393587 3.773562 -5.0905822 4.9982466
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5051464 0.8019085 0.7360049 2.88393044
#> lag1_var2 -0.7725279 1.4660175 -3.2846222 0.93483805
#> lag1_var3 -0.5458140 2.3666596 -4.6523335 2.06431644
#> lag1_var4 1.2480839 2.1655450 -1.1322136 5.02752304
#> const -20.2056306 17.1553782 -48.6322751 -0.65497730
#> exo1 -1.6184499 1.3300537 -3.4894305 -0.07275908
#> exo2 -0.6937611 1.0970674 -2.4717724 0.35930958
#> exo3 0.4452562 2.1971003 -3.2355892 3.09645964
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6608133 0.2973070 0.35825774 1.11566333
#> lag1_var2 -0.2130013 0.4954485 -1.00706639 0.37055809
#> lag1_var3 -0.2844446 0.7954787 -1.55664590 0.64972624
#> lag1_var4 1.1657406 0.7234018 0.30111858 2.30897603
#> const -8.4742629 8.6329478 -22.31821954 0.01856597
#> exo1 -0.7256324 0.8443728 -2.04130923 0.26651351
#> exo2 0.4940267 0.4565283 -0.07184668 1.21242280
#> exo3 -0.5287086 0.9006165 -1.53967719 0.97039344
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004538739 0.0001030367 0.0003299368 0.000615787
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001737725 0.001145973 -0.003196685 -0.0001025645
#> Sigma[2,2] 0.251416898 0.047170004 0.195785175 0.3177375046
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002627507 0.002443776 -0.006620842 0.0003365794
#> Sigma[3,2] -0.060958050 0.043748603 -0.119557086 -0.0006530773
#> Sigma[3,3] 0.476916680 0.147332053 0.340170935 0.7216964515
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003774353 0.002268485 -0.007442795 -0.001326642
#> Sigma[4,2] 0.083199984 0.050156586 0.005567405 0.138663719
#> Sigma[4,3] 0.460562926 0.144726293 0.326144060 0.699733645
#> Sigma[4,4] 0.528029972 0.146926725 0.391104223 0.764887826
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99675134 0.01254604 0.97804547 1.01036203
#> lag1_var2 -0.01836660 0.02704300 -0.04680513 0.02384748
#> lag1_var3 -0.04065078 0.04859876 -0.09080747 0.03489246
#> lag1_var4 0.03456918 0.04569056 -0.03662895 0.08165453
#> const 0.43110992 0.13509192 0.27567179 0.63494271
#> exo1 -0.02778487 0.01412726 -0.05080179 -0.01484748
#> exo2 -0.02961483 0.01632802 -0.05345480 -0.01100686
#> exo3 0.05082611 0.01943910 0.02660035 0.07528118
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4794811 0.5394454 -1.2547240 0.2624283
#> lag1_var2 1.2442561 1.2555663 -0.4706562 2.6742180
#> lag1_var3 1.0170149 2.2421073 -1.8992158 3.6639258
#> lag1_var4 -0.8255784 2.1223268 -3.3112499 1.9353919
#> const 2.5387443 6.8706999 -7.0787598 12.9680678
#> exo1 0.7923080 0.5500550 0.1694057 1.5586889
#> exo2 1.1100420 0.3485760 0.6730500 1.5845825
#> exo3 -1.2389017 0.4898179 -2.0123414 -0.8350579
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5272925 0.8208556 0.6240371 2.6770888
#> lag1_var2 -2.4491655 1.6471880 -5.1518279 -0.5059384
#> lag1_var3 -3.7323849 3.0193917 -8.6354423 -0.2047588
#> lag1_var4 4.3058543 2.8011266 1.0139734 8.8548978
#> const -14.4146846 9.4206136 -29.5441801 -3.4333899
#> exo1 -0.1750939 0.7348687 -1.4377484 0.6620363
#> exo2 -0.5758307 0.5701621 -1.4502455 0.1795350
#> exo3 1.0624500 0.4864065 0.5377447 1.7504354
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3035771 0.7832613 0.5860477 2.4848211
#> lag1_var2 -2.1596377 1.6125511 -4.5067296 -0.3365535
#> lag1_var3 -3.9001494 2.9917620 -8.1404137 -0.4775130
#> lag1_var4 4.5856675 2.7751332 1.3681377 8.5053357
#> const -14.3654975 8.0153471 -28.1702912 -7.0135586
#> exo1 0.2710358 0.7877778 -0.8500727 1.4283750
#> exo2 0.1091851 0.6629830 -0.8105021 0.9981696
#> exo3 0.3574256 0.5943651 -0.4993301 1.0776493
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001703651 0.0003680628 0.001227513 0.002286863
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08161386 0.02117276 -0.1111446 -0.05452225
#> Sigma[2,2] 5.38744290 1.45068395 3.7427353 7.66097161
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05485583 0.01372418 0.03546529 0.07226252
#> Sigma[3,2] -3.51755839 0.80762420 -4.63327929 -2.42660417
#> Sigma[3,3] 2.63819384 0.54074972 1.85156597 3.34687579
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006586789 0.004588216 0.0006254335 0.01383796
#> Sigma[4,2] -0.320170215 0.253262219 -0.6522570029 0.04485098
#> Sigma[4,3] 0.593746439 0.215778157 0.3904997535 0.93406151
#> Sigma[4,4] 0.453642967 0.131283194 0.3368574644 0.67651507
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.036441654 0.02719153 1.00123943 1.06991982
#> lag1_var2 0.005313145 0.05064112 -0.06819857 0.07016034
#> lag1_var3 0.002877871 0.08717462 -0.12335078 0.11573096
#> lag1_var4 -0.026584967 0.07800021 -0.12679002 0.08713567
#> const 0.523705336 0.37439167 0.10855207 1.11986464
#> exo1 -0.006411144 0.03919149 -0.06541542 0.03205200
#> exo2 -0.009631783 0.03462215 -0.05284461 0.03842172
#> exo3 0.075684484 0.03618983 0.01295199 0.10987111
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.4680545 1.388349 -6.4136201 -2.8056005
#> lag1_var2 4.2319381 2.365812 0.9058477 7.5988792
#> lag1_var3 6.1340364 4.089855 0.3393423 11.9869818
#> lag1_var4 -4.7608536 3.565065 -9.8407740 0.3458005
#> const 29.4864959 20.135447 -2.8811860 50.5931309
#> exo1 -0.9202081 2.241417 -3.6498675 2.3623621
#> exo2 -0.9570061 1.483283 -3.1614690 0.8752994
#> exo3 -1.6279876 2.097397 -3.9928776 1.9748197
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1183356 1.065812 1.947736 4.6899551
#> lag1_var2 -1.9904925 1.875960 -4.820056 0.2516088
#> lag1_var3 -2.6554977 3.227693 -7.556033 1.2271983
#> lag1_var4 2.6559895 2.836871 -0.794607 6.9414102
#> const -16.7098220 14.384354 -30.761291 6.2017686
#> exo1 0.8103642 1.498989 -1.585686 2.6952445
#> exo2 0.5276215 1.278778 -1.092915 2.3965672
#> exo3 -0.3763935 1.555923 -2.982130 1.2033089
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49958783 0.4188357 0.03422297 1.1754556
#> lag1_var2 0.10870342 0.7846568 -1.07615693 0.9877400
#> lag1_var3 0.30414940 1.3322476 -1.73049410 1.7259726
#> lag1_var4 0.52161058 1.2142550 -0.78700229 2.3725602
#> const -0.49682470 4.6771868 -5.91428061 6.9555024
#> exo1 0.27673108 0.6138039 -0.45061859 1.1067878
#> exo2 -0.03076334 0.6271387 -0.86371698 0.8597653
#> exo3 -1.44878768 0.6068028 -2.27489238 -0.6191656
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01923641 0.005594077 0.01425344 0.0272517
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02848544 0.02170586 -0.06691369 -0.00666293
#> Sigma[2,2] 0.30541240 0.13000941 0.19486065 0.54082466
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03334463 0.01910116 0.004382712 0.05556794
#> Sigma[3,2] -0.20053347 0.05682257 -0.275237208 -0.12520205
#> Sigma[3,3] 0.72271248 0.09952146 0.552060342 0.80269522
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.014899323 0.02221211 -0.01754537 0.04091686
#> Sigma[4,2] -0.001153865 0.06425561 -0.07306376 0.09543599
#> Sigma[4,3] 0.618436544 0.08603319 0.47911236 0.70984094
#> Sigma[4,4] 0.645943644 0.09750503 0.48772805 0.75570863
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.06173028 0.1044947 0.90142007 1.2100705
#> lag1_var2 -0.16878381 0.2672135 -0.51008010 0.2073132
#> lag1_var3 -0.29072815 0.4362658 -0.85304802 0.3102927
#> lag1_var4 0.27548904 0.4181471 -0.29810498 0.8096519
#> const -0.46836133 1.4595204 -2.30218193 1.7503355
#> exo1 0.08136452 0.1469625 -0.10697461 0.2955104
#> exo2 -0.78419725 0.1619288 -1.01562955 -0.5759322
#> exo3 0.14294368 0.1613941 -0.03173829 0.4089622
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.06244334 0.4101988 -1.6058546 -0.4826839
#> lag1_var2 2.70524990 1.3182789 0.6641166 4.1235982
#> lag1_var3 2.89649436 2.1266142 -0.4738224 5.1240172
#> lag1_var4 -2.69288719 2.0204646 -4.7848940 0.5086371
#> const 12.50408393 3.5049992 8.6488274 16.9693690
#> exo1 -0.02403223 0.3772628 -0.6570703 0.2862184
#> exo2 0.83381452 0.4448446 0.2838730 1.4655257
#> exo3 -0.50910505 0.5212106 -1.3269057 0.0714154
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.085389 0.5450266 1.4650714 2.888753
#> lag1_var2 -3.762026 1.1551811 -5.0068396 -2.040800
#> lag1_var3 -4.795251 1.7661102 -6.7100565 -2.218969
#> lag1_var4 5.269360 1.6900387 2.7615995 7.042608
#> const -14.695441 8.0442571 -24.5036347 -5.417921
#> exo1 0.402531 0.8468960 -0.8347959 1.442816
#> exo2 -2.720478 0.7834627 -3.5676046 -1.429796
#> exo3 1.008258 0.6186873 0.1835476 1.870882
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4366421 0.6971567 0.577702775 2.4112739
#> lag1_var2 -2.4218259 1.7344235 -4.661156356 -0.2139980
#> lag1_var3 -3.5452524 2.6997692 -7.025104935 -0.2098055
#> lag1_var4 4.1499511 2.5773043 0.946045619 7.5019603
#> const -7.4086917 9.3565368 -19.033575047 3.5657071
#> exo1 0.4090325 0.7342895 -0.704604344 1.3683987
#> exo2 -2.2185825 1.0035271 -3.162607104 -0.5671157
#> exo3 0.7088795 0.4791615 -0.005814242 1.3192480
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001071179 0.0002362783 0.0007918533 0.001427504
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007182401 0.00273324 -0.01180174 -0.004117047
#> Sigma[2,2] 0.228164288 0.04221576 0.17540603 0.282215283
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008416416 0.002422766 -0.001573557 0.004785765
#> Sigma[3,2] -0.0720862124 0.045500368 -0.147882589 -0.028249632
#> Sigma[3,3] 0.1190614595 0.038284414 0.085265155 0.181099192
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003333005 0.002238784 -0.006096657 9.792467e-05
#> Sigma[4,2] 0.048577847 0.037292864 -0.007286149 8.689721e-02
#> Sigma[4,3] 0.091021744 0.031466781 0.058842997 1.409508e-01
#> Sigma[4,4] 0.128061124 0.035999555 0.091364821 1.846349e-01
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992725644 0.03355161 0.93919558 1.03296666
#> lag1_var2 -0.050511932 0.05997377 -0.12279550 0.04430438
#> lag1_var3 -0.089787905 0.12358083 -0.24310927 0.10479497
#> lag1_var4 0.085149343 0.11294882 -0.09321379 0.22237487
#> const 0.512009692 0.37263595 0.08600441 1.08370910
#> exo1 -0.002394459 0.04546347 -0.06422105 0.05526898
#> exo2 -0.108220853 0.03568595 -0.15676328 -0.05977121
#> exo3 0.062628735 0.03302535 0.02840152 0.10304520
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5817180 0.4203304 -1.00271359 0.1473620
#> lag1_var2 1.8479928 0.6815953 0.90515998 2.8373461
#> lag1_var3 1.8922552 1.4015279 -0.05760052 3.9175914
#> lag1_var4 -1.7132805 1.2888853 -3.56515780 0.0971578
#> const 6.5525665 7.0366008 -5.08457490 15.0819956
#> exo1 -0.1147768 0.2298212 -0.39470197 0.2157245
#> exo2 2.1879815 0.5368187 1.41290753 2.9454234
#> exo3 -0.3683538 0.4450052 -1.00177333 0.1591532
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1845599 0.2683691 -0.21173640 0.4806726
#> lag1_var2 -0.2431036 0.4592956 -0.91185461 0.3773737
#> lag1_var3 0.2713570 0.9667034 -1.09900648 1.5491412
#> lag1_var4 0.6557582 0.8564092 -0.48931204 1.8689449
#> const -2.4415380 3.5244219 -8.21457484 0.8127647
#> exo1 0.1846714 0.1586131 -0.04041742 0.3801338
#> exo2 -1.7828612 0.2551046 -2.17112812 -1.4803093
#> exo3 0.8513842 0.2106589 0.54142405 1.0956859
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14360691 0.2311299 -0.4727362 0.1454890
#> lag1_var2 0.40865860 0.4425375 -0.1963320 1.0299732
#> lag1_var3 0.65022208 0.9206075 -0.5904117 2.0183700
#> lag1_var4 0.40039152 0.8312003 -0.8083765 1.5385306
#> const -0.07229769 3.7240293 -4.9136954 5.2541393
#> exo1 0.15055036 0.2025590 -0.1797045 0.3952203
#> exo2 -0.87080401 0.2917090 -1.2302270 -0.4103557
#> exo3 0.71479681 0.3438553 0.2338940 1.1078196
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00637956 0.001692061 0.004277771 0.008713332
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05888591 0.01950141 -0.0850390 -0.03499246
#> Sigma[2,2] 1.24088002 0.27542225 0.8565808 1.63947408
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05547324 0.0171012 0.03457151 0.08129642
#> Sigma[3,2] -1.14172946 0.3846743 -1.76923721 -0.68869183
#> Sigma[3,3] 2.30482717 0.6204320 1.86561873 3.29372484
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02032403 0.0076196 0.01220993 0.03219698
#> Sigma[4,2] -0.40558587 0.2516624 -0.83038882 -0.16520448
#> Sigma[4,3] 1.67091545 0.4584673 1.33763288 2.41170149
#> Sigma[4,4] 1.47652743 0.3728899 1.12941813 2.04261724
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93497021 0.06172573 0.850129051 1.013554697
#> lag1_var2 0.10113546 0.12116694 -0.036429140 0.265664350
#> lag1_var3 0.17843421 0.20622750 -0.048589101 0.458295722
#> lag1_var4 -0.17407927 0.20222624 -0.448901351 0.044646717
#> const 1.22308813 1.21678894 -0.326769690 2.861207532
#> exo1 0.09606247 0.05882720 0.002497194 0.164197116
#> exo2 -0.11846849 0.10163149 -0.268383256 0.007782344
#> exo3 0.09919260 0.06671981 0.026341994 0.208105085
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1973680 0.5057226 -0.411972 0.9142215
#> lag1_var2 -0.1103684 1.9105625 -2.136729 2.6587422
#> lag1_var3 -1.7713698 3.2518974 -5.219120 3.0272463
#> lag1_var4 1.7384702 3.1741807 -2.972286 5.1532793
#> const -2.0378384 6.7191062 -13.908872 4.8642825
#> exo1 -1.0148904 1.0673249 -2.201569 0.6061275
#> exo2 -0.2726295 1.1976340 -1.714968 1.5140884
#> exo3 -0.4191705 1.1514543 -1.974433 0.8720053
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54276427 0.9881362 -0.8244608 2.004679
#> lag1_var2 -0.49871395 3.0656148 -4.2976524 3.804968
#> lag1_var3 0.45809522 5.2185410 -5.8988458 7.742937
#> lag1_var4 0.37902079 5.1282990 -6.8365782 6.596604
#> const -1.23684809 17.9076817 -27.3324596 22.559509
#> exo1 0.02799681 1.7351897 -2.6246474 2.278204
#> exo2 -0.16670758 2.0090572 -2.9465368 2.390635
#> exo3 2.76958902 1.3469130 1.0808634 4.658037
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7006659 0.8221456 -0.3958993 1.835232
#> lag1_var2 -0.9710569 2.3714481 -3.5168183 2.872737
#> lag1_var3 -1.2700968 4.0229257 -5.5044079 5.214302
#> lag1_var4 2.0903499 3.9571492 -4.3093400 6.249810
#> const -3.4967490 15.6850409 -25.9871548 16.811547
#> exo1 -0.5895481 1.4612927 -2.7799128 1.279187
#> exo2 -0.3952108 1.4843037 -2.3721294 1.512611
#> exo3 2.4818998 1.0375001 1.2582923 3.954117
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001412931 0.0004552693 0.0009934488 0.002108708
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00383646 0.006081657 -0.01323523 0.003224834
#> Sigma[2,2] 0.40544848 0.184653338 0.28098449 0.696637022
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002953655 0.004851296 -0.002527457 0.01004314
#> Sigma[3,2] -0.342646739 0.153273238 -0.587794246 -0.23019275
#> Sigma[3,3] 0.299163643 0.127484817 0.198277718 0.50508622
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000378520 0.000982638 -0.001840245 0.0007486593
#> Sigma[4,2] 0.008345601 0.012742772 -0.008517199 0.0267168598
#> Sigma[4,3] 0.002704479 0.011668124 -0.013056417 0.0196263632
#> Sigma[4,4] 0.010249657 0.001852471 0.008052342 0.0128441631
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977716744 0.02510750 0.937123797 1.00156943
#> lag1_var2 -0.002684768 0.06088933 -0.073579560 0.09482963
#> lag1_var3 0.001805038 0.07384059 -0.083716983 0.11980118
#> lag1_var4 -0.001494068 0.07165502 -0.115287719 0.07531513
#> const 0.526518947 0.39530844 -0.118119954 0.96228086
#> exo1 0.026018028 0.02488136 -0.004694495 0.05925676
#> exo2 -0.083961992 0.03363568 -0.129733299 -0.04342710
#> exo3 0.025731490 0.04870444 -0.041132767 0.09037260
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005840063 0.4601419 -0.4931229 0.6423833
#> lag1_var2 -0.683770811 0.9771633 -1.8099166 0.7913517
#> lag1_var3 -1.862533632 1.1360565 -3.1341917 -0.1255151
#> lag1_var4 1.876343781 1.1237943 0.1812916 3.2320488
#> const -0.846403246 7.2435599 -10.9292199 8.3963822
#> exo1 0.023934412 0.4532610 -0.7397196 0.5496262
#> exo2 0.488235857 0.5886455 -0.3668582 1.1890482
#> exo3 0.465756178 0.5210506 -0.1685611 1.2747714
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.131157749 0.3965997 -0.4130897 0.5865748
#> lag1_var2 1.386708479 0.8719455 0.1649708 2.4651947
#> lag1_var3 2.479241393 1.0170385 1.0560740 3.7336275
#> lag1_var4 -1.537227921 1.0098483 -2.8668338 -0.1419836
#> const 1.622533966 6.4973763 -7.1573647 10.6533751
#> exo1 0.003809546 0.4087179 -0.4695645 0.6566279
#> exo2 -1.206208635 0.4781823 -1.8002341 -0.5066895
#> exo3 -0.132490440 0.4440044 -0.8533966 0.3798631
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13160676 0.06387484 0.05310223 0.2197611
#> lag1_var2 0.32954720 0.23214707 -0.03228065 0.5942740
#> lag1_var3 0.32884218 0.27233186 -0.08990373 0.6582074
#> lag1_var4 0.63334109 0.27089164 0.30801604 1.0415908
#> const 0.04920679 0.93351398 -1.39440430 1.2729204
#> exo1 0.02507768 0.10591201 -0.11043406 0.1766268
#> exo2 -0.82483011 0.08317659 -0.93226284 -0.7116696
#> exo3 0.27201680 0.07241184 0.20214798 0.3884083
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003808388 0.0009629084 0.002631666 0.005265014
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009324236 0.006191934 -0.01884308 -0.002103427
#> Sigma[2,2] 0.299536772 0.040830248 0.25005902 0.361117652
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01649681 0.008903846 0.003204169 0.02850846
#> Sigma[3,2] -0.38056923 0.068313441 -0.498032837 -0.30914255
#> Sigma[3,3] 0.63418758 0.156549147 0.476212224 0.87754134
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01234473 0.006306774 0.002397072 0.02040141
#> Sigma[4,2] -0.23908477 0.054649050 -0.330561528 -0.17891498
#> Sigma[4,3] 0.45959894 0.129628205 0.329179771 0.66348863
#> Sigma[4,4] 0.35240749 0.107895626 0.246712545 0.52495341
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96846015 0.04206382 0.903291154 1.01632339
#> lag1_var2 -0.03736585 0.08283406 -0.138195895 0.09062698
#> lag1_var3 -0.07199966 0.14946943 -0.251832865 0.16052649
#> lag1_var4 0.07442359 0.13857921 -0.142632426 0.24008202
#> const 0.59559742 0.39235567 0.101602674 1.18942904
#> exo1 0.04775518 0.05501688 -0.004977099 0.14070519
#> exo2 -0.44750320 0.06646132 -0.530248945 -0.35187041
#> exo3 0.24177134 0.05402514 0.173434073 0.32201918
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0975357 0.5454288 -1.85080240 -0.3352139
#> lag1_var2 3.4591174 0.8765887 2.15300210 4.3445011
#> lag1_var3 4.5807351 1.5937524 2.24185012 6.2723943
#> lag1_var4 -4.3330222 1.4882084 -5.91022723 -2.1581267
#> const 10.6230279 6.8060202 0.35345038 18.7032946
#> exo1 0.3430210 0.7052599 -0.84750575 1.0112468
#> exo2 1.0924262 0.7883992 -0.08046335 1.9364421
#> exo3 -0.3656382 0.4864839 -1.01908823 0.1939945
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3146121 0.6802029 0.5379706 2.376041
#> lag1_var2 -3.0612444 1.0204086 -4.5009784 -1.742838
#> lag1_var3 -4.6380617 1.8606383 -7.3291119 -2.235304
#> lag1_var4 5.3826727 1.7497511 3.1336548 7.958353
#> const -14.2305121 9.8108476 -27.0938307 -0.838534
#> exo1 -0.3230588 0.8190680 -0.9634075 1.123394
#> exo2 -5.2611729 1.1594669 -6.3868130 -3.456467
#> exo3 1.1859101 0.6388843 0.3948539 2.076388
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8068507 0.5131526 0.1976859 1.61916882
#> lag1_var2 -1.6998449 0.7417830 -2.7868868 -0.85746840
#> lag1_var3 -3.0961808 1.3534140 -5.0754798 -1.49392520
#> lag1_var4 3.9716034 1.2728628 2.4499979 5.85477518
#> const -10.1302126 7.3962406 -20.0313893 0.02327851
#> exo1 -0.1748038 0.4996383 -0.5973516 0.69659399
#> exo2 -4.8210560 0.8227422 -5.6257767 -3.48132344
#> exo3 1.0509681 0.4231107 0.5237877 1.63799957
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008204781 0.0002258573 0.0006243163 0.001191068
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01530018 0.002260297 -0.01915178 -0.0129465
#> Sigma[2,2] 0.51286183 0.084544556 0.39257306 0.6109542
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0130774 0.003380848 0.009258926 0.01839709
#> Sigma[3,2] -0.3454631 0.048269201 -0.417617017 -0.30862726
#> Sigma[3,3] 0.4284881 0.056139417 0.387732869 0.53247201
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004075403 0.003171714 0.0004987346 0.00858456
#> Sigma[4,2] -0.041039777 0.052771307 -0.1113981666 0.03247417
#> Sigma[4,3] 0.231136700 0.039992031 0.1878409484 0.29683183
#> Sigma[4,4] 0.214833457 0.026549531 0.1826249516 0.25901175
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978818753 0.01929261 0.95151520 1.00502576
#> lag1_var2 0.026053933 0.06995853 -0.05572688 0.13557694
#> lag1_var3 0.029881096 0.11372246 -0.10354978 0.20670027
#> lag1_var4 -0.031229779 0.11273744 -0.21041935 0.09540469
#> const 0.654964050 0.40487968 0.24259030 1.26355376
#> exo1 -0.007797097 0.01328511 -0.02376458 0.01096339
#> exo2 -0.082726366 0.02756519 -0.11394855 -0.03793848
#> exo3 0.031438941 0.03499137 -0.02255677 0.07342176
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21140681 0.3945853 -0.8032873 0.3256531
#> lag1_var2 1.01300780 1.1412993 -0.7893990 2.4281581
#> lag1_var3 0.59037814 1.9045760 -2.3606433 3.1503637
#> lag1_var4 -0.53614082 1.8897515 -2.9935149 2.3895065
#> const 3.92631601 8.4319764 -9.2562923 12.0919270
#> exo1 0.26446976 0.3445561 -0.1384610 0.8101839
#> exo2 0.44150463 0.5826832 -0.4222388 1.1360829
#> exo3 0.08370776 1.1553360 -1.1950941 1.9553414
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8345029 0.5874276 0.03411023 1.6357538
#> lag1_var2 0.5405258 1.5573775 -1.47870039 2.8517198
#> lag1_var3 1.3245256 2.6330232 -2.12106528 5.1270304
#> lag1_var4 -0.7063219 2.5116734 -4.38084142 2.5636511
#> const -1.3929961 9.0532277 -14.03605005 12.2252549
#> exo1 -0.3021513 0.4296418 -0.91377938 0.2707058
#> exo2 -4.3314687 0.5168054 -5.03567127 -3.7409126
#> exo3 1.3564790 0.9951488 -0.36432029 2.4761013
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7292278 0.4575155 0.0724090 1.2794723
#> lag1_var2 0.8370778 1.1827736 -0.6519842 2.6233818
#> lag1_var3 1.1498272 1.9949233 -1.3728971 4.1121531
#> lag1_var4 -0.4951363 1.8781379 -3.2501826 1.9056954
#> const 0.1109979 5.7580544 -7.8848933 7.0793926
#> exo1 -0.1494054 0.3570829 -0.6029513 0.3761633
#> exo2 -4.2455091 0.4238707 -4.7868946 -3.6178507
#> exo3 1.4757219 0.5899809 0.6596837 2.2083682
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005252181 9.471229e-05 0.0004161085 0.000668415
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007057073 0.006458991 -0.01611483 0.001115256
#> Sigma[2,2] 2.911694565 0.642250714 2.08668961 3.892726436
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004156373 0.002872077 0.0009591791 0.008212978
#> Sigma[3,2] -1.479302668 0.267916454 -1.8267758626 -1.115788586
#> Sigma[3,3] 0.927540770 0.130467031 0.7906974031 1.104121258
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002528654 0.002112235 -0.002379037 0.003396174
#> Sigma[4,2] 0.1739567230 0.160503334 0.019016434 0.444399229
#> Sigma[4,3] 0.1578201580 0.094629217 0.019395159 0.270564446
#> Sigma[4,4] 0.3581721694 0.133740983 0.208612866 0.556269050
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03825958 0.01849289 1.014950580 1.064906790
#> lag1_var2 -0.02430368 0.01362060 -0.045462582 -0.009869408
#> lag1_var3 -0.04880270 0.02691124 -0.090684117 -0.020465242
#> lag1_var4 0.02510624 0.02063372 0.003494892 0.058100388
#> const 0.37079940 0.18399804 0.187215681 0.688614268
#> exo1 0.01415349 0.02314010 -0.015902638 0.039438428
#> exo2 -0.03320028 0.02700532 -0.063387610 0.011827074
#> exo3 0.03828234 0.01969670 0.010400339 0.063080955
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.90842920 1.702374 -5.6168734 -0.942711
#> lag1_var2 2.57546166 1.403905 0.5045014 4.210096
#> lag1_var3 3.03905101 2.663902 -0.8400112 6.268422
#> lag1_var4 -1.83086026 2.021994 -4.4198221 1.127234
#> const 25.34294913 23.217119 0.7818557 60.628366
#> exo1 -0.61172293 1.411340 -2.7361019 1.038958
#> exo2 -0.88115681 2.178008 -3.1428464 2.857267
#> exo3 -0.01920003 1.203724 -1.5573314 1.688415
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.33459552 0.9611285 0.6503457 3.2070982
#> lag1_var2 -0.60730956 0.8137984 -1.6070006 0.4964654
#> lag1_var3 -0.22765819 1.5403474 -2.1320900 1.8299740
#> lag1_var4 0.49238417 1.1966463 -1.0935962 1.9897286
#> const -14.88769050 13.9730737 -37.4087848 -0.2649809
#> exo1 0.54177959 0.9027534 -0.6289881 1.7440500
#> exo2 0.16361334 1.2272753 -2.0302395 1.3082462
#> exo3 -0.02761194 0.6659957 -0.8668542 0.9985404
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22974740 0.3706610 -0.31678966 0.7295849
#> lag1_var2 0.49323639 0.3199606 0.01320690 0.8160316
#> lag1_var3 0.87822537 0.5939540 -0.02795933 1.4867937
#> lag1_var4 0.07236828 0.4503194 -0.36797529 0.8123682
#> const -3.06453504 4.6717471 -9.75524954 3.2526019
#> exo1 0.36715541 0.6640632 -0.33536529 1.3426284
#> exo2 -0.43178933 0.9532163 -1.68359368 0.9144926
#> exo3 -0.15615716 0.4400538 -0.70024737 0.4915783
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001019703 0.00019886 0.0007625603 0.001304157
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001251982 0.001152503 -0.003166805 -0.0001610627
#> Sigma[2,2] 0.030735258 0.005973696 0.023748903 0.0401188914
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002911366 0.002162286 -0.002035318 0.003386177
#> Sigma[3,2] -0.0248356183 0.007886402 -0.037514396 -0.018105215
#> Sigma[3,3] 0.0918668496 0.013703070 0.075156893 0.111656015
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001193697 0.001676193 -0.002769057 0.0015711739
#> Sigma[4,2] -0.004053527 0.004937386 -0.011341781 0.0008616492
#> Sigma[4,3] 0.076241223 0.010762190 0.060356872 0.0889580104
#> Sigma[4,4] 0.074717980 0.009648780 0.059562957 0.0866343872
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000889712 0.01025897 0.988062063 1.01615254
#> lag1_var2 -0.027606887 0.04761890 -0.075684345 0.04681519
#> lag1_var3 -0.032062818 0.09129975 -0.126821605 0.09945434
#> lag1_var4 0.026762370 0.09360837 -0.106555330 0.12557138
#> const 0.399104772 0.25980358 0.004144823 0.66866292
#> exo1 -0.002445778 0.03603752 -0.061071604 0.03546211
#> exo2 -0.053998275 0.03700178 -0.104165533 -0.01087917
#> exo3 -0.035183147 0.03155738 -0.076959787 0.00944110
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22166417 0.07999196 0.1080067 0.3244451
#> lag1_var2 1.15675707 0.25284981 0.7917559 1.4975028
#> lag1_var3 0.79385352 0.42270253 0.2419180 1.4074445
#> lag1_var4 -0.91716487 0.43511342 -1.5465459 -0.3670985
#> const 4.20057415 1.88243648 1.3665333 6.7332615
#> exo1 -0.04203748 0.14492670 -0.2477479 0.1350549
#> exo2 0.91948860 0.14270510 0.7125227 1.1181175
#> exo3 -1.03751252 0.25652109 -1.4161829 -0.6972083
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4365231 0.0926271 -0.5603426 -0.3048700
#> lag1_var2 1.0990293 0.6271034 0.4809279 2.0757024
#> lag1_var3 1.9069778 1.1076599 0.8419959 3.8061420
#> lag1_var4 -0.8349375 1.1409023 -2.7875188 0.2793339
#> const 4.1386172 3.2520052 -0.2556000 8.4302331
#> exo1 0.3087392 0.1390933 0.1256754 0.5137513
#> exo2 -2.0607747 0.2651752 -2.4769284 -1.7509098
#> exo3 0.5122876 0.4830712 -0.2300918 1.0415990
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2868467 0.1131561 -0.43542075 -0.15183002
#> lag1_var2 1.5381842 0.5345781 1.01832684 2.44772579
#> lag1_var3 1.9255701 0.9466688 1.10506671 3.63518615
#> lag1_var4 -0.9265527 0.9680592 -2.67290481 -0.09533187
#> const 6.2627200 2.8782377 2.30342997 10.21622544
#> exo1 0.2858375 0.1149045 0.09207044 0.40303554
#> exo2 -1.4883552 0.2536771 -1.88786688 -1.16224611
#> exo3 -0.1803460 0.4072876 -0.73476967 0.32012413
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001140585 0.0003863493 0.000755218 0.001739412
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002781567 0.001859877 -0.005315081 -0.0003904417
#> Sigma[2,2] 0.082483365 0.023610634 0.060028666 0.1210952159
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001128601 0.003646435 -0.004322655 0.005522744
#> Sigma[3,2] -0.0756704927 0.032913744 -0.111725965 -0.033338500
#> Sigma[3,3] 0.2639074335 0.058173831 0.181512038 0.341747373
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001255522 0.003787646 -0.005894694 0.0045133590
#> Sigma[4,2] -0.036405845 0.030762711 -0.073722333 -0.0001199372
#> Sigma[4,3] 0.242847637 0.048474536 0.176636884 0.3081843533
#> Sigma[4,4] 0.242004765 0.041420058 0.190147311 0.3017424398
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97338205 0.02436500 0.933097481 0.99796869
#> lag1_var2 -0.02819484 0.05025375 -0.075325558 0.05785139
#> lag1_var3 -0.05611066 0.09436198 -0.162071744 0.08190707
#> lag1_var4 0.05886708 0.08988100 -0.073630418 0.16224334
#> const 0.50624096 0.29567254 0.213277164 0.99510706
#> exo1 0.01735746 0.03785383 -0.043922555 0.06206196
#> exo2 -0.16326876 0.02548256 -0.201070230 -0.12925979
#> exo3 0.05001598 0.03689780 0.002395502 0.10214317
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05192494 0.1683110 -0.1216054 0.33396480
#> lag1_var2 1.40340191 0.3357196 0.9663000 1.87612262
#> lag1_var3 1.56092651 0.7486758 0.6164958 2.67340992
#> lag1_var4 -1.62319751 0.7282727 -2.7286942 -0.71845127
#> const 4.35850280 3.2212493 -0.9759303 7.34487134
#> exo1 -0.57569949 0.1674734 -0.8154749 -0.35298153
#> exo2 0.84251666 0.3848260 0.3424236 1.37386096
#> exo3 -0.34330448 0.2450794 -0.6653221 0.04303392
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.901526268 0.3287332 0.5500140 1.34431049
#> lag1_var2 -2.202776088 0.9820688 -3.7012016 -1.00888554
#> lag1_var3 -2.901330273 2.0686439 -6.1799080 -0.64597509
#> lag1_var4 3.743848556 1.9897408 1.6374319 6.90707869
#> const -10.592813337 5.8905011 -18.9007641 -3.52760887
#> exo1 0.126952304 0.3011208 -0.3621269 0.37839912
#> exo2 -0.821405163 0.5661207 -1.6157780 -0.06791853
#> exo3 -0.007015806 0.3669943 -0.5916927 0.41713769
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9952076 0.3105858 0.6349154 1.4192847
#> lag1_var2 -1.9276019 0.9327203 -3.3483646 -0.7358408
#> lag1_var3 -2.9385111 1.9233040 -6.0134001 -0.7325811
#> lag1_var4 3.7494129 1.8448202 1.6950359 6.7109244
#> const -9.7959650 5.1907854 -17.1328650 -3.3669361
#> exo1 -0.1668475 0.3252306 -0.6730511 0.1742284
#> exo2 -0.3170109 0.4469497 -0.8903753 0.2820858
#> exo3 -0.2526801 0.3921412 -0.7392589 0.3142526
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007237805 0.000184647 0.00052963 0.001012263
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002865977 0.001132801 -0.004371626 -0.00135148
#> Sigma[2,2] 0.075817819 0.015148507 0.052622944 0.09521716
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00380378 0.002166703 0.0007600541 0.006615286
#> Sigma[3,2] -0.09104999 0.023770567 -0.1194045632 -0.058638335
#> Sigma[3,3] 0.28627810 0.061936304 0.2093988839 0.371058609
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002213023 0.002122402 -0.000702744 0.004870297
#> Sigma[4,2] -0.048442665 0.020530587 -0.072889483 -0.021852214
#> Sigma[4,3] 0.237444669 0.053216505 0.169110862 0.308786313
#> Sigma[4,4] 0.212694415 0.046345696 0.152119105 0.273101827
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98411516 0.007550205 0.97356632 0.99393660
#> lag1_var2 -0.03004762 0.044834875 -0.09028815 0.04178199
#> lag1_var3 0.01178720 0.080080722 -0.08073748 0.14874891
#> lag1_var4 -0.01331238 0.079421440 -0.15004286 0.07644961
#> const 0.59896849 0.218147655 0.28115483 0.82171235
#> exo1 0.01118867 0.027077378 -0.02373284 0.04783575
#> exo2 -0.10880865 0.032294028 -0.15224962 -0.06987317
#> exo3 -0.13134489 0.027131801 -0.16383361 -0.08953040
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.057581515 0.1085614 -0.1077428 0.1917084
#> lag1_var2 0.305035983 0.7132585 -0.6696109 1.3469050
#> lag1_var3 -0.682896381 1.2709120 -2.3691138 1.2113648
#> lag1_var4 0.677224165 1.2767309 -1.2276035 2.3665260
#> const -0.810300916 3.4260820 -5.2785933 4.2583916
#> exo1 0.006621785 0.1828169 -0.2323913 0.2551606
#> exo2 0.774842880 0.2348345 0.5561235 1.1300519
#> exo3 2.638999129 0.3030779 2.2070008 2.9879054
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26745849 0.2264631 -0.4991751 0.05783504
#> lag1_var2 1.33955797 1.1926143 -0.5373604 2.76325453
#> lag1_var3 2.80113765 2.1090175 -0.6124580 5.15247622
#> lag1_var4 -1.80098933 2.1141780 -4.1618189 1.62425799
#> const 5.80258085 6.2550846 -3.1189968 11.47312976
#> exo1 0.07104363 0.3171746 -0.3925970 0.40106996
#> exo2 -0.05627486 0.3086007 -0.3849018 0.42430096
#> exo3 -5.17021450 0.7005915 -6.1321757 -4.19262794
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21896902 0.1991838 -0.43583381 0.05332211
#> lag1_var2 1.21124423 0.9452588 -0.25624790 2.23002128
#> lag1_var3 1.87076896 1.7272209 -0.90171241 3.56068080
#> lag1_var4 -0.86742046 1.7345833 -2.56573783 1.92569198
#> const 4.55352140 5.5517819 -3.79851912 10.05460400
#> exo1 0.07590236 0.2881290 -0.35402733 0.44126501
#> exo2 0.42603599 0.3152980 0.05521355 0.85321162
#> exo3 -3.75538773 0.5645004 -4.56809255 -2.95195333
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001205687 0.0003358371 0.0007054188 0.00154833
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02980203 0.01056722 -0.04194155 -0.01613638
#> Sigma[2,2] 2.09520793 0.44406112 1.55925476 2.74565312
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01439203 0.005735189 0.007218263 0.02346945
#> Sigma[3,2] -1.12520925 0.264061066 -1.502342352 -0.76123137
#> Sigma[3,3] 0.81901424 0.189123503 0.597029445 1.10006401
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008390411 0.003482411 -0.006331257 0.003554133
#> Sigma[4,2] -0.1060910274 0.174203136 -0.314711995 0.147246731
#> Sigma[4,3] 0.3159849873 0.100379359 0.192072054 0.467861019
#> Sigma[4,4] 0.3188268762 0.065499191 0.224436740 0.394661937
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966361788 0.03318699 0.930658650 1.01891806
#> lag1_var2 -0.002249882 0.02679592 -0.047169080 0.02758211
#> lag1_var3 -0.005294396 0.05589570 -0.098026875 0.05890097
#> lag1_var4 0.012334115 0.04645493 -0.039966999 0.08994728
#> const 0.393859435 0.36843782 -0.131863761 0.83104441
#> exo1 0.055905094 0.04361010 -0.008218979 0.11737217
#> exo2 -0.220071188 0.04429684 -0.285185945 -0.15909180
#> exo3 0.081855127 0.03993230 0.017407681 0.12750073
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6090191 0.9866555 -1.7969518 0.7872708
#> lag1_var2 1.5083598 1.1770249 0.1632335 3.4163322
#> lag1_var3 1.1062012 2.4463414 -1.7130625 5.0865910
#> lag1_var4 -0.9385985 2.0864701 -4.3295446 1.4176820
#> const 5.5883815 15.3146562 -11.7618090 30.4344748
#> exo1 -1.6796398 1.8638611 -4.5511174 0.2513056
#> exo2 2.2066681 1.4234765 0.5337708 4.2205538
#> exo3 -1.2263474 0.6491719 -2.1058330 -0.2799946
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7134364 0.7559156 -0.3542629 1.7616030
#> lag1_var2 -0.8245068 1.0419130 -2.3458610 0.2365519
#> lag1_var3 -0.6258482 2.1588984 -3.8059144 1.5583900
#> lag1_var4 1.4135733 1.8342503 -0.3995974 4.1094701
#> const -4.2069751 5.8214043 -10.2833182 4.5920453
#> exo1 0.2679522 0.9315414 -0.6356054 1.7977652
#> exo2 -5.2671748 0.6541241 -6.1617092 -4.4923585
#> exo3 0.9753997 0.4944518 0.3425396 1.6082281
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4614917 0.6315775 -0.40824359 1.4274888
#> lag1_var2 -0.5435837 0.8078249 -1.63624043 0.5737629
#> lag1_var3 -0.9993404 1.6776892 -3.28027169 1.3108939
#> lag1_var4 1.8827741 1.4273522 -0.07570996 3.8239077
#> const -2.8716902 5.4914565 -8.21029359 5.7498864
#> exo1 -0.6704788 0.3517324 -1.18977335 -0.2239313
#> exo2 -4.7843278 0.2401803 -5.06773019 -4.4497602
#> exo3 0.4169022 0.5158547 -0.27037715 1.1193671
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001869473 0.0005263326 0.001291899 0.002638414
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01167243 0.007921078 -0.02163392 -0.002033775
#> Sigma[2,2] 0.89458428 0.219180084 0.64170590 1.215731722
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003274813 0.006036898 -0.003776142 0.01236079
#> Sigma[3,2] -0.306444251 0.082656245 -0.412352887 -0.20519442
#> Sigma[3,3] 0.554062664 0.122079908 0.402335196 0.71828104
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003949876 0.006541093 -0.01001564 0.006204571
#> Sigma[4,2] 0.254316982 0.156139185 0.03861779 0.450884104
#> Sigma[4,3] 0.398213672 0.133949684 0.24920833 0.600933545
#> Sigma[4,4] 0.596938930 0.182613185 0.45221716 0.894056738
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.031764846 0.02050013 1.00333542 1.057811988
#> lag1_var2 -0.129299748 0.10300395 -0.28506156 0.013983820
#> lag1_var3 -0.233015551 0.17462850 -0.49914183 0.005820611
#> lag1_var4 0.219626516 0.17404649 -0.01742393 0.485284114
#> const 0.078759084 0.44019965 -0.54594836 0.700817531
#> exo1 0.006024181 0.02686704 -0.02629418 0.048503642
#> exo2 -0.189540616 0.06144796 -0.27055328 -0.103309864
#> exo3 -0.054499789 0.03970518 -0.10896247 0.002594490
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03481502 0.2560296 -0.2466784 0.3964399
#> lag1_var2 0.93041447 1.8014090 -1.7858563 2.9369555
#> lag1_var3 0.80406419 3.2968329 -4.2566847 4.5039910
#> lag1_var4 -0.78190718 3.2368997 -4.3930291 4.1552314
#> const 1.28334438 6.1765780 -7.7980064 7.6811629
#> exo1 -0.49602752 1.0688253 -1.7249306 1.1831686
#> exo2 -0.50650328 1.7552610 -3.2241534 1.3909935
#> exo3 1.19042003 0.8219727 0.3624826 2.6076654
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1191513 0.2750148 -0.2786592 0.4944604
#> lag1_var2 2.0341821 1.7469778 -0.3382766 4.1397631
#> lag1_var3 3.7215119 3.1081324 -0.3782570 7.5109406
#> lag1_var4 -2.9297063 3.0413537 -6.6343867 1.0593764
#> const 7.5437266 5.2746346 0.9599456 14.8251082
#> exo1 -1.2852018 0.5741994 -2.2655798 -0.6175498
#> exo2 -0.1967397 1.3352978 -1.9076675 1.6066308
#> exo3 -2.4644006 0.6589269 -3.1983849 -1.4037024
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1561795 0.2576156 -0.2311768 0.4557555
#> lag1_var2 2.3314995 1.6309457 0.3006774 4.9884768
#> lag1_var3 3.7660170 2.8227709 0.4578909 8.4937062
#> lag1_var4 -2.9562400 2.7695907 -7.6235050 0.2453203
#> const 7.6754255 6.6128896 -0.8441642 16.8772187
#> exo1 -1.6791354 0.8126541 -2.8264129 -0.5694128
#> exo2 -0.5756026 1.4974355 -2.1061385 1.8988783
#> exo3 -1.8848712 0.8123450 -2.7034597 -0.6619826
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001279914 0.0002185038 0.00104677 0.001580324
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001243783 0.0002257531 -0.001591265 -0.001009541
#> Sigma[2,2] 0.006442460 0.0013075222 0.004720310 0.008263033
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002622997 0.001225205 -0.00209117 0.001255873
#> Sigma[3,2] -0.0130187375 0.004226617 -0.01875824 -0.008093058
#> Sigma[3,3] 0.0609331547 0.016144842 0.04218449 0.084045735
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001321009 0.001262514 -0.00320501 0.0001548446
#> Sigma[4,2] -0.008346832 0.003530571 -0.01283449 -0.0036695966
#> Sigma[4,3] 0.052403567 0.013998035 0.03637431 0.0737792508
#> Sigma[4,4] 0.047350347 0.012459141 0.03387898 0.0672780704
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994125196 0.009980613 0.98053761 1.00645120
#> lag1_var2 -0.014657551 0.086226572 -0.15299569 0.08620138
#> lag1_var3 0.034750962 0.109071154 -0.14575482 0.15701448
#> lag1_var4 -0.038386228 0.110068554 -0.15984811 0.14404931
#> const 0.623166552 0.398513514 -0.02847366 1.08481131
#> exo1 -0.009888993 0.021648949 -0.03541071 0.02381306
#> exo2 -0.072684624 0.036171104 -0.11963029 -0.02319679
#> exo3 0.007614188 0.040349042 -0.05066465 0.06568249
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12853587 0.03699720 0.08928488 0.1878465
#> lag1_var2 0.44681328 0.21467301 0.15963109 0.7009621
#> lag1_var3 -0.24379401 0.29021572 -0.62129937 0.1147779
#> lag1_var4 0.23038892 0.29408623 -0.13317172 0.6158030
#> const -0.72253983 1.40293663 -2.85517202 0.9227056
#> exo1 0.03038872 0.06655392 -0.04827939 0.1342383
#> exo2 0.37398746 0.09425080 0.26529852 0.5254219
#> exo3 0.21993467 0.10712710 0.08409015 0.3749862
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2239050 0.1285050 -0.42777921 -0.1269063
#> lag1_var2 0.9229203 0.8083114 0.09258226 2.2175239
#> lag1_var3 1.4425063 1.1453685 0.39957270 3.3295324
#> lag1_var4 -0.4484460 1.1590326 -2.35478852 0.5946717
#> const 3.6760179 5.0608003 -0.28516997 11.7627377
#> exo1 -0.1773462 0.1824485 -0.39471118 0.1064823
#> exo2 -1.0160576 0.2096299 -1.30234439 -0.6928555
#> exo3 -0.2315624 0.3780549 -0.70050321 0.3536458
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12722263 0.1103742 -0.3108110 -0.04708723
#> lag1_var2 0.86741082 0.7072468 0.1809251 1.97816526
#> lag1_var3 0.72645895 1.0040281 -0.1595758 2.38065242
#> lag1_var4 0.26822130 1.0152407 -1.4042671 1.15490572
#> const 2.31782300 4.2574155 -0.7241522 9.15391359
#> exo1 -0.15536683 0.1650919 -0.3371271 0.10258478
#> exo2 -0.75795592 0.1942901 -1.0079952 -0.46914781
#> exo3 -0.06564261 0.3193498 -0.4616060 0.42358607
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001545812 0.0002186437 0.001286753 0.001867811
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003935583 0.0009617652 -0.005466067 -0.002883667
#> Sigma[2,2] 0.027580104 0.0093587895 0.017806229 0.041632823
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00158835 0.001503242 -0.0004652573 0.003303751
#> Sigma[3,2] -0.02241381 0.010985736 -0.0393499325 -0.011635369
#> Sigma[3,3] 0.04979997 0.010813987 0.0364557689 0.064190702
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002157134 0.001339804 -0.002315552 0.001181969
#> Sigma[4,2] -0.0111313488 0.007898944 -0.023022948 -0.002745935
#> Sigma[4,3] 0.0443361248 0.007970502 0.032788334 0.053874507
#> Sigma[4,4] 0.0440324799 0.007081536 0.033198471 0.050505198
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96119446 0.03571602 0.90954197 1.005937921
#> lag1_var2 0.04273832 0.06356058 -0.03048005 0.129794359
#> lag1_var3 0.09032381 0.14273672 -0.06866054 0.311150893
#> lag1_var4 -0.08930973 0.13243563 -0.29440687 0.059340379
#> const 0.82402080 0.57709507 -0.06743433 1.464302045
#> exo1 -0.01215197 0.04346108 -0.08063111 0.035697737
#> exo2 -0.06018703 0.04215345 -0.11061836 0.005567474
#> exo3 -0.03966254 0.04287764 -0.09359073 0.024369007
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1421253 0.1448667 -0.042411723 0.3351044
#> lag1_var2 0.7037298 0.2848687 0.338718287 1.0910038
#> lag1_var3 0.1636232 0.6433861 -0.741158509 0.8673205
#> lag1_var4 -0.1720128 0.6021532 -0.824637204 0.6780782
#> const 0.8886419 1.6077917 -1.392050009 2.7393834
#> exo1 0.0174040 0.1399782 -0.194111005 0.1751848
#> exo2 0.6318117 0.1380338 0.447321547 0.8076717
#> exo3 0.2540723 0.1783121 -0.004360859 0.4696456
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37196966 0.08918165 -0.4777020 -0.26431816
#> lag1_var2 0.70661475 0.22448044 0.3738430 0.97931351
#> lag1_var3 1.67869857 0.58746682 0.7063607 2.38531923
#> lag1_var4 -0.61414035 0.55097219 -1.2714219 0.30223499
#> const 1.22947011 1.06361959 0.2140267 3.05042601
#> exo1 -0.08941574 0.18528615 -0.3302249 0.16160640
#> exo2 -0.48822836 0.32049982 -1.0135044 -0.08886506
#> exo3 -0.32235960 0.23294329 -0.6371934 -0.01642882
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35971387 0.1025559 -0.4889684 -0.19959550
#> lag1_var2 0.79250141 0.2448409 0.3683056 1.01874166
#> lag1_var3 1.19314391 0.6257818 0.2874729 1.93363222
#> lag1_var4 -0.09232547 0.5870182 -0.7842311 0.76300045
#> const 0.75085748 1.5320288 -0.6766628 3.11301071
#> exo1 -0.09285842 0.2172768 -0.4329122 0.13542716
#> exo2 -0.25518253 0.3135933 -0.7689707 0.12593160
#> exo3 -0.24454653 0.2204919 -0.5343308 0.08047192
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002526188 8.944119e-05 0.0001846048 0.000387588
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001843953 0.0009991533 -0.003030579 -0.0006804552
#> Sigma[2,2] 0.118120495 0.0410055660 0.069766688 0.1781576865
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003163018 0.001782234 0.001393621 0.006027717
#> Sigma[3,2] -0.066013552 0.031796659 -0.118570190 -0.036688364
#> Sigma[3,3] 0.437063980 0.111438613 0.298694243 0.598043240
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002292432 0.001799599 0.0002817363 0.004965954
#> Sigma[4,2] 0.002596039 0.018339246 -0.0212592737 0.029971969
#> Sigma[4,3] 0.433833334 0.121889988 0.2722512709 0.602488133
#> Sigma[4,4] 0.473593619 0.136135038 0.2831185469 0.653718096
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9886566048 0.009213063 0.97731138 1.00339573
#> lag1_var2 0.0027831001 0.026379559 -0.02763776 0.04295594
#> lag1_var3 0.0006988954 0.046843675 -0.04976499 0.07213245
#> lag1_var4 -0.0054837992 0.044919124 -0.07420906 0.04362286
#> const 0.5617353172 0.148183966 0.36344410 0.78368186
#> exo1 0.0040028192 0.011654800 -0.01330241 0.01814258
#> exo2 -0.1766891782 0.017442654 -0.20164383 -0.15211024
#> exo3 -0.0134366170 0.015797909 -0.03943864 0.00343098
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5417996 0.3497925 -1.0605815 -0.1146447
#> lag1_var2 1.0225707 0.5291949 0.4525130 1.9470831
#> lag1_var3 0.4864757 1.0271436 -0.6692120 2.2430969
#> lag1_var4 -0.2922907 0.9807304 -1.9732934 0.7904352
#> const 3.0517242 6.9258429 -6.0528365 12.6633185
#> exo1 -0.5521804 0.2234961 -0.8446782 -0.2349245
#> exo2 2.0393364 0.3396736 1.6302354 2.5392825
#> exo3 0.1280020 0.2810829 -0.1921750 0.5367192
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3021290 0.4991356 -0.9454107 0.3111152
#> lag1_var2 2.5835667 0.7083647 1.5760129 3.6696298
#> lag1_var3 5.5250202 1.3910447 3.6501032 7.7112084
#> lag1_var4 -4.6075374 1.3051752 -6.6477511 -2.8379928
#> const 12.3492115 8.6302719 0.6970608 22.8026290
#> exo1 0.2758847 0.5600600 -0.7199591 0.6876872
#> exo2 -4.5312822 0.5794640 -5.2973326 -3.7570153
#> exo3 -3.2684438 0.4292224 -3.9226882 -2.7960963
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68766094 0.5328831 -1.4555650 -0.1258753
#> lag1_var2 3.04663333 0.7975035 2.0202448 4.2287867
#> lag1_var3 5.61477985 1.5805177 3.5866570 8.0749496
#> lag1_var4 -4.55719997 1.4734909 -6.8490646 -2.7006487
#> const 14.32720837 7.6336509 5.5805322 24.5148983
#> exo1 -0.04904387 0.5373013 -0.9779462 0.4027325
#> exo2 -3.64060682 0.7178617 -4.6257602 -2.7135776
#> exo3 -3.45264283 0.4396811 -4.1041080 -3.0176838
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002263053 0.0004784233 0.001592951 0.002928501
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004308595 0.001394964 -0.006364232 -0.00282409
#> Sigma[2,2] 0.018531654 0.004734574 0.012882569 0.02511120
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002516576 0.003857769 -0.006830803 0.003687048
#> Sigma[3,2] -0.011222972 0.013866835 -0.030902875 0.008117088
#> Sigma[3,3] 0.235503353 0.037771370 0.187876107 0.290028856
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006281169 0.003816257 -0.01139152 -0.0008051143
#> Sigma[4,2] 0.002935909 0.016154089 -0.01620471 0.0278793165
#> Sigma[4,3] 0.239437137 0.034852832 0.19423691 0.2883046478
#> Sigma[4,4] 0.255009674 0.035831670 0.21136740 0.3088489097
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989210420 0.02853014 0.95156680 1.02759493
#> lag1_var2 -0.038805845 0.09669090 -0.14876896 0.11919107
#> lag1_var3 -0.075388403 0.12062279 -0.24149988 0.10328714
#> lag1_var4 0.070523077 0.11559759 -0.10066312 0.22974352
#> const 0.555017867 0.50545970 -0.14681090 1.24462063
#> exo1 0.017844547 0.04408678 -0.03919037 0.08305888
#> exo2 -0.015570469 0.04341495 -0.07362649 0.03963541
#> exo3 0.001220365 0.05221616 -0.07271483 0.06935897
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005750847 0.06321691 -0.09770020 0.08039767
#> lag1_var2 0.737552986 0.28513925 0.35793145 1.15159041
#> lag1_var3 0.352258129 0.31092521 0.03642179 0.85752514
#> lag1_var4 -0.330996600 0.30028943 -0.82093340 -0.02127313
#> const 1.147225027 0.95658848 -0.22780789 2.44862567
#> exo1 -0.069213866 0.09972143 -0.17703262 0.08775326
#> exo2 0.647748384 0.07191658 0.53955990 0.72557136
#> exo3 0.281067187 0.12009744 0.10624795 0.41897795
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53330854 0.3191518 -1.019518110 -0.1443796
#> lag1_var2 1.58532799 1.0502424 -0.007623502 2.9220448
#> lag1_var3 1.71982105 1.7225184 -0.732137828 4.0344977
#> lag1_var4 -0.69939099 1.6592770 -2.923635618 1.6642561
#> const 4.96600636 4.6948569 -0.628964006 11.2609453
#> exo1 -0.39342001 0.4968691 -0.937214414 0.3698875
#> exo2 0.01312823 0.4972294 -0.636247984 0.7562302
#> exo3 -0.04509590 0.4275546 -0.720488369 0.3904424
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5828724 0.3362090 -1.09347958 -0.1649117
#> lag1_var2 1.7682157 1.1922619 0.01291747 3.2859374
#> lag1_var3 1.4497713 1.8855104 -1.27112159 3.8942611
#> lag1_var4 -0.3920902 1.8143805 -2.73942658 2.2287038
#> const 5.0826536 4.7396701 -0.86914175 11.4303938
#> exo1 -0.4715267 0.5317713 -1.12214932 0.3450558
#> exo2 0.4708125 0.5129699 -0.20634105 1.2161203
#> exo3 0.1644805 0.4449615 -0.55536261 0.6636552
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008131409 0.0001432089 0.0006121243 0.001001462
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004754947 0.001781329 -0.006822587 -0.002139574
#> Sigma[2,2] 0.068881510 0.012416061 0.053932720 0.086731310
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004904879 0.002418397 0.001852516 0.008552343
#> Sigma[3,2] -0.057662907 0.017044144 -0.085234463 -0.040706575
#> Sigma[3,3] 0.192361686 0.045922798 0.129777015 0.256046737
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002052767 0.00177285 0.0001661861 0.004624484
#> Sigma[4,2] -0.015670560 0.01598406 -0.0345146162 0.001053471
#> Sigma[4,3] 0.162338121 0.04122525 0.1048267796 0.221605714
#> Sigma[4,4] 0.158151205 0.03913336 0.1084313621 0.218155148
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96300031 0.01390495 9.413640e-01 0.9776583354
#> lag1_var2 0.05010819 0.03692158 -9.251846e-05 0.1080350946
#> lag1_var3 0.03860808 0.05993223 -3.332358e-02 0.1361139719
#> lag1_var4 -0.03173248 0.05905247 -1.290312e-01 0.0373262748
#> const 0.49938126 0.18830993 2.815213e-01 0.7573750849
#> exo1 0.01445069 0.03764464 -4.476535e-02 0.0634007596
#> exo2 -0.10361949 0.03794184 -1.538417e-01 -0.0450258430
#> exo3 -0.02793196 0.02215469 -5.916634e-02 -0.0004777116
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02720376 0.04337241 -0.019993102 0.09164032
#> lag1_var2 0.51640102 0.25648276 0.201027048 0.89184026
#> lag1_var3 -0.16253981 0.48040414 -0.647399739 0.57591511
#> lag1_var4 0.16480871 0.47270723 -0.559725695 0.65123017
#> const 0.41766242 1.28746493 -1.029434194 2.01301522
#> exo1 0.05891194 0.31492346 -0.311061573 0.46489418
#> exo2 1.20042420 0.36068769 0.609056243 1.50464048
#> exo3 0.36290249 0.32871607 0.009219978 0.88095822
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4217087 0.1440642 0.23939001 0.62243537
#> lag1_var2 -0.3949480 0.9983401 -1.67996366 0.95126629
#> lag1_var3 0.3977196 1.6665565 -1.56041534 2.79069309
#> lag1_var4 0.4882779 1.6094205 -1.79616186 2.39275186
#> const -3.6436348 2.5866579 -7.44619331 -0.46421428
#> exo1 -0.7605771 0.5562548 -1.58216844 -0.09432035
#> exo2 -1.1524032 0.6604172 -1.68427958 -0.09014944
#> exo3 0.3479320 0.3485052 -0.06061152 0.86251732
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4520065 0.1388942 0.3011553 0.6621549
#> lag1_var2 -0.4429849 0.9608517 -1.6055840 0.8516784
#> lag1_var3 -0.2844778 1.5846407 -2.0536435 2.0006574
#> lag1_var4 1.1831615 1.5331377 -1.0076401 2.8666904
#> const -4.4017717 2.3720494 -7.3668738 -0.8431468
#> exo1 -0.7511044 0.5270808 -1.4828895 -0.0485424
#> exo2 -0.3796079 0.4804125 -0.7465714 0.4371226
#> exo3 0.6177823 0.3281073 0.1845609 1.0034822
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007545924 0.000176535 0.0005741315 0.001008585
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001020363 0.005443124 -0.008853361 0.00533042
#> Sigma[2,2] 1.391578186 0.302126495 0.971318791 1.79223067
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00436107 0.004199972 -0.0008261894 0.01089086
#> Sigma[3,2] -0.73969276 0.174639089 -0.9760567073 -0.50293677
#> Sigma[3,3] 0.63816930 0.121383036 0.4579007688 0.79694642
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004659609 0.00270224 0.001423868 0.007740409
#> Sigma[4,2] 0.069978637 0.09945132 -0.058438128 0.206975845
#> Sigma[4,3] 0.267548460 0.06985500 0.170680848 0.359826624
#> Sigma[4,4] 0.384733717 0.08632892 0.308536385 0.534579667
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9868179104 0.01983842 0.96227695 1.01417759
#> lag1_var2 0.0002464401 0.01571545 -0.02305409 0.01847673
#> lag1_var3 0.0041725475 0.02911951 -0.04368049 0.03488719
#> lag1_var4 -0.0057392277 0.02233306 -0.02803590 0.03097812
#> const 0.4673983545 0.23499808 0.11733927 0.72668520
#> exo1 -0.0069467560 0.01998495 -0.03274425 0.02395116
#> exo2 -0.0953962249 0.02183413 -0.12128513 -0.06077025
#> exo3 0.0180414807 0.03114516 -0.02323695 0.05771002
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9014175 1.0127876 -2.2805638 0.2516970
#> lag1_var2 1.7471216 0.9207265 0.4763292 3.0522270
#> lag1_var3 1.9330957 1.6460076 -0.4049895 4.2217230
#> lag1_var4 -1.4704514 1.2757716 -3.3060035 0.2611117
#> const 1.5835382 17.2132353 -23.8522900 22.2403531
#> exo1 0.3111342 1.3570424 -1.2233492 2.3117424
#> exo2 0.3596354 0.7128107 -0.3383481 1.5992383
#> exo3 -0.2395302 1.7738210 -2.3546523 2.3492733
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1199414 0.7886907 1.09857126 3.1762693
#> lag1_var2 -1.0432561 0.5565704 -1.66263127 -0.1247096
#> lag1_var3 -0.7260601 0.9989051 -1.84579919 0.8413172
#> lag1_var4 1.0190127 0.7445781 -0.09681466 1.9257674
#> const -6.5889521 8.2392795 -17.56175507 3.9138533
#> exo1 -0.2880365 1.0527263 -1.85080117 1.0617280
#> exo2 -1.4633381 0.4645386 -2.19808623 -0.9738812
#> exo3 0.2126703 1.2245286 -1.36575500 1.8083795
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.98137386 0.5172079 1.4246471 2.8084077
#> lag1_var2 -0.67958051 0.3813344 -1.2118507 -0.1668898
#> lag1_var3 -0.61636295 0.5483846 -1.4560730 0.0917952
#> lag1_var4 1.10111895 0.3785761 0.6137796 1.7041560
#> const -8.70586410 4.4315946 -15.2490666 -3.3856654
#> exo1 -0.13318683 0.5630485 -0.8657061 0.5902768
#> exo2 -1.58664178 0.5686179 -2.3790460 -0.8016800
#> exo3 0.07013721 0.6008817 -0.8419059 0.7503028
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003348787 6.632773e-05 0.0002355748 0.0004079086
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000394837 0.001447399 -0.002435795 0.001603181
#> Sigma[2,2] 0.176742219 0.062666757 0.103386290 0.272134254
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002034348 0.0006950641 0.001215568 0.002797012
#> Sigma[3,2] -0.046609565 0.0336610618 -0.098161453 -0.004751224
#> Sigma[3,3] 0.099118566 0.0277635019 0.077959237 0.144020597
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001967011 0.001594198 -0.0002538639 0.004015593
#> Sigma[4,2] 0.074052198 0.045690141 0.0400231123 0.150972960
#> Sigma[4,3] 0.079256362 0.019568124 0.0639624547 0.113468897
#> Sigma[4,4] 0.143726393 0.044426227 0.1024564284 0.220464276
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966422010 0.009256353 0.95596506 0.9786967768
#> lag1_var2 -0.012481202 0.019750464 -0.04505540 0.0108387673
#> lag1_var3 -0.008387533 0.030978107 -0.05900228 0.0288770559
#> lag1_var4 0.012577630 0.027764045 -0.01990554 0.0585605452
#> const 0.625814957 0.073183643 0.53001204 0.7193839541
#> exo1 -0.017204896 0.014214232 -0.03843098 -0.0005596151
#> exo2 -0.021095920 0.018363018 -0.04167455 0.0080199227
#> exo3 -0.005406176 0.020303063 -0.03610725 0.0212951820
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1199839983 0.4441147 -0.4030964 0.7763739
#> lag1_var2 0.4774402662 0.6381188 -0.4526859 1.2767133
#> lag1_var3 -0.7835236832 1.0359505 -2.2996500 0.4978620
#> lag1_var4 0.7648609262 0.8879264 -0.3524514 2.0632324
#> const -1.4595848671 4.5274690 -6.6737443 4.7001526
#> exo1 -0.1143772688 0.3278388 -0.5950799 0.2471536
#> exo2 3.0961540623 0.5263405 2.4293874 3.7399062
#> exo3 -0.0008422803 0.3777575 -0.3358054 0.6491411
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03330101 0.4474530 -0.67057586 0.55926447
#> lag1_var2 0.29106542 0.6542505 -0.58052010 1.31200610
#> lag1_var3 1.21368475 1.0393964 -0.14373439 2.86840636
#> lag1_var4 -0.27282331 0.9073998 -1.71165360 0.92041542
#> const 0.55934139 3.1397126 -3.91186985 4.60344389
#> exo1 0.21735022 0.2358002 -0.05131427 0.57222480
#> exo2 -1.34330221 0.3506499 -1.81389502 -0.86856626
#> exo3 -0.17784211 0.1865648 -0.44977519 0.05877442
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08912585 0.4973676 -0.45775044 0.8277237
#> lag1_var2 0.18743718 0.7079658 -0.92602703 0.8708692
#> lag1_var3 0.02606736 1.1091729 -1.73342116 1.0877321
#> lag1_var4 0.92214307 0.9753649 -0.03564324 2.4657728
#> const -1.61708412 3.0540444 -4.80261571 2.7684609
#> exo1 0.15364633 0.2265459 -0.09958853 0.5079724
#> exo2 0.52442504 0.3946983 -0.03095402 0.9936339
#> exo3 -0.23435863 0.2576937 -0.52717655 0.1722400
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001107817 0.0004591403 0.0006557215 0.001764922
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001959171 0.002744901 -0.000625597 0.006591985
#> Sigma[2,2] 0.146798521 0.012927906 0.124935622 0.160190739
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00662983 0.004662153 -0.01295251 -0.001130671
#> Sigma[3,2] -0.12299710 0.018057592 -0.15303661 -0.107695181
#> Sigma[3,3] 0.46782566 0.099893797 0.32693409 0.599098101
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005127383 0.003504094 -0.009243955 -0.0001140535
#> Sigma[4,2] -0.007957042 0.020612891 -0.040453019 0.0122148072
#> Sigma[4,3] 0.375768337 0.093383146 0.243752910 0.4890968256
#> Sigma[4,4] 0.374035870 0.087986931 0.254134225 0.4861724522
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997051379 0.01535732 0.97577667 1.018321333
#> lag1_var2 -0.006821575 0.07357107 -0.08027813 0.109747082
#> lag1_var3 -0.010137794 0.09415163 -0.10517703 0.142578102
#> lag1_var4 0.005512047 0.09409046 -0.14639344 0.101198162
#> const 0.463142511 0.36955922 -0.01805582 0.970620800
#> exo1 0.036868206 0.03011199 0.00107168 0.084283039
#> exo2 -0.021040807 0.02964244 -0.06666149 0.009658754
#> exo3 -0.059629847 0.03480765 -0.10584761 -0.017651414
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2350394 0.1963047 -0.4630295 0.07104418
#> lag1_var2 0.4749737 1.3935903 -1.1621673 2.59983621
#> lag1_var3 -0.1259900 1.7313933 -2.1649881 2.45218853
#> lag1_var4 0.2035050 1.7474623 -2.4251274 2.24784580
#> const -0.1015483 5.2509112 -7.3029497 7.77136538
#> exo1 -0.3795474 0.4582635 -0.8605087 0.32522562
#> exo2 0.1459073 0.4143236 -0.2770111 0.79680875
#> exo3 0.4203476 0.3855052 -0.1469315 0.91520304
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08384959 0.2753891 -0.4228016 0.2957590
#> lag1_var2 1.30495200 2.5485145 -2.9911215 3.3779345
#> lag1_var3 2.28556675 3.1528166 -3.1143836 5.0129135
#> lag1_var4 -1.34426737 3.2017362 -4.1162132 4.1324213
#> const 5.89938675 9.6233686 -8.5927157 16.9641955
#> exo1 0.50387432 0.6249789 -0.2212234 1.4028257
#> exo2 -0.10732747 0.5020068 -0.7944534 0.6109529
#> exo3 -0.01764870 0.6908317 -0.7769455 1.0087800
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.255675664 0.2570322 -0.5371501 0.0780770
#> lag1_var2 1.271611177 1.8828199 -1.5921075 3.3452852
#> lag1_var3 1.666585007 2.3477310 -1.9444390 4.3010309
#> lag1_var4 -0.659638745 2.3857229 -3.3218595 3.0147522
#> const 5.157608524 8.8529466 -7.8408536 14.5752765
#> exo1 0.201031979 0.6281693 -0.7618498 1.0502953
#> exo2 0.002768491 0.4329256 -0.5987660 0.5449718
#> exo3 0.303936073 0.4908915 -0.3147523 0.9740284
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001229509 0.0002344586 0.000957577 0.001551818
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003151518 0.001363233 -0.004568355 -0.001017205
#> Sigma[2,2] 0.100275335 0.017515099 0.077513601 0.122030006
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002922563 0.001199369 0.001263122 0.004661897
#> Sigma[3,2] -0.082614037 0.016840413 -0.106416917 -0.062659066
#> Sigma[3,3] 0.077937481 0.017897633 0.058647668 0.106679543
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001084626 0.0007291631 0.0003084253 0.002323497
#> Sigma[4,2] -0.024216961 0.0075254468 -0.0356771118 -0.015288791
#> Sigma[4,3] 0.030288833 0.0090396648 0.0224964716 0.045243430
#> Sigma[4,4] 0.016696874 0.0052652474 0.0123646781 0.025115185
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996718787 0.01555514 0.97414363 1.01515336
#> lag1_var2 -0.020611586 0.08497603 -0.13994352 0.09175220
#> lag1_var3 0.004454896 0.14238011 -0.19680312 0.19139036
#> lag1_var4 -0.012644352 0.14122449 -0.19765872 0.18892018
#> const 0.714153522 0.43911500 -0.04153574 1.18152941
#> exo1 0.012825342 0.03481517 -0.03839627 0.05510154
#> exo2 -0.042477127 0.04050574 -0.08733170 0.02425141
#> exo3 0.017943667 0.03641695 -0.02564412 0.06662363
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07996237 0.1180966 -0.1260321 0.1769638
#> lag1_var2 0.30144102 0.7231337 -0.7487004 1.1547016
#> lag1_var3 -0.66309632 1.1388062 -2.2700051 0.7883637
#> lag1_var4 0.69535889 1.1297788 -0.7234464 2.3091038
#> const -2.87240061 2.7807484 -6.1583927 1.3897425
#> exo1 0.06326988 0.2337576 -0.2774841 0.3863081
#> exo2 1.12991777 0.3675829 0.7503124 1.7221308
#> exo3 0.30288570 0.4176718 -0.2981867 0.8386022
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13596265 0.1208889 -0.2683351 0.06635305
#> lag1_var2 1.03114830 0.6471485 0.1879989 1.97039898
#> lag1_var3 2.40271464 0.9943044 1.0391193 3.78005495
#> lag1_var4 -1.45148412 0.9868615 -2.8199029 -0.09116557
#> const 5.71775132 2.8696510 1.0667068 8.60605016
#> exo1 -0.01831895 0.1242777 -0.2093067 0.12135414
#> exo2 -1.25921462 0.3837783 -1.8842178 -0.83595610
#> exo3 -0.01936791 0.3548570 -0.4503418 0.53637856
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09382836 0.05708057 -0.17066719 -0.01327869
#> lag1_var2 0.90198275 0.30927191 0.52351730 1.34944282
#> lag1_var3 1.48572118 0.48717668 0.89546383 2.20727545
#> lag1_var4 -0.50062808 0.48931795 -1.22303241 0.08962228
#> const 3.26969514 1.47123231 1.23781416 5.15318632
#> exo1 0.01819752 0.06362598 -0.06068790 0.10105696
#> exo2 -0.63058364 0.20412513 -0.92795416 -0.36856662
#> exo3 0.16318095 0.12596155 0.01375276 0.36725822
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007289329 0.0001691795 0.000571647 0.001003429
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0123868 0.004132072 -0.01939468 -0.008072124
#> Sigma[2,2] 0.4616477 0.119755683 0.33845174 0.664088422
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009738174 0.003005765 0.006671806 0.01494259
#> Sigma[3,2] -0.321537348 0.086425310 -0.464112508 -0.22845176
#> Sigma[3,3] 0.258372039 0.063711183 0.184753673 0.35723262
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002004392 0.0009783556 0.000884483 0.003589482
#> Sigma[4,2] -0.029593020 0.0275893058 -0.071700263 0.006481705
#> Sigma[4,3] 0.057639586 0.0197880906 0.036738006 0.091160903
#> Sigma[4,4] 0.041914166 0.0067072826 0.031342752 0.049797689
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971595556 0.02815960 0.92737309 1.00182630
#> lag1_var2 -0.016727504 0.04735895 -0.06040665 0.05778932
#> lag1_var3 -0.035753384 0.07590591 -0.11009735 0.08146458
#> lag1_var4 0.037880301 0.06830365 -0.06859876 0.10559653
#> const 0.517696283 0.20550713 0.25251597 0.82507650
#> exo1 0.008526639 0.03068851 -0.03271807 0.05044375
#> exo2 -0.046873195 0.03696822 -0.10787304 -0.01412981
#> exo3 0.070540671 0.03584516 0.02260991 0.11922826
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2723420 0.4545237 -0.2728963 0.8365482
#> lag1_var2 1.4828952 0.9789714 0.1403908 2.8298039
#> lag1_var3 1.3990789 1.6061300 -0.7473679 3.6614095
#> lag1_var4 -1.5062959 1.4873794 -3.6077777 0.4796639
#> const 2.7155880 4.7085862 -3.8798204 8.7545355
#> exo1 0.8023958 0.6611401 -0.1202392 1.7371646
#> exo2 0.8677411 0.7004792 -0.1094929 1.8199865
#> exo3 0.1099914 0.6758448 -0.7264580 1.0883596
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3733724 0.5070557 -0.2399891 1.008755688
#> lag1_var2 -1.1540680 0.9371612 -2.4893508 0.008565528
#> lag1_var3 -1.3481525 1.5369270 -3.5338526 0.550627917
#> lag1_var4 2.2733218 1.4047348 0.5328309 4.264838009
#> const -5.4506522 4.1064793 -10.9116711 0.325527233
#> exo1 -0.4393423 0.5830351 -1.3307851 0.304659921
#> exo2 -1.4204378 0.5320703 -2.1430650 -0.726787612
#> exo3 -0.3056776 0.4973541 -0.9771456 0.371651789
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57647470 0.2634991 0.2275639 0.93438223
#> lag1_var2 -0.70522759 0.4081156 -1.2401292 -0.17701163
#> lag1_var3 -1.24629177 0.6720690 -2.1295101 -0.34966300
#> lag1_var4 2.11473601 0.6172489 1.2708987 2.92916815
#> const -5.17165276 1.8820412 -7.7662852 -2.53982870
#> exo1 0.06842459 0.2262117 -0.2800259 0.33950574
#> exo2 -0.91871931 0.1518727 -1.1394909 -0.72748950
#> exo3 -0.23636120 0.2518395 -0.6805628 0.00788578
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003135666 9.327874e-05 0.0002231373 0.0004683088
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006680541 0.001511493 -0.008677292 -0.004993824
#> Sigma[2,2] 0.551012741 0.091350600 0.459633379 0.695229403
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00583405 0.002060947 0.00358924 0.008572183
#> Sigma[3,2] -0.47959922 0.111499761 -0.64269547 -0.351395546
#> Sigma[3,3] 0.78326755 0.214578367 0.49845881 1.043220755
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001676295 0.001504916 9.024438e-05 0.003975972
#> Sigma[4,2] -0.141306234 0.090528512 -2.556987e-01 -0.035932491
#> Sigma[4,3] 0.503560264 0.164530241 2.928065e-01 0.715922525
#> Sigma[4,4] 0.432522941 0.118984596 2.756335e-01 0.585112856
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99826622 0.01876138 0.96869433 1.01937887
#> lag1_var2 -0.04771421 0.04884172 -0.10719621 0.02266818
#> lag1_var3 -0.07740167 0.07824011 -0.17646014 0.03478898
#> lag1_var4 0.07132469 0.07334706 -0.03439191 0.16404129
#> const 0.44465932 0.22088326 0.19884311 0.78306595
#> exo1 0.01701080 0.01400944 -0.00155572 0.03435135
#> exo2 -0.04588487 0.01742298 -0.06615874 -0.01872660
#> exo3 0.04174136 0.02328216 0.01099775 0.07383184
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0173424 0.8217415 -2.1917504 0.01975227
#> lag1_var2 2.8241116 1.8535275 0.7124185 5.37213952
#> lag1_var3 2.9962347 2.9003863 -0.2630165 7.04413764
#> lag1_var4 -2.6997809 2.6903402 -6.4850580 0.33046541
#> const 9.1078526 10.1005262 -3.9265836 22.67842536
#> exo1 -0.6061139 1.0880398 -2.1560831 0.47914606
#> exo2 0.2965768 0.7108751 -0.6256017 1.20642033
#> exo3 0.5350714 0.7572946 -0.6556307 1.54267384
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4514781 0.8740012 0.3064285 2.63994998
#> lag1_var2 -2.1308548 1.8771038 -4.7817635 0.49057123
#> lag1_var3 -2.1096211 3.0570917 -6.3553759 2.12154934
#> lag1_var4 2.6878391 2.8486518 -1.2219574 6.65340134
#> const -11.5719926 11.9045170 -26.6923880 3.91467497
#> exo1 0.5594267 1.1193643 -0.8655681 2.11367778
#> exo2 -1.1266085 0.6873792 -1.9787101 -0.05704043
#> exo3 -0.3546223 0.6724354 -1.3807610 0.44161001
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81762650 0.5143105 0.08873199 1.45297895
#> lag1_var2 -0.72638562 1.3823208 -1.98584690 1.38714067
#> lag1_var3 -0.81230553 2.2613095 -2.87760891 2.63622759
#> lag1_var4 1.59329132 2.1069345 -1.63366708 3.55376618
#> const -7.00731965 6.8425239 -16.20028409 1.88406181
#> exo1 0.17097720 0.6846587 -0.79415288 1.10670675
#> exo2 -0.96842298 0.6913802 -1.83792173 0.08129842
#> exo3 -0.00435569 0.5223513 -0.61887585 0.75406021
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001469771 2.782359e-05 0.0001236397 0.0001941952
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001042249 0.0009385801 -0.002202809 4.191569e-05
#> Sigma[2,2] 0.234485336 0.0562683749 0.183608697 3.158592e-01
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003109962 0.001068138 0.001627497 0.004570415
#> Sigma[3,2] -0.210978455 0.043748028 -0.279543054 -0.160985817
#> Sigma[3,3] 0.489314533 0.080807315 0.377932695 0.594378421
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002535411 0.001049072 0.0009179711 0.003715977
#> Sigma[4,2] -0.061077518 0.042143270 -0.1037395951 0.009374825
#> Sigma[4,3] 0.367194894 0.083323157 0.2538444292 0.468967910
#> Sigma[4,4] 0.341565825 0.080463378 0.2217345759 0.424887594
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9779144720 0.008933123 0.965634503 0.98791901
#> lag1_var2 0.0006225168 0.033580234 -0.041901853 0.05007867
#> lag1_var3 -0.0108039994 0.053867741 -0.077463097 0.06747779
#> lag1_var4 0.0099207089 0.052079913 -0.064831848 0.07451868
#> const 0.6340099976 0.158036948 0.418365876 0.81467974
#> exo1 -0.0019684053 0.010120874 -0.014761271 0.01224407
#> exo2 -0.0256035970 0.010881562 -0.042224265 -0.01394534
#> exo3 0.0198071232 0.011696710 0.002290048 0.03091169
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19625631 0.4202080 -0.69151088 0.4815114
#> lag1_var2 2.10341022 1.1433525 0.54386095 3.5706128
#> lag1_var3 2.30235432 2.0180471 -0.32627345 4.8464496
#> lag1_var4 -2.31707653 1.9792079 -4.78814201 0.2358193
#> const 7.72527728 8.8392728 -6.19592269 15.6663161
#> exo1 -0.40086285 0.4157776 -1.04670520 0.0894908
#> exo2 0.54282107 0.4807737 -0.08706185 1.2663717
#> exo3 0.01156241 0.5570347 -0.67764206 0.6946946
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19516152 0.4843259 -0.8880696 0.3353824
#> lag1_var2 0.44718002 1.2528547 -0.9877798 2.4386542
#> lag1_var3 1.11699652 1.9246169 -1.0878600 4.2054386
#> lag1_var4 -0.09951814 1.8266138 -3.0291960 1.9898400
#> const 2.54407250 7.8698821 -6.1528298 14.2692983
#> exo1 1.22954427 0.6376109 0.3176322 1.9986069
#> exo2 -0.43633871 0.5566317 -1.2159631 0.1602808
#> exo3 1.72857341 0.6182104 1.1012471 2.6315727
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33909838 0.3749537 -0.8454874 0.1605465
#> lag1_var2 1.47258496 1.2179521 -0.2228004 2.7930850
#> lag1_var3 2.08157313 1.8772894 -0.5705067 4.0502294
#> lag1_var4 -1.05595379 1.7885851 -2.9210799 1.5232176
#> const 6.82875526 6.1733057 -0.1024006 16.3001289
#> exo1 0.99175244 0.6414112 0.2083129 1.9636192
#> exo2 -0.09323782 0.5285376 -0.8466847 0.4891777
#> exo3 1.82431896 0.4292947 1.2025453 2.2936695
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003705653 7.260542e-05 0.0002745184 0.000457898
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003453542 0.0004743977 -0.0009087129 0.0003516219
#> Sigma[2,2] 0.0228674578 0.0055050327 0.0168894201 0.0321859966
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003057152 0.0004757234 -0.0003421939 0.0009029905
#> Sigma[3,2] -0.0132535341 0.0055417923 -0.0209815713 -0.0056003631
#> Sigma[3,3] 0.0185662407 0.0049583743 0.0121888718 0.0257565714
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001815333 0.0004113417 -0.0003742659 0.0006825754
#> Sigma[4,2] -0.0043961865 0.0042618116 -0.0100166865 0.0014969330
#> Sigma[4,3] 0.0145180270 0.0032971320 0.0100240819 0.0189962782
#> Sigma[4,4] 0.0141394214 0.0024048535 0.0103174807 0.0168335236
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9897224006 0.01215045 0.97608088 1.00843911
#> lag1_var2 -0.0023627108 0.03126573 -0.03957534 0.04386818
#> lag1_var3 0.0006106486 0.05709896 -0.06199459 0.08860254
#> lag1_var4 -0.0097388367 0.05691635 -0.09769753 0.04922206
#> const 0.6823650097 0.25989908 0.36545094 1.02445730
#> exo1 0.0104457631 0.02186013 -0.01285700 0.04457721
#> exo2 -0.0667393994 0.02014147 -0.09214161 -0.03811100
#> exo3 0.0175534321 0.03964629 -0.04562182 0.06672951
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16433929 0.08858137 0.06234216 0.2941012
#> lag1_var2 0.15817150 0.23213317 -0.19776233 0.3617549
#> lag1_var3 -0.47317371 0.42199405 -1.07509055 -0.0185247
#> lag1_var4 0.54403645 0.40247264 0.11163991 1.1442950
#> const 0.18977082 0.83484959 -1.14700722 1.1454080
#> exo1 -0.06301787 0.11110676 -0.19514343 0.1040296
#> exo2 2.28463479 0.12071160 2.12050049 2.4495829
#> exo3 0.59746293 0.16890114 0.32247376 0.7870552
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05579213 0.08616432 -0.1560150 0.06775693
#> lag1_var2 0.51363672 0.19795312 0.2954951 0.78988458
#> lag1_var3 1.43723368 0.36377469 0.9788154 1.95965849
#> lag1_var4 -0.50769720 0.35523020 -1.0269568 -0.08171700
#> const 0.56041369 1.30112504 -0.8863437 2.77637052
#> exo1 -0.05597003 0.17525521 -0.2886655 0.17827107
#> exo2 -1.27630142 0.16225906 -1.5368537 -1.09118899
#> exo3 -0.23306239 0.22842526 -0.4765364 0.14859732
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002289663 0.07902339 -0.1118718 0.08955432
#> lag1_var2 0.336711027 0.16275620 0.1639546 0.53304600
#> lag1_var3 0.630943309 0.31362098 0.2038910 1.03200308
#> lag1_var4 0.353808794 0.30713602 -0.0444192 0.77084345
#> const -0.323687420 1.31615712 -1.7194235 1.90333479
#> exo1 -0.094677258 0.16412985 -0.3209534 0.13590630
#> exo2 -0.405907835 0.14936127 -0.6315349 -0.22540237
#> exo3 0.015358649 0.21221548 -0.1928649 0.35609059
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002848512 6.724982e-05 0.0002162765 0.0003878614
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008113545 0.001600635 -0.01062603 -0.006303524
#> Sigma[2,2] 0.448758034 0.084559716 0.35528138 0.573059426
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008247145 0.001570488 0.006202967 0.01067234
#> Sigma[3,2] -0.440657066 0.096643851 -0.574689297 -0.30550112
#> Sigma[3,3] 0.563981513 0.111586290 0.406710728 0.71183505
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003059378 0.000806983 0.002003191 0.00417465
#> Sigma[4,2] -0.151039838 0.053976207 -0.213677979 -0.06645769
#> Sigma[4,3] 0.287180294 0.076790822 0.198706017 0.40514810
#> Sigma[4,4] 0.198189989 0.068726051 0.138312521 0.31747303
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98875763 0.01475938 0.96681799 1.007419902
#> lag1_var2 -0.02051481 0.01970076 -0.03882955 0.011210344
#> lag1_var3 -0.03233360 0.02872530 -0.06012011 0.011518988
#> lag1_var4 0.03005408 0.02617630 -0.00856821 0.057134864
#> const 0.46466628 0.18680872 0.23857288 0.723159461
#> exo1 -0.02682695 0.02331717 -0.06238504 0.001483159
#> exo2 -0.02538789 0.01066066 -0.04186303 -0.012875002
#> exo3 0.03186705 0.01658189 0.01047317 0.053834741
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54966104 0.5072485 -1.10429122 0.25298939
#> lag1_var2 1.39895264 0.5405601 0.65663618 2.17453635
#> lag1_var3 0.88385055 0.8149828 -0.08826256 2.15656107
#> lag1_var4 -0.79160989 0.7607887 -2.04455197 -0.00419559
#> const 8.85774723 6.3009132 -0.58844133 16.02764327
#> exo1 0.35708304 0.8164733 -0.56315838 1.58283304
#> exo2 -0.01330087 0.5590630 -0.81207368 0.72772532
#> exo3 -0.79185761 0.8052412 -1.61441071 0.51693969
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68824574 0.6855812 -0.3779468 1.3597964
#> lag1_var2 -0.12757330 0.9093116 -1.1731664 1.2098122
#> lag1_var3 0.81520270 1.3905308 -0.8640104 2.7872181
#> lag1_var4 0.01904586 1.2782583 -1.7080614 1.6953503
#> const -6.13856783 8.1762712 -13.5886613 7.1310219
#> exo1 -0.66606093 0.8957283 -2.0647345 0.4056379
#> exo2 -0.46569324 0.8353435 -1.8284627 0.4690940
#> exo3 1.04799217 0.9794328 -0.5026602 2.2398870
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3754125 0.4418924 -0.2686578 0.86264177
#> lag1_var2 0.3283366 0.6558499 -0.3700391 1.36094781
#> lag1_var3 0.7034412 1.0230461 -0.3635045 2.30890495
#> lag1_var4 0.1926929 0.9576978 -1.2645569 1.20381118
#> const -1.5641282 5.0673668 -6.6356821 6.08713233
#> exo1 -0.4378207 0.3963882 -1.0405163 0.04210904
#> exo2 -0.4817430 0.5611394 -1.4117506 0.01335583
#> exo3 0.5198309 0.5413061 -0.2314893 1.26022225
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000635802 0.0001629328 0.0004525544 0.0008311936
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009022845 0.0009082919 -0.002295253 9.916475e-05
#> Sigma[2,2] 0.0387590633 0.0087029740 0.027943684 5.106150e-02
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006041716 0.002967483 0.002459825 0.01062008
#> Sigma[3,2] -0.036233571 0.012978091 -0.055440778 -0.02063626
#> Sigma[3,3] 0.481046374 0.085142917 0.346171697 0.57753301
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005859754 0.002700832 0.002474957 0.01016485
#> Sigma[4,2] -0.010509612 0.013614205 -0.031090036 0.00603759
#> Sigma[4,3] 0.479110368 0.088214542 0.341288550 0.57860908
#> Sigma[4,4] 0.495536699 0.091180780 0.355138795 0.59706959
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975055170 0.01467892 0.95633534 0.99483997
#> lag1_var2 -0.016143872 0.04265154 -0.08422734 0.03772497
#> lag1_var3 -0.038836585 0.06874291 -0.14228190 0.05693390
#> lag1_var4 0.039431429 0.06570665 -0.05338178 0.13683471
#> const 0.589110154 0.19950207 0.33945794 0.86587545
#> exo1 0.038563604 0.02281571 0.01096802 0.07383443
#> exo2 -0.063009750 0.02758430 -0.10786728 -0.03270229
#> exo3 0.005775456 0.02189327 -0.02332091 0.03335373
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04636522 0.1137562 -0.21704114 0.079764757
#> lag1_var2 1.12752604 0.2320277 0.83751946 1.464393975
#> lag1_var3 0.41015705 0.3829927 -0.04868372 1.014880035
#> lag1_var4 -0.43241595 0.3684829 -1.01809741 0.006860851
#> const 2.85104329 2.2192729 -0.01548804 5.396470412
#> exo1 -0.12181387 0.2253410 -0.38230582 0.208450602
#> exo2 1.03455328 0.2405884 0.74699804 1.369580072
#> exo3 -0.75355415 0.2094381 -1.00590292 -0.480292544
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4000020 0.5041399 0.7364146 2.1378243
#> lag1_var2 -4.1930544 1.1861995 -5.6527276 -2.4228850
#> lag1_var3 -5.8926226 1.6996599 -8.1403836 -3.4492563
#> lag1_var4 6.6468080 1.5992198 4.3485245 8.7520179
#> const -18.9229617 6.8536261 -28.3540717 -9.3749001
#> exo1 0.2247383 0.6411115 -0.8104503 0.9660956
#> exo2 -4.1461988 0.3516893 -4.5443091 -3.5679465
#> exo3 -0.2322305 0.6998357 -1.1404989 0.7455981
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4235963 0.5059955 0.7479789 2.1617626
#> lag1_var2 -4.0126796 1.2871222 -5.5653600 -2.0271991
#> lag1_var3 -6.5020634 1.8512472 -8.7630626 -3.7091467
#> lag1_var4 7.2465004 1.7441581 4.6137187 9.3655179
#> const -18.7635990 6.2936037 -27.9027290 -10.0989237
#> exo1 0.1659139 0.5517239 -0.6937645 0.8957337
#> exo2 -3.5398315 0.4542402 -4.0583135 -2.8136743
#> exo3 -0.7398950 0.6453341 -1.6153506 0.1625647
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003775137 9.676282e-05 0.0002522832 0.0005120189
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009762761 0.001233506 -0.002534079 0.0006049244
#> Sigma[2,2] 0.4799114716 0.087309430 0.396410056 0.6187520618
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002011396 0.001187207 -0.003694266 -0.0005019068
#> Sigma[3,2] -0.185831991 0.075151451 -0.316709399 -0.1179030897
#> Sigma[3,3] 0.233897380 0.081636245 0.140642189 0.3531119403
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002615445 0.001429427 -0.004185326 -0.0002581559
#> Sigma[4,2] 0.059589434 0.061592418 -0.018034101 0.1473812835
#> Sigma[4,3] 0.142646709 0.063918385 0.065434182 0.2412285261
#> Sigma[4,4] 0.177131911 0.066678635 0.095445688 0.2743916958
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97696068 0.01286253 0.9623109693 0.99557963
#> lag1_var2 -0.01559962 0.03347583 -0.0456363082 0.04287808
#> lag1_var3 -0.03312166 0.06280752 -0.0891650690 0.07670243
#> lag1_var4 0.03722881 0.06224747 -0.0731545927 0.08918281
#> const 0.43061615 0.16780291 0.2506963701 0.66798836
#> exo1 -0.01629685 0.01810566 -0.0328105830 0.01564042
#> exo2 -0.04697544 0.01761251 -0.0752245141 -0.02676832
#> exo3 0.01924495 0.01255771 0.0008077576 0.03351855
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88668069 0.4671586 0.3578350 1.6009618
#> lag1_var2 0.28140721 1.2844676 -1.5070546 2.0267681
#> lag1_var3 -1.18228716 2.3809034 -4.5741956 2.0337855
#> lag1_var4 0.90389246 2.4430204 -2.3058473 4.4028902
#> const -8.74191279 6.4879518 -15.8397423 0.8562807
#> exo1 -0.59949339 0.7226431 -1.6035511 0.4381611
#> exo2 1.42145163 0.6627640 0.8826117 2.6037035
#> exo3 -0.03229615 0.5932370 -0.9541248 0.6807808
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1935128 0.4312370 -0.51336930 0.6395238
#> lag1_var2 0.3920034 0.8683688 -0.94918102 1.4821240
#> lag1_var3 1.5314915 1.5403733 -0.85110446 3.4157879
#> lag1_var4 -0.7281882 1.6259859 -2.72411679 1.6817628
#> const 4.6963014 6.1615818 -4.06487600 12.8711061
#> exo1 0.1187783 0.5142754 -0.45328921 0.9767794
#> exo2 -0.6647492 0.4911854 -1.43234266 -0.2158186
#> exo3 0.6161960 0.4376273 0.05126721 1.2746542
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66555534 0.3061820 0.1613239 1.0158613
#> lag1_var2 0.25067635 0.6005245 -0.6457876 1.1045773
#> lag1_var3 0.36701237 1.0465611 -1.1707769 1.8250449
#> lag1_var4 0.29863846 1.0776365 -1.2734806 1.8432876
#> const -0.49719197 5.6381819 -9.0070522 5.3794181
#> exo1 -0.18767475 0.3628193 -0.6521650 0.3868333
#> exo2 0.07552785 0.3503982 -0.4524161 0.5184141
#> exo3 0.65019630 0.5192498 0.1280302 1.4481664
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000808452 0.0002797301 0.0005736543 0.0012713
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00889821 0.00215955 -0.01254506 -0.006520769
#> Sigma[2,2] 0.30411469 0.04475318 0.26052997 0.373059693
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001021018 0.002254441 -0.002168159 0.003739562
#> Sigma[3,2] -0.179803056 0.030689026 -0.220918093 -0.133614100
#> Sigma[3,3] 0.469785004 0.064913601 0.378657894 0.541309987
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004762542 0.003185478 -0.009627817 -0.0009376345
#> Sigma[4,2] 0.010367255 0.039391320 -0.034992505 0.0675961051
#> Sigma[4,3] 0.379236669 0.068804224 0.279490963 0.4586603746
#> Sigma[4,4] 0.409071015 0.070220690 0.320974773 0.5076846919
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02531341 0.01601250 1.006253e+00 1.04831940
#> lag1_var2 -0.05977751 0.02525879 -8.860800e-02 -0.02567969
#> lag1_var3 -0.10489956 0.04155535 -1.544106e-01 -0.04721860
#> lag1_var4 0.09217744 0.04063256 3.717970e-02 0.14410185
#> const 0.20278992 0.19611455 -2.298002e-02 0.49191373
#> exo1 0.03409827 0.02815815 -1.204598e-02 0.05827260
#> exo2 -0.24283530 0.02914489 -2.785894e-01 -0.20125525
#> exo3 0.03185435 0.03100619 -2.167654e-05 0.08529549
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7753371 0.2397054 -1.0931356 -0.4294338
#> lag1_var2 1.6173244 0.3401349 1.1290281 2.0905050
#> lag1_var3 1.5424122 0.5130559 0.8088129 2.2120094
#> lag1_var4 -1.2937835 0.5098027 -1.9318182 -0.5413879
#> const 5.1460895 2.0286080 2.0117107 7.3360648
#> exo1 0.1279251 0.4965679 -0.5012222 0.9160583
#> exo2 7.6394061 0.5513702 6.8610292 8.4276504
#> exo3 -0.1051517 0.9388661 -1.3427556 1.2469656
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.17597388 0.3056607 0.7326302 1.4958739
#> lag1_var2 0.02593488 0.6920236 -0.9797122 0.8293509
#> lag1_var3 0.89481690 1.1775431 -0.8353859 2.2757072
#> lag1_var4 -0.34774915 1.1371265 -1.7034393 1.2837379
#> const -0.34363546 3.0672488 -4.0608759 4.0010918
#> exo1 0.49530255 1.0653588 -0.9869094 1.9324611
#> exo2 -8.19410487 0.5362677 -9.0728596 -7.7123895
#> exo3 0.93584122 0.8637323 -0.4322664 1.8896303
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7325323 0.3267251 0.2275232 1.119023
#> lag1_var2 0.6575187 0.7572257 -0.5175434 1.415270
#> lag1_var3 1.2572390 1.2909139 -0.7581534 2.582666
#> lag1_var4 -0.5530105 1.2282214 -1.8437168 1.360534
#> const 1.8027540 2.5332869 -1.0257811 5.814826
#> exo1 0.6100805 1.0136654 -0.5216388 2.108063
#> exo2 -3.7399599 0.5413343 -4.6562626 -3.177921
#> exo3 0.9490992 0.6028585 0.1259738 1.796431
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007478058 0.0001876142 0.0005325583 0.001034932
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005233377 0.002030869 -0.008390312 -0.002633574
#> Sigma[2,2] 0.154565381 0.039763986 0.102649220 0.204350200
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01142636 0.004975033 0.004216067 0.01810913
#> Sigma[3,2] -0.18518438 0.085910320 -0.299568570 -0.07701793
#> Sigma[3,3] 1.16081382 0.315540123 0.794941712 1.64151992
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008126133 0.004150549 0.001874756 0.01344708
#> Sigma[4,2] -0.077146966 0.082937218 -0.196157919 0.03660476
#> Sigma[4,3] 1.076404892 0.286981390 0.775139497 1.54566209
#> Sigma[4,4] 1.069947924 0.261186179 0.809236297 1.51172065
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96518572 0.01756911 0.93871681 0.98588898
#> lag1_var2 0.02108522 0.05246851 -0.03350352 0.10931613
#> lag1_var3 0.03077621 0.07826238 -0.04636018 0.16899652
#> lag1_var4 -0.02736735 0.07445866 -0.15897252 0.04646785
#> const 0.68932219 0.21037194 0.37111719 0.95738315
#> exo1 0.02526227 0.02535945 -0.01214550 0.05964090
#> exo2 -0.13970027 0.01989764 -0.16239122 -0.10985277
#> exo3 0.09269066 0.02341801 0.06156453 0.12297389
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01838839 0.3224970 -0.2928265 0.49442186
#> lag1_var2 0.90118931 0.7746207 -0.4184869 1.51504985
#> lag1_var3 0.64226603 1.0484975 -1.1813404 1.47539625
#> lag1_var4 -0.66135178 0.9880480 -1.4544501 1.06175479
#> const 4.16140238 4.8339083 -3.2479208 9.75634562
#> exo1 0.19226472 0.4449218 -0.3663509 0.77843440
#> exo2 3.54900426 0.1885415 3.2665735 3.71873110
#> exo3 -0.61422735 0.4011747 -1.1657962 -0.05849553
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44418449 0.7846990 -0.3317610 1.5671858
#> lag1_var2 -1.43529004 2.4062653 -4.9795054 1.2310005
#> lag1_var3 -2.51815108 3.6153197 -8.2409415 1.3859940
#> lag1_var4 3.35091159 3.4617479 -0.4094096 8.8433111
#> const -3.21475474 12.2489664 -19.8927919 8.9166093
#> exo1 -0.52792704 0.5727066 -1.1641045 0.4085852
#> exo2 -10.06621440 1.0210380 -11.4415664 -8.7088085
#> exo3 0.01705781 1.3545722 -1.9925624 1.6949448
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4494705 0.7726342 -0.3864690 1.4962863
#> lag1_var2 -1.3096859 2.3069710 -4.5376625 1.7019937
#> lag1_var3 -2.8376619 3.5197432 -8.1881829 1.5484829
#> lag1_var4 3.6639160 3.3777692 -0.5500187 8.8145814
#> const -1.3597819 12.5588740 -17.5340743 12.9554048
#> exo1 -0.3945353 0.6751935 -1.2826902 0.5435594
#> exo2 -7.8921873 1.0593820 -9.2848815 -6.4888608
#> exo3 -0.4084566 1.1648708 -2.0627886 1.0128624
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003710516 0.0001106111 0.0002743056 0.0005673315
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001850109 0.0008132833 -0.00278606 -0.0007764378
#> Sigma[2,2] 0.046662756 0.0199859392 0.02827277 0.0822864178
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000949533 0.001436347 -0.002477376 0.001405193
#> Sigma[3,2] 0.002240255 0.024385343 -0.025263241 0.040643057
#> Sigma[3,3] 0.297108454 0.052078421 0.229134859 0.365528341
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002136309 0.001517305 -0.003984002 0.0001947259
#> Sigma[4,2] 0.031239549 0.034451603 -0.002076253 0.0918556005
#> Sigma[4,3] 0.307484454 0.055318943 0.242206609 0.3878633580
#> Sigma[4,4] 0.336201536 0.068036155 0.263018660 0.4390048153
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014954488 0.008982433 9.994287e-01 1.022777392
#> lag1_var2 -0.083569749 0.050667222 -1.460225e-01 -0.009771241
#> lag1_var3 -0.136073287 0.086868284 -2.443212e-01 -0.005781388
#> lag1_var4 0.129005413 0.085795034 -7.493093e-06 0.236472245
#> const 0.093075094 0.202789537 -1.267220e-01 0.449366390
#> exo1 -0.001509893 0.015794657 -1.706274e-02 0.024748197
#> exo2 -0.153629882 0.020730965 -1.791692e-01 -0.122254738
#> exo3 -0.009029523 0.031713082 -6.523003e-02 0.019963044
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2862635 0.07388164 -0.36410444 -0.1830966
#> lag1_var2 0.9157223 0.52509793 0.52099382 1.8218854
#> lag1_var3 0.3373505 0.86207034 -0.34483188 1.8190685
#> lag1_var4 -0.2444391 0.85295591 -1.71593191 0.4072550
#> const 2.6823881 2.04165111 -0.24871642 5.3327394
#> exo1 0.3145571 0.13901407 0.15560679 0.5143928
#> exo2 0.2869750 0.15571105 0.04130384 0.4501370
#> exo3 1.0989231 0.30671588 0.75493039 1.5457650
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6030236 0.2438729 0.2743704 0.9480282
#> lag1_var2 2.3623389 1.0348077 0.8346090 3.5453359
#> lag1_var3 3.2456472 1.7858824 0.6890299 5.2019151
#> lag1_var4 -2.6921383 1.7369964 -4.6393841 -0.2146557
#> const 8.2518633 4.9974303 2.2549336 15.7262785
#> exo1 -0.3687272 0.4718457 -0.9776253 0.2595203
#> exo2 -4.5975356 0.6321223 -5.5160738 -3.7731909
#> exo3 -1.4443734 0.6826211 -2.3514193 -0.4454412
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4448916 0.2394641 0.1214071 0.80359486
#> lag1_var2 2.6578197 0.9217397 1.3921698 3.88426357
#> lag1_var3 2.9744584 1.5732536 0.9206324 4.95752805
#> lag1_var4 -2.3641468 1.5347097 -4.2812627 -0.32583250
#> const 9.3597631 5.0027867 4.2384871 17.43417823
#> exo1 -0.1845610 0.5407577 -0.8818702 0.57205290
#> exo2 -4.5426108 0.6340658 -5.4936008 -3.79116711
#> exo3 -0.8347360 0.7339576 -1.8849103 0.08038027
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001837465 0.0003440516 0.001400501 0.00232072
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002737402 0.0008717611 -0.004021438 -0.001556652
#> Sigma[2,2] 0.017392188 0.0028474495 0.014445233 0.021415236
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004854564 0.005828672 -0.01047799 0.004471675
#> Sigma[3,2] 0.073437370 0.011518617 0.06093889 0.091318295
#> Sigma[3,3] 0.913816408 0.215204872 0.63451609 1.165306880
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006747868 0.006466965 -0.01313772 0.003653679
#> Sigma[4,2] 0.085412444 0.012502719 0.07097198 0.104908140
#> Sigma[4,3] 0.980865293 0.222062141 0.69329071 1.244743899
#> Sigma[4,4] 1.056877209 0.228537677 0.76262482 1.333391528
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93416564 0.02846828 0.89265532 0.969786641
#> lag1_var2 0.14378975 0.07975373 0.04941687 0.272820383
#> lag1_var3 0.24421319 0.13925512 0.08321347 0.450891699
#> lag1_var4 -0.24007899 0.13620759 -0.44198560 -0.082110483
#> const 1.34099389 0.55748389 0.67432318 2.139341383
#> exo1 -0.03776752 0.02018155 -0.06159997 -0.010057869
#> exo2 -0.04135413 0.04721086 -0.09263562 0.028093980
#> exo3 -0.03310437 0.02471737 -0.06536767 0.001603475
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21831955 0.05979764 0.141896099 0.3069754
#> lag1_var2 -0.04877545 0.25429812 -0.438857417 0.2613203
#> lag1_var3 -1.14271143 0.45101391 -1.831095417 -0.6761109
#> lag1_var4 1.12004030 0.44097315 0.660860669 1.7928942
#> const -2.83878238 1.32126119 -4.711932335 -1.0297468
#> exo1 -0.07792240 0.11589134 -0.249368826 0.0693069
#> exo2 0.13663525 0.11332154 -0.007455533 0.3118635
#> exo3 0.19732583 0.16807922 -0.034772065 0.3763406
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6795549 0.7692453 -0.003233724 1.8900773
#> lag1_var2 -0.5434866 1.5175702 -2.812054875 1.2861127
#> lag1_var3 -1.9781250 3.1152005 -6.353142211 1.5231527
#> lag1_var4 2.8861474 3.0377817 -0.507210948 7.1592199
#> const -14.3635177 16.2696234 -39.887340677 2.3970623
#> exo1 -1.2328412 0.8661518 -2.265910427 0.1531849
#> exo2 -0.6881206 0.7350137 -1.843300274 0.2095999
#> exo3 0.4419585 1.1607612 -0.877279428 2.3227194
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8416025 0.8105845 0.1309677 2.0969975
#> lag1_var2 -0.9525997 1.5861567 -3.2847570 0.9950286
#> lag1_var3 -3.3389706 3.3278965 -8.0098755 0.3620465
#> lag1_var4 4.2419030 3.2462649 0.6547300 8.8044438
#> const -17.3863289 17.2511384 -44.4736161 -0.1743342
#> exo1 -1.3053196 0.8982751 -2.3571776 0.1664119
#> exo2 -0.6429774 0.7613163 -1.8362464 0.2909618
#> exo3 0.5520897 1.2726103 -0.9277087 2.5906378
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002761443 6.453741e-05 0.0001942264 0.0003701581
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01547662 0.003382833 -0.02009442 -0.01091355
#> Sigma[2,2] 2.85061988 0.474839402 2.33915414 3.63666173
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007220395 0.001691239 0.004998886 0.009391458
#> Sigma[3,2] -1.355455941 0.209466017 -1.699285777 -1.112475350
#> Sigma[3,3] 0.745819019 0.095913480 0.612578444 0.872818707
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001744022 0.0007907512 -0.002629129 -0.0004276776
#> Sigma[4,2] 0.269366437 0.1000394600 0.127606111 0.3812962679
#> Sigma[4,3] -0.012132378 0.0652934632 -0.089395974 0.0830501980
#> Sigma[4,4] 0.159564383 0.0185400863 0.136275361 0.1878238510
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970959775 0.02004182 0.943086992 0.99895059
#> lag1_var2 0.016105927 0.03741472 -0.034676293 0.07089463
#> lag1_var3 0.030630309 0.06818374 -0.061802644 0.13045663
#> lag1_var4 -0.028574894 0.06119290 -0.117214102 0.05575292
#> const 0.709966170 0.18804248 0.408109016 0.90527190
#> exo1 -0.005797546 0.01513685 -0.026081502 0.01698772
#> exo2 -0.058971446 0.02059101 -0.082942622 -0.02815934
#> exo3 0.029399771 0.01793545 0.007134912 0.05188591
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1484685 2.117863 -3.063691 2.742619
#> lag1_var2 0.3007035 3.505993 -4.533228 4.940769
#> lag1_var3 -1.2324005 6.438183 -10.056863 7.423969
#> lag1_var4 1.2437584 5.782726 -6.469064 9.146427
#> const 2.9264839 22.717089 -24.749107 32.530306
#> exo1 -1.3010647 1.858789 -3.761616 1.183094
#> exo2 1.1606641 1.938209 -1.578033 3.228355
#> exo3 0.4922947 1.724278 -2.019027 2.596557
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40796234 1.1558926 -1.1451777 1.9297818
#> lag1_var2 0.06403332 1.8682395 -2.3468320 2.7056219
#> lag1_var3 1.16059861 3.4235019 -3.3243179 5.9512800
#> lag1_var4 -0.30268522 3.0739811 -4.6035293 3.7176440
#> const -2.35985489 12.3354758 -18.8237606 12.3564461
#> exo1 0.89997786 0.9777173 -0.5968141 1.9134964
#> exo2 -1.00430538 0.9906138 -2.0525670 0.5583581
#> exo3 0.58413781 0.8903092 -0.4855321 1.7439018
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3071009 0.2285456 0.02882082 0.65234056
#> lag1_var2 -0.1614447 0.4030126 -0.76406221 0.33789870
#> lag1_var3 -0.2241448 0.7317354 -1.31946195 0.68879577
#> lag1_var4 1.1141980 0.6505965 0.32071500 2.08355432
#> const -1.6552029 2.4124596 -4.84676472 1.98364129
#> exo1 0.2400026 0.3123853 -0.21284919 0.60668613
#> exo2 -0.3954978 0.3459249 -0.96433446 -0.03363993
#> exo3 0.8839616 0.3274339 0.43213185 1.30153551
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005162049 0.0001157641 0.0003856406 0.0006980378
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005623325 0.003396028 -0.009690615 -0.0007301761
#> Sigma[2,2] 1.228046403 0.220289090 1.005646196 1.5911774533
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007120327 0.004379575 0.001537942 0.01363495
#> Sigma[3,2] -0.623466916 0.203063388 -0.931527820 -0.37306852
#> Sigma[3,3] 0.698112933 0.193989479 0.450849115 0.98026100
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005283125 0.004601927 -0.00108796 0.01140466
#> Sigma[4,2] -0.094463119 0.179689698 -0.31822994 0.14848453
#> Sigma[4,3] 0.497723750 0.149465146 0.32046427 0.72723997
#> Sigma[4,4] 0.538278458 0.118885457 0.40673113 0.72448663
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973650220 0.01993650 0.94147296 9.996269e-01
#> lag1_var2 -0.020120196 0.03010394 -0.05675099 2.720271e-02
#> lag1_var3 -0.049058620 0.07092062 -0.13393162 6.300604e-02
#> lag1_var4 0.048124904 0.06231646 -0.05103339 1.230783e-01
#> const 0.700672320 0.26007794 0.36012561 1.084336e+00
#> exo1 -0.021042947 0.01847136 -0.04824627 -4.296235e-05
#> exo2 -0.042860777 0.01316147 -0.05806903 -2.113723e-02
#> exo3 0.001340172 0.02384784 -0.03432745 3.219351e-02
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9658669 0.8903341 -1.9167329 0.3201799
#> lag1_var2 2.3450902 0.6605802 1.3160398 3.1531486
#> lag1_var3 3.2794324 1.5516593 0.9069587 5.2188485
#> lag1_var4 -2.8063000 1.3251326 -4.5076940 -0.7814203
#> const 4.4973484 13.2764730 -16.4763936 20.2114180
#> exo1 0.4190692 0.9209064 -0.9064823 1.4375084
#> exo2 0.9654769 1.0089774 -0.6567218 1.8862913
#> exo3 -0.3302264 0.5501844 -1.1173720 0.3363237
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4842971 0.9550330 -0.9027666 1.5350429
#> lag1_var2 -1.0907319 1.0820367 -2.5255385 0.3011683
#> lag1_var3 -1.5135757 2.5213639 -4.7475708 1.7036014
#> lag1_var4 2.1687353 2.1908108 -0.6844657 4.9913135
#> const 2.8014828 11.7798596 -11.1346421 20.4276500
#> exo1 -1.1700005 0.6093148 -1.9980917 -0.3378004
#> exo2 -0.7765682 0.8144633 -1.7392677 0.5396124
#> exo3 -0.1266955 0.7273614 -1.2525814 0.5328801
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02163156 0.8289724 -1.1207572 0.9740361
#> lag1_var2 -0.41424508 1.0463372 -1.9216553 0.8051293
#> lag1_var3 -0.86107243 2.4288521 -4.2681687 1.9656234
#> lag1_var4 1.74559994 2.1311653 -0.7403315 4.7472236
#> const 4.89000829 10.5094081 -5.9513333 21.6448495
#> exo1 -1.11486920 0.5306714 -1.9780094 -0.5720257
#> exo2 -0.39599904 0.5901083 -1.1581283 0.3607824
#> exo3 -0.28081007 0.9093618 -1.4758649 0.6065401
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006309353 0.0001169754 0.0004367394 0.0007565596
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004919285 0.000256510 0.0001015268 0.0008354582
#> Sigma[2,2] 0.0045639733 0.001062054 0.0032077212 0.0060258061
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003368153 0.000808085 -0.004179322 -0.0019910891
#> Sigma[3,2] -0.005810125 0.003903719 -0.010016711 0.0004242195
#> Sigma[3,3] 0.055905496 0.014343059 0.036696487 0.0757969913
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003077136 0.0007033676 -0.003866357 -0.001922282
#> Sigma[4,2] -0.002682076 0.0036161496 -0.006522778 0.002990392
#> Sigma[4,3] 0.053172624 0.0142394176 0.034477414 0.073005187
#> Sigma[4,4] 0.052648533 0.0145125823 0.034172294 0.074173824
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96681022 0.02343678 0.9415797978 1.00286424
#> lag1_var2 -0.05168325 0.08033267 -0.1742854797 0.01442360
#> lag1_var3 -0.15468431 0.12093647 -0.3397306218 -0.05876708
#> lag1_var4 0.15845172 0.12026113 0.0667492407 0.33897246
#> const 0.31464851 0.28880039 -0.1045965367 0.60313508
#> exo1 0.02585877 0.02361146 0.0002812133 0.06178229
#> exo2 -0.05670967 0.02945431 -0.0974933845 -0.02045671
#> exo3 0.00975910 0.01688797 -0.0147590355 0.03398810
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15939988 0.05070888 -0.22659728 -0.08620912
#> lag1_var2 0.52802198 0.24651078 0.17409283 0.80927416
#> lag1_var3 -0.21733822 0.34769374 -0.70000454 0.17985628
#> lag1_var4 0.27810528 0.34186380 -0.12155574 0.74519735
#> const 0.15054568 0.77938479 -0.61497833 1.42381486
#> exo1 -0.04773879 0.05958733 -0.13226884 0.03205273
#> exo2 0.13288860 0.05876078 0.05899775 0.20020588
#> exo3 0.21605737 0.08723154 0.09663537 0.33864824
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40083757 0.1453232 0.2666989 0.6191497
#> lag1_var2 0.85685573 0.4602511 0.2408159 1.4881793
#> lag1_var3 2.02065260 0.7617124 1.0417650 3.1368003
#> lag1_var4 -1.17900179 0.7326610 -2.2702425 -0.2510260
#> const 2.13385258 2.2184420 -0.6253418 5.5864795
#> exo1 -0.09360213 0.2004930 -0.3558945 0.1868734
#> exo2 -1.49357487 0.2440824 -1.7887363 -1.1455027
#> exo3 -0.10771331 0.1689420 -0.3100357 0.1347161
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28657829 0.1731281 0.1255790 0.5400680
#> lag1_var2 0.86733644 0.4548737 0.3336489 1.5651705
#> lag1_var3 1.35464334 0.7766716 0.5206948 2.5630413
#> lag1_var4 -0.45777794 0.7422105 -1.6409806 0.2926707
#> const 1.42186354 2.4253657 -1.7378708 4.7630576
#> exo1 -0.13181012 0.2005556 -0.3756870 0.1648897
#> exo2 -1.43806878 0.2323050 -1.7344101 -1.1103745
#> exo3 0.05492119 0.1944700 -0.1206990 0.3687579
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000374543 9.692813e-05 0.0002454545 0.0005083573
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0123823 0.005187898 -0.02013839 -0.006494702
#> Sigma[2,2] 0.9047389 0.243707419 0.62652838 1.310316651
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01092855 0.003501308 0.006382545 0.01557004
#> Sigma[3,2] -0.73535302 0.164652438 -0.973957318 -0.52429574
#> Sigma[3,3] 0.86796699 0.155613219 0.680274569 1.12534002
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003764096 0.001926268 0.001043713 0.00603291
#> Sigma[4,2] -0.206814439 0.097842091 -0.343009482 -0.05958236
#> Sigma[4,3] 0.456272608 0.094759548 0.348020219 0.59322010
#> Sigma[4,4] 0.354959393 0.056419144 0.282220600 0.44026811
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998409487 0.02712244 0.963031388 1.03183532
#> lag1_var2 0.003064265 0.04751493 -0.058621672 0.06182884
#> lag1_var3 0.008281259 0.07950579 -0.096485255 0.10722447
#> lag1_var4 -0.017408549 0.07255767 -0.105705142 0.07884144
#> const 0.618324881 0.30316038 0.227426628 0.94132283
#> exo1 0.005058504 0.02284951 -0.030100096 0.02998633
#> exo2 -0.116971792 0.01435029 -0.133765925 -0.09442544
#> exo3 0.023649833 0.01665800 -0.003199684 0.04407352
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2777428 0.9682018 -1.2662079 1.25852625
#> lag1_var2 -2.2303402 1.8046247 -4.1094558 -0.06561554
#> lag1_var3 -5.2636257 3.0018692 -8.3727122 -1.65183814
#> lag1_var4 5.3289758 2.8155033 1.9214275 8.29344679
#> const -10.3630286 13.5707451 -25.1392931 11.31053223
#> exo1 -1.1640117 0.8722674 -2.1370120 0.25031169
#> exo2 0.5196815 0.8907000 -0.6382751 1.78347113
#> exo3 0.2798114 0.8668272 -0.7280740 1.48420480
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8005805 1.0733788 -0.4450427 2.3776418
#> lag1_var2 0.7379762 1.7228847 -1.7901879 2.4599174
#> lag1_var3 2.2372825 2.8563742 -1.9940965 5.0624459
#> lag1_var4 -1.6095669 2.6818249 -4.2197492 2.3254068
#> const 1.4716908 17.7918973 -24.7837449 20.9656661
#> exo1 0.9128280 0.9009904 -0.2415799 2.0559620
#> exo2 -1.8958125 0.6934825 -3.0089077 -1.1146359
#> exo3 -0.7497651 0.7419404 -1.5371077 0.4561874
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0388446 0.6748601 0.3378652 2.2472746
#> lag1_var2 -1.0978744 1.1300542 -3.1723410 -0.1513088
#> lag1_var3 -1.7384798 1.8809793 -5.1786118 -0.1202912
#> lag1_var4 2.4038107 1.7574846 0.8580246 5.6005933
#> const -6.4561212 11.5776599 -23.0644356 7.3846791
#> exo1 0.2252576 0.5561556 -0.5378939 0.9931246
#> exo2 -1.7012009 0.4710770 -2.3734122 -1.0896187
#> exo3 -0.6208697 0.5606862 -1.3181796 0.1935038
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009257464 0.0001768901 0.0006563312 0.001161913
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01160904 0.005881295 -0.02109294 -0.005044029
#> Sigma[2,2] 1.19601565 0.259761434 0.85404529 1.554252524
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005399234 0.008372637 -0.01601642 0.00556953
#> Sigma[3,2] -0.807610550 0.289393040 -1.18804730 -0.41961412
#> Sigma[3,3] 1.775158769 0.370754879 1.33425440 2.36274221
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01407968 0.006138059 -0.02164676 -0.006193733
#> Sigma[4,2] 0.02670237 0.181465622 -0.24391995 0.260801404
#> Sigma[4,3] 1.28071801 0.347438168 0.97350842 1.857906701
#> Sigma[4,4] 1.37238504 0.376947929 1.02415175 1.948737370
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99823513 0.01818266 0.97467264 1.025827313
#> lag1_var2 -0.02985904 0.05342782 -0.09424436 0.047642861
#> lag1_var3 -0.04336995 0.07960239 -0.14397847 0.069020057
#> lag1_var4 0.03862920 0.07844499 -0.07423286 0.137316432
#> const 0.39897927 0.24106805 0.02489318 0.684351528
#> exo1 0.01582047 0.03272169 -0.02875267 0.060593234
#> exo2 -0.04902900 0.03395735 -0.08917012 -0.004808582
#> exo3 0.02151204 0.03225889 -0.01573786 0.071211450
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06622049 0.4614137 -0.5555231 0.69151433
#> lag1_var2 0.38012114 1.4437564 -1.6005252 2.51512082
#> lag1_var3 0.05021194 2.1179165 -2.9331008 3.04375846
#> lag1_var4 0.01829928 2.0997158 -3.0353546 2.91750957
#> const -2.71054889 9.9832125 -15.0017619 12.82345915
#> exo1 -0.86905882 0.7260995 -1.9784488 0.05865383
#> exo2 1.40118808 1.3298167 -0.6971562 2.81200319
#> exo3 0.51122592 0.7166459 -0.5871939 1.40079253
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1666789 0.6175652 0.5195478 2.1600225
#> lag1_var2 1.7188834 2.6557540 -0.6512227 6.1383482
#> lag1_var3 2.6523496 3.8679359 -0.9406461 9.1677079
#> lag1_var4 -2.2716364 3.7805303 -8.6063484 1.2942476
#> const 11.9636798 13.3706790 -4.9446087 27.4290845
#> exo1 0.4947256 0.9917132 -0.9676753 1.6249184
#> exo2 -1.0578037 1.2355585 -2.7991727 0.3181797
#> exo3 0.5573151 1.3894934 -1.3518993 2.5877578
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.28420622 0.5274122 0.6378332 2.0812151
#> lag1_var2 1.60081915 2.2303383 -1.0486206 5.0489938
#> lag1_var3 2.12734414 3.2447265 -1.5751833 7.2710952
#> lag1_var4 -1.71456112 3.2061202 -6.7142858 2.0835850
#> const 9.41104394 11.0698232 -4.1286194 23.5299099
#> exo1 -0.11893328 0.8768515 -1.5856767 0.8559964
#> exo2 -0.09826232 1.6758412 -2.8089626 1.7424458
#> exo3 1.00010859 1.4789213 -0.6442322 3.4250757
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004297029 0.001038315 0.003335947 0.00606272
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09981639 0.04866785 -0.1761414 -0.05429764
#> Sigma[2,2] 7.56365375 2.13860846 5.1048442 11.03689779
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05224971 0.02776282 0.02518804 0.09438293
#> Sigma[3,2] -4.44615179 1.19880725 -6.31690796 -2.94401569
#> Sigma[3,3] 2.88102994 0.69685051 1.90305256 3.84797702
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01816537 0.01184597 0.003214677 0.03525974
#> Sigma[4,2] -1.85236500 0.47833383 -2.487158926 -1.16384803
#> Sigma[4,3] 1.43044422 0.32203949 0.936687136 1.83111819
#> Sigma[4,4] 0.89647004 0.20818441 0.613812175 1.16297253
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91862496 0.07097578 0.81312707 1.010240424
#> lag1_var2 0.04853707 0.03964111 -0.01257071 0.099926419
#> lag1_var3 0.10733217 0.09258297 -0.03799650 0.226998941
#> lag1_var4 -0.08017003 0.06476692 -0.16242733 0.023837575
#> const 0.70943298 0.59085810 -0.03612511 1.520707458
#> exo1 0.03662400 0.06689625 -0.06005183 0.116420731
#> exo2 -0.13204987 0.08231453 -0.22436906 -0.007402302
#> exo3 0.03422343 0.07487995 -0.05864157 0.130293058
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.63716799 2.0738627 -0.7277586 4.7695065
#> lag1_var2 -0.73078832 0.9791113 -2.4753296 0.2843241
#> lag1_var3 -3.87973017 2.2136018 -7.8725622 -1.7362842
#> lag1_var4 3.21311385 1.4313253 1.7942700 5.7563156
#> const -7.13901710 15.0081633 -28.9386025 12.7771208
#> exo1 3.11652806 2.4043957 -0.7553709 5.7860070
#> exo2 -0.05166431 3.6561719 -5.7904911 3.6324616
#> exo3 -0.21837893 2.6153214 -4.3383767 2.3698562
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7159104 1.1969172 -2.6715533 0.5175346
#> lag1_var2 1.0025766 0.5994449 0.3245615 1.9064770
#> lag1_var3 3.1624264 1.3284138 1.6354827 5.2120207
#> lag1_var4 -1.8412743 0.8473714 -3.0789324 -0.6951334
#> const 1.0671174 9.0766892 -11.3122826 12.3952486
#> exo1 -1.7783374 1.3732472 -3.1470766 0.3638579
#> exo2 -2.6577731 2.2654654 -5.0382392 0.9916359
#> exo3 1.3056667 1.5977158 -0.4141853 3.7710516
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17234041 0.6045723 -1.19841841 0.4390203
#> lag1_var2 0.53785497 0.3974196 0.06231414 1.1718766
#> lag1_var3 1.11740498 0.8917476 0.04673607 2.5459922
#> lag1_var4 0.04523557 0.6439289 -0.92530879 0.8890441
#> const -3.96467497 7.1936911 -11.81448975 7.3460471
#> exo1 -0.66164160 0.8169567 -1.48341165 0.5784786
#> exo2 -3.59012229 1.2158967 -4.98744686 -1.7911335
#> exo3 1.73367636 0.8018635 0.59559175 2.8155139
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003813497 0.000119577 0.0002507884 0.000526663
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001845427 0.0006648887 -0.002638395 -0.001132467
#> Sigma[2,2] 0.016259033 0.0039178818 0.011571254 0.021362491
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001259998 0.0004782664 -0.000886867 0.0002507510
#> Sigma[3,2] -0.0060293628 0.0037212871 -0.011210240 -0.0008374258
#> Sigma[3,3] 0.0276724345 0.0067995495 0.018680998 0.0373918620
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001353815 0.0008302305 -0.002581297 -0.0004804354
#> Sigma[4,2] 0.003685426 0.0049851030 -0.003305852 0.0104573485
#> Sigma[4,3] 0.027639810 0.0079645024 0.019050506 0.0393649979
#> Sigma[4,4] 0.033980639 0.0107644029 0.023581212 0.0519498739
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978000522 0.02836252 0.936727438 1.01585149
#> lag1_var2 -0.002895153 0.03494978 -0.042275403 0.05183387
#> lag1_var3 0.009013648 0.07035490 -0.073057466 0.11511134
#> lag1_var4 -0.010167039 0.06163861 -0.102703719 0.06102325
#> const 0.661823217 0.23329189 0.297668930 0.93501696
#> exo1 -0.003625804 0.01893530 -0.024056486 0.02160321
#> exo2 -0.079248408 0.02024923 -0.105139306 -0.05063707
#> exo3 0.016359965 0.01532718 -0.002951997 0.04051360
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05728886 0.1619634 -0.1945803 0.2427767
#> lag1_var2 0.68684838 0.1830258 0.4432310 0.9495017
#> lag1_var3 0.10656166 0.3141485 -0.3725350 0.4160615
#> lag1_var4 -0.06790683 0.2779596 -0.3304557 0.3621167
#> const 0.90214083 1.4730026 -0.7209739 3.1272216
#> exo1 0.01690064 0.1410568 -0.1223236 0.2638810
#> exo2 1.21646758 0.1306665 1.0547463 1.4133738
#> exo3 0.06764618 0.1394552 -0.1019062 0.2346102
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.061283797 0.2446572 -0.36234019 0.2719473
#> lag1_var2 0.316776825 0.3917688 -0.24030191 0.7365692
#> lag1_var3 0.887276715 0.6669356 -0.03139212 1.6532930
#> lag1_var4 0.042267652 0.5978906 -0.63334288 0.8740516
#> const 0.809423829 1.9159902 -1.16818256 3.8176538
#> exo1 0.004152888 0.1293364 -0.18906713 0.1630421
#> exo2 -0.965123378 0.2191226 -1.26249429 -0.6957571
#> exo3 0.009108712 0.1551860 -0.21659040 0.2066891
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05656022 0.27157739 -0.36025686 0.279326792
#> lag1_var2 0.31599948 0.40603479 -0.23443143 0.763498787
#> lag1_var3 0.22258062 0.75599859 -0.73669196 1.037998719
#> lag1_var4 0.75504749 0.67560430 0.02654697 1.615439086
#> const 0.20199436 2.43711656 -2.89565473 3.413864171
#> exo1 0.01572864 0.09704414 -0.12885004 0.146414321
#> exo2 -0.32496650 0.25421666 -0.65126842 -0.008491721
#> exo3 0.05593355 0.14801040 -0.17516002 0.240591460
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004087153 0.0008945681 0.003225306 0.005483156
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000209629 0.001151169 -0.001439942 0.001843134
#> Sigma[2,2] 0.008681377 0.002112000 0.006266000 0.011952267
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006106089 0.008534432 -0.006596864 0.016540138
#> Sigma[3,2] -0.017044813 0.006557098 -0.027534906 -0.009340138
#> Sigma[3,3] 0.250998006 0.055224981 0.172330424 0.321043071
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006291593 0.008183984 -0.005874271 0.016919543
#> Sigma[4,2] -0.009502458 0.006356423 -0.020054566 -0.002459755
#> Sigma[4,3] 0.238156399 0.053125121 0.159827491 0.299478172
#> Sigma[4,4] 0.232084838 0.052010517 0.152534377 0.284651042
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.022782697 0.03499573 0.97894620 1.06599965
#> lag1_var2 -0.201862638 0.11250294 -0.36724173 -0.05145611
#> lag1_var3 -0.358148844 0.20937642 -0.67322177 -0.12042984
#> lag1_var4 0.356038828 0.20555420 0.12304674 0.66630610
#> const -0.371253067 0.53666828 -0.93025740 0.52620935
#> exo1 0.044640276 0.07125843 -0.04004365 0.16043440
#> exo2 -0.092268076 0.05294267 -0.14729868 -0.01197065
#> exo3 -0.001535246 0.05176899 -0.08268099 0.06218165
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09662056 0.03821332 -0.15148689 -0.05263613
#> lag1_var2 0.70454916 0.21335323 0.39190798 0.96400682
#> lag1_var3 -0.03180276 0.31182358 -0.50045712 0.34145575
#> lag1_var4 0.03527677 0.31712107 -0.33933177 0.51510525
#> const 2.24488836 1.02782485 0.84164361 3.67732823
#> exo1 -0.16414296 0.07210970 -0.26065766 -0.07318778
#> exo2 0.05710921 0.09747949 -0.05927356 0.20742436
#> exo3 -0.04298455 0.09030497 -0.15474241 0.07882301
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5921513 0.3053633 0.1931558 0.9959916
#> lag1_var2 -0.1256857 1.1464977 -1.8064893 1.4044985
#> lag1_var3 0.4929188 1.7670305 -2.0246234 2.9095391
#> lag1_var4 0.3801120 1.7603462 -2.0359796 2.9304671
#> const -3.9506136 4.2435224 -9.1091380 2.5906104
#> exo1 0.6459219 0.2802965 0.2416061 0.9939615
#> exo2 -0.2436005 0.4008059 -0.8836293 0.2812670
#> exo3 -0.3122622 0.4718548 -0.9726790 0.2031536
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51208915 0.3068812 0.1280695 0.9308167
#> lag1_var2 0.06339077 1.0814853 -1.4460851 1.5594139
#> lag1_var3 -0.02718540 1.7242047 -2.3948761 2.3978173
#> lag1_var4 0.90767361 1.7245727 -1.5282742 3.2628655
#> const -2.48399785 3.8489474 -6.3727030 3.5755336
#> exo1 0.51203944 0.2860597 0.1124359 0.9187717
#> exo2 -0.20247008 0.4177046 -0.8302463 0.3670987
#> exo3 -0.35906743 0.4205075 -0.9404226 0.1200755
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001518579 0.0003778475 0.00103405 0.002027855
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002041341 0.005083827 -0.005347145 0.005758564
#> Sigma[2,2] 0.378771079 0.079828120 0.277620055 0.484770995
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007829674 0.007483883 -0.01969629 -0.0009331133
#> Sigma[3,2] -0.415245385 0.130184769 -0.59565571 -0.2448771464
#> Sigma[3,3] 1.455698081 0.349620517 1.03989151 1.9278609645
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009484649 0.00644176 -0.0192035 -0.002861446
#> Sigma[4,2] -0.205663189 0.10658743 -0.3612717 -0.068763769
#> Sigma[4,3] 1.301952510 0.30960652 0.9428529 1.702106658
#> Sigma[4,4] 1.270899049 0.28393621 0.9110662 1.617386311
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984887361 0.01149566 0.971524147 1.00383439
#> lag1_var2 0.003954479 0.03556145 -0.044996448 0.05093400
#> lag1_var3 -0.005835008 0.05489603 -0.081700447 0.06819178
#> lag1_var4 0.002321945 0.05202594 -0.067633605 0.07494369
#> const 0.569133259 0.34481267 0.035564938 0.95119027
#> exo1 0.041483545 0.02483081 0.001852968 0.06483744
#> exo2 -0.058926962 0.02335569 -0.090291007 -0.03016883
#> exo3 0.033591977 0.02756338 0.005183368 0.07500779
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2485559 0.3925768 -0.7932620 0.3193512
#> lag1_var2 1.5976776 0.7861953 0.3855201 2.4439964
#> lag1_var3 1.3461007 1.3705727 -0.6796442 2.8230258
#> lag1_var4 -1.2367813 1.2974169 -2.6199505 0.6905134
#> const 1.1301235 6.6465256 -7.4916249 11.2896285
#> exo1 -0.1744873 0.2917889 -0.5303228 0.2344334
#> exo2 0.7151082 0.5201489 -0.1200188 1.3704081
#> exo3 0.2632339 0.4044952 -0.3995227 0.6163722
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6743710 0.7415266 -0.3674174 1.69964589
#> lag1_var2 -1.6054732 1.4766841 -3.8562808 0.04296503
#> lag1_var3 -1.8111231 2.4150666 -5.4033980 0.81048058
#> lag1_var4 2.5698669 2.3062088 0.0455042 5.97922103
#> const -3.7718568 13.9843534 -21.4500766 17.61388182
#> exo1 -0.3859858 1.0862966 -1.8665138 0.95797142
#> exo2 -0.2395404 1.4044392 -1.2440697 2.05629153
#> exo3 -3.5218751 0.9132215 -4.8155857 -2.44587357
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5865904 0.6578038 -0.3200269 1.50232974
#> lag1_var2 -1.1963369 1.4245486 -3.7271366 0.10183095
#> lag1_var3 -1.9144629 2.2699191 -5.9360521 0.04340557
#> lag1_var4 2.7413513 2.1615207 0.8605855 6.57054642
#> const -4.8304709 12.5205653 -21.1407383 14.33905466
#> exo1 -0.5021473 1.0359663 -1.8654881 0.84660883
#> exo2 0.1736395 1.3845966 -1.1940906 2.35845109
#> exo3 -3.5837732 0.9097867 -4.7950871 -2.55710010
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001502454 0.0004093154 0.0009906309 0.002086922
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02471321 0.01079703 -0.04091653 -0.01247777
#> Sigma[2,2] 0.90768577 0.23342911 0.65920108 1.28803443
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0223377 0.008393408 0.01167707 0.03316822
#> Sigma[3,2] -0.7992131 0.155680995 -0.98515515 -0.57488724
#> Sigma[3,3] 0.9967961 0.190098127 0.74935533 1.27656031
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008056808 0.004035944 0.003313655 0.01461262
#> Sigma[4,2] -0.273316549 0.092983969 -0.411554518 -0.13988721
#> Sigma[4,3] 0.566356874 0.150388084 0.391113451 0.80406703
#> Sigma[4,4] 0.445238339 0.124021049 0.323639670 0.65702606
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.085985054 0.02663350 1.05106736 1.126545e+00
#> lag1_var2 -0.154546421 0.07643654 -0.26702803 -6.097095e-02
#> lag1_var3 -0.264961158 0.13118557 -0.45657983 -1.043147e-01
#> lag1_var4 0.225580881 0.12519734 0.07233451 4.093320e-01
#> const 0.002739218 0.32347491 -0.54232154 3.471130e-01
#> exo1 0.020356308 0.03722323 -0.03594473 6.387013e-02
#> exo2 -0.049938117 0.03304130 -0.09191190 -6.223885e-05
#> exo3 0.032244803 0.02915902 -0.01000992 6.621532e-02
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2560809 0.5828419 -2.2013240 -0.66899059
#> lag1_var2 3.8900213 1.4850345 2.2226477 6.25532152
#> lag1_var3 5.1320523 2.5857994 2.2527072 9.22450287
#> lag1_var4 -4.7785487 2.4483373 -8.5962653 -2.06934503
#> const 14.7776313 6.2382592 7.2742552 23.83755304
#> exo1 0.2258189 0.9474544 -0.9271656 1.53385286
#> exo2 0.7076647 0.7374524 -0.1214649 1.81792870
#> exo3 -0.8981134 1.0070604 -2.4631931 -0.02599337
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.531566 0.6636796 0.8132103 2.5199838
#> lag1_var2 -1.609604 1.4004268 -3.8513369 -0.4860590
#> lag1_var3 -1.878112 2.4556731 -5.7782277 0.1060013
#> lag1_var4 2.336947 2.3010480 0.3569094 5.9536760
#> const -10.208401 7.4864552 -22.2506395 -2.2315313
#> exo1 0.221161 1.0118398 -1.1850390 1.6068066
#> exo2 -0.653527 0.7294019 -1.7246350 0.3272629
#> exo3 0.679098 1.1172819 -0.7188828 2.1699585
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78071251 0.4969999 0.1130417 1.5043413
#> lag1_var2 0.46351908 1.3412179 -1.7684669 1.9869948
#> lag1_var3 0.76935244 2.3082747 -3.1234014 3.2986783
#> lag1_var4 -0.08836543 2.1700044 -2.4277178 3.5800381
#> const -1.97470836 5.6077153 -10.3619802 3.7586862
#> exo1 0.39584637 0.5885064 -0.3682355 1.1558914
#> exo2 -0.22128910 0.7334808 -1.3271602 0.6509896
#> exo3 0.12469303 0.7321166 -0.8502097 1.1305872
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01879552 0.003458177 0.01448174 0.02344828
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -7.084513e-05 0.009479786 -0.01263965 0.01071349
#> Sigma[2,2] 1.429385e-01 0.055870976 0.08892021 0.23278606
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003685548 0.01609591 -0.02931238 0.01520639
#> Sigma[3,2] -0.152896540 0.05951279 -0.24072035 -0.08130744
#> Sigma[3,3] 0.323400482 0.09413611 0.18849938 0.43607679
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00472861 0.01391140 -0.02718977 0.009436436
#> Sigma[4,2] -0.07561057 0.03738730 -0.12446334 -0.023560894
#> Sigma[4,3] 0.26230692 0.08414101 0.15832500 0.375788908
#> Sigma[4,4] 0.24605450 0.07897519 0.15410067 0.354695311
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94867003 0.05238085 0.86015227 0.99995703
#> lag1_var2 0.27290097 0.18002152 0.08072403 0.57409165
#> lag1_var3 0.49705981 0.31289098 0.15959843 1.01845164
#> lag1_var4 -0.50637700 0.29934675 -1.00958273 -0.19349336
#> const 2.12973522 1.04337546 0.55638272 3.19753766
#> exo1 0.02922536 0.08227405 -0.09481854 0.13965377
#> exo2 -0.21316662 0.15025417 -0.43349919 0.01185596
#> exo3 0.11789698 0.16944993 -0.12280477 0.35972210
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23904715 0.1338538 0.1039230 0.4602157
#> lag1_var2 0.16736119 0.7780463 -0.9633732 1.1374839
#> lag1_var3 -1.13266111 1.3768467 -3.0729535 0.6912143
#> lag1_var4 1.12650859 1.3041985 -0.5789086 2.9685806
#> const -3.31631342 2.7351192 -7.8234220 -0.5348936
#> exo1 -0.05049743 0.2487050 -0.3743412 0.3054023
#> exo2 0.88591222 0.2260625 0.6201313 1.2380709
#> exo3 3.20395518 0.7204253 2.2064614 4.1724857
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5758095 0.2183498 -0.9379079 -0.3459683
#> lag1_var2 2.4287846 1.1491042 1.2327197 4.2069571
#> lag1_var3 4.5104414 1.9934495 2.4867400 7.6172680
#> lag1_var4 -3.5430637 1.8720676 -6.4984243 -1.6660450
#> const 11.3601960 6.1958046 4.1347125 20.1451194
#> exo1 0.1538595 0.4030090 -0.4020190 0.7471308
#> exo2 2.4761767 0.5370898 1.8055646 3.2591953
#> exo3 -4.1439580 0.6357895 -5.2107156 -3.4376692
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4995620 0.1791090 -0.7618400 -0.2473976
#> lag1_var2 2.3735739 0.8260625 1.5016162 3.6514817
#> lag1_var3 3.5105536 1.4254946 2.0633142 5.7506398
#> lag1_var4 -2.5280251 1.3373416 -4.6619943 -1.1814357
#> const 9.3595125 5.5037594 2.8739717 17.5246566
#> exo1 0.1389452 0.4703944 -0.5554128 0.7238635
#> exo2 3.3809762 0.5497518 2.6360802 4.1238486
#> exo3 -2.5679847 0.3410194 -3.1335889 -2.1839757
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001277618 0.0004969831 0.0008021372 0.001996085
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001279909 0.001845011 -0.001033182 0.003875416
#> Sigma[2,2] 0.097061638 0.010090160 0.083559306 0.110827047
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01010575 0.003994476 0.005250573 0.015648682
#> Sigma[3,2] -0.04256897 0.036263107 -0.087418410 0.002531397
#> Sigma[3,3] 0.43963917 0.055445105 0.369921080 0.512724621
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01139189 0.004685449 0.005805845 0.01843254
#> Sigma[4,2] 0.01139135 0.037786222 -0.035072784 0.05825597
#> Sigma[4,3] 0.44084921 0.054756592 0.378440621 0.51589298
#> Sigma[4,4] 0.47384813 0.061490108 0.400930157 0.56430411
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00697776 0.03075771 0.95972734 1.04740867
#> lag1_var2 -0.06840480 0.06041794 -0.14003541 0.02060771
#> lag1_var3 -0.13756158 0.11690139 -0.28203658 0.03227138
#> lag1_var4 0.13013591 0.10895385 -0.02722881 0.26421697
#> const 0.20532248 0.42098576 -0.35861873 0.82410770
#> exo1 0.02881051 0.02648541 -0.01140497 0.05919092
#> exo2 -0.07679036 0.03865502 -0.12611172 -0.02414994
#> exo3 -0.02567402 0.03485411 -0.07158082 0.02024913
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18608249 0.3177033 -0.6513268 0.24960447
#> lag1_var2 1.40064519 0.5138661 0.6746369 2.13498798
#> lag1_var3 1.25565284 0.9805140 -0.1301731 2.72148414
#> lag1_var4 -1.17934451 0.8896096 -2.4955330 0.07955854
#> const 2.39327122 4.2415575 -3.3008983 8.22917406
#> exo1 -0.50594064 0.2633597 -0.8468006 -0.16313754
#> exo2 1.81990334 0.4292375 1.0592331 2.19334243
#> exo3 -0.08872474 0.3043408 -0.4752294 0.33755450
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87334314 0.6407143 -0.04436217 1.7619350
#> lag1_var2 -1.96230576 1.6527430 -3.44651573 0.9303019
#> lag1_var3 -2.39519200 2.9896574 -5.09664428 2.6802768
#> lag1_var4 3.17956762 2.7845787 -1.57518809 5.6257520
#> const -10.84160538 7.0120050 -21.38176321 -2.0481117
#> exo1 0.01470131 0.4596446 -0.62069668 0.5950765
#> exo2 -0.01011905 0.5554524 -0.83349489 0.6554096
#> exo3 1.16791394 0.7267539 0.23938831 2.1704533
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8403313 0.6486444 -0.09394299 1.7440333
#> lag1_var2 -1.6674623 1.7724323 -3.27257983 1.5089120
#> lag1_var3 -2.5501475 3.1498103 -5.50128787 2.9678867
#> lag1_var4 3.3761887 2.9371651 -1.80340993 6.0487738
#> const -11.3156297 6.6140816 -20.64624933 -2.2014318
#> exo1 -0.2667623 0.5311767 -1.01732282 0.4177077
#> exo2 1.1704331 0.6026124 0.39578519 1.9557823
#> exo3 1.2245549 0.6665681 0.41014030 2.1079464
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002838196 0.0006906748 0.001829095 0.003741123
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0187716 0.009614193 -0.03211889 -0.004802325
#> Sigma[2,2] 1.3630285 0.337141748 1.08188896 1.900460918
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01086751 0.005180324 0.003621249 0.01768372
#> Sigma[3,2] -0.73511133 0.172875547 -1.023945364 -0.57085312
#> Sigma[3,3] 0.42176509 0.092324672 0.319561024 0.57332409
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001916216 0.001457779 -3.647545e-05 0.003877376
#> Sigma[4,2] -0.077390258 0.040377212 -1.370677e-01 -0.026854703
#> Sigma[4,3] 0.070999085 0.024835738 3.560090e-02 0.104356878
#> Sigma[4,4] 0.038337146 0.008804045 2.587008e-02 0.050074088
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955849582 0.03343618 0.905706186 0.99395517
#> lag1_var2 -0.038336362 0.06426304 -0.111104182 0.06571510
#> lag1_var3 -0.099166353 0.12782097 -0.230466047 0.11532418
#> lag1_var4 0.106527671 0.11838986 -0.093671140 0.22190000
#> const 0.596491817 0.56441032 -0.279942972 1.29527385
#> exo1 0.015737504 0.06183507 -0.082555639 0.08514063
#> exo2 -0.005555199 0.05596968 -0.063024144 0.08414135
#> exo3 0.080829743 0.06124510 -0.008696329 0.15112186
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04974647 0.8388435 -0.2147185 2.1095725
#> lag1_var2 -1.47221990 1.2967375 -3.2361126 0.1163709
#> lag1_var3 -4.34393221 2.7433352 -7.9768596 -0.9185937
#> lag1_var4 4.23255281 2.6072777 1.0046736 7.6823826
#> const -16.27563089 15.7240392 -38.3394466 6.9063770
#> exo1 0.08069313 1.1387354 -1.0390236 1.8305007
#> exo2 0.87311274 0.9627881 -0.3058530 2.3406642
#> exo3 -1.35459306 1.5277404 -3.5736794 0.8121498
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.77294512 0.4768413 -1.42194320 -0.080739465
#> lag1_var2 1.64811479 0.8190564 0.71878951 2.872584481
#> lag1_var3 3.91086917 1.6943446 1.88871478 6.408235247
#> lag1_var4 -2.80105646 1.6116607 -5.15603817 -0.885250026
#> const 10.91222797 9.1118566 -2.39226387 23.953193209
#> exo1 0.03204215 0.7035794 -0.97709524 0.820639887
#> exo2 -0.63429702 0.5165109 -1.38680792 -0.001334572
#> exo3 1.08642771 0.8053443 -0.07907826 2.253447387
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32416255 0.1230746 -0.52555837 -0.18985444
#> lag1_var2 0.66199277 0.2917799 0.24429016 1.08238755
#> lag1_var3 1.22909422 0.5853669 0.38362498 2.06793494
#> lag1_var4 -0.12786593 0.5446164 -0.90219122 0.66795253
#> const 2.23144920 1.7760146 0.02120956 4.79667240
#> exo1 0.08137577 0.2525112 -0.25403012 0.47971906
#> exo2 -0.24144531 0.1384191 -0.46067498 -0.09518953
#> exo3 0.47801896 0.1192192 0.31935654 0.65699804
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003219618 5.924504e-05 0.0002282131 0.0003802235
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001252376 0.001602379 -0.00386067 0.0006640464
#> Sigma[2,2] 0.283422771 0.067136851 0.18632229 0.3577663873
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004741687 0.004892278 -0.006524224 0.006711794
#> Sigma[3,2] -0.5680899719 0.154011311 -0.746968887 -0.370326367
#> Sigma[3,3] 1.7999983332 0.379425384 1.264145556 2.308231470
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001187957 0.00449015 -0.007095476 0.005440746
#> Sigma[4,2] -0.455210998 0.13093355 -0.606248269 -0.276480932
#> Sigma[4,3] 1.600902728 0.34294201 1.135363566 2.070616408
#> Sigma[4,4] 1.448085977 0.31776666 1.047306397 1.925668340
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993900530 0.004603399 0.986406345 0.999217864
#> lag1_var2 -0.015688093 0.024055335 -0.042289789 0.021173730
#> lag1_var3 -0.045740396 0.048855923 -0.096147462 0.026125931
#> lag1_var4 0.041904565 0.046766727 -0.025717005 0.089098844
#> const 0.348043466 0.110561689 0.192453025 0.499348064
#> exo1 0.002964845 0.016469741 -0.015734404 0.022592869
#> exo2 -0.020708370 0.022362991 -0.053756690 0.004948297
#> exo3 0.025009489 0.019632038 -0.001341806 0.048982059
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19059391 0.3004445 -0.1538431 0.6382144
#> lag1_var2 0.75247986 0.8411571 -0.5500913 1.7045006
#> lag1_var3 0.27602807 1.5928842 -2.0362529 2.1235411
#> lag1_var4 -0.39042172 1.5383923 -2.1921410 1.8550267
#> const 2.38872787 5.8715726 -5.8924056 10.0446808
#> exo1 0.07810384 0.6017090 -0.5861701 1.0334750
#> exo2 0.54948261 0.4951108 -0.1219613 1.2119057
#> exo3 -0.07690356 0.3589251 -0.5540845 0.3858116
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5592404 0.718208 -1.6932507 0.1801252
#> lag1_var2 2.8531908 1.653963 1.2375398 5.6087319
#> lag1_var3 6.2969719 3.075220 3.4011894 11.4024057
#> lag1_var4 -5.3359445 2.947006 -10.2535981 -2.6029952
#> const 14.2332398 14.418575 -3.8624879 36.5187299
#> exo1 -0.4615845 1.119991 -2.0204890 1.0901754
#> exo2 -0.1063116 1.535817 -2.6300310 1.6215312
#> exo3 1.2456655 1.148663 -0.3903155 2.6179951
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4870612 0.6188704 -1.4757816 0.1943059
#> lag1_var2 3.0579130 1.3321876 1.8264486 5.2970106
#> lag1_var3 6.0880005 2.4821981 3.9581741 10.2932498
#> lag1_var4 -5.1694145 2.3798869 -9.2315539 -3.0463224
#> const 15.2164419 12.5755315 -0.6319034 34.4536248
#> exo1 -0.4403692 0.9570127 -1.6501097 0.9410952
#> exo2 0.1797518 1.3809464 -2.1215379 1.6568014
#> exo3 1.2638676 1.0975878 -0.3140895 2.5415569
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007795473 0.0001237752 0.0006036509 0.0009606114
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009633559 0.00335958 -0.01531925 -0.006107817
#> Sigma[2,2] 0.440687042 0.09128025 0.33198712 0.578166129
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008235917 0.003142965 0.003948889 0.01233114
#> Sigma[3,2] -0.359369637 0.072862426 -0.415926948 -0.24465721
#> Sigma[3,3] 0.522945586 0.097893428 0.371916364 0.65165380
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001913569 0.001800727 -0.0003506578 0.004176447
#> Sigma[4,2] -0.067771449 0.051345942 -0.1343043794 -0.005533521
#> Sigma[4,3] 0.294551399 0.072527774 0.2181201013 0.409409586
#> Sigma[4,4] 0.259652629 0.060841067 0.2170010201 0.354984988
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00941838 0.02088743 0.97779258 1.034668108
#> lag1_var2 -0.03267646 0.05189264 -0.09125554 0.043834536
#> lag1_var3 -0.07218084 0.07837184 -0.16348493 0.041442321
#> lag1_var4 0.06176647 0.07285543 -0.04359319 0.149908892
#> const 0.44427815 0.25174757 0.06976428 0.707696980
#> exo1 -0.02010384 0.01834972 -0.04323890 0.006636741
#> exo2 -0.05241550 0.01894269 -0.07893102 -0.032481696
#> exo3 0.05717746 0.03078937 0.02027140 0.101055885
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.83627638 0.7733205 -1.9276203 0.1683357
#> lag1_var2 2.48451904 1.5165298 0.4700735 4.7381234
#> lag1_var3 2.82958160 2.2591803 -0.1971949 6.1771903
#> lag1_var4 -2.61925008 2.0690319 -5.6759249 0.1677660
#> const 9.19991433 7.0092391 -0.5000964 17.9113294
#> exo1 0.03835425 0.4913355 -0.6238010 0.7247461
#> exo2 0.58247306 0.4962193 -0.1630382 1.1471103
#> exo3 0.22315899 0.7458089 -0.7573774 1.2562355
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1831303 0.8778704 0.1444396 2.52684694
#> lag1_var2 -1.3334335 1.5206542 -3.5872970 -0.02705569
#> lag1_var3 -1.4742306 2.1885159 -4.6840395 0.54452603
#> lag1_var4 2.1159982 2.0240041 0.2345881 5.06893399
#> const -7.7069120 9.5371109 -20.7915355 3.58268670
#> exo1 0.3071785 0.6237086 -0.5781454 1.11465908
#> exo2 -0.5706385 0.6907159 -1.5633692 0.20134593
#> exo3 0.6982969 0.7167465 -0.2345179 1.67386290
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63125327 0.5960393 0.1161139 1.629292
#> lag1_var2 -0.03995641 1.2969122 -1.8741118 1.603578
#> lag1_var3 -0.13691247 1.8529521 -2.7574992 2.262999
#> lag1_var4 0.93071676 1.7429519 -1.3938238 3.398540
#> const -2.51144796 6.4129901 -12.2505510 4.057711
#> exo1 0.35349085 0.4111408 -0.1682641 0.852107
#> exo2 -0.16199652 0.6965690 -1.0769380 0.863620
#> exo3 0.90996363 0.4857227 0.3142901 1.587794
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002245947 0.0005218301 0.001658695 0.003107628
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004966795 0.001907648 -0.007876065 -0.002566207
#> Sigma[2,2] 0.040521811 0.013620051 0.024063382 0.062205366
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005678724 0.001412128 -0.007648964 -0.003967959
#> Sigma[3,2] 0.005777395 0.008530487 -0.006486093 0.016317246
#> Sigma[3,3] 0.039151617 0.007748491 0.030763739 0.049649927
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01010654 0.002552476 -0.01340829 -0.006658837
#> Sigma[4,2] 0.04061862 0.013560308 0.02545899 0.062449502
#> Sigma[4,3] 0.04512172 0.010342825 0.02910573 0.059175465
#> Sigma[4,4] 0.08118729 0.015305135 0.06151635 0.101514253
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.885737552 0.03691728 0.83079556 0.93426363
#> lag1_var2 0.084098384 0.11576771 -0.07502028 0.25108547
#> lag1_var3 0.166252827 0.15467322 -0.04401258 0.38347338
#> lag1_var4 -0.149360659 0.15252734 -0.36324271 0.05909989
#> const 1.070108076 0.57586677 0.51169228 1.98510154
#> exo1 0.017330550 0.02438094 -0.01906354 0.04723236
#> exo2 -0.080126738 0.03988142 -0.12990142 -0.02791235
#> exo3 -0.005469629 0.06374059 -0.08790519 0.07727439
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25265261 0.2184650 -0.09411958 0.50671472
#> lag1_var2 0.38693012 0.5615766 -0.36910837 1.06253062
#> lag1_var3 -0.77623773 0.7559765 -1.80866430 0.08901458
#> lag1_var4 0.70264981 0.7548418 -0.18680379 1.73465978
#> const 0.86617512 3.5771513 -3.47283082 6.08633638
#> exo1 -0.04583865 0.1033567 -0.17153366 0.11501429
#> exo2 0.01041933 0.2697445 -0.36860640 0.34716837
#> exo3 -0.05738873 0.2020422 -0.25659255 0.25929585
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44589470 0.1472596 0.2625839 0.6461613
#> lag1_var2 0.15740500 0.6253170 -0.7968259 0.8771180
#> lag1_var3 0.89961849 0.8342008 -0.3911892 1.8818495
#> lag1_var4 0.01051073 0.8320902 -0.9698303 1.2989366
#> const -2.01963515 2.8669851 -6.3036643 1.4743097
#> exo1 -0.05728035 0.1377750 -0.2539350 0.1365912
#> exo2 -0.76453206 0.2149261 -1.0162795 -0.4847109
#> exo3 -0.03866834 0.2468931 -0.3689644 0.2817078
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67057400 0.2319474 0.3297817 0.9898863
#> lag1_var2 0.04341343 0.7666730 -1.0592956 1.1014695
#> lag1_var3 -0.28008680 1.0150205 -1.6524313 1.1185813
#> lag1_var4 1.13505385 1.0072077 -0.2783253 2.4860250
#> const -2.11599949 3.5916786 -7.3410615 2.6992558
#> exo1 -0.09260426 0.1682556 -0.2996545 0.1216328
#> exo2 -0.76011032 0.3356407 -1.2660497 -0.4339386
#> exo3 -0.07970983 0.3358270 -0.5397227 0.3414501
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009235882 0.002275551 0.006566417 0.01263999
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00389868 0.003037225 -0.008670056 -0.001026061
#> Sigma[2,2] 0.03585641 0.009788338 0.024933731 0.051073905
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005252553 0.007041748 -0.01691155 0.0009402776
#> Sigma[3,2] -0.072977906 0.024562769 -0.11296311 -0.0471006417
#> Sigma[3,3] 0.315355871 0.108850735 0.21759486 0.4881425308
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00810949 0.006860417 -0.01926747 -0.001287812
#> Sigma[4,2] -0.05369214 0.021645437 -0.09096937 -0.033233610
#> Sigma[4,3] 0.28175823 0.102889743 0.19544175 0.447455747
#> Sigma[4,4] 0.25883153 0.097911652 0.17274207 0.416274517
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00562456 0.05691359 0.93587677 1.08430559
#> lag1_var2 -0.09428902 0.18587646 -0.34042552 0.18652838
#> lag1_var3 -0.07457466 0.27693993 -0.47163437 0.31294506
#> lag1_var4 0.07092650 0.27156047 -0.31010182 0.45949953
#> const 0.32461329 1.15753083 -1.38654104 1.72886772
#> exo1 0.03584639 0.06099248 -0.05421576 0.10331346
#> exo2 -0.08036980 0.12322556 -0.27247096 0.06077397
#> exo3 -0.04031138 0.09132310 -0.17336613 0.07528884
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12386125 0.1637324 -0.08987714 0.3531230
#> lag1_var2 0.22273297 0.5548435 -0.54595429 0.9978666
#> lag1_var3 -1.08503607 0.8553690 -2.15773913 0.1741293
#> lag1_var4 1.08180394 0.8396097 -0.15239216 2.1416230
#> const -2.09898830 2.6513652 -5.89034473 1.1140124
#> exo1 -0.04401427 0.2014411 -0.29643739 0.2390580
#> exo2 0.34147566 0.1748107 0.09422707 0.5438304
#> exo3 0.25390460 0.1832437 0.06076089 0.5566707
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5251223 0.5047760 -1.14463162 0.2022368
#> lag1_var2 1.3528048 1.5550025 -0.85601816 3.3673911
#> lag1_var3 3.5764176 2.2982742 0.03536869 6.2955613
#> lag1_var4 -2.5173044 2.2454105 -5.17551268 0.9429625
#> const 8.5048772 7.8851193 -1.93875301 19.1180044
#> exo1 -0.3859977 0.4910363 -1.11177124 0.2527323
#> exo2 -0.3785945 0.4975583 -0.78573884 0.5358391
#> exo3 0.1631991 0.5479448 -0.68426693 0.8251103
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4743397 0.4233406 -0.9906297 0.13987765
#> lag1_var2 1.1860627 1.2811656 -0.6396825 2.79780792
#> lag1_var3 2.4595040 1.8721867 -0.3803714 4.61448784
#> lag1_var4 -1.3836638 1.8260553 -3.4849377 1.38844668
#> const 6.7201459 6.8058325 -2.1948781 15.86952395
#> exo1 -0.4292340 0.3932734 -1.0023078 0.09670069
#> exo2 -0.2009524 0.4917983 -0.6344012 0.71047683
#> exo3 0.3149311 0.4821387 -0.4125218 0.92428596
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002721094 5.912383e-05 0.0002034205 0.0003635424
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002107043 0.00185059 -0.004785036 0.0002135575
#> Sigma[2,2] 0.514174332 0.10765913 0.417344924 0.6990554033
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004271579 0.002219343 0.001582697 0.007297517
#> Sigma[3,2] -0.293559814 0.074915108 -0.398921625 -0.207041591
#> Sigma[3,3] 0.506091773 0.136258354 0.364060901 0.728516914
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003228297 0.001802011 0.00141064 0.005955463
#> Sigma[4,2] 0.020153125 0.054892557 -0.06002399 0.084691339
#> Sigma[4,3] 0.349288836 0.111830850 0.21201582 0.520520190
#> Sigma[4,4] 0.385523933 0.108993819 0.26904578 0.547883500
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972421007 0.01856750 0.94455437 0.99588876
#> lag1_var2 0.020962614 0.03496041 -0.02317914 0.06952954
#> lag1_var3 0.032632705 0.06105635 -0.04504585 0.11936464
#> lag1_var4 -0.034935248 0.05690467 -0.11423548 0.03741535
#> const 0.813685983 0.24043240 0.56796618 1.21542121
#> exo1 -0.004682255 0.01456016 -0.02249159 0.01557414
#> exo2 -0.099923889 0.01962336 -0.12926498 -0.07535826
#> exo3 0.068791178 0.01147150 0.05600819 0.08476575
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5411716 0.6714791 -2.3964818 -0.5748513
#> lag1_var2 2.9036080 1.7792257 0.4105449 5.1519589
#> lag1_var3 3.7007301 3.0066028 -0.6523683 7.3373826
#> lag1_var4 -3.2848884 2.8821797 -6.8701252 0.7651177
#> const 13.3066933 9.2268663 2.7690005 26.4589519
#> exo1 -0.2889978 0.6009573 -1.3396819 0.3092940
#> exo2 0.5739651 0.3905478 0.1802872 1.1875286
#> exo3 0.4760179 1.2561451 -0.5709465 2.4728176
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.56615970 0.5178872 0.6565933 2.0382440
#> lag1_var2 0.64120014 1.2811115 -0.9967990 2.6797532
#> lag1_var3 1.15878135 2.1123582 -1.4649060 4.5084751
#> lag1_var4 -0.81965846 2.0602047 -4.0347794 1.8476458
#> const -0.32539079 7.8676018 -12.4284965 9.9626218
#> exo1 0.06055339 0.3289578 -0.4347162 0.5253655
#> exo2 -2.97364432 0.6797173 -3.6841370 -1.9168388
#> exo3 0.27448541 0.9835759 -1.2242075 1.4442662
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6538536 0.6413141 -0.4353158 1.1989686
#> lag1_var2 2.1770260 1.1882374 1.1161730 4.3090293
#> lag1_var3 2.9971694 1.9998548 1.1985969 6.5900216
#> lag1_var4 -2.4106091 1.9522817 -5.9123938 -0.6521874
#> const 7.3803177 10.8722129 -3.5003822 26.2732649
#> exo1 -0.1248983 0.4712069 -0.9040140 0.4498236
#> exo2 -2.7700484 0.6407922 -3.6523816 -1.8391709
#> exo3 0.5820159 0.5777799 -0.2683333 1.3501548
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001556696 0.0005723705 0.001063161 0.002516141
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005295327 0.002172532 -0.008876631 -0.003419813
#> Sigma[2,2] 0.034060330 0.009342354 0.021938384 0.045786920
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001826585 0.001098740 0.000731787 0.003603765
#> Sigma[3,2] -0.014663977 0.003464233 -0.018741144 -0.008876607
#> Sigma[3,3] 0.015531921 0.003740784 0.011343184 0.021198956
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.315173e-05 0.0007944417 -0.0008445906 0.0012833601
#> Sigma[4,2] -3.532924e-03 0.0021496195 -0.0065356955 -0.0008972631
#> Sigma[4,3] 1.171998e-02 0.0036635627 0.0072923847 0.0175764717
#> Sigma[4,4] 1.193427e-02 0.0037178827 0.0070570896 0.0175632582
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01670029 0.03155536 0.972519355 1.05900968
#> lag1_var2 -0.09867771 0.04365198 -0.146666383 -0.02791185
#> lag1_var3 -0.17963800 0.12941387 -0.319088201 0.02780134
#> lag1_var4 0.19066750 0.11744165 -0.005030643 0.31041653
#> const -0.01971229 0.44196180 -0.613072330 0.61051032
#> exo1 0.00359442 0.02970017 -0.021663177 0.05433338
#> exo2 -0.04588765 0.03878087 -0.088628165 0.01010634
#> exo3 0.02588936 0.04858232 -0.044116845 0.08701050
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02995294 0.1522573 -0.22196104 0.1811330
#> lag1_var2 0.98691367 0.2200991 0.68123805 1.2982412
#> lag1_var3 0.66804731 0.5466546 -0.13677093 1.3208327
#> lag1_var4 -0.62315118 0.5087325 -1.25465060 0.1101448
#> const 3.69282134 2.1637732 0.76852563 6.7570666
#> exo1 0.04200722 0.2020071 -0.14003797 0.3924318
#> exo2 0.45771893 0.1678898 0.20424970 0.6622863
#> exo3 0.29986255 0.2438117 0.01158055 0.6696078
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.013560150 0.0824881 -0.066693950 0.15625452
#> lag1_var2 0.137659052 0.1029719 0.004914081 0.24985458
#> lag1_var3 0.918849419 0.2866948 0.508604414 1.27742863
#> lag1_var4 -0.004628464 0.2800754 -0.334396871 0.40966093
#> const -0.481512933 1.6326164 -2.388132116 1.96481965
#> exo1 -0.019353714 0.1314916 -0.249904929 0.10764663
#> exo2 -0.480857508 0.1469698 -0.684638803 -0.27710606
#> exo3 -0.081409553 0.1173911 -0.252261933 0.07676842
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.011493090 0.05871200 -0.08033890 0.07715374
#> lag1_var2 0.254100507 0.07658082 0.15796448 0.35631819
#> lag1_var3 0.507344865 0.23627290 0.17686431 0.75218320
#> lag1_var4 0.460127022 0.22697385 0.20121463 0.77728579
#> const -0.134066890 1.30807474 -1.92702566 1.60713106
#> exo1 0.007277239 0.10317404 -0.13859925 0.13485375
#> exo2 -0.386742230 0.13115222 -0.57597695 -0.21837890
#> exo3 0.017472198 0.07234793 -0.07681036 0.11926603
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001138229 0.000289895 0.0007536834 0.001580345
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002760678 0.007581622 -0.007765415 0.01291777
#> Sigma[2,2] 2.4602350918 0.367341842 1.947684870 2.94793010
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001341836 0.006329482 -0.009538508 0.007504196
#> Sigma[3,2] -1.801380690 0.343881880 -2.128677637 -1.210877843
#> Sigma[3,3] 1.547877446 0.311529503 0.990979924 1.814658410
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001620905 0.002995217 -0.002988325 0.004966341
#> Sigma[4,2] -0.600580726 0.217236245 -0.773327240 -0.226675857
#> Sigma[4,3] 0.705014847 0.169914633 0.416663069 0.883518413
#> Sigma[4,4] 0.456157905 0.093402215 0.302346983 0.559125608
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00382572 0.02283259 0.97790059 1.03966538
#> lag1_var2 -0.03726094 0.01970048 -0.06652531 -0.01502273
#> lag1_var3 -0.07029571 0.03768621 -0.12911551 -0.02602592
#> lag1_var4 0.06118259 0.03227642 0.02026694 0.11147142
#> const 0.42079525 0.42111065 -0.20937555 0.91929391
#> exo1 0.01743706 0.03883856 -0.04511629 0.06126899
#> exo2 -0.02530823 0.04246194 -0.07476946 0.04770280
#> exo3 0.03764174 0.04271940 -0.01983416 0.09769869
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5967718 0.9227905 -2.880801 -0.4621471
#> lag1_var2 3.1389255 1.0272725 1.626223 4.4392354
#> lag1_var3 4.4709883 1.9499317 1.627987 7.0257259
#> lag1_var4 -4.1837851 1.7220546 -6.464141 -1.6433685
#> const 27.2879126 14.6411315 10.741098 49.0436435
#> exo1 -1.8128789 1.0077617 -3.187855 -0.3146099
#> exo2 -1.0754242 1.8641214 -3.282877 1.2560546
#> exo3 -0.7142812 1.4490662 -2.976847 1.1926744
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2866866 0.8212585 0.3111527 2.3906965
#> lag1_var2 -1.1820032 1.2458910 -2.8440940 0.6686730
#> lag1_var3 -1.4394744 2.3693979 -4.6730522 2.0283029
#> lag1_var4 2.2376661 2.0792413 -0.8422864 5.0884972
#> const -22.3261059 9.2766708 -36.0552694 -12.2541642
#> exo1 0.2320650 0.5938337 -0.6812460 0.9463419
#> exo2 -0.1894021 1.2673262 -1.6505211 1.3476615
#> exo3 3.2023865 1.2771691 1.7152116 5.3183608
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48271572 0.4621879 -0.06043178 1.20494291
#> lag1_var2 0.04581129 0.8742807 -1.12361068 1.33062281
#> lag1_var3 0.09024945 1.6728132 -2.19440697 2.49636707
#> lag1_var4 0.88653410 1.4701621 -1.24240819 2.89747508
#> const -10.47032117 3.9548158 -14.36815046 -4.40085384
#> exo1 -0.85967041 0.3200655 -1.22991860 -0.38200017
#> exo2 -0.83962333 0.5484906 -1.39766874 0.05165853
#> exo3 3.24219474 0.7873931 2.22231493 4.33233554
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003383884 0.0006711476 0.002543902 0.004249754
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006721839 0.001460465 -0.008864914 -0.005100323
#> Sigma[2,2] 0.050182068 0.007379077 0.042513658 0.060917161
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005732134 0.001083241 0.00469854 0.007518413
#> Sigma[3,2] -0.043690183 0.007192369 -0.05534170 -0.035815187
#> Sigma[3,3] 0.044848449 0.007581873 0.03507709 0.056913555
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001195986 0.0003915903 0.0006273863 0.001600350
#> Sigma[4,2] -0.009820097 0.0030746585 -0.0145043571 -0.006367129
#> Sigma[4,3] 0.015717044 0.0031688713 0.0110542591 0.020336812
#> Sigma[4,4] 0.009529798 0.0019327506 0.0066714596 0.011387499
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90282715 0.01911288 0.87789275 0.92981397
#> lag1_var2 -0.12007098 0.12672294 -0.29536176 0.04388980
#> lag1_var3 -0.14932255 0.20859757 -0.44528868 0.11066856
#> lag1_var4 0.17437244 0.21402877 -0.08542268 0.48037124
#> const 0.63971261 0.93958367 -0.93260391 1.63132292
#> exo1 0.02361945 0.04094103 -0.03247558 0.07823301
#> exo2 -0.05168155 0.04903306 -0.12680458 0.01279571
#> exo3 0.10788797 0.06010082 0.03115926 0.19808158
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28971515 0.1169322 0.13356880 0.4460482
#> lag1_var2 0.61990025 0.4871584 -0.02926841 1.2479953
#> lag1_var3 0.26068542 0.6985175 -0.66142878 1.1561473
#> lag1_var4 -0.25437005 0.6979117 -1.16118635 0.6510272
#> const -0.14546908 2.3573335 -3.55237354 2.6222567
#> exo1 -0.09770202 0.2161820 -0.32897520 0.2245013
#> exo2 1.58725753 0.2343724 1.20609999 1.8378833
#> exo3 0.60490895 0.2088178 0.28842205 0.8810739
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28856877 0.1190734 -0.4469929 -0.14061180
#> lag1_var2 0.90295870 0.4136406 0.3830824 1.51854046
#> lag1_var3 1.76961188 0.5836808 1.0075495 2.60363160
#> lag1_var4 -0.78447600 0.5709279 -1.5886936 -0.03258005
#> const 3.30117606 1.6958011 1.4601934 5.87754417
#> exo1 0.06612626 0.1853153 -0.1967210 0.27260370
#> exo2 -1.71303796 0.2015837 -1.8733678 -1.38680930
#> exo3 -0.20829321 0.1968532 -0.4947848 0.05173080
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1086434278 0.05994957 -0.20831612 -0.05234500
#> lag1_var2 0.9552402630 0.21567702 0.72905253 1.28679881
#> lag1_var3 1.4250969498 0.32910187 1.06917812 1.91411303
#> lag1_var4 -0.4138007160 0.31489829 -0.87209841 -0.07592736
#> const 2.4019596829 0.61134634 1.46155835 3.10020471
#> exo1 -0.0002154758 0.08383367 -0.08732563 0.13855153
#> exo2 -0.6986063624 0.07240327 -0.77968555 -0.58371451
#> exo3 0.2411265122 0.07843300 0.11851113 0.31827414
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004051544 0.0001138475 0.000271981 0.0005755117
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002081723 0.002106399 -0.002773616 0.002783782
#> Sigma[2,2] 0.2760576241 0.072101530 0.212744059 0.402768815
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006037636 0.001456654 -0.002518806 0.001468873
#> Sigma[3,2] -0.1496911159 0.038596735 -0.216829660 -0.112004006
#> Sigma[3,3] 0.0884536038 0.020437191 0.064393465 0.122205001
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005622963 0.0004328823 -0.001253195 -5.621926e-05
#> Sigma[4,2] 0.0001430440 0.0079943114 -0.011044094 1.104645e-02
#> Sigma[4,3] 0.0080935609 0.0047589524 0.001557528 1.534411e-02
#> Sigma[4,4] 0.0092381999 0.0016515927 0.006886010 1.138854e-02
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997735115 0.01339528 0.982615902 1.019285413
#> lag1_var2 0.008229535 0.03539153 -0.040637116 0.052065130
#> lag1_var3 0.001572411 0.06532471 -0.088445033 0.083244077
#> lag1_var4 -0.013051479 0.06221498 -0.089982397 0.073458569
#> const 0.591546614 0.22087128 0.238169172 0.804815013
#> exo1 0.015240948 0.01424396 -0.006453446 0.031019984
#> exo2 -0.016442993 0.01764321 -0.043464749 0.001193635
#> exo3 -0.023737169 0.02207718 -0.049006480 0.006603419
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7250196 0.3575192 -1.28943401 -0.3252342
#> lag1_var2 2.4094613 0.9514769 1.12761255 3.7711895
#> lag1_var3 2.9189958 1.6668047 0.60647823 5.2554919
#> lag1_var4 -2.7250540 1.6085305 -4.93028520 -0.4533586
#> const 5.8930417 6.2866180 -0.07591462 16.4879083
#> exo1 0.2759357 0.3926268 -0.33688958 0.7794088
#> exo2 1.4288932 0.6012914 0.57744443 2.0557820
#> exo3 -0.0883211 0.5010895 -0.63229452 0.6515937
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4447078 0.2052257 0.2018814 0.78143647
#> lag1_var2 -0.6642590 0.5112229 -1.3024289 0.09159684
#> lag1_var3 -0.4517825 0.9108530 -1.5066652 0.94104627
#> lag1_var4 1.2988624 0.8839451 -0.0743216 2.32175601
#> const -2.0407769 3.6973439 -7.8395830 2.53188185
#> exo1 -0.1472561 0.2464160 -0.4683089 0.19676461
#> exo2 -1.2150499 0.3012156 -1.5787316 -0.80694283
#> exo3 0.2797916 0.2729166 -0.0854799 0.58203146
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0355122468 0.06580964 -0.05900270 0.1132837
#> lag1_var2 0.2807999050 0.13632272 0.07836794 0.4756978
#> lag1_var3 0.4612514646 0.25060311 0.07410088 0.8081501
#> lag1_var4 0.5155756720 0.24394477 0.16887842 0.8785625
#> const 0.1045133729 0.95356165 -0.94758742 1.5932960
#> exo1 0.0004140879 0.07094531 -0.06287868 0.1146973
#> exo2 -0.5209706005 0.12347610 -0.65786022 -0.3214354
#> exo3 0.2725796344 0.09782924 0.16959564 0.4339581
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008628608 0.0002071358 0.00051033 0.001090364
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009798646 0.005410988 -0.01787245 -0.00390067
#> Sigma[2,2] 1.083419989 0.273627924 0.82043303 1.49362010
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006917988 0.00382306 0.002399023 0.01209741
#> Sigma[3,2] -0.629112651 0.16968616 -0.888244934 -0.46515280
#> Sigma[3,3] 0.444997040 0.11477277 0.319524869 0.62053739
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00244375 0.001669412 0.0001407636 0.00475578
#> Sigma[4,2] -0.11876311 0.060257143 -0.1970192081 -0.03772834
#> Sigma[4,3] 0.15787758 0.043785144 0.1040146564 0.22240629
#> Sigma[4,4] 0.11303970 0.024242499 0.0842013377 0.14965005
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04360288 0.01631346 1.02183962 1.068549641
#> lag1_var2 -0.07955100 0.02479022 -0.10712694 -0.040884375
#> lag1_var3 -0.14975289 0.05250366 -0.20938884 -0.068649624
#> lag1_var4 0.12790175 0.04828292 0.05457436 0.183362827
#> const 0.21622372 0.21284261 -0.11051636 0.446409391
#> exo1 -0.01945489 0.03116635 -0.06374407 0.018880776
#> exo2 -0.15211664 0.02109591 -0.17940186 -0.126433219
#> exo3 -0.04975132 0.02723231 -0.08213072 -0.009248243
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5776703 1.1921701 -2.1358035 0.9268953
#> lag1_var2 2.0610504 1.6342963 0.3283455 4.5115920
#> lag1_var3 2.8424521 3.4351512 -0.7353096 7.9185896
#> lag1_var4 -2.7062060 3.1240083 -7.2932883 0.5278659
#> const 9.1069862 12.9425025 -7.7869955 26.9612567
#> exo1 0.2884836 0.7560159 -0.8275605 1.2233630
#> exo2 1.6249934 1.3356371 -0.1552081 3.1919688
#> exo3 0.2203209 0.8142350 -1.0734472 1.1921042
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9906956 0.8007826 -0.1986119 1.88431997
#> lag1_var2 -1.2464879 0.9669236 -2.6571978 0.05096985
#> lag1_var3 -1.8163158 2.0370410 -4.7794870 0.94952333
#> lag1_var4 2.5777005 1.8516847 0.1052162 5.27917803
#> const -10.9507562 10.0063036 -23.9868838 2.47581922
#> exo1 -0.2159668 0.6604728 -1.0520099 0.72592280
#> exo2 -3.9957650 0.7092197 -4.8549599 -3.10435273
#> exo3 0.2614645 0.6224437 -0.6445995 1.00284559
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75468556 0.3863695 0.24881815 1.23242010
#> lag1_var2 -0.61588919 0.4724811 -1.25760103 0.06929871
#> lag1_var3 -1.19132566 1.0038227 -2.56361359 0.22853517
#> lag1_var4 2.03406264 0.9081985 0.76014974 3.28273976
#> const -8.18423295 4.7719905 -14.76795529 -2.07507176
#> exo1 -0.07308421 0.3668151 -0.55941480 0.45790068
#> exo2 -3.42706112 0.2486617 -3.73077971 -3.09421633
#> exo3 0.41070324 0.3740681 -0.08045934 0.89036015
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000717684 0.0001793001 0.0004762301 0.0009635422
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02037404 0.006167679 -0.02865537 -0.01210093
#> Sigma[2,2] 1.82798866 0.462748710 1.21950915 2.45801656
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0113746 0.003816203 0.00623276 0.0164438
#> Sigma[3,2] -1.1839708 0.363080696 -1.72692449 -0.7714608
#> Sigma[3,3] 0.9257201 0.323103104 0.62291842 1.4179589
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008886176 0.001320112 -0.002285053 0.0009720856
#> Sigma[4,2] -0.1075699346 0.142564988 -0.345415094 0.0276066127
#> Sigma[4,3] 0.2476329271 0.148727040 0.097163415 0.4867845155
#> Sigma[4,4] 0.2060134749 0.077914303 0.117052851 0.3154879071
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984319458 0.01917254 0.967567831 1.01297098
#> lag1_var2 -0.001322268 0.03942996 -0.061392139 0.04534952
#> lag1_var3 -0.005498284 0.06666638 -0.107294934 0.07221128
#> lag1_var4 0.002301522 0.06266018 -0.070375191 0.09792176
#> const 0.588425850 0.30237437 0.097564066 0.93150880
#> exo1 0.022356800 0.02639884 -0.009060902 0.06183437
#> exo2 -0.049998876 0.02484203 -0.083428326 -0.01623882
#> exo3 0.027165649 0.02983398 -0.017396360 0.06073208
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3868374 0.7773772 -3.4160926 -1.4686676
#> lag1_var2 5.1152853 1.6057824 2.8678125 7.1465743
#> lag1_var3 7.1299342 2.7216931 3.3528010 10.6017287
#> lag1_var4 -6.5474527 2.5040895 -9.8217092 -3.0837696
#> const 26.3682855 10.1578742 15.0568964 42.1429371
#> exo1 -1.2594602 0.8834711 -2.6258751 -0.0985013
#> exo2 1.7716928 1.3762796 0.3546142 4.1459134
#> exo3 0.4929418 2.0210193 -2.0427550 3.3113079
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9249379 0.4801694 1.3098923 2.5217587
#> lag1_var2 -2.1488932 1.0388894 -3.5626823 -0.6041899
#> lag1_var3 -2.7541740 1.7481900 -5.1448684 -0.1611457
#> lag1_var4 3.2208680 1.6168907 0.7929026 5.4498652
#> const -17.2475209 5.2367435 -23.2144493 -9.6234966
#> exo1 0.8779114 0.5735436 0.1164921 1.6279604
#> exo2 -1.6527300 0.9375849 -3.2517068 -0.5378362
#> exo3 0.6385352 1.1444578 -0.9820052 1.9439358
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55283754 0.3040928 0.17912708 0.9301966
#> lag1_var2 0.50172103 0.4561661 -0.03873850 1.1452082
#> lag1_var3 0.82212414 0.7697739 -0.09367176 1.8849206
#> lag1_var4 -0.00509182 0.6832977 -0.97854572 0.8057874
#> const -3.02341519 4.4164667 -10.15370478 2.7800195
#> exo1 0.15397760 0.2498741 -0.21589938 0.4387185
#> exo2 -0.61604149 0.4209850 -1.14109412 -0.0016825
#> exo3 1.01619088 0.3798458 0.48794583 1.5043633
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000695281 0.0001386719 0.0005186967 0.0009082532
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01466666 0.004378459 -0.02096328 -0.00936211
#> Sigma[2,2] 0.65084022 0.170403165 0.50315229 0.90962307
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01237503 0.004102554 0.00728361 0.01817578
#> Sigma[3,2] -0.49660744 0.142376038 -0.70038661 -0.32314651
#> Sigma[3,3] 0.71340544 0.173213099 0.50487385 0.98564637
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004075641 0.002974596 0.0004202637 0.009051254
#> Sigma[4,2] -0.125046653 0.068259225 -0.2171266885 -0.026184070
#> Sigma[4,3] 0.454074594 0.107394824 0.3295990300 0.620366051
#> Sigma[4,4] 0.408731493 0.081628224 0.3164134676 0.531570301
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98739441 0.01885543 0.967535528 1.01820299
#> lag1_var2 -0.01972289 0.04700467 -0.067289273 0.05419512
#> lag1_var3 -0.03488643 0.08422382 -0.116842055 0.09099854
#> lag1_var4 0.03102058 0.08218971 -0.088346835 0.11507876
#> const 0.55536620 0.21231685 0.342414560 0.88031460
#> exo1 0.02100386 0.01903640 -0.004314129 0.04938209
#> exo2 -0.07427594 0.02547004 -0.097665365 -0.02986149
#> exo3 0.05842019 0.01917911 0.033995152 0.08153883
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0496424 0.4598359 -1.4977485 -0.2669504
#> lag1_var2 2.3758053 1.5098805 0.1391685 4.3435233
#> lag1_var3 2.4430396 2.7368458 -1.7401966 5.8093901
#> lag1_var4 -2.0424707 2.6462903 -5.3166233 1.9947294
#> const 2.4028220 9.0573338 -11.9332794 12.5312808
#> exo1 -0.8882207 0.7751258 -2.0112919 0.2135073
#> exo2 1.2520329 0.8712949 0.0345098 2.3574455
#> exo3 0.2515230 0.8860442 -0.5947833 1.7253258
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8438810 0.6143558 0.01083742 1.671271631
#> lag1_var2 0.5883397 1.5297408 -0.97292487 3.036007007
#> lag1_var3 2.2244193 2.8059032 -0.61571943 6.748117009
#> lag1_var4 -1.6981345 2.7279442 -6.05865686 1.015078306
#> const 7.8987824 10.4398010 -4.02418894 22.531627195
#> exo1 0.9081873 0.6991885 0.03497566 1.935157578
#> exo2 -1.2593459 0.9686552 -2.43630852 0.004710797
#> exo3 0.2802317 0.7793625 -0.81166890 1.214302744
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2368863 0.5543742 -0.3959618 1.0713838
#> lag1_var2 1.7169686 0.9639619 0.5961912 3.2257483
#> lag1_var3 3.2334658 1.7484697 1.3192465 6.0416189
#> lag1_var4 -2.4679087 1.6420374 -5.1623473 -0.7072578
#> const 8.9306656 7.3436400 -0.6285687 17.9975343
#> exo1 0.4155274 0.5777924 -0.3558858 1.1969707
#> exo2 -0.5595352 0.7617222 -1.6366273 0.4795524
#> exo3 0.4461371 0.6967388 -0.6055836 1.2288353
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003678239 7.873353e-05 0.0002637357 0.0004856804
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008804903 0.002554146 -0.01240403 -0.005161096
#> Sigma[2,2] 0.674304682 0.181979769 0.51078427 0.989381119
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006390282 0.002565073 0.002575394 0.009997761
#> Sigma[3,2] -0.516487751 0.152775574 -0.750993752 -0.356417799
#> Sigma[3,3] 0.532116070 0.129736560 0.350049769 0.689697954
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008741384 0.001428915 -0.001027903 0.003013678
#> Sigma[4,2] -0.0986345085 0.058162965 -0.167066920 -0.014853963
#> Sigma[4,3] 0.2228200971 0.054701704 0.132086443 0.279891857
#> Sigma[4,4] 0.1734716652 0.032390178 0.127028506 0.213091344
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00073627 0.01404558 0.98654054 1.0220225681
#> lag1_var2 -0.01325680 0.02611399 -0.05498838 0.0131781649
#> lag1_var3 -0.02871141 0.04066251 -0.09282730 0.0123213918
#> lag1_var4 0.02045884 0.03856046 -0.01803838 0.0826866467
#> const 0.49208118 0.20614304 0.16911278 0.6952202836
#> exo1 -0.02099979 0.01700527 -0.04036767 0.0051743891
#> exo2 -0.01973033 0.01410982 -0.03342277 0.0008652465
#> exo3 0.03504150 0.01133580 0.02076975 0.0509274938
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5020093 0.5224088 -2.42691989 -1.0704395
#> lag1_var2 2.6297365 1.3511708 1.20260587 4.8320535
#> lag1_var3 3.1072390 2.0874323 0.93750595 6.5458590
#> lag1_var4 -2.5598563 2.0299084 -5.92820724 -0.4347375
#> const 7.8673798 6.7343495 1.63605097 19.1446485
#> exo1 0.1406328 0.5737804 -0.65203572 0.8935449
#> exo2 0.8417985 0.6091290 -0.07574108 1.6465110
#> exo3 0.8112444 0.8981017 -0.39827755 1.7967561
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0994566 0.6717288 1.4249950 3.1901935
#> lag1_var2 -2.8732859 1.2475556 -4.7134880 -1.4654151
#> lag1_var3 -3.9633966 1.9245481 -6.8725994 -1.8372573
#> lag1_var4 4.2516392 1.8142228 2.2784059 7.0732291
#> const -12.8890723 8.4993493 -26.6526321 -4.2910678
#> exo1 0.0175204 0.4395833 -0.6614237 0.5637065
#> exo2 -0.8825383 0.6863474 -1.6921070 0.1788372
#> exo3 -0.3514592 0.8206836 -1.1953726 0.8111816
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2050258 0.4446506 0.6888479 1.8471164
#> lag1_var2 -1.7406664 0.7707500 -2.9758216 -0.7687363
#> lag1_var3 -2.8379879 1.1980179 -4.7802111 -1.3616496
#> lag1_var4 3.4753067 1.1036557 2.1324433 5.2831622
#> const -9.5758529 5.4325533 -18.1959924 -3.4548661
#> exo1 0.1135134 0.3471684 -0.3499840 0.6100402
#> exo2 -0.3461180 0.4622261 -0.9242236 0.3689555
#> exo3 0.2070604 0.3589089 -0.3081214 0.6643185
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002104722 7.743876e-05 0.0001360313 0.0003376723
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002026938 0.001808271 -0.004804053 -1.696736e-05
#> Sigma[2,2] 0.620609061 0.148840045 0.413719091 8.347787e-01
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008158848 0.0007885596 -0.0001017568 0.001922888
#> Sigma[3,2] -0.3118931961 0.0769976969 -0.4232828285 -0.211059268
#> Sigma[3,3] 0.1646441431 0.0392101718 0.1152601103 0.220921895
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003093826 0.0003836625 -0.0008980892 0.0001003526
#> Sigma[4,2] 0.0082603845 0.0136025997 -0.0057353527 0.0300397339
#> Sigma[4,3] 0.0052248681 0.0069875917 -0.0049359571 0.0151799063
#> Sigma[4,4] 0.0115053380 0.0030885761 0.0071715485 0.0151287682
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98696367 0.01411965 0.97383884 1.011195534
#> lag1_var2 -0.01164079 0.01452279 -0.03450444 0.006738177
#> lag1_var3 -0.02510871 0.02888918 -0.07003425 0.011386946
#> lag1_var4 0.02018903 0.02657253 -0.01274853 0.061257598
#> const 0.53624060 0.20116208 0.19767565 0.766152827
#> exo1 -0.02244071 0.01338314 -0.03773970 -0.003851247
#> exo2 -0.05273072 0.01999140 -0.08200101 -0.028526645
#> exo3 0.06373799 0.01629575 0.04615228 0.088957674
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2777505 0.9904138 -2.50257606 0.1884783
#> lag1_var2 2.6625728 1.0555707 1.13694359 3.7669201
#> lag1_var3 3.2698515 2.0596085 0.29990760 5.4168458
#> lag1_var4 -2.9300774 1.8215699 -4.88666723 -0.2908897
#> const 11.6590210 11.1515316 -0.99102165 28.4410777
#> exo1 -0.4317369 0.4681834 -1.13006353 0.1718355
#> exo2 4.6741730 1.0032786 3.63886532 6.2131575
#> exo3 0.9418620 0.8211960 0.06522637 2.2172948
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7641811 0.4625296 0.0347988 1.29545910
#> lag1_var2 -0.9391854 0.5200163 -1.5385095 -0.14024752
#> lag1_var3 -0.8722732 1.0153232 -2.0391561 0.68058428
#> lag1_var4 1.6463149 0.8937037 0.2748518 2.70277330
#> const -6.1306381 5.1757839 -13.7217948 0.05773161
#> exo1 0.1985829 0.2373582 -0.1282750 0.56650406
#> exo2 -2.6631751 0.5080617 -3.4249418 -2.13241421
#> exo3 -0.4118973 0.4483950 -1.0955822 0.07694334
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06874435 0.12973945 -0.113273591 0.20586080
#> lag1_var2 0.04477597 0.16499954 -0.148001231 0.26930188
#> lag1_var3 0.05043794 0.32125379 -0.324089914 0.48838764
#> lag1_var4 0.93952576 0.27923719 0.549827286 1.26196005
#> const -1.55097755 0.90972783 -2.520517491 -0.05263532
#> exo1 -0.03651040 0.11485510 -0.182448175 0.13444601
#> exo2 -0.45036097 0.07176507 -0.543372967 -0.34346533
#> exo3 0.05917421 0.07070443 -0.005815718 0.18223432
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005583994 0.0008813541 0.004535556 0.00683912
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05933645 0.01280688 -0.07860797 -0.04549257
#> Sigma[2,2] 1.25194797 0.29686953 0.96032120 1.71494832
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05569454 0.01611494 0.03502378 0.07730157
#> Sigma[3,2] -0.98248926 0.31064937 -1.42655662 -0.58601467
#> Sigma[3,3] 1.10294484 0.30691448 0.66567329 1.52145216
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03518442 0.01239302 0.01717988 0.04913203
#> Sigma[4,2] -0.49241612 0.21707047 -0.76866358 -0.18815614
#> Sigma[4,3] 0.76918692 0.20845367 0.47386201 1.05616290
#> Sigma[4,4] 0.63745008 0.14762202 0.45782325 0.85724917
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.939110128 0.02539529 0.917758100 0.98442753
#> lag1_var2 0.007418034 0.03526517 -0.050884182 0.04658362
#> lag1_var3 0.021032948 0.08577811 -0.119810836 0.11986406
#> lag1_var4 -0.011864157 0.07749132 -0.102578165 0.11475607
#> const 1.059402331 0.72814559 -0.032292077 1.98332748
#> exo1 0.060012536 0.06410677 -0.034902492 0.13300011
#> exo2 0.014282513 0.06374001 -0.050347181 0.11733247
#> exo3 0.048607196 0.05802253 -0.008778823 0.14019634
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3671917 0.4729423 -0.33923129 0.9261525
#> lag1_var2 0.7529555 0.5761625 -0.06683866 1.5552508
#> lag1_var3 0.0708538 1.3957285 -1.88708719 2.0531212
#> lag1_var4 -0.1618859 1.2863293 -1.95687968 1.6786276
#> const -1.7120111 10.7069725 -13.31628293 14.0952389
#> exo1 1.3409059 0.7131324 0.28586456 2.1134591
#> exo2 2.0300113 1.3527935 -0.05039766 3.4389533
#> exo3 0.4261489 1.1966407 -1.15148550 1.9734897
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7890215 0.2841038 -1.1225615 -0.3462535
#> lag1_var2 0.9818398 0.4389382 0.3872874 1.5913263
#> lag1_var3 2.9809329 1.0140258 1.5691543 4.3865454
#> lag1_var4 -1.7645466 0.9235883 -3.0440805 -0.4977006
#> const 7.3900806 7.2614259 -2.6389448 15.7273546
#> exo1 -0.4477853 0.8657824 -1.3474204 0.9850284
#> exo2 -2.3335597 0.7002066 -3.0360808 -1.2491574
#> exo3 -0.3727123 0.9677700 -1.7244017 0.8717524
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7113411 0.1406846 -0.8978981 -0.5210816
#> lag1_var2 1.1065611 0.2264420 0.7690876 1.3811461
#> lag1_var3 2.5368047 0.5272790 1.8067611 3.2136035
#> lag1_var4 -1.3059591 0.4807994 -1.9210486 -0.6188184
#> const 6.0910568 4.0768388 1.8039669 12.2480333
#> exo1 0.1940155 0.7501038 -0.5927634 1.4886088
#> exo2 -1.7906797 0.3453964 -2.3960835 -1.4544493
#> exo3 -0.2174826 0.5720549 -1.0344753 0.5811596
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006026783 0.002035233 0.003417731 0.008820915
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002184032 0.0010734021 -0.003663280 -0.000784330
#> Sigma[2,2] 0.005368807 0.0009981928 0.004134012 0.006664922
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004087513 0.004298572 -0.01052923 0.001391578
#> Sigma[3,2] -0.009852262 0.003683521 -0.01333069 -0.003980534
#> Sigma[3,3] 0.086596323 0.023024979 0.06136437 0.122359753
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005457966 0.004523210 -0.01216433 0.0001212068
#> Sigma[4,2] -0.006583817 0.003753275 -0.01091765 -0.0009577175
#> Sigma[4,3] 0.081330272 0.022336073 0.05630396 0.1157905789
#> Sigma[4,4] 0.078100973 0.021490727 0.05385013 0.1107017571
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984185359 0.03452337 0.9436152 1.038515805
#> lag1_var2 -0.035748183 0.23182905 -0.3359600 0.269447690
#> lag1_var3 0.009134278 0.31209951 -0.4039947 0.388626433
#> lag1_var4 -0.011805645 0.31479327 -0.3952041 0.405457406
#> const 0.616102524 0.92029069 -0.8909061 1.658911840
#> exo1 -0.006150485 0.10916852 -0.1471565 0.136424292
#> exo2 -0.118667760 0.08194897 -0.2218856 -0.009690931
#> exo3 -0.098700874 0.04035918 -0.1476224 -0.034838529
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02640686 0.04264335 -0.02999723 0.08030105
#> lag1_var2 0.48658686 0.25805246 0.11404551 0.78070715
#> lag1_var3 -0.15942507 0.39061684 -0.68520687 0.34114672
#> lag1_var4 0.15164352 0.39104567 -0.34936979 0.67639077
#> const 0.27151096 1.03330232 -1.18752793 1.59929998
#> exo1 0.02705573 0.05534058 -0.03516280 0.11347588
#> exo2 0.63107206 0.07801971 0.53553189 0.75271454
#> exo3 0.15037463 0.05229273 0.07818400 0.21971820
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26249575 0.1106442 -0.4096233 -0.1210509
#> lag1_var2 1.75690990 0.5992227 0.7714393 2.4440909
#> lag1_var3 2.77985024 0.8842518 1.2951117 3.6483125
#> lag1_var4 -1.79372020 0.8800483 -2.6513522 -0.3157167
#> const 5.94333230 2.4057893 2.6552453 9.2264262
#> exo1 0.03240598 0.1972145 -0.2175972 0.2946663
#> exo2 -0.60765385 0.2976013 -0.9148642 -0.1831596
#> exo3 -0.15929051 0.2524666 -0.4780861 0.2153281
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22825733 0.1077159 -0.3737117 -0.08942448
#> lag1_var2 1.73691240 0.6079559 0.7965616 2.48265407
#> lag1_var3 2.14025185 0.8718861 0.7192321 3.11200229
#> lag1_var4 -1.15271619 0.8675225 -2.1144903 0.26220639
#> const 5.29832171 2.2594864 2.1619249 8.32576801
#> exo1 0.05125270 0.2087365 -0.2330252 0.31381842
#> exo2 -0.23224370 0.2897890 -0.5684555 0.18701199
#> exo3 -0.06861444 0.2396046 -0.3605504 0.29595781
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002714813 0.0008960539 0.001723896 0.004103097
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006029967 0.003374351 -0.01121887 -0.002494407
#> Sigma[2,2] 0.109062911 0.023665119 0.08058151 0.142624571
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002765535 0.002371131 -5.939143e-05 0.006082024
#> Sigma[3,2] -0.066900832 0.019827343 -9.662286e-02 -0.043892209
#> Sigma[3,3] 0.051247069 0.017227150 3.128085e-02 0.076642979
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008539858 0.001359996 -0.003116064 0.0005955304
#> Sigma[4,2] -0.0033046398 0.008768155 -0.015344093 0.0068025341
#> Sigma[4,3] 0.0126883040 0.006414339 0.004839951 0.0210208048
#> Sigma[4,4] 0.0112619979 0.003836417 0.008032661 0.0172628053
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98796891 0.03253506 0.94473068 1.03440257
#> lag1_var2 -0.03091792 0.09798580 -0.10728317 0.13491434
#> lag1_var3 -0.01484538 0.17230687 -0.16870757 0.27396424
#> lag1_var4 0.01077308 0.17449795 -0.28577262 0.15823655
#> const 0.61562102 0.67814200 -0.18032998 1.70062112
#> exo1 0.00558078 0.04029723 -0.05725794 0.05546101
#> exo2 -0.03008893 0.05728833 -0.11240105 0.04195155
#> exo3 -0.02528097 0.08196329 -0.14682096 0.07266819
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2170007 0.1818229 -0.5162316 -0.03293393
#> lag1_var2 0.4612154 0.9046765 -0.8098251 1.69613813
#> lag1_var3 -0.6362474 1.5814950 -2.8432721 1.48844020
#> lag1_var4 0.7393391 1.5583703 -1.3706967 2.92966765
#> const -0.7707996 2.7879978 -3.7855881 3.47875126
#> exo1 -0.4803774 0.2150873 -0.7693320 -0.19069104
#> exo2 0.1234179 0.3689865 -0.2164095 0.76443543
#> exo3 0.2307950 0.3247131 -0.2277806 0.66261031
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18603815 0.1229007 0.03303977 0.3577196
#> lag1_var2 0.82221529 0.6206443 -0.06902370 1.6089905
#> lag1_var3 2.18638552 1.0694989 0.61815643 3.5428070
#> lag1_var4 -1.31206261 1.0541080 -2.64633525 0.2218283
#> const 2.83817059 1.9225399 -0.17358190 5.0432686
#> exo1 0.30521405 0.1894183 -0.01637572 0.5132588
#> exo2 -0.64330780 0.2649101 -1.12368115 -0.4046645
#> exo3 0.03562656 0.2063138 -0.19979511 0.3319227
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06330242 0.06904140 -0.02660268 0.1628453
#> lag1_var2 0.77233422 0.30173819 0.44467516 1.2229434
#> lag1_var3 1.26437263 0.50921480 0.69331359 2.0252903
#> lag1_var4 -0.31696408 0.51162572 -1.08846341 0.2550304
#> const 1.54053783 1.02642644 0.40168107 2.9973404
#> exo1 0.02459624 0.10703868 -0.14014626 0.1535284
#> exo2 -0.58680279 0.07525644 -0.70330161 -0.5000385
#> exo3 0.18014829 0.14344294 -0.01383501 0.3761632
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001234495 0.0004513701 0.0007778226 0.001997703
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01206658 0.003567995 -0.01799602 -0.008517963
#> Sigma[2,2] 0.25059954 0.051863721 0.18863147 0.329593930
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01218813 0.009688443 0.003608561 0.02853781
#> Sigma[3,2] -0.22278654 0.113426735 -0.401185528 -0.11555536
#> Sigma[3,3] 0.67860509 0.340937891 0.447586924 1.20584689
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003409269 0.008010469 -0.003237202 0.01697153
#> Sigma[4,2] -0.039137228 0.104361088 -0.204414389 0.06387396
#> Sigma[4,3] 0.518684992 0.265951068 0.340468510 0.94553716
#> Sigma[4,4] 0.493447206 0.198880878 0.355764018 0.82052913
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97758870 0.02020509 0.95321125 1.010348567
#> lag1_var2 0.03491788 0.11487798 -0.07925059 0.224708984
#> lag1_var3 0.02942752 0.16510604 -0.14824561 0.301470249
#> lag1_var4 -0.03108033 0.16391379 -0.30055728 0.145924288
#> const 0.73220539 0.49866478 -0.09965794 1.214101734
#> exo1 -0.01786236 0.01481963 -0.03987280 -0.001160734
#> exo2 -0.08765849 0.04484797 -0.15426511 -0.031177170
#> exo3 -0.02954472 0.03058804 -0.06518489 0.016323129
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.217921440 0.2324093 -0.5155260 0.05234867
#> lag1_var2 0.491247329 1.7590830 -2.2802721 2.59260726
#> lag1_var3 0.045815827 2.3685556 -3.5624061 2.95686823
#> lag1_var4 0.006486048 2.3698851 -2.8748910 3.64332083
#> const 2.602031066 6.1112127 -6.2950981 10.78570796
#> exo1 -0.100163812 0.3285076 -0.5454813 0.36452813
#> exo2 0.436565864 0.8235710 -0.8984686 1.37724063
#> exo3 0.479521976 0.4935455 -0.2605362 1.06543879
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04261642 0.4572747 -0.7691151 0.4950289
#> lag1_var2 1.59058101 2.2124560 -1.1418739 4.7842791
#> lag1_var3 2.39427911 3.1227258 -1.2634678 6.8694624
#> lag1_var4 -1.44762330 3.0942559 -5.9068710 2.2025963
#> const 3.98535771 9.4806647 -5.1874012 19.6262873
#> exo1 0.69162523 0.7880217 -0.2103244 1.7976248
#> exo2 -0.03902203 0.6341518 -0.7256800 0.7869554
#> exo3 -0.12742203 0.8682631 -1.3642686 1.1449878
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1895334 0.3406655 -0.7956739 0.1324665
#> lag1_var2 1.5830090 1.8799882 -0.1751592 4.6633740
#> lag1_var3 1.9293277 2.6083794 -0.4144089 6.3058577
#> lag1_var4 -0.9386138 2.5937646 -5.2910395 1.3981379
#> const 5.1385006 7.8373707 -2.2462960 19.4115601
#> exo1 0.6168208 0.6961072 -0.2900177 1.6970906
#> exo2 0.2615707 0.5506871 -0.4607539 1.0561667
#> exo3 0.2085610 0.6058148 -0.7082017 0.9443447
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002462997 0.0004369515 0.001814401 0.002937189
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002463429 0.008668602 -0.01079093 0.01242165
#> Sigma[2,2] 0.660281284 0.100193377 0.51004694 0.77731321
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003795935 0.003983645 -0.008531556 0.002077219
#> Sigma[3,2] -0.278481846 0.053107585 -0.337084682 -0.197826018
#> Sigma[3,3] 0.164665020 0.029804913 0.118803274 0.200712835
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002757439 0.001680946 -0.005074607 -0.0004910419
#> Sigma[4,2] 0.018013154 0.032539271 -0.026946597 0.0660289545
#> Sigma[4,3] 0.044696325 0.014795906 0.030704799 0.0694550781
#> Sigma[4,4] 0.058591583 0.010741457 0.045548685 0.0754358626
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.070733762 0.01905046 1.04074714 1.093046508
#> lag1_var2 0.011963420 0.06127507 -0.07545047 0.098138376
#> lag1_var3 -0.043302607 0.13907358 -0.23893679 0.157410519
#> lag1_var4 -0.008979073 0.13575095 -0.20617385 0.178489405
#> const 0.388527098 0.46241116 -0.31011968 0.925658015
#> exo1 -0.034946938 0.03111744 -0.07512407 0.009756861
#> exo2 -0.008646467 0.05039511 -0.06651065 0.066128483
#> exo3 -0.035179035 0.06335445 -0.13047938 0.036010365
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2607525 0.3572034 -1.6642764 -0.7446527
#> lag1_var2 1.6783777 0.8576599 0.3657691 2.6538981
#> lag1_var3 2.1568453 1.9575836 -0.7515611 4.4509596
#> lag1_var4 -1.7278335 1.9560615 -4.0353139 1.1969833
#> const 12.3934736 8.2977132 -0.7421000 22.6448852
#> exo1 0.1144543 0.8849403 -1.1976038 0.9603356
#> exo2 0.7731870 1.3000758 -1.2808643 2.1192362
#> exo3 0.3276442 0.8005518 -0.7645431 1.2510808
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4748225 0.2388847 0.09159234 0.7061524
#> lag1_var2 -0.2269007 0.4165154 -0.75943472 0.3174504
#> lag1_var3 0.2288105 0.9561489 -0.99761048 1.4975484
#> lag1_var4 0.5760856 0.9522677 -0.68668758 1.7763845
#> const -3.3958979 5.7450523 -9.18727189 5.3070997
#> exo1 -0.3976362 0.5046869 -0.87158710 0.3589742
#> exo2 -0.7283019 0.7166770 -1.45395587 0.4386370
#> exo3 -0.1525139 0.3707443 -0.64617670 0.3513238
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.094246114 0.1234518 -0.2621899 0.05548016
#> lag1_var2 0.226279389 0.2825569 -0.1389044 0.60099501
#> lag1_var3 0.532336117 0.6530519 -0.3223250 1.40480243
#> lag1_var4 0.486347844 0.6304583 -0.3424899 1.31676843
#> const 1.285866232 3.0889741 -2.6375441 5.78850979
#> exo1 -0.408616228 0.2664231 -0.8089945 -0.02875205
#> exo2 -0.414711033 0.2316180 -0.6567553 -0.07317438
#> exo3 -0.009699417 0.2494469 -0.3558331 0.30875488
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005269394 0.001418885 0.003531955 0.007631973
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0179683 0.01272327 -0.03985966 -0.006167855
#> Sigma[2,2] 0.6137026 0.15912337 0.37997900 0.805603143
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02951616 0.01278539 -0.04929947 -0.01678671
#> Sigma[3,2] -0.13984025 0.07718331 -0.25082855 -0.04868991
#> Sigma[3,3] 0.33995414 0.10747932 0.22940159 0.50310513
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.04133289 0.01369199 -0.06488551 -0.02790787
#> Sigma[4,2] 0.20311530 0.09886299 0.10608349 0.37534725
#> Sigma[4,3] 0.27896012 0.12518557 0.15138328 0.47277643
#> Sigma[4,4] 0.41104963 0.12942767 0.26959640 0.62690662
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00677914 0.03605937 0.97234952 1.06702476
#> lag1_var2 0.03550232 0.12097456 -0.16591939 0.15419154
#> lag1_var3 0.03367132 0.22644047 -0.34469999 0.25672838
#> lag1_var4 -0.05282805 0.22466503 -0.27079848 0.32162346
#> const 0.75057773 0.83137909 -0.51235335 1.67234038
#> exo1 0.10902116 0.05243729 0.04934582 0.18422685
#> exo2 -0.08265814 0.07544883 -0.19161114 0.01589004
#> exo3 -0.10990979 0.04937610 -0.16537954 -0.03133381
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2266438 0.6080131 -0.7582735 0.8103457
#> lag1_var2 -1.8140262 2.0491707 -4.1740141 1.0501153
#> lag1_var3 -4.7413504 3.7860685 -8.9836475 0.5899593
#> lag1_var4 4.9163942 3.7416407 -0.3738950 9.1154538
#> const -12.0881334 12.5217089 -23.9419327 8.4501790
#> exo1 -1.1160826 0.3103499 -1.4764310 -0.6419895
#> exo2 0.3856999 0.8712262 -0.7135954 1.5576745
#> exo3 1.2316939 0.6092904 0.6079283 2.1964120
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2618434 0.3031633 -0.6195817 0.25852186
#> lag1_var2 1.4808528 1.0233378 -0.1518118 2.76607893
#> lag1_var3 3.6736391 1.8673802 0.7081513 6.02362960
#> lag1_var4 -2.7270093 1.8607790 -5.0788131 0.24060480
#> const 8.2770003 7.1160237 -3.8895012 16.38355833
#> exo1 -0.1487091 0.4348933 -0.7789191 0.42927008
#> exo2 -1.3826196 0.6643646 -2.4840120 -0.67283196
#> exo3 -0.6935024 0.4164096 -1.2273783 -0.08818073
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14115648 0.3372224 -0.6516568 0.2803203
#> lag1_var2 0.15676446 1.0582112 -0.9680992 1.8789433
#> lag1_var3 0.48644700 1.9582964 -1.5196884 3.6854228
#> lag1_var4 0.57336616 1.9557112 -2.6185156 2.6129065
#> const 0.82584976 8.5966588 -11.5804748 12.1512470
#> exo1 -0.77960425 0.5264715 -1.5489101 -0.1148273
#> exo2 -1.26031194 0.6570696 -2.1408817 -0.4687153
#> exo3 -0.03271763 0.4709136 -0.7733473 0.4991907
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003393639 0.001119335 0.002132574 0.00524461
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002276701 0.002604789 -0.00603859 0.001017432
#> Sigma[2,2] 0.063296413 0.015974743 0.04316882 0.083897981
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009688728 0.00417210 -0.01583694 -0.005154407
#> Sigma[3,2] -0.022979510 0.02127554 -0.06104478 -0.003283347
#> Sigma[3,3] 0.217891065 0.05268497 0.14941400 0.288028748
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0115885 0.00483033 -0.01973547 -0.006762864
#> Sigma[4,2] 0.0199071 0.02004674 -0.01135101 0.041793969
#> Sigma[4,3] 0.2100048 0.05091533 0.14676202 0.281707171
#> Sigma[4,4] 0.2314819 0.05090586 0.17484971 0.313206777
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99819254 0.02301784 0.97151986 1.031840106
#> lag1_var2 -0.07055151 0.05183031 -0.14233784 0.003517443
#> lag1_var3 -0.11280110 0.08204702 -0.21426695 0.013418341
#> lag1_var4 0.11204268 0.08110478 -0.01310265 0.210829591
#> const 0.10347022 0.55287347 -0.52836696 0.927746712
#> exo1 0.04756804 0.05861005 -0.04482905 0.117830657
#> exo2 -0.09239906 0.08357483 -0.19869385 0.033992566
#> exo3 -0.01236915 0.04988011 -0.08833486 0.037301448
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18627973 0.07032564 -0.28388463 -0.09380921
#> lag1_var2 0.80398907 0.59936174 0.02025737 1.66697787
#> lag1_var3 -0.24731632 0.86477687 -1.33146259 1.04235034
#> lag1_var4 0.29872346 0.86785939 -0.98429135 1.38023886
#> const 0.44432277 2.54771738 -2.29072118 4.26499889
#> exo1 -0.10453670 0.25528820 -0.51337391 0.16575247
#> exo2 -0.02402529 0.24291113 -0.30999047 0.30075891
#> exo3 -0.10568946 0.33132258 -0.44794528 0.36850448
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25904264 0.2568371 -0.1519983 0.5647817
#> lag1_var2 0.29986260 1.1019349 -1.4768481 1.4916003
#> lag1_var3 1.52224555 1.6998756 -1.2108428 3.3651943
#> lag1_var4 -0.67271068 1.6650738 -2.4763794 2.0287802
#> const 4.99861300 5.2443451 -3.5705129 10.5726805
#> exo1 0.02674322 0.5708043 -0.8231561 0.6018201
#> exo2 -0.70406537 0.5696046 -1.5658007 -0.1019392
#> exo3 -0.64065774 0.5926402 -1.4836389 0.1954487
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13796801 0.2510238 -0.2257596 0.45342961
#> lag1_var2 0.47448404 0.9736955 -1.0630110 1.33974689
#> lag1_var3 0.81533524 1.4925032 -1.4836718 2.19915407
#> lag1_var4 0.07825252 1.4502528 -1.2426838 2.35241466
#> const 4.58416194 5.1118533 -3.2406800 9.84446985
#> exo1 -0.04550708 0.5821030 -0.9111612 0.72127711
#> exo2 -0.74305894 0.5981830 -1.5325406 -0.07730128
#> exo3 -0.72798551 0.5816250 -1.5877829 0.03213413
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006653773 0.0001603529 0.0004396748 0.0008626692
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003918108 0.001840456 0.00123771 0.006393686
#> Sigma[2,2] 0.233243057 0.057578587 0.17654592 0.330349905
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001982997 0.001629987 -0.003915942 0.0002120877
#> Sigma[3,2] -0.122443480 0.028400140 -0.168237458 -0.0952104213
#> Sigma[3,3] 0.179403345 0.034635036 0.127573092 0.2183781312
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002611425 0.001643341 -0.001598238 0.002885081
#> Sigma[4,2] 0.0112984743 0.022074653 -0.014287886 0.042551156
#> Sigma[4,3] 0.1110196549 0.032519666 0.064343116 0.155799409
#> Sigma[4,4] 0.1193987035 0.034805660 0.080285294 0.177720040
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968965636 0.02253810 0.937992767 1.001604575
#> lag1_var2 -0.003535937 0.08860392 -0.099737360 0.142213652
#> lag1_var3 -0.007787889 0.15356888 -0.171008060 0.248684817
#> lag1_var4 0.007615328 0.15093147 -0.243969012 0.168459813
#> const 0.638416148 0.30400393 0.148790096 1.019293944
#> exo1 0.025464408 0.02448367 -0.006258114 0.058103554
#> exo2 -0.001253454 0.02196879 -0.032588136 0.024268676
#> exo3 -0.028994930 0.01729867 -0.050823226 -0.005662373
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28781897 0.4209138 -0.9007236 0.3168057
#> lag1_var2 0.97711710 1.2007061 -0.9457799 2.4952877
#> lag1_var3 0.23054658 2.0731704 -3.0298310 2.9330761
#> lag1_var4 -0.18470540 2.0636971 -2.8748572 3.0595459
#> const 3.50260619 7.9060992 -7.2640646 14.9446581
#> exo1 -0.09839104 0.3872463 -0.5180351 0.5485350
#> exo2 0.51041676 0.4221265 -0.1188374 1.0513286
#> exo3 -0.18758532 0.3893509 -0.7470118 0.2674616
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37143245 0.3161903 -0.8493007 0.01405014
#> lag1_var2 1.25261402 0.9948609 0.1616870 2.75366411
#> lag1_var3 3.21518820 1.7048215 1.2698822 5.72680203
#> lag1_var4 -2.21926439 1.6961361 -4.7211412 -0.27289058
#> const 7.49996921 6.2933832 -0.1601455 16.40290712
#> exo1 -0.06870121 0.2934888 -0.4656394 0.32189284
#> exo2 -0.67535332 0.3778272 -1.1380355 -0.12494280
#> exo3 0.02666579 0.4617560 -0.4745000 0.82365271
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53088295 0.2222731 -0.8350599 -0.233125002
#> lag1_var2 1.49918930 0.6708702 0.4153952 2.261897522
#> lag1_var3 2.80618467 1.1203553 1.0244055 4.078800562
#> lag1_var4 -1.77222175 1.1115282 -3.0310280 -0.005022054
#> const 8.73338229 4.2966500 3.8729751 14.770031334
#> exo1 -0.12630286 0.3581559 -0.5092798 0.423337739
#> exo2 -0.41124330 0.3864942 -1.0571247 0.074364703
#> exo3 -0.06917589 0.3367114 -0.5671676 0.430169115
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001475196 0.0003786493 0.0008801252 0.001948512
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0029084 0.003170467 -0.007238545 0.000547536
#> Sigma[2,2] 0.3559781 0.063158212 0.272404684 0.442689308
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01280647 0.005306551 0.005254733 0.01999756
#> Sigma[3,2] -0.24808960 0.051023112 -0.319554693 -0.18232445
#> Sigma[3,3] 0.52683664 0.122170665 0.341406883 0.65747906
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01149576 0.004552833 0.004731795 0.01720448
#> Sigma[4,2] -0.04291467 0.039956147 -0.086456366 0.01404559
#> Sigma[4,3] 0.40769433 0.106349643 0.249127828 0.50649512
#> Sigma[4,4] 0.40957214 0.098445722 0.272165636 0.52300407
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992059744 0.03684156 0.94943102 1.045985634
#> lag1_var2 -0.078587972 0.05246572 -0.15232306 -0.002438964
#> lag1_var3 -0.138386632 0.09160484 -0.26964912 -0.005966468
#> lag1_var4 0.135806015 0.08390302 0.01538524 0.255032269
#> const 0.341543488 0.48740516 -0.26309137 1.025307528
#> exo1 0.009183965 0.03327571 -0.03675040 0.049376305
#> exo2 -0.119336298 0.05032408 -0.18576194 -0.054699597
#> exo3 0.001587736 0.03827000 -0.05640826 0.047022263
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0778543 0.5370677 -1.7928242 -0.3839336
#> lag1_var2 3.1784170 0.9677997 1.7224654 4.4180171
#> lag1_var3 3.8590415 1.6920799 1.3139805 6.0503612
#> lag1_var4 -3.6864710 1.6022118 -5.7537120 -1.2541204
#> const 15.7709206 9.0823190 4.5417198 29.6997388
#> exo1 -0.4507024 0.6503338 -1.3995052 0.3093952
#> exo2 0.8150133 0.6083555 0.2725317 1.8762663
#> exo3 0.3502950 0.4990520 -0.3152493 1.0504423
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8642464 0.6083726 0.21171532 1.8121427
#> lag1_var2 -1.7369854 0.9399182 -2.99550573 -0.6537258
#> lag1_var3 -2.1536191 1.6489242 -4.37007910 -0.2716908
#> lag1_var4 2.9555853 1.5570708 1.15116083 5.0724072
#> const -9.5749751 9.7836588 -25.11004677 0.3183212
#> exo1 0.6797066 0.6335340 -0.09918342 1.5927900
#> exo2 -2.1168194 0.9390026 -3.54046787 -1.0450471
#> exo3 -1.0342863 0.7758503 -2.14443545 -0.1360355
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2527794 0.4800933 -0.3067854 0.9458773
#> lag1_var2 -0.2841603 0.7624469 -1.3462486 0.9057986
#> lag1_var3 -0.6061412 1.3325876 -2.4946145 1.4416063
#> lag1_var4 1.5188306 1.2515178 -0.4371719 3.2603513
#> const -1.4190696 7.1308933 -10.4103472 8.6138005
#> exo1 0.4102450 0.6136497 -0.2642774 1.3421653
#> exo2 -1.7037611 0.8239437 -3.0842054 -0.8127969
#> exo3 -0.8711652 0.7609094 -2.1677683 -0.1266495
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003304484 7.054485e-05 0.0002513058 0.0004342049
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00904329 0.002978095 -0.01352018 -0.005377767
#> Sigma[2,2] 0.99199036 0.197450009 0.73889649 1.246265517
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003986414 0.001218186 0.002500229 0.005785634
#> Sigma[3,2] -0.355928062 0.097523801 -0.480977411 -0.232750936
#> Sigma[3,3] 0.231609528 0.047413656 0.173333179 0.307589452
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000347856 0.0008107431 -0.001658903 0.0003857132
#> Sigma[4,2] 0.132741494 0.0862403686 0.041155044 0.2631796496
#> Sigma[4,3] 0.074397081 0.0310795725 0.029651318 0.1081993789
#> Sigma[4,4] 0.161258997 0.0453012345 0.113552974 0.2311805511
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962372688 0.007745711 0.952606935 0.973159469
#> lag1_var2 0.021573057 0.017426179 -0.002355149 0.047581850
#> lag1_var3 0.044608026 0.034982589 -0.004624519 0.094936426
#> lag1_var4 -0.042719524 0.032829180 -0.091037814 0.002743506
#> const 0.847491303 0.244488007 0.561937054 1.221660805
#> exo1 -0.004780548 0.014058444 -0.023275186 0.015191672
#> exo2 -0.116014938 0.016074553 -0.140288635 -0.098716921
#> exo3 0.004367234 0.013798896 -0.013487209 0.024296846
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6115886 0.6605001 -0.46683080 1.3674843
#> lag1_var2 -0.5512139 1.2753688 -1.97932710 1.4451304
#> lag1_var3 -2.3612754 2.5656758 -5.44487402 1.5928707
#> lag1_var4 2.3945602 2.3281270 -1.28905836 5.0470159
#> const -9.7541385 12.0687246 -22.39651761 8.4779238
#> exo1 -0.2042264 0.6154982 -1.15292573 0.5559061
#> exo2 0.9174942 0.8472457 -0.12966773 2.0705343
#> exo3 1.0690924 0.7895927 -0.06281513 2.0585194
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3131942 0.2580854 -0.5731289 0.1332061
#> lag1_var2 1.2781131 0.5619475 0.4300904 1.9577063
#> lag1_var3 3.0028983 1.1128712 1.3481165 4.4458818
#> lag1_var4 -2.1283482 1.0168463 -3.3918522 -0.5775469
#> const 8.4718654 4.7400996 2.1010530 15.2511966
#> exo1 0.2498267 0.4224685 -0.2194723 0.8208553
#> exo2 -2.4466473 0.2922132 -2.8293678 -2.0291564
#> exo3 -1.2265195 0.3258174 -1.5675686 -0.7305990
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05566206 0.2010793 -0.34680253 0.2083766
#> lag1_var2 0.79937414 0.3399072 0.39756249 1.3136857
#> lag1_var3 1.37174623 0.7351256 0.49289706 2.5026021
#> lag1_var4 -0.46326180 0.6811093 -1.49116622 0.3820478
#> const 3.38442825 2.9790476 -0.07917928 7.6765413
#> exo1 0.18388153 0.3355513 -0.23910064 0.6758839
#> exo2 -2.44024452 0.3865044 -2.83814157 -1.8686330
#> exo3 -0.86639588 0.3592674 -1.35940356 -0.3646650
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001557124 0.0005508973 0.00102583 0.00253178
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02432512 0.01019895 -0.04273105 -0.01540248
#> Sigma[2,2] 1.14610689 0.27197763 0.84966422 1.53277011
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005035708 0.006145515 -0.01452288 0.00301674
#> Sigma[3,2] -0.529626762 0.177859546 -0.73616566 -0.28179617
#> Sigma[3,3] 1.225436318 0.277736926 0.92741060 1.65311293
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01807198 0.008811335 -0.03161649 -0.008526401
#> Sigma[4,2] 0.01934975 0.174056181 -0.14404613 0.317038666
#> Sigma[4,3] 1.05787490 0.309886005 0.68521488 1.540208374
#> Sigma[4,4] 1.16788297 0.374592272 0.71418599 1.687246919
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976131860 0.01194143 0.95806649 0.99134666
#> lag1_var2 0.002088068 0.03650477 -0.04622300 0.05134807
#> lag1_var3 -0.025343358 0.07294892 -0.11836221 0.07911159
#> lag1_var4 0.025018672 0.06644229 -0.07024055 0.10919738
#> const 0.563215276 0.34402614 0.08971825 1.03251554
#> exo1 -0.025205284 0.04846260 -0.09082503 0.04262903
#> exo2 -0.082643851 0.03643593 -0.12831774 -0.03690448
#> exo3 0.039538846 0.02174851 0.01840303 0.07553696
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6415753 0.3661029 0.1155940 1.14447830
#> lag1_var2 0.2444518 0.6429251 -0.7634143 1.07567505
#> lag1_var3 -0.7387087 1.2150850 -2.6006845 0.75934387
#> lag1_var4 0.5457489 1.0960304 -0.7920341 2.22247160
#> const -3.6986850 10.4287867 -19.4045593 7.31075041
#> exo1 -0.1608966 1.2129495 -1.9540605 1.37765711
#> exo2 0.4878627 0.7865705 -0.6041096 1.58110550
#> exo3 -0.6961286 0.8096677 -2.1462265 -0.03877978
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2654071 0.4698288 -0.30308440 0.9671587
#> lag1_var2 -0.1554257 0.8644714 -1.32609057 0.9153235
#> lag1_var3 0.3123666 1.7289265 -1.99186389 2.2947151
#> lag1_var4 0.5934163 1.5994920 -1.29074266 2.7508374
#> const -4.4119120 9.3572102 -20.18920220 4.5429762
#> exo1 0.3227140 0.8269365 -0.61913993 1.5803982
#> exo2 -3.6772799 1.2289872 -5.18909337 -1.9060042
#> exo3 1.2842572 0.8192067 0.05214913 2.3980841
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7203810 0.4190029 0.12237358 1.2988228
#> lag1_var2 -0.5900430 0.7890117 -1.68540264 0.2224379
#> lag1_var3 -1.1717002 1.5616033 -3.21230775 0.5361684
#> lag1_var4 1.9704352 1.4426805 0.40201914 3.7902452
#> const -9.3562917 9.5037083 -23.14253405 2.5807867
#> exo1 0.2924358 1.2132215 -1.34713680 1.8231492
#> exo2 -3.9588402 1.1605444 -5.57661835 -2.5727092
#> exo3 1.0358360 0.6774963 -0.01484486 1.8043812
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004644227 0.0001248911 0.00030372 0.0006469857
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007291378 0.002999177 -0.0122577 -0.00419601
#> Sigma[2,2] 0.242494385 0.095589827 0.1620836 0.39604596
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00644104 0.002670471 0.003223155 0.01036082
#> Sigma[3,2] -0.19825731 0.076040275 -0.320069464 -0.13280626
#> Sigma[3,3] 0.19212481 0.062132280 0.131481357 0.28778403
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002303341 0.001171891 0.0007911904 0.003709866
#> Sigma[4,2] -0.059936122 0.024183655 -0.0943599514 -0.030000104
#> Sigma[4,3] 0.080022329 0.021044408 0.0534128035 0.108056987
#> Sigma[4,4] 0.046889263 0.009140243 0.0337674343 0.057729164
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944126751 0.01701986 0.920150242 0.96605094
#> lag1_var2 0.066556445 0.04545670 0.002976923 0.12711047
#> lag1_var3 0.097252413 0.07482196 -0.011245201 0.19488088
#> lag1_var4 -0.085294002 0.07368526 -0.182839245 0.02097720
#> const 0.814700136 0.24270589 0.505115766 1.14258941
#> exo1 -0.012403335 0.02274856 -0.039081624 0.01809055
#> exo2 -0.003768951 0.02935230 -0.051782151 0.02468928
#> exo3 0.030655850 0.01448565 0.013211723 0.05092001
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47646714 0.1809597 0.2158804 0.7182117
#> lag1_var2 0.64442511 1.0765287 -0.7972367 2.1590791
#> lag1_var3 -0.05256104 1.7911978 -2.4260455 2.3693860
#> lag1_var4 -0.20043511 1.7721219 -2.6059588 2.1566991
#> const 3.18746271 5.4537547 -4.7574643 9.1946593
#> exo1 0.16971079 0.6940957 -0.6832948 1.0184507
#> exo2 0.21663944 0.5426252 -0.5900184 0.8890416
#> exo3 0.15009622 0.4745512 -0.5491378 0.7326963
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19496813 0.1967076 -0.4659307 0.05534592
#> lag1_var2 0.32210176 0.9771354 -0.6189653 1.90441428
#> lag1_var3 1.14250338 1.5914118 -0.3623861 3.71118227
#> lag1_var4 -0.03115555 1.5613827 -2.5782368 1.42548734
#> const -2.14516681 5.0921274 -7.9252477 6.17271655
#> exo1 -0.09617554 0.5353331 -0.7417148 0.62608478
#> exo2 -0.20272430 0.4895290 -0.8905143 0.43980111
#> exo3 0.05619065 0.4312747 -0.3810377 0.75563566
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08390656 0.1220880 -0.09972915 0.2389648
#> lag1_var2 0.37337782 0.4645458 -0.04745606 1.1480925
#> lag1_var3 0.54906739 0.7552494 -0.17798130 1.7854399
#> lag1_var4 0.43068992 0.7493179 -0.79313386 1.1288842
#> const -1.25799587 2.6517374 -4.56124665 2.6914229
#> exo1 0.00694222 0.1776235 -0.21106380 0.2587783
#> exo2 -0.08305369 0.2089231 -0.39946871 0.2033870
#> exo3 0.15060444 0.1903335 0.01544642 0.4660034
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003171618 4.004856e-05 0.0002686648 0.0003700438
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001196164 0.0008236218 -0.002402687 -0.0002892939
#> Sigma[2,2] 0.053972507 0.0163558014 0.037219789 0.0783958635
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001042047 0.000676908 1.319513e-05 0.001937971
#> Sigma[3,2] -0.024804573 0.014878622 -4.785937e-02 -0.009180834
#> Sigma[3,3] 0.138417934 0.034863286 1.032407e-01 0.196400693
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 3.032305e-05 0.0007164079 -0.0009200273 0.001107464
#> Sigma[4,2] 2.162928e-02 0.0177504955 0.0005641182 0.049818846
#> Sigma[4,3] 1.206646e-01 0.0304986541 0.0907423703 0.167693161
#> Sigma[4,4] 1.430931e-01 0.0282488195 0.1110616214 0.186224526
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995682668 0.009727395 0.98375642 1.010715183
#> lag1_var2 -0.042266742 0.049163792 -0.09729370 0.026828793
#> lag1_var3 -0.025783271 0.065857687 -0.10605372 0.065848128
#> lag1_var4 0.025205332 0.063973800 -0.06497221 0.102258978
#> const 0.265439870 0.202258700 -0.04377343 0.520630370
#> exo1 0.003084494 0.019135794 -0.02867694 0.025467606
#> exo2 -0.022616548 0.023341113 -0.06081385 0.002160724
#> exo3 0.005300894 0.018397637 -0.01815049 0.030155119
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14670534 0.1109621 -0.31027977 -0.03457993
#> lag1_var2 0.76639118 0.5420159 0.11639638 1.52045927
#> lag1_var3 0.08661580 0.6663261 -0.71966040 1.03387081
#> lag1_var4 -0.05802422 0.6694476 -1.00747552 0.73861760
#> const 1.98783460 3.8381792 -2.79489631 7.57307786
#> exo1 -0.15687327 0.2558742 -0.50767611 0.19238537
#> exo2 0.45659310 0.3808522 0.03290807 1.04700975
#> exo3 0.22875397 0.2813612 -0.13699319 0.66964922
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.003681346 0.2578577 -0.3756278 0.318833359
#> lag1_var2 1.124027742 0.9102080 0.1057113 2.459826316
#> lag1_var3 1.821798257 1.1914923 0.4990601 3.524637065
#> lag1_var4 -0.859114269 1.1812432 -2.5467751 0.452311544
#> const 1.933224045 5.9308849 -6.2904766 10.032561447
#> exo1 -0.075521618 0.5724940 -1.0042637 0.536434445
#> exo2 -1.282958911 0.5099254 -1.8182097 -0.453060845
#> exo3 -0.312588798 0.3366913 -0.8624329 -0.005685578
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1401102 0.2301085 -0.5317033 0.06196315
#> lag1_var2 1.3474720 0.8756289 0.5024745 2.81601782
#> lag1_var3 1.3936537 1.1542821 0.2479953 3.37400358
#> lag1_var4 -0.3947868 1.1439237 -2.3530827 0.74480733
#> const 2.9010684 4.8579736 -2.1186598 11.11116131
#> exo1 -0.2142477 0.4834477 -0.8810605 0.36348570
#> exo2 -0.9330623 0.4447429 -1.4458761 -0.30505869
#> exo3 -0.1238831 0.4445257 -0.8110661 0.43717211
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000413136 0.00011327 0.0002598723 0.0005631252
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006811785 0.00149796 -0.002755979 0.001234869
#> Sigma[2,2] 0.1402906292 0.04255143 0.101035018 0.208996444
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005278732 0.00103273 -0.0007581332 0.001969237
#> Sigma[3,2] -0.0979649598 0.02978045 -0.1471615111 -0.071626999
#> Sigma[3,3] 0.0745317965 0.02130506 0.0559905604 0.111100934
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000645246 0.0003144015 -0.0002724512 0.0005627631
#> Sigma[4,2] 0.0003600286 0.0054308770 -0.0042635847 0.0092012723
#> Sigma[4,3] 0.0060662551 0.0028812939 0.0014504971 0.0093171313
#> Sigma[4,4] 0.0065520782 0.0013223791 0.0050425892 0.0085297081
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988406259 0.00900690 0.97455240 0.99869906
#> lag1_var2 0.005842048 0.06058845 -0.08608973 0.07360271
#> lag1_var3 0.017303533 0.08546115 -0.11618403 0.10831713
#> lag1_var4 -0.020101272 0.08817590 -0.11719553 0.11919253
#> const 0.549653671 0.23348125 0.24636383 0.89320820
#> exo1 0.014013105 0.02391818 -0.02070218 0.04507344
#> exo2 -0.067036375 0.01766100 -0.09247678 -0.04530082
#> exo3 0.016387433 0.03194510 -0.01798568 0.06948326
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09130058 0.1122159 -0.23124857 0.06129432
#> lag1_var2 0.64383320 0.5978067 -0.24485519 1.42401803
#> lag1_var3 0.05297723 0.8424716 -0.98901497 1.35067078
#> lag1_var4 -0.02969592 0.8897280 -1.36952851 1.12077453
#> const 1.70727498 3.7463611 -4.35781105 5.91266616
#> exo1 0.29353243 0.1997425 0.01981279 0.54812197
#> exo2 0.76838366 0.3184292 0.35198800 1.15334223
#> exo3 -0.16724833 0.3603213 -0.78176631 0.19922173
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0636354 0.06987887 -0.03804353 0.1559018
#> lag1_var2 0.7458601 0.46268122 0.02405064 1.3136587
#> lag1_var3 1.6985283 0.68899705 0.50625348 2.4122480
#> lag1_var4 -0.7539333 0.71898689 -1.52725275 0.4832071
#> const 1.6222008 2.89131189 -1.93693036 5.9380101
#> exo1 -0.2102685 0.15319642 -0.45797044 -0.0488780
#> exo2 -1.1838509 0.19951076 -1.39597084 -0.9205933
#> exo3 0.5081833 0.28702693 0.21034583 0.9911749
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0009018335 0.02244627 -0.02900476 0.03098162
#> lag1_var2 0.8344857326 0.25095573 0.52408451 1.19000478
#> lag1_var3 1.2196864139 0.35899245 0.79254399 1.72110647
#> lag1_var4 -0.2476909151 0.36956284 -0.75263584 0.19959550
#> const 2.0154856250 1.16499291 0.63592741 3.63815112
#> exo1 -0.0055922459 0.09119293 -0.13458291 0.12630717
#> exo2 -0.6757062518 0.06409093 -0.74316913 -0.56910246
#> exo3 0.4030554545 0.07233454 0.30584249 0.49952899
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917375 0.001673266 0.005922394 0.01043462
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01817024 0.01436482 -0.03535633 0.005463576
#> Sigma[2,2] 1.03590260 0.31454442 0.67302209 1.481734887
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03408321 0.008631346 0.02100153 0.04474096
#> Sigma[3,2] -0.58361455 0.206375937 -0.84698784 -0.32276902
#> Sigma[3,3] 0.46536356 0.144718433 0.29088622 0.67296899
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02624114 0.005673657 0.01904820 0.03527115
#> Sigma[4,2] 0.01168405 0.070396381 -0.08689899 0.09996951
#> Sigma[4,3] 0.14416060 0.045037703 0.09625559 0.21209266
#> Sigma[4,4] 0.16668767 0.028194680 0.12375215 0.20393657
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98415133 0.06708379 0.92418181 1.09172365
#> lag1_var2 -0.05440915 0.20005049 -0.35659020 0.18215540
#> lag1_var3 -0.12998615 0.35101854 -0.66155345 0.27803043
#> lag1_var4 0.12734243 0.32596460 -0.24863349 0.62078259
#> const 0.37841771 0.60650153 -0.43786450 1.23925079
#> exo1 0.09078302 0.12735606 -0.03299374 0.29579752
#> exo2 -0.01966323 0.06288919 -0.10433241 0.05155153
#> exo3 0.06699525 0.07175138 -0.03402937 0.16377901
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0092036 0.8576824 -2.24016432 0.02289279
#> lag1_var2 1.9731565 1.5455507 -0.07238332 4.14820293
#> lag1_var3 1.9289375 2.7243304 -1.67293967 5.62725334
#> lag1_var4 -1.5898261 2.5588871 -4.99294859 1.80074418
#> const 7.3690070 12.4034285 -7.06446094 25.71055045
#> exo1 0.1001400 0.6920087 -0.55378018 1.18560992
#> exo2 1.4403349 0.5373079 0.77053642 2.21810122
#> exo3 0.4061543 0.7607194 -0.78798202 1.22396655
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07729621 0.5369459 0.3663048 1.8730172
#> lag1_var2 -2.33848625 1.2360764 -4.1689286 -0.8658442
#> lag1_var3 -3.22057380 2.1814415 -6.4724121 -0.6374412
#> lag1_var4 3.91170672 2.0330839 1.4690058 6.9141205
#> const -10.34087419 6.7538720 -21.0442180 -2.7618560
#> exo1 0.03414188 0.2902033 -0.3554793 0.3845350
#> exo2 -1.64946380 0.4429801 -2.3262504 -1.0246134
#> exo3 -0.13404011 0.4486208 -0.8237712 0.3372611
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53276230 0.2745278 0.1223876 0.8825234
#> lag1_var2 -1.76970493 0.7441593 -2.8901132 -0.8115570
#> lag1_var3 -3.09615230 1.2928263 -5.0075571 -1.4242125
#> lag1_var4 3.99810993 1.1985894 2.4366519 5.7345918
#> const -7.92283674 4.0110363 -14.1892326 -3.3843388
#> exo1 0.10594097 0.4543053 -0.4203534 0.8483567
#> exo2 -0.92804122 0.3308997 -1.4236247 -0.5800939
#> exo3 0.09790678 0.3983774 -0.4283729 0.6773682
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00127648 0.000356776 0.0009039011 0.001855547
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03304874 0.006638574 -0.0416494 -0.0248212
#> Sigma[2,2] 1.49923288 0.236483410 1.1637651 1.7920028
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0306639 0.00612605 0.02544624 0.04043627
#> Sigma[3,2] -1.1546993 0.20391765 -1.44013086 -0.89323162
#> Sigma[3,3] 1.5751019 0.32086838 1.25016394 2.07260430
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01174227 0.004514911 0.007393263 0.01957593
#> Sigma[4,2] -0.27347046 0.204113927 -0.490708695 0.04913613
#> Sigma[4,3] 0.96258418 0.247201851 0.658270098 1.31801747
#> Sigma[4,4] 0.87566019 0.233803754 0.585115416 1.20063322
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95387398 0.02639589 0.914640849 0.98745390
#> lag1_var2 0.05237773 0.05584468 -0.024434887 0.11976009
#> lag1_var3 0.09311480 0.09524034 -0.038503283 0.20591187
#> lag1_var4 -0.08524787 0.08647400 -0.184737424 0.03534930
#> const 0.71339806 0.26972924 0.337403419 1.06671497
#> exo1 0.03970125 0.03015264 -0.003869924 0.07567371
#> exo2 -0.07475837 0.03048050 -0.114647029 -0.02669817
#> exo3 0.07484676 0.03161603 0.028565501 0.11380579
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49722192 0.6050638 -0.2283663 1.3462567
#> lag1_var2 -0.07341266 0.9881912 -1.0238521 1.5723678
#> lag1_var3 -1.45160733 1.7398979 -3.0058988 1.3687714
#> lag1_var4 1.16618645 1.6074361 -1.4430412 2.7237088
#> const 7.33824116 9.9144714 -2.5323038 22.2222840
#> exo1 -1.11908929 1.0025858 -2.5293593 0.1873049
#> exo2 1.48814535 1.1880661 0.0773081 3.2048681
#> exo3 -2.07283368 0.9975847 -3.2965932 -0.6102642
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7955704 0.7933378 -0.2926999 1.8386401
#> lag1_var2 -0.3914650 1.5853736 -2.4227352 1.8646870
#> lag1_var3 0.2348049 2.7516664 -3.2028844 4.0006406
#> lag1_var4 0.6147582 2.5818936 -2.9260160 3.7678391
#> const -10.8058236 12.6283590 -27.6122622 2.9399477
#> exo1 0.9922998 1.2609298 -0.3720984 2.9358883
#> exo2 -2.8353980 1.5752065 -4.7910030 -0.5298523
#> exo3 2.0859525 1.2443923 0.7594246 4.1066045
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1909847 0.7145695 0.2047839 2.1051340
#> lag1_var2 -0.9275742 1.5506958 -2.8220116 1.3737028
#> lag1_var3 -1.4433511 2.6479664 -4.7407062 2.4674220
#> lag1_var4 2.1159757 2.4568980 -1.5415460 5.1792415
#> const -8.3072687 8.2679362 -21.0267627 0.1029813
#> exo1 0.3323133 0.8275897 -0.4082291 1.6590746
#> exo2 -2.0807139 1.2461533 -3.4668255 -0.1657091
#> exo3 0.9342804 1.2661289 -0.5222490 2.8870617
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000193801 2.454238e-05 0.0001545842 0.0002211245
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007166114 0.001892047 -0.009807616 -0.004691221
#> Sigma[2,2] 0.652427897 0.132429015 0.491956964 0.848819012
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006027416 0.001569157 0.004018375 0.008433515
#> Sigma[3,2] -0.505257858 0.091732222 -0.639508389 -0.390355587
#> Sigma[3,3] 0.449511676 0.070774931 0.357692403 0.545769243
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001498708 0.000512038 0.0008707686 0.002304151
#> Sigma[4,2] -0.093671330 0.018270591 -0.1187034719 -0.069323588
#> Sigma[4,3] 0.133630821 0.018741258 0.1098125082 0.156762123
#> Sigma[4,4] 0.077684874 0.015702474 0.0614893152 0.098593522
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97021116 0.009188868 0.957237793 0.9834687454
#> lag1_var2 0.04095422 0.031157331 -0.002042120 0.0880585756
#> lag1_var3 0.06652849 0.049939245 -0.002681757 0.1416974025
#> lag1_var4 -0.06385501 0.047711011 -0.135995267 0.0006056402
#> const 0.76745588 0.141312384 0.586339702 0.9671700011
#> exo1 -0.01704374 0.011689304 -0.029281154 0.0027360191
#> exo2 -0.04170489 0.016364923 -0.060848490 -0.0180549341
#> exo3 0.02856096 0.015917117 0.005008529 0.0469137175
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3381532 0.5853695 -0.5149843 1.0774651
#> lag1_var2 -1.9149497 2.1493773 -4.7328582 1.1431785
#> lag1_var3 -4.5078719 3.4479472 -8.8870177 0.4848259
#> lag1_var4 4.4847885 3.2932783 -0.2175976 8.7291346
#> const -8.8799019 9.5919168 -21.6895223 2.1867351
#> exo1 1.0627306 0.5837675 0.4863335 1.8237509
#> exo2 4.0635665 0.6942104 3.1231925 5.0885910
#> exo3 -1.0162748 0.8558433 -1.9870008 0.1574100
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3755527 0.5373316 -1.0050275 0.4209226
#> lag1_var2 2.7103872 1.8372064 0.2264003 5.1825406
#> lag1_var3 5.3829840 2.9790819 1.3130258 9.2960109
#> lag1_var4 -4.3617583 2.8452374 -8.1489369 -0.5216630
#> const 10.7550994 9.0936050 -0.5163523 23.2292668
#> exo1 -0.6828370 0.4919122 -1.3751671 -0.1755550
#> exo2 -3.7178829 0.5415803 -4.2262416 -2.9174427
#> exo3 0.5015432 0.6295636 -0.4452187 1.2056430
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.177345094 0.2116320 -0.39700512 0.197290019
#> lag1_var2 1.178825279 0.6786357 0.04186157 1.888199291
#> lag1_var3 2.036306119 1.1027545 0.20251124 3.213611435
#> lag1_var4 -1.010178542 1.0597244 -2.14515930 0.742646554
#> const 4.427589784 4.2644986 -2.01627482 9.835811917
#> exo1 -0.004093343 0.1829441 -0.33611586 0.172485257
#> exo2 -1.282832883 0.2410782 -1.61011672 -0.993815305
#> exo3 -0.117754340 0.1618755 -0.38283044 0.009461485
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001126708 0.0003993015 0.0007989894 0.001843506
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006674765 0.007822258 -0.01827289 0.00474724
#> Sigma[2,2] 0.758823657 0.247295037 0.46212539 1.11629251
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004862819 0.005086823 -0.01336827 0.000656244
#> Sigma[3,2] -0.394309450 0.135077489 -0.60996180 -0.243946780
#> Sigma[3,3] 0.281574970 0.096802764 0.20016461 0.435020829
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009332847 0.003210386 -0.014821386 -0.006209374
#> Sigma[4,2] 0.075056894 0.079547405 -0.038413960 0.191987151
#> Sigma[4,3] 0.041253418 0.045163163 -0.007242276 0.115485690
#> Sigma[4,4] 0.091579212 0.027566137 0.062349542 0.135290610
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9904682491 0.01659483 0.969345318 1.012308288
#> lag1_var2 0.0844315167 0.06981395 0.004238214 0.181260284
#> lag1_var3 0.1211452774 0.11312866 -0.011868900 0.275579077
#> lag1_var4 -0.1348671156 0.10914710 -0.284674735 -0.006512415
#> const 1.0021987897 0.39476720 0.471752468 1.517060268
#> exo1 0.0636446311 0.02648705 0.030370191 0.098262916
#> exo2 -0.0386161879 0.03555419 -0.072677664 0.020378752
#> exo3 0.0007167427 0.02378936 -0.038335102 0.026416448
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02637638 0.5023450 -0.7265879 0.5906069
#> lag1_var2 -1.96958313 1.8563133 -4.5049290 0.6415395
#> lag1_var3 -4.40175380 2.9681727 -8.4471442 -0.1961384
#> lag1_var4 4.61845261 2.9319960 0.4883030 8.6288961
#> const -10.92350228 10.4133645 -26.3869306 2.6216853
#> exo1 -0.37151293 0.9706649 -1.5719771 1.0760144
#> exo2 0.89715700 0.6099104 0.1858059 1.8190620
#> exo3 0.92194773 0.7907833 0.1968336 2.2546200
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08059002 0.2538215 -0.3518150 0.2895592
#> lag1_var2 1.60174514 0.9066824 0.3292173 2.7977304
#> lag1_var3 3.45567001 1.4506369 1.4521705 5.3588079
#> lag1_var4 -2.54395181 1.4434137 -4.4430215 -0.5410932
#> const 6.10843056 7.2428789 -2.2683317 15.7445544
#> exo1 -0.33775597 0.6233488 -1.2510390 0.4242153
#> exo2 -1.34134185 0.3606954 -1.7516779 -0.8297740
#> exo3 -0.25073855 0.4894146 -1.0328017 0.2877581
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07692480 0.1178794 -0.2356454 0.08052511
#> lag1_var2 0.04947532 0.5572988 -0.7084413 0.78551267
#> lag1_var3 0.20080032 0.9110284 -1.0100493 1.41366917
#> lag1_var4 0.86393691 0.8773413 -0.3088213 2.03651552
#> const -1.50107781 3.1862379 -6.2050172 2.51527757
#> exo1 -0.59321587 0.2255917 -0.8286742 -0.31152709
#> exo2 -0.85000560 0.3538535 -1.4478914 -0.51353253
#> exo3 0.32083603 0.1767617 0.1526802 0.60459124
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006591984 0.0002068279 0.0004498664 0.0009808451
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006417159 0.002149491 -0.009365779 -0.003805956
#> Sigma[2,2] 0.114153063 0.039613569 0.068213195 0.173411875
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006626718 0.002083279 0.004115155 0.009535128
#> Sigma[3,2] -0.113752822 0.037239716 -0.166673969 -0.066358330
#> Sigma[3,3] 0.138094669 0.036584165 0.083594946 0.184345923
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003170176 0.0009899515 0.002038222 0.004622672
#> Sigma[4,2] -0.051696399 0.0165195219 -0.073314697 -0.028609371
#> Sigma[4,3] 0.081904097 0.0185482884 0.051329443 0.098812242
#> Sigma[4,4] 0.060962046 0.0124306924 0.041243042 0.074791770
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.005145909 0.02460055 0.97293267 1.03802075
#> lag1_var2 -0.008663460 0.02205600 -0.03218783 0.02886424
#> lag1_var3 -0.027955891 0.03857734 -0.07453700 0.03094154
#> lag1_var4 0.014502008 0.03432664 -0.03760940 0.05612298
#> const 0.600328146 0.25788408 0.28000811 0.97617829
#> exo1 0.002123931 0.01879804 -0.01924502 0.03036655
#> exo2 -0.052468657 0.02237378 -0.08262665 -0.02210322
#> exo3 -0.034093954 0.01532908 -0.05420236 -0.01274577
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5943850 0.3490715 -1.0626882 -0.16370880
#> lag1_var2 1.5592295 0.3051820 1.1266920 1.96109137
#> lag1_var3 1.3748908 0.5678643 0.6084849 2.22104122
#> lag1_var4 -1.1496758 0.4901017 -1.8680818 -0.47904167
#> const 3.9319343 3.0302412 -0.7714158 6.75379952
#> exo1 -0.3167049 0.2566650 -0.7407435 -0.06625516
#> exo2 1.3718389 0.3208716 0.8589637 1.73730989
#> exo3 0.1201720 0.2545921 -0.1243137 0.54122482
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9498465547 0.3472290 0.41576915 1.39928513
#> lag1_var2 -0.4112778060 0.2944146 -0.85208508 -0.02026885
#> lag1_var3 -0.1200822037 0.5787087 -0.94339155 0.63446385
#> lag1_var4 0.7733723343 0.5085153 0.06949754 1.46107766
#> const -2.9863401769 3.5869749 -6.98141929 2.79835589
#> exo1 0.3462304665 0.3179195 0.08640226 0.90535559
#> exo2 -2.6274155334 0.3667549 -3.04375514 -2.07225326
#> exo3 0.0002824409 0.2640689 -0.38883697 0.33541567
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69649778 0.2385357 0.31896397 0.9769185
#> lag1_var2 0.03179691 0.1653694 -0.21269921 0.2231942
#> lag1_var3 -0.14740601 0.3863040 -0.78530273 0.3206090
#> lag1_var4 0.92551093 0.3595652 0.46160204 1.4935419
#> const -2.29743619 2.4893578 -5.50317795 1.6035850
#> exo1 0.17759537 0.2262704 -0.03689053 0.5338098
#> exo2 -2.17760622 0.2435547 -2.51786406 -1.8247668
#> exo3 0.10333333 0.1678118 -0.11536057 0.3650900
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008069022 0.001867289 0.005661377 0.01059845
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0453195 0.02476884 -0.08839215 -0.01899976
#> Sigma[2,2] 1.9897781 0.46752897 1.41352274 2.61027095
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07941478 0.02395527 0.04921977 0.1097081
#> Sigma[3,2] -1.46305043 0.35184380 -1.93226448 -1.0173862
#> Sigma[3,3] 1.54388039 0.28590296 1.13814816 1.8984912
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05449772 0.01693368 0.03779054 0.08246663
#> Sigma[4,2] -0.21353826 0.14231955 -0.45050330 -0.05911322
#> Sigma[4,3] 0.66203664 0.18269694 0.47306851 0.94554469
#> Sigma[4,4] 0.56808409 0.15989876 0.41299011 0.83439602
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88078086 0.02890253 0.84475219 0.92472918
#> lag1_var2 0.14986976 0.12450812 -0.02453170 0.31058390
#> lag1_var3 0.21706411 0.19656601 -0.06607120 0.46588593
#> lag1_var4 -0.19180082 0.18297099 -0.42592362 0.07116471
#> const 1.41814517 0.42951348 0.79046014 1.87343444
#> exo1 0.08039351 0.09341269 -0.03780431 0.20419723
#> exo2 -0.26369602 0.07587940 -0.36038267 -0.14628397
#> exo3 0.03451463 0.08813012 -0.05933857 0.18792579
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1686031 0.7266830 -1.899217855 -0.02335667
#> lag1_var2 2.0784323 0.7834194 0.867831751 2.99700251
#> lag1_var3 1.9373275 1.2551703 0.006409188 3.44684224
#> lag1_var4 -1.6218255 1.1481386 -2.975607012 0.15608674
#> const 12.0417603 13.2501713 -10.092457292 26.60278334
#> exo1 -1.0879148 1.3708155 -3.091843696 0.59587698
#> exo2 1.9683980 1.3676129 0.491039101 4.01958176
#> exo3 0.3101955 1.5605032 -1.672332391 2.55509238
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04541822 0.4872143 -0.6378274 0.6761554
#> lag1_var2 1.02137395 0.9263727 -0.1296474 2.4559860
#> lag1_var3 2.29664800 1.4399234 0.4678968 4.4269577
#> lag1_var4 -1.36199842 1.3644413 -3.4070039 0.3448315
#> const 0.98706068 10.1915905 -13.7566320 14.7518700
#> exo1 1.18908195 1.4447003 -0.4509607 3.3677471
#> exo2 -5.02784680 1.0323457 -6.8910056 -4.1461005
#> exo3 -0.76204324 1.2247039 -2.1649250 1.0048966
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7696396 0.2983845 -1.1038450 -0.2754352
#> lag1_var2 2.1165204 0.8188477 1.2286767 3.3898063
#> lag1_var3 3.1598288 1.3117313 1.7585814 5.1671842
#> lag1_var4 -1.9899223 1.1979505 -3.8477604 -0.7231242
#> const 8.2574518 4.4081504 2.1672868 13.3273968
#> exo1 0.5347048 0.8194171 -0.2775421 1.8414804
#> exo2 -4.2521155 0.7647792 -5.1389778 -3.1129282
#> exo3 -0.6695524 0.7111020 -1.5417850 0.4096817
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001882139 0.0005089776 0.00133911 0.002705411
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007323167 0.002972188 -0.01168240 -0.004328981
#> Sigma[2,2] 0.118296869 0.020325785 0.09698194 0.152845628
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0000318466 0.02320324 -0.03486832 0.025507715
#> Sigma[3,2] -0.1568473029 0.13207573 -0.36227765 -0.007924356
#> Sigma[3,3] 3.7081653833 1.35455760 2.19992307 5.641417653
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005186099 0.02627531 -0.04589181 0.02482025
#> Sigma[4,2] -0.097939600 0.15188254 -0.33593017 0.07281832
#> Sigma[4,3] 4.125453906 1.48956512 2.47345698 6.21526803
#> Sigma[4,4] 4.642858564 1.63716368 2.84355994 6.98762888
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94291403 0.03536765 0.89684518 0.99310334
#> lag1_var2 0.02335071 0.05710897 -0.05146499 0.10252621
#> lag1_var3 0.03629445 0.09904311 -0.09626999 0.17316439
#> lag1_var4 -0.03202066 0.08689267 -0.15178262 0.08364398
#> const 0.99105775 0.40314221 0.45465803 1.57200928
#> exo1 0.03128733 0.03559807 -0.01373089 0.08751455
#> exo2 -0.03424406 0.04718992 -0.09315491 0.03727020
#> exo3 0.01474955 0.04068732 -0.04383602 0.06503294
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2648021 0.2761263 -0.6489962 0.1264992
#> lag1_var2 1.0702616 0.4723537 0.3831145 1.6595214
#> lag1_var3 0.5472458 0.8101996 -0.5460308 1.5831914
#> lag1_var4 -0.4613579 0.7115624 -1.3709809 0.5002567
#> const 3.6172385 1.4207114 1.8786331 5.7847137
#> exo1 -0.2506035 0.3385416 -0.6703200 0.2277390
#> exo2 2.8054316 0.2485938 2.4544241 3.0766494
#> exo3 0.1221271 0.4920893 -0.5903325 0.7700275
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8800784 1.877346 -0.4605198 4.6219254
#> lag1_var2 -1.0320086 2.956043 -5.5074254 2.5935101
#> lag1_var3 -0.2954689 4.950708 -8.0911107 5.5541887
#> lag1_var4 1.0042908 4.373301 -4.1587190 7.9369202
#> const -21.5014826 13.365043 -42.2362696 -5.6721859
#> exo1 -0.3833479 1.630988 -2.6027411 1.6367317
#> exo2 -1.4518394 1.767711 -4.2395638 0.4078063
#> exo3 0.8039766 2.496650 -2.8186411 3.4871045
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.92410984 2.202436 -0.7489704 5.071962
#> lag1_var2 -0.93494965 3.355053 -5.9907641 3.127137
#> lag1_var3 -0.78664432 5.672318 -9.6793349 5.844812
#> lag1_var4 1.55143065 5.000218 -4.3027431 9.448809
#> const -23.51619794 15.258849 -47.0502185 -5.426486
#> exo1 -0.59654174 1.665062 -2.7961736 1.449494
#> exo2 0.06210379 1.946531 -2.9871035 1.926066
#> exo3 1.00011188 2.807959 -3.1044586 4.111296
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001744649 3.425342e-05 0.0001386025 0.0002285932
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008245387 0.0006232748 -0.001776672 -0.0001838612
#> Sigma[2,2] 0.0911631594 0.0196704372 0.063312344 0.1179803654
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006185793 0.001239947 -0.0004837789 0.002663813
#> Sigma[3,2] -0.0972165122 0.036372429 -0.1466640644 -0.047613144
#> Sigma[3,3] 0.3641157044 0.085342017 0.2608735411 0.491682141
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 2.822693e-05 0.001035268 -0.0009221089 0.00183872
#> Sigma[4,2] -2.956048e-02 0.036360736 -0.0809003018 0.01816491
#> Sigma[4,3] 2.971084e-01 0.061595996 0.2294862676 0.38971405
#> Sigma[4,4] 2.804884e-01 0.038323407 0.2402487211 0.33650034
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985640606 0.004247106 0.97797288 0.988971724
#> lag1_var2 -0.029603420 0.028708046 -0.06836623 0.011347279
#> lag1_var3 -0.035578682 0.039004187 -0.08685981 0.019055466
#> lag1_var4 0.035216792 0.038889890 -0.02027941 0.085298209
#> const 0.467122124 0.069324399 0.37096471 0.561661710
#> exo1 -0.002889116 0.008676958 -0.01271502 0.010081982
#> exo2 -0.024957100 0.006888875 -0.03244763 -0.014936407
#> exo3 -0.019702397 0.016638665 -0.04334432 0.001998866
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25912712 0.09088469 -0.3714537 -0.1274092
#> lag1_var2 1.62105494 0.51503686 1.0047754 2.4065663
#> lag1_var3 1.46576954 0.74820482 0.5970190 2.6029280
#> lag1_var4 -1.43844384 0.75036038 -2.5778775 -0.5775462
#> const 5.45501157 2.70576934 0.7267994 8.3462825
#> exo1 -0.07378143 0.34708757 -0.5160098 0.4248656
#> exo2 0.50542722 0.36382149 0.0338508 1.0289466
#> exo3 0.59271250 0.25771442 0.1842539 0.8895787
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2640698 0.1687580 0.04665714 0.4903595
#> lag1_var2 0.6778748 1.1671498 -1.20072581 2.0795892
#> lag1_var3 2.1550516 1.7949057 -0.74751782 4.1935531
#> lag1_var4 -1.2860416 1.7750080 -3.32110392 1.5844274
#> const 3.2987007 3.1821450 -0.80736366 8.2034938
#> exo1 0.7424695 0.5119742 0.11878152 1.4522052
#> exo2 -2.3832854 0.5010082 -3.05817931 -1.6641455
#> exo3 -0.9314925 0.3333434 -1.37783094 -0.4162646
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07478646 0.1583823 -0.150151615 0.26315383
#> lag1_var2 1.51470126 1.1086045 -0.146902286 2.82972424
#> lag1_var3 2.75653708 1.7130489 0.191021001 4.65946154
#> lag1_var4 -1.85924345 1.6890135 -3.749879243 0.67315304
#> const 6.68178293 2.9826298 2.492472670 10.62650603
#> exo1 0.70441793 0.4614717 0.003802785 1.17234113
#> exo2 -2.05319904 0.3780565 -2.618895288 -1.67633982
#> exo3 -0.50614584 0.3421544 -0.926329628 0.00918805
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008497982 0.000224921 0.0006162456 0.001195936
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002633985 0.002045243 -0.005351219 -4.161305e-05
#> Sigma[2,2] 0.114050697 0.018034641 0.091636974 1.405816e-01
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009576188 0.001675483 -0.003770757 0.0009134722
#> Sigma[3,2] -0.0598010088 0.013796216 -0.081026982 -0.0452544933
#> Sigma[3,3] 0.0490856274 0.012561029 0.035122135 0.0690455215
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003007128 0.001067818 -0.004621522 -0.001992881
#> Sigma[4,2] 0.020389064 0.006509843 0.012012582 0.030288144
#> Sigma[4,3] 0.008117855 0.006597402 0.001392936 0.017836825
#> Sigma[4,4] 0.023644068 0.006042132 0.017473847 0.031939652
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98864549 0.03122524 0.94511120 1.02894664
#> lag1_var2 -0.06381922 0.05014945 -0.13221741 0.00861298
#> lag1_var3 -0.09201329 0.07415423 -0.19060479 0.01289758
#> lag1_var4 0.08823871 0.07326516 -0.01883846 0.18855463
#> const 0.51406095 0.31576050 0.09111466 0.89608311
#> exo1 0.01481082 0.02365627 -0.01931774 0.04636782
#> exo2 -0.07477016 0.02388577 -0.10885816 -0.04480036
#> exo3 -0.02480231 0.04207954 -0.09306548 0.01986217
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2063679 0.4244851 -0.74609784 0.3856161
#> lag1_var2 0.8419191 0.6106536 -0.09746183 1.6174215
#> lag1_var3 -0.1175167 0.9510292 -1.54002708 1.1223134
#> lag1_var4 0.1675878 0.8922101 -0.89733324 1.5428932
#> const 1.1819047 3.2325841 -2.20655623 6.7198359
#> exo1 -0.5528199 0.2831689 -0.96270172 -0.2116771
#> exo2 -1.2600312 0.3789343 -1.83258998 -0.7888123
#> exo3 0.5466383 0.2711054 0.10154222 0.7829083
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2406077 0.2274028 -0.12809352 0.5188306
#> lag1_var2 0.8135675 0.5348091 0.09292259 1.5869563
#> lag1_var3 2.0975828 0.7650623 1.06235510 3.2410668
#> lag1_var4 -1.2010901 0.7585685 -2.33105827 -0.2114718
#> const 2.0249453 3.0029822 -2.76046747 5.1088087
#> exo1 0.3284336 0.1718963 0.04438348 0.5276303
#> exo2 0.2270986 0.2459347 -0.14105625 0.5781999
#> exo3 -0.2562508 0.2141955 -0.48420049 0.1010295
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09794366 0.1870830 -0.15469258 0.3349687
#> lag1_var2 1.05187774 0.3683566 0.49936204 1.5405407
#> lag1_var3 1.51708675 0.5318351 0.71885320 2.2254473
#> lag1_var4 -0.57506536 0.5370833 -1.28103326 0.2319013
#> const 2.08638183 1.9924402 -0.31376729 5.0312509
#> exo1 -0.06232532 0.1894934 -0.26941232 0.2128394
#> exo2 -0.67429313 0.1216554 -0.86797963 -0.5321932
#> exo3 0.12217976 0.2077592 -0.06259084 0.4940741
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00121096 0.0001976426 0.0009024299 0.001446818
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004710322 0.003134915 -0.009095151 -0.0005615204
#> Sigma[2,2] 0.239548022 0.061901317 0.168943994 0.3336526305
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009898314 0.001764374 -0.00298324 0.001508836
#> Sigma[3,2] -0.1236550945 0.032655448 -0.17481783 -0.090009580
#> Sigma[3,3] 0.0923944341 0.017555648 0.07303699 0.120133949
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003725819 0.0009344186 -0.005179266 -0.00257651
#> Sigma[4,2] 0.006717277 0.0112168289 -0.010151926 0.01848907
#> Sigma[4,3] 0.027044998 0.0078139543 0.016947212 0.03735313
#> Sigma[4,4] 0.032855973 0.0066875372 0.027269539 0.04380681
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97283131 0.02820623 0.93609441 1.012294076
#> lag1_var2 -0.07468205 0.09496588 -0.18635437 0.044633386
#> lag1_var3 -0.14301811 0.17438868 -0.35690539 0.073461299
#> lag1_var4 0.14772905 0.17276867 -0.06596535 0.362680540
#> const 0.30057548 0.34778031 -0.10340297 0.854770015
#> exo1 0.02808362 0.04020708 -0.03029698 0.080067677
#> exo2 -0.06090177 0.03908204 -0.13107109 -0.025960773
#> exo3 -0.05851843 0.03722071 -0.10168328 -0.002067944
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78193730 0.5221314 0.2307182 1.6105632
#> lag1_var2 0.21152351 1.4684937 -2.1669424 1.7167224
#> lag1_var3 -1.16006052 2.6315617 -5.3963801 1.5233027
#> lag1_var4 0.95037099 2.5067681 -1.6424435 4.9700982
#> const -3.19734528 3.8234949 -9.5444055 -0.1132589
#> exo1 -0.36683410 0.3658100 -0.7974396 0.2044426
#> exo2 0.72251065 0.4218189 0.1902253 1.2739329
#> exo3 0.07519971 0.4810111 -0.4997433 0.8287397
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4774822 0.2809364 -0.8451792 -0.1082159
#> lag1_var2 1.3452109 0.8808598 0.3798391 2.8234540
#> lag1_var3 3.3085905 1.5946371 1.6186422 6.0034778
#> lag1_var4 -2.2490306 1.5392095 -4.8523911 -0.6181990
#> const 5.7268462 2.7893831 2.9191213 10.2984779
#> exo1 0.1245825 0.1952977 -0.1374862 0.3849165
#> exo2 -0.8218064 0.2828515 -1.2594665 -0.4995365
#> exo3 -0.1008841 0.2782237 -0.4217842 0.3256819
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05811059 0.1582881 -0.2792097 0.15081195
#> lag1_var2 1.19383487 0.4739837 0.7196674 1.99000863
#> lag1_var3 2.18621054 0.8811195 1.2935849 3.67076326
#> lag1_var4 -1.22568492 0.8830131 -2.7101204 -0.31959580
#> const 3.28508660 1.7422980 1.3438669 5.84763596
#> exo1 -0.07885249 0.1639084 -0.3369557 0.05753597
#> exo2 -0.48671118 0.2180495 -0.7142661 -0.14160178
#> exo3 -0.07575254 0.1443946 -0.2878692 0.11806497
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003911869 0.0005867261 0.00313158 0.004760846
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0416597 0.005743613 -0.04935434 -0.03367655
#> Sigma[2,2] 0.5660010 0.073540573 0.46641468 0.66901673
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04504598 0.009069792 0.0356927 0.05934101
#> Sigma[3,2] -0.58619818 0.103835335 -0.7530970 -0.46900438
#> Sigma[3,3] 0.75311769 0.159514171 0.5712839 0.97873303
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03640472 0.009206893 0.02722259 0.05075131
#> Sigma[4,2] -0.46299049 0.100286757 -0.62208675 -0.34815615
#> Sigma[4,3] 0.65153882 0.150465942 0.48076755 0.87181158
#> Sigma[4,4] 0.58228311 0.140473848 0.42441641 0.79122044
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93267297 0.02046814 0.908036526 0.96470023
#> lag1_var2 0.02544978 0.01033291 0.009461756 0.03696693
#> lag1_var3 0.03215356 0.03813890 -0.019156886 0.08218876
#> lag1_var4 -0.01237675 0.03781313 -0.059804984 0.04022708
#> const 0.70064524 0.37877795 0.071054209 1.16220104
#> exo1 0.03199709 0.03583678 -0.019749324 0.08320956
#> exo2 -0.01244121 0.06923137 -0.087221539 0.09344829
#> exo3 0.02392549 0.05964432 -0.058727729 0.11053358
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5587300 0.1704574 0.3608195 0.8103836
#> lag1_var2 0.5501262 0.1647553 0.3178859 0.7600012
#> lag1_var3 -0.4911186 0.6410756 -1.4527426 0.1955656
#> lag1_var4 0.2798058 0.6134451 -0.4324032 1.1794240
#> const -1.5754081 4.4194632 -6.5491799 4.4959471
#> exo1 -0.1661783 0.4281290 -0.7170652 0.4236914
#> exo2 0.2963496 0.8278138 -0.9764936 1.2050664
#> exo3 0.1584539 0.7298108 -1.0426745 1.0327846
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0079237 0.3044687 -1.4819986 -0.6674778
#> lag1_var2 0.9888999 0.2814548 0.5736871 1.3380653
#> lag1_var3 3.0259480 0.8320746 2.0559482 4.2510637
#> lag1_var4 -1.6186978 0.7657806 -2.7517454 -0.7154583
#> const 5.3082055 4.9079593 -1.8105904 11.7151477
#> exo1 0.3357864 0.6931195 -0.5222610 1.2906126
#> exo2 0.1518298 1.2092422 -1.0489489 1.9638068
#> exo3 -0.3021113 0.7535546 -1.4873313 0.4929012
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9351732 0.3042844 -1.3819529 -0.5798220
#> lag1_var2 1.0412188 0.2869394 0.6399424 1.3759374
#> lag1_var3 2.3210981 0.7637975 1.4266333 3.3850527
#> lag1_var4 -0.9013155 0.6873244 -1.8742917 -0.1042619
#> const 3.9007797 4.4267149 -2.2907497 10.1190934
#> exo1 0.3205346 0.7025454 -0.5086613 1.3608213
#> exo2 0.2719207 1.1038888 -0.8002158 2.0105840
#> exo3 -0.3272217 0.6521220 -1.3507894 0.3949998
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003446864 7.327889e-05 0.0002340383 0.000427343
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003969234 0.002744801 -0.007835088 -0.0005913206
#> Sigma[2,2] 0.502111346 0.096293103 0.386881552 0.6416223045
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003930053 0.003460382 -0.0005890169 0.00789654
#> Sigma[3,2] -0.622671013 0.128919055 -0.8092208612 -0.45692145
#> Sigma[3,3] 1.003784067 0.194463682 0.7198001148 1.25497093
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00196881 0.002781889 -0.001613386 0.005670799
#> Sigma[4,2] -0.43054521 0.105190626 -0.586985501 -0.288865914
#> Sigma[4,3] 0.83131573 0.173211849 0.585428352 1.089443940
#> Sigma[4,4] 0.75183695 0.159741667 0.540870365 1.005034295
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97198125 0.02115093 0.9364581381 0.99470145
#> lag1_var2 0.01461812 0.02633437 -0.0164346216 0.05706132
#> lag1_var3 0.03016081 0.04449903 -0.0225494572 0.10179156
#> lag1_var4 -0.02733581 0.03700001 -0.0870151061 0.01720147
#> const 0.65995188 0.23554816 0.3501201469 0.96454852
#> exo1 0.01366210 0.01093178 0.0008126107 0.02837951
#> exo2 -0.05690143 0.02745213 -0.0897668013 -0.01730658
#> exo3 0.02273869 0.02320435 0.0004482967 0.06242814
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1369202 0.5826625 0.3672792 1.93927673
#> lag1_var2 -0.1916305 0.8559231 -1.1066835 1.08819263
#> lag1_var3 -1.9521745 1.4962616 -3.4882401 0.30485652
#> lag1_var4 1.5947624 1.2544740 -0.2927784 2.90417785
#> const -7.7036922 7.5806939 -19.4832783 -0.09223207
#> exo1 -0.7988654 0.6934886 -1.7923193 0.18942730
#> exo2 -1.7522150 0.7617580 -2.6536013 -0.69223047
#> exo3 3.5092971 0.6308327 2.5671778 4.22119426
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.543101 0.7338234 -2.44513524 -0.4400683
#> lag1_var2 1.878646 1.0419925 0.37865345 2.9985909
#> lag1_var3 3.949090 1.8513654 1.29295032 6.0266942
#> lag1_var4 -2.475135 1.5680821 -4.26466958 -0.2640866
#> const 9.357674 9.4799924 -2.73822387 23.5860423
#> exo1 1.134682 0.9441841 0.08817499 2.3866827
#> exo2 -1.470795 1.2268866 -2.96506258 0.3080859
#> exo3 -1.613203 0.7964340 -2.67587867 -0.4651454
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1779915 0.5874926 -1.89287878 -0.2642527
#> lag1_var2 1.6611345 0.7690210 0.50155514 2.5314446
#> lag1_var3 2.5526117 1.3842969 0.49155302 4.2310808
#> lag1_var4 -1.1665170 1.1828014 -2.63862550 0.5673381
#> const 4.7015149 7.4048004 -5.40770393 14.6855357
#> exo1 0.8853342 0.7861070 0.05991399 1.9380147
#> exo2 -3.3355986 1.0907076 -4.55305582 -1.5423222
#> exo3 0.4200511 0.6487626 -0.50386660 1.2739395
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001231956 0.0003208468 0.0009403621 0.001720059
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002996987 0.007270017 -0.002887873 0.01535699
#> Sigma[2,2] 1.686236728 0.358310398 1.274778991 2.19103384
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002243516 0.004543211 -0.009797836 0.00260139
#> Sigma[3,2] -0.941765850 0.198720099 -1.211820274 -0.69981840
#> Sigma[3,3] 0.571065848 0.114551467 0.424587585 0.71526977
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004355456 0.001313117 -0.002382688 0.001137782
#> Sigma[4,2] 0.0593420173 0.039161760 0.008435272 0.111619475
#> Sigma[4,3] 0.0145125126 0.018413877 -0.001178876 0.045064000
#> Sigma[4,4] 0.0525045804 0.011904381 0.039222090 0.069773251
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98878845 0.01675138 0.969557751 1.01458143
#> lag1_var2 -0.04012712 0.05892233 -0.102077115 0.05413712
#> lag1_var3 -0.06216185 0.09836398 -0.161337106 0.09522258
#> lag1_var4 0.06113261 0.10006899 -0.097618980 0.16971635
#> const 0.40359442 0.32437803 -0.138106253 0.72515766
#> exo1 0.02240098 0.02264042 -0.006715452 0.04775316
#> exo2 -0.08350197 0.03933699 -0.130621650 -0.02477699
#> exo3 -0.01153577 0.03555059 -0.053327067 0.04388667
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.1436919 0.8768908 -3.271003 -0.78830242
#> lag1_var2 0.8837962 2.7202589 -2.252008 4.25405548
#> lag1_var3 0.3143922 4.6512342 -5.103130 6.05064235
#> lag1_var4 0.4234117 4.7702840 -5.446154 5.95861615
#> const 9.4469775 24.9440472 -26.407071 42.60237666
#> exo1 -2.4974104 1.7404559 -4.845346 -0.11048374
#> exo2 -0.3782230 1.2303421 -2.240378 1.13157593
#> exo3 -1.2576751 1.2671330 -3.258931 -0.03636038
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1898393 0.4483728 0.5537456 1.794124
#> lag1_var2 1.1380046 1.5247053 -0.7942891 3.042840
#> lag1_var3 2.6324076 2.6149548 -0.6362345 6.032392
#> lag1_var4 -2.1436287 2.6579244 -5.5637172 1.186815
#> const 0.7427581 12.3396380 -16.8197629 17.935189
#> exo1 1.4018106 0.9571395 0.1173963 2.818547
#> exo2 1.4094395 0.5404616 0.6354326 2.101068
#> exo3 0.4737830 0.8662862 -0.5966593 1.726451
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08340899 0.1743670 -0.3649404 0.10645167
#> lag1_var2 1.36137371 0.4107903 0.7642493 1.80362758
#> lag1_var3 2.31258709 0.7018932 1.2769442 3.04664027
#> lag1_var4 -1.37399712 0.7146085 -2.1268701 -0.32459811
#> const 5.66394457 3.0229552 1.5477864 9.61182907
#> exo1 -0.07984774 0.2255550 -0.2991461 0.26527915
#> exo2 1.26676821 0.3416729 0.7527112 1.65066164
#> exo3 -0.28567407 0.2360851 -0.6660876 -0.04634257
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004976158 0.0009221688 0.00401266 0.00629378
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002152655 0.005677339 -0.007031904 0.008446941
#> Sigma[2,2] 0.183160527 0.037578047 0.125220814 0.228872672
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003578004 0.003615578 -0.003847218 0.006022904
#> Sigma[3,2] -0.1150988028 0.024353139 -0.143888347 -0.078195544
#> Sigma[3,3] 0.0816463055 0.015911743 0.057962196 0.098791816
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001813047 0.0006765527 0.0008553919 0.002635249
#> Sigma[4,2] 0.005673710 0.0056763219 -0.0022971737 0.012637471
#> Sigma[4,3] 0.006174021 0.0032992683 0.0026644560 0.011810670
#> Sigma[4,4] 0.010385932 0.0017657340 0.0079992572 0.012645302
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85054882 0.06983124 0.7443010 0.938555239
#> lag1_var2 0.14428185 0.17942612 -0.1056163 0.349943072
#> lag1_var3 0.17910961 0.27190520 -0.2003626 0.472224227
#> lag1_var4 -0.14618500 0.27390828 -0.4127531 0.240927726
#> const 1.22519928 0.66166722 0.5598724 2.196038954
#> exo1 -0.19830971 0.09107894 -0.3399201 -0.101274195
#> exo2 -0.10015182 0.09136024 -0.2327342 0.001917469
#> exo3 -0.01848001 0.06330972 -0.1039971 0.068388479
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24927841 0.3886529 -0.2512634 0.8695314
#> lag1_var2 0.06007396 1.0538664 -1.1665631 1.3990567
#> lag1_var3 -1.22803419 1.5478604 -3.0082708 0.7788892
#> lag1_var4 1.17423090 1.5645478 -0.9075675 2.9199260
#> const -1.45348430 4.7314287 -7.1524502 4.5674427
#> exo1 0.19328645 0.4091378 -0.4583531 0.6806472
#> exo2 0.85822123 0.5586950 0.1161273 1.6089413
#> exo3 1.08139615 0.4131565 0.5454476 1.6174965
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11492532 0.2546538 -0.4846780 0.2117602
#> lag1_var2 1.31493171 0.7338197 0.3113822 2.1756257
#> lag1_var3 2.82473577 1.0767808 1.3425706 4.1068955
#> lag1_var4 -1.85537035 1.0779700 -3.1333776 -0.3448607
#> const 3.98563637 3.2600198 -0.3520624 8.1194240
#> exo1 -0.09792151 0.2225352 -0.3897750 0.2209481
#> exo2 -1.25842810 0.3703566 -1.7013057 -0.7344010
#> exo3 -0.61766620 0.3210756 -0.9919612 -0.1329202
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04745653 0.09297098 -0.06720159 0.1748088
#> lag1_var2 1.00709361 0.16225601 0.78229013 1.2379174
#> lag1_var3 1.48534075 0.23004657 1.17150378 1.8148034
#> lag1_var4 -0.53833133 0.21289458 -0.85143445 -0.2549962
#> const 2.19741847 0.88872032 1.21625578 3.5382071
#> exo1 0.02736787 0.09798709 -0.08709035 0.1712945
#> exo2 -0.75889928 0.07806714 -0.86501161 -0.6535118
#> exo3 0.09294364 0.11539366 -0.06165379 0.2567155
#>
#>
#>