Provides posterior estimation summary for Bayesian Vector Autoregressions for dynamic panel data
Source:R/summary.R
summary.PosteriorBVARs.RdProvides posterior mean, standard deviations, as well as 5 and 95
percentiles of the parameters for all C countries.
Usage
# S3 method for class 'PosteriorBVARs'
summary(object, ...)Arguments
- object
an object of class
PosteriorBVARsobtained 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] 0.01279344 0.0188062 0.003318903 0.04820394
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006978757 0.02516065 -0.02114971 0.04152029
#> Sigma[2,2] 0.2118279560 0.04061824 0.15083058 0.26480907
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007257406 0.04359679 -0.08680871 0.02633398
#> Sigma[3,2] -0.201217901 0.05849883 -0.28898174 -0.12551213
#> Sigma[3,3] 0.334055051 0.08382547 0.25133702 0.46020410
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008240698 0.03730651 -0.07719429 0.02105073
#> Sigma[4,2] -0.127086437 0.05141295 -0.20249383 -0.06960230
#> Sigma[4,3] 0.287372814 0.07328489 0.20929680 0.39437355
#> Sigma[4,4] 0.271157994 0.06613479 0.19556769 0.37560191
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99750525 0.06638312 0.9376768 1.116094502
#> lag1_var2 -0.03418655 0.07113340 -0.1101900 0.072622262
#> lag1_var3 -0.03678113 0.14391637 -0.1724423 0.196385656
#> lag1_var4 0.02613900 0.12981060 -0.1784376 0.160253884
#> const 0.75783709 1.25691586 -1.0061009 2.366248385
#> exo1 -0.10213963 0.16651466 -0.3822199 -0.006171217
#> exo2 -0.06671460 0.14923306 -0.3075558 0.078640989
#> exo3 -0.14751802 0.09283103 -0.2387208 0.014365515
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51464132 0.08506926 0.3976938 0.6239746
#> lag1_var2 0.16147824 0.50080691 -0.5788007 0.7796047
#> lag1_var3 -1.68193615 1.07443830 -3.2357284 -0.3767905
#> lag1_var4 1.45068815 0.94302377 0.3167041 2.8103955
#> const -0.39184653 6.05607708 -8.1678669 8.4611980
#> exo1 -0.04164877 0.54283693 -0.7888470 0.7630615
#> exo2 -0.17124919 0.41407833 -0.5816095 0.5098846
#> exo3 -0.04081830 0.53108551 -0.7499076 0.7513926
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3828441 0.1962175 -0.6021401 -0.09360079
#> lag1_var2 0.8144646 0.5395054 0.2081868 1.66282914
#> lag1_var3 3.3149890 1.0983902 2.0149425 5.03546347
#> lag1_var4 -2.1304132 0.9523546 -3.6081243 -0.98273874
#> const 2.1217269 7.5699304 -7.5751804 12.45209594
#> exo1 0.1269187 0.8283458 -0.8880425 1.28902328
#> exo2 -0.9350780 0.7458138 -2.1301524 -0.17222857
#> exo3 -0.2299652 0.5394241 -1.0458849 0.31849286
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1832638 0.2004878 -0.4109232 0.11116277
#> lag1_var2 0.5995824 0.4201201 0.1661118 1.28018759
#> lag1_var3 1.9810754 0.8472060 1.0847657 3.33729659
#> lag1_var4 -0.8561558 0.7325209 -2.0254552 -0.05350711
#> const 0.8725511 6.4039396 -7.1686335 9.80697815
#> exo1 0.1179638 0.7347155 -0.7181430 1.17706602
#> exo2 -1.1281827 0.6985423 -2.2575063 -0.30524462
#> exo3 -0.2876782 0.5112317 -1.0144190 0.31415271
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005478416 0.001040003 0.004416981 0.007072779
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01621106 0.004710342 -0.02308653 -0.01046165
#> Sigma[2,2] 0.18195610 0.051120161 0.12918085 0.26507972
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01092226 0.003603629 0.007243092 0.01630819
#> Sigma[3,2] -0.07587589 0.025390305 -0.107216605 -0.03700724
#> Sigma[3,3] 0.08319464 0.015249331 0.064904667 0.10391188
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001751959 0.002488109 -0.00558003 0.0009436908
#> Sigma[4,2] 0.074024364 0.028372393 0.04335596 0.1166736018
#> Sigma[4,3] 0.030273164 0.014835859 0.01197354 0.0464400444
#> Sigma[4,4] 0.102894270 0.025150134 0.06197163 0.1338962601
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019646672 0.03962161 0.96683350 1.07796020
#> lag1_var2 -0.219158692 0.21395492 -0.49639405 0.07032159
#> lag1_var3 -0.283024680 0.27808766 -0.65284137 0.10344124
#> lag1_var4 0.273799567 0.26152222 -0.08769622 0.62183390
#> const 0.291227987 1.00567035 -1.10032916 1.67380118
#> exo1 0.004169294 0.06385873 -0.06448644 0.10359770
#> exo2 0.011082094 0.09202134 -0.11366838 0.12372713
#> exo3 0.085091401 0.14567865 -0.10590456 0.27965174
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03439946 0.1736955 -0.30345665 0.14302557
#> lag1_var2 0.48741881 0.6635393 -0.52135797 1.34493728
#> lag1_var3 -0.33075516 0.9145617 -1.58770278 0.90652848
#> lag1_var4 0.34527562 0.8212518 -0.75751861 1.49114948
#> const 3.82041823 6.6218785 -2.91293772 15.01689415
#> exo1 -0.07926604 0.1587172 -0.29623108 0.14682649
#> exo2 0.47770982 0.4146776 0.02225178 1.16401121
#> exo3 -0.47518962 0.4074500 -1.05303909 0.01412413
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1862983 0.06003328 -0.27980463 -0.1263428
#> lag1_var2 0.6172512 0.35894945 0.07120229 1.0349965
#> lag1_var3 1.6281904 0.48141155 0.86200174 2.1356999
#> lag1_var4 -0.6229423 0.44967327 -1.09601632 0.1061277
#> const 1.9671473 2.56445070 -1.25834516 5.7525120
#> exo1 0.1594985 0.22042055 -0.17663128 0.4474229
#> exo2 -1.5618164 0.23143456 -1.87033974 -1.2610213
#> exo3 2.6927725 0.41259121 2.19599137 3.2569832
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2691845 0.1357921 -0.4577824 -0.1022054
#> lag1_var2 0.4365018 0.6195920 -0.4545757 1.1882260
#> lag1_var3 0.6678534 0.7920335 -0.4203622 1.6945769
#> lag1_var4 0.3728621 0.7137594 -0.5659542 1.3336778
#> const 4.6129676 7.0387542 -2.7472746 15.7959241
#> exo1 0.1170031 0.2326485 -0.2341839 0.3975428
#> exo2 -1.4678716 0.3193396 -2.0058220 -1.1453716
#> exo3 2.7589743 0.4167465 2.1011739 3.3213635
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001598075 0.0004222735 0.001068528 0.002125801
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0730006 0.03496057 -0.1340936 -0.03930934
#> Sigma[2,2] 9.9185990 3.13498319 6.4488059 14.30071329
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03487619 0.02304319 0.01408773 0.07586259
#> Sigma[3,2] -5.77964597 1.93830700 -8.53029026 -3.61879977
#> Sigma[3,3] 4.88206509 1.48089844 3.24000623 6.98531528
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01658148 0.01097178 -0.03243889 -0.002352602
#> Sigma[4,2] 1.01849725 0.75848929 0.01117814 2.116869751
#> Sigma[4,3] 1.22451168 0.63615152 0.62851838 2.208625776
#> Sigma[4,4] 2.30397684 0.47499610 1.81001570 3.098258055
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996327172 0.01034893 0.984747572 1.012442222
#> lag1_var2 0.001261090 0.01891953 -0.020830982 0.029353386
#> lag1_var3 -0.007358319 0.02742096 -0.039408902 0.033446865
#> lag1_var4 0.006004642 0.02343718 -0.028779920 0.032895786
#> const 0.116436244 0.45689770 -0.522015766 0.614444403
#> exo1 0.028707370 0.03857404 -0.008505348 0.083906278
#> exo2 -0.034270774 0.02818115 -0.077533107 0.001649321
#> exo3 0.077134326 0.04512527 0.024838912 0.146617446
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.1896307 1.056502 -4.4313524 -1.68117305
#> lag1_var2 2.3478299 1.316993 0.8484327 4.35564101
#> lag1_var3 2.9645431 1.951831 0.6850923 5.89024158
#> lag1_var4 -2.4842442 1.698154 -5.0769499 -0.56197877
#> const 50.9234228 34.250729 2.9134408 92.22068818
#> exo1 -3.1211362 2.144997 -5.9379035 0.02087435
#> exo2 -0.4572076 2.198530 -3.1480432 2.70856388
#> exo3 -0.8105519 2.781411 -4.1872138 2.16337464
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2781558 0.8935666 1.187567 3.6279581
#> lag1_var2 -1.5821184 0.7607382 -2.612531 -0.7377682
#> lag1_var3 -1.9077393 1.1332945 -3.343050 -0.5786974
#> lag1_var4 2.3581320 0.9837707 1.260099 3.6656532
#> const -21.8595982 21.0038266 -52.588517 8.9660620
#> exo1 0.6368109 1.4698742 -1.233987 2.4866925
#> exo2 -1.2228291 1.9327468 -4.191252 1.0668161
#> exo3 0.9844705 1.8547743 -1.482359 3.0450245
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07296943 0.9181555 -1.1688232 1.11438559
#> lag1_var2 -0.60319946 0.4765044 -1.3258639 -0.01406385
#> lag1_var3 -0.76082886 0.7411865 -1.8539878 0.18705330
#> lag1_var4 1.54423621 0.6131326 0.7938376 2.44751828
#> const 13.44905577 22.7356340 -8.5035943 48.38043804
#> exo1 -1.39104938 0.9481347 -2.8963914 -0.38661026
#> exo2 -1.81865258 1.2916361 -3.7871729 -0.31915921
#> exo3 0.60718100 0.8775126 -0.4779850 1.95018895
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009249269 0.0001965494 0.0006694146 0.001148955
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00211021 0.001199813 -0.004118932 -0.0008057591
#> Sigma[2,2] 0.05794811 0.014223866 0.043361954 0.0805538301
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004027795 0.002402671 0.00104201 0.007777375
#> Sigma[3,2] -0.060474957 0.025461127 -0.10376485 -0.032070241
#> Sigma[3,3] 0.177188914 0.037936583 0.13361654 0.235596223
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002495984 0.002160468 -0.000189734 0.005709318
#> Sigma[4,2] -0.016006250 0.019759607 -0.042666889 0.013929657
#> Sigma[4,3] 0.133400796 0.023369951 0.104875408 0.160180519
#> Sigma[4,4] 0.123874427 0.019497562 0.094711062 0.146621767
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984893341 0.02538153 0.94999604 1.02156818
#> lag1_var2 0.015325283 0.06399862 -0.06214803 0.10301034
#> lag1_var3 0.009276686 0.07632530 -0.08114271 0.12826498
#> lag1_var4 -0.011022348 0.07336816 -0.12497546 0.07804634
#> const 0.549730230 0.29600598 0.13815789 0.98401760
#> exo1 -0.005418901 0.04255654 -0.06409973 0.05822590
#> exo2 -0.077289748 0.02454422 -0.10371950 -0.03916107
#> exo3 0.013283079 0.03002618 -0.02553341 0.05820224
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08283658 0.1928329 -0.1534826 0.34830117
#> lag1_var2 0.34569108 0.7366443 -0.8686530 1.15838319
#> lag1_var3 -0.47409826 1.0112359 -2.0618577 0.75618945
#> lag1_var4 0.42174491 0.9799827 -0.8332161 1.94370924
#> const 2.53830673 3.2611782 -1.8085778 7.06558941
#> exo1 -0.02991834 0.1514789 -0.2313031 0.18270883
#> exo2 1.95525449 0.3854385 1.5452036 2.55734946
#> exo3 -0.49389156 0.2970680 -0.8688037 -0.03811066
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36607371 0.3691676 -0.1926804 0.7914552
#> lag1_var2 0.07467291 1.4956411 -2.3170754 2.0426879
#> lag1_var3 0.71308615 1.7568145 -2.0674275 3.0766241
#> lag1_var4 0.22185435 1.6476610 -2.0372797 2.7983225
#> const -5.14008101 4.8041667 -11.5701935 2.1289267
#> exo1 -0.37579255 0.3516629 -0.7748315 0.1328505
#> exo2 -2.22661149 0.5452935 -2.9156688 -1.4970459
#> exo3 -1.50528252 0.3207568 -1.9896857 -1.1376672
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4369569 0.3487331 -0.0274132 0.93304046
#> lag1_var2 -0.1359595 1.4456343 -2.4111666 1.65941214
#> lag1_var3 -0.2694512 1.7357869 -3.0014761 1.85926859
#> lag1_var4 1.1719408 1.6457695 -0.8139058 3.73732311
#> const -3.9700738 4.9446631 -11.5667116 2.62202303
#> exo1 -0.4126584 0.2834192 -0.7995476 -0.02262827
#> exo2 -0.7069699 0.3895883 -1.3028637 -0.15263702
#> exo3 -1.9455876 0.2804847 -2.2740693 -1.52311129
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002443835 0.0006097876 0.001899561 0.003505497
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05614962 0.01667658 -0.08253695 -0.03651676
#> Sigma[2,2] 2.97065140 0.33963681 2.47287848 3.41470665
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04305953 0.01226451 0.02482068 0.0583951
#> Sigma[3,2] -2.10560286 0.26013940 -2.39423580 -1.7147323
#> Sigma[3,3] 1.77830330 0.29120387 1.36290497 2.1159019
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01049467 0.005604056 0.003399978 0.019429880
#> Sigma[4,2] -0.33746087 0.209373274 -0.532819022 -0.003903657
#> Sigma[4,3] 0.55607591 0.200171168 0.257627209 0.786195746
#> Sigma[4,4] 0.39091233 0.103271907 0.277015225 0.541608517
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.929833752 0.02247194 0.89225085 0.95025116
#> lag1_var2 0.193940259 0.05220609 0.12668405 0.25187728
#> lag1_var3 0.317505024 0.08784591 0.20770229 0.41375779
#> lag1_var4 -0.290162616 0.07777136 -0.37998846 -0.19137939
#> const 0.239028048 0.46422912 -0.39737522 0.83056264
#> exo1 0.009438052 0.02679638 -0.02110611 0.04797304
#> exo2 -0.131936504 0.04963422 -0.19898601 -0.07200755
#> exo3 0.008718366 0.05675403 -0.06485374 0.08569097
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9670569 0.7378235 -1.95856028 0.1312418
#> lag1_var2 -1.2249098 2.3166317 -4.50335210 1.4850631
#> lag1_var3 -3.2898430 3.9367916 -8.83631162 1.3968751
#> lag1_var4 3.4690758 3.5095852 -0.68100432 8.4794530
#> const 17.4669840 13.5297874 0.16079664 34.9111632
#> exo1 -0.2746206 1.3112287 -1.85717714 1.9001574
#> exo2 2.8287955 2.1279734 0.08315594 5.6985319
#> exo3 0.2231810 1.5963930 -1.62087059 2.6419096
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03674572 0.7477079 -1.130484 1.0542153
#> lag1_var2 4.10667175 1.6459884 1.808183 6.3574966
#> lag1_var3 7.47643268 2.8090248 3.616769 11.3788718
#> lag1_var4 -6.37892450 2.5137496 -9.866697 -2.9686506
#> const -8.43781703 5.8102789 -13.864383 0.5522290
#> exo1 -0.42240145 1.0279502 -1.863981 0.8949882
#> exo2 -5.31092708 1.6301911 -7.046695 -2.7200003
#> exo3 2.13843986 0.9957767 0.947809 3.6807420
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6357961 0.4290066 -1.212692 -0.01993841
#> lag1_var2 3.2831163 0.8482682 2.095025 4.31049985
#> lag1_var3 5.3369410 1.3948676 3.438352 7.06606811
#> lag1_var4 -4.0769502 1.2798278 -5.666538 -2.32417642
#> const 1.1743784 7.5920829 -6.810483 11.80754090
#> exo1 -0.6461956 0.7286508 -1.743133 0.23122379
#> exo2 -4.0858421 0.7377975 -4.747258 -2.94322447
#> exo3 2.5174625 0.6120790 1.844957 3.52219870
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007270731 0.001015974 0.00561273 0.00819679
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009520997 0.0182369 -0.03358673 0.01510327
#> Sigma[2,2] 1.250187505 0.3299392 0.88059683 1.72487803
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005242124 0.01002334 -0.01817079 0.008297781
#> Sigma[3,2] -0.642271938 0.16810929 -0.85763330 -0.383789013
#> Sigma[3,3] 0.592968271 0.08112548 0.46967506 0.687129357
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01223551 0.005467964 -0.01847725 -0.004830358
#> Sigma[4,2] 0.15779856 0.112531279 0.02316662 0.315717403
#> Sigma[4,3] 0.22830806 0.081564606 0.10125233 0.320992765
#> Sigma[4,4] 0.38496799 0.094031583 0.26824227 0.511790131
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00444167 0.04848909 0.94061291 1.0738440
#> lag1_var2 -0.32962971 0.16122052 -0.56947201 -0.1450748
#> lag1_var3 -0.53242540 0.25450749 -0.90900015 -0.2383201
#> lag1_var4 0.47716267 0.23841191 0.20109954 0.8280926
#> const 3.38264005 1.15688442 1.98589033 4.7365776
#> exo1 -0.01868052 0.09270727 -0.13433945 0.1072801
#> exo2 0.01049740 0.12762261 -0.16241486 0.1750355
#> exo3 0.03226414 0.08035704 -0.09869972 0.1189266
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6317467 0.6539245 -1.5577309 0.3256817
#> lag1_var2 3.7412842 2.5359888 -0.5644141 6.4570494
#> lag1_var3 4.4750082 4.0220657 -2.3545969 8.7306844
#> lag1_var4 -4.0632890 3.7517732 -7.8923410 2.3418012
#> const -10.8336636 9.6332759 -24.9492609 -0.3109794
#> exo1 5.7784102 1.1225750 4.4503372 7.2773420
#> exo2 -0.6455819 1.2676935 -2.0511786 1.2470162
#> exo3 -2.7581511 1.3525941 -4.7110444 -1.0414494
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7392900 0.4452546 -1.3926273 -0.235280
#> lag1_var2 2.4277611 1.5544911 0.6009208 4.520005
#> lag1_var3 4.7649620 2.4619790 1.8507352 8.040079
#> lag1_var4 -3.7918789 2.3125345 -6.7919288 -1.105280
#> const 16.6327181 10.2332350 4.3240206 31.196823
#> exo1 -3.2531757 0.7194949 -4.3172491 -2.341359
#> exo2 0.5222873 0.9206597 -0.7520521 1.660057
#> exo3 2.1674273 0.9184450 0.9805039 3.323122
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3520883 0.5063353 -2.2465800 -0.9594107
#> lag1_var2 5.0020960 1.4708887 3.6103181 7.5568371
#> lag1_var3 7.9342186 2.3503107 5.6892785 12.0064563
#> lag1_var4 -6.6375043 2.2574547 -10.5312081 -4.4523149
#> const 10.4559731 7.2496022 2.8263593 20.9771661
#> exo1 0.3077519 0.4976723 -0.2550312 1.1162478
#> exo2 0.2228838 1.0204243 -1.4449400 1.2580187
#> exo3 0.5716881 0.5147520 -0.1852634 1.2700614
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001428962 2.486575e-05 0.0001098708 0.0001736647
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003564999 0.001109927 -0.004791575 -0.002110685
#> Sigma[2,2] 0.283779260 0.058779499 0.203572296 0.360231295
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002554364 0.0009360724 0.001327456 0.003765657
#> Sigma[3,2] -0.264294283 0.0535038230 -0.333666377 -0.191791227
#> Sigma[3,3] 0.317785761 0.0629244534 0.229682921 0.413200770
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002933941 0.000552337 -0.0004578645 0.0009691938
#> Sigma[4,2] -0.0881485655 0.022936655 -0.1244629531 -0.0587561865
#> Sigma[4,3] 0.1576295456 0.034566338 0.1115804722 0.2118947273
#> Sigma[4,4] 0.1072159502 0.024217789 0.0754672440 0.1421202866
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988114193 0.01378172 0.96722798 1.00286660
#> lag1_var2 -0.013685735 0.02978169 -0.05388489 0.03237804
#> lag1_var3 -0.019200622 0.04655262 -0.08208734 0.05186644
#> lag1_var4 0.015800329 0.04251185 -0.05006575 0.07196452
#> const 0.586132256 0.22274394 0.37566398 0.97299845
#> exo1 0.002842535 0.01183108 -0.01587037 0.01725868
#> exo2 -0.043972481 0.01184287 -0.06101541 -0.02838603
#> exo3 0.033330434 0.01105820 0.02212029 0.04968299
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5702975 0.4606619 -1.0898684 0.1036610
#> lag1_var2 1.5819601 2.0056248 -1.6237061 3.9309364
#> lag1_var3 1.0319935 3.2337603 -4.1280057 4.7796174
#> lag1_var4 -0.8458920 3.0878103 -4.3676038 4.0962195
#> const 4.1314799 8.4372891 -6.7546976 16.4685881
#> exo1 -0.2326910 0.5859983 -1.0298066 0.4782221
#> exo2 1.3616909 0.6237705 0.4113402 2.0436011
#> exo3 -1.2980814 0.4999488 -1.8835616 -0.6210496
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7691334 0.4032973 0.17657739 1.3254688
#> lag1_var2 -0.5615186 1.7067070 -2.38647876 1.9977048
#> lag1_var3 0.1235807 2.7731699 -2.89846683 4.2577055
#> lag1_var4 0.5777068 2.6488243 -3.34696568 3.4695255
#> const -1.8381941 6.7928695 -11.65192230 6.4336136
#> exo1 0.4909037 0.5976542 -0.05905886 1.3416266
#> exo2 -2.0440650 0.7437379 -2.91031559 -0.9469257
#> exo3 1.8115406 0.4203859 1.27621968 2.3735226
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43107249 0.2082931 0.190009137 0.7065360
#> lag1_var2 -0.01767066 0.6589459 -0.996862966 0.7471195
#> lag1_var3 0.06177071 1.0851310 -1.538227889 1.3070924
#> lag1_var4 0.75732919 1.0454740 -0.418007853 2.3170250
#> const 0.19311364 3.9014476 -4.993978012 5.8668645
#> exo1 0.35204976 0.2937340 -0.002377667 0.7791834
#> exo2 -1.21640802 0.3966168 -1.677880251 -0.6723705
#> exo3 1.02635915 0.1933735 0.730248960 1.2406613
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002185578 5.561079e-05 0.0001684157 0.0003042221
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002208295 0.000649542 -0.003209586 -0.001365681
#> Sigma[2,2] 0.214826297 0.049024386 0.155094576 0.287928263
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001849949 0.0004921766 0.001311376 0.002551562
#> Sigma[3,2] -0.178012406 0.0401539845 -0.231643905 -0.119138862
#> Sigma[3,3] 0.290408627 0.0567411403 0.213479232 0.366478122
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005255848 0.0005674987 -0.0003057686 0.001271089
#> Sigma[4,2] -0.0530744351 0.0182315049 -0.0789586192 -0.028220733
#> Sigma[4,3] 0.1946148632 0.0390608653 0.1408977310 0.240883728
#> Sigma[4,4] 0.1719595201 0.0340792846 0.1286012001 0.209058839
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979078890 0.01455387 0.964487345 0.99918125
#> lag1_var2 0.022364324 0.04181322 -0.039384839 0.07964782
#> lag1_var3 0.016562985 0.06971648 -0.087933236 0.11056488
#> lag1_var4 -0.019700211 0.06638344 -0.111514015 0.07754153
#> const 0.695239343 0.20610688 0.386321390 0.94651795
#> exo1 0.007250192 0.01122796 -0.006275744 0.02363615
#> exo2 -0.060475575 0.01154438 -0.075045591 -0.04306407
#> exo3 0.029520447 0.01406623 0.005801551 0.04474994
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3326900 0.2748581 -0.6929929 0.06383323
#> lag1_var2 0.8391027 1.1291179 -0.8619483 2.23600034
#> lag1_var3 0.6537628 1.8691131 -2.1169535 3.05461325
#> lag1_var4 -0.4812263 1.8031345 -2.8088525 2.18828235
#> const 1.3438840 4.3686252 -5.7334036 5.54258662
#> exo1 -0.6632025 0.4303676 -1.1805352 -0.04655873
#> exo2 0.1980686 0.3694313 -0.2401609 0.62581091
#> exo3 1.2795349 0.3746893 0.7663331 1.79559893
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9467687 0.4307012 0.2331651 1.3650994
#> lag1_var2 -0.8199588 1.1618468 -2.5665362 0.6645291
#> lag1_var3 -0.9045956 1.8235028 -3.5650462 1.4467054
#> lag1_var4 1.4446291 1.7440948 -0.7381919 4.0604977
#> const 0.7186916 4.2941892 -4.4120559 7.6578426
#> exo1 0.4516515 0.4080475 -0.1413306 0.9137086
#> exo2 -0.3651628 0.4920920 -1.0046631 0.3552988
#> exo3 -0.3648922 0.4543788 -0.8817478 0.3595379
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77355275 0.3437895 0.2075624 1.1560639
#> lag1_var2 -0.75349113 0.8662491 -1.8150515 0.5257458
#> lag1_var3 -1.24570695 1.4112327 -2.8094449 0.9574760
#> lag1_var4 1.88825624 1.3197516 -0.1086658 3.4433768
#> const 0.86486198 2.8105401 -3.9067982 3.9488277
#> exo1 0.05871566 0.3837830 -0.6177250 0.4570186
#> exo2 -0.25139727 0.4409583 -0.8471939 0.2758636
#> exo3 0.43226393 0.4133635 -0.1534270 1.0136119
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004630193 0.0008153955 0.003537771 0.005606666
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003338528 0.00480672 -0.008871938 0.003617808
#> Sigma[2,2] 0.161915312 0.03586464 0.120651188 0.221618751
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.037736643 0.01069770 -0.05096776 -0.02068957
#> Sigma[3,2] 0.008775545 0.04759491 -0.06342499 0.05758025
#> Sigma[3,3] 0.607838094 0.16782148 0.38531740 0.86851447
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.04195281 0.01018086 -0.05324918 -0.02567787
#> Sigma[4,2] 0.14043307 0.07416225 0.03900165 0.24356696
#> Sigma[4,3] 0.65381881 0.16817358 0.44002610 0.90276394
#> Sigma[4,4] 0.81152496 0.18047555 0.60961244 1.11262301
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96689733 0.02995784 0.925945539 1.00203314
#> lag1_var2 0.10139647 0.06928898 0.008087308 0.19683871
#> lag1_var3 0.08097312 0.09457626 -0.048461260 0.21570779
#> lag1_var4 -0.08937240 0.08834340 -0.214271550 0.03249315
#> const 1.12043893 0.99724050 0.016307117 2.47008119
#> exo1 -0.01707199 0.08429478 -0.161262674 0.05851868
#> exo2 -0.07968504 0.09282774 -0.176926009 0.07720730
#> exo3 -0.03703166 0.05351404 -0.123450470 0.02023497
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.091129745 0.2265343 -0.4318020 0.1988544
#> lag1_var2 0.006514529 0.5476558 -0.5789204 0.8990978
#> lag1_var3 -0.973031119 0.7636239 -1.7737668 0.2726115
#> lag1_var4 1.010533949 0.7125555 -0.1412523 1.7736781
#> const 1.723715687 7.2478056 -6.7030117 11.6460990
#> exo1 -0.175891413 0.3902807 -0.7839335 0.2824099
#> exo2 1.960192172 0.4263280 1.3859975 2.5672809
#> exo3 -0.629487409 0.4032524 -1.2562574 -0.1396041
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11111135 0.4238089 -0.3833181 0.7209613
#> lag1_var2 -0.27906203 0.8494106 -1.3779554 1.0058306
#> lag1_var3 1.03132879 1.1938009 -0.4791304 2.8812290
#> lag1_var4 -0.01408406 1.1329961 -1.7591100 1.4369032
#> const -2.17299114 11.3988775 -16.6359025 12.2921661
#> exo1 0.01326392 0.6148965 -0.7880768 0.9437715
#> exo2 0.66141698 0.9000950 -0.5978497 1.8314058
#> exo3 -1.57361930 0.7072008 -2.5039521 -0.6217722
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05675167 0.4646509 -0.5558901 0.7267375
#> lag1_var2 -0.89076489 1.1309550 -2.2213570 0.7618815
#> lag1_var3 -0.47577426 1.5680713 -2.2567746 1.8869504
#> lag1_var4 1.54080613 1.4839451 -0.6826279 3.2597165
#> const -2.43934796 11.6195164 -17.6682477 13.0433701
#> exo1 -0.09350080 0.6781999 -1.0995819 0.8363809
#> exo2 2.08382535 1.0381153 0.4066293 3.3257287
#> exo3 -2.14318178 0.6793807 -3.2290968 -1.2864302
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008555885 0.0001932624 0.0006011741 0.001096839
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001462706 0.00131624 0.0004637526 0.00351451
#> Sigma[2,2] 0.027755255 0.01086783 0.0177457693 0.04510588
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002428637 0.002369925 -0.006236453 5.057182e-06
#> Sigma[3,2] -0.044437750 0.018836335 -0.074567373 -2.683754e-02
#> Sigma[3,3] 0.130803886 0.043513317 0.084041557 2.015339e-01
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00125867 0.00149557 -0.003607209 0.0006152229
#> Sigma[4,2] -0.02373466 0.01136199 -0.041636607 -0.0130849634
#> Sigma[4,3] 0.09904425 0.03049494 0.064582556 0.1486975502
#> Sigma[4,4] 0.08287529 0.02281373 0.055563089 0.1194291585
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98419491 0.028263137 0.94745165 1.020744396
#> lag1_var2 0.03389882 0.058655678 -0.05740656 0.099698454
#> lag1_var3 0.04277553 0.075266346 -0.07510620 0.132308717
#> lag1_var4 -0.04807855 0.072960202 -0.13337388 0.066316063
#> const 0.78725204 0.620722831 0.03108472 1.638173716
#> exo1 0.01848283 0.027666274 -0.02072630 0.057288485
#> exo2 -0.01573850 0.033468628 -0.05865378 0.035695563
#> exo3 -0.00616928 0.009554415 -0.01891536 0.005858598
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12317352 0.1179881 -0.31407387 -0.01616987
#> lag1_var2 0.47170822 0.4709502 -0.17754238 0.95881915
#> lag1_var3 -0.56180437 0.6184559 -1.40478859 0.02835084
#> lag1_var4 0.57317982 0.6022964 -0.00765517 1.39861408
#> const 1.84649578 2.3942098 -0.21764221 5.63071892
#> exo1 -0.49124621 0.1523001 -0.69607208 -0.28596696
#> exo2 -0.02559408 0.1827333 -0.25060805 0.22357965
#> exo3 0.05282573 0.1628343 -0.17918270 0.28702629
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45214876 0.2508643 0.107191845 0.8421367
#> lag1_var2 0.01571335 0.7045240 -0.918211809 1.0367677
#> lag1_var3 1.19993882 0.8618982 0.122397648 2.4796940
#> lag1_var4 -0.26531576 0.8408627 -1.519158551 0.7813212
#> const -4.43696646 4.4071891 -10.961469913 1.6871919
#> exo1 0.65867515 0.4363408 0.004157612 1.1816076
#> exo2 -1.14529804 0.4169446 -1.602252285 -0.4984629
#> exo3 0.34715936 0.4051254 -0.299026690 0.8465165
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35552092 0.2099587 0.04731247 0.6549393
#> lag1_var2 -0.09483257 0.5310246 -0.90184169 0.5158811
#> lag1_var3 0.15363834 0.6448978 -0.85340311 0.8546070
#> lag1_var4 0.80022900 0.6279622 0.11749958 1.7782584
#> const -3.79362982 3.4877260 -8.55635163 1.3901764
#> exo1 0.28725749 0.3694055 -0.25588141 0.7331314
#> exo2 -1.18297337 0.3193795 -1.54516037 -0.6762773
#> exo3 0.39180630 0.3380258 -0.09208631 0.8656082
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001914354 3.703875e-05 0.0001382477 0.0002383728
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002727259 0.001228306 -0.004272821 -0.001194393
#> Sigma[2,2] 0.501643570 0.083441977 0.385819949 0.597116379
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003389009 0.0007835654 0.002420757 0.004488145
#> Sigma[3,2] -0.216167194 0.0517268734 -0.286706132 -0.143097816
#> Sigma[3,3] 0.284291459 0.0467411334 0.222689842 0.354480740
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002081325 0.001276179 0.0002861752 0.003659844
#> Sigma[4,2] 0.050531821 0.058694543 -0.0232338607 0.134869689
#> Sigma[4,3] 0.185143968 0.052848034 0.1270141278 0.269382301
#> Sigma[4,4] 0.229290940 0.067090493 0.1540178761 0.322852882
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976865985 0.01686920 0.95692116 1.005293317
#> lag1_var2 0.011203826 0.02328694 -0.02409234 0.039246865
#> lag1_var3 0.014743711 0.04519527 -0.05360041 0.067828138
#> lag1_var4 -0.011821597 0.03974395 -0.05888696 0.049062502
#> const 0.456590514 0.24387889 0.16233772 0.784179112
#> exo1 -0.006689743 0.01173831 -0.02107517 0.009079743
#> exo2 -0.053838947 0.01829035 -0.07868707 -0.029156907
#> exo3 0.043305980 0.01911411 0.01861282 0.068664358
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09399396 1.0041656 -1.8143886 1.0117069
#> lag1_var2 0.77605869 1.0802293 -0.5918697 2.3122212
#> lag1_var3 -0.03823222 2.0434849 -2.7569366 2.7951300
#> lag1_var4 -0.10614985 1.8415304 -2.5470879 2.4075875
#> const 11.49497921 16.4999723 -6.9485926 36.4125534
#> exo1 -0.48644963 0.7434039 -1.6276019 0.4628563
#> exo2 -0.08717262 0.7863752 -1.2043038 0.9111414
#> exo3 0.41496338 0.7656792 -0.6001444 1.5347845
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59060785 0.6869430 -0.1081884 1.7411681
#> lag1_var2 -0.55890445 1.2549305 -2.6184477 0.9116629
#> lag1_var3 -0.29478126 2.3975853 -4.1588564 2.4454007
#> lag1_var4 1.11374541 2.1544768 -1.3503005 4.6020096
#> const -6.97119912 10.2559285 -20.0408129 7.8806128
#> exo1 0.09483513 0.3174875 -0.2660485 0.5069066
#> exo2 -0.36976691 0.5218035 -1.0898392 0.2213871
#> exo3 0.40803972 0.8181092 -0.7351912 1.4367772
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5706292 0.5699023 -0.04624333 1.41146990
#> lag1_var2 -0.5834652 1.1122481 -2.07701884 0.91097339
#> lag1_var3 -1.1424440 2.1357425 -3.91352522 1.72886799
#> lag1_var4 1.8875993 1.9485613 -0.76279062 4.43305596
#> const -1.8341923 10.8345548 -18.76325282 12.62210012
#> exo1 -0.1812937 0.4459268 -0.94054503 0.19057858
#> exo2 -0.4477345 0.2821878 -0.74857112 0.03051841
#> exo3 0.6819038 0.6296340 -0.18652034 1.41852805
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002971582 4.446359e-05 0.0002312627 0.0003475897
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001583484 0.001014032 -0.003164223 -0.0004950268
#> Sigma[2,2] 0.090554160 0.031699656 0.054759606 0.1368393744
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001401562 0.0009092463 0.0003375174 0.002871084
#> Sigma[3,2] -0.073502498 0.0272808177 -0.1134924436 -0.040197378
#> Sigma[3,3] 0.077344351 0.0238782537 0.0449532209 0.110921822
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000242424 0.0003195883 -0.0001288012 0.0006811262
#> Sigma[4,2] -0.008688954 0.0070054060 -0.0160955222 0.0017996817
#> Sigma[4,3] 0.024950842 0.0063364195 0.0160142616 0.0334730318
#> Sigma[4,4] 0.019001445 0.0035647847 0.0146162936 0.0244934409
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986893928 0.007553072 0.975034769 0.99423354
#> lag1_var2 -0.018047961 0.053545007 -0.095195063 0.05181416
#> lag1_var3 -0.037825271 0.077509996 -0.156850498 0.05284006
#> lag1_var4 0.040851425 0.076057979 -0.045194761 0.15980872
#> const 0.111920832 0.168713496 -0.164585574 0.29939547
#> exo1 0.005963174 0.020045439 -0.022394730 0.03317441
#> exo2 -0.014429810 0.020049081 -0.039368313 0.01375436
#> exo3 0.020161860 0.017636898 -0.004503814 0.04367769
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28302999 0.1352246 0.1417914 0.5004064
#> lag1_var2 -0.05506677 0.9252878 -1.5386911 0.9491291
#> lag1_var3 -1.18120022 1.2791545 -3.3271573 0.1328042
#> lag1_var4 1.07746038 1.2434304 -0.2181146 3.1591676
#> const 1.34138416 1.6505959 -0.7412208 3.8992842
#> exo1 -0.14789463 0.2471846 -0.4513059 0.1877911
#> exo2 0.42128867 0.5027759 -0.1397342 1.1659920
#> exo3 0.33455886 0.3937358 -0.2854089 0.7684188
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17339752 0.1245901 0.01991211 0.3578990
#> lag1_var2 0.51453016 0.7555033 -0.33591981 1.6783629
#> lag1_var3 1.24075891 1.0707052 0.05543628 2.9821596
#> lag1_var4 -0.26074320 1.0428490 -1.94558056 0.9024529
#> const -2.84441157 2.1739216 -6.29406869 -0.7927402
#> exo1 0.05178055 0.2393522 -0.22054280 0.3559344
#> exo2 -0.76908113 0.4524993 -1.47408986 -0.2768590
#> exo3 0.79033575 0.3279904 0.39171073 1.2564911
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38264425 0.07088942 0.2967789 0.48232215
#> lag1_var2 0.03452566 0.44001228 -0.4844204 0.66491777
#> lag1_var3 -0.22464022 0.60651410 -0.9159593 0.67781946
#> lag1_var4 1.13624991 0.59724743 0.2562110 1.83641219
#> const -2.45694554 1.48476408 -4.7685854 -0.80377542
#> exo1 -0.05414528 0.09062821 -0.1937675 0.04230419
#> exo2 -0.47426784 0.15424598 -0.6812822 -0.27494468
#> exo3 1.05754400 0.10311243 0.9140504 1.18697317
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004925744 7.831323e-05 0.0003898553 0.00059739
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001592766 0.0008594708 -0.001503568 0.0008585425
#> Sigma[2,2] 0.0420866409 0.0077063635 0.035797929 0.0549609661
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001245708 0.0007861352 0.0001472616 0.002260484
#> Sigma[3,2] -0.016605258 0.0078370653 -0.0297694170 -0.009400274
#> Sigma[3,3] 0.042032531 0.0110261117 0.0292238986 0.059866823
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001161972 0.0006468439 0.0001099765 0.001863095
#> Sigma[4,2] 0.017725583 0.0035836048 0.0134365468 0.023387497
#> Sigma[4,3] 0.029728444 0.0091279929 0.0169764384 0.042586189
#> Sigma[4,4] 0.045586322 0.0090189296 0.0320946894 0.057103062
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983274293 0.01013314 0.969429847 0.9977387290
#> lag1_var2 -0.038395516 0.05434752 -0.132096877 0.0096575876
#> lag1_var3 -0.060942210 0.06210315 -0.170543710 -0.0065668905
#> lag1_var4 0.059100102 0.05952002 0.006556585 0.1642843125
#> const 0.544804086 0.24626267 0.230418797 0.8803218741
#> exo1 0.004020045 0.01454347 -0.015786688 0.0227445140
#> exo2 -0.035888253 0.03121682 -0.086683642 -0.0004845409
#> exo3 0.019879512 0.01721990 -0.007959725 0.0357098794
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13804128 0.1773611 -0.15039241 0.3028697
#> lag1_var2 -0.15460672 0.5078774 -0.84366152 0.4897050
#> lag1_var3 -1.40043258 0.6282098 -2.23169628 -0.5932288
#> lag1_var4 1.39079328 0.6153426 0.60350003 2.2208633
#> const -2.20393608 5.0546925 -8.27775289 4.6355221
#> exo1 0.09155295 0.1857724 -0.13312545 0.2869680
#> exo2 0.16010595 0.1418671 -0.02608951 0.3182993
#> exo3 0.06029199 0.1306698 -0.09120830 0.2656972
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26944208 0.07037319 -0.36035829 -0.1652989
#> lag1_var2 0.21517229 0.43198682 -0.47977133 0.6577274
#> lag1_var3 0.99382354 0.57706167 0.11340334 1.6387000
#> lag1_var4 0.06139206 0.55664128 -0.57246674 0.9104049
#> const 0.58105489 3.07657186 -3.53173763 4.4644669
#> exo1 0.07757204 0.09480713 -0.05051134 0.2151519
#> exo2 -1.90633139 0.27445114 -2.19986466 -1.4941433
#> exo3 -0.39683119 0.18812989 -0.63617205 -0.1573481
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1655052 0.1171435 -0.3467093 -0.02524782
#> lag1_var2 -0.4321629 0.5987981 -1.4323495 0.20231318
#> lag1_var3 -0.7844738 0.7038503 -1.9631721 -0.04304573
#> lag1_var4 1.8449533 0.6810850 1.1192023 2.97527800
#> const -2.0967747 2.9865641 -5.5953422 2.47252400
#> exo1 0.1526404 0.1517475 -0.1078227 0.28745899
#> exo2 -1.8807680 0.2497304 -2.1161055 -1.47209210
#> exo3 -0.3897448 0.2188765 -0.6596138 -0.10754216
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001525195 3.603418e-05 9.937185e-05 0.0002028742
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001224016 0.0008638365 -0.0008838761 0.001352263
#> Sigma[2,2] 0.1394358785 0.0263638551 0.0975146514 0.174245663
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006865119 0.001492048 -0.002600919 0.001680483
#> Sigma[3,2] -0.1006397737 0.026881136 -0.137035003 -0.065192284
#> Sigma[3,3] 0.2848708531 0.046492020 0.250015689 0.371406479
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006437177 0.001348092 -0.002279164 0.001529996
#> Sigma[4,2] -0.0193356507 0.025053646 -0.056601405 0.007696488
#> Sigma[4,3] 0.2363544099 0.044112411 0.202700832 0.314386185
#> Sigma[4,4] 0.2357710154 0.050230365 0.204727518 0.313418990
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004363374 0.00875840 0.9897126582 1.013270e+00
#> lag1_var2 -0.045527549 0.04329522 -0.1082247266 1.350128e-02
#> lag1_var3 -0.088733514 0.07226868 -0.1987430119 4.006079e-05
#> lag1_var4 0.082242241 0.06819568 -0.0005540151 1.877128e-01
#> const 0.298019772 0.17372184 0.0951771713 5.539892e-01
#> exo1 0.005286868 0.01185681 -0.0079003109 2.358495e-02
#> exo2 -0.029192585 0.01130409 -0.0479247253 -1.709499e-02
#> exo3 0.004953683 0.01184851 -0.0114078158 2.152207e-02
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3043391 0.2107895 0.05395483 0.6183524
#> lag1_var2 0.4300380 0.9546771 -1.11380412 1.4901799
#> lag1_var3 -0.3512768 1.6088947 -3.00675808 1.3847119
#> lag1_var4 0.2283068 1.5386126 -1.40783355 2.7538852
#> const 0.6993832 3.3759788 -2.62481988 5.6797575
#> exo1 0.5696036 0.4447778 0.13830088 1.2816256
#> exo2 1.0974046 0.3616086 0.69090549 1.6574986
#> exo3 0.3730222 0.4712594 -0.12204251 1.1718153
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06670928 0.2752201 -0.4785593 0.24977447
#> lag1_var2 0.90852431 1.4709283 -0.6976255 3.20358712
#> lag1_var3 2.08496347 2.5239503 -0.7877123 6.04679853
#> lag1_var4 -1.11033559 2.4305140 -4.9373051 1.64714253
#> const 2.27128953 4.8350751 -6.1280274 6.71593938
#> exo1 -0.47483647 0.6811665 -1.4275349 0.30818095
#> exo2 -0.35076369 0.4215625 -1.0421684 0.07353378
#> exo3 0.68416521 0.7061110 -0.3004427 1.62072987
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1132071 0.2335131 -0.2226435 0.3528928
#> lag1_var2 0.7979364 1.2050450 -0.8500900 2.4887445
#> lag1_var3 1.2541470 2.0527708 -1.6087294 4.0057256
#> lag1_var4 -0.3444156 1.9755335 -2.9677981 2.3891728
#> const 2.2075684 4.3484972 -4.5634066 7.4611387
#> exo1 -0.1488108 0.5533185 -0.8739312 0.5935202
#> exo2 0.3247892 0.3801156 -0.2160738 0.8056692
#> exo3 0.9649023 0.6163137 0.2708622 1.8939711
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001975812 0.0003338992 0.001521906 0.002430195
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03481239 0.01397083 -0.053338 -0.01549564
#> Sigma[2,2] 3.29425932 0.69813931 2.427975 4.28830280
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02299609 0.01034228 0.008477657 0.03661754
#> Sigma[3,2] -1.95819394 0.59843800 -2.867455909 -1.21695553
#> Sigma[3,3] 1.70566103 0.50740136 1.106046690 2.47217481
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005307701 0.006923843 -0.003547354 0.01443717
#> Sigma[4,2] -0.249722279 0.327653834 -0.659992198 0.19977190
#> Sigma[4,3] 0.735281129 0.242115782 0.458745766 1.03832390
#> Sigma[4,4] 0.656777790 0.119885039 0.506441938 0.81938526
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96840294 0.02672825 0.92342035 0.993854974
#> lag1_var2 -0.01373500 0.06003120 -0.10222518 0.065005755
#> lag1_var3 -0.03119359 0.11736970 -0.20219577 0.125588170
#> lag1_var4 0.03756979 0.10696139 -0.10696417 0.193174355
#> const 0.42896533 0.44591035 -0.26549197 0.806037503
#> exo1 0.03156429 0.05157094 -0.04612927 0.096654636
#> exo2 -0.04625668 0.04086162 -0.10253279 0.006317682
#> exo3 0.06122895 0.03677114 0.01580568 0.117971962
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5381653 1.403930 -1.8786667 1.9048276
#> lag1_var2 1.6528423 1.886953 -0.4565186 4.5895090
#> lag1_var3 1.6997045 3.783959 -2.5745009 7.5182849
#> lag1_var4 -1.7356040 3.606492 -7.2791189 2.2686010
#> const 17.1018188 34.709059 -39.0484159 49.9175240
#> exo1 -1.6059738 1.181121 -3.7492787 -0.5537546
#> exo2 0.3921267 1.494885 -1.4636670 2.1972339
#> exo3 -1.2851694 1.749767 -3.8238775 0.8470846
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.487921 0.7301293 0.4602336 2.39752522
#> lag1_var2 -1.567291 1.9881072 -4.8127961 0.32347755
#> lag1_var3 -2.078040 3.9464645 -8.5382320 1.65513884
#> lag1_var4 2.645325 3.7638656 -0.8713815 8.85577063
#> const -13.500475 21.4683285 -35.0957514 16.51198720
#> exo1 1.531693 1.2281957 0.4580542 3.52123456
#> exo2 -1.081491 0.8506173 -2.2441129 0.09730923
#> exo3 0.292611 1.0874463 -1.2889447 1.45968099
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3259206 0.3235492 0.94106302 1.7972377
#> lag1_var2 -1.2478366 1.2203450 -3.10333825 0.2749883
#> lag1_var3 -2.2180371 2.3982683 -5.92059005 0.7463603
#> lag1_var4 2.7356293 2.2624530 0.02187037 6.3199530
#> const -5.7633173 7.4254693 -14.22403531 5.9988722
#> exo1 0.7397952 0.8335522 -0.13247611 2.2048015
#> exo2 -0.8813082 0.7412313 -1.78744132 0.2561500
#> exo3 -0.3829529 0.6443191 -1.23722798 0.4182617
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003689843 0.006806005 0.0003988444 0.01663798
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004178716 0.001254101 -0.001254007 0.001643475
#> Sigma[2,2] 0.0061441187 0.001887325 0.004254779 0.009158912
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01265823 0.019857888 0.001713277 0.050341391
#> Sigma[3,2] -0.01093358 0.007750969 -0.020307308 0.001260529
#> Sigma[3,3] 0.29913649 0.106660193 0.209893734 0.470942809
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.012466834 0.020685177 0.001011585 0.05170388
#> Sigma[4,2] -0.006941395 0.007542085 -0.015551464 0.00513303
#> Sigma[4,3] 0.294615568 0.108357836 0.205345799 0.46671482
#> Sigma[4,4] 0.292757247 0.110393471 0.203388301 0.46640796
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96648041 0.04753166 0.877703270 1.00231259
#> lag1_var2 0.11278461 0.17191707 -0.064316232 0.37789589
#> lag1_var3 0.11340427 0.17472526 -0.109931531 0.36289722
#> lag1_var4 -0.11100315 0.16712869 -0.346499269 0.10488311
#> const 0.62921514 0.59570623 0.128282291 1.68355344
#> exo1 0.02538869 0.01579878 0.001727474 0.04682182
#> exo2 -0.04596682 0.08117756 -0.117095206 0.10284474
#> exo3 0.04044420 0.07824367 -0.009310772 0.18588817
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.075690635 0.05416210 -0.13147986 0.007261678
#> lag1_var2 0.509676754 0.35819384 0.02641584 1.024354573
#> lag1_var3 -0.131352774 0.52386182 -0.83378260 0.630460268
#> lag1_var4 0.145806090 0.51813354 -0.60225754 0.840940782
#> const 1.256705644 1.04969646 -0.15035603 2.367831974
#> exo1 0.004539481 0.06589319 -0.07754953 0.099629772
#> exo2 0.558247314 0.08886870 0.43212043 0.674985699
#> exo3 0.075469784 0.05892886 -0.03068440 0.133477074
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8186157 0.4754843 0.0241754 1.341077
#> lag1_var2 1.2391681 3.0103866 -1.4761808 6.216852
#> lag1_var3 1.9715184 4.4096476 -2.6217156 9.015578
#> lag1_var4 -1.0696798 4.2919756 -7.9222472 3.373253
#> const -13.2934013 5.7859604 -21.2778622 -5.367265
#> exo1 0.8470087 0.4120530 0.2537305 1.373089
#> exo2 -2.5709695 0.4988491 -3.1321109 -1.792485
#> exo3 -0.5868876 0.8151959 -1.6589291 0.731013
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7806438 0.4734880 0.001765127 1.3076958
#> lag1_var2 1.1738578 2.9479630 -1.355168244 6.0619930
#> lag1_var3 1.2710631 4.3335529 -3.044554507 8.2399420
#> lag1_var4 -0.3560863 4.2175145 -7.136984170 3.8146654
#> const -12.9872797 5.8127801 -20.685462371 -4.9120032
#> exo1 0.8573285 0.3885210 0.310602609 1.3759116
#> exo2 -2.2158794 0.4913954 -2.756941779 -1.4293043
#> exo3 -0.5457708 0.8198511 -1.620100511 0.7927064
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007572505 0.000170918 0.0006193824 0.001024185
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0302919 0.007790244 -0.04334185 -0.02254513
#> Sigma[2,2] 2.8618525 0.553241038 2.19949715 3.70238856
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02875641 0.007467037 0.02053367 0.04095058
#> Sigma[3,2] -2.31772309 0.438492051 -3.02381166 -1.75436964
#> Sigma[3,3] 2.05506802 0.382224674 1.55181551 2.66964441
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007149016 0.002396077 0.003853363 0.01026140
#> Sigma[4,2] -0.229106753 0.113443599 -0.369164397 -0.06437378
#> Sigma[4,3] 0.382646601 0.121507383 0.200569955 0.53895833
#> Sigma[4,4] 0.236745977 0.043667358 0.169756893 0.29503724
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98377432 0.02554908 0.9449353270 1.00899961
#> lag1_var2 0.05879852 0.04735460 -0.0028672299 0.12703914
#> lag1_var3 0.08400420 0.06390983 0.0008496132 0.17602720
#> lag1_var4 -0.08680378 0.05645029 -0.1668157864 -0.01280312
#> const 0.63152080 0.31386923 0.1770052345 0.98223229
#> exo1 -0.04639823 0.02901074 -0.0836878677 -0.01005398
#> exo2 -0.24757630 0.02492428 -0.2815757472 -0.21301027
#> exo3 0.05715754 0.03300578 0.0183389971 0.10419415
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1815816 0.7718061 -0.751866440 1.455590
#> lag1_var2 -0.2881081 2.3323324 -3.303718700 2.924439
#> lag1_var3 -1.4243525 3.2050957 -5.523563398 3.026809
#> lag1_var4 1.3179114 2.8737106 -2.841868494 4.852401
#> const 6.0926608 23.8205604 -28.642017406 36.287907
#> exo1 0.5514168 1.8560953 -2.513114413 2.404312
#> exo2 2.7692357 1.5922871 0.006533897 4.163582
#> exo3 -0.8892752 1.6613071 -3.055225833 1.310254
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7237460 0.5391064 -0.07549413 1.3890833
#> lag1_var2 3.2556711 2.2823068 -0.10999362 5.9882344
#> lag1_var3 5.2527550 3.1109445 0.63271420 8.9448818
#> lag1_var4 -4.4612055 2.7656711 -7.71321416 -0.4051615
#> const -2.3521027 19.1278960 -26.23827221 23.9462037
#> exo1 -0.7532839 1.4338816 -2.49374559 1.4962233
#> exo2 -7.4634168 1.1541928 -8.77895878 -5.6833542
#> exo3 -1.6290695 1.5734974 -3.67975745 0.4871443
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9478077 0.4458968 0.2411277 1.44373655
#> lag1_var2 2.7527820 1.0318431 1.2790360 3.86205312
#> lag1_var3 3.8176775 1.4084785 1.8093803 5.33581251
#> lag1_var4 -3.1184703 1.2921583 -4.5784291 -1.25901394
#> const 1.1726772 6.8143411 -7.0744442 11.81199653
#> exo1 -0.3785315 0.3273042 -0.9222526 -0.06506208
#> exo2 -6.1326699 0.3770169 -6.6136494 -5.64401586
#> exo3 -2.5356466 0.6760793 -3.3002857 -1.73099122
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01107316 0.009549704 0.005528853 0.02625033
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0056914 0.05615107 -0.07172231 0.07322152
#> Sigma[2,2] 2.0441569 0.47382783 1.39877989 2.71871396
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005548844 0.05037725 -0.07907721 0.04182424
#> Sigma[3,2] -1.144198928 0.23788826 -1.49169693 -0.83622889
#> Sigma[3,3] 0.703730144 0.13554714 0.50067516 0.86650657
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009986661 0.02809464 -0.05252346 0.006865743
#> Sigma[4,2] -0.138896414 0.07297678 -0.25001006 -0.049002633
#> Sigma[4,3] 0.152400284 0.09035746 0.08766933 0.295711449
#> Sigma[4,4] 0.097990393 0.06898300 0.06219919 0.203995527
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92904349 0.05900628 0.86632353 1.01664955
#> lag1_var2 -0.03827823 0.07670885 -0.15455222 0.05032426
#> lag1_var3 -0.07343614 0.15044684 -0.29817393 0.10433664
#> lag1_var4 0.05721555 0.12802226 -0.08566752 0.24562650
#> const 2.54707116 1.80814011 0.48966907 5.31964241
#> exo1 0.02118625 0.06948310 -0.05650005 0.12922099
#> exo2 -0.03411880 0.10551471 -0.16308537 0.12656100
#> exo3 0.01677985 0.07985653 -0.09039593 0.12559968
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.728283 0.6663464 0.8436649 2.726862
#> lag1_var2 -2.995976 1.2905745 -4.5270482 -1.051312
#> lag1_var3 -7.855550 2.6056092 -11.0246528 -3.925810
#> lag1_var4 7.252928 2.1810461 3.9762289 9.922118
#> const -10.524183 29.2924287 -49.3615723 25.002445
#> exo1 -5.038158 1.2544819 -6.6007141 -3.034944
#> exo2 1.400408 1.1496123 -0.1411111 2.974541
#> exo3 1.564330 1.6241549 -0.9472508 3.237409
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8546163 0.3581402 -1.3434010 -0.3718410
#> lag1_var2 1.9521042 0.7231582 0.8914098 2.8904362
#> lag1_var3 4.8683019 1.4555870 2.7400383 6.8073542
#> lag1_var4 -3.6105640 1.2148702 -5.2257472 -1.8107850
#> const 7.5339647 15.2303637 -14.4391589 27.4187793
#> exo1 2.7065402 0.7810524 1.4559849 3.6240902
#> exo2 -1.8234645 0.8461014 -3.0031374 -0.7607188
#> exo3 -0.7059364 0.8361509 -1.6083756 0.5829598
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.018703625 0.1452700 -0.1476093 0.2183180
#> lag1_var2 -0.025841935 0.2140937 -0.3146308 0.2700402
#> lag1_var3 -0.006792221 0.4241924 -0.5810062 0.5743004
#> lag1_var4 0.977134571 0.3239714 0.5029143 1.3833759
#> const 1.487858233 7.0918542 -7.2327570 11.4499920
#> exo1 0.159524574 0.2281836 -0.1759495 0.4157370
#> exo2 -1.339670902 0.4384069 -2.0256234 -0.8224277
#> exo3 0.134628884 0.1936653 -0.1331745 0.4022688
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00278674 0.0007702924 0.001938197 0.003984636
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06794954 0.0207835 -0.0969256 -0.04223708
#> Sigma[2,2] 4.43115326 0.7983314 3.3816087 5.37529172
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03948678 0.01124973 0.02489028 0.05528375
#> Sigma[3,2] -2.61703218 0.46594880 -3.14586324 -1.96270161
#> Sigma[3,3] 1.58486577 0.28089037 1.17792843 1.89509240
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000958856 0.001772673 -0.003814395 0.001178043
#> Sigma[4,2] 0.021279820 0.092678663 -0.125924959 0.112755209
#> Sigma[4,3] 0.031365004 0.056639692 -0.020522060 0.126027397
#> Sigma[4,4] 0.049460443 0.009445738 0.035746873 0.061399593
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04664838 0.03910828 0.99616167 1.096921385
#> lag1_var2 -0.14246062 0.11356647 -0.31593446 0.001288696
#> lag1_var3 -0.25372402 0.19155189 -0.54485734 -0.011667086
#> lag1_var4 0.24085601 0.17926767 0.01076742 0.508480761
#> const -0.42102032 0.60465658 -1.25839660 0.299391609
#> exo1 0.01748134 0.05690309 -0.04590338 0.098328268
#> exo2 -0.03694914 0.05109380 -0.11295371 0.028327192
#> exo3 0.04551774 0.05651871 -0.02406696 0.136513108
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.06833391 2.181479 -4.509380 0.9317602
#> lag1_var2 3.36554038 4.473842 -3.133984 9.6359754
#> lag1_var3 4.59546153 7.562766 -6.349925 15.1845478
#> lag1_var4 -4.48900505 7.069557 -14.208459 5.7817346
#> const 47.57174134 28.276497 7.898033 84.5955402
#> exo1 0.06970108 2.023476 -2.866862 2.1134820
#> exo2 0.76009800 2.011185 -1.889978 3.4985174
#> exo3 -2.05651016 2.409296 -6.090931 0.2720299
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8757598 1.335297 0.05269502 3.441262
#> lag1_var2 -2.5674632 2.775145 -6.42310133 1.374667
#> lag1_var3 -3.6804140 4.696536 -10.19864997 2.968366
#> lag1_var4 4.3811831 4.391907 -1.84998389 10.366792
#> const -29.5723939 17.223171 -52.18568918 -5.166996
#> exo1 0.1090102 1.128943 -1.11064480 1.815809
#> exo2 -0.6338482 1.235379 -2.11937088 1.180372
#> exo3 1.1576704 1.312182 -0.19825964 3.351246
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.70924260 0.1257714 0.5278494 0.8505166
#> lag1_var2 -1.10734567 0.3912074 -1.5718065 -0.5476366
#> lag1_var3 -1.85552718 0.6670748 -2.6472212 -0.9028589
#> lag1_var4 2.60814647 0.6277644 1.7284876 3.3504092
#> const -2.09756120 2.0128447 -4.1402801 1.1543523
#> exo1 0.15471200 0.3044076 -0.2654178 0.5239695
#> exo2 -0.18691864 0.3292231 -0.7041454 0.2249756
#> exo3 -0.08679081 0.2037372 -0.3478086 0.1499526
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004264989 0.007197933 0.0007104165 0.01782864
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007622159 0.004629863 -0.01504017 -0.002999739
#> Sigma[2,2] 0.775954229 0.137046088 0.56771709 0.967565042
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02261591 0.0352677 0.00573728 0.0870025
#> Sigma[3,2] -0.34410953 0.1251103 -0.50262930 -0.1581778
#> Sigma[3,3] 1.06278473 0.2055499 0.84727521 1.3934831
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01990662 0.03662156 0.002483689 0.08564855
#> Sigma[4,2] 0.13552799 0.16343267 -0.074951873 0.39031381
#> Sigma[4,3] 0.95219093 0.22269069 0.684204680 1.31902609
#> Sigma[4,4] 1.15031018 0.26652680 0.886568867 1.57869321
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00951336 0.03393465 0.96238388 1.05544059
#> lag1_var2 -0.03445379 0.04839418 -0.09630120 0.03356022
#> lag1_var3 -0.06886077 0.08311433 -0.17064349 0.05512579
#> lag1_var4 0.06172801 0.07342531 -0.04672978 0.15088239
#> const 0.19620503 0.78665296 -1.01693608 1.09922731
#> exo1 -0.04902550 0.12915648 -0.22793414 0.09013377
#> exo2 -0.20875593 0.15018792 -0.44375133 -0.09526389
#> exo3 0.11342252 0.05252718 0.05818748 0.19299677
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2502309 0.5209585 -2.0529614 -0.6865246
#> lag1_var2 3.1385902 0.6916280 2.0810831 3.8784691
#> lag1_var3 4.1571051 1.1789476 2.2427815 5.3437276
#> lag1_var4 -3.7888453 1.0960657 -4.8607062 -1.9376050
#> const 7.6827154 9.9850322 -4.9373164 23.1420370
#> exo1 -0.2592416 0.8432509 -1.2307033 1.0580912
#> exo2 2.1467266 0.9503850 0.9026044 3.5672711
#> exo3 0.2540756 1.2439081 -1.3124277 1.8970377
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1692696 0.5906141 -0.9325395 0.6444941
#> lag1_var2 0.9480856 1.0120836 -0.6221367 2.0607713
#> lag1_var3 2.3104732 1.7610131 -0.3996750 4.4198216
#> lag1_var4 -1.0442874 1.6241928 -3.0613655 1.4039903
#> const -13.8072473 10.2524035 -23.6518804 2.7735564
#> exo1 0.4631626 1.3335866 -1.7622253 1.7168183
#> exo2 -15.7409203 1.2184384 -17.7095383 -14.6736915
#> exo3 5.0184851 1.0935231 3.4728273 6.5393938
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0060397 0.6524573 -1.6657571 0.04135073
#> lag1_var2 2.5790393 1.3311841 0.5746695 4.19413656
#> lag1_var3 4.3905910 2.3603204 0.8960970 7.39781735
#> lag1_var4 -2.8362284 2.1828504 -5.6576282 0.32174364
#> const -11.3592072 13.6296392 -28.3909967 6.54766549
#> exo1 0.3484296 1.3847820 -1.9733792 1.63802993
#> exo2 -15.9882931 1.3355978 -17.9279646 -14.25121843
#> exo3 5.7585603 1.2791384 3.7715197 7.13858683
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002538811 0.004883473 0.0001774317 0.01185819
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002453844 0.005330428 -0.01013798 0.003441849
#> Sigma[2,2] 0.116056070 0.020371762 0.08860889 0.144002940
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005811738 0.01145581 -0.0006964209 0.02641106
#> Sigma[3,2] -0.068659132 0.02750042 -0.1063777278 -0.03342992
#> Sigma[3,3] 0.397308971 0.05344116 0.3302174665 0.48096057
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004174339 0.01017829 -0.001848495 0.02348354
#> Sigma[4,2] 0.013687313 0.03022547 -0.022220253 0.05836034
#> Sigma[4,3] 0.363136370 0.04412446 0.313449628 0.43188586
#> Sigma[4,4] 0.388204888 0.04678570 0.334253237 0.46072054
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00043027 0.01632324 0.973540711 1.01564429
#> lag1_var2 -0.04153244 0.05690573 -0.124685566 0.02822124
#> lag1_var3 -0.06586680 0.07638823 -0.169563328 0.02747245
#> lag1_var4 0.06088381 0.07381022 -0.029120687 0.16154398
#> const 0.36205186 0.38981886 -0.001743437 1.00772496
#> exo1 0.02166042 0.05419146 -0.024600746 0.10524374
#> exo2 -0.11683105 0.02175675 -0.144216657 -0.08471765
#> exo3 0.02572230 0.05866361 -0.028852594 0.12601739
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1931614 0.1215202 0.04097288 0.34438290
#> lag1_var2 0.4589909 0.7909494 -0.72982636 1.34631599
#> lag1_var3 -0.1105456 1.0474832 -1.74743570 1.03540016
#> lag1_var4 0.0886735 1.0186508 -1.02046889 1.68737859
#> const -1.8121015 3.2037215 -6.98390948 1.50492282
#> exo1 -0.2328122 0.3067724 -0.68529618 0.07504844
#> exo2 4.3381040 0.4685817 3.70355289 4.92861115
#> exo3 -0.5325054 0.7010072 -1.61185513 0.26318839
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36483151 0.1793024 0.1123587 0.6260753
#> lag1_var2 0.82059593 1.2870102 -0.8371616 2.6543405
#> lag1_var3 0.59048543 1.7561643 -1.8319882 3.1099862
#> lag1_var4 0.32009340 1.7002031 -2.1486797 2.6380436
#> const -5.30336371 5.9916891 -13.8245610 2.9523584
#> exo1 0.03929922 0.4173644 -0.5024690 0.5812516
#> exo2 -5.56889140 0.5587743 -6.3874031 -4.8728034
#> exo3 1.50033890 1.2731979 -0.4507855 3.2088050
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51620264 0.2337754 0.2053180 0.7982638
#> lag1_var2 0.76105882 1.0735269 -0.7983682 2.2995530
#> lag1_var3 -0.06748459 1.4706446 -2.1885850 2.0055163
#> lag1_var4 0.97085360 1.4326299 -1.0757209 3.0489938
#> const -7.58727018 5.7293418 -14.3366191 -0.2884554
#> exo1 -0.12482824 0.4074695 -0.6665289 0.3231269
#> exo2 -2.51388827 0.5725761 -3.2147399 -1.8676818
#> exo3 1.24671045 1.1360928 -0.4411820 2.7255652
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001171805 0.001705848 0.0003448071 0.003828556
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01561758 0.009021762 -0.02656503 -0.002825307
#> Sigma[2,2] 1.18329805 0.363368651 0.78216532 1.736911439
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009421595 0.005063463 0.003720424 0.01690793
#> Sigma[3,2] -0.729105652 0.277379931 -1.181096308 -0.44891988
#> Sigma[3,3] 0.714150238 0.220706623 0.505091426 1.05158356
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006899511 0.002800604 -0.003861651 0.003648075
#> Sigma[4,2] 0.0341959207 0.105355168 -0.126958070 0.170245595
#> Sigma[4,3] 0.2712647617 0.100720231 0.169680189 0.439618803
#> Sigma[4,4] 0.3240510089 0.094060445 0.222248758 0.472472990
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96257381 0.03602117 0.90749319 0.99347704
#> lag1_var2 0.04417168 0.13599264 -0.06628842 0.27064578
#> lag1_var3 0.06361856 0.20856764 -0.10372574 0.41294808
#> lag1_var4 -0.05420805 0.19136757 -0.37562549 0.10063462
#> const 0.43567411 0.26244702 0.01118245 0.70177978
#> exo1 0.01213927 0.02527838 -0.02877626 0.03717696
#> exo2 -0.07591595 0.02716291 -0.11651317 -0.04488165
#> exo3 0.02405253 0.04868193 -0.05210928 0.08155107
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1162824 0.6558387 -0.6864048 1.0574438
#> lag1_var2 -0.5430924 2.0094219 -3.4033375 2.1147904
#> lag1_var3 -1.9793249 2.9682829 -6.1684080 1.8973541
#> lag1_var4 1.9075502 2.7566132 -1.6488964 5.8116522
#> const 3.6277124 15.2985066 -14.1276592 25.8260323
#> exo1 -0.8696741 0.9869480 -2.1559712 0.4980597
#> exo2 1.8612380 0.8610472 0.9087107 3.2176861
#> exo3 1.0706934 1.3189730 -0.7585343 2.7436342
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5805924 0.3844214 -1.04130074 -0.004786091
#> lag1_var2 3.0313101 1.6391130 0.73255856 5.568114041
#> lag1_var3 5.2787662 2.4659478 1.79948426 9.114330602
#> lag1_var4 -4.1043057 2.2815299 -7.62818079 -0.860475804
#> const 2.7342376 7.7803998 -8.88573014 12.064122183
#> exo1 0.7513501 0.5130669 -0.05298127 1.322407185
#> exo2 -4.7295620 0.6728641 -5.73072440 -3.954920401
#> exo3 -0.4837299 0.9747810 -1.78581896 0.883292670
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5768175 0.2838631 -0.9823555 -0.1886918
#> lag1_var2 2.4586305 1.1126345 1.2106931 4.2363549
#> lag1_var3 3.6358286 1.7106174 1.7547442 6.3744222
#> lag1_var4 -2.4705621 1.5813010 -4.9663175 -0.7039456
#> const 4.5687490 5.7027563 -3.4903716 12.2441324
#> exo1 0.2014548 0.7538288 -0.7994462 1.3178021
#> exo2 -4.0926540 0.6011701 -4.9603470 -3.3625075
#> exo3 0.2266381 0.6379095 -0.6683358 0.9507420
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001213039 0.0003771321 0.0008139211 0.001787774
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03234859 0.01041934 -0.04827242 -0.02083099
#> Sigma[2,2] 2.16692855 0.43264083 1.52297336 2.74621938
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03122991 0.008825112 0.02286178 0.04477535
#> Sigma[3,2] -1.75809632 0.416531885 -2.29883558 -1.16218720
#> Sigma[3,3] 1.69856149 0.382790202 1.18037534 2.16277579
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01046695 0.003054517 0.00613437 0.01475360
#> Sigma[4,2] -0.31097472 0.185591640 -0.55132354 -0.05298529
#> Sigma[4,3] 0.56339790 0.151037422 0.34147658 0.72984062
#> Sigma[4,4] 0.40105121 0.065224565 0.30391114 0.48017515
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965865939 0.02415311 0.931236859 0.99587814
#> lag1_var2 0.058259486 0.05447482 0.007554760 0.15267073
#> lag1_var3 0.084498751 0.08015957 0.009927036 0.22348528
#> lag1_var4 -0.082636773 0.07265617 -0.207321499 -0.01409462
#> const 0.641656154 0.41850648 0.034133824 1.13461465
#> exo1 0.005640976 0.03205811 -0.032371166 0.05576190
#> exo2 -0.176582104 0.02635377 -0.213595789 -0.14288749
#> exo3 -0.043222542 0.03849223 -0.090041314 0.01605193
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8966735 1.2717663 -2.424855069 0.9827581
#> lag1_var2 1.1742162 2.5413111 -2.960479646 4.1099605
#> lag1_var3 0.5214507 3.7494719 -5.560433987 4.8948083
#> lag1_var4 -0.2128211 3.4463966 -4.179641192 5.3191519
#> const 0.6171889 17.1643846 -27.696518289 17.0088063
#> exo1 0.1364487 1.1871432 -1.626294520 1.7133200
#> exo2 2.2767214 0.8854393 1.133366106 3.4427748
#> exo3 1.6931520 1.3812888 0.003972357 3.5674685
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3040552 1.0886913 -1.4476227 1.2774304
#> lag1_var2 2.1867852 2.2024999 0.1720446 5.7026244
#> lag1_var3 3.9985379 3.2519615 1.0020580 9.1664940
#> lag1_var4 -2.9986491 2.9622928 -7.7022639 -0.1464686
#> const 5.4868575 10.6682017 -7.2984997 22.4042665
#> exo1 -0.2291268 1.1225680 -1.6332113 1.3515406
#> exo2 -3.2762062 0.9208728 -4.4026109 -2.1097803
#> exo3 -2.4139390 1.2313931 -4.1025484 -0.6940198
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0644698 0.7137326 -2.066229 -0.1184800
#> lag1_var2 2.8292150 1.2232265 1.153735 4.6429208
#> lag1_var3 4.1184205 1.8028949 1.639419 6.7790877
#> lag1_var4 -2.8584150 1.6137387 -5.246956 -0.6467629
#> const 5.8329701 8.8193107 -6.464280 18.2783059
#> exo1 -0.1396651 0.5550548 -1.084950 0.4597225
#> exo2 -2.0357166 0.7000914 -2.868842 -0.9373047
#> exo3 -1.5045454 0.5169025 -2.182059 -0.7549791
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008076954 0.0001360846 0.0006274552 0.001010472
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00406491 0.00119422 -0.005674657 -0.002445186
#> Sigma[2,2] 0.24548481 0.05566429 0.179026543 0.332684702
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001204239 0.00258724 -0.002759084 0.004074048
#> Sigma[3,2] -0.123115321 0.05432720 -0.216404593 -0.072916684
#> Sigma[3,3] 0.180349766 0.04983702 0.115343346 0.251492889
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001572036 0.00243240 -0.005751055 0.000629584
#> Sigma[4,2] 0.040143430 0.03270037 -0.004004538 0.086357250
#> Sigma[4,3] 0.107859494 0.02742946 0.072193214 0.143947821
#> Sigma[4,4] 0.144757637 0.02350927 0.120827805 0.182558212
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969425224 0.02168519 0.93747044 0.99781348
#> lag1_var2 -0.037018793 0.09509196 -0.16059285 0.09406957
#> lag1_var3 -0.059069471 0.14412883 -0.24637931 0.13981410
#> lag1_var4 0.062402916 0.13823195 -0.12840892 0.24162818
#> const 0.477860780 0.43937384 -0.11904864 1.10020005
#> exo1 -0.046143730 0.02244106 -0.07876388 -0.02161182
#> exo2 0.017974875 0.02634642 -0.01514963 0.05069370
#> exo3 -0.001685923 0.02831955 -0.04847955 0.02684500
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09412401 0.5108950 -0.8291600 0.6062337
#> lag1_var2 1.35479184 1.6296695 -0.4565764 3.6290385
#> lag1_var3 0.69556138 2.4315417 -1.9687683 4.0939554
#> lag1_var4 -0.68733580 2.3047290 -3.8871223 1.9031519
#> const 2.38115759 5.0836701 -5.0859163 8.0770884
#> exo1 0.31108638 0.5051628 -0.1938429 1.0794658
#> exo2 0.72126095 0.2734998 0.3919899 1.1414802
#> exo3 -2.28731406 0.6562026 -3.0953815 -1.3083328
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2578851 0.4097326 -0.7684244 0.29423712
#> lag1_var2 1.7235154 1.2280664 0.1770333 3.40511565
#> lag1_var3 3.7556092 1.8469149 1.4054694 6.23967733
#> lag1_var4 -2.6849989 1.7459898 -5.0240857 -0.43133897
#> const 1.9384112 3.6460100 -3.5514472 6.43069750
#> exo1 -0.3760460 0.3193588 -0.8157867 0.06369761
#> exo2 -1.3829021 0.2608502 -1.6968501 -1.02913092
#> exo3 1.4619865 0.4967789 0.7724080 2.06900430
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35323632 0.3182955 -0.8290501 -0.0742379
#> lag1_var2 2.30449482 1.2018012 1.0361457 4.1317438
#> lag1_var3 3.75806149 1.8718645 1.7260302 6.5981988
#> lag1_var4 -2.65969549 1.7771516 -5.3372146 -0.6991908
#> const 2.88826973 3.7822952 -2.4843888 7.3767927
#> exo1 -0.18084968 0.3263637 -0.6867858 0.1555839
#> exo2 -0.99726128 0.2887267 -1.4557516 -0.7229322
#> exo3 -0.01392716 0.3799073 -0.4862083 0.5650433
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007330193 0.0001967384 0.0005583926 0.001090723
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008251878 0.001833079 -0.003166144 0.001764109
#> Sigma[2,2] 0.2150136282 0.052935766 0.138617538 0.291423495
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006201914 0.005104495 -0.00170947 0.01124458
#> Sigma[3,2] -0.250429064 0.100538403 -0.41486484 -0.14162890
#> Sigma[3,3] 1.644090104 0.472804611 1.08257705 2.34043019
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00602374 0.005391727 -0.001864294 0.01249249
#> Sigma[4,2] -0.11709238 0.080887016 -0.261392965 -0.03681029
#> Sigma[4,3] 1.54468515 0.484955902 1.015836230 2.27656501
#> Sigma[4,4] 1.53066362 0.505575400 1.022680354 2.30720348
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987717913 0.01128113 0.97131259 1.00248675
#> lag1_var2 -0.044614231 0.07788752 -0.15714770 0.05882027
#> lag1_var3 -0.080402426 0.11397813 -0.25298283 0.05969640
#> lag1_var4 0.079865724 0.11103214 -0.05747101 0.24826166
#> const 0.325715935 0.34152446 -0.21260719 0.65359612
#> exo1 -0.008390898 0.02881554 -0.03551650 0.03221017
#> exo2 -0.071099989 0.01722180 -0.09697340 -0.04942905
#> exo3 -0.106011757 0.02543908 -0.14610455 -0.07280489
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67211154 0.2307146 0.3695874 0.9928232
#> lag1_var2 -3.46057331 1.2561604 -5.2257819 -1.8347614
#> lag1_var3 -5.97695649 1.9146697 -8.7302810 -3.4592922
#> lag1_var4 5.89471804 1.8412062 3.4788471 8.5313144
#> const -7.28895060 9.4991769 -22.0013047 5.6577657
#> exo1 -0.05497665 0.4446288 -0.6080714 0.4990896
#> exo2 1.59439007 0.5849533 0.8999194 2.2751814
#> exo3 -0.07530737 0.4157522 -0.6569757 0.4786856
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1169163 0.544968 -1.8158791 -0.3245436
#> lag1_var2 9.5181060 3.353108 5.8977543 15.0783435
#> lag1_var3 14.9162441 4.982320 9.6786408 23.1719303
#> lag1_var4 -13.8472478 4.834235 -21.8751592 -8.7743533
#> const 17.8672316 19.064604 -13.1488293 42.7036793
#> exo1 0.7480689 1.757227 -2.2895634 2.6483730
#> exo2 0.6155101 1.466189 -0.8515385 3.0864302
#> exo3 2.2421185 1.069144 0.6110470 3.4590096
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7017395 0.5265602 -1.3902419 0.04104109
#> lag1_var2 7.0922821 3.1045234 3.1869426 11.83084987
#> lag1_var3 10.7434104 4.4716786 5.1994683 17.67495027
#> lag1_var4 -9.7180251 4.3607545 -16.5019902 -4.31453451
#> const 12.9180652 14.9508956 -13.3359359 28.88488687
#> exo1 0.7497479 1.7493746 -2.1794915 2.75125451
#> exo2 1.7571820 1.3001016 0.4986482 3.90699379
#> exo3 2.2871503 0.9420822 0.9502581 3.61187817
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001926701 0.0004062988 0.0014714 0.00255436
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003850732 0.01461467 -0.02082305 0.01934108
#> Sigma[2,2] 2.1228088353 0.58386716 1.43434925 2.94489965
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00820299 0.007595207 -0.01941355 0.001469285
#> Sigma[3,2] -1.14228340 0.317308961 -1.58892052 -0.738744044
#> Sigma[3,3] 0.99572189 0.199511831 0.70158579 1.236026140
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009624992 0.003649404 -0.01568602 -0.005605728
#> Sigma[4,2] 0.152698696 0.260093567 -0.11987344 0.527535166
#> Sigma[4,3] 0.393012333 0.128663124 0.24381494 0.603389062
#> Sigma[4,4] 0.604939026 0.171665176 0.40584322 0.851293431
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987318200 0.02584134 0.94713224 1.009738795
#> lag1_var2 0.016687823 0.02386321 -0.01148030 0.052908175
#> lag1_var3 0.022430070 0.03834195 -0.02289896 0.081185724
#> lag1_var4 -0.019836459 0.02970512 -0.06444200 0.017164725
#> const 0.110047813 0.89566043 -1.17854918 1.405114012
#> exo1 -0.003738086 0.02642831 -0.02938504 0.038216454
#> exo2 -0.092080526 0.06213924 -0.17174719 -0.008588571
#> exo3 0.069434602 0.05348907 -0.01456054 0.131381905
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4418940 0.9317329 -0.9983558 1.6033244
#> lag1_var2 -0.7898469 1.0683320 -2.1552451 0.5105799
#> lag1_var3 -2.5954603 1.7934507 -4.9523294 -0.5053536
#> lag1_var4 2.2541544 1.4537761 0.5228699 4.2063310
#> const 14.6085005 22.5854379 -15.9585312 45.1062245
#> exo1 -0.6755166 1.2149014 -2.0891305 1.2074736
#> exo2 0.7565006 1.2039348 -0.9595731 2.2029602
#> exo3 2.0623923 1.4209310 0.3990619 4.0411039
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.624332876 0.5307060 -0.1215472 1.389916
#> lag1_var2 0.260554369 0.6558540 -0.5997600 1.094498
#> lag1_var3 1.119549327 1.0859748 -0.2607319 2.504760
#> lag1_var4 -0.281232906 0.8840007 -1.4166377 0.858248
#> const -8.011118241 14.6272341 -25.9170316 13.168203
#> exo1 1.235716735 0.9299815 -0.1713679 2.355468
#> exo2 -2.584220987 1.0555556 -3.8773024 -1.147045
#> exo3 -0.001457109 0.9085682 -1.3809512 1.059511
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0734782 0.4414464 0.7348787 1.8198191
#> lag1_var2 -0.9563535 0.2402645 -1.3474636 -0.7050807
#> lag1_var3 -1.6961501 0.4148835 -2.3231381 -1.2850314
#> lag1_var4 2.2765784 0.3584431 1.9026481 2.8397500
#> const -0.4859867 9.7302024 -16.0136716 9.8301218
#> exo1 0.9872939 0.7007997 0.1724555 1.9273060
#> exo2 -2.6706691 0.8779499 -3.6559247 -1.3368977
#> exo3 1.6589137 0.5127841 0.9499738 2.3693665
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006848105 0.00133824 0.005132894 0.008560524
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.101934e-05 0.000743069 -0.0008287244 0.001077346
#> Sigma[2,2] 6.103759e-03 0.001243658 0.0043759853 0.007907247
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001349650 0.002180879 -0.004409679 0.001725043
#> Sigma[3,2] -0.006753067 0.001388054 -0.008562094 -0.004683939
#> Sigma[3,3] 0.026621588 0.002047870 0.023181755 0.028845686
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001464142 0.001967046 -0.003935101 0.0015086751
#> Sigma[4,2] -0.002554039 0.001553726 -0.004171840 -0.0003898414
#> Sigma[4,3] 0.023023022 0.002457490 0.018924848 0.0260571989
#> Sigma[4,4] 0.022412628 0.003162904 0.017904030 0.0269348177
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.891296652 0.04779093 0.82138290 0.93615489
#> lag1_var2 0.225200171 0.18421668 -0.00585250 0.49141958
#> lag1_var3 0.317720300 0.28705261 -0.02869979 0.72737736
#> lag1_var4 -0.297475067 0.26872391 -0.67306178 0.03228892
#> const 0.881214757 0.93912271 -0.59452373 1.99087689
#> exo1 0.086708535 0.04719807 0.03039459 0.16144602
#> exo2 0.009330114 0.09928360 -0.12076852 0.15665219
#> exo3 0.026711156 0.09459840 -0.09226706 0.16608250
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14024443 0.08771632 -0.265192743 -0.009351567
#> lag1_var2 0.54178589 0.20376958 0.215255565 0.745248740
#> lag1_var3 -0.19665043 0.26150232 -0.610219577 0.067923261
#> lag1_var4 0.24625116 0.25614109 0.001272668 0.644736686
#> const 1.18009362 0.91612070 -0.333615382 2.068212343
#> exo1 -0.05669262 0.05767135 -0.140604645 0.023673598
#> exo2 0.59839061 0.07459996 0.492786207 0.691667105
#> exo3 0.41274781 0.12988386 0.305427092 0.636096805
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31406835 0.2034532 0.04152089 0.5927314
#> lag1_var2 0.39466584 0.3643900 0.01405156 1.0069195
#> lag1_var3 0.99684456 0.5860938 0.41157675 1.9686326
#> lag1_var4 -0.13289628 0.5332509 -1.02384817 0.3879498
#> const 0.99153533 1.8301279 -1.38632177 3.8190226
#> exo1 -0.03624621 0.1517317 -0.28298426 0.1021337
#> exo2 -1.05875933 0.2148318 -1.34999702 -0.7577239
#> exo3 -0.60233311 0.1920422 -0.90524540 -0.4399191
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22127645 0.1664319 0.004719461 0.45477017
#> lag1_var2 0.31379150 0.3905765 -0.033951621 0.98364292
#> lag1_var3 0.17555077 0.6171355 -0.396163993 1.19887274
#> lag1_var4 0.73097191 0.5763797 -0.229494431 1.30194651
#> const 1.07966076 1.3497381 -0.840969635 2.88156143
#> exo1 -0.08066543 0.1589352 -0.324328100 0.09817001
#> exo2 -0.66169785 0.2044925 -0.919436253 -0.35095092
#> exo3 -0.32685145 0.1469394 -0.561508900 -0.17538354
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002475771 5.054681e-05 0.0001689223 0.0003115424
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00603502 0.001819264 -0.007924214 -0.003410834
#> Sigma[2,2] 0.39155462 0.067127102 0.292556230 0.476225022
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00561005 0.00178192 0.002894252 0.007596815
#> Sigma[3,2] -0.31594878 0.06065327 -0.383061878 -0.220494763
#> Sigma[3,3] 0.35516836 0.07165356 0.248344219 0.437753206
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00175614 0.00111201 0.0003697753 0.003432801
#> Sigma[4,2] -0.06396683 0.03475838 -0.1112439624 -0.019118091
#> Sigma[4,3] 0.15957480 0.04205784 0.0939655640 0.218312407
#> Sigma[4,4] 0.12683604 0.02871845 0.0852330181 0.165783337
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994866166 0.01499728 0.975682959 1.01670998
#> lag1_var2 -0.034818413 0.03155526 -0.069948017 0.01100454
#> lag1_var3 -0.059716446 0.05008034 -0.115655374 0.01194418
#> lag1_var4 0.052498994 0.04669291 -0.012480963 0.10469677
#> const 0.609376451 0.26239800 0.199717548 0.90024289
#> exo1 -0.002119965 0.01075820 -0.017019478 0.01098888
#> exo2 -0.069734381 0.01283205 -0.088325188 -0.05261257
#> exo3 0.014705572 0.01333080 -0.003329068 0.03558322
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2702217 0.5930732 -1.9603465 -0.3690408
#> lag1_var2 2.9317439 1.6165207 1.1927540 5.2414845
#> lag1_var3 3.4141705 2.5486164 0.6062039 7.0058881
#> lag1_var4 -2.9757321 2.3857259 -6.3789745 -0.4040212
#> const 8.7988813 8.6691911 -3.5230166 18.1073755
#> exo1 -0.3902980 0.4832115 -0.8473244 0.4523392
#> exo2 3.7882773 0.6013129 3.0309173 4.7656815
#> exo3 -0.4040626 0.6842720 -1.1291458 0.6396801
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6443794 0.5395503 -0.2011464 1.1592581
#> lag1_var2 -0.1301033 1.4133181 -2.3630981 1.4809262
#> lag1_var3 0.6037458 2.2542486 -2.9238842 3.1868859
#> lag1_var4 0.1317816 2.1428042 -2.3045079 3.5160291
#> const -1.4833400 9.8684315 -12.7257135 14.0511012
#> exo1 0.3619602 0.4002060 -0.1465395 0.9967547
#> exo2 -3.9703407 0.4531919 -4.4992621 -3.2939949
#> exo3 1.0443931 0.5214360 0.3319096 1.7658404
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2123664 0.2897965 -0.6386821 0.1936201
#> lag1_var2 1.4331787 0.7287965 0.4162129 2.4188200
#> lag1_var3 2.3110404 1.1094708 0.7139084 3.8124188
#> lag1_var4 -1.2671090 1.0692554 -2.6955786 0.2773152
#> const 3.6600540 5.8385338 -3.1375542 13.6292777
#> exo1 0.1072571 0.3282774 -0.3325703 0.5159510
#> exo2 -1.6415814 0.3876839 -2.1293302 -1.0123457
#> exo3 0.8660300 0.2778644 0.4880643 1.2324963
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006709675 0.0005623267 0.0003246185 0.001524235
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006343384 0.003029562 -0.009093604 -0.001775187
#> Sigma[2,2] 0.206362241 0.052486059 0.135503780 0.281300156
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004661248 0.001949229 0.002495843 0.007717142
#> Sigma[3,2] -0.126010722 0.034693357 -0.175482802 -0.085747148
#> Sigma[3,3] 0.123609977 0.025875151 0.087937453 0.159387805
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009457984 0.003201139 -0.0007574134 0.00575072
#> Sigma[4,2] -0.0044506807 0.016094478 -0.0243789872 0.01699281
#> Sigma[4,3] 0.0526245500 0.016486028 0.0292817988 0.07360813
#> Sigma[4,4] 0.0535267286 0.015859295 0.0352121923 0.07850589
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96904062 0.02393533 0.93667629 0.99916768
#> lag1_var2 0.01980718 0.04185331 -0.03430819 0.08441631
#> lag1_var3 0.03547315 0.07194727 -0.05296619 0.14556593
#> lag1_var4 -0.03537759 0.06810333 -0.13659929 0.05500731
#> const 0.72679653 0.32335310 0.35580070 1.18269449
#> exo1 -0.01625147 0.02462690 -0.04654137 0.02087593
#> exo2 -0.10372557 0.03422625 -0.15163040 -0.05766335
#> exo3 0.06436467 0.02366575 0.03712306 0.09975706
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26287392 0.3926498 -0.766272493 0.2715119
#> lag1_var2 0.99824660 0.6989143 0.007498391 1.7935384
#> lag1_var3 0.28418497 1.1602079 -1.331782146 1.5621464
#> lag1_var4 -0.20584142 1.1092430 -1.512387111 1.2961454
#> const 2.51186709 6.6412433 -6.267555224 11.3819751
#> exo1 0.06769393 0.3064844 -0.437743967 0.3692769
#> exo2 0.36451372 0.5616595 -0.447785384 1.0769981
#> exo3 0.20359767 0.4174198 -0.466259792 0.6676081
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2297308 0.2411058 -0.5379069 0.1013325
#> lag1_var2 0.7736470 0.5758088 0.0471186 1.4814035
#> lag1_var3 2.2054577 0.9936017 0.8995060 3.4148863
#> lag1_var4 -1.1419208 0.9503322 -2.2954425 0.1048278
#> const 1.1097829 5.1524968 -6.1317651 8.1918407
#> exo1 -0.1289693 0.2993686 -0.4927562 0.3177555
#> exo2 -0.8518190 0.3729511 -1.3352515 -0.3637111
#> exo3 0.2089170 0.3153400 -0.1552430 0.6552685
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4137646 0.2212251 -0.69636186 -0.1141819
#> lag1_var2 0.9809546 0.6718727 0.07472555 1.8408045
#> lag1_var3 1.7309050 1.1336879 0.22833330 3.2165432
#> lag1_var4 -0.5975493 1.0614502 -1.98159412 0.8048419
#> const 1.8803883 2.0684076 -1.05439294 4.6766374
#> exo1 -0.0950154 0.2268552 -0.37651720 0.1799893
#> exo2 -0.6870133 0.2633908 -0.96390073 -0.2461322
#> exo3 0.3491030 0.2549205 0.01009982 0.7173877
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003653858 0.0005424486 0.0001608885 0.001162457
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004208876 0.005105753 -0.002774256 0.007332724
#> Sigma[2,2] 0.1754867907 0.056970379 0.119253227 0.261314035
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001360784 0.00221165 -0.001171565 0.004744892
#> Sigma[3,2] -0.080175911 0.04830291 -0.147003971 -0.005166867
#> Sigma[3,3] 0.451187597 0.12991828 0.301299135 0.639513159
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001076779 0.005321095 -0.002636979 0.009482244
#> Sigma[4,2] 0.038674302 0.069713334 -0.020503236 0.147088856
#> Sigma[4,3] 0.411966253 0.139489074 0.280653862 0.637396975
#> Sigma[4,4] 0.453844307 0.176165091 0.292828931 0.752729401
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97039307 0.01754005 0.950833863 0.99569804
#> lag1_var2 0.02613102 0.02834307 -0.015657213 0.05743139
#> lag1_var3 0.02046306 0.04258166 -0.044192262 0.06385502
#> lag1_var4 -0.01790618 0.03979550 -0.059242634 0.04299422
#> const 0.59805418 0.32648162 0.050358799 0.92201253
#> exo1 0.01667198 0.02164917 -0.008550664 0.04930348
#> exo2 -0.03477134 0.01638010 -0.054381401 -0.01214302
#> exo3 0.02941835 0.01481104 0.008852522 0.04690672
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2618928 0.2880728 -0.07985766 0.6590413
#> lag1_var2 -0.4977469 1.1898498 -1.99346332 1.2492086
#> lag1_var3 -1.7121664 1.7860546 -3.82594211 0.9096792
#> lag1_var4 1.6634744 1.7002662 -0.84255721 3.6912284
#> const -2.4155934 5.3956398 -8.99575118 5.9528788
#> exo1 -0.1918123 0.5027083 -0.69893230 0.5191761
#> exo2 0.4333636 0.4089110 0.04437207 1.0543838
#> exo3 0.4502783 0.4431556 -0.24301678 0.9782701
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1909365 0.3582238 -0.3027411 0.6899828
#> lag1_var2 1.3361512 2.2212241 -1.7113358 4.4737008
#> lag1_var3 2.5917163 3.2563917 -1.7927050 7.2909035
#> lag1_var4 -1.7706247 3.1990737 -6.3613543 2.5568734
#> const 5.7764984 8.1623927 -6.2900378 14.9157871
#> exo1 0.6083517 0.6439338 -0.3700320 1.3525216
#> exo2 -0.3351978 0.6328036 -1.1014456 0.4044912
#> exo3 -0.4730307 0.8101413 -1.5034753 0.5260376
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37503649 0.2759142 0.08444599 0.8328270
#> lag1_var2 0.58666148 2.0153508 -2.67016032 2.9736618
#> lag1_var3 0.81805399 2.9495776 -3.91947774 4.3929668
#> lag1_var4 -0.02408824 2.9188673 -3.55384104 4.6319648
#> const 3.54389650 8.7719693 -10.45261800 12.1545911
#> exo1 0.49451737 0.5857000 -0.31288489 1.1365892
#> exo2 -0.04663022 0.6797016 -0.96406199 0.6908838
#> exo3 -0.17436468 0.6679669 -0.97838257 0.8088241
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003152774 0.00863612 0.0002629909 0.01550197
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006825769 0.02791236 -0.02299534 0.03675122
#> Sigma[2,2] 1.174203536 0.39403708 0.66037641 1.73555441
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02874164 0.04858208 0.005033816 0.1004547
#> Sigma[3,2] -0.91238190 0.41886127 -1.445875932 -0.3388560
#> Sigma[3,3] 1.16054383 0.38262895 0.712399925 1.6475032
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02659563 0.06843526 0.001651158 0.1257158
#> Sigma[4,2] -0.26104457 0.30583590 -0.562545741 0.2230471
#> Sigma[4,3] 0.69179036 0.39205715 0.368769426 1.3331592
#> Sigma[4,4] 0.58783142 0.54155705 0.267954451 1.4529185
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98821067 0.01904921 0.96568730 1.01880494
#> lag1_var2 -0.04313284 0.06711071 -0.14956777 0.02971457
#> lag1_var3 -0.07336106 0.12309359 -0.26960121 0.05480832
#> lag1_var4 0.06241642 0.11108019 -0.05277273 0.23960397
#> const 0.97976647 0.55374239 0.51480129 1.84077411
#> exo1 0.01435059 0.10378260 -0.05061077 0.17468646
#> exo2 -0.07678615 0.01491418 -0.09540718 -0.05541491
#> exo3 0.06194752 0.02256255 0.02718234 0.08409722
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8042994 0.9151767 -2.01706182 0.5865779
#> lag1_var2 3.5582356 1.2300052 1.81268142 4.9867889
#> lag1_var3 4.8183343 2.1737837 1.87741009 7.3921719
#> lag1_var4 -4.3587443 1.9471218 -6.72562169 -1.7832130
#> const -4.0998934 15.3335594 -20.97174006 19.5102854
#> exo1 1.4937737 0.9330527 0.03760554 2.4647739
#> exo2 3.2605708 0.7977381 2.27512363 4.3745822
#> exo3 -0.8646927 0.9390731 -1.90039785 0.5834102
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4866846 0.7948118 1.2607115 3.3158560
#> lag1_var2 -5.4166900 0.9322734 -6.8702545 -4.2563640
#> lag1_var3 -8.5185675 1.6781678 -11.2024543 -6.4351421
#> lag1_var4 8.5050805 1.5623788 6.6608123 11.0298561
#> const -5.8010404 17.4152749 -28.5271625 18.2802160
#> exo1 -0.6736081 1.1013649 -2.1617041 0.9227415
#> exo2 -8.0367562 0.7059663 -8.8550909 -6.9721687
#> exo3 0.5302654 0.6706250 -0.4236292 1.3858618
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.22794107 0.5428523 1.4731735 2.917455
#> lag1_var2 -4.22114250 1.0009348 -5.4592662 -3.034623
#> lag1_var3 -7.21602312 1.7959582 -9.5327475 -5.137138
#> lag1_var4 7.40861435 1.6884739 5.4652489 9.600147
#> const -9.98275390 13.5155431 -25.1997339 9.301305
#> exo1 0.21664316 1.0452863 -1.2954105 1.605050
#> exo2 -6.69697527 0.4321613 -7.0953607 -6.044063
#> exo3 0.06911256 0.4704871 -0.5710287 0.710598
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002376139 7.57917e-05 0.000144289 0.0003540855
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003899632 0.0002816599 -0.0008244621 -6.071418e-05
#> Sigma[2,2] 0.0261090666 0.0087144668 0.0187738414 4.139915e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006889722 0.0003138065 0.0002800901 0.001087412
#> Sigma[3,2] -0.0246865742 0.0073384566 -0.0372412515 -0.016711487
#> Sigma[3,3] 0.0685417428 0.0107009103 0.0518075046 0.081847696
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004189378 0.0002985696 1.950633e-05 0.0008254284
#> Sigma[4,2] -0.0064625773 0.0047541475 -1.254483e-02 0.0001922686
#> Sigma[4,3] 0.0543992082 0.0124744354 3.885003e-02 0.0728841501
#> Sigma[4,4] 0.0532566477 0.0145951001 3.747897e-02 0.0769457031
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9767166114 0.008240754 0.964248741 0.98697165
#> lag1_var2 0.0159744143 0.043552147 -0.046441743 0.08181493
#> lag1_var3 -0.0007765859 0.057019381 -0.081871044 0.08342225
#> lag1_var4 0.0038564312 0.056572143 -0.079896612 0.08379952
#> const 0.4790791588 0.223796811 0.198016029 0.78828698
#> exo1 0.0053654374 0.009973971 -0.009781436 0.01456546
#> exo2 -0.0336104071 0.015894060 -0.054936182 -0.01229198
#> exo3 0.0283399484 0.013022832 0.011663362 0.04771140
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08476289 0.07159318 0.01247493 0.1965511
#> lag1_var2 0.14124566 0.50859425 -0.66811494 0.4811420
#> lag1_var3 -0.91322842 0.69355200 -2.02433855 -0.4453671
#> lag1_var4 0.88183565 0.67297157 0.44256423 1.9555772
#> const 0.67273702 2.79477229 -3.80822065 3.5357211
#> exo1 0.14623622 0.08989719 0.01499264 0.2546307
#> exo2 0.43310338 0.15376695 0.25385746 0.6806880
#> exo3 -0.36411412 0.17733924 -0.63724346 -0.1857115
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22872708 0.1674701 -0.4999102 -0.03206939
#> lag1_var2 1.12253405 0.6418343 0.1170839 1.89418023
#> lag1_var3 2.05493110 0.8761451 0.7202882 3.13462640
#> lag1_var4 -1.01305822 0.8634821 -2.0673111 0.30472108
#> const 1.73547150 5.6165935 -3.7866325 11.02605660
#> exo1 -0.04492982 0.1569489 -0.2198110 0.21121471
#> exo2 -1.39866469 0.3836375 -1.9580404 -0.96974941
#> exo3 1.83999920 0.1402336 1.6471729 2.04430541
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1829251 0.1670125 -0.43153772 0.007444103
#> lag1_var2 0.7689497 0.6306134 -0.22190708 1.423511197
#> lag1_var3 0.7397023 0.8554594 -0.62988342 1.602971208
#> lag1_var4 0.2937605 0.8471050 -0.56598692 1.641089541
#> const 1.5470628 4.8968354 -3.86254821 8.707583499
#> exo1 0.0628327 0.1363496 -0.08014018 0.286567777
#> exo2 -1.1682063 0.3286075 -1.58844743 -0.791534603
#> exo3 1.6730344 0.2142876 1.39246570 1.998091351
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002365042 0.002774795 0.001040195 0.006625797
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01955656 0.01278167 -0.04281272 -0.009190033
#> Sigma[2,2] 0.50465476 0.19493321 0.33040357 0.821956380
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01154546 0.01047126 0.003024502 0.0291705
#> Sigma[3,2] -0.30804421 0.11725374 -0.486981965 -0.1797485
#> Sigma[3,3] 0.25975857 0.07740544 0.161234187 0.3599649
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001415325 0.003762319 -0.005271682 0.00488239
#> Sigma[4,2] 0.029815465 0.045789645 -0.019006993 0.09891216
#> Sigma[4,3] 0.055504093 0.024651610 0.015677151 0.07995668
#> Sigma[4,4] 0.077563111 0.011957475 0.065725176 0.09419623
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98588085 0.04469150 0.93457706 1.054431091
#> lag1_var2 -0.19375783 0.25201416 -0.57273171 -0.009664548
#> lag1_var3 -0.27760910 0.38600630 -0.85516513 0.008880596
#> lag1_var4 0.27942672 0.37925099 0.00269108 0.847937168
#> const 0.30398917 0.93480452 -0.84758320 1.812778099
#> exo1 0.03613639 0.04757615 -0.01322158 0.107592374
#> exo2 -0.01805074 0.03740043 -0.06257771 0.040768615
#> exo3 0.02837380 0.08676890 -0.05943657 0.174078164
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3488393 0.7474619 -1.5688783 0.3491226
#> lag1_var2 1.9458070 1.0246952 0.4439841 3.2979670
#> lag1_var3 1.7234501 1.5598062 -0.6333350 3.7888073
#> lag1_var4 -1.6820475 1.5136489 -3.6268117 0.5409450
#> const 6.4880283 10.1541822 -9.0494156 19.6413434
#> exo1 0.2933357 0.3752096 -0.1291164 0.9250971
#> exo2 0.0437373 0.5358909 -0.4186407 0.9758323
#> exo3 0.2294774 0.8431778 -0.9392144 1.3197584
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43983792 0.4363130 -0.1222923 1.04114020
#> lag1_var2 -0.78633724 0.5540378 -1.5835615 -0.07290212
#> lag1_var3 -0.48377222 0.7823735 -1.6446500 0.42766798
#> lag1_var4 1.31925029 0.8308595 0.2351963 2.43726647
#> const -0.61544635 6.6305157 -7.2993089 9.32236719
#> exo1 -0.15408717 0.2686365 -0.5551423 0.15347296
#> exo2 -0.04337806 0.4925462 -0.8176789 0.40177606
#> exo3 0.98156734 0.6886532 -0.0731863 1.84788379
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22077401 0.3047400 -0.1149054 0.7235733
#> lag1_var2 0.05029010 0.4672046 -0.6968022 0.5198072
#> lag1_var3 -0.03148327 0.7666292 -1.2894230 0.7376510
#> lag1_var4 0.89948963 0.6867397 0.1571275 1.9807229
#> const 3.03160706 3.8959435 -2.0202342 7.7109448
#> exo1 0.04740911 0.2376583 -0.1912990 0.4363772
#> exo2 -0.01726726 0.3543836 -0.4671083 0.4596865
#> exo3 1.17006354 0.4651045 0.5936169 1.8666641
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007320067 0.0002936604 0.0004234778 0.001173966
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003119393 0.001948731 -0.005663338 -0.0008265655
#> Sigma[2,2] 0.093752173 0.023893743 0.066224851 0.1312508912
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004245843 0.003421463 -7.446029e-05 0.00826052
#> Sigma[3,2] -0.179182949 0.042638496 -2.372513e-01 -0.12750070
#> Sigma[3,3] 0.434216103 0.102426451 2.856782e-01 0.57725687
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001758682 0.002055351 -0.0009909131 0.004061685
#> Sigma[4,2] -0.107454026 0.028109462 -0.1464729312 -0.067756610
#> Sigma[4,3] 0.300884846 0.077046566 0.1898884869 0.401589013
#> Sigma[4,4] 0.222708900 0.059319197 0.1386326605 0.297619629
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973514661 0.01080464 0.96065525 0.990062106
#> lag1_var2 0.014676500 0.07421343 -0.08732846 0.111363429
#> lag1_var3 0.027324414 0.09258586 -0.09703733 0.147861433
#> lag1_var4 -0.026835774 0.08893946 -0.14285744 0.093287934
#> const 0.663138589 0.21720354 0.35107631 0.963719922
#> exo1 -0.025522035 0.02257958 -0.04630831 0.009602971
#> exo2 -0.037531293 0.03147269 -0.09084477 -0.010210713
#> exo3 -0.006388392 0.02136322 -0.02983075 0.028518746
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09527523 0.2169877 -0.1844180 0.3948711
#> lag1_var2 0.11786761 0.6401137 -0.8367156 0.7109335
#> lag1_var3 -1.10837707 0.7789425 -2.2729675 -0.3562735
#> lag1_var4 1.05058280 0.7562358 0.3241974 2.1805548
#> const 2.03580037 5.1002882 -5.0150735 9.2948130
#> exo1 0.61116849 0.2803599 0.2793252 1.0348986
#> exo2 0.28096013 0.3307858 -0.1310444 0.7744048
#> exo3 0.20837102 0.2900635 -0.1841951 0.6081553
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1480049 0.4330045 -0.4033731 0.62013558
#> lag1_var2 0.4751385 1.5247697 -1.4058095 2.74839901
#> lag1_var3 1.3300894 1.8848626 -1.0137569 4.08601997
#> lag1_var4 -0.3287426 1.8254543 -3.0031396 1.93571246
#> const -5.1369400 10.3331940 -17.5776367 8.89082888
#> exo1 -0.8595949 0.6260063 -1.7044411 0.03896012
#> exo2 -0.9556458 0.7893995 -2.1392471 -0.08248962
#> exo3 -0.3598039 0.5840509 -0.9802731 0.60554631
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2264785 0.2964363 -0.1324663 0.61209532
#> lag1_var2 0.0607719 1.2350999 -1.5670063 1.91832003
#> lag1_var3 -0.2130238 1.5267272 -2.2859165 2.03718428
#> lag1_var4 1.1781307 1.4770703 -1.0071535 3.17638988
#> const -4.4681869 6.9553892 -13.5140053 4.40531942
#> exo1 -0.3598418 0.4555716 -0.9579252 0.31781183
#> exo2 -0.8025846 0.5637159 -1.6371102 -0.09605039
#> exo3 -0.2320587 0.4162690 -0.7444438 0.44967099
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002123015 0.0004975464 0.001448237 0.002765783
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001208517 0.001975216 -0.001995122 0.003427491
#> Sigma[2,2] 0.0255368882 0.006880776 0.020105992 0.036805080
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006776839 0.006437426 -0.01820077 -0.0004251543
#> Sigma[3,2] -0.068831786 0.027064132 -0.11371531 -0.0502731018
#> Sigma[3,3] 0.237650110 0.098842571 0.16491036 0.4025404366
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006957341 0.005307217 -0.01644713 -0.001912117
#> Sigma[4,2] -0.053718121 0.023319928 -0.09231299 -0.036757705
#> Sigma[4,3] 0.198177071 0.083678937 0.13583215 0.337799634
#> Sigma[4,4] 0.167735654 0.070596280 0.11487746 0.285575563
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979155275 0.03126959 0.92706126 1.0100539404
#> lag1_var2 0.086907966 0.10571034 -0.04172968 0.2141424549
#> lag1_var3 0.166114413 0.16527059 -0.04855916 0.3525612007
#> lag1_var4 -0.175208898 0.16205526 -0.36369698 0.0357873203
#> const 1.260357331 0.70601260 0.60890265 2.4718656329
#> exo1 0.005969942 0.03482600 -0.04469235 0.0453935639
#> exo2 -0.051179519 0.03037813 -0.08676201 -0.0118493504
#> exo3 -0.060294511 0.04968496 -0.13440784 -0.0004547144
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15641770 0.1629543 -0.07647469 0.3253155
#> lag1_var2 -0.01921597 0.7860823 -0.95503487 1.0210674
#> lag1_var3 -1.02171948 1.1354984 -2.32973765 0.5030172
#> lag1_var4 0.95285589 1.1010286 -0.52170814 2.2138586
#> const 2.24470678 3.2987602 -1.56059136 7.1085019
#> exo1 0.16424432 0.1246195 0.02539866 0.3409713
#> exo2 0.76190610 0.1302889 0.61253281 0.9464467
#> exo3 0.19214684 0.2178565 -0.10047461 0.4638741
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2201360 0.5241175 -0.7745245 0.5568257
#> lag1_var2 1.8133523 2.1100903 -0.8598262 4.4673427
#> lag1_var3 3.2995334 3.0054697 -0.5606060 7.1112541
#> lag1_var4 -2.2041629 2.9220776 -5.9242008 1.5600802
#> const -2.4660159 11.8884985 -20.6157433 11.5347993
#> exo1 -0.7121396 0.4231613 -1.3205423 -0.1803013
#> exo2 -1.1073936 0.3428322 -1.6643830 -0.7310277
#> exo3 0.1928550 0.5826301 -0.5012969 0.9247019
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1217370 0.4380886 -0.5931531 0.5313197
#> lag1_var2 1.4144924 1.7135112 -0.6708205 3.7304021
#> lag1_var3 2.0289811 2.4370033 -0.9825801 5.3762766
#> lag1_var4 -0.9648143 2.3716569 -4.2300291 1.9743073
#> const -1.8507802 10.1030837 -17.2157684 9.9393664
#> exo1 -0.6138114 0.3634154 -1.1180532 -0.1448011
#> exo2 -0.6592396 0.2891350 -1.1370427 -0.3651387
#> exo3 0.3216026 0.4625799 -0.2437984 0.9253742
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003774757 0.002805489 0.001542994 0.008176393
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01065565 0.003937415 -0.01581002 -0.004868979
#> Sigma[2,2] 0.06982273 0.015994714 0.05242225 0.095959331
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004897403 0.003057475 0.0002105246 0.007826098
#> Sigma[3,2] -0.068158425 0.019348082 -0.0984673684 -0.051491793
#> Sigma[3,3] 0.106331285 0.029846004 0.0856500001 0.156904360
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00264850 0.004985888 -0.01025092 0.0006734794
#> Sigma[4,2] -0.02667798 0.015004354 -0.05264663 -0.0106342920
#> Sigma[4,3] 0.07458504 0.022210282 0.05469006 0.1121284259
#> Sigma[4,4] 0.06971474 0.017189303 0.05156205 0.0946942637
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92783083 0.07220827 0.79930682 0.99938472
#> lag1_var2 0.07996039 0.10505105 -0.05117677 0.20600013
#> lag1_var3 0.12038964 0.19039366 -0.12540165 0.34429686
#> lag1_var4 -0.10458284 0.17104202 -0.32040334 0.12056137
#> const 0.63601995 0.90025124 -0.62992771 1.74141793
#> exo1 0.02246308 0.04940051 -0.03300946 0.09616984
#> exo2 -0.07978599 0.03998593 -0.13273898 -0.02514188
#> exo3 -0.04470238 0.04598056 -0.09636435 0.02253618
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.400371048 0.2118293 0.1662041 0.7591852
#> lag1_var2 -0.463618187 0.5395529 -1.3234518 0.1746571
#> lag1_var3 -1.538310267 0.9946826 -3.1392280 -0.3874565
#> lag1_var4 1.533681038 0.9091201 0.4874944 3.0023329
#> const -0.552120027 4.3367915 -6.4825108 5.8730653
#> exo1 -0.008503424 0.2950548 -0.4731493 0.2758715
#> exo2 1.841713842 0.2566337 1.4873140 2.1669448
#> exo3 1.583906174 0.2646731 1.2094484 1.9096498
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.341677985 0.1190575 -0.4841024 -0.1783109
#> lag1_var2 2.346786833 0.5754187 1.6307352 3.1350024
#> lag1_var3 3.836187007 0.9771866 2.6802245 5.2231487
#> lag1_var4 -2.889933224 0.9236289 -4.2180491 -1.7755461
#> const 3.198956651 4.5444558 -3.1680792 8.9002739
#> exo1 0.002989123 0.3739578 -0.4555709 0.5349651
#> exo2 -3.619045148 0.3045476 -3.9886750 -3.2123772
#> exo3 -2.159328541 0.4354968 -2.6796905 -1.4347636
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.110985259 0.08934148 -0.2229559 0.02132515
#> lag1_var2 1.845071339 0.41511726 1.2742457 2.43793526
#> lag1_var3 2.465786710 0.67895300 1.4538866 3.35897684
#> lag1_var4 -1.509851577 0.64990527 -2.3828373 -0.55031076
#> const 2.235696869 3.17238770 -2.7242819 5.43522794
#> exo1 -0.008719804 0.23789094 -0.3533088 0.26244240
#> exo2 -3.029644877 0.21962833 -3.3737987 -2.80272115
#> exo3 -1.407954381 0.37103236 -1.8034903 -0.78671336
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005804784 0.0001505035 0.0004570798 0.0008419437
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02634979 0.006921562 -0.03757346 -0.01984341
#> Sigma[2,2] 2.72460432 0.623567752 1.99311332 3.58589572
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01267365 0.003970826 0.008485057 0.01887124
#> Sigma[3,2] -1.71701898 0.431619898 -2.232625703 -1.13413609
#> Sigma[3,3] 1.54939363 0.337860977 1.077421475 1.91157740
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005542697 0.004951179 -0.01353357 -0.00119193
#> Sigma[4,2] 0.122535729 0.226942212 -0.15732782 0.46461195
#> Sigma[4,3] 0.446706429 0.129223247 0.28827780 0.62385702
#> Sigma[4,4] 0.593567162 0.111873269 0.44730074 0.76269574
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97707709 0.01117711 0.96390826 0.99446757
#> lag1_var2 0.04738098 0.02727697 0.01125024 0.07934464
#> lag1_var3 0.07336094 0.04068771 0.02124615 0.12135516
#> lag1_var4 -0.06958670 0.03633675 -0.11208382 -0.02069249
#> const 0.39588654 0.29175375 -0.05106615 0.74445686
#> exo1 -0.01171459 0.02542106 -0.04991019 0.02281984
#> exo2 -0.10237648 0.03152715 -0.14621168 -0.05808202
#> exo3 0.05884908 0.03116251 0.02648067 0.11404663
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4517282 0.7938383 -1.510887 0.5910023
#> lag1_var2 -0.4131355 3.2164140 -4.679613 3.8590415
#> lag1_var3 -1.7525079 4.7469892 -8.162094 4.4909554
#> lag1_var4 1.8365443 4.3236579 -3.890629 7.5724834
#> const 8.9857878 31.1981009 -37.463714 50.9238612
#> exo1 0.7522548 1.6334471 -0.905616 3.2375082
#> exo2 5.6793773 2.0708685 2.268352 8.0386904
#> exo3 -0.4996968 2.0579649 -3.604631 2.2723505
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1150490 0.6425988 -0.8951549 0.839315
#> lag1_var2 1.8963823 2.3702975 -0.9371515 4.977357
#> lag1_var3 3.6199237 3.5178254 -0.6153126 8.127815
#> lag1_var4 -2.6359127 3.2091516 -6.8289353 1.218433
#> const 2.2661590 21.4215900 -24.2771011 34.205602
#> exo1 -0.3728869 1.2421365 -1.8446724 1.197051
#> exo2 -4.1968356 1.4358224 -6.0171362 -2.163690
#> exo3 0.7619149 1.8842851 -1.7305366 3.320256
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4696654 0.3377378 -0.9235449 0.0725156
#> lag1_var2 1.2238878 1.5646374 -0.6024108 3.5392940
#> lag1_var3 1.8571953 2.3291763 -0.8513283 5.3067878
#> lag1_var4 -0.7906274 2.1206734 -3.8917523 1.6820780
#> const 7.8887227 9.3249219 -4.6907271 19.9053685
#> exo1 0.1259061 0.6964293 -0.8988654 1.0590574
#> exo2 -0.6519761 0.6453731 -1.4764617 0.1348625
#> exo3 0.5179629 0.8433946 -0.4182251 1.7178934
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007481342 0.0001944574 0.0005379034 0.001040236
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001330158 0.0005450555 -0.002102375 -0.000585529
#> Sigma[2,2] 0.012170401 0.0027533410 0.007970258 0.015333803
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001105867 0.002311082 -0.00162107 0.003896543
#> Sigma[3,2] -0.013195116 0.009781719 -0.03013809 -0.005531453
#> Sigma[3,3] 0.208656632 0.047687207 0.15602793 0.283035589
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005947065 0.002380965 -0.002085268 0.003641632
#> Sigma[4,2] -0.0075839064 0.010072119 -0.025069528 0.001503324
#> Sigma[4,3] 0.2115281785 0.047152885 0.155772588 0.283424594
#> Sigma[4,4] 0.2175396600 0.047065372 0.157995825 0.286584893
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974335408 0.01983158 0.94688231 1.00404049
#> lag1_var2 -0.016584293 0.05609662 -0.09976152 0.05855578
#> lag1_var3 -0.037692245 0.09765981 -0.17772696 0.07934515
#> lag1_var4 0.037362908 0.09298637 -0.07390304 0.16886582
#> const 0.568253586 0.36748029 0.03084484 1.00695571
#> exo1 0.003649003 0.02066910 -0.02662828 0.02983268
#> exo2 -0.028929530 0.03863276 -0.07553555 0.02484079
#> exo3 -0.002430724 0.02600103 -0.04416154 0.02440348
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0005825818 0.05714296 -0.07877074 0.06599586
#> lag1_var2 0.7432873131 0.22895257 0.40075511 0.96571026
#> lag1_var3 0.2438989232 0.45929099 -0.40944955 0.90391468
#> lag1_var4 -0.2596434359 0.44097100 -0.89506852 0.36677170
#> const 2.2575894652 1.59660545 0.55566741 4.64982432
#> exo1 -0.0889713889 0.10913411 -0.21216048 0.08359088
#> exo2 0.5470308722 0.12104405 0.33769836 0.66064792
#> exo3 0.1927804300 0.14986547 -0.01865700 0.38629422
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71366829 0.3985939 0.2355449 1.3320831
#> lag1_var2 -2.14262079 1.2985268 -3.9319586 -0.3776287
#> lag1_var3 -2.87548095 2.5555124 -6.2413483 0.5715455
#> lag1_var4 3.71148587 2.4474810 0.4234872 6.9365072
#> const -5.03835905 9.5344430 -17.8149489 8.5393329
#> exo1 0.06342870 0.5015331 -0.6910231 0.6691654
#> exo2 0.04766238 0.3951735 -0.5939941 0.4950317
#> exo3 0.94474486 0.5821132 0.0598960 1.6235574
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74187518 0.4018346 0.2610451 1.3613639
#> lag1_var2 -2.21257373 1.3001286 -3.9635833 -0.4114536
#> lag1_var3 -3.60094595 2.5735971 -6.8685941 -0.1143349
#> lag1_var4 4.43469283 2.4643657 1.1097423 7.5649325
#> const -4.68412024 9.5779035 -17.9544362 8.6609914
#> exo1 0.02135472 0.4903614 -0.7055619 0.6450747
#> exo2 0.35998404 0.4089979 -0.2755380 0.8379645
#> exo3 1.10162250 0.5596264 0.2788266 1.7360928
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001352365 0.0003884725 0.0009000486 0.001981488
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007051556 0.004435189 -0.006138009 0.005572248
#> Sigma[2,2] 0.2739697399 0.057423044 0.212903005 0.362583880
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002338881 0.006617664 -0.007369041 0.009762556
#> Sigma[3,2] -0.4129914057 0.085435242 -0.559424350 -0.325334558
#> Sigma[3,3] 0.9233622236 0.132273834 0.734957640 1.102985921
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0000505459 0.00573458 -0.007453413 0.007691519
#> Sigma[4,2] -0.2935528796 0.06428825 -0.402412894 -0.218910558
#> Sigma[4,3] 0.7848182474 0.11221975 0.623734748 0.939053654
#> Sigma[4,4] 0.7042622042 0.10360283 0.568589264 0.841964591
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9315007253 0.01997522 0.90593064 0.95675927
#> lag1_var2 0.0891215501 0.04425786 0.03249585 0.15960592
#> lag1_var3 0.1508952207 0.08971495 0.04991370 0.29497424
#> lag1_var4 -0.1431609199 0.08278636 -0.27415134 -0.04780461
#> const 1.0244829025 0.41897815 0.60399217 1.71349660
#> exo1 -0.0005986265 0.03596934 -0.05951737 0.04078904
#> exo2 -0.2547282104 0.05134193 -0.33783217 -0.20830136
#> exo3 -0.0186495834 0.03450265 -0.05227799 0.03438972
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09194725 0.2512763 -0.2694670 0.3613744
#> lag1_var2 -0.20654578 0.4717587 -0.7212635 0.5250569
#> lag1_var3 -1.60735244 1.0052734 -2.7135476 -0.1199638
#> lag1_var4 1.55740697 0.9073189 0.2368052 2.5916146
#> const 4.27198901 8.4860830 -2.4088482 18.5623783
#> exo1 0.21343009 0.5316681 -0.5837177 0.8958762
#> exo2 2.43229256 0.2741829 2.1927073 2.8738532
#> exo3 0.87145656 0.5020281 0.2791455 1.5894100
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1334205 0.2524287 -1.438238 -0.7718494
#> lag1_var2 4.7747018 0.8266618 3.665536 5.8060973
#> lag1_var3 9.5381621 1.6567550 7.480852 11.5688552
#> lag1_var4 -8.1495628 1.5260392 -10.012016 -6.1837798
#> const 3.5823583 8.2806507 -8.769800 12.9002437
#> exo1 -0.2616994 0.9949650 -1.647318 0.8938010
#> exo2 -4.7633306 0.6257151 -5.639277 -3.9219016
#> exo3 -2.6635272 0.8588886 -3.996208 -1.8859939
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2414689 0.2498389 -1.523001 -0.8489436
#> lag1_var2 4.7717603 0.7876544 3.599071 5.7586608
#> lag1_var3 8.8933211 1.5490397 6.769615 10.7902909
#> lag1_var4 -7.4611525 1.4355938 -9.127256 -5.4411070
#> const 5.8710581 6.4374851 -3.885183 13.8762833
#> exo1 -0.1633207 0.8655703 -1.344233 0.9259954
#> exo2 -3.9335832 0.6401436 -4.875489 -3.0868676
#> exo3 -2.4573872 0.7590928 -3.670290 -1.6136365
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003070841 8.23762e-05 0.0002119348 0.0004205308
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009876031 0.003600566 -0.01440273 -0.004377827
#> Sigma[2,2] 1.097299565 0.290457210 0.82713947 1.554484566
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006096998 0.004979261 0.001310447 0.01453393
#> Sigma[3,2] -0.036461091 0.144711058 -0.226933284 0.15596008
#> Sigma[3,3] 1.566543235 0.334482581 1.171271533 2.10330908
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001170443 0.005668685 -0.006858984 0.008701617
#> Sigma[4,2] 0.6937865208 0.169208468 0.453256567 0.917473542
#> Sigma[4,3] 1.6773993944 0.364616284 1.219002214 2.227493326
#> Sigma[4,4] 2.2870634152 0.400278415 1.684618717 2.809630821
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979073181 0.01809346 0.955465460 1.00726539
#> lag1_var2 0.023881945 0.03084853 -0.013999535 0.07040051
#> lag1_var3 0.034547558 0.04933900 -0.027182470 0.10796894
#> lag1_var4 -0.033872253 0.04548875 -0.102499514 0.02210009
#> const 0.490785325 0.24488252 0.107122336 0.80619978
#> exo1 0.006761954 0.01171063 -0.009567563 0.02174952
#> exo2 -0.076881462 0.02026231 -0.108805848 -0.05938132
#> exo3 0.013059817 0.02426416 -0.013316029 0.04885414
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6156087 1.0181039 0.3064422 2.9791610
#> lag1_var2 -2.3481000 2.3408995 -5.8629227 0.1695995
#> lag1_var3 -4.6247290 3.7725652 -10.4163334 -0.6761736
#> lag1_var4 4.3904190 3.4471729 0.7762911 9.6776567
#> const -21.4988140 13.2626187 -40.8089884 -9.1377539
#> exo1 -0.5859289 0.7524731 -1.2479358 0.7990454
#> exo2 5.7104463 0.9443234 4.6378377 7.1316950
#> exo3 2.8652588 0.9576663 1.5716411 4.1224267
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4000890 0.8795505 -0.7258636 1.5763072
#> lag1_var2 0.7113135 2.7030714 -1.4942038 5.2131166
#> lag1_var3 1.8350513 4.4206620 -1.7323279 9.2188475
#> lag1_var4 -1.0791241 4.0467420 -7.8546079 2.1598096
#> const 3.6089005 18.4929597 -13.6667626 32.7710822
#> exo1 -0.5342760 0.9858414 -1.9687361 0.6680763
#> exo2 -6.4023453 1.9569368 -8.6675158 -3.7823842
#> exo3 -0.2188815 1.0128594 -1.6233602 1.0467951
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4822837 1.350280 -0.5931654 3.02820934
#> lag1_var2 -1.1993203 3.809535 -5.6731974 5.06045554
#> lag1_var3 -1.7577716 6.185480 -8.9008802 8.51359706
#> lag1_var4 2.3624501 5.652001 -7.0247491 8.83821876
#> const -11.3142979 25.379449 -36.5257962 28.35123381
#> exo1 -0.9503718 1.218326 -2.7261189 0.64486774
#> exo2 -3.2446426 2.359683 -5.9000154 0.03612658
#> exo3 1.7199145 1.473871 -0.3480525 3.60178169
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001973229 0.000489604 0.001312111 0.002607374
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00665228 0.002642083 -0.009717451 -0.002873447
#> Sigma[2,2] 0.20448050 0.041326597 0.155308634 0.264878173
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006735245 0.002148702 0.005068863 0.01075217
#> Sigma[3,2] -0.128896524 0.021068524 -0.149813117 -0.09739651
#> Sigma[3,3] 0.178520983 0.028212655 0.133669887 0.21476263
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003487267 0.002012036 0.0007887282 0.006522876
#> Sigma[4,2] -0.020554331 0.017428719 -0.0450352774 0.004925971
#> Sigma[4,3] 0.112254933 0.020727687 0.0829293462 0.140950768
#> Sigma[4,4] 0.103535572 0.021719646 0.0798610604 0.136904073
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89237781 0.02980020 0.85672664 0.92851432
#> lag1_var2 -0.02757296 0.10661959 -0.19297828 0.07319452
#> lag1_var3 -0.03172110 0.20416833 -0.34642990 0.16463466
#> lag1_var4 0.05050343 0.20176289 -0.14660116 0.35478952
#> const 1.71948254 0.60135009 0.92702337 2.56756272
#> exo1 0.02312050 0.03191190 -0.01406407 0.07262365
#> exo2 -0.13293988 0.04337560 -0.20828638 -0.09381414
#> exo3 0.02433680 0.02997657 -0.00902993 0.06823608
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05815252 0.1834153 -0.3061409 0.1704959
#> lag1_var2 2.51960556 1.2220799 1.3486764 4.4253663
#> lag1_var3 2.97207855 2.3087615 0.7315619 6.5401373
#> lag1_var4 -2.87136727 2.2317886 -6.2421087 -0.6589353
#> const -3.97993460 6.9264196 -14.3648960 4.8129634
#> exo1 -0.00798170 0.3824534 -0.3856014 0.6128779
#> exo2 0.70562750 0.4952678 -0.0135828 1.3594919
#> exo3 0.21267740 0.2757733 -0.1682664 0.5591762
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.035824763 0.2612123 -0.3733397 0.3620308
#> lag1_var2 -0.891440673 0.8990333 -2.0705922 0.4161328
#> lag1_var3 -0.773101808 1.7041851 -3.0019780 1.7187786
#> lag1_var4 1.678305330 1.6338752 -0.7110434 3.7494159
#> const 4.252842494 5.8686214 -3.1080170 12.2696549
#> exo1 0.133959473 0.2469842 -0.1205192 0.5193414
#> exo2 -2.893320041 0.4485294 -3.3728935 -2.1148619
#> exo3 -0.008365223 0.4172977 -0.5161439 0.5819823
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002522784 0.2268124 -0.3141371 0.3021611
#> lag1_var2 0.064373446 0.8576132 -0.7846358 1.5073600
#> lag1_var3 0.084065490 1.6381160 -1.5366403 2.8494540
#> lag1_var4 0.884210148 1.5979044 -1.7996803 2.4647300
#> const 1.811894036 4.1897028 -5.1353205 6.3441255
#> exo1 0.127102840 0.3050786 -0.2604960 0.5938953
#> exo2 -2.563922824 0.2369731 -2.7301115 -2.1450392
#> exo3 0.118050948 0.4114558 -0.4281913 0.6466799
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001041943 0.0002094099 0.0007231545 0.001321538
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03546906 0.007340402 -0.0453588 -0.02641251
#> Sigma[2,2] 1.97561628 0.353891042 1.4837538 2.38347934
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02538957 0.005952755 0.01803062 0.03340122
#> Sigma[3,2] -1.37838998 0.231085751 -1.71135600 -1.05797208
#> Sigma[3,3] 1.16923620 0.209677036 0.92564360 1.46073793
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002937773 0.002888458 -0.0004388533 0.007801381
#> Sigma[4,2] -0.128951067 0.116085978 -0.2850683920 0.012619742
#> Sigma[4,3] 0.311579976 0.147178517 0.1424034096 0.532536125
#> Sigma[4,4] 0.245554098 0.093224478 0.1481438778 0.387592147
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955435470 0.04389770 0.89741245 1.017078666
#> lag1_var2 0.008862931 0.08049059 -0.11975550 0.094899588
#> lag1_var3 0.016026163 0.12577521 -0.18414020 0.148786895
#> lag1_var4 -0.009291323 0.11529324 -0.13361068 0.172401544
#> const 0.665666779 0.42422832 0.13365610 1.205327558
#> exo1 -0.002988341 0.02848508 -0.04203115 0.034030264
#> exo2 -0.057956853 0.03715426 -0.10484028 -0.004961788
#> exo3 0.076652104 0.02729010 0.04384620 0.119006553
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92230774 1.909355 -1.5308194 3.789326
#> lag1_var2 1.38942764 3.417790 -3.0423680 5.926083
#> lag1_var3 0.71075688 5.317643 -6.1803106 7.699875
#> lag1_var4 -0.90271494 4.883242 -7.2502204 5.455520
#> const -8.98745314 19.552572 -42.4627346 13.166971
#> exo1 0.04527620 1.300236 -1.5962292 1.804286
#> exo2 0.71363892 1.253887 -0.8395117 2.456257
#> exo3 0.03465529 1.107210 -1.5223322 1.419569
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0323077 1.1953639 -1.6581953 1.5175609
#> lag1_var2 -0.7218595 3.0675375 -4.1695893 3.6673285
#> lag1_var3 -0.2313509 4.7508167 -5.5421963 6.5780046
#> lag1_var4 1.2216077 4.4407663 -5.2110491 6.1342265
#> const -0.5614712 13.6057935 -13.8646748 21.4388027
#> exo1 -0.2471999 0.8834786 -1.3327457 0.9318664
#> exo2 -0.6995120 0.9383781 -2.0525750 0.5052202
#> exo3 0.4413632 0.8066889 -0.6283673 1.5258993
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6144682 0.3531108 0.2513273 1.1631999
#> lag1_var2 -0.1815157 1.3134746 -1.7255156 1.7131411
#> lag1_var3 -0.3266437 2.0369463 -2.7391093 2.5886361
#> lag1_var4 1.2115098 1.9372739 -1.5698596 3.4972671
#> const -7.2460815 6.3731130 -16.0982346 0.8453537
#> exo1 -0.2269416 0.3090770 -0.6393461 0.2001395
#> exo2 -0.2296075 0.4711946 -0.9816645 0.3731410
#> exo3 0.5220953 0.2784374 0.1423146 0.9130313
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006029312 0.0001110618 0.0004771639 0.0007765793
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01429012 0.002966859 -0.01883025 -0.010334
#> Sigma[2,2] 0.81330186 0.174869518 0.65858324 1.106583
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007765957 0.001607655 0.005304942 0.009761085
#> Sigma[3,2] -0.472344587 0.112171722 -0.651260992 -0.351417906
#> Sigma[3,3] 0.325752934 0.086348795 0.212950396 0.445358807
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008037587 0.0009078617 -0.002142225 0.0002709849
#> Sigma[4,2] 0.0150676460 0.0478169349 -0.043297272 0.0850053762
#> Sigma[4,3] 0.0457251358 0.0337730880 -0.002671128 0.0815525839
#> Sigma[4,4] 0.0581373205 0.0095052530 0.046484710 0.0718286942
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991818093 0.01179875 0.98020576 1.01115440
#> lag1_var2 -0.038352663 0.03656856 -0.08352398 0.02003507
#> lag1_var3 -0.069720562 0.06108354 -0.14298362 0.02950997
#> lag1_var4 0.069648481 0.05680915 -0.02345954 0.13528553
#> const 0.222087367 0.48320313 -0.43987036 0.93311420
#> exo1 0.008327845 0.02419606 -0.01991560 0.04871636
#> exo2 -0.082148267 0.02411697 -0.11798226 -0.04896047
#> exo3 0.036443063 0.02416771 0.01006711 0.07624112
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.82855743 0.4924968 -1.38069985 -0.07680524
#> lag1_var2 1.75116837 1.5071039 -0.41331980 3.61276476
#> lag1_var3 1.43521645 2.6525779 -2.36701843 4.74145512
#> lag1_var4 -1.28622225 2.5920213 -4.50581728 2.42388444
#> const 12.94759814 15.4295781 -6.69847220 33.15603137
#> exo1 -0.61950226 0.6409867 -1.71921372 0.09319353
#> exo2 1.24055843 0.8515327 -0.02792651 2.40119633
#> exo3 -0.07480076 0.9504836 -1.57581428 1.00944465
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66082624 0.2323458 0.3231541 0.9680022
#> lag1_var2 -0.51729782 1.0583145 -1.7892579 1.1065189
#> lag1_var3 0.16232873 1.8176519 -2.0455591 2.9521035
#> lag1_var4 0.62676313 1.7512482 -2.0604042 2.7060177
#> const -4.25625184 8.5075187 -17.4009883 5.3623780
#> exo1 -0.09076536 0.2396806 -0.4083097 0.2456282
#> exo2 -1.68163599 0.4980936 -2.4050881 -1.0223594
#> exo3 -0.33548241 0.5432422 -1.1105437 0.4282118
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1604450 0.1209812 -0.01169799 0.31229007
#> lag1_var2 0.1305222 0.3862931 -0.41256093 0.64209984
#> lag1_var3 0.3597818 0.6318599 -0.52813359 1.19819719
#> lag1_var4 0.5299073 0.6172062 -0.28029054 1.40068231
#> const 2.9461977 2.9259113 0.09028030 7.38928021
#> exo1 -0.4702033 0.2921390 -0.90894612 -0.11883273
#> exo2 -0.9686335 0.2937406 -1.34985349 -0.53958880
#> exo3 -0.3951803 0.2249468 -0.62814139 -0.01439433
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003452845 7.040984e-05 0.0002712802 0.0004514817
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005464102 0.001419852 -0.007616739 -0.003809656
#> Sigma[2,2] 0.372951219 0.055541992 0.300542990 0.454901129
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004677259 0.001285286 0.003153565 0.006663824
#> Sigma[3,2] -0.296254376 0.049434718 -0.374521850 -0.232015892
#> Sigma[3,3] 0.316919459 0.055711494 0.252289936 0.399673038
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001545177 0.0009642216 0.0004107188 0.002871439
#> Sigma[4,2] -0.082330558 0.0309809176 -0.1253143030 -0.040565646
#> Sigma[4,3] 0.153329488 0.0361748815 0.1049577023 0.205679966
#> Sigma[4,4] 0.113063799 0.0271137855 0.0815063112 0.154798907
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971019596 0.02553786 0.93583686 1.00466949
#> lag1_var2 -0.020420714 0.04644791 -0.05679401 0.05872504
#> lag1_var3 -0.041289196 0.07793318 -0.09973816 0.09256768
#> lag1_var4 0.046349375 0.07043124 -0.07487293 0.09617119
#> const 0.518980890 0.25588453 0.24098852 0.88394918
#> exo1 -0.006023301 0.01464542 -0.02767748 0.01579442
#> exo2 -0.047131970 0.01884431 -0.07650165 -0.02549499
#> exo3 0.025914908 0.01675499 0.01027100 0.05290507
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04509749 0.9019608 -1.3037825 1.31513898
#> lag1_var2 4.06442138 1.8151789 1.8662056 6.78314513
#> lag1_var3 5.61038709 3.1026584 1.9006840 10.25531629
#> lag1_var4 -5.86029035 2.9083248 -10.2440262 -2.60066172
#> const 15.09576203 16.4508584 -5.9815008 40.01671137
#> exo1 -0.64124793 0.4937678 -1.3295673 -0.08046311
#> exo2 0.63503527 0.3146569 0.2212943 1.09377297
#> exo3 -0.13002486 0.7262630 -0.9748674 0.84441280
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3899212 0.8133294 -0.8891148 1.4740490
#> lag1_var2 -2.2106151 1.8740246 -4.5268417 0.4424687
#> lag1_var3 -2.9679355 3.1822826 -6.9095732 1.5226812
#> lag1_var4 3.9824853 2.9463030 -0.1745864 7.6773070
#> const -12.8343640 14.0960361 -33.1241859 5.1681639
#> exo1 0.4535952 0.4038629 -0.1319962 0.9417734
#> exo2 -1.2511260 0.3721156 -1.6688208 -0.7011885
#> exo3 -0.1151621 0.7020119 -1.0163871 0.7944507
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42341709 0.3802119 -0.1612101 0.8232025
#> lag1_var2 -0.24804934 1.0384657 -1.4786942 1.3847965
#> lag1_var3 -0.40205582 1.7515783 -2.4873573 2.3422986
#> lag1_var4 1.28348042 1.6018032 -1.2265555 3.2164199
#> const -4.99941211 6.2548406 -12.4725823 1.6874962
#> exo1 0.08435479 0.2508084 -0.2338683 0.4338683
#> exo2 -0.89992647 0.3052623 -1.3353158 -0.5166081
#> exo3 -0.19395227 0.3344516 -0.5438399 0.3707621
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001141703 0.0002858149 0.0008035915 0.00161164
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005006497 0.00165982 -0.007423642 -0.0029524
#> Sigma[2,2] 0.054220060 0.01233837 0.037606393 0.0720788
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002119149 0.001003335 0.001073984 0.003832289
#> Sigma[3,2] -0.023854945 0.006609160 -0.034755680 -0.016156177
#> Sigma[3,3] 0.018326443 0.005850229 0.012516831 0.028452765
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001692438 0.001042390 0.0005285242 0.003377000
#> Sigma[4,2] -0.013613100 0.006528616 -0.0244765203 -0.006762193
#> Sigma[4,3] 0.015367575 0.005883575 0.0100101069 0.025621471
#> Sigma[4,4] 0.016689008 0.005686872 0.0120865517 0.026458552
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87327438 0.02230354 0.848486679 0.91069311
#> lag1_var2 0.16507621 0.02228608 0.133486829 0.19214181
#> lag1_var3 0.39845289 0.07436163 0.301350950 0.49345026
#> lag1_var4 -0.36882137 0.06006528 -0.442831702 -0.28277679
#> const 0.89628305 0.48459849 0.351370362 1.60042841
#> exo1 0.02957195 0.02326596 -0.005917319 0.05781880
#> exo2 -0.05898968 0.03029947 -0.104663297 -0.02424320
#> exo3 -0.09744845 0.04124603 -0.163027293 -0.04812485
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7704457 0.1464387 0.5988286 0.99613262
#> lag1_var2 -0.2685590 0.1785538 -0.5088091 -0.07864857
#> lag1_var3 -1.8686221 0.4648467 -2.5637233 -1.33959162
#> lag1_var4 1.8516984 0.3508878 1.4897926 2.42036195
#> const 1.1726624 4.5635623 -2.8019563 8.29834825
#> exo1 -0.1421322 0.1731548 -0.4047860 0.03122783
#> exo2 1.6200210 0.1906242 1.3779579 1.92229805
#> exo3 1.1319506 0.1941229 0.8387520 1.36185044
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30384836 0.06489519 -0.39034984 -0.21619519
#> lag1_var2 0.39717864 0.07480219 0.30838249 0.50653958
#> lag1_var3 1.50681856 0.22076369 1.27543758 1.84172121
#> lag1_var4 -0.55780872 0.18207215 -0.84781162 -0.38035289
#> const 2.08926416 1.20277568 0.30543079 3.60160873
#> exo1 0.02230623 0.06103227 -0.06768398 0.09924634
#> exo2 -0.81068048 0.12289127 -1.02804009 -0.69580023
#> exo3 -0.18644316 0.11310388 -0.34471637 -0.03223383
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26513157 0.04907850 -0.33462994 -0.2074185
#> lag1_var2 0.27929077 0.06240623 0.18735444 0.3551729
#> lag1_var3 0.65450185 0.20666518 0.37604256 0.9266669
#> lag1_var4 0.40470554 0.17885665 0.17528832 0.6553686
#> const 1.97524824 1.11944243 0.61844855 3.6631573
#> exo1 -0.02807407 0.08949734 -0.12635352 0.1078443
#> exo2 -0.37588033 0.11318069 -0.54902607 -0.2410223
#> exo3 0.17273301 0.09833838 0.05221567 0.3173337
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004837546 0.0005179233 0.0002365468 0.001279596
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0111279 0.004473821 -0.01768162 -0.006274338
#> Sigma[2,2] 0.6916364 0.146529400 0.44859587 0.859434582
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008900959 0.003810857 0.004156478 0.0141198
#> Sigma[3,2] -0.526462532 0.125752711 -0.650848403 -0.3498863
#> Sigma[3,3] 0.642025763 0.128543851 0.487830137 0.7998578
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001672406 0.005090203 -0.005965219 0.006182448
#> Sigma[4,2] -0.078733555 0.089097685 -0.186257518 0.053394815
#> Sigma[4,3] 0.319329685 0.067308248 0.225075084 0.415515517
#> Sigma[4,4] 0.288023247 0.048987794 0.216114141 0.348304441
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981527668 0.02582521 0.940584575 1.004913065
#> lag1_var2 0.002808184 0.08773986 -0.060789755 0.138426220
#> lag1_var3 0.001227913 0.13527656 -0.099504488 0.209452565
#> lag1_var4 -0.002279535 0.12761785 -0.199018490 0.093337026
#> const 0.560715287 0.37166923 -0.003331908 0.984943625
#> exo1 -0.004826690 0.01136641 -0.023488116 0.008490361
#> exo2 -0.025596482 0.02622855 -0.052559443 0.014838469
#> exo3 0.049819998 0.01048800 0.036883987 0.063333839
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1041324 0.5942645 -0.9772167 0.7021095
#> lag1_var2 1.1452425 2.4620664 -1.6446414 4.7809675
#> lag1_var3 0.5285788 3.8850217 -3.8891329 6.3208062
#> lag1_var4 -0.4757585 3.6464524 -5.9507596 3.6259585
#> const 0.3616208 12.6727727 -11.2032902 22.0444397
#> exo1 -0.3588353 0.4728488 -1.0769412 0.1757278
#> exo2 0.7597693 0.8393130 -0.5261525 1.4973472
#> exo3 -0.1205045 0.6372558 -0.7291947 0.9006979
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29651521 0.5777274 -0.5141111 0.9691879
#> lag1_var2 -0.68070814 1.6841847 -2.8701980 1.4888701
#> lag1_var3 -0.01618391 2.6320299 -3.4742584 3.3739219
#> lag1_var4 0.85057113 2.4587028 -2.3046835 4.0986269
#> const 3.11010219 14.5396552 -15.8599774 23.8418382
#> exo1 -0.37663306 0.6730408 -1.4387922 0.3590508
#> exo2 -1.24251310 1.1618759 -2.5658587 0.4136688
#> exo3 0.33099299 0.6858548 -0.4845047 1.3585195
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2337339 0.4875704 -0.3519013 0.8577593
#> lag1_var2 -0.4407504 1.2347965 -2.1618975 1.1837402
#> lag1_var3 -0.4304049 1.8744069 -3.1215972 1.9829896
#> lag1_var4 1.3052185 1.7778428 -0.9801018 3.8436362
#> const 2.8833417 11.1635619 -11.3977693 19.5743128
#> exo1 -0.6369775 0.4792337 -1.4122621 -0.1780398
#> exo2 -0.8099390 0.8778297 -1.7532917 0.5302441
#> exo3 0.2750655 0.5970718 -0.2941114 1.2356112
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002882164 0.007047327 0.0005244881 0.01302888
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001240907 0.002783732 -0.005922033 0.001564695
#> Sigma[2,2] 0.250920748 0.061047126 0.192025082 0.346723398
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01536460 0.02214083 0.005079778 0.04877269
#> Sigma[3,2] -0.04912684 0.05977786 -0.147456189 0.01216132
#> Sigma[3,3] 0.56583730 0.16117219 0.387031922 0.78382733
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01588104 0.02253311 0.005409667 0.04949103
#> Sigma[4,2] 0.10964728 0.04900795 0.037278433 0.16760898
#> Sigma[4,3] 0.57703179 0.16579715 0.393648169 0.80941904
#> Sigma[4,4] 0.69216989 0.18668160 0.496407532 0.95943753
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99936022 0.02366020 0.98357090 1.03779438
#> lag1_var2 -0.10526271 0.21635138 -0.42953242 0.01141309
#> lag1_var3 -0.17850914 0.35809129 -0.71996486 0.01014956
#> lag1_var4 0.16686303 0.33637789 -0.01362132 0.67513714
#> const 0.75435811 0.80361159 0.14108315 2.02532660
#> exo1 -0.03282509 0.05108493 -0.11624189 0.01980118
#> exo2 -0.12978377 0.03373304 -0.16748676 -0.08166469
#> exo3 0.07690400 0.01488749 0.05271642 0.09185938
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09522957 0.2861896 -0.3902103 0.36601200
#> lag1_var2 1.43079182 0.8901344 0.3598948 2.88080151
#> lag1_var3 1.58842558 1.3311521 0.1176111 3.85843839
#> lag1_var4 -1.50859631 1.2481162 -3.6093318 -0.09974666
#> const 0.73947457 7.2874156 -8.9326879 10.43474746
#> exo1 -0.79876449 0.4285003 -1.3687780 -0.37128718
#> exo2 0.34360478 0.4425873 -0.2131402 0.97316324
#> exo3 1.35760235 0.7702625 0.1298549 2.37850703
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6481146 0.3959776 0.10710749 1.1696979
#> lag1_var2 -1.3008108 1.4951184 -3.57182262 0.6570572
#> lag1_var3 -1.5919518 2.5545323 -5.47958238 1.6726944
#> lag1_var4 2.3930583 2.3633555 -0.63231129 6.0091942
#> const -5.2615888 7.0917877 -14.99733095 2.8845310
#> exo1 0.2504583 0.7756479 -0.51761272 1.4792444
#> exo2 -4.7809553 0.8724674 -5.63508572 -3.3324609
#> exo3 0.6809123 0.5496557 -0.08193788 1.2771964
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6247184 0.5027315 -0.03193529 1.3804905
#> lag1_var2 -0.9324145 1.8217436 -3.52991650 1.5294973
#> lag1_var3 -1.4427283 3.1095485 -5.94348087 2.5628678
#> lag1_var4 2.2984482 2.8564792 -1.39358463 6.4668884
#> const -5.9853667 10.1054767 -21.14922294 4.7398600
#> exo1 -0.2343604 0.7605529 -1.08340197 0.9504086
#> exo2 -4.8595422 0.9105415 -5.79849267 -3.4609232
#> exo3 1.6436367 0.8565486 0.42338828 2.6606194
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003340415 0.0001251916 0.0002240897 0.0005332317
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006450947 0.004992411 -0.01464425 -0.002080988
#> Sigma[2,2] 4.667752904 1.505309801 3.16195920 7.139622349
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001257631 0.002836703 -0.001305013 0.00613402
#> Sigma[3,2] -2.169203301 0.890543427 -3.671663236 -1.26792024
#> Sigma[3,3] 1.216168083 0.518832442 0.679669002 2.09845765
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001969061 0.002274298 -0.004809459 0.001658125
#> Sigma[4,2] -0.121464940 0.280195402 -0.581105239 0.148836321
#> Sigma[4,3] 0.302967570 0.148161830 0.136973573 0.544880271
#> Sigma[4,4] 0.296657120 0.056455958 0.213992344 0.369668584
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979831325 0.01258766 0.969504540 1.0003201264
#> lag1_var2 0.027155048 0.01432896 0.006487875 0.0478125440
#> lag1_var3 0.058929708 0.03227077 0.011599842 0.1050823027
#> lag1_var4 -0.058700512 0.02895782 -0.098742097 -0.0151018070
#> const 0.514593371 0.31648822 -0.010856356 0.8467358094
#> exo1 0.001632805 0.01816352 -0.022723654 0.0259085111
#> exo2 -0.079834273 0.01838795 -0.100212950 -0.0521004334
#> exo3 -0.028018117 0.02042646 -0.054897358 0.0009540152
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002902074 2.803642 -3.8266539 3.3472353
#> lag1_var2 -2.852523171 3.077472 -7.2954964 0.5637687
#> lag1_var3 -8.333673502 7.041653 -18.5305505 -0.4446696
#> lag1_var4 7.790109296 6.203931 0.8637647 16.6975118
#> const 26.457299711 50.042910 -31.0393859 102.1272951
#> exo1 -1.885793109 2.103776 -4.5474742 1.1014676
#> exo2 2.123055738 3.668933 -1.7025419 7.7065144
#> exo3 3.955816388 2.220226 0.5019120 6.6934573
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4065020 1.697985 -1.68949707 2.8250880
#> lag1_var2 1.5616081 1.741551 -0.24554942 4.2633866
#> lag1_var3 4.2596030 3.977543 0.07751285 10.4501312
#> lag1_var4 -3.3310122 3.521164 -8.75743335 0.3592073
#> const -9.3891186 32.678540 -60.28989007 27.7325059
#> exo1 0.8466995 1.112047 -0.79542725 2.2855541
#> exo2 -4.3585199 1.632855 -6.88335730 -2.8725499
#> exo3 -2.5851098 1.136902 -4.19844560 -1.0832026
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41951564 0.6299643 -0.3449816 1.3408785
#> lag1_var2 -0.03216810 0.6010784 -0.5966891 0.9421119
#> lag1_var3 -0.18810834 1.3619621 -1.4536608 2.0241777
#> lag1_var4 0.87576800 1.2172909 -1.0777628 2.0328315
#> const 1.94118955 13.7994575 -18.2952669 16.2453189
#> exo1 0.04433291 0.5295046 -0.3978788 0.8439022
#> exo2 -4.01034258 0.4918406 -4.7533662 -3.2985969
#> exo3 -0.90999964 0.6150545 -1.7135240 -0.1244884
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007573189 0.0001884852 0.0005265506 0.001014643
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00694128 0.002749535 -0.01041359 -0.003409237
#> Sigma[2,2] 0.20800017 0.049956255 0.15742995 0.287192651
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004331511 0.004123876 -0.0006694919 0.009869553
#> Sigma[3,2] -0.079795789 0.090698042 -0.1976299230 0.066900393
#> Sigma[3,3] 1.171146576 0.226389627 0.8623677100 1.464527091
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001289091 0.004518762 -0.006807215 0.004900908
#> Sigma[4,2] 0.0574923744 0.110492782 -0.038903416 0.254749556
#> Sigma[4,3] 1.1689323291 0.197064549 0.940622213 1.430508160
#> Sigma[4,4] 1.2597105894 0.174616785 1.046579179 1.489366361
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00314022 0.02410582 0.972395120 1.04104924
#> lag1_var2 -0.03060586 0.09233038 -0.169017362 0.07997853
#> lag1_var3 -0.07488424 0.15935899 -0.313488661 0.11909757
#> lag1_var4 0.06734411 0.15063774 -0.117270630 0.29205765
#> const 0.36451443 0.27244845 -0.035210507 0.68172269
#> exo1 0.03671518 0.03212388 -0.005713442 0.08619910
#> exo2 -0.10632640 0.01943083 -0.133247030 -0.08044314
#> exo3 0.01297484 0.03796389 -0.038375311 0.06549529
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4980117 0.2533578 -0.7516168 -0.08078382
#> lag1_var2 1.9301553 1.3049998 0.3563347 3.82519130
#> lag1_var3 2.3829315 2.0557541 -0.1175640 5.41128449
#> lag1_var4 -2.2818600 1.9746233 -5.1916013 0.13480920
#> const 8.3490134 7.7702215 -2.1614488 19.01705555
#> exo1 0.1814564 0.5051748 -0.5409633 0.83692035
#> exo2 2.1157017 0.4056537 1.5661469 2.59411261
#> exo3 -0.4222524 0.5851916 -1.0646595 0.48267537
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9323460 0.6517338 0.2842282 1.9738740
#> lag1_var2 -1.2923454 2.6973485 -5.6751706 1.9331097
#> lag1_var3 -2.4508545 4.0912343 -9.0471144 2.4381696
#> lag1_var4 3.0762796 3.9812264 -1.5898746 9.5237146
#> const -2.7546014 15.4684199 -26.4656090 17.3631517
#> exo1 0.2249398 0.5916437 -0.5878619 0.9969279
#> exo2 -6.8068021 1.1341526 -8.2543601 -5.2157675
#> exo3 2.9389804 0.6717410 2.0551701 3.8542584
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6373568 0.6226804 -0.01975978 1.608817
#> lag1_var2 -0.4945506 2.9184982 -4.81804391 3.125333
#> lag1_var3 -1.6459366 4.4304884 -8.25386761 3.976501
#> lag1_var4 2.3348190 4.3114722 -3.15550758 8.806428
#> const 1.9911868 16.7272001 -20.98950373 26.475609
#> exo1 0.3746339 0.8408575 -0.90580441 1.231826
#> exo2 -5.7569437 1.2447605 -7.42427730 -4.018105
#> exo3 2.8212353 0.6878397 1.86495961 3.758071
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002741944 0.0001071973 0.000169757 0.0004415242
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007776735 0.002790608 -0.01212057 -0.004063293
#> Sigma[2,2] 0.762012234 0.177567204 0.62136103 1.092368231
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003758121 0.003991902 -0.0006521337 0.01042713
#> Sigma[3,2] -0.372112517 0.132261565 -0.5770933673 -0.20282012
#> Sigma[3,3] 0.995326967 0.210814390 0.7989479742 1.34270444
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001749431 0.003647835 -0.002822801 0.006204231
#> Sigma[4,2] -0.0158521242 0.125010527 -0.204144289 0.147241204
#> Sigma[4,3] 0.9011908137 0.205467048 0.689418362 1.241434024
#> Sigma[4,4] 0.9821882199 0.193332135 0.768834556 1.284470905
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990447824 0.004208016 0.983386634 0.994634324
#> lag1_var2 -0.005393195 0.013383498 -0.024299834 0.013177930
#> lag1_var3 -0.009896092 0.028639587 -0.050652984 0.029082913
#> lag1_var4 0.006772482 0.026172099 -0.028398649 0.044198200
#> const 0.447059483 0.130351113 0.278645736 0.642228161
#> exo1 0.018670939 0.017746609 -0.006654547 0.043744747
#> exo2 -0.024079784 0.018345111 -0.046772530 0.001254401
#> exo3 -0.014088077 0.015999167 -0.038124622 0.003217331
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03400269 0.3119972 -0.4798259 0.3700722
#> lag1_var2 0.29767794 1.0966105 -1.3513708 1.5601439
#> lag1_var3 -0.96595347 2.4169189 -4.5459200 1.8307933
#> lag1_var4 1.16048790 2.2149580 -1.4523953 4.4593104
#> const -5.78101033 9.3159391 -14.5265081 10.7084995
#> exo1 -0.62001750 0.6817371 -1.5086214 0.2363064
#> exo2 1.17302962 0.9152508 -0.1820255 2.1972865
#> exo3 0.20110891 0.5715316 -0.5548472 1.0739183
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2447941 0.2860748 -0.6286086 0.07546891
#> lag1_var2 0.4832055 1.0026847 -1.0745223 1.64547239
#> lag1_var3 1.9492706 2.1873757 -1.4654229 4.54903556
#> lag1_var4 -1.1070058 1.9519179 -3.4716578 1.86935483
#> const 13.2977002 9.7165342 2.6987797 27.35058991
#> exo1 -0.2461405 0.5234952 -1.0688301 0.37391845
#> exo2 -1.5930367 0.7087846 -2.5973953 -0.69925100
#> exo3 0.2901402 0.9843864 -0.8644194 1.80459356
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2910930 0.2550368 -0.6737850 0.03286163
#> lag1_var2 0.2950430 1.0898119 -1.3997537 1.68698312
#> lag1_var3 0.8180404 2.3360216 -2.9227659 3.60895302
#> lag1_var4 0.1334835 2.0774650 -2.4547305 3.36044951
#> const 10.6222032 12.0948485 -2.3211749 28.12943853
#> exo1 -0.5909143 0.5074411 -1.1030247 0.19813471
#> exo2 -1.1359271 0.7576517 -1.9857352 0.07518207
#> exo3 0.4484398 1.0714116 -0.7660811 2.03638051
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006005672 0.001741305 0.004471474 0.008630104
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005579534 0.001215191 -0.001785731 0.001419153
#> Sigma[2,2] 0.0075072734 0.001467718 0.005880926 0.009667877
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003021670 0.002117385 -0.006510327 -0.001226429
#> Sigma[3,2] -0.008068966 0.002568465 -0.012371967 -0.005354835
#> Sigma[3,3] 0.032878126 0.006894025 0.024935988 0.042442781
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00370511 0.001567124 -0.006072506 -1.941146e-03
#> Sigma[4,2] -0.00252790 0.002121012 -0.005661305 -7.127452e-06
#> Sigma[4,3] 0.02830988 0.006067789 0.021140544 3.613243e-02
#> Sigma[4,4] 0.02798665 0.005512957 0.021153165 3.554063e-02
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86608535 0.06461286 0.76909518 0.94040812
#> lag1_var2 0.28905603 0.22813825 -0.06950876 0.53726295
#> lag1_var3 0.34077265 0.32799299 -0.13622987 0.73710946
#> lag1_var4 -0.32783819 0.32011526 -0.72267306 0.12890696
#> const 1.76349189 1.54756543 0.31093926 4.11331716
#> exo1 -0.11892430 0.07666594 -0.22964588 -0.02055724
#> exo2 -0.04996393 0.06742607 -0.15118948 0.01894838
#> exo3 0.01431580 0.09293363 -0.10369197 0.16076750
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09672737 0.05826125 0.02161285 0.168318731
#> lag1_var2 0.35770344 0.26870280 -0.02939380 0.703455088
#> lag1_var3 -0.38097307 0.36117036 -0.81968688 0.119627493
#> lag1_var4 0.36998199 0.35160189 -0.12304693 0.795066607
#> const 0.72801966 1.60219008 -1.77999140 2.543865712
#> exo1 -0.06006273 0.05696248 -0.15850513 -0.001969476
#> exo2 0.56908962 0.10501764 0.39383072 0.669397296
#> exo3 0.25830861 0.09449743 0.11631928 0.363913481
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02766636 0.1459346 -0.183082761 0.2121053
#> lag1_var2 0.62932894 0.6364891 -0.255121865 1.3678301
#> lag1_var3 1.50320402 0.7577125 0.365588015 2.3951871
#> lag1_var4 -0.53548864 0.7294859 -1.384894347 0.5751754
#> const 1.80087499 4.0657802 -3.475941794 7.9089915
#> exo1 0.05135458 0.2150949 -0.218933023 0.3225850
#> exo2 -1.19968312 0.1705766 -1.450376925 -0.9767097
#> exo3 0.21085190 0.1710616 -0.001793526 0.4484753
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.042368817 0.1381496 -0.1293453 0.2397980
#> lag1_var2 0.415598029 0.5339433 -0.3118104 0.9807816
#> lag1_var3 0.577005186 0.6279551 -0.2949259 1.3220155
#> lag1_var4 0.395095364 0.6053903 -0.3150561 1.2426875
#> const 1.496416408 3.4315198 -3.3353418 6.4849947
#> exo1 0.004042078 0.2106844 -0.2416679 0.2429650
#> exo2 -0.809719860 0.1485787 -1.0553261 -0.6346542
#> exo3 0.429146774 0.1284880 0.2531964 0.5937372
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004706985 0.008603519 0.0003677535 0.02108713
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007532775 0.00759217 -0.02173152 -0.002559534
#> Sigma[2,2] 0.080533914 0.01733356 0.05678159 0.105873203
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02855659 0.04691538 0.00272953 0.11792685
#> Sigma[3,2] -0.10938027 0.04066931 -0.17673211 -0.07186263
#> Sigma[3,3] 0.25791121 0.25003482 0.10064023 0.73160958
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02688275 0.04697436 0.001482821 0.11640740
#> Sigma[4,2] -0.07130758 0.03908835 -0.141118108 -0.03889123
#> Sigma[4,3] 0.21654876 0.25217686 0.062458459 0.69559374
#> Sigma[4,4] 0.19430498 0.25420722 0.044484529 0.67778663
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02808346 0.07445831 0.97739020 1.14131494
#> lag1_var2 -0.05504205 0.10349328 -0.19422661 0.07160228
#> lag1_var3 -0.07961452 0.18071919 -0.33240419 0.14841723
#> lag1_var4 0.06509362 0.15724676 -0.14139116 0.28194544
#> const 0.36629042 0.50697273 -0.44477320 0.94882403
#> exo1 0.02113560 0.04781286 -0.02449726 0.10433131
#> exo2 -0.03426895 0.07858055 -0.10161601 0.09912918
#> exo3 0.01721220 0.05736782 -0.03653374 0.11257447
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.40037176 0.3016863 -0.6956408 0.06771612
#> lag1_var2 1.06518423 0.3752327 0.5493568 1.55879826
#> lag1_var3 0.35415781 0.5836029 -0.4695716 1.12782184
#> lag1_var4 -0.24585167 0.5275402 -0.9451466 0.51931436
#> const 3.26681627 3.8724595 -1.8559564 8.20493546
#> exo1 -0.07388883 0.2719869 -0.5014213 0.23672345
#> exo2 0.82373468 0.3667829 0.2692175 1.28391735
#> exo3 -0.06073085 0.3289856 -0.5773279 0.24960710
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6880663 0.5276733 0.13091980 1.4580775
#> lag1_var2 -0.3955793 0.7085015 -1.61366765 0.2474197
#> lag1_var3 0.4782344 1.1784389 -1.47395092 1.5686687
#> lag1_var4 0.3328476 1.0203735 -0.65418376 2.0000840
#> const -2.4894515 3.2043498 -5.96244997 2.0979102
#> exo1 0.2397649 0.3221944 -0.14040260 0.7062615
#> exo2 -1.5103018 0.5476167 -2.16006963 -0.6944986
#> exo3 0.2713801 0.4264284 -0.09974742 0.9799984
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5144847 0.4682578 0.14806566 1.2732108
#> lag1_var2 -0.2880492 0.7195077 -1.45605804 0.4830186
#> lag1_var3 -0.1692703 1.2371414 -2.10522464 1.1986929
#> lag1_var4 1.0433276 1.0766301 -0.19335806 2.7022141
#> const -1.6837889 2.6687048 -5.81455974 1.8004314
#> exo1 0.2102899 0.2622243 -0.03337103 0.6077274
#> exo2 -1.1337538 0.4359537 -1.58447475 -0.4650653
#> exo3 0.2639352 0.3333265 -0.03408014 0.7686652
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005743627 0.0001354615 0.0004118611 0.000786948
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04982029 0.01450681 -0.07213196 -0.03356232
#> Sigma[2,2] 5.75974061 1.76174394 3.94214018 8.77643553
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02935627 0.008203899 0.01877607 0.04141314
#> Sigma[3,2] -3.20650776 0.996887867 -4.80943812 -2.11440308
#> Sigma[3,3] 1.93675574 0.575294219 1.27658019 2.82508296
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001686136 0.002844402 -0.0009024223 0.006672164
#> Sigma[4,2] -0.016724366 0.260008891 -0.4714353004 0.229326539
#> Sigma[4,3] 0.180736236 0.194575475 -0.0009868223 0.526827376
#> Sigma[4,4] 0.205067232 0.077171841 0.1253002420 0.320218204
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995870599 0.01808849 0.966768007 1.019087810
#> lag1_var2 -0.013356758 0.01065751 -0.028607549 0.001044522
#> lag1_var3 -0.023295809 0.01856662 -0.049450590 0.002826082
#> lag1_var4 0.015997436 0.01473626 -0.003627504 0.037668950
#> const 0.550588993 0.47428275 0.068740171 1.272874987
#> exo1 -0.005662274 0.03190696 -0.041988143 0.042843477
#> exo2 -0.128565571 0.02582944 -0.161942912 -0.091425293
#> exo3 0.043220867 0.01362008 0.026701618 0.065048726
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0548285 2.009464 -4.634466 0.9183804
#> lag1_var2 2.9682222 1.033154 1.737007 4.4788831
#> lag1_var3 3.7535619 1.894157 1.511140 6.5424578
#> lag1_var4 -2.8053984 1.495985 -4.959175 -0.9076018
#> const 5.7386959 46.311255 -68.388939 47.6431205
#> exo1 0.7496440 2.859097 -3.725204 3.3763513
#> exo2 1.0093160 2.499630 -2.475870 4.5513811
#> exo3 -0.2416341 1.338616 -2.510732 1.0559067
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6284215 1.0926072 0.03444732 2.95696601
#> lag1_var2 -1.5042973 0.5776920 -2.26713079 -0.76364008
#> lag1_var3 -1.7471449 1.0385186 -3.15484286 -0.41726058
#> lag1_var4 2.0110641 0.8289203 1.02415349 3.10779332
#> const -4.0846026 26.6302034 -28.61600924 38.83470040
#> exo1 -0.1906794 1.4900310 -1.74370247 2.16642781
#> exo2 -1.8605504 1.3902784 -3.58140284 0.09450636
#> exo3 0.6736020 0.6945123 -0.22606913 1.75837396
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5230806 0.3479419 0.08629617 1.04063211
#> lag1_var2 -0.3601569 0.2403433 -0.65113913 0.00439813
#> lag1_var3 -0.5636451 0.4449167 -1.10661737 0.10535635
#> lag1_var4 1.3612166 0.3442906 0.84355752 1.78074749
#> const -2.1793930 6.4558678 -11.34298725 6.78498118
#> exo1 0.2958557 0.4084201 -0.25841787 0.81608058
#> exo2 -1.5101371 0.4507705 -1.95409767 -0.78832852
#> exo3 0.6492429 0.3300780 0.14359252 1.06184620
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002231077 0.0006454461 0.00167654 0.003263326
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04791623 0.0231636 -0.081575 -0.02144815
#> Sigma[2,2] 3.45068156 0.6203081 2.637560 4.35337441
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04087586 0.01593878 0.0238519 0.06445292
#> Sigma[3,2] -2.49539848 0.43743943 -3.0710131 -1.87480067
#> Sigma[3,3] 2.19099189 0.33503927 1.6713629 2.56711033
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01232307 0.003881682 0.005808255 0.0166605
#> Sigma[4,2] -0.44236159 0.100024946 -0.558277394 -0.2944751
#> Sigma[4,3] 0.73654279 0.119840091 0.575431876 0.8937298
#> Sigma[4,4] 0.50738803 0.100320774 0.388747420 0.6296645
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02290246 0.01755838 0.996348406 1.042961662
#> lag1_var2 -0.11327667 0.04997199 -0.179334548 -0.056170465
#> lag1_var3 -0.19697368 0.08042457 -0.300910106 -0.104468529
#> lag1_var4 0.17429241 0.07529579 0.084992935 0.272336088
#> const 0.82383467 0.33600726 0.434913080 1.311599423
#> exo1 -0.04475847 0.03285138 -0.095327128 -0.009270224
#> exo2 -0.02899551 0.05956696 -0.111510895 0.049179279
#> exo3 0.06354741 0.04405573 0.008092469 0.128805833
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.37706809 0.4625904 -2.175457 -0.9247607
#> lag1_var2 1.51678447 1.6944108 -0.891189 3.5152519
#> lag1_var3 1.34935077 2.7867986 -2.484447 4.6265355
#> lag1_var4 -1.23566657 2.6360610 -4.465234 2.3077892
#> const 28.10318901 19.2598511 7.075104 55.8018816
#> exo1 -0.01895524 1.9218845 -3.368412 1.7623048
#> exo2 1.19927599 2.4958075 -2.067318 4.9484038
#> exo3 -0.31970022 0.9800736 -1.376133 1.2063417
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0287303 0.5610845 1.2825000 2.8257869
#> lag1_var2 -1.9506541 1.7047374 -4.3054723 0.3804093
#> lag1_var3 -2.4159808 2.7450170 -6.2620268 1.2886115
#> lag1_var4 2.9689659 2.5687277 -0.5321779 6.5483654
#> const -21.5226889 18.6336048 -49.8626190 1.8772989
#> exo1 -0.2450562 1.5692435 -1.6537658 2.5403046
#> exo2 -1.2004347 1.9130648 -3.7057692 1.1937684
#> exo3 0.2074843 0.8012151 -0.9027751 1.3587749
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.251386586 0.3805601 0.7285160 1.7289122
#> lag1_var2 -1.543477433 0.9749400 -2.8761893 -0.4010362
#> lag1_var3 -2.434064823 1.5583540 -4.5277305 -0.5768612
#> lag1_var4 3.058150737 1.4524897 1.2745140 4.9533509
#> const -5.916722000 11.1292497 -19.8706106 9.2746555
#> exo1 -0.265328463 0.7195640 -1.2565799 0.6547310
#> exo2 -0.468773816 0.6594462 -1.4121255 0.4331685
#> exo3 -0.009811092 0.6084426 -0.9023645 0.7742586
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001842646 0.0003587401 0.001272869 0.002235603
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002798787 0.0006772722 -0.003666758 -0.00191860
#> Sigma[2,2] 0.023169718 0.0043806494 0.017157493 0.02912909
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002634122 0.003424375 -0.0006469169 0.007965075
#> Sigma[3,2] -0.029702410 0.011616032 -0.0473062724 -0.016593083
#> Sigma[3,3] 0.240442009 0.049138183 0.1818935415 0.311451500
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000317014 0.003216119 -0.003057523 0.005278477
#> Sigma[4,2] -0.011802201 0.011752097 -0.028219002 0.002670197
#> Sigma[4,3] 0.221941474 0.042234546 0.170430229 0.281551792
#> Sigma[4,4] 0.217496012 0.036398912 0.168385475 0.268039384
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98232308 0.01688404 0.95943321 1.0054987120
#> lag1_var2 0.06409658 0.11107823 -0.08883866 0.2073957704
#> lag1_var3 0.14757353 0.16014505 -0.07701649 0.3494236097
#> lag1_var4 -0.14752648 0.15794285 -0.34538761 0.0751686654
#> const 0.64433484 0.43942609 0.15667385 1.2406581159
#> exo1 0.01977590 0.02691496 -0.01537892 0.0578397405
#> exo2 -0.03586395 0.03628292 -0.09270094 0.0008884333
#> exo3 0.01781572 0.05565888 -0.07914899 0.0741667684
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03236621 0.06783539 -0.05363703 0.1218428
#> lag1_var2 -0.14260246 0.50090630 -0.82188501 0.4834217
#> lag1_var3 -1.29962983 0.67178660 -2.20055548 -0.4411040
#> lag1_var4 1.26250431 0.65997904 0.41830629 2.1480946
#> const 2.47562831 1.72273308 0.12273292 4.4554277
#> exo1 -0.04516072 0.20284015 -0.31157522 0.2263339
#> exo2 1.03975740 0.15559005 0.79004523 1.2000698
#> exo3 0.16378664 0.11717570 0.01573861 0.3219763
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5918121 0.1431564 -0.7955815 -0.43079572
#> lag1_var2 4.2096167 1.4301850 2.4237169 6.16776971
#> lag1_var3 6.0351004 1.7891273 3.7387841 8.41507128
#> lag1_var4 -4.9110391 1.7390597 -7.2082879 -2.67564229
#> const 3.4718285 6.0550056 -5.5790363 11.27850328
#> exo1 0.3870467 0.4637718 -0.1374214 0.98710305
#> exo2 -1.9951836 0.4844295 -2.6310386 -1.30226910
#> exo3 -0.9682745 0.6640995 -1.9314256 -0.03712597
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5831365 0.1575041 -0.81413839 -0.39819410
#> lag1_var2 3.6913103 1.2259993 2.10599465 5.42521062
#> lag1_var3 4.4839484 1.5619665 2.45600941 6.57353557
#> lag1_var4 -3.3757132 1.5206365 -5.39207225 -1.39494197
#> const 4.7324293 5.8983463 -3.14287402 12.86623303
#> exo1 0.3584280 0.3988137 -0.08484198 0.92524480
#> exo2 -1.2985432 0.4704702 -1.84878398 -0.61864497
#> exo3 -0.9012876 0.6831461 -1.94564029 -0.01084084
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000537506 9.916098e-05 0.0003974859 0.0006706226
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01789703 0.004833451 -0.02610963 -0.01294108
#> Sigma[2,2] 1.63054553 0.343307021 1.24450730 2.07207795
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01488503 0.003915393 0.0112722 0.02176817
#> Sigma[3,2] -1.25190255 0.288750751 -1.6686116 -0.94879919
#> Sigma[3,3] 1.10733840 0.253283087 0.8609328 1.50856432
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004481635 0.00126697 0.003121725 0.006631305
#> Sigma[4,2] -0.289646790 0.10768099 -0.477548977 -0.191739389
#> Sigma[4,3] 0.386313603 0.09730096 0.293459470 0.552721873
#> Sigma[4,4] 0.235709317 0.04114010 0.187675067 0.299716345
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00764446 0.01088049 0.992478009 1.021078826
#> lag1_var2 -0.04808301 0.04198635 -0.106313151 0.005587072
#> lag1_var3 -0.08997449 0.07038716 -0.187254726 0.001502911
#> lag1_var4 0.08084971 0.06502521 -0.004620693 0.168811268
#> const 0.30461888 0.47686928 -0.331278918 0.935541725
#> exo1 0.01486543 0.01883828 -0.010155768 0.040630711
#> exo2 -0.03157526 0.03090616 -0.062355452 0.018997408
#> exo3 0.02211452 0.02448414 -0.009040377 0.054033683
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8868421 0.6727167 -2.923282 -1.0745693
#> lag1_var2 1.3701965 3.1209112 -2.618364 6.3069703
#> lag1_var3 0.9808119 5.0892480 -5.501838 9.0792446
#> lag1_var4 -0.5875746 4.7415825 -8.088090 5.6004087
#> const 27.5883990 29.9921033 -18.933863 67.0189841
#> exo1 -1.0974608 1.0941261 -2.086138 0.6206852
#> exo2 0.9804637 1.3591969 -1.136336 2.3007514
#> exo3 0.1804370 1.0917388 -1.327992 1.7968166
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6624087 0.6043521 0.9338477 2.5043015
#> lag1_var2 -0.4985333 2.5907876 -5.0856267 2.0702254
#> lag1_var3 -0.1111073 4.2526449 -7.6573719 4.0681951
#> lag1_var4 0.6976883 3.9494823 -3.2742727 7.6806967
#> const -20.1441802 26.1583922 -56.7916951 17.8255702
#> exo1 1.1254231 0.9190889 -0.3332655 1.8559039
#> exo2 -0.5616769 0.9939946 -1.6517468 0.9204774
#> exo3 0.6165637 0.7566104 -0.2949031 1.6136226
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50334548 0.2996328 0.06996270 0.8683953
#> lag1_var2 -0.01734229 1.1668501 -1.83497945 1.2129423
#> lag1_var3 -0.08643587 1.9308752 -3.09667832 1.9912618
#> lag1_var4 0.93736699 1.7815693 -1.02037358 3.7182847
#> const -4.56767354 10.6220176 -19.03011030 11.6133348
#> exo1 0.48295864 0.3430201 -0.02651534 0.9109771
#> exo2 0.03340189 0.3635881 -0.38907860 0.4862143
#> exo3 0.78434622 0.4207484 0.22649876 1.3948334
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001110003 0.0001849793 0.0009122533 0.001391394
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001224666 0.0006037192 0.0004238612 0.002091595
#> Sigma[2,2] 0.024836218 0.0041295040 0.0198369679 0.031008911
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005483406 0.002522111 0.002546798 0.00943989
#> Sigma[3,2] 0.037873772 0.013748990 0.019937419 0.05789101
#> Sigma[3,3] 0.419959649 0.123489572 0.267629446 0.59347413
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006513341 0.002884631 0.002940508 0.01099960
#> Sigma[4,2] 0.054652458 0.016184717 0.034283088 0.07811064
#> Sigma[4,3] 0.462736719 0.132501856 0.302659661 0.64693621
#> Sigma[4,4] 0.517696087 0.142967256 0.350007050 0.71401202
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9930762345 0.02649732 0.96215606 1.03619062
#> lag1_var2 0.0482235103 0.08172468 -0.08308902 0.15414820
#> lag1_var3 0.0243788967 0.14351914 -0.20828731 0.21390798
#> lag1_var4 -0.0290076899 0.13677429 -0.21094834 0.19193140
#> const 0.3023825720 0.60913764 -0.58267412 1.10529546
#> exo1 -0.0002188438 0.02726422 -0.03844911 0.03422000
#> exo2 -0.2303650532 0.04141976 -0.27837018 -0.17444385
#> exo3 -0.1279404407 0.04015058 -0.18250023 -0.07818995
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01973692 0.1007374 -0.122446170 0.1547613
#> lag1_var2 1.02259485 0.3663072 0.600644005 1.6114421
#> lag1_var3 0.25351139 0.6483932 -0.525641761 1.2887414
#> lag1_var4 -0.26887682 0.6278424 -1.280863742 0.4753121
#> const 1.06773412 2.2654568 -2.530722376 3.5228648
#> exo1 0.02277281 0.1217842 -0.140425820 0.2004511
#> exo2 0.31399252 0.2272964 0.003062255 0.6410921
#> exo3 0.01968697 0.1132805 -0.126649016 0.1774630
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2692655 0.3146293 -0.6550457 0.21138220
#> lag1_var2 2.0879824 1.4996848 -0.2129161 4.03652873
#> lag1_var3 4.3435084 2.6947534 0.2103351 7.94466065
#> lag1_var4 -3.3610447 2.5980753 -6.7978771 0.64219443
#> const 6.3884823 5.4604173 0.1643222 14.83486042
#> exo1 0.8798194 0.3529678 0.3970295 1.34349422
#> exo2 -3.2450736 0.7389224 -4.2732298 -2.26605619
#> exo3 -0.6906241 0.4674973 -1.0899650 0.07979284
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2745078 0.3648314 -0.71809287 0.2850494
#> lag1_var2 2.3877432 1.6592940 -0.09294459 4.6526074
#> lag1_var3 3.9718758 2.9860029 -0.48975313 8.1153695
#> lag1_var4 -2.9856021 2.8817277 -6.94918679 1.3479046
#> const 6.6103075 6.2058140 0.21605302 16.3087943
#> exo1 0.9314064 0.3961503 0.35512503 1.4744999
#> exo2 -3.2261991 0.8328767 -4.29508708 -2.0748609
#> exo3 -0.7211410 0.5078579 -1.21509930 0.1188694
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001761473 2.337751e-05 0.0001484833 0.0002065291
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003877591 0.001137877 -0.004997653 -0.00200768
#> Sigma[2,2] 0.406887338 0.117666160 0.290973758 0.58567442
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001855518 0.0005420475 0.001123274 0.002563468
#> Sigma[3,2] -0.214144779 0.0693292634 -0.319428984 -0.139205656
#> Sigma[3,3] 0.162200615 0.0447215413 0.103254730 0.222980824
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003366887 0.0005143557 -0.001058319 0.0001702372
#> Sigma[4,2] 0.0109023840 0.0246889841 -0.024910802 0.0391863771
#> Sigma[4,3] 0.0482685204 0.0231097097 0.022787358 0.0856240441
#> Sigma[4,4] 0.0593648721 0.0162542025 0.034976084 0.0794322158
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004248440 0.009667992 0.99156594 1.018215215
#> lag1_var2 -0.049791432 0.028440399 -0.07965523 -0.005650394
#> lag1_var3 -0.096797684 0.050741551 -0.14885304 -0.018285820
#> lag1_var4 0.086200627 0.048432797 0.01090661 0.138227595
#> const 0.445894799 0.202507705 0.14544905 0.698656963
#> exo1 -0.005121019 0.010413437 -0.01590362 0.012647468
#> exo2 -0.087794777 0.012927637 -0.10646216 -0.071614276
#> exo3 0.047430584 0.011824427 0.03303229 0.063729960
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4549546 0.7555949 -2.5184696 -0.5116369
#> lag1_var2 2.3622201 1.6940968 0.6012129 4.5926901
#> lag1_var3 2.6903233 3.1287108 -0.6378095 6.8609009
#> lag1_var4 -2.0191840 2.8092352 -5.6602433 0.9156006
#> const 5.2597539 8.5519209 -7.1215184 16.6017425
#> exo1 -0.6848507 0.3135244 -1.1332674 -0.3037977
#> exo2 -0.1123395 0.6914530 -1.1205259 0.6882690
#> exo3 0.4112912 0.5151667 -0.4471751 0.9433854
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7656931 0.4322778 0.16873190 1.3195864
#> lag1_var2 0.1702966 1.0211485 -1.31187277 1.5745390
#> lag1_var3 1.2896121 1.8593857 -1.40630709 3.8294741
#> lag1_var4 -0.7071872 1.6831350 -2.99905809 1.7862003
#> const 1.4009090 3.9882074 -3.79207542 6.7225744
#> exo1 0.2956125 0.2169595 -0.06023092 0.5397962
#> exo2 -0.8086660 0.4718616 -1.40035475 -0.1131958
#> exo3 0.5733189 0.2959802 0.17315920 1.0140774
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06289225 0.3024233 -0.4168887 0.37930142
#> lag1_var2 1.21155733 0.5282890 0.6378024 1.92856286
#> lag1_var3 2.31316460 0.9804908 1.2125224 3.63265007
#> lag1_var4 -1.33936359 0.8754681 -2.4999332 -0.32753857
#> const 3.96227536 4.9996256 -0.9623284 12.45310246
#> exo1 -0.09599727 0.1520487 -0.3120473 0.07636701
#> exo2 -0.94882630 0.1937228 -1.2050234 -0.67857023
#> exo3 0.86091826 0.2382982 0.5129121 1.17774186
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007831372 0.0001653603 0.0005785 0.001016765
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003776902 0.001938618 -0.006806789 -0.001695516
#> Sigma[2,2] 0.130671890 0.028841624 0.103416892 0.182208480
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003023358 0.002049094 -0.00180638 0.003181457
#> Sigma[3,2] -0.1002072034 0.027988341 -0.14478517 -0.074421152
#> Sigma[3,3] 0.1645694179 0.031669907 0.12896248 0.209996486
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001906125 0.001741132 -0.004066909 0.0003522423
#> Sigma[4,2] -0.046065371 0.022759472 -0.083072568 -0.0217171241
#> Sigma[4,3] 0.144835643 0.030238475 0.101180851 0.1747046807
#> Sigma[4,4] 0.153263917 0.032673590 0.107039845 0.1876311128
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95946912 0.03261156 0.92463732 1.00768315
#> lag1_var2 0.03021906 0.03183935 -0.00969256 0.07230210
#> lag1_var3 0.02220124 0.06259210 -0.06034273 0.09769676
#> lag1_var4 -0.02476155 0.04939550 -0.08539250 0.04068620
#> const 0.72304359 0.31248577 0.31576887 1.17787453
#> exo1 -0.04216663 0.01914268 -0.06871875 -0.01779222
#> exo2 -0.04661076 0.01756531 -0.07559744 -0.02883719
#> exo3 -0.05112652 0.03760847 -0.11138951 -0.01550874
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06027048 0.4028156 -0.76985821 0.3423711
#> lag1_var2 0.34072412 0.3602779 -0.14213762 0.8676572
#> lag1_var3 -0.71291967 0.7257994 -1.63014357 0.4119262
#> lag1_var4 0.90225844 0.5670941 0.02920154 1.5950645
#> const -2.10947684 6.5337732 -11.10731620 7.1411914
#> exo1 0.63119695 0.3332730 0.09430657 0.9226401
#> exo2 0.64607138 0.3949487 0.11934169 1.2112028
#> exo3 1.09196938 0.3523164 0.71804044 1.6354971
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3769695 0.3188634 -0.1550440 0.75850938
#> lag1_var2 1.2155727 0.2847944 0.7793831 1.61615507
#> lag1_var3 2.2576145 0.6386729 1.3572874 3.21246747
#> lag1_var4 -1.6563760 0.4645948 -2.3117560 -0.94751429
#> const -0.1654995 6.3075637 -9.0186586 8.06915820
#> exo1 -0.4444271 0.3468188 -0.9465354 -0.06239936
#> exo2 -2.7150614 0.3883466 -3.2863343 -2.22790757
#> exo3 -1.9629866 0.3801771 -2.5459848 -1.62239940
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4185933 0.2804734 -0.07023176 0.70931597
#> lag1_var2 1.2028138 0.2845793 0.79378850 1.56882793
#> lag1_var3 1.3044242 0.6422518 0.40067232 2.16306298
#> lag1_var4 -0.6566893 0.4518673 -1.25506488 -0.05257073
#> const -2.6930004 6.8320095 -11.19365494 7.29478120
#> exo1 -0.1774683 0.3942571 -0.68064661 0.32374285
#> exo2 -3.0122943 0.3009833 -3.39283762 -2.62880632
#> exo3 -1.8023753 0.5117391 -2.65371222 -1.40173829
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000943177 0.001946166 0.0002069814 0.003809331
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01374813 0.01599016 -0.03979374 -0.00450266
#> Sigma[2,2] 0.54012266 0.19782268 0.31560849 0.81006273
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008643618 0.008416915 0.003101411 0.02230014
#> Sigma[3,2] -0.353295485 0.129022628 -0.535774610 -0.20519733
#> Sigma[3,3] 0.268190622 0.096463487 0.162634774 0.41594728
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001347561 0.001897007 -0.002730055 0.001562457
#> Sigma[4,2] -0.0214690959 0.034068786 -0.070525278 0.025314105
#> Sigma[4,3] 0.0534834300 0.027856721 0.019900537 0.096796501
#> Sigma[4,4] 0.0428355133 0.010758554 0.033474833 0.062001686
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000207054 0.02445629 0.97597502 1.037447821
#> lag1_var2 -0.008302362 0.05040588 -0.08066250 0.065103214
#> lag1_var3 -0.012917743 0.08472127 -0.13222536 0.113006891
#> lag1_var4 0.003194031 0.08093071 -0.12312742 0.109953410
#> const 0.616485612 0.26929582 0.25956202 0.958032938
#> exo1 -0.021474051 0.02290373 -0.06288150 -0.003157452
#> exo2 -0.111935337 0.01703895 -0.12827622 -0.086515573
#> exo3 0.066415877 0.02324698 0.04066711 0.104053687
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7196683 0.9497069 -2.1007245 0.5740173
#> lag1_var2 1.8448751 2.0184331 -1.5698653 3.7457868
#> lag1_var3 1.5308887 3.3366005 -4.1174743 4.6568362
#> lag1_var4 -1.2303386 3.1112643 -4.1670505 4.0914319
#> const 2.3915710 9.5744740 -9.3509646 14.7004477
#> exo1 0.4850052 0.5783798 -0.1326290 1.4482263
#> exo2 0.6558910 0.3712694 0.2404123 1.2668472
#> exo3 0.3176423 0.4513129 -0.3083823 0.8569809
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7251078 0.6185466 0.01765022 1.53573251
#> lag1_var2 -0.4707131 1.6955040 -1.86546070 2.52138285
#> lag1_var3 0.1993053 2.7687151 -2.02957309 5.11413041
#> lag1_var4 0.4710939 2.6146873 -4.15609807 2.77394666
#> const -0.3722758 6.3849230 -9.66033655 7.03427523
#> exo1 -0.1932242 0.4691762 -1.01198407 0.28949742
#> exo2 -0.5067081 0.3280326 -0.91724142 -0.13028100
#> exo3 -0.6476346 0.3701050 -1.10939672 -0.05875964
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3028542 0.3077750 -0.09527546 0.7086798
#> lag1_var2 0.2280379 1.0357323 -1.10646356 1.6315384
#> lag1_var3 0.4373387 1.7056227 -1.77483310 2.7449741
#> lag1_var4 0.4207501 1.5717748 -1.71234468 2.4398117
#> const 0.3633487 3.3563122 -3.36013976 5.3241778
#> exo1 0.1111261 0.2645467 -0.24786393 0.4974409
#> exo2 -0.1032065 0.1920435 -0.41845178 0.1122557
#> exo3 -0.4726160 0.2498961 -0.76038318 -0.1090059
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008740475 0.001565613 0.006990925 0.011102
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01231453 0.02266374 -0.01500648 0.04114866
#> Sigma[2,2] 1.88313693 0.58985607 1.20497510 2.84345823
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04314839 0.02027983 -0.06992718 -0.01386676
#> Sigma[3,2] -1.40326995 0.39775027 -2.01635151 -0.90016533
#> Sigma[3,3] 1.60251786 0.32388072 1.12232416 2.00571814
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03539987 0.01411127 -0.05233889 -0.01415789
#> Sigma[4,2] -0.04197694 0.12421298 -0.22534119 0.10340958
#> Sigma[4,3] 0.63207118 0.15810841 0.49204846 0.89087789
#> Sigma[4,4] 0.65305527 0.10983262 0.53516160 0.81810933
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974314741 0.05808737 0.9002830 1.05728587
#> lag1_var2 -0.201374168 0.07464900 -0.3067317 -0.11537923
#> lag1_var3 -0.305872055 0.10896423 -0.4658515 -0.18028170
#> lag1_var4 0.267717120 0.10305222 0.1506918 0.42301030
#> const 3.159500674 1.51806765 1.1310012 5.33617331
#> exo1 -0.003188122 0.10689534 -0.1281650 0.12939635
#> exo2 -0.097191851 0.10362493 -0.2286373 0.03509414
#> exo3 0.043061779 0.08111266 -0.0584259 0.15674186
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6700712 0.9628845 -1.9995145 0.5401502
#> lag1_var2 2.2024387 1.4032531 1.0649116 4.4272994
#> lag1_var3 1.8702534 2.0088717 0.2290588 5.0353158
#> lag1_var4 -1.6671156 1.8261685 -4.5498054 -0.2230770
#> const 2.5143914 21.2462617 -27.2044392 31.0110391
#> exo1 3.8061404 1.4277213 1.7439324 5.6375553
#> exo2 0.4145355 2.0748084 -1.7266117 3.5217253
#> exo3 0.2009712 1.6501327 -1.7181083 2.6402591
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36639120 0.4806687 -0.1976163 1.0253429
#> lag1_var2 -0.24556195 1.0737127 -2.0868723 0.8587898
#> lag1_var3 0.63185581 1.5395245 -2.0084899 2.2226049
#> lag1_var4 0.25647898 1.3872450 -1.1513281 2.6271341
#> const -1.14649710 13.8302785 -22.3264323 15.9836056
#> exo1 -2.76402304 1.2861994 -4.3525391 -1.2358260
#> exo2 -0.04669968 1.7101180 -2.7869027 1.8342268
#> exo3 -2.09331345 1.4175225 -4.1682608 -0.5288545
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1887465 0.3937692 -0.62191547 0.4292349
#> lag1_var2 0.8756628 0.5882058 -0.04493883 1.5324032
#> lag1_var3 1.3637666 0.8601684 0.06097436 2.3240342
#> lag1_var4 -0.3038383 0.7944474 -1.17984497 0.8759576
#> const 0.6875466 8.1910330 -9.56769223 13.1739307
#> exo1 -0.1600605 0.6594352 -1.15720020 0.6219803
#> exo2 0.2148145 0.8029850 -0.65149695 1.4409060
#> exo3 -2.2395525 0.8293678 -3.36861469 -1.1689102
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002906144 0.00752141 0.0004355652 0.01369849
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0021815 0.03435433 -0.02004623 0.04894938
#> Sigma[2,2] 0.8897152 0.22064040 0.61281221 1.23213654
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007298376 0.05581144 -0.08961222 0.01632227
#> Sigma[3,2] -0.755767518 0.26830774 -1.15968173 -0.51200755
#> Sigma[3,3] 0.836592366 0.41102359 0.57430687 1.47935959
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009114049 0.03233836 -0.05635781 0.003259692
#> Sigma[4,2] -0.126378944 0.14182740 -0.34810240 -0.022272380
#> Sigma[4,3] 0.308965846 0.23777272 0.15653686 0.685963223
#> Sigma[4,4] 0.227113845 0.14407059 0.13374305 0.459973812
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00101502 0.01323813 0.985319098 1.01938454
#> lag1_var2 -0.12796314 0.42009728 -0.773819848 0.09184037
#> lag1_var3 -0.17174324 0.56880366 -1.048964586 0.12721337
#> lag1_var4 0.16835402 0.55516573 -0.122614535 1.02424020
#> const 0.29353235 1.15242749 -0.538522716 2.05550606
#> exo1 0.04515475 0.05736011 0.004908125 0.13325684
#> exo2 -0.02371858 0.09080889 -0.095250011 0.12386178
#> exo3 0.01909222 0.05742053 -0.056348011 0.09587706
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67312610 0.3093014 -0.9786570 -0.1341368
#> lag1_var2 -0.94921349 2.7957082 -5.5838555 2.1248377
#> lag1_var3 -2.37053526 3.8696654 -8.7299571 2.0407533
#> lag1_var4 2.35642359 3.7789729 -1.9219601 8.5746064
#> const 18.61852447 12.1063328 1.5612902 35.8833797
#> exo1 0.07890464 0.7172304 -0.7995264 1.1444027
#> exo2 1.19084742 1.4319263 -0.6761700 3.4272393
#> exo3 0.35774272 1.5047871 -1.0746905 2.8979791
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23966614 0.3764761 -0.366041 0.5896644
#> lag1_var2 0.22490245 2.8343147 -2.535810 5.0500168
#> lag1_var3 0.97369571 3.8794243 -2.891938 7.5234950
#> lag1_var4 -0.01974553 3.7912805 -6.437009 3.7187140
#> const -4.21690697 14.4911464 -22.781754 15.9816790
#> exo1 0.06260365 0.6660780 -1.022841 0.7726238
#> exo2 -2.31153567 1.5251863 -4.775242 -0.6982797
#> exo3 -0.45082756 1.3707382 -2.613048 1.0054316
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2670275 0.2601603 -0.7208878 0.0004793348
#> lag1_var2 -0.9112176 1.4067697 -2.8308831 0.7276238765
#> lag1_var3 -1.3674439 1.9306176 -4.0382826 0.7983963694
#> lag1_var4 2.3194794 1.8878004 0.1875679 4.9220833749
#> const 9.0897051 7.1509705 0.1912151 18.8830077568
#> exo1 0.1279955 0.2362641 -0.2166515 0.3739890522
#> exo2 -1.5269847 0.7136882 -2.6332365 -0.9504353898
#> exo3 -0.2266498 0.5137004 -1.0428016 0.2923753745
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007406027 0.009240365 0.0002951621 0.02100202
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001317233 0.002720679 -0.0009944387 0.005878941
#> Sigma[2,2] 0.011216778 0.003056298 0.0083448750 0.015989154
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04516662 0.05920277 -0.12633241 0.0009922271
#> Sigma[3,2] -0.02997530 0.01912122 -0.05836301 -0.0113541259
#> Sigma[3,3] 0.41196726 0.37278667 0.10148972 0.8905436604
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.04661594 0.06070411 -0.13051821 0.0006171148
#> Sigma[4,2] -0.02479074 0.01970956 -0.05448898 -0.0058773158
#> Sigma[4,3] 0.41401447 0.38202162 0.09820206 0.9011297072
#> Sigma[4,4] 0.41926091 0.39104044 0.09703403 0.9242021900
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009178445 0.07673594 0.95813934 1.13952991
#> lag1_var2 -0.107874288 0.22949261 -0.47584076 0.05070257
#> lag1_var3 -0.196609508 0.44201690 -0.89706360 0.19183847
#> lag1_var4 0.185836362 0.42789375 -0.19021963 0.86353830
#> const 0.424936486 1.13316706 -1.51468975 1.45425687
#> exo1 0.031863047 0.08549657 -0.05147915 0.15508273
#> exo2 0.001392094 0.06722965 -0.08439404 0.10924795
#> exo3 -0.015890559 0.12431303 -0.17414609 0.15866073
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14489219 0.11130361 -0.01317087 0.2967718
#> lag1_var2 0.12084849 0.36136687 -0.30752268 0.6296738
#> lag1_var3 -0.74113099 0.61615987 -1.47007289 0.1862928
#> lag1_var4 0.69806193 0.59436400 -0.19753912 1.3995774
#> const 1.39934291 1.93026202 -1.78431035 3.4560303
#> exo1 -0.02351005 0.12509351 -0.22601726 0.1131722
#> exo2 0.93662251 0.07521914 0.84334656 1.0413105
#> exo3 0.23620573 0.13331802 0.10461980 0.4460798
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8470969 0.6477704 -1.974624 -0.26386595
#> lag1_var2 3.4213282 2.3360606 1.340747 7.59121738
#> lag1_var3 6.1405172 4.1945945 2.312687 13.52548480
#> lag1_var4 -4.9119935 4.0586201 -12.055336 -1.20170256
#> const 3.5231416 9.0713827 -8.483393 16.72452234
#> exo1 -0.2624946 0.6799778 -1.352275 0.58517212
#> exo2 -0.5582957 0.4962969 -1.359062 0.04519148
#> exo3 0.2609218 1.0674308 -1.375851 1.33657617
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.80989379 0.6432340 -1.9424660 -0.2762761
#> lag1_var2 3.26428474 2.3247055 1.3212647 7.4098322
#> lag1_var3 5.28539580 4.1543348 1.6969835 12.6270215
#> lag1_var4 -4.05572401 4.0193982 -11.1585906 -0.5755311
#> const 3.77032449 8.8767485 -7.7718776 16.6187253
#> exo1 -0.29060595 0.6528869 -1.3699957 0.4801331
#> exo2 -0.07590958 0.4939037 -0.8674676 0.5409218
#> exo3 0.40665174 1.0674143 -1.2735948 1.4815494
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007588032 0.004318086 0.001475537 0.0137473
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01956962 0.01239578 -0.03831352 -0.005232316
#> Sigma[2,2] 0.25992495 0.06145453 0.19602583 0.353219747
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008183694 0.004594068 0.002690109 0.01585823
#> Sigma[3,2] -0.115467143 0.024152422 -0.149773982 -0.08826771
#> Sigma[3,3] 0.059505335 0.010803655 0.046567560 0.07433570
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001328224 0.002221196 -0.004454757 0.001189468
#> Sigma[4,2] 0.010033068 0.011193175 -0.002776326 0.026807275
#> Sigma[4,3] 0.004221146 0.004289372 -0.000826670 0.010279088
#> Sigma[4,4] 0.009618714 0.003340600 0.006725089 0.015427128
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96636910 0.07189221 0.876685735 1.0857165
#> lag1_var2 0.02107926 0.20268138 -0.264408573 0.3183374
#> lag1_var3 0.05982180 0.42934700 -0.538681862 0.6928881
#> lag1_var4 -0.05344596 0.41859868 -0.661987877 0.5336947
#> const 0.47264647 0.97079210 -0.625890357 1.9096980
#> exo1 0.10084332 0.08995347 -0.003197414 0.2285537
#> exo2 -0.02633051 0.11096828 -0.147259183 0.1517287
#> exo3 0.02910002 0.08596455 -0.086016933 0.1442042
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2670176 0.2774335 -0.6225473 0.1488025
#> lag1_var2 0.6556004 1.1503999 -0.6318981 2.4499989
#> lag1_var3 -0.7001307 2.4424782 -3.4588074 3.1608789
#> lag1_var4 0.7777486 2.2709469 -2.7541904 3.3365709
#> const 1.8116293 5.6291277 -7.3027798 6.8091709
#> exo1 -0.3674531 0.8456041 -1.5634152 0.7258191
#> exo2 1.3134009 0.5857970 0.4318925 1.9343370
#> exo3 0.6183735 0.6459709 -0.2155600 1.5638637
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06660599 0.1168653 -0.07957269 0.24331286
#> lag1_var2 0.35720240 0.5392417 -0.41248462 0.98676985
#> lag1_var3 1.73144240 1.1459116 0.06199106 3.11699204
#> lag1_var4 -0.78859203 1.0746115 -2.12151226 0.73691980
#> const 1.33664033 2.8865271 -2.06928512 5.67320836
#> exo1 0.18112485 0.3321338 -0.23745557 0.68824664
#> exo2 -0.70989654 0.2504184 -0.98158302 -0.30023071
#> exo3 -0.28125878 0.2915663 -0.71706236 0.08005819
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.073141252 0.07685449 -0.20017575 -0.001189488
#> lag1_var2 0.345480962 0.20732970 0.07415354 0.655250861
#> lag1_var3 0.715053109 0.43921230 0.14388754 1.367846749
#> lag1_var4 0.280363960 0.42113667 -0.35816924 0.835471979
#> const 1.712692550 1.37026671 -0.03473626 3.527641296
#> exo1 0.001112852 0.13419865 -0.19982862 0.129727555
#> exo2 -0.083185948 0.11069657 -0.26339578 0.021882416
#> exo3 0.014164865 0.12829115 -0.18237083 0.133467356
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003479159 0.0005008891 0.002800379 0.004118627
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00373030 0.002217136 -0.007176656 -0.001337053
#> Sigma[2,2] 0.02444084 0.007752794 0.016527888 0.037723762
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001339396 0.001847367 -0.001045398 0.003926006
#> Sigma[3,2] -0.011894301 0.006820951 -0.022127160 -0.004517395
#> Sigma[3,3] 0.055444325 0.013016628 0.040678175 0.074711296
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001036249 0.001711460 -0.003229324 0.001183105
#> Sigma[4,2] 0.003604180 0.005198221 -0.003503495 0.009741659
#> Sigma[4,3] 0.049289042 0.011514444 0.035374194 0.065149484
#> Sigma[4,4] 0.053024211 0.011142242 0.039790274 0.069110654
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00922166 0.03656309 0.97071369 1.06816289
#> lag1_var2 -0.05975754 0.18094874 -0.35780870 0.11756248
#> lag1_var3 -0.11954974 0.29113988 -0.62445674 0.14828346
#> lag1_var4 0.10857978 0.27869810 -0.14411203 0.58940691
#> const 0.49353756 0.96074961 -0.88120644 1.82993714
#> exo1 0.02243396 0.04534635 -0.02557343 0.09222362
#> exo2 -0.02784692 0.06013584 -0.10856781 0.05836056
#> exo3 0.01835570 0.04323779 -0.04262641 0.08331901
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1564860 0.07616332 -0.22174691 -0.01936196
#> lag1_var2 0.9416583 0.64270353 0.04129255 1.81900729
#> lag1_var3 0.4157644 1.10868536 -1.06102170 1.97312413
#> lag1_var4 -0.3834582 1.10433168 -1.94228237 1.08484323
#> const 2.1364056 1.58492111 0.05672025 4.29214523
#> exo1 0.1058720 0.09569551 -0.03273560 0.21211068
#> exo2 0.4251504 0.15433968 0.22129391 0.65022203
#> exo3 0.1674028 0.13950304 -0.06836164 0.31508550
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13253929 0.1800184 -0.08369044 0.4125771
#> lag1_var2 0.18112849 0.6499911 -0.45000847 1.2462005
#> lag1_var3 1.12347495 0.9459575 0.42305555 2.6826185
#> lag1_var4 -0.16310949 0.9405582 -1.73197016 0.5467944
#> const -0.52926757 2.7837661 -4.80441662 3.0819130
#> exo1 0.05413486 0.1925692 -0.11954390 0.3645247
#> exo2 -0.09593253 0.2692905 -0.46369098 0.2800124
#> exo3 0.90763459 0.1709655 0.69652609 1.1266158
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03397565 0.1821833 -0.15706918 0.3359787
#> lag1_var2 0.37014394 0.6409126 -0.36730901 1.2867270
#> lag1_var3 0.74306635 0.8725800 -0.25898682 2.0223233
#> lag1_var4 0.24807397 0.8699027 -1.05380192 1.2379037
#> const 0.15767116 3.1435828 -3.96104262 4.2107005
#> exo1 0.12405287 0.1939558 -0.09041083 0.4254107
#> exo2 0.17731162 0.2313255 -0.14239526 0.4814401
#> exo3 1.04803171 0.1630992 0.87156923 1.2950101
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02473083 0.005471843 0.01725244 0.03226101
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001543503 0.0018654568 -0.003636387 0.0008891776
#> Sigma[2,2] 0.005914686 0.0009346662 0.004962385 0.0074928322
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01018433 0.013676649 -0.03317369 0.005246534
#> Sigma[3,2] -0.01496893 0.005082662 -0.02341670 -0.009760755
#> Sigma[3,3] 0.22558227 0.074721327 0.13944003 0.338124344
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01207029 0.014494312 -0.03686887 0.004455300
#> Sigma[4,2] -0.01243738 0.005353687 -0.02138518 -0.006911797
#> Sigma[4,3] 0.23541232 0.079301826 0.14541178 0.354289779
#> Sigma[4,4] 0.24777562 0.084204317 0.15356792 0.373033916
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.927171937 0.02099666 0.9018305 0.95663759
#> lag1_var2 0.020932231 0.23266518 -0.2474024 0.35455415
#> lag1_var3 0.036629919 0.41963477 -0.5138897 0.58310907
#> lag1_var4 -0.007158894 0.39197277 -0.5030099 0.52387390
#> const -0.024387715 2.49252159 -4.3187975 2.34043353
#> exo1 0.050349642 0.15462221 -0.1811051 0.21301619
#> exo2 -0.078164466 0.11832335 -0.2480384 0.04758272
#> exo3 -0.002341663 0.21338853 -0.3080297 0.25447712
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05149898 0.01775851 0.03488688 0.07912624
#> lag1_var2 0.52760286 0.24769966 0.22304286 0.88870069
#> lag1_var3 -0.23311679 0.36986607 -0.60237619 0.34642347
#> lag1_var4 0.24252973 0.34562149 -0.30087437 0.59057951
#> const 0.84468977 1.61163828 -1.58803555 2.39946475
#> exo1 -0.06715474 0.03911638 -0.11371362 -0.01807447
#> exo2 0.67214240 0.08696173 0.56339521 0.80296822
#> exo3 0.47946905 0.06185200 0.40482057 0.56363972
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31382964 0.1018180 -0.4389415 -0.17328153
#> lag1_var2 2.92097500 1.3897415 1.0424751 4.67168698
#> lag1_var3 3.96182570 2.1399526 0.8633814 6.52923682
#> lag1_var4 -3.00305710 2.0636905 -5.4411174 -0.00832228
#> const 0.95008779 6.9593093 -8.7595238 10.03676869
#> exo1 0.08954988 0.3585605 -0.3043234 0.62694569
#> exo2 -3.95597335 0.6581179 -5.0287232 -3.24866911
#> exo3 -1.29423171 0.5595726 -1.8819022 -0.51425242
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3091663 0.1022798 -0.4288188 -0.1667177
#> lag1_var2 3.0099846 1.3692735 1.1861828 4.7172975
#> lag1_var3 3.2934645 2.1134716 0.2810584 5.8427878
#> lag1_var4 -2.3169943 2.0437523 -4.7378697 0.6036773
#> const 0.6550127 6.7433161 -8.8567660 9.3862094
#> exo1 0.0521021 0.3781007 -0.3677868 0.6268567
#> exo2 -3.8794625 0.6832459 -5.0145183 -3.1571436
#> exo3 -1.1122097 0.5789092 -1.7268152 -0.2850085
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001219923 0.0002471012 0.0008992259 0.00159477
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05161821 0.01234426 -0.06466824 -0.03459445
#> Sigma[2,2] 3.23216113 0.78140447 2.31188369 4.36346705
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0297707 0.008441976 0.01933434 0.04135483
#> Sigma[3,2] -1.7660278 0.448626824 -2.42760244 -1.23921069
#> Sigma[3,3] 1.0658680 0.297282039 0.73446037 1.53059654
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003303502 0.003777257 0.0005692119 0.009458759
#> Sigma[4,2] -0.101462804 0.126477849 -0.3053341377 0.002905338
#> Sigma[4,3] 0.169567500 0.111124004 0.0775827245 0.346486863
#> Sigma[4,4] 0.132678133 0.053059866 0.0892880367 0.214441833
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971275491 0.04513715 0.90246213 1.03082961
#> lag1_var2 0.093316589 0.05817522 0.02798198 0.18878040
#> lag1_var3 0.183847501 0.11393465 0.05569282 0.37068270
#> lag1_var4 -0.175622746 0.09978213 -0.33885246 -0.06282668
#> const 0.354886030 0.58673136 -0.20096599 1.31655828
#> exo1 0.004073134 0.03163312 -0.03547152 0.05185474
#> exo2 -0.121391536 0.04415102 -0.18497831 -0.07587423
#> exo3 0.032750886 0.03388462 -0.01052182 0.08127826
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7799896 2.385231 -2.291690 3.9729194
#> lag1_var2 -6.3010479 3.514804 -11.298572 -2.1571198
#> lag1_var3 -14.1094493 6.906757 -23.892329 -5.8610147
#> lag1_var4 13.4237369 6.089939 6.132127 21.9063492
#> const 15.8236648 25.159837 -18.083140 53.6700406
#> exo1 -1.9900129 1.534276 -3.888072 0.1598518
#> exo2 0.3938500 1.919614 -2.442257 2.5922885
#> exo3 1.2140308 2.162367 -1.910074 4.0122484
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1606495 1.418673 -1.7632385 2.0126383
#> lag1_var2 3.8308559 2.028714 1.2310693 6.6716580
#> lag1_var3 8.4402623 3.990359 3.2850407 13.9869288
#> lag1_var4 -7.3604896 3.503417 -12.2634460 -2.7608901
#> const -8.3802928 13.501155 -30.6200420 8.5760925
#> exo1 1.1649348 1.009467 -0.1037602 2.5232601
#> exo2 -1.2400963 1.239047 -2.9283213 0.3615214
#> exo3 -0.8452396 1.196700 -2.3493586 1.0213975
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5870086 0.3862204 -0.009593525 1.02400551
#> lag1_var2 0.2252468 0.6213131 -0.861960003 0.86550709
#> lag1_var3 0.4810014 1.2195932 -1.654564235 1.73601106
#> lag1_var4 0.2504170 1.0584637 -0.811896850 2.12881717
#> const -1.0621260 4.9436995 -6.478880091 6.30417682
#> exo1 0.1394986 0.4426162 -0.464103501 0.70485463
#> exo2 -1.1885063 0.3980139 -1.805070827 -0.70693741
#> exo3 -0.2206961 0.2458068 -0.581522003 0.07371243
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001444832 2.600349e-05 9.932862e-05 0.0001694631
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007895282 0.0007970981 -0.00208841 5.283585e-05
#> Sigma[2,2] 0.0614710529 0.0191419769 0.04911192 9.202252e-02
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000159874 0.002979608 -0.003535631 0.004146242
#> Sigma[3,2] -0.168110280 0.054790757 -0.250988094 -0.102734693
#> Sigma[3,3] 2.121695351 0.546571881 1.404833282 2.958385852
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000673062 0.002971672 -0.004558541 0.003531914
#> Sigma[4,2] -0.133725308 0.060121082 -0.220280484 -0.052982973
#> Sigma[4,3] 2.074616460 0.530226238 1.370986836 2.879005518
#> Sigma[4,4] 2.048162739 0.512543123 1.354320975 2.817171882
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981967768 0.006098477 0.97211234 0.98771515
#> lag1_var2 -0.019367959 0.046699788 -0.07511543 0.04558566
#> lag1_var3 -0.036466565 0.074777730 -0.13344022 0.07096783
#> lag1_var4 0.034088264 0.073289132 -0.07138737 0.12949309
#> const 0.620852575 0.130115079 0.48557047 0.81555597
#> exo1 -0.006888253 0.011662395 -0.02110168 0.01034016
#> exo2 -0.049838088 0.012090098 -0.06378101 -0.03355946
#> exo3 0.042559636 0.010559448 0.03139390 0.05998485
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1494720 0.1124791 -0.009943775 0.2820757
#> lag1_var2 -0.1994522 1.0074493 -1.210179031 1.4175586
#> lag1_var3 -1.3599533 1.6922191 -3.037037581 1.3186821
#> lag1_var4 1.3377339 1.6574075 -1.279512785 2.9857236
#> const -1.3729985 1.6829703 -3.335656356 1.2619712
#> exo1 0.1007472 0.1466932 -0.092447173 0.3154697
#> exo2 0.5168106 0.2210320 0.208220297 0.8277896
#> exo3 -0.5025278 0.1802424 -0.788425412 -0.3295006
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.38896451 0.5587575 -2.0345576 -0.4773626
#> lag1_var2 7.12069621 4.4548065 0.8938816 12.3130452
#> lag1_var3 12.69772383 6.9327315 3.6797325 20.7809739
#> lag1_var4 -11.67438939 6.7148351 -19.5715830 -2.9864845
#> const 32.90448884 17.5048264 8.2861039 54.0574034
#> exo1 -0.01318198 0.7508471 -1.0673868 0.9183745
#> exo2 -0.24779227 1.3057356 -2.2676761 1.3739889
#> exo3 3.07259114 1.1816328 1.9221926 4.9004689
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.32394360 0.5429272 -1.950600 -0.4315212
#> lag1_var2 6.76314246 4.6960761 0.537971 12.1315970
#> lag1_var3 11.48989796 7.3881870 2.390039 19.8170197
#> lag1_var4 -10.47107513 7.1635432 -18.575802 -1.7008391
#> const 32.17365058 17.3875115 7.955480 53.5844763
#> exo1 0.04808101 0.7795073 -0.988654 1.0930306
#> exo2 0.05643133 1.2951189 -1.964735 1.7148785
#> exo3 2.84056114 1.1826908 1.711653 4.7435110
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002850547 7.364835e-05 0.0001971757 0.0003800082
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00174811 0.005697849 -0.01096744 0.00507339
#> Sigma[2,2] 2.78792715 0.535988257 2.00799115 3.50007032
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 2.538023e-05 0.004747658 -0.006224893 0.00623652
#> Sigma[3,2] -1.509290e+00 0.467286907 -2.136240768 -0.86128335
#> Sigma[3,3] 2.047923e+00 0.494118020 1.654534954 2.86429470
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008701734 0.00400265 -0.0068796078 0.003491024
#> Sigma[4,2] 0.3502528998 0.31302797 0.0007779455 0.873870274
#> Sigma[4,3] 1.1580403114 0.43104832 0.6554285652 1.791125386
#> Sigma[4,4] 1.5231736204 0.50889784 0.9119538338 2.273731510
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9760080867 0.01373293 0.96293215 0.99884748
#> lag1_var2 -0.0004607273 0.01686999 -0.02272202 0.02229909
#> lag1_var3 -0.0029897116 0.02632969 -0.03836279 0.03284262
#> lag1_var4 0.0040888359 0.02495671 -0.02968281 0.03775328
#> const 0.4698943026 0.24406786 0.06593519 0.68525229
#> exo1 0.0100838549 0.01972516 -0.02032640 0.03457498
#> exo2 -0.0901121909 0.01966296 -0.11569321 -0.06285289
#> exo3 0.0074510975 0.01608637 -0.01910910 0.02533375
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13509105 1.399172 -2.287838 1.489796
#> lag1_var2 -0.04019358 1.573214 -2.421474 1.571031
#> lag1_var3 -1.32434387 2.428933 -4.952390 1.219245
#> lag1_var4 1.35558925 2.264009 -1.000050 4.788297
#> const 2.54395445 35.404962 -31.772065 63.231359
#> exo1 0.73654840 2.009850 -1.877118 3.309795
#> exo2 0.45098637 1.521172 -1.685439 2.673833
#> exo3 0.14909932 1.430647 -1.817834 2.078033
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1859133 1.0879577 -0.9478004 1.8447724
#> lag1_var2 1.1750883 1.4287222 -0.7553296 3.1260225
#> lag1_var3 2.7205811 2.1753283 -0.2519110 5.6414031
#> lag1_var4 -1.8068171 2.0193693 -4.5078058 1.0116143
#> const 0.6076453 22.1221306 -26.1648418 31.7854422
#> exo1 0.4738962 0.6997005 -0.5101180 1.5477520
#> exo2 -3.4983027 1.4545115 -5.2386119 -1.5278286
#> exo3 -0.5278089 0.9309578 -1.8142498 0.6415725
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08851445 1.030333 -0.9283631 1.641856
#> lag1_var2 0.73991337 1.452963 -0.9947125 2.842481
#> lag1_var3 1.24505001 2.179631 -1.2861809 4.393477
#> lag1_var4 -0.29163321 2.061793 -3.1857178 2.145314
#> const 1.27932780 20.753309 -31.0606367 24.279957
#> exo1 1.00767570 1.110258 -0.7075267 2.367719
#> exo2 -3.47540953 1.842020 -5.9747047 -1.192361
#> exo3 -0.47158770 1.750970 -2.9531132 1.820106
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005738741 0.00176165 0.00399019 0.00855541
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0207518 0.007855487 -0.03352238 -0.0136344
#> Sigma[2,2] 0.1810406 0.043968796 0.13120671 0.2503680
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04269675 0.01884864 0.02583648 0.0736908
#> Sigma[3,2] -0.21360281 0.10596753 -0.39964086 -0.1185087
#> Sigma[3,3] 0.64333055 0.22041518 0.46252318 1.0178766
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03619978 0.01735405 0.0194173 0.06396106
#> Sigma[4,2] -0.13331494 0.10044450 -0.3054449 -0.04088833
#> Sigma[4,3] 0.60903514 0.19670032 0.4349551 0.92382397
#> Sigma[4,4] 0.61988734 0.17931976 0.4480735 0.92022749
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.076028778 0.03209322 1.0293462 1.11545532
#> lag1_var2 -0.017805835 0.10184496 -0.1720184 0.10187096
#> lag1_var3 -0.071807176 0.17710288 -0.3308207 0.12770941
#> lag1_var4 0.050499683 0.15823934 -0.1274955 0.28173884
#> const -0.665546581 1.18109492 -2.3709817 0.90759237
#> exo1 0.009855219 0.05782458 -0.0644968 0.09013271
#> exo2 0.226525450 0.08206837 0.1699413 0.37188138
#> exo3 -0.032317388 0.08997632 -0.1734844 0.06205737
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36293585 0.1747489 0.1635883 0.5838618
#> lag1_var2 -0.47993541 0.6151388 -1.0867624 0.4075689
#> lag1_var3 -2.20971892 1.1895296 -3.4922653 -0.5173062
#> lag1_var4 2.06213313 1.0764580 0.5498873 3.2352874
#> const 3.03126429 6.3323732 -7.1203232 10.0524136
#> exo1 -0.04178494 0.3163233 -0.5047614 0.3936271
#> exo2 2.43474757 0.6371058 1.4361518 3.0768259
#> exo3 0.89956991 0.5674051 0.1063832 1.5345504
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4726165 0.3081137 -0.985523 -0.1253847
#> lag1_var2 2.2081618 0.7725917 1.069065 3.3308847
#> lag1_var3 4.8457118 1.6472164 2.559927 7.1902561
#> lag1_var4 -3.6645283 1.4757742 -5.755749 -1.6483867
#> const -0.2599640 5.1145953 -8.214522 5.5070201
#> exo1 -0.1469223 0.8430263 -1.440231 0.7719648
#> exo2 -2.8607388 1.1144696 -4.094688 -1.0004437
#> exo3 -0.8268093 0.9560746 -1.903678 0.5976222
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3254778 0.3896534 -0.9033469 0.1916023
#> lag1_var2 1.7419146 0.9756219 0.2376463 2.9657925
#> lag1_var3 3.2709529 1.9914694 0.3891534 5.9869736
#> lag1_var4 -2.1310776 1.7903232 -4.6140705 0.4209671
#> const 0.4765478 7.2292300 -9.8141408 9.3373468
#> exo1 -0.1932631 0.8780088 -1.4410721 0.8972075
#> exo2 -1.8690287 1.0019994 -3.1708394 -0.3106017
#> exo3 -0.4071597 0.8101194 -1.3541370 0.7449007
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008605386 0.0003406379 0.0005569722 0.001426833
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01809667 0.01018606 -0.03558401 -0.01061433
#> Sigma[2,2] 0.79794123 0.31220384 0.56141387 1.30486058
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01135858 0.007645971 0.006629753 0.02430476
#> Sigma[3,2] -0.42792683 0.246579750 -0.807713331 -0.25613742
#> Sigma[3,3] 0.37123895 0.204345432 0.236839178 0.69109832
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003790247 0.002150833 -0.001845854 0.003690088
#> Sigma[4,2] 0.0586518608 0.090749573 -0.081310944 0.151055357
#> Sigma[4,3] 0.1154481837 0.062253669 0.070069921 0.219357789
#> Sigma[4,4] 0.1566513474 0.040284275 0.107068453 0.212449382
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980707902 0.01784224 0.9553813544 1.00227221
#> lag1_var2 -0.024456320 0.10274093 -0.1627337925 0.10266335
#> lag1_var3 -0.055865127 0.16866329 -0.2871313264 0.14835447
#> lag1_var4 0.057496982 0.16324733 -0.1407712370 0.28076183
#> const 0.398136565 0.46196726 -0.1789620802 1.08776762
#> exo1 -0.006669403 0.02506475 -0.0411896029 0.02820101
#> exo2 -0.086540823 0.02729774 -0.1223760836 -0.05067979
#> exo3 0.032530001 0.02994094 0.0001554417 0.08241051
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41884721 0.5747280 -1.3772792 0.09968612
#> lag1_var2 0.69661370 2.0461937 -1.7027417 3.63965759
#> lag1_var3 -0.03287297 3.3330999 -3.8425004 4.86161539
#> lag1_var4 0.09079912 3.2086251 -4.6093901 3.81572780
#> const 8.59223491 13.1571553 -9.7327618 27.39322583
#> exo1 -0.38096765 0.7733245 -1.3232161 0.69713127
#> exo2 3.06556455 0.8815117 1.9558124 4.23973098
#> exo3 0.16087703 0.8357085 -0.8722104 1.47906965
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27764531 0.3866783 -0.1252116 0.8506766
#> lag1_var2 -0.05969151 1.7169717 -3.0091414 1.3039713
#> lag1_var3 0.65390880 2.8048376 -4.1582338 2.8836374
#> lag1_var4 0.26714898 2.7467950 -1.9127577 4.9870879
#> const -3.23287965 9.4053462 -18.3458300 8.5632093
#> exo1 -0.06382887 0.7281833 -0.8886741 1.1295752
#> exo2 -2.54689583 0.5015050 -3.2323715 -1.8590188
#> exo3 0.10149192 0.4257109 -0.5713953 0.5566091
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02431357 0.1934159 -0.1978599 0.3393402
#> lag1_var2 -0.04325877 1.3682057 -1.6473785 1.9799260
#> lag1_var3 -0.03374016 2.2765194 -2.6699462 3.3704924
#> lag1_var4 0.99907288 2.2097522 -2.2988096 3.5833339
#> const 1.40611796 4.1369175 -4.9345659 6.9783492
#> exo1 -0.30212979 0.4086583 -0.8435227 0.3387549
#> exo2 -0.75479748 0.2765256 -1.1528411 -0.3701251
#> exo3 0.19647025 0.2670700 -0.1022665 0.5845817
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003909783 0.0001464674 0.0002227229 0.0006158817
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002615803 0.002074224 -0.005837113 -0.0005072408
#> Sigma[2,2] 0.652170819 0.165174819 0.498754800 0.9233715107
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004293181 0.004182579 -0.005718102 0.005411229
#> Sigma[3,2] -0.2057020533 0.162692321 -0.344738356 0.092190181
#> Sigma[3,3] 1.4506118714 0.367055981 1.054450415 2.043057286
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002044148 0.004272289 -0.007153446 0.004087351
#> Sigma[4,2] 0.203228173 0.179816448 0.006829474 0.479823591
#> Sigma[4,3] 1.389562108 0.352196565 0.976745474 1.953062758
#> Sigma[4,4] 1.589048368 0.359801944 1.172959852 2.116186696
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9710802878 0.01165837 0.953252190 0.98405022
#> lag1_var2 0.0001758707 0.02654256 -0.032914301 0.04159230
#> lag1_var3 -0.0099822970 0.04315934 -0.065585400 0.05465357
#> lag1_var4 0.0088505973 0.04156595 -0.053053139 0.06255712
#> const 0.7572851579 0.29229270 0.426331937 1.19899181
#> exo1 0.0107735214 0.01924166 -0.009051005 0.03964911
#> exo2 -0.1257478113 0.01856940 -0.140980299 -0.09512904
#> exo3 0.0490494236 0.01858381 0.025593680 0.07249465
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9284655 0.3129595 0.6220321 1.398826291
#> lag1_var2 -1.7556473 1.7782425 -3.8281176 0.760297688
#> lag1_var3 -3.7493938 2.9800740 -7.1726192 0.346322306
#> lag1_var4 3.6352964 2.8812088 -0.2751103 6.917266997
#> const -12.6961027 12.2428801 -29.3073784 4.126551036
#> exo1 -1.0433690 0.7269494 -1.8397471 -0.001792239
#> exo2 5.0350866 0.8800516 3.8813792 6.178170241
#> exo3 0.8333839 0.7365232 -0.1932768 1.775359638
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1306240 0.8668593 -1.2556689 1.263573
#> lag1_var2 0.4717763 2.1000382 -1.7815884 3.855041
#> lag1_var3 1.9197384 3.3076143 -1.5417528 7.246828
#> lag1_var4 -1.0045413 3.2294147 -6.2244786 2.342833
#> const 2.5943512 17.2723040 -19.7620802 31.034050
#> exo1 0.5611075 0.9688956 -0.7491010 1.852547
#> exo2 -6.1403152 1.1115109 -7.7426608 -4.822446
#> exo3 2.3483831 1.3293069 0.5824299 3.953915
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73989610 0.944997 -0.644411 2.082972
#> lag1_var2 -1.10021832 2.059706 -4.402230 1.667792
#> lag1_var3 -1.15291185 3.277865 -6.399568 3.145319
#> lag1_var4 2.00111104 3.213548 -2.249236 7.118045
#> const -6.20696257 20.053880 -32.646452 22.432000
#> exo1 -0.09956264 1.334551 -1.937527 1.930078
#> exo2 -3.32821983 1.112741 -5.141086 -1.949515
#> exo3 3.05888481 1.428609 1.003063 4.600026
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001507398 0.0005792295 0.0009414295 0.002490217
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02037329 0.006750636 -0.02985262 -0.01217998
#> Sigma[2,2] 1.95466888 0.330611703 1.46486284 2.41885693
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009476269 0.00400259 0.003794499 0.01522981
#> Sigma[3,2] -1.113726012 0.20352966 -1.451449040 -0.90940443
#> Sigma[3,3] 0.800279137 0.16046851 0.675318691 1.08584467
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001474736 0.002873572 -0.005369481 0.001980745
#> Sigma[4,2] -0.113726812 0.129422411 -0.310247313 0.025325225
#> Sigma[4,3] 0.254934724 0.082375764 0.171030116 0.384084989
#> Sigma[4,4] 0.225330372 0.044943761 0.174536512 0.295097957
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967447398 0.03848198 0.89924156 0.99755477
#> lag1_var2 0.026946757 0.09739345 -0.06759898 0.18060410
#> lag1_var3 0.050756416 0.18698506 -0.12860446 0.34633203
#> lag1_var4 -0.053698481 0.16851426 -0.32062817 0.10538393
#> const 0.977748042 0.57749078 0.09771054 1.62985755
#> exo1 0.004523447 0.03505901 -0.04991323 0.04928822
#> exo2 -0.113825350 0.04375766 -0.16541870 -0.05926445
#> exo3 0.073202401 0.03943183 0.01883026 0.12540867
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9202890 1.174351 -3.5496488 -0.3555645
#> lag1_var2 5.8063621 3.501626 0.1878932 9.7241070
#> lag1_var3 9.4437901 6.740252 -1.3466743 16.9717603
#> lag1_var4 -8.5701257 6.122140 -15.3669864 1.2486248
#> const 2.7434578 16.654653 -17.0519293 28.8800505
#> exo1 -1.3865410 1.385937 -3.1159780 0.5162600
#> exo2 1.0358624 1.119824 -0.3053819 2.7491728
#> exo3 0.4135486 1.885579 -2.0116115 3.3008186
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8250930 0.7860973 -0.3491694 1.7813788
#> lag1_var2 -1.9348455 2.4219392 -4.8217294 1.8973585
#> lag1_var3 -2.8021659 4.6415097 -8.3903465 4.5334934
#> lag1_var4 3.3442979 4.2121794 -3.3095318 8.4133000
#> const 3.0823372 12.1457864 -14.7173913 19.9199391
#> exo1 1.0740211 0.8814119 -0.1357304 2.2553513
#> exo2 -0.4825165 0.5972869 -1.3121204 0.3131194
#> exo3 0.4126964 1.1684467 -1.2494863 2.0049259
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23582520 0.3095691 -0.6673801 0.2057597
#> lag1_var2 0.83897573 1.0149065 -0.7403064 1.8941757
#> lag1_var3 1.64256578 1.9281850 -1.3723557 3.6440391
#> lag1_var4 -0.61164741 1.7255806 -2.4051133 2.0764567
#> const 4.27999575 7.0917727 -4.0652540 14.5345957
#> exo1 0.39300289 0.4934860 -0.1828988 1.1358189
#> exo2 0.05355031 0.5781423 -0.6975688 0.9623177
#> exo3 0.65840112 0.3489496 0.1619315 1.1082700
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001642962 0.0009171902 0.001059023 0.003124923
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005658601 0.003221894 -0.01081968 -0.002564798
#> Sigma[2,2] 0.216034967 0.051005351 0.15895613 0.283409246
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004491743 0.003044341 0.00127371 0.009387527
#> Sigma[3,2] -0.103143939 0.042628416 -0.16963963 -0.052919969
#> Sigma[3,3] 0.091640673 0.031498255 0.05491533 0.138623652
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001036605 0.002397643 -0.001176218 0.004892309
#> Sigma[4,2] 0.038407312 0.028078544 0.001648482 0.076615899
#> Sigma[4,3] 0.029996467 0.015363253 0.012522983 0.053366928
#> Sigma[4,4] 0.062163678 0.015645602 0.043785182 0.087362855
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984418965 0.05404155 0.89967941 1.049341515
#> lag1_var2 0.047666710 0.06925148 -0.01481052 0.157347786
#> lag1_var3 0.069863254 0.10631144 -0.02416555 0.240422451
#> lag1_var4 -0.072239143 0.09851557 -0.23490169 0.011632666
#> const 0.495929750 1.09886021 -1.24061870 1.721213008
#> exo1 0.001031863 0.03623677 -0.05683845 0.042975997
#> exo2 -0.044234148 0.03420871 -0.09726514 -0.003588392
#> exo3 -0.029144821 0.02818410 -0.06271445 0.014147614
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1859004 0.4005386 -0.2476763 0.80697288
#> lag1_var2 2.5482907 1.0869661 0.8397261 3.74876645
#> lag1_var3 2.4208860 1.6462980 -0.1667399 4.26381659
#> lag1_var4 -2.5265749 1.5212666 -4.2074873 -0.11693342
#> const 3.0292408 11.1086285 -12.3624171 18.40909599
#> exo1 -0.7391411 0.4179581 -1.2247156 -0.07990067
#> exo2 1.8672601 0.4873705 1.1335855 2.43722579
#> exo3 -0.2608315 0.5230159 -0.8242187 0.49696486
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2573026 0.3714919 -0.91890888 0.1182120
#> lag1_var2 -0.2582153 0.8041278 -1.03256350 1.0211522
#> lag1_var3 0.4873911 1.2151561 -0.68975607 2.4219382
#> lag1_var4 0.5969474 1.1171926 -1.18762503 1.6791426
#> const -0.5838829 6.2479854 -8.92014680 8.1618273
#> exo1 0.4939767 0.2213390 0.16526937 0.7634225
#> exo2 -1.4960903 0.2908455 -1.86782769 -1.1062575
#> exo3 0.4309066 0.2966325 -0.02984338 0.7847823
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16394986 0.2336777 -0.52756018 0.11520675
#> lag1_var2 0.94933349 0.5022377 0.31073757 1.66573365
#> lag1_var3 1.36147794 0.7651639 0.38155077 2.44362973
#> lag1_var4 -0.32102301 0.6941342 -1.30493358 0.58130238
#> const 0.33442232 2.9839585 -4.59060329 4.03248924
#> exo1 0.03641227 0.1638283 -0.16203697 0.25841494
#> exo2 -0.33656873 0.2371802 -0.59096919 0.08307855
#> exo3 0.31706242 0.2017746 0.08664101 0.63271340
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006690755 0.000158395 0.0004400588 0.0008947528
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01798158 0.005031327 -0.02548847 -0.01155847
#> Sigma[2,2] 1.01428658 0.247908111 0.81616777 1.45111636
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01411688 0.00390068 0.008440994 0.01968066
#> Sigma[3,2] -0.74866845 0.18592438 -1.063295616 -0.56169745
#> Sigma[3,3] 0.62726137 0.14672836 0.440420155 0.85614459
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005072307 0.001638824 0.002536981 0.007149412
#> Sigma[4,2] -0.234048072 0.072342167 -0.329435723 -0.127351479
#> Sigma[4,3] 0.252680587 0.062669062 0.153395132 0.333196078
#> Sigma[4,4] 0.140032551 0.032825896 0.091660410 0.183759136
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972190354 0.01496780 0.95401239 0.99538302
#> lag1_var2 -0.028439198 0.03006007 -0.06487248 0.01706706
#> lag1_var3 -0.047651703 0.05699693 -0.11948919 0.03689531
#> lag1_var4 0.046216519 0.05453858 -0.03383793 0.11689615
#> const 0.830312021 0.34972578 0.41094654 1.39638189
#> exo1 -0.008174802 0.01448493 -0.02698453 0.01286023
#> exo2 -0.073390101 0.03015574 -0.10673536 -0.02245073
#> exo3 0.038519229 0.01467688 0.01479175 0.05303374
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48394057 0.7485791 -0.7120915 1.3263072
#> lag1_var2 2.12131346 1.2384395 0.4699310 3.6918190
#> lag1_var3 2.46579056 2.3706995 -0.7718196 5.4890933
#> lag1_var4 -2.49502820 2.2334869 -5.4002191 0.5181702
#> const -9.52457282 13.7355140 -22.8555920 12.8194855
#> exo1 0.56586178 0.6704541 -0.4462040 1.4128214
#> exo2 0.64324828 1.3833321 -1.2915919 2.6123813
#> exo3 0.01257344 0.4892738 -0.6540850 0.6891859
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2620489 0.5882757 -1.0083399 0.58203459
#> lag1_var2 -1.8591525 1.0987395 -3.4704557 -0.69221652
#> lag1_var3 -2.8105766 2.1214434 -5.9200992 -0.59729451
#> lag1_var4 3.7889251 2.0136454 1.7323328 6.77011298
#> const 7.0394905 10.7866752 -9.7882562 17.28878551
#> exo1 -0.7978359 0.5789025 -1.5993763 0.02754609
#> exo2 -0.7685805 1.1462179 -2.4347389 0.71956762
#> exo3 0.0466049 0.2745786 -0.3031466 0.44271318
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001015042 0.2530882 -0.4010113 0.2908276
#> lag1_var2 -1.211617798 0.5599774 -2.0848344 -0.5671794
#> lag1_var3 -2.413816751 1.0901401 -4.1001565 -1.1564810
#> lag1_var4 3.384852732 1.0423528 2.1655835 4.9968886
#> const 1.411027957 5.0848647 -6.5410734 6.8816883
#> exo1 -0.531161982 0.3202142 -1.0351345 -0.1348137
#> exo2 -0.404624736 0.5122437 -1.1134620 0.1987847
#> exo3 0.052499831 0.2836262 -0.2019365 0.4989911
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001378343 0.0004673099 0.0008702303 0.002152235
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006224013 0.003391111 -0.01089107 -0.002006526
#> Sigma[2,2] 0.218819261 0.041233365 0.16591257 0.277721751
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003902092 0.003156474 1.204879e-05 0.007814461
#> Sigma[3,2] -0.115216273 0.036214964 -1.666020e-01 -0.068200779
#> Sigma[3,3] 0.362232619 0.091710333 2.629342e-01 0.486811128
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002892538 0.00455498 -0.006678020 0.004589784
#> Sigma[4,2] 0.0305395001 0.03242061 -0.009545765 0.080779963
#> Sigma[4,3] 0.3032581932 0.09366693 0.196162166 0.443276191
#> Sigma[4,4] 0.3425981493 0.10024276 0.226802428 0.493652861
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0103511198 0.01143919 0.99926909 1.02824487
#> lag1_var2 -0.0415869627 0.05798861 -0.12026354 0.03006623
#> lag1_var3 -0.0584967497 0.09114237 -0.18528650 0.05383398
#> lag1_var4 0.0464152324 0.08918799 -0.06657427 0.17001629
#> const 0.5769952975 0.27646103 0.29525083 1.05219074
#> exo1 0.0089703395 0.02710204 -0.03034500 0.04846089
#> exo2 -0.0383884912 0.04337030 -0.09154170 0.02641512
#> exo3 0.0001920222 0.04456460 -0.06053901 0.04949125
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6208647 0.1861601 -0.9161858 -0.4021071
#> lag1_var2 2.9546885 2.0382710 1.2466044 6.6558008
#> lag1_var3 3.0603784 3.1666847 0.3669720 8.7950294
#> lag1_var4 -2.9068831 3.0899982 -8.4783252 -0.2047735
#> const 7.0639155 4.0385434 2.0284958 13.4810632
#> exo1 -0.4737007 0.6220324 -1.2659135 0.4636287
#> exo2 0.6991200 0.5434168 -0.1151952 1.3762774
#> exo3 -0.2274548 0.3797672 -0.6652600 0.2851069
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8648097 0.3356445 0.4001330 1.2026085
#> lag1_var2 -0.2196805 2.3714173 -3.3441086 3.2265634
#> lag1_var3 0.7932835 3.6558257 -4.0615662 6.0332607
#> lag1_var4 -0.1053480 3.5794645 -5.3160593 4.6253239
#> const -2.1180769 7.4829743 -11.5568709 8.8101534
#> exo1 0.1286761 0.5920055 -0.6552838 0.8784300
#> exo2 -1.6743879 0.6026088 -2.5915089 -0.9557834
#> exo3 -1.4894648 0.4360025 -2.1960792 -0.9730854
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4707324 0.3259346 -0.01493798 0.8193871
#> lag1_var2 1.3622671 2.0829566 -1.03587436 4.5019623
#> lag1_var3 2.2668350 3.1890638 -1.43734877 7.0357609
#> lag1_var4 -1.4727733 3.1465454 -6.25511017 2.1347075
#> const 1.8536964 6.6334595 -6.31603189 11.2908164
#> exo1 -0.1899295 0.4937542 -0.80831242 0.5554633
#> exo2 -1.2602969 0.4749933 -2.01752554 -0.7199183
#> exo3 -1.7043879 0.5544372 -2.56893535 -1.1823127
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002531004 5.11369e-05 0.0001854514 0.0003142276
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005357677 0.0009261198 -0.001091952 0.001394839
#> Sigma[2,2] 0.1124945998 0.0231236000 0.084041941 0.142238584
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008404016 0.00158236 -0.003242573 0.0009294359
#> Sigma[3,2] -0.1257466979 0.03575910 -0.179848863 -0.0886214488
#> Sigma[3,3] 0.2358932374 0.06462620 0.182337390 0.3458847684
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006346742 0.001373673 -0.002867447 0.0006326176
#> Sigma[4,2] -0.0713058622 0.028558275 -0.116839400 -0.0405576101
#> Sigma[4,3] 0.1819386687 0.051406315 0.139102549 0.2707827463
#> Sigma[4,4] 0.1549044703 0.040805555 0.115356558 0.2247082771
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00228107 0.008565509 0.992642776 1.015067656
#> lag1_var2 -0.04365918 0.027916398 -0.077736747 -0.002801372
#> lag1_var3 -0.07619801 0.053033464 -0.136563376 0.003022349
#> lag1_var4 0.07061924 0.050366088 -0.004684482 0.127395715
#> const 0.31967617 0.270064408 -0.055890848 0.687963256
#> exo1 -0.02491839 0.010457483 -0.039988291 -0.010167968
#> exo2 -0.12050342 0.019113870 -0.149698955 -0.097953094
#> exo3 0.03815810 0.018018776 0.017862948 0.064459091
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1120105 0.1173658 -0.2822184 0.02790296
#> lag1_var2 1.3750629 0.5611236 0.6993120 2.12362526
#> lag1_var3 0.5940352 1.1141763 -0.7424924 1.97346320
#> lag1_var4 -0.5136670 1.0401610 -1.7986626 0.73756187
#> const -1.8286096 3.3903277 -7.2605075 1.66348568
#> exo1 0.1347022 0.2149290 -0.1619015 0.41064183
#> exo2 1.7675133 0.4282172 1.3457071 2.41293447
#> exo3 -0.9638051 0.3384271 -1.3775116 -0.42905398
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2107029 0.1441425 -0.3952687 0.00889474
#> lag1_var2 -0.3016965 0.5902974 -1.0937670 0.51494171
#> lag1_var3 1.3381048 1.1133333 -0.1143577 2.81227093
#> lag1_var4 -0.3601820 1.0377843 -1.7347962 1.01315488
#> const 10.7530172 5.6587943 4.0168694 17.90038849
#> exo1 -0.6143298 0.3897588 -1.1682348 -0.04802284
#> exo2 -1.8538991 0.6455287 -2.8295210 -1.06688654
#> exo3 1.5417637 0.4009109 0.8453105 1.90523529
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30480056 0.1253492 -0.4785014 -0.1600391
#> lag1_var2 0.05029291 0.5138593 -0.5071343 0.8534693
#> lag1_var3 0.98769642 0.9545360 0.0221479 2.4716304
#> lag1_var4 0.05381681 0.8892260 -1.3387541 0.9605694
#> const 9.82339006 4.9676780 3.9456156 16.8258586
#> exo1 -0.58209800 0.3418828 -1.0376717 -0.1168058
#> exo2 -0.99134758 0.4806369 -1.6735668 -0.3931195
#> exo3 1.11721538 0.3068982 0.6651794 1.4823645
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002070929 0.0004698623 0.00147067 0.002702293
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03797419 0.01370388 -0.05356441 -0.01571352
#> Sigma[2,2] 1.79564519 0.40934348 1.29331914 2.28321261
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02805613 0.01253162 0.007280677 0.04300576
#> Sigma[3,2] -1.47008032 0.32159244 -1.895352704 -1.08161039
#> Sigma[3,3] 1.50068545 0.30564328 1.158724865 1.95384621
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004578352 0.005692519 -0.002700132 0.01103054
#> Sigma[4,2] -0.361973663 0.148781222 -0.600309932 -0.18800269
#> Sigma[4,3] 0.612471182 0.152273202 0.438934136 0.87521497
#> Sigma[4,4] 0.410381972 0.105685363 0.281104072 0.53822542
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000781826 0.01960872 0.984882883 1.03498921
#> lag1_var2 0.009777818 0.06400243 -0.073162290 0.10247710
#> lag1_var3 0.020203020 0.10619676 -0.117631312 0.17260065
#> lag1_var4 -0.036019928 0.10538105 -0.186895796 0.09721908
#> const 1.056665215 0.62072321 0.122131466 1.94902980
#> exo1 -0.041945511 0.03664428 -0.091441948 0.00643335
#> exo2 -0.026115570 0.04384507 -0.080701795 0.03624434
#> exo3 0.076061554 0.04533834 0.008659032 0.13562466
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48480355 0.3236686 -0.88385225 0.003601538
#> lag1_var2 -1.25673245 1.8670248 -4.26808350 0.801366137
#> lag1_var3 -3.66966668 3.0464441 -8.52481465 -0.328629940
#> lag1_var4 4.06638129 2.9050585 0.87285888 8.673234923
#> const -13.25114836 19.7105743 -44.14516751 12.380109525
#> exo1 -0.02987174 1.3735646 -1.92584696 1.746322184
#> exo2 1.73158178 1.2984846 -0.02942706 3.245755922
#> exo3 1.92797520 1.1033722 0.24720957 3.200485855
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3138690 0.3321566 -0.1420524 0.7492592
#> lag1_var2 2.9440061 1.6939142 1.1893208 5.7377625
#> lag1_var3 5.9281073 2.7409906 3.1163679 10.4368612
#> lag1_var4 -5.3039242 2.5320928 -9.4855872 -2.5859648
#> const 17.1944200 21.8409896 -7.7117459 53.3316708
#> exo1 -0.1778741 1.1621616 -1.6502265 1.4755319
#> exo2 -2.8221609 1.0210733 -3.9941275 -1.4252024
#> exo3 0.2069086 1.0802485 -1.0083886 1.7671962
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003515015 0.2412839 -0.3190315 0.3249851
#> lag1_var2 1.830084407 0.7073815 1.1131280 2.9512127
#> lag1_var3 3.122685490 1.1334401 1.9497089 4.8980493
#> lag1_var4 -2.241225224 1.0199818 -3.8130585 -1.0985796
#> const 8.601239471 10.7089972 -3.2582193 26.4213309
#> exo1 -0.164715069 0.7039409 -0.9601911 0.7854862
#> exo2 -1.826277620 0.5454078 -2.5403160 -1.0595147
#> exo3 1.499848164 0.5983520 0.6523859 2.2146536
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001153795 0.0001390449 0.0009828647 0.001366216
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00271693 0.006586748 -0.00505031 0.01231469
#> Sigma[2,2] 0.89265365 0.293661197 0.51082658 1.29754224
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007352317 0.003935408 -0.005261753 0.005942787
#> Sigma[3,2] -0.1657597611 0.067367489 -0.233135138 -0.051441962
#> Sigma[3,3] 0.3424323037 0.084652413 0.225134585 0.453133916
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000476869 0.003777369 -0.003884587 0.00626156
#> Sigma[4,2] 0.248087860 0.179575595 0.035925063 0.51478206
#> Sigma[4,3] 0.303399527 0.081041355 0.213488858 0.42189729
#> Sigma[4,4] 0.461104076 0.073413081 0.369225940 0.56865469
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983320554 0.02519149 0.950071603 1.02027347
#> lag1_var2 -0.019364460 0.04747020 -0.081863196 0.05171001
#> lag1_var3 -0.050171359 0.10607198 -0.178514557 0.10696775
#> lag1_var4 0.043359239 0.09722348 -0.098502190 0.16330887
#> const 0.735933216 0.73927003 -0.029615006 1.82063052
#> exo1 -0.009976235 0.03315578 -0.047861044 0.03772006
#> exo2 0.005045378 0.03903817 -0.046604846 0.05629072
#> exo3 0.035925726 0.03572064 -0.009201024 0.08317101
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2331758 0.4196144 -0.9076690 0.1924553
#> lag1_var2 1.9778870 0.7401598 1.0465034 3.0892132
#> lag1_var3 2.9551335 1.6761252 0.6625394 5.3666969
#> lag1_var4 -2.7488750 1.5328367 -4.9693913 -0.6432435
#> const 0.4396627 10.5668904 -11.9795621 14.8892384
#> exo1 -0.3555865 1.0211494 -1.6976083 1.2164517
#> exo2 -0.5073272 0.5241939 -1.1597641 0.2823835
#> exo3 -0.4692990 0.7590468 -1.4681697 0.5009197
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2747834 0.3535950 -0.1819933 0.7803224
#> lag1_var2 -0.5315095 0.9033069 -1.8839993 0.5501825
#> lag1_var3 -0.4195900 2.0130846 -3.3904952 2.0840569
#> lag1_var4 1.2151506 1.8158538 -1.0428196 3.8718391
#> const 0.6913973 6.6815788 -7.6037041 10.6440712
#> exo1 -1.3953517 0.4309850 -2.0683135 -0.8433613
#> exo2 -1.9607770 0.5109249 -2.6645574 -1.2357902
#> exo3 -0.2992816 0.3460931 -0.7280413 0.2111845
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.186365014 0.2913149 -0.1414334 0.5831186
#> lag1_var2 -0.004341764 0.9252042 -1.2458578 1.2595942
#> lag1_var3 0.127159759 2.0531610 -2.6177062 2.8672850
#> lag1_var4 0.771025794 1.8358973 -1.6757254 3.2096902
#> const 0.106580014 6.2622754 -8.2722644 7.8145878
#> exo1 -1.736688486 0.4970886 -2.4293942 -1.0455342
#> exo2 -2.417956033 0.5673212 -3.2882839 -1.6652763
#> exo3 -0.566490784 0.6738339 -1.5321388 0.2331862
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01763128 0.004407128 0.01278236 0.02466195
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01213371 0.01315485 -0.0284074 0.005151707
#> Sigma[2,2] 0.27568752 0.07788665 0.1928985 0.396834646
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004284397 0.005656552 -0.001042812 0.01301254
#> Sigma[3,2] -0.175285469 0.062847575 -0.285238999 -0.10868410
#> Sigma[3,3] 0.252881381 0.059309885 0.182086011 0.33882983
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009642206 0.006040356 -0.01057101 0.006765092
#> Sigma[4,2] -0.0690590399 0.046960072 -0.13930355 -0.017653907
#> Sigma[4,3] 0.2046501544 0.047950769 0.14117634 0.273981465
#> Sigma[4,4] 0.2004332696 0.042370997 0.13741512 0.259555005
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.908766961 0.04785714 0.8491040 0.97361286
#> lag1_var2 0.046179021 0.12955025 -0.1330411 0.20023736
#> lag1_var3 0.088266004 0.32579550 -0.3737402 0.46918540
#> lag1_var4 -0.065708038 0.31429301 -0.4232199 0.38075865
#> const 1.325862805 1.70634435 -0.9282532 3.53562642
#> exo1 0.042039977 0.12937086 -0.1528171 0.21106173
#> exo2 -0.177819050 0.17705070 -0.4264932 0.01068384
#> exo3 -0.003228294 0.10672490 -0.1218484 0.16169066
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5601205 0.1621358 0.3397427 0.7919860
#> lag1_var2 0.1178481 0.5094843 -0.4328574 0.8911995
#> lag1_var3 -1.9178768 1.1848351 -3.1492461 -0.1300217
#> lag1_var4 1.8376818 1.0801421 0.1412305 2.9596160
#> const -9.8701224 7.6699801 -19.7880872 0.6788114
#> exo1 -0.2214943 0.4621502 -0.8135797 0.3241131
#> exo2 1.8063447 0.3687140 1.3388756 2.2628671
#> exo3 0.5802821 0.5431966 -0.0210077 1.3537085
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3371488 0.1797391 -0.5764388 -0.08812065
#> lag1_var2 1.2434524 0.5013245 0.6203398 1.97102940
#> lag1_var3 3.8790699 1.1990139 2.3529681 5.57430164
#> lag1_var4 -2.9200881 1.1211211 -4.5295507 -1.52857788
#> const 9.8345522 7.4927353 1.3140179 20.60817148
#> exo1 0.0701327 0.5546079 -0.8334141 0.66736814
#> exo2 -1.4824073 0.3047952 -1.8930635 -1.09186091
#> exo3 -1.1325329 0.4840982 -1.5906274 -0.26619049
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12587311 0.1487122 -0.3075740 0.08771749
#> lag1_var2 1.13550311 0.4290832 0.6364081 1.74227794
#> lag1_var3 2.69554183 1.0337208 1.4597215 4.12171289
#> lag1_var4 -1.75315045 0.9786790 -3.1121862 -0.53435085
#> const 5.56402029 5.6910375 -1.3641271 13.54007933
#> exo1 -0.01051293 0.4720813 -0.8108009 0.46799730
#> exo2 -0.89046080 0.3365074 -1.3326105 -0.45287323
#> exo3 -1.09127582 0.4551660 -1.6841913 -0.36171720
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001202931 0.0002100987 0.00090547 0.001488261
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02887086 0.005942656 -0.03684912 -0.02112597
#> Sigma[2,2] 1.01349269 0.199724539 0.78980942 1.30136763
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02908924 0.008835385 0.01833095 0.04098961
#> Sigma[3,2] -1.07869921 0.272030528 -1.46237441 -0.75498893
#> Sigma[3,3] 1.65942555 0.287639901 1.32182639 2.08698331
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007693128 0.005596946 -0.0002705223 0.01492161
#> Sigma[4,2] -0.330426365 0.143009845 -0.5226409625 -0.13367613
#> Sigma[4,3] 0.882525432 0.124197359 0.7103721746 1.04997537
#> Sigma[4,4] 0.659086397 0.103251823 0.5287301016 0.80732216
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980438332 0.02130531 0.95242901 1.00988055
#> lag1_var2 -0.024498601 0.05312969 -0.09492022 0.05025852
#> lag1_var3 -0.037284796 0.07450101 -0.13449929 0.06574822
#> lag1_var4 0.042337930 0.07521847 -0.06059258 0.14282063
#> const 0.093787174 0.32862491 -0.37067231 0.45671747
#> exo1 -0.003436153 0.03354508 -0.04690400 0.04272384
#> exo2 -0.096745787 0.04212898 -0.12953994 -0.02310024
#> exo3 0.016981661 0.03158588 -0.01978564 0.06644696
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07165198 0.6856508 -0.88937060 0.9785478
#> lag1_var2 1.15334507 1.0433167 -0.01055115 2.8432335
#> lag1_var3 0.71867122 1.4536918 -0.88639399 3.0588776
#> lag1_var4 -0.83888580 1.5119997 -3.32163891 0.7568963
#> const 8.90617830 11.9429837 -6.21062828 24.0882712
#> exo1 -0.19954576 1.0448935 -1.62220535 1.1854431
#> exo2 2.02493376 1.1279054 0.16297281 3.0553512
#> exo3 1.05800016 1.0536765 -0.52674125 2.3421501
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.005539465 0.8041677 -1.1412257 1.00940099
#> lag1_var2 2.415860205 1.6786593 0.4317096 4.77177098
#> lag1_var3 3.860426092 2.3828348 1.0366245 7.14244207
#> lag1_var4 -2.881868461 2.3909766 -6.1801152 -0.22171175
#> const 0.499426437 16.6187840 -25.8122236 19.18312967
#> exo1 -0.353346210 1.6906621 -2.8747736 1.87056044
#> exo2 -3.508816824 1.4035075 -5.0125945 -1.27225707
#> exo3 -1.484651424 1.3138301 -3.1552352 0.07332228
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06107381 0.3802064 -0.6096941 0.4416144
#> lag1_var2 2.92276946 1.5370796 1.0017812 5.1046117
#> lag1_var3 3.92026838 2.1272521 1.1798122 6.8767139
#> lag1_var4 -3.02242738 2.0712546 -5.9356588 -0.3761485
#> const 6.42332243 9.6079656 -9.4696202 16.0089172
#> exo1 -0.50464601 1.2057334 -2.3172393 0.8947411
#> exo2 -2.08861554 0.7533009 -3.1042249 -1.0844433
#> exo3 -0.74152168 0.7875214 -1.9696241 0.3258720
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00284126 0.007398208 0.0003625855 0.01344388
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03002037 0.05436492 -0.1098407 -0.007424878
#> Sigma[2,2] 0.93552098 0.41160281 0.5262429 1.546094415
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03413313 0.07218076 0.006092255 0.1393049
#> Sigma[3,2] -0.90937531 0.52937963 -1.713473555 -0.4412547
#> Sigma[3,3] 1.08142081 0.67459604 0.566383535 2.1040731
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01728372 0.04286646 0.0007917823 0.08010018
#> Sigma[4,2] -0.36772199 0.31460655 -0.8474757352 -0.12853257
#> Sigma[4,3] 0.57105609 0.39128468 0.2738950913 1.15904330
#> Sigma[4,4] 0.37612082 0.22237581 0.1946466946 0.70458110
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96337563 0.02096666 0.928116988 0.98787496
#> lag1_var2 0.04224612 0.03959114 -0.007084112 0.10341252
#> lag1_var3 0.07029781 0.06762837 -0.013052004 0.17539804
#> lag1_var4 -0.06480601 0.06507851 -0.166172298 0.01340906
#> const 0.66329225 0.48454986 0.224535118 1.47798850
#> exo1 0.02322592 0.08327121 -0.028570000 0.15010006
#> exo2 -0.06660201 0.04191283 -0.132170780 -0.02355253
#> exo3 0.07693414 0.06107127 0.024884778 0.17493783
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36086947 0.3649496 -0.2202081 0.7672166
#> lag1_var2 0.40070363 1.1174699 -0.9925434 1.9515773
#> lag1_var3 -0.69565917 1.7500453 -2.7962950 1.8146710
#> lag1_var4 0.38834432 1.6054665 -1.9585941 2.2501245
#> const 10.96101133 10.9210561 -3.4932837 26.8600186
#> exo1 -0.95026085 1.1105674 -2.5403088 0.3795276
#> exo2 0.67061765 0.8135176 -0.5056753 1.5840849
#> exo3 -0.02632024 0.7604135 -1.2549803 0.8122033
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5242023 0.4434171 -0.1571944 1.0969524
#> lag1_var2 0.4275953 1.1033494 -1.2161975 1.6224810
#> lag1_var3 1.5630968 1.7972981 -1.1271275 3.5640712
#> lag1_var4 -0.5996767 1.6846461 -2.4392414 1.9382099
#> const -11.6261833 12.8758598 -27.6232221 6.9119635
#> exo1 0.3834751 1.2743623 -1.0165360 2.3643332
#> exo2 -2.2933354 0.8207274 -3.3959282 -1.1812744
#> exo3 -0.4827355 0.8489330 -1.6630210 0.7876793
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7786337 0.3182151 0.2530300 1.1659344
#> lag1_var2 0.2249692 0.7320596 -0.7261466 1.2841301
#> lag1_var3 0.3991836 1.2584928 -1.2725169 2.1895632
#> lag1_var4 0.3781842 1.2102764 -1.3044089 2.0142781
#> const -5.9199486 9.1884047 -19.3360399 6.3049461
#> exo1 -0.2173389 0.6814635 -0.8744515 0.8996516
#> exo2 -1.9496525 0.5096257 -2.6651154 -1.3174565
#> exo3 -0.4925492 0.4881453 -1.1955135 0.1309373
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003891209 9.596548e-05 0.0002760744 0.0005199828
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0124205 0.004457339 -0.0191894 -0.006809421
#> Sigma[2,2] 0.7316211 0.219743668 0.4815678 1.072584756
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008120164 0.00345037 0.003370604 0.01287214
#> Sigma[3,2] -0.479642055 0.15907563 -0.715972089 -0.31021664
#> Sigma[3,3] 0.488985813 0.13787764 0.326836641 0.67854251
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002267508 0.001601887 4.823338e-05 0.004264627
#> Sigma[4,2] -0.136993802 0.073563349 -2.517772e-01 -0.060411616
#> Sigma[4,3] 0.282386116 0.083981135 1.926963e-01 0.424351948
#> Sigma[4,4] 0.238265115 0.065562519 1.601119e-01 0.345899196
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967764153 0.02023735 0.94213007 0.99494563
#> lag1_var2 0.010756853 0.03050116 -0.03190839 0.05261089
#> lag1_var3 0.012931643 0.06206254 -0.07477500 0.09668321
#> lag1_var4 -0.008514071 0.05433814 -0.08275227 0.06917951
#> const 0.660035598 0.19532166 0.37803856 0.92154471
#> exo1 0.004482430 0.01603012 -0.02003202 0.02267418
#> exo2 -0.103997596 0.02664592 -0.14020635 -0.06538763
#> exo3 0.061876257 0.01720602 0.03865534 0.08482945
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7402935 0.7104997 -0.28785184 1.6288487
#> lag1_var2 1.1774026 0.9230200 0.09939602 2.4426122
#> lag1_var3 0.6960407 2.0436211 -1.65239535 3.5340602
#> lag1_var4 -1.0862236 1.8602765 -3.64082177 0.9845053
#> const -0.5548595 9.9676207 -14.24922961 13.2898172
#> exo1 0.1790698 0.6373267 -0.58566240 1.1789841
#> exo2 0.2275323 1.0119073 -1.07006595 1.5185603
#> exo3 0.5630311 0.5895308 -0.19016946 1.3442000
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36668225 0.2900211 0.00340198 0.8065530
#> lag1_var2 -0.89865320 1.0183608 -2.57744399 0.1026794
#> lag1_var3 -1.05390066 2.1730764 -4.70164041 1.0245949
#> lag1_var4 1.87710730 1.9966056 0.00812915 5.3186513
#> const -2.65242831 8.3940265 -11.79060488 8.2035484
#> exo1 0.26528543 0.3118605 -0.05415606 0.7114223
#> exo2 -1.20710636 0.9297084 -2.47541127 0.0928880
#> exo3 0.02274702 0.7030013 -0.90692985 0.8434937
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7906399 0.2684381 0.3818546 1.1265602
#> lag1_var2 -0.7715829 0.9767348 -2.4049549 0.2709421
#> lag1_var3 -1.6348812 2.0116325 -5.0184314 0.4843323
#> lag1_var4 2.2535007 1.8094418 0.3880079 5.3596307
#> const -4.0264230 7.1234872 -12.7190205 6.1374006
#> exo1 0.3772009 0.2545852 0.1050973 0.7841616
#> exo2 -1.2121982 0.5830151 -1.9267178 -0.3999038
#> exo3 0.3346314 0.6007194 -0.4068979 1.0308531
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005539759 0.0001361708 0.0003521183 0.0007182532
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005669313 0.002139053 -0.008630225 -0.002731154
#> Sigma[2,2] 0.331789669 0.045304625 0.266850043 0.387571695
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01155033 0.003543578 0.006733459 0.01632015
#> Sigma[3,2] -0.44077604 0.083138718 -0.579232035 -0.37001352
#> Sigma[3,3] 1.05806577 0.188080964 0.842281037 1.30785709
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00830596 0.002588828 0.005250741 0.01216312
#> Sigma[4,2] -0.23957245 0.069452000 -0.360643590 -0.18196762
#> Sigma[4,3] 0.82531475 0.159796776 0.625221323 0.99274606
#> Sigma[4,4] 0.71765195 0.142176211 0.535523359 0.87156788
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98105387 0.01827716 0.95572174 1.007437020
#> lag1_var2 -0.03142074 0.03086983 -0.07793170 -0.000960060
#> lag1_var3 -0.04789984 0.04703706 -0.11811805 -0.001314463
#> lag1_var4 0.04557818 0.04388554 0.00212307 0.110050521
#> const 0.60570225 0.30507664 0.21314649 0.990601952
#> exo1 -0.01502851 0.02826075 -0.05373570 0.023254451
#> exo2 -0.10216415 0.01299529 -0.11698552 -0.082265067
#> exo3 0.04222250 0.01701264 0.02476545 0.068463492
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3968839 0.4399862 -1.0498757 0.1481628
#> lag1_var2 1.7152007 0.8404066 0.7999968 2.9913818
#> lag1_var3 1.1836296 1.2436320 -0.1452733 3.1124322
#> lag1_var4 -1.1265566 1.1668603 -2.9415515 0.1127452
#> const 5.8270044 11.2697414 -5.5485242 23.1137587
#> exo1 0.1796222 0.4025515 -0.2767590 0.7635251
#> exo2 0.9529000 0.5331192 0.1268921 1.4716781
#> exo3 -0.9617404 0.5208969 -1.5879456 -0.2364036
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2551400 0.7524772 -1.3066438 0.7770909
#> lag1_var2 1.8873831 2.5799744 -1.6712349 5.8336279
#> lag1_var3 4.0494655 3.9358066 -1.3850325 10.0804134
#> lag1_var4 -2.9680321 3.6950187 -8.5744312 2.2039545
#> const 1.4080458 9.2342013 -12.1543304 13.3879926
#> exo1 -0.7654455 0.7723194 -1.9442884 0.1708131
#> exo2 -2.0262065 0.7911593 -2.8319834 -0.9340153
#> exo3 1.4072973 1.0520905 -0.0612498 2.7918595
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5739097 0.7193599 -1.6939091 0.38098550
#> lag1_var2 2.6852791 2.4012973 -0.4335210 6.60784902
#> lag1_var3 4.3198416 3.6880483 -0.4727384 10.33440143
#> lag1_var4 -3.1732281 3.4596900 -8.7753319 1.37487341
#> const 4.7273214 8.7623848 -5.8918442 17.38251063
#> exo1 -0.6805011 0.6048935 -1.5492336 0.06532338
#> exo2 -1.4401104 0.6735803 -2.3602462 -0.68654825
#> exo3 0.8398429 0.9406733 -0.6013988 1.97119674
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003613653 0.008110584 0.000455162 0.01582783
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03579202 0.07024803 -0.1485163 0.001026419
#> Sigma[2,2] 1.30842095 0.53883191 0.8741831 2.245922943
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01301633 0.01972161 0.001788095 0.04539756
#> Sigma[3,2] -0.42221254 0.13065479 -0.616177094 -0.25789460
#> Sigma[3,3] 0.44835364 0.10099364 0.346878972 0.60297294
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001384541 0.01003315 -0.01804692 0.007383913
#> Sigma[4,2] 0.106593212 0.17516017 -0.10492205 0.373705440
#> Sigma[4,3] 0.327504522 0.11408866 0.19943663 0.499277742
#> Sigma[4,4] 0.428982689 0.08764425 0.34536143 0.587297758
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966697186 0.01076144 0.952553648 0.981971102
#> lag1_var2 0.056464369 0.05764139 0.011482351 0.149369245
#> lag1_var3 0.119952649 0.14872993 -0.007920713 0.359516859
#> lag1_var4 -0.120397802 0.13803812 -0.339384657 0.002047839
#> const 0.710484720 0.46646041 -0.110634497 1.175716858
#> exo1 0.038642522 0.05787234 -0.055124488 0.075843003
#> exo2 -0.045592909 0.03103842 -0.074464075 0.001800420
#> exo3 0.007008121 0.05223387 -0.050989429 0.088762468
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4516974 0.4716981 -0.13344208 1.1085449
#> lag1_var2 0.2344684 0.7370633 -0.59509425 1.3976014
#> lag1_var3 -1.0123960 2.0389073 -3.26335321 2.3391573
#> lag1_var4 1.0266503 1.8999098 -2.15359425 3.1135542
#> const -6.0426324 12.9482790 -26.73339988 8.2154137
#> exo1 -0.5944536 0.8129993 -1.41921742 0.6349173
#> exo2 2.6358852 1.1890380 1.20040199 4.2827369
#> exo3 1.2077418 0.7985196 0.06742323 2.3225751
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01006158 0.2678877 -0.4010177 0.31591048
#> lag1_var2 0.96316300 0.3567351 0.4839882 1.50334369
#> lag1_var3 2.89006981 0.9507750 1.6659666 4.39596333
#> lag1_var4 -2.05051778 0.9029557 -3.3925529 -0.86201038
#> const 3.12396297 12.2319695 -9.7500505 21.32726287
#> exo1 0.30318386 0.6337800 -0.3188866 1.40991695
#> exo2 -0.51303715 0.4197888 -1.1313458 -0.09104872
#> exo3 -1.52423156 0.7829707 -2.5842057 -0.46069045
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19017741 0.3657257 -0.3101129 0.6572646
#> lag1_var2 0.85999323 0.4225519 0.2426621 1.3805676
#> lag1_var3 1.96681542 1.1307855 0.2633251 3.3593083
#> lag1_var4 -1.11897917 1.0140540 -2.4435461 0.2150947
#> const -0.09628696 14.0637819 -17.2442118 21.8761214
#> exo1 0.07872818 0.5965681 -0.6137741 1.0278892
#> exo2 0.65874720 0.4348885 0.1431880 1.3340793
#> exo3 -1.27575473 0.7066271 -2.2437252 -0.3239122
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000471754 0.0002808623 0.0002485865 0.0009638722
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002732848 0.001562655 -0.004572103 -0.0003793416
#> Sigma[2,2] 0.082349690 0.014247917 0.062201731 0.0987743027
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00245812 0.003201084 -0.00250298 0.005097718
#> Sigma[3,2] -0.09157571 0.025444658 -0.13395000 -0.063574557
#> Sigma[3,3] 0.14323715 0.056545378 0.09554930 0.237647322
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008402833 0.002391425 -0.002934105 0.002826062
#> Sigma[4,2] -0.0430310310 0.019355530 -0.076661378 -0.023148421
#> Sigma[4,3] 0.0906836540 0.043078990 0.057241365 0.160648247
#> Sigma[4,4] 0.0668642121 0.032872181 0.042325060 0.117309071
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97701750 0.009582079 0.96531946 0.991878001
#> lag1_var2 0.03331756 0.047385483 -0.01503989 0.116639050
#> lag1_var3 0.04352154 0.073614778 -0.03091700 0.171709981
#> lag1_var4 -0.04057216 0.070520234 -0.16308810 0.029456102
#> const 0.46810047 0.283585518 0.12570783 0.868744209
#> exo1 -0.01994689 0.010628591 -0.03223960 -0.004863136
#> exo2 -0.03821731 0.014423986 -0.05431990 -0.016068007
#> exo3 0.02902426 0.012315964 0.01675329 0.049204292
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1625232 0.1701511 -0.44491857 0.030163778
#> lag1_var2 0.5663171 0.4697761 -0.15420399 0.970137216
#> lag1_var3 -0.6857799 0.7671065 -1.89215597 0.003304724
#> lag1_var4 0.7515950 0.7575402 0.07192222 1.956003748
#> const 0.7147882 4.0511029 -3.63061927 7.588683959
#> exo1 0.2584476 0.2454465 -0.12466431 0.566712385
#> exo2 0.4631993 0.2399114 0.11657973 0.770615570
#> exo3 -0.1023401 0.4338771 -0.61460767 0.533926342
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41233210 0.2630776 0.07036658 0.73982401
#> lag1_var2 -0.38925881 1.1606179 -2.09027422 1.29496660
#> lag1_var3 0.86127526 1.8842817 -1.88620390 3.58931733
#> lag1_var4 -0.04146391 1.8112222 -2.69343366 2.56218784
#> const 0.23812341 4.7603141 -6.39872196 6.92065427
#> exo1 -0.41043534 0.3039243 -0.78177602 0.05843454
#> exo2 -0.80001938 0.3623489 -1.36411610 -0.32628698
#> exo3 0.03377984 0.5315705 -0.78241313 0.67079572
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32088784 0.2025401 0.08438859 0.618892144
#> lag1_var2 -0.47504547 1.0904883 -2.30074992 0.876221174
#> lag1_var3 -0.24875055 1.7839725 -3.22269530 1.967011561
#> lag1_var4 1.11698658 1.7166789 -1.03840707 3.962716058
#> const -0.02021767 3.2369278 -4.03046041 4.557044092
#> exo1 -0.25991945 0.1691360 -0.47851137 -0.006606035
#> exo2 -0.53362970 0.2497879 -0.91758157 -0.196989493
#> exo3 -0.03052123 0.2996272 -0.47444736 0.305116267
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001252553 0.0005047665 0.0008372145 0.002078733
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0181714 0.004933977 -0.02494965 -0.01176461
#> Sigma[2,2] 1.0311002 0.187182076 0.78917313 1.28416505
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00838196 0.002745676 0.004818213 0.01197385
#> Sigma[3,2] -0.65049284 0.131357278 -0.847139017 -0.48195117
#> Sigma[3,3] 0.46689851 0.107121444 0.337866586 0.64181876
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005056814 0.003281378 -0.01031146 -0.001093415
#> Sigma[4,2] 0.094406845 0.042879000 0.04260719 0.162893192
#> Sigma[4,3] 0.001393579 0.034848427 -0.05768589 0.040795559
#> Sigma[4,4] 0.074531464 0.025966502 0.04327611 0.113458953
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04811116 0.01564675 1.026643049 1.070674984
#> lag1_var2 0.09030872 0.06389896 0.021350859 0.193864847
#> lag1_var3 0.10648284 0.09020549 0.008490839 0.254057375
#> lag1_var4 -0.13370636 0.08746669 -0.275216781 -0.039024898
#> const 0.62564646 0.52284287 -0.040573606 1.324607295
#> exo1 -0.02945112 0.03216582 -0.080773370 0.006833023
#> exo2 -0.06263644 0.04088868 -0.122593865 -0.011918675
#> exo3 -0.01594888 0.03220603 -0.056984772 0.033487480
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.15589874 0.4137154 -1.83162346 -0.7698351
#> lag1_var2 -1.01421686 1.6236600 -3.30492505 1.2131662
#> lag1_var3 -2.48729286 2.3355046 -5.72540589 0.7479216
#> lag1_var4 2.95839713 2.2604192 -0.10602275 6.1330548
#> const -1.96505641 10.8172771 -16.62599175 10.9977191
#> exo1 0.05628791 0.8716821 -1.09407130 1.2509935
#> exo2 0.27317196 1.0055563 -0.82021895 1.9049084
#> exo3 1.25272481 0.9825270 -0.03594444 2.5206811
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7677501 0.2657861 0.45551331 1.16159074
#> lag1_var2 1.6841254 1.1690199 0.02604903 3.01015666
#> lag1_var3 3.1899600 1.6735369 0.79368670 5.06052011
#> lag1_var4 -2.5387826 1.6136919 -4.35466556 -0.27138944
#> const 4.0947549 6.9708664 -4.52265616 14.28489864
#> exo1 0.5547601 0.6003337 -0.29156127 1.42155750
#> exo2 -1.0903111 0.7679900 -2.33223865 -0.15003136
#> exo3 -0.9318829 0.7197575 -1.80921862 0.09000139
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05846223 0.1246881 -0.1906771 0.1450910
#> lag1_var2 0.44381213 0.4927636 -0.1440485 1.1325811
#> lag1_var3 0.69616841 0.6983829 -0.1441648 1.6738220
#> lag1_var4 0.30275010 0.6573407 -0.5875704 1.1001049
#> const 1.92371318 4.6669148 -3.6764308 8.5776035
#> exo1 0.64500410 0.2157198 0.4002025 0.9690121
#> exo2 -0.94514112 0.2558086 -1.3103062 -0.6055104
#> exo3 -0.06485026 0.2812161 -0.3499333 0.4034045
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001565407 0.002561397 0.0001825168 0.006450777
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008996722 0.00257525 -0.0006950479 0.005778664
#> Sigma[2,2] 0.0425906357 0.01044973 0.0310627750 0.058542024
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002488185 0.006095325 -0.01399845 0.001518616
#> Sigma[3,2] -0.144242680 0.040494653 -0.20710197 -0.101451720
#> Sigma[3,3] 0.527146320 0.155802253 0.37429135 0.767806473
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001930879 0.004487603 -0.01030786 0.001235148
#> Sigma[4,2] -0.118391369 0.034494983 -0.17173353 -0.082511337
#> Sigma[4,3] 0.440737675 0.132214398 0.30974734 0.643374767
#> Sigma[4,4] 0.370132796 0.112110296 0.25619983 0.540425030
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02556040 0.01907404 1.00684448 1.05433965
#> lag1_var2 -0.11397348 0.08784738 -0.23261981 0.01748668
#> lag1_var3 -0.15540161 0.17055774 -0.36092173 0.10947438
#> lag1_var4 0.14650529 0.17778937 -0.13060989 0.35343194
#> const 0.05503736 0.46223403 -0.36119183 0.86103633
#> exo1 -0.01902575 0.03759543 -0.06118721 0.04183979
#> exo2 -0.05292673 0.01638152 -0.07902706 -0.03242017
#> exo3 0.05397541 0.08711055 0.01226634 0.18785385
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32069225 0.08963682 0.1842028 0.4239500
#> lag1_var2 -0.38028886 0.77748576 -1.7985141 0.2864026
#> lag1_var3 -1.71336849 1.12163006 -3.7512079 -0.6790850
#> lag1_var4 1.60406328 1.07939919 0.5913684 3.5591647
#> const 0.54896169 2.52557087 -2.4451732 4.2651048
#> exo1 0.05889397 0.13138677 -0.1460188 0.2128187
#> exo2 0.44283438 0.12670499 0.2476469 0.5673212
#> exo3 0.13813378 0.28325806 -0.1963527 0.5477724
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5767122 0.4188850 -1.0475449 0.03903469
#> lag1_var2 3.4358703 2.4164691 0.9730233 7.68940856
#> lag1_var3 5.8259604 3.5218414 2.0465256 11.88924171
#> lag1_var4 -4.6475037 3.4108796 -10.4589716 -0.92403759
#> const 1.1998663 9.0348302 -11.7183805 12.59402247
#> exo1 -0.1018143 0.4873156 -0.7316507 0.65007832
#> exo2 -0.5980412 0.4163378 -1.0852955 0.02360326
#> exo3 0.3691712 0.9602749 -0.9567502 1.41607093
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37110796 0.3729655 -0.7998203 0.16463602
#> lag1_var2 2.82681360 1.9475057 0.7839843 6.20765895
#> lag1_var3 4.14176828 2.8479621 1.0124821 8.95187393
#> lag1_var4 -3.02184386 2.7640770 -7.6312024 0.06601514
#> const 0.78269684 7.6161874 -10.0181642 10.92654924
#> exo1 -0.06123582 0.4195566 -0.6252341 0.57571879
#> exo2 -0.32368264 0.3555868 -0.7476161 0.20307854
#> exo3 0.48718601 0.7969771 -0.5990165 1.34714550
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002827482 0.0007132955 0.001866396 0.003820882
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000620781 0.00193324 -0.003411003 0.001958826
#> Sigma[2,2] 0.083235815 0.03673821 0.052087623 0.141538664
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.036084932 0.01250492 -0.05563480 -0.02217842
#> Sigma[3,2] 0.005172097 0.03452299 -0.03559381 0.04343924
#> Sigma[3,3] 1.034651940 0.35267082 0.67315473 1.55462608
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03708092 0.01258752 -0.056438720 -0.02241731
#> Sigma[4,2] 0.05726299 0.04048203 0.004214762 0.10427635
#> Sigma[4,3] 1.06820458 0.35952462 0.699705106 1.60832195
#> Sigma[4,4] 1.13551704 0.36492156 0.761275607 1.68880009
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96161923 0.04113267 0.89115864 1.000961313
#> lag1_var2 0.03646636 0.12127945 -0.12573837 0.210427883
#> lag1_var3 -0.05367853 0.19728541 -0.31927416 0.236420846
#> lag1_var4 0.06226763 0.19273646 -0.22104269 0.322146378
#> const 0.13238832 0.98806457 -0.80991115 1.835755186
#> exo1 0.04615068 0.03810869 -0.01296575 0.087400775
#> exo2 -0.20104643 0.05234825 -0.28313550 -0.142164847
#> exo3 -0.05081973 0.04431811 -0.12398027 -0.006498756
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.061466696 0.1901805 -0.31394083 0.1768516
#> lag1_var2 0.649248562 0.7238994 -0.45834869 1.6284431
#> lag1_var3 -0.476456039 1.1346362 -2.22495411 1.0462210
#> lag1_var4 0.462757423 1.1053824 -1.01764817 2.1641728
#> const 2.457748021 3.0132182 -2.03134483 5.7795825
#> exo1 -0.001234934 0.1667598 -0.27865657 0.1750326
#> exo2 0.558480005 0.3265543 0.04888098 0.8817155
#> exo3 -0.666455225 0.2340932 -1.01676140 -0.3519115
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3981060 0.7975647 -1.4934796 0.6339665
#> lag1_var2 3.5700679 2.5919827 -0.2589513 6.9854528
#> lag1_var3 8.3593462 4.4481227 1.5703340 13.9451824
#> lag1_var4 -7.4302294 4.3704473 -12.9177421 -0.7627299
#> const 16.0416308 18.0002202 -8.4599563 42.0690777
#> exo1 -0.7273645 1.0671246 -2.1512762 0.6895480
#> exo2 -0.2369351 0.8834096 -1.6051143 0.8627809
#> exo3 2.2222541 0.6902029 1.5480110 3.3053737
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4474546 0.7770507 -1.48588763 0.5983325
#> lag1_var2 3.6184371 2.4286201 0.09956922 6.9922918
#> lag1_var3 7.5256845 4.1684929 1.20345349 13.0725607
#> lag1_var4 -6.5973280 4.1021720 -12.05492785 -0.3769829
#> const 17.3790951 17.3661403 -6.21061696 41.4692906
#> exo1 -0.7500297 1.1357135 -2.26291794 0.7484579
#> exo2 0.0340675 0.9340473 -1.43935723 1.0659904
#> exo3 1.9080688 0.7143533 1.21301821 3.0072609
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007246481 0.001909045 0.005648833 0.01035407
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001929871 0.003094439 -0.006887527 0.0006473558
#> Sigma[2,2] 0.028554821 0.007428787 0.021202536 0.0399502156
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006750215 0.01177155 -0.02286960 0.01168203
#> Sigma[3,2] 0.012560914 0.02317369 -0.02143184 0.04066043
#> Sigma[3,3] 0.910589585 0.18358030 0.63095641 1.07716157
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008444451 0.01263272 -0.024743067 0.01218577
#> Sigma[4,2] 0.036043674 0.02566140 -0.003091995 0.06337264
#> Sigma[4,3] 0.927724392 0.18271172 0.648475941 1.08723949
#> Sigma[4,4] 0.964445366 0.18487967 0.683278204 1.14381241
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019272775 0.03107645 0.97621305 1.06633430
#> lag1_var2 -0.043205804 0.18321829 -0.29757197 0.18624333
#> lag1_var3 -0.081555123 0.24313429 -0.44091175 0.17138639
#> lag1_var4 0.080226947 0.23959736 -0.16631460 0.43984205
#> const -0.301341721 0.86816312 -1.48705841 0.82527141
#> exo1 0.004326864 0.10182670 -0.09895953 0.16378697
#> exo2 -0.146732425 0.08043191 -0.25189508 -0.02313675
#> exo3 -0.015115007 0.08785351 -0.14519410 0.09998169
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08733831 0.07381193 -0.16516465 0.01977254
#> lag1_var2 0.42228939 0.47972205 -0.40748928 0.93623127
#> lag1_var3 -0.44668027 0.68927131 -1.64268285 0.23094987
#> lag1_var4 0.43796349 0.68465384 -0.24259471 1.62975711
#> const 2.86736282 1.01982296 1.56575391 4.29222123
#> exo1 -0.31717901 0.15794296 -0.52755577 -0.15902509
#> exo2 0.09370692 0.17178997 -0.12070875 0.34575704
#> exo3 0.17632810 0.22688744 -0.07743101 0.51043159
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6906331 0.2306720 0.3628605 0.9954191
#> lag1_var2 -0.4266925 2.5168664 -4.4874909 2.0705544
#> lag1_var3 -0.1580700 3.6636374 -6.2323346 3.5862949
#> lag1_var4 0.7631340 3.6405890 -2.8934281 6.8119728
#> const 15.7657494 7.3273060 5.5701618 25.1517011
#> exo1 -2.1485909 0.6504176 -3.1314656 -1.3549572
#> exo2 -0.5787469 0.9550496 -1.7333785 0.7551687
#> exo3 -2.6141831 0.8344044 -3.4797024 -1.2202629
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6153047 0.2636579 0.2562227 0.9514157
#> lag1_var2 -0.4908648 2.6143102 -4.8199417 1.6358743
#> lag1_var3 -1.0029236 3.8983088 -7.5726818 2.3634786
#> lag1_var4 1.6052491 3.8732755 -1.6669596 8.1435053
#> const 17.8559868 7.0303961 7.2979801 26.1675316
#> exo1 -2.4186450 0.6501223 -3.4186883 -1.6421688
#> exo2 -0.5199686 0.9796395 -1.7733842 0.8353544
#> exo3 -2.4900867 0.8592239 -3.5125059 -1.0723668
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005998967 0.0001337427 0.0004508319 0.0008249423
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01441163 0.003660968 -0.01996173 -0.01026386
#> Sigma[2,2] 0.61422009 0.153130329 0.42788601 0.87229639
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01653658 0.004511064 0.009681208 0.02259469
#> Sigma[3,2] -0.67253114 0.164115891 -0.946742572 -0.46913107
#> Sigma[3,3] 0.82628825 0.177429491 0.603479594 1.10627233
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008047508 0.002983809 0.003549983 0.01219674
#> Sigma[4,2] -0.310194399 0.076606338 -0.431445290 -0.21584763
#> Sigma[4,3] 0.432362991 0.087668488 0.300093311 0.54943107
#> Sigma[4,4] 0.252321346 0.048406639 0.174229021 0.30958204
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96287064 0.01473072 0.94257051 0.982569756
#> lag1_var2 0.04782921 0.08330538 -0.01847665 0.176276809
#> lag1_var3 0.05934780 0.14173284 -0.05468891 0.276101631
#> lag1_var4 -0.05839844 0.14034117 -0.27343308 0.062107528
#> const 0.97353691 0.22884124 0.68800634 1.283016434
#> exo1 -0.02125968 0.02347809 -0.05911844 0.005155713
#> exo2 -0.04400364 0.02231343 -0.07883563 -0.021663790
#> exo3 0.01423743 0.01832113 -0.00551405 0.039354158
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3730242 0.3160615 -0.6797501 0.1073097
#> lag1_var2 0.9518298 2.3931436 -2.7620728 2.8827657
#> lag1_var3 0.7202424 4.0381292 -5.5775240 4.1452920
#> lag1_var4 -0.5029844 3.9907864 -3.9276855 5.7391330
#> const -1.3497042 9.7213489 -14.2334203 10.9505803
#> exo1 0.1225005 0.4836862 -0.4396425 0.8916569
#> exo2 0.4037855 0.6790701 -0.2987859 1.5026231
#> exo3 -0.2196380 0.7191510 -1.2266470 0.7563159
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5150330 0.3280879 0.0271551 0.8489148
#> lag1_var2 -0.4273377 2.8108955 -2.6183958 4.0587907
#> lag1_var3 -0.2718029 4.6856055 -4.1090241 7.2680579
#> lag1_var4 1.0070616 4.6308528 -6.4062383 5.0131832
#> const 0.9945535 9.6929720 -13.2601661 12.4597321
#> exo1 -0.6582057 0.5802501 -1.4888762 0.1666910
#> exo2 -1.2733914 0.8614116 -2.6498842 -0.5032141
#> exo3 0.1916478 0.8840561 -0.9489466 1.4822553
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30094138 0.1950950 0.07890891 0.60853336
#> lag1_var2 -0.27638413 1.5098998 -1.74573994 2.04740314
#> lag1_var3 -0.54247186 2.4872998 -3.13405866 3.32638311
#> lag1_var4 1.41416571 2.4440364 -2.35753769 4.05190064
#> const -0.44373444 4.7979315 -8.03834316 3.82435670
#> exo1 -0.59973478 0.3686376 -1.05453976 -0.09034717
#> exo2 -1.05729579 0.5229549 -1.85013437 -0.45775404
#> exo3 0.05834293 0.4878236 -0.56062015 0.77331558
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006758735 0.001632176 0.00517919 0.009031862
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001809931 0.003101545 -0.006768602 0.001245519
#> Sigma[2,2] 0.065441153 0.019152712 0.039970395 0.093792180
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006417002 0.01105119 -0.01231511 0.01637432
#> Sigma[3,2] -0.0848324679 0.04366797 -0.15913657 -0.04416543
#> Sigma[3,3] 0.5432262798 0.25964154 0.33519004 0.99229401
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001646938 0.01080010 -0.01211571 0.015204739
#> Sigma[4,2] -0.040758923 0.03377116 -0.09784602 -0.009129404
#> Sigma[4,3] 0.493042419 0.24546171 0.30917467 0.927604054
#> Sigma[4,4] 0.472753973 0.23484434 0.29134702 0.891217470
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.854114833 0.05703468 0.77307434 0.9280415
#> lag1_var2 0.136936474 0.24457081 -0.24129519 0.4746525
#> lag1_var3 0.192230462 0.35796783 -0.34158066 0.7019697
#> lag1_var4 -0.189514906 0.35290025 -0.68935566 0.3370013
#> const 3.511722815 1.03985558 2.24036054 4.8658170
#> exo1 0.007910456 0.07665669 -0.08012519 0.1154186
#> exo2 -0.034486879 0.09495347 -0.15925536 0.1002199
#> exo3 0.013486822 0.09883157 -0.11465191 0.1692236
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04769912 0.1283587 -0.1363864 0.2169290
#> lag1_var2 0.52393692 1.0492530 -0.6034852 2.0866358
#> lag1_var3 -0.30830837 1.4970301 -1.9505845 1.9267643
#> lag1_var4 0.33015893 1.4670514 -1.8571177 1.9241539
#> const -2.28065630 2.5359761 -4.6737523 1.7804887
#> exo1 0.22145083 0.2556812 -0.1025915 0.5315808
#> exo2 1.22899525 0.3425207 0.8321111 1.7436033
#> exo3 -0.06389474 0.2329017 -0.3631869 0.2972384
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0222626 0.6134742 0.1253456 1.8709703
#> lag1_var2 -1.1854518 1.9042482 -3.8367418 1.5559324
#> lag1_var3 -2.3931388 2.7480302 -6.4821803 1.3491565
#> lag1_var4 3.0219939 2.6600410 -0.5956999 6.9711008
#> const -1.5988576 11.9946236 -21.0454505 12.5609312
#> exo1 -0.8034221 0.5027491 -1.6099105 -0.2634166
#> exo2 -4.7584148 0.5926278 -5.3735971 -3.7288009
#> exo3 -0.8436929 0.7528409 -1.9047255 0.1931737
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0742442 0.5741950 0.2394631 1.8721363
#> lag1_var2 -1.2862558 1.7117282 -3.5732445 0.8135723
#> lag1_var3 -3.2922785 2.5439805 -6.8482811 -0.3278021
#> lag1_var4 3.9373990 2.4559018 1.0743211 7.3467123
#> const -3.7403569 11.0387929 -21.1362916 10.1172914
#> exo1 -0.6685537 0.3991112 -1.3145143 -0.2248998
#> exo2 -3.9957131 0.4984626 -4.4792050 -3.1426229
#> exo3 -0.8836022 0.7140993 -1.8055278 0.1878459
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000131806 3.990201e-05 9.591077e-05 0.0001975342
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003551074 0.0004420365 -0.00027558 0.0009560635
#> Sigma[2,2] 0.0631480882 0.0211444615 0.04239254 0.0981682814
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001257583 0.0006148198 -0.002361722 -0.0006930585
#> Sigma[3,2] -0.096215940 0.0357083878 -0.152499794 -0.0616797574
#> Sigma[3,3] 0.191435950 0.0666947053 0.127803013 0.3036276823
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001042375 0.0004581485 -0.001802156 -0.0006545411
#> Sigma[4,2] -0.058644305 0.0237007281 -0.094428475 -0.0364051839
#> Sigma[4,3] 0.134846602 0.0483249495 0.090538628 0.2186279868
#> Sigma[4,4] 0.100708102 0.0369612994 0.066980706 0.1647594418
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993235969 0.00251567 0.99063843 0.99757000
#> lag1_var2 -0.029642573 0.03035591 -0.06145234 0.01217456
#> lag1_var3 -0.035545461 0.04847262 -0.08613638 0.02897142
#> lag1_var4 0.028888869 0.04810787 -0.03420185 0.07897894
#> const 0.642721767 0.10096745 0.51052478 0.79380529
#> exo1 -0.001700249 0.01026097 -0.01380718 0.01481210
#> exo2 -0.050734182 0.01122741 -0.06568421 -0.03570023
#> exo3 -0.016238177 0.01559082 -0.03130509 0.01094204
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04071693 0.0849234 -0.08974462 0.1194117
#> lag1_var2 0.96125800 0.5299000 0.19199004 1.6627671
#> lag1_var3 0.13501319 0.8850242 -1.13023168 1.3694582
#> lag1_var4 -0.20009289 0.8770931 -1.43237963 1.0384758
#> const 3.30278425 1.8113749 0.91351836 5.7129313
#> exo1 -0.12220414 0.2577107 -0.42723286 0.2381697
#> exo2 -0.04209349 0.2751615 -0.39936990 0.3775476
#> exo3 -0.11831840 0.3094100 -0.56146199 0.2823891
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27972737 0.1186915 0.1273901 0.4152149
#> lag1_var2 -0.14083977 0.9235059 -1.2040178 1.2560140
#> lag1_var3 0.02170244 1.5843195 -1.9011036 2.4625545
#> lag1_var4 1.01452775 1.5610926 -1.4031632 2.9171333
#> const -9.42368951 3.1456302 -13.3443362 -5.4857328
#> exo1 0.17242625 0.5149825 -0.4720920 0.7979730
#> exo2 0.04389829 0.4772151 -0.6387753 0.6995584
#> exo3 1.22552897 0.6070349 0.5202253 2.0857157
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30470540 0.08698352 0.1892889 0.4134622
#> lag1_var2 0.05790156 0.76107762 -0.7651783 1.2664317
#> lag1_var3 -0.54595827 1.29951714 -1.9054278 1.5461118
#> lag1_var4 1.54830641 1.27514823 -0.5146930 2.8804847
#> const -7.78416589 2.39258921 -11.0161506 -4.6168169
#> exo1 0.09944096 0.36704343 -0.3557416 0.5514003
#> exo2 0.02601944 0.33292521 -0.4085407 0.4906749
#> exo3 1.17759243 0.44403566 0.6295002 1.7944693
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001354497 0.0003559235 0.0008773935 0.001851746
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01084211 0.003705881 -0.0166059 -0.006681363
#> Sigma[2,2] 0.22281064 0.071810429 0.1695928 0.349782268
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002506991 0.002674466 -0.0002404251 0.006247051
#> Sigma[3,2] -0.064714809 0.047767375 -0.1439277001 -0.022972560
#> Sigma[3,3] 0.120230574 0.032716638 0.0804196681 0.171680453
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002737552 0.001998052 -0.0057152085 4.390801e-05
#> Sigma[4,2] 0.040299712 0.026328916 0.0002965067 6.310637e-02
#> Sigma[4,3] 0.102798353 0.022817482 0.0773841648 1.383564e-01
#> Sigma[4,4] 0.136732235 0.026936980 0.1119158598 1.817214e-01
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92610620 0.01468820 0.90423605 0.944502166
#> lag1_var2 0.03888849 0.05590545 -0.02090301 0.133289176
#> lag1_var3 0.12123121 0.11373237 -0.00337638 0.307473064
#> lag1_var4 -0.10267555 0.10442908 -0.27603526 0.009556618
#> const 1.12780693 0.51617708 0.33513053 1.798137723
#> exo1 0.06104770 0.03709178 0.02287360 0.115356510
#> exo2 -0.24271658 0.05316584 -0.31122818 -0.176612207
#> exo3 0.04772485 0.05164227 0.01675559 0.128912210
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4667479 0.2432070 0.1542470 0.8483785
#> lag1_var2 0.1078643 0.7148745 -0.7731397 1.1560115
#> lag1_var3 -1.4793061 1.4887243 -3.2081034 0.7719656
#> lag1_var4 1.4416440 1.3655994 -0.5892056 3.0840269
#> const -7.6011882 5.1402446 -13.8481808 0.7134678
#> exo1 -0.9978571 0.3059487 -1.4012344 -0.5960285
#> exo2 1.5591405 0.4451606 1.0709125 2.1622938
#> exo3 0.0491722 0.5191135 -0.7124125 0.6796301
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1449679 0.2144516 -0.1190256 0.4347452
#> lag1_var2 -0.3161027 0.4702940 -1.0370846 0.2555569
#> lag1_var3 0.5133972 1.0551133 -1.0926342 1.7061151
#> lag1_var4 0.4474923 0.9357744 -0.5976677 1.8565623
#> const -0.8652186 3.9507690 -7.1130621 3.7963402
#> exo1 0.8554914 0.3077869 0.4947033 1.2837624
#> exo2 -1.9651135 0.4066940 -2.5768136 -1.4529485
#> exo3 -0.9870099 0.5452831 -1.6775362 -0.1999179
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3749041 0.2620622 0.01574947 0.6930076
#> lag1_var2 -0.6890063 0.4162119 -1.20719675 -0.1012350
#> lag1_var3 -1.0390241 0.9577887 -2.21023280 0.3099630
#> lag1_var4 2.0055557 0.8563992 0.78342044 3.0706517
#> const -5.5823740 4.7752499 -13.06691098 0.3040395
#> exo1 0.4718226 0.2852462 0.08954264 0.8791938
#> exo2 -1.3791641 0.3360396 -1.87299741 -0.9966015
#> exo3 -1.1284104 0.4968877 -1.90196422 -0.4861022
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03812995 0.009324235 0.02736686 0.05252493
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01134362 0.005471870 -0.01669592 -0.003093674
#> Sigma[2,2] 0.03475128 0.009237832 0.02455581 0.050120363
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009796015 0.003933123 0.004670085 0.01544560
#> Sigma[3,2] -0.034079097 0.010686708 -0.050908087 -0.02188463
#> Sigma[3,3] 0.041285086 0.011399102 0.029430121 0.06010254
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009582683 0.002006766 -0.001762017 0.003872731
#> Sigma[4,2] -0.0077105975 0.003921045 -0.013697641 -0.003144027
#> Sigma[4,3] 0.0156029306 0.003595853 0.012451392 0.021946064
#> Sigma[4,4] 0.0099946092 0.001961964 0.007857575 0.013206869
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971844460 0.07079536 0.8913603 1.0833647
#> lag1_var2 0.001763293 0.44912590 -0.7020340 0.4647941
#> lag1_var3 0.119457148 0.61361505 -0.8664186 0.6913365
#> lag1_var4 -0.139722165 0.61236832 -0.6984725 0.8378743
#> const 2.449663647 2.17557421 -0.8081719 4.9874552
#> exo1 0.020691019 0.15938366 -0.2300183 0.1767971
#> exo2 -0.007040053 0.27098110 -0.4096140 0.3567837
#> exo3 0.156094447 0.22849226 -0.1300140 0.4936946
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07728889 0.07315758 -0.01854405 0.17645550
#> lag1_var2 0.69365276 0.46556864 0.20186399 1.48683345
#> lag1_var3 -0.01864533 0.63073700 -0.75418269 1.04589259
#> lag1_var4 0.02300171 0.61083466 -1.01420915 0.72721382
#> const -1.26958708 2.20372414 -3.59072673 1.97132986
#> exo1 -0.12607188 0.13039039 -0.30238366 0.04382924
#> exo2 1.19939657 0.17092345 0.96156896 1.45828441
#> exo3 0.26392315 0.20285115 -0.05338563 0.49684638
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05514620 0.08501108 -0.1684640 0.05430323
#> lag1_var2 0.27923224 0.61153971 -0.7336850 0.91664626
#> lag1_var3 1.01489857 0.82873227 -0.3241413 2.01055485
#> lag1_var4 -0.06972227 0.82512417 -1.0522083 1.25606821
#> const 4.72232005 2.20892790 1.3715764 7.02658592
#> exo1 0.09135395 0.18839207 -0.1922684 0.34664471
#> exo2 -1.60833398 0.18130364 -1.8660066 -1.38528654
#> exo3 -0.08833968 0.24402623 -0.3575951 0.28986948
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004951643 0.03797644 -0.04758722 0.06023496
#> lag1_var2 0.350665261 0.25953345 -0.06652893 0.63678354
#> lag1_var3 0.399322749 0.34553589 -0.14309163 0.82931553
#> lag1_var4 0.558675504 0.35422157 0.10261684 1.10802739
#> const 3.002397857 1.58486543 1.53063675 5.43902125
#> exo1 -0.007880362 0.11693670 -0.17001966 0.14186447
#> exo2 -0.723223750 0.09783375 -0.83255383 -0.56595390
#> exo3 0.116655544 0.11131448 -0.01162580 0.27322245
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02531548 0.004053884 0.01928544 0.03093797
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532454 0.005964666 -0.02353055 -0.007743886
#> Sigma[2,2] 0.06585516 0.008448942 0.05495455 0.078194162
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003505712 0.01565668 -0.01802985 0.02373207
#> Sigma[3,2] -0.070504728 0.02368505 -0.09965021 -0.03938679
#> Sigma[3,3] 0.278831993 0.09207370 0.17937660 0.41992161
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005004185 0.02080440 -0.03549261 0.021281991
#> Sigma[4,2] -0.046284174 0.03150226 -0.08195007 -0.001803649
#> Sigma[4,3] 0.301832959 0.10212003 0.18763905 0.460810689
#> Sigma[4,4] 0.345819305 0.11278709 0.21269337 0.523021831
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.65441237 0.06482724 0.58234865 0.74096753
#> lag1_var2 0.36512085 0.13602989 0.19788343 0.58172249
#> lag1_var3 0.68413514 0.33044269 0.30152502 1.20644663
#> lag1_var4 -0.55213292 0.27916552 -0.99432603 -0.23495308
#> const 1.54717081 2.47019146 -1.86104092 4.64413877
#> exo1 0.08162002 0.10822936 -0.07443625 0.20732619
#> exo2 -0.28603534 0.15980831 -0.41111700 -0.01081639
#> exo3 0.03645248 0.15110093 -0.17379775 0.23939979
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03462793 0.1579280 -0.157225871 0.24535008
#> lag1_var2 0.48943349 0.2196024 0.191084498 0.78651975
#> lag1_var3 0.61022155 0.4892340 0.006708941 1.27133108
#> lag1_var4 -0.40842401 0.3981252 -0.942629974 0.08736650
#> const 4.86877557 3.6111159 -0.071482896 9.11158379
#> exo1 -0.16784873 0.1353239 -0.318932035 0.03963644
#> exo2 0.33099140 0.1985536 0.071512458 0.63071095
#> exo3 0.74034033 0.1550396 0.517365939 0.93461444
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4285162 0.4074215 -0.10670399 0.9809320
#> lag1_var2 0.5085993 0.4061846 0.03415485 1.1202437
#> lag1_var3 -0.5997457 0.9072658 -1.89026117 0.6987943
#> lag1_var4 1.0285313 0.7107186 -0.01386188 2.0108463
#> const -7.6567373 6.4083252 -17.04733471 0.8253369
#> exo1 0.6904844 0.3192937 0.20348130 1.0892569
#> exo2 -2.7874273 0.4050096 -3.35984297 -2.2661927
#> exo3 -0.7798512 0.3708657 -1.36324902 -0.3794944
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5252154 0.4505706 -0.05741674 1.16538996
#> lag1_var2 0.4002363 0.4290349 -0.09077968 1.04557446
#> lag1_var3 -1.3936422 0.9527201 -2.84517369 -0.09561042
#> lag1_var4 1.8530025 0.7284292 0.82439980 2.96048907
#> const -7.5351137 6.4480992 -16.56199759 0.40902037
#> exo1 0.7532064 0.3674006 0.26537355 1.26016237
#> exo2 -3.2683050 0.4559144 -3.84374064 -2.56900882
#> exo3 -0.5062646 0.4019952 -1.11234027 -0.04393935
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001452252 0.0003126864 0.001131076 0.001946498
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03146478 0.01726418 -0.06234913 -0.01754281
#> Sigma[2,2] 3.92012040 1.10902750 2.72949040 5.53462464
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03651824 0.01676778 0.02328507 0.06614558
#> Sigma[3,2] -2.94626951 0.84263430 -4.20297994 -1.92801249
#> Sigma[3,3] 2.88380525 0.87424299 1.85597214 4.18211531
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01911278 0.007826654 0.01019683 0.03096768
#> Sigma[4,2] -0.45833895 0.501098085 -1.15369854 0.19215524
#> Sigma[4,3] 1.19611056 0.531417677 0.54465870 1.98867009
#> Sigma[4,4] 1.14147229 0.319347867 0.82377301 1.64909720
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957809523 0.04297923 0.89439400 1.00210675
#> lag1_var2 0.027339156 0.03739781 -0.02400461 0.07547344
#> lag1_var3 0.034708917 0.05733308 -0.04405328 0.10739210
#> lag1_var4 -0.030814554 0.04519985 -0.08638739 0.03351631
#> const 0.581716820 0.35872368 0.21286071 1.10388740
#> exo1 0.031088519 0.04675066 -0.02706192 0.09496748
#> exo2 -0.281377711 0.03810295 -0.33695694 -0.24380611
#> exo3 -0.008748614 0.05517472 -0.07603709 0.06940633
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.726009 1.822421 -0.7678056 4.20334212
#> lag1_var2 -1.092732 1.438187 -2.8845455 0.76247993
#> lag1_var3 -2.872593 2.066859 -5.2770395 0.05837151
#> lag1_var4 2.230300 1.648798 -0.1306185 4.07547259
#> const 8.791910 22.268915 -25.7881105 32.21449688
#> exo1 -1.425114 1.086328 -2.6486064 0.11681708
#> exo2 10.337225 2.245889 7.4949671 13.69091421
#> exo3 -1.652325 3.765410 -7.9770798 2.25453853
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9251337 2.301581 -4.0728282 2.2035285
#> lag1_var2 1.9758144 1.938471 -0.6463855 4.8406703
#> lag1_var3 3.5974517 2.891021 -0.4071894 7.7959646
#> lag1_var4 -2.1978162 2.263705 -5.5014752 0.8878779
#> const -10.8845016 14.921500 -31.0110826 9.0727105
#> exo1 1.1090997 1.043026 -0.2098203 2.3831686
#> exo2 -17.8230498 1.444114 -19.7013970 -15.8543988
#> exo3 5.1888275 3.275467 1.0452930 9.8736753
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1776093 1.7681996 -1.9216309 2.741866
#> lag1_var2 0.9743524 1.8514124 -2.1031907 3.118007
#> lag1_var3 1.2174709 2.8363231 -3.5011309 4.545303
#> lag1_var4 -0.1894942 2.2527772 -2.8513642 3.552846
#> const -8.4218381 16.8577423 -31.9267675 15.264472
#> exo1 0.2536812 0.9559383 -0.9515917 1.535765
#> exo2 -14.3354511 1.0193917 -15.8100609 -13.014990
#> exo3 5.4674256 2.2310795 3.3017152 9.004412
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000892642 0.0001769907 0.000733464 0.001166174
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008506854 0.003484604 -0.01324109 -0.004065315
#> Sigma[2,2] 0.334239316 0.087457568 0.24310450 0.484515552
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01017247 0.007593917 0.001876799 0.02223259
#> Sigma[3,2] -0.36662782 0.196657081 -0.703306565 -0.16746876
#> Sigma[3,3] 1.14137118 0.415380942 0.707802405 1.76762005
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00597839 0.006868849 -0.002025859 0.01672762
#> Sigma[4,2] -0.20286792 0.173106202 -0.481831845 -0.01791092
#> Sigma[4,3] 1.02336463 0.353253548 0.665044059 1.56902847
#> Sigma[4,4] 0.99173922 0.304810568 0.702342503 1.47383597
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969475755 0.008704265 0.96137168 0.984162886
#> lag1_var2 -0.022765847 0.026885268 -0.06421545 0.006816773
#> lag1_var3 -0.034183413 0.049560348 -0.10842195 0.025876068
#> lag1_var4 0.038622706 0.047111886 -0.01668607 0.110330781
#> const 0.585711113 0.291202706 0.16390844 0.973601385
#> exo1 -0.002929348 0.038182860 -0.05230075 0.049374891
#> exo2 -0.055021284 0.024809404 -0.09423679 -0.022489372
#> exo3 0.027418759 0.035712729 -0.02232432 0.071208073
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2961700 0.1741536 -0.5074253 -0.0112926
#> lag1_var2 1.8033376 0.6474805 1.0288518 2.8571356
#> lag1_var3 1.7319984 1.1347793 0.3509207 3.5546011
#> lag1_var4 -1.6489509 1.0882177 -3.4209604 -0.3484340
#> const 3.5859551 6.8237920 -6.1695505 12.4733513
#> exo1 -0.4492010 0.6846238 -1.3254711 0.6134919
#> exo2 0.5475952 0.5311255 -0.1762768 1.2538129
#> exo3 -0.0713221 0.4737720 -0.7064941 0.5556359
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2365732 0.5783583 -0.5920441 0.8188541
#> lag1_var2 0.3390157 1.0153658 -1.2320778 1.5843980
#> lag1_var3 1.0584544 1.8579520 -1.6441343 3.4491825
#> lag1_var4 -0.3487939 1.7753336 -2.5215995 2.3077080
#> const 7.6454994 11.6207419 -7.1283896 25.3200934
#> exo1 0.3797423 0.5062738 -0.3293783 1.0175191
#> exo2 -2.0692552 1.2566250 -3.6245381 -0.6090869
#> exo3 -1.4050923 1.6118440 -3.4375837 0.7046291
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06207948 0.5814802 -0.8008428 0.6857885
#> lag1_var2 1.07745822 0.8425341 -0.1460034 2.2464798
#> lag1_var3 1.51628171 1.5806825 -0.5898004 3.7634050
#> lag1_var4 -0.75902545 1.4894926 -2.8011744 1.3093138
#> const 9.64257051 10.1438175 -3.3234642 24.2923770
#> exo1 0.14365068 0.3153339 -0.2546595 0.5272120
#> exo2 -1.89075103 1.1845026 -3.2464511 -0.4471101
#> exo3 -1.54924728 1.5937901 -3.4190960 0.5918507
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000458098 0.0001031444 0.0003179315 0.0005770738
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002420177 0.0005868336 -0.003369118 -0.001794387
#> Sigma[2,2] 0.040672548 0.0058425914 0.032727964 0.048009480
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003311282 0.0008397746 0.002471594 0.004505805
#> Sigma[3,2] -0.052966073 0.0112219775 -0.066040431 -0.036757260
#> Sigma[3,3] 0.134344796 0.0192147895 0.103176488 0.155617723
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002133419 0.0009718667 0.001092028 0.003515972
#> Sigma[4,2] -0.034692449 0.0114402936 -0.047922130 -0.016525283
#> Sigma[4,3] 0.124048162 0.0177986342 0.097052185 0.146974720
#> Sigma[4,4] 0.125137291 0.0174039161 0.104388374 0.151146233
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980110702 0.01888571 0.9516765975 1.00368274
#> lag1_var2 -0.009981783 0.02907223 -0.0459776346 0.03439170
#> lag1_var3 -0.026452413 0.04329361 -0.0799409674 0.03840464
#> lag1_var4 0.023400296 0.03728388 -0.0318552167 0.06977570
#> const 0.527755766 0.38722940 0.1419255719 1.19772650
#> exo1 0.025008145 0.01953036 0.0004603486 0.05169477
#> exo2 -0.076491070 0.01723236 -0.1003505104 -0.05832243
#> exo3 0.006709895 0.02754667 -0.0297243705 0.04579154
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2428572 0.1727306 0.06322539 0.50712481
#> lag1_var2 0.6357348 0.2652523 0.33475241 1.07615757
#> lag1_var3 0.4081702 0.4644371 -0.08124011 1.07711949
#> lag1_var4 -0.3526183 0.3982980 -0.92347826 0.06799250
#> const 1.3898565 3.7268166 -3.77750072 5.90589649
#> exo1 -0.1926957 0.2512185 -0.59115768 -0.02952049
#> exo2 1.6781449 0.1200345 1.53513961 1.86216789
#> exo3 0.8126651 0.2991580 0.53042580 1.31981181
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0202443 0.3969980 -1.4887137 -0.4422743
#> lag1_var2 1.0668936 0.3403309 0.5911608 1.4870963
#> lag1_var3 1.6296675 0.6864574 0.6315535 2.4244581
#> lag1_var4 -0.5214646 0.5901411 -1.2019735 0.3455687
#> const 3.5868791 8.2030735 -7.3786217 13.5258359
#> exo1 0.2209681 0.4596700 -0.4453841 0.8381916
#> exo2 -1.0112801 0.4207176 -1.4727839 -0.4601137
#> exo3 -0.7900079 0.4399946 -1.4707942 -0.3523560
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.069014242 0.3958582 -1.5651153 -0.480798414
#> lag1_var2 1.112733150 0.2761640 0.7576395 1.442550954
#> lag1_var3 1.194419569 0.5751987 0.3634589 1.898284053
#> lag1_var4 -0.001992661 0.4944627 -0.6035891 0.718897849
#> const 4.252576039 8.1644250 -6.6128317 12.721883619
#> exo1 0.121619090 0.4184676 -0.5539188 0.625274643
#> exo2 -0.061152974 0.4719275 -0.6375006 0.564495598
#> exo3 -0.395934563 0.3485406 -0.9306837 -0.009848842
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003011078 0.000811357 0.002285871 0.004283058
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06572319 0.02715751 -0.1047887 -0.02903069
#> Sigma[2,2] 7.06360852 2.13530499 4.5463492 9.93038053
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03695527 0.01779253 0.01576406 0.06234105
#> Sigma[3,2] -4.07290768 1.25408624 -5.77812139 -2.71181466
#> Sigma[3,3] 2.81237090 0.75543727 1.94276233 3.86812884
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006049606 0.005436074 -0.005805863 0.007457351
#> Sigma[4,2] 0.2181603706 0.341606510 -0.186228410 0.735327988
#> Sigma[4,3] 0.3826548903 0.177389353 0.112323830 0.577042735
#> Sigma[4,4] 0.5762063526 0.162052722 0.425240400 0.855389806
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.052054124 0.02137090 1.0252347879 1.082118536
#> lag1_var2 -0.055402813 0.03904156 -0.1042135162 -0.002233624
#> lag1_var3 -0.108335093 0.06280666 -0.1884809980 -0.021792958
#> lag1_var4 0.091469051 0.05954114 0.0068766113 0.165350052
#> const -0.324536629 0.71416934 -1.3723057847 0.575833221
#> exo1 -0.006633057 0.04648750 -0.0700430135 0.048693848
#> exo2 0.028387757 0.06378640 -0.0434970303 0.125315289
#> exo3 0.042070958 0.03820782 -0.0001447531 0.102650180
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6562816 1.210120 -4.1191772 -0.7202421
#> lag1_var2 1.4153610 1.632963 -0.7075137 3.4701036
#> lag1_var3 1.2629859 2.605082 -2.0386305 4.6827860
#> lag1_var4 -1.0481317 2.474825 -4.3265825 2.0066029
#> const 54.6716188 37.367577 -6.2779554 99.2820054
#> exo1 0.5936778 2.927160 -3.1796222 4.6316453
#> exo2 1.9563002 3.803446 -4.9186817 5.4628153
#> exo3 -0.4294760 3.419157 -4.6653136 4.5053778
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3709545 0.7956489 1.128741 3.3453524
#> lag1_var2 -0.5742461 1.1396926 -2.056223 0.9227408
#> lag1_var3 -0.3171951 1.8592105 -2.782585 2.1128928
#> lag1_var4 1.0750759 1.7703644 -1.207746 3.4173672
#> const -45.0391593 22.7992565 -71.588388 -6.6410809
#> exo1 0.1732654 2.1897515 -2.614461 3.1591082
#> exo2 -1.1446909 2.5330629 -3.586526 3.3206607
#> exo3 -0.1029512 1.6198152 -2.565932 1.6380332
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71002571 0.3108929 0.35491164 1.2111927
#> lag1_var2 -0.07608823 0.7054382 -1.24010022 0.6851656
#> lag1_var3 -0.13649123 1.1282924 -2.00055885 1.0750739
#> lag1_var4 1.05625100 1.0415049 -0.07004339 2.7824208
#> const -12.55692701 4.3036239 -18.11511502 -6.7273107
#> exo1 0.58946922 0.8377749 -0.63924917 1.7166803
#> exo2 0.13529318 0.9141515 -1.30085862 1.2611695
#> exo3 -0.31534445 1.0291251 -1.75233190 1.0115325
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005757123 0.0002076062 0.0003679501 0.0008985324
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005635952 0.002641091 -0.002669427 0.003778168
#> Sigma[2,2] 0.3211915295 0.048436987 0.258276760 0.391457125
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002080672 0.004099018 -0.007992966 0.003504374
#> Sigma[3,2] -0.071330983 0.050078903 -0.142796892 -0.007104589
#> Sigma[3,3] 0.411994336 0.060207601 0.350598760 0.515933952
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00251828 0.004326156 -0.008152665 0.003561568
#> Sigma[4,2] 0.11462002 0.058751448 0.031865996 0.180436882
#> Sigma[4,3] 0.38649048 0.053215981 0.324993323 0.466132314
#> Sigma[4,4] 0.46984585 0.059640246 0.398228635 0.563146438
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99943160 0.02109043 0.9738499095 1.026303464
#> lag1_var2 -0.03773169 0.04959398 -0.1030834109 0.031290818
#> lag1_var3 -0.07312708 0.08643751 -0.1852133120 0.048142754
#> lag1_var4 0.06637924 0.08263207 -0.0500670396 0.173726437
#> const 0.40434052 0.35332461 0.0002862155 0.904719082
#> exo1 -0.02967284 0.02023336 -0.0617954571 -0.008200843
#> exo2 -0.03631054 0.02563831 -0.0675324533 -0.002280176
#> exo3 0.03240724 0.01736424 0.0059897222 0.055600200
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3829137 0.6941376 -1.10922722 0.7241741
#> lag1_var2 1.3214971 1.0684435 -0.20038286 2.7519103
#> lag1_var3 1.2604233 1.8963372 -1.51571953 3.8340872
#> lag1_var4 -1.0514236 1.7965035 -3.50019423 1.5361904
#> const -0.4143803 12.2257710 -18.92400445 13.4299803
#> exo1 0.5164273 0.5643005 -0.41564430 1.0892732
#> exo2 0.8139639 0.6328465 -0.03241185 1.7174822
#> exo3 -0.7018027 0.7688832 -1.67492903 0.3715449
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0142267 0.5428997 0.22712750 1.6525348
#> lag1_var2 -1.1995327 1.4022367 -3.43630227 0.1061918
#> lag1_var3 -1.5936337 2.6167309 -5.85161317 0.8263992
#> lag1_var4 2.2978055 2.4587475 0.06133278 6.2939740
#> const -9.3238013 9.3743534 -22.07526394 4.8856243
#> exo1 -0.7340648 0.6632527 -1.60329989 0.2639590
#> exo2 -0.5822999 0.7068355 -1.58519457 0.4471442
#> exo3 1.4287775 0.6835742 0.23833739 2.1469063
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80616616 0.6147835 -0.10091376 1.5568754
#> lag1_var2 -0.84378965 1.7295925 -3.51760512 0.8671450
#> lag1_var3 -1.57481741 3.1259313 -6.43917380 1.5020194
#> lag1_var4 2.40894765 2.9718860 -0.47844810 7.0526583
#> const -10.41000006 11.3685622 -24.63658311 6.2258424
#> exo1 -0.47307285 0.8687871 -1.55034868 0.9067999
#> exo2 -0.08622814 0.6925050 -1.26933761 0.6240141
#> exo3 1.07271421 0.6471347 0.06340659 1.8065214
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004315552 0.0009308585 0.003061321 0.005670958
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05506519 0.02470241 -0.09072912 -0.02204547
#> Sigma[2,2] 5.06133584 1.04924053 3.64318419 6.44446999
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03402548 0.01246143 0.01439067 0.04882371
#> Sigma[3,2] -3.39142781 0.78728744 -4.27963104 -2.34770876
#> Sigma[3,3] 2.55901733 0.63323733 1.74081189 3.36648449
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001656196 0.005640351 -0.006283631 0.007201576
#> Sigma[4,2] -0.378453612 0.315770694 -0.850929842 0.051502268
#> Sigma[4,3] 0.579880443 0.246845346 0.274358597 0.985720061
#> Sigma[4,4] 0.401439536 0.088882529 0.298191413 0.539708778
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08104390 0.0258791 1.03765665 1.10367961
#> lag1_var2 -0.08851364 0.1050635 -0.23262551 0.04273042
#> lag1_var3 -0.16433821 0.1736384 -0.40258087 0.04905460
#> lag1_var4 0.12162644 0.1564025 -0.06633034 0.33808619
#> const 0.53068303 1.2141399 -1.41603828 1.66749079
#> exo1 0.02600609 0.0688014 -0.07240990 0.09710093
#> exo2 0.02914462 0.0322288 -0.00356405 0.07910577
#> exo3 0.07384249 0.0335510 0.03206247 0.12479227
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.0376249 1.176238 -6.030301 -2.7065917
#> lag1_var2 4.4597051 3.001140 -0.578219 7.2302086
#> lag1_var3 6.2845964 4.957124 -2.065889 10.8836415
#> lag1_var4 -4.8075006 4.440766 -8.580712 2.7700661
#> const 11.1763045 33.670623 -32.698334 59.9704343
#> exo1 0.6868202 2.581839 -2.422157 3.8750555
#> exo2 -1.6417421 1.182550 -3.320043 -0.1147284
#> exo3 -1.5105040 1.911258 -3.694331 1.3901402
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.869146952 0.7619548 2.1043068 4.1609743
#> lag1_var2 -2.692306290 1.9895022 -4.2802485 0.5185136
#> lag1_var3 -3.681359455 3.2796108 -6.3069016 1.6134862
#> lag1_var4 3.491753792 2.9733490 -1.2958744 5.7025036
#> const 1.693543529 20.4332722 -21.9262495 33.4177265
#> exo1 -0.005271578 1.5401883 -2.2962948 1.6700720
#> exo2 1.245863858 1.0906020 -0.4957545 2.4853645
#> exo3 -0.322828703 1.4483905 -2.4776969 1.5639906
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4665541 0.3567507 0.009349056 0.9932860
#> lag1_var2 -0.5105397 0.8278679 -1.899621100 0.3873972
#> lag1_var3 -0.7137107 1.3699561 -2.999481341 0.8101484
#> lag1_var4 1.4058700 1.2404430 0.027127621 3.5046783
#> const 8.3243741 11.1722870 -10.400890123 19.3975726
#> exo1 0.4220639 0.4810407 -0.284366497 0.9990675
#> exo2 0.2788283 0.7856851 -0.924731755 1.1421874
#> exo3 -1.3472415 0.4922884 -1.885488882 -0.6592130
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01459426 0.003076544 0.01097698 0.01960127
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02209344 0.007828831 -0.03288402 -0.01293442
#> Sigma[2,2] 0.31912807 0.050375864 0.26539400 0.39220425
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04404156 0.01955789 0.02117137 0.06805837
#> Sigma[3,2] -0.21426341 0.07770889 -0.30691924 -0.09684283
#> Sigma[3,3] 0.75969861 0.13288254 0.56331183 0.93031502
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.029998697 0.01592945 0.01202301 0.05039758
#> Sigma[4,2] -0.006557733 0.09388853 -0.08780890 0.15633467
#> Sigma[4,3] 0.641575521 0.11357880 0.47992118 0.78609090
#> Sigma[4,4] 0.659819700 0.11062887 0.49778734 0.80548846
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.13393347 0.08334705 1.00955609 1.22707201
#> lag1_var2 -0.53617573 0.32683897 -1.02824955 -0.13072280
#> lag1_var3 -0.86733576 0.49321248 -1.60215813 -0.26985252
#> lag1_var4 0.82192287 0.48299513 0.23223885 1.54244603
#> const -0.24065425 1.96649242 -2.73350858 2.37771703
#> exo1 -0.04181284 0.05910386 -0.12371757 0.04167192
#> exo2 -0.72831827 0.17644096 -0.93603344 -0.49632135
#> exo3 0.14282043 0.13297474 -0.01941566 0.33274787
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0640822 0.4585430 -1.7867810 -0.50281085
#> lag1_var2 1.9304915 1.5659603 -0.8407788 3.52387097
#> lag1_var3 1.6891148 2.4495183 -2.6266177 4.13023632
#> lag1_var4 -1.5134188 2.3664387 -3.8867933 2.66192019
#> const 14.3567812 6.6773504 6.8660814 24.90014545
#> exo1 -0.2380197 0.4138245 -0.8328819 0.32098212
#> exo2 0.9004975 0.4057576 0.3640489 1.51308905
#> exo3 -0.5497639 0.6237350 -1.5592797 0.07847778
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.033309 0.4485997 1.4606990 2.6424982
#> lag1_var2 -5.160419 1.4162601 -6.9803315 -3.2018001
#> lag1_var3 -7.029504 2.1458322 -9.6959708 -4.0627007
#> lag1_var4 7.449521 2.1051924 4.4911091 10.0487968
#> const -10.266109 9.7453806 -24.3226829 0.9046978
#> exo1 1.017602 0.7377723 0.1150190 2.0844557
#> exo2 -1.725602 0.8964857 -2.7544612 -0.3414029
#> exo3 1.094353 0.4853928 0.3876221 1.7012520
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3696979 0.5662051 0.78801330 2.2855339
#> lag1_var2 -4.3944791 1.6830384 -6.63120821 -2.0662439
#> lag1_var3 -6.6770661 2.5633305 -10.04360844 -3.0975302
#> lag1_var4 7.2088731 2.4767909 3.75979546 10.4388760
#> const -1.4180974 9.6568489 -16.31289634 9.1735690
#> exo1 0.8920053 0.7237424 -0.08007749 1.9421348
#> exo2 -1.1447220 0.9042312 -2.36381859 0.1569484
#> exo3 0.7497597 0.7202447 -0.22229240 1.6738056
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009958616 0.0001851398 0.0007257571 0.001237058
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008218645 0.002627384 -0.0119115 -0.004537018
#> Sigma[2,2] 0.286973027 0.088347526 0.1892142 0.421586823
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004419315 0.001762402 0.002126896 0.006879336
#> Sigma[3,2] -0.121151396 0.044061435 -0.180805838 -0.067821486
#> Sigma[3,3] 0.147522542 0.040999691 0.096589752 0.211483134
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003404835 0.001969941 -0.002203825 0.003232312
#> Sigma[4,2] 0.0230845439 0.022321677 -0.000174287 0.058027205
#> Sigma[4,3] 0.0965084614 0.028331860 0.069270688 0.137564671
#> Sigma[4,4] 0.1193444186 0.029344939 0.084590313 0.161434978
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95491971 0.01586731 0.92805433 0.97036056
#> lag1_var2 0.07421553 0.03927866 0.02216171 0.12554202
#> lag1_var3 0.14977909 0.07936070 0.04854898 0.26267416
#> lag1_var4 -0.13954160 0.07248017 -0.24150621 -0.04566615
#> const 0.66118895 0.29963012 0.20073472 1.01653873
#> exo1 0.02071842 0.03587123 -0.02491683 0.06462204
#> exo2 -0.10555439 0.02875601 -0.15151751 -0.07638883
#> exo3 0.02651236 0.03998407 -0.02401043 0.08579792
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2150586826 0.4784925 -0.5904757 0.73979464
#> lag1_var2 -0.6010675769 0.5377528 -1.4353222 -0.02069074
#> lag1_var3 -2.9409535688 1.1510736 -4.7873151 -1.75304797
#> lag1_var4 2.7345164845 1.0302377 1.7414420 4.40706056
#> const 6.1485184502 13.1405355 -7.8244753 29.16598674
#> exo1 0.0009371819 0.3056668 -0.3688993 0.43325285
#> exo2 1.8951779192 0.6996926 1.1194289 3.04205289
#> exo3 0.0640527596 0.6836996 -0.6541660 1.09063715
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3377682 0.2702378 -0.5825524 0.06952495
#> lag1_var2 1.2364655 0.6106793 0.3625542 1.93171908
#> lag1_var3 3.2153662 1.2513091 1.3959372 4.68779535
#> lag1_var4 -2.0670602 1.1482970 -3.3987689 -0.40297343
#> const -0.4423983 6.5064254 -9.0830595 8.22099153
#> exo1 0.2251234 0.4199701 -0.3085411 0.70465609
#> exo2 -2.0541619 0.4843363 -2.7610344 -1.39404177
#> exo3 0.5223106 0.5568647 -0.2774241 1.31714324
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3136564 0.2298469 -0.6300981 0.008067714
#> lag1_var2 0.7687941 0.5800569 -0.1636243 1.419951013
#> lag1_var3 1.3901539 1.1719445 -0.5140643 2.642780254
#> lag1_var4 -0.2955753 1.0704164 -1.4498450 1.431058311
#> const 2.1239092 5.8815104 -6.2403387 9.438075912
#> exo1 0.2498457 0.4052278 -0.2068674 0.689440652
#> exo2 -1.3294686 0.4810032 -1.9981769 -0.772143403
#> exo3 0.5791706 0.5715583 -0.2584633 1.296271525
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008635753 0.002332171 0.00605595 0.01248682
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05805219 0.01894003 -0.08702068 -0.03462009
#> Sigma[2,2] 1.04362746 0.24818124 0.78700134 1.44603241
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04896013 0.03175672 0.001455838 0.09187881
#> Sigma[3,2] -0.90203229 0.35015010 -1.389212239 -0.48874463
#> Sigma[3,3] 2.12937708 0.47626069 1.481698735 2.74007415
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01402829 0.02767836 -0.02836135 0.04636821
#> Sigma[4,2] -0.28309751 0.24601630 -0.58686521 0.07535443
#> Sigma[4,3] 1.64347824 0.35110710 1.16663193 2.01736202
#> Sigma[4,4] 1.52778574 0.31168315 1.08770025 1.87629888
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88177731 0.04222499 0.815055797 0.931265448
#> lag1_var2 0.22815714 0.23567328 0.016565999 0.621300952
#> lag1_var3 0.37362527 0.39724947 0.002892092 1.034671945
#> lag1_var4 -0.35944091 0.38787883 -1.004480873 0.008030392
#> const 1.76546741 0.69504834 0.844898879 2.772865234
#> exo1 0.14837690 0.10493249 -0.017025951 0.258532508
#> exo2 -0.07538627 0.07948344 -0.203204341 0.001351075
#> exo3 0.09766013 0.09841035 -0.036428835 0.225862065
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1828118 0.4933473 -0.4494384 0.8016006
#> lag1_var2 -1.0550763 2.5153873 -5.2615771 1.5158282
#> lag1_var3 -3.1657975 4.2100242 -10.2516487 1.1191984
#> lag1_var4 3.0590056 4.1048932 -1.0735150 9.9871818
#> const 3.1413320 9.8097120 -8.4582643 18.6208156
#> exo1 -0.9628212 1.0415595 -2.6014289 0.1361253
#> exo2 -0.1624510 0.7919810 -1.2257855 0.9873148
#> exo3 0.1802989 1.4071190 -0.9990286 2.6025632
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10069978 0.7810837 -0.7602332 1.356061
#> lag1_var2 0.06853442 1.7966923 -2.1721855 2.453408
#> lag1_var3 1.32473024 2.9106772 -2.4170946 5.086778
#> lag1_var4 -0.40620950 2.8274991 -4.0257708 3.243182
#> const 3.67436456 19.6880857 -28.8607711 24.820108
#> exo1 -0.17047950 1.7204105 -2.3314097 2.128476
#> exo2 -0.03048104 1.5327338 -2.1628312 2.020266
#> exo3 2.57413413 1.1466642 0.8664560 4.012381
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2179377 0.7122431 -0.7068427 1.146302
#> lag1_var2 -0.9699737 2.0600078 -3.4293543 2.020537
#> lag1_var3 -1.2391516 3.4340302 -5.3794386 3.730679
#> lag1_var4 2.0974063 3.3511899 -2.7528891 6.142977
#> const 5.1862668 15.8618108 -20.3851379 22.212535
#> exo1 -0.7802806 1.4839984 -2.5017267 1.458201
#> exo2 -0.1591332 1.2489869 -1.7278954 1.558405
#> exo3 2.6557307 1.0020631 1.6724243 4.317332
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00138791 0.0004273195 0.0009324386 0.002089974
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004672805 0.004763599 -0.01263135 0.0003821461
#> Sigma[2,2] 0.320815061 0.082144253 0.21083261 0.4364295664
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00428222 0.00435559 -2.029915e-06 0.01144689
#> Sigma[3,2] -0.27343285 0.06689007 -3.690698e-01 -0.18398821
#> Sigma[3,3] 0.24634008 0.05423593 1.733499e-01 0.32374153
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002835767 0.0008994272 -1.077389e-03 0.00119322
#> Sigma[4,2] 0.0035934134 0.0092775371 -6.706575e-03 0.01888524
#> Sigma[4,3] 0.0105586917 0.0074253570 6.314102e-05 0.02018929
#> Sigma[4,4] 0.0141331827 0.0021828186 1.146158e-02 0.01717343
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98138570 0.02065123 0.95640846 1.01307440
#> lag1_var2 0.05686751 0.12267638 -0.06963491 0.26699326
#> lag1_var3 0.06973501 0.14085080 -0.06974808 0.31412899
#> lag1_var4 -0.07202593 0.14412500 -0.32013779 0.07480730
#> const 0.66801062 0.34989442 0.13885828 1.02916801
#> exo1 0.02301866 0.04393534 -0.02890183 0.09028318
#> exo2 -0.09676581 0.01927361 -0.12103730 -0.06640237
#> exo3 0.02132598 0.04640714 -0.01934820 0.10350016
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07648447 0.5192380 -0.3712882 0.9933269
#> lag1_var2 0.39029161 1.6441769 -1.2325441 2.9748914
#> lag1_var3 -0.65243333 1.9597769 -2.5712601 2.4371165
#> lag1_var4 0.59610449 1.8924878 -2.4445824 2.3791388
#> const 3.09919806 8.7069332 -8.7940319 14.1254823
#> exo1 0.28668207 0.5908210 -0.6078818 1.0164705
#> exo2 0.67853507 0.4551772 0.1672024 1.3336342
#> exo3 0.30763901 0.3448783 -0.2010883 0.7547353
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05669628 0.4755301 -0.7722385 0.5211962
#> lag1_var2 0.50540756 1.3329964 -1.6043650 1.8798190
#> lag1_var3 1.48486701 1.5875423 -1.0400802 3.0998971
#> lag1_var4 -0.48870848 1.5378162 -1.9942753 2.0215003
#> const -1.18136966 8.4367723 -12.5984552 8.7953011
#> exo1 -0.18247764 0.5250531 -0.8872627 0.5263049
#> exo2 -1.30061576 0.3914748 -1.8441514 -0.8404532
#> exo3 0.12072819 0.3532038 -0.3559588 0.6001879
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12658499 0.10173454 0.005853095 0.2836214
#> lag1_var2 0.31091758 0.20670564 0.035804721 0.6118180
#> lag1_var3 0.30454459 0.23657069 -0.009252309 0.6557535
#> lag1_var4 0.65276648 0.23043698 0.315793334 0.9581310
#> const 0.55615903 2.26746211 -2.173285584 3.8746815
#> exo1 0.07173418 0.10300256 -0.070893100 0.1859067
#> exo2 -0.75141662 0.08218083 -0.844439907 -0.6243126
#> exo3 0.39027885 0.07709997 0.279694752 0.4940733
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003529359 0.0007364037 0.002743941 0.004719096
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008128354 0.00639691 -0.01819057 -0.00166456
#> Sigma[2,2] 0.348438530 0.08013547 0.25285163 0.46396305
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02266268 0.008270363 0.01451488 0.03526595
#> Sigma[3,2] -0.39520789 0.073637610 -0.48233564 -0.29107034
#> Sigma[3,3] 0.92714475 0.185651469 0.63738711 1.11959243
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01911574 0.005874677 0.01365614 0.02725132
#> Sigma[4,2] -0.22519264 0.054847002 -0.28974015 -0.14907312
#> Sigma[4,3] 0.75111845 0.158216463 0.50381207 0.92229039
#> Sigma[4,4] 0.65895655 0.140103708 0.44324323 0.81600755
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97124962 0.05707426 0.898253327 1.054941665
#> lag1_var2 -0.09817727 0.07621522 -0.196075277 0.006154409
#> lag1_var3 -0.18748628 0.14289703 -0.371878049 0.013722008
#> lag1_var4 0.18320291 0.13425121 -0.008856008 0.356654239
#> const 0.89713023 0.81143032 -0.202640545 2.168665296
#> exo1 0.03654448 0.06486546 -0.046130680 0.132288840
#> exo2 -0.44586711 0.07716195 -0.569256712 -0.356073023
#> exo3 0.22448772 0.04319586 0.165006588 0.278358695
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0429428 0.5656861 -1.91015471 -0.3636193
#> lag1_var2 3.8629865 1.1517392 2.78993244 5.7672583
#> lag1_var3 5.3932298 2.1146030 3.45548325 8.8761334
#> lag1_var4 -5.0890647 1.9773916 -8.32930896 -3.2670940
#> const 6.5643954 7.4219270 -1.58655574 17.2220622
#> exo1 0.4421656 0.7307424 -0.56093564 1.4824961
#> exo2 1.0449176 0.7279688 -0.02105986 1.9603119
#> exo3 -0.1200895 0.6652246 -1.22408626 0.6285676
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1676144 1.0672143 0.9436290 3.9535678
#> lag1_var2 -4.3000931 1.7007986 -6.8848733 -2.3708466
#> lag1_var3 -6.8587661 3.1670963 -11.5859310 -3.2436922
#> lag1_var4 7.3736511 2.9968074 3.9129746 11.7785595
#> const -20.0040593 15.1207159 -44.6207485 -3.8467911
#> exo1 -0.6346901 0.9941998 -2.0242163 0.7573838
#> exo2 -5.8874360 1.0349475 -7.3236132 -4.7512428
#> exo3 0.3386045 0.7925648 -0.5707144 1.3065650
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6840999 0.8570954 0.6224824 3.0815705
#> lag1_var2 -2.7843859 1.2421626 -4.4577611 -1.1318552
#> lag1_var3 -4.9967792 2.3379820 -8.0674993 -1.8571028
#> lag1_var4 5.6670661 2.2341111 2.6301766 8.6070799
#> const -17.6669654 12.5704794 -37.5597470 -2.5492568
#> exo1 -0.4424236 0.6847320 -1.4674667 0.4847106
#> exo2 -5.5278068 0.8325543 -6.6763745 -4.3732996
#> exo3 0.2984451 0.5668864 -0.3602617 1.0846976
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006790484 0.0001272766 0.0005046769 0.0008494862
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01204699 0.002179231 -0.01476495 -0.009156823
#> Sigma[2,2] 0.44507580 0.071467243 0.36363949 0.536734591
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009775655 0.002645973 0.006556241 0.01388424
#> Sigma[3,2] -0.307474439 0.084560590 -0.446904235 -0.24023145
#> Sigma[3,3] 0.438487897 0.129598226 0.343676728 0.63782459
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00267973 0.002336719 0.0001479943 0.005870289
#> Sigma[4,2] -0.04342820 0.064341708 -0.1458391695 0.015690312
#> Sigma[4,3] 0.26468313 0.089216426 0.1948344887 0.404588480
#> Sigma[4,4] 0.24790681 0.060213229 0.1896595789 0.347799395
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965895372 0.01897732 0.935727888 0.98923811
#> lag1_var2 -0.007842534 0.06013320 -0.107728146 0.06060772
#> lag1_var3 -0.025564751 0.09582677 -0.184527564 0.08338974
#> lag1_var4 0.028041718 0.09189468 -0.072251533 0.18131498
#> const 0.788562524 0.30318758 0.379523980 1.21967756
#> exo1 -0.003023982 0.02387285 -0.035496429 0.02577197
#> exo2 -0.103091528 0.01980889 -0.124834595 -0.07158710
#> exo3 0.041168551 0.03443922 -0.009415601 0.08421463
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1006871 0.6943545 -0.97283301 0.8178076
#> lag1_var2 1.7872528 1.5688216 -0.01757157 4.2355805
#> lag1_var3 1.7884231 2.6424075 -1.12772430 5.9382931
#> lag1_var4 -1.8355603 2.6033143 -5.87563921 0.9536102
#> const 1.0799263 12.4028085 -12.96467938 19.6661306
#> exo1 0.1774457 0.3839872 -0.21675566 0.8379277
#> exo2 1.0164558 0.6878540 0.09863169 1.9490266
#> exo3 -0.4993592 0.8060341 -1.72207451 0.4272255
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5954524 0.6608403 -0.2532290 1.4212695
#> lag1_var2 -0.5993696 0.9050775 -1.8342282 0.4996274
#> lag1_var3 -0.4683116 1.5363273 -2.4486024 1.4754508
#> lag1_var4 1.1456689 1.4456611 -0.7009366 3.0379602
#> const 2.0165956 10.3122217 -11.3718375 16.2731659
#> exo1 -0.1388867 0.2843570 -0.4968041 0.2701044
#> exo2 -4.5972760 0.8001762 -5.6485138 -3.3810247
#> exo3 1.9950971 0.8699097 0.8510830 3.1246621
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67402130 0.3384202 0.1741269 1.0587337
#> lag1_var2 0.07659606 0.8671025 -1.3303584 0.9089382
#> lag1_var3 -0.06626875 1.5095401 -2.5214630 1.3027336
#> lag1_var4 0.71565506 1.4553955 -0.5711377 3.0906725
#> const 2.12563691 5.2006863 -3.5025579 10.6897948
#> exo1 -0.03175489 0.4220139 -0.4552913 0.6135346
#> exo2 -4.16292090 0.6122871 -5.0188815 -3.3319339
#> exo3 1.78357706 0.5503992 1.0822321 2.6444338
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005740024 0.0002126097 0.000332478 0.0008615025
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01877495 0.01801065 -0.04483026 0.004888301
#> Sigma[2,2] 6.65740212 1.41420951 5.35368181 9.117598854
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009047879 0.01073945 -0.004302714 0.02567281
#> Sigma[3,2] -3.603737725 0.89499026 -5.156908953 -2.65461398
#> Sigma[3,3] 2.099460941 0.58201135 1.451553968 3.08537342
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001324702 0.001994478 -0.00341775 0.002203259
#> Sigma[4,2] -0.082193073 0.328145128 -0.49895187 0.337492164
#> Sigma[4,3] 0.242878593 0.179550410 0.03514173 0.472608558
#> Sigma[4,4] 0.269582056 0.067521984 0.18379277 0.374398754
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.027179002 0.02164467 1.005125282 1.063341771
#> lag1_var2 -0.005061472 0.02163866 -0.036419411 0.019826248
#> lag1_var3 -0.013757804 0.04111051 -0.074372689 0.033223880
#> lag1_var4 -0.004331498 0.03310023 -0.040858125 0.046311189
#> const 0.300741802 0.23422842 -0.020452569 0.657748806
#> exo1 0.025450819 0.02063144 0.003330532 0.055425719
#> exo2 -0.049836466 0.03247359 -0.092933409 -0.006874036
#> exo3 0.017053766 0.02502228 -0.024596252 0.043348323
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.642811342 2.206848 -4.4319303 1.169027
#> lag1_var2 1.632702135 1.532437 -0.6614713 3.601832
#> lag1_var3 1.322951713 2.950231 -3.0529208 5.088974
#> lag1_var4 -1.075571048 2.171716 -3.9073108 2.199415
#> const 25.841823857 37.750990 -26.9439387 74.483719
#> exo1 0.008035706 2.908651 -3.8080306 3.841549
#> exo2 -0.400520705 2.117536 -3.8643878 1.806850
#> exo3 0.460212960 1.977021 -1.4658221 3.775867
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1556992 1.1217343 -0.3699594 2.6108311
#> lag1_var2 -0.2608247 0.8015606 -1.2435581 0.8971395
#> lag1_var3 0.4071462 1.5375603 -1.4660134 2.6433733
#> lag1_var4 0.2885554 1.1260829 -1.3683377 1.6682271
#> const -11.4509887 17.5815936 -32.8487830 17.0582450
#> exo1 0.2901483 1.8724512 -1.8382324 2.7653506
#> exo2 -0.5577168 1.1827982 -2.4168659 0.9990696
#> exo3 -0.7512135 1.1133154 -2.5978856 0.5234114
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2986227 0.4924730 -0.4388921 0.870482275
#> lag1_var2 0.2337074 0.3951919 -0.1838856 0.812068986
#> lag1_var3 0.4029200 0.7450588 -0.3809578 1.476480485
#> lag1_var4 0.4341663 0.5790155 -0.4081260 1.045454475
#> const 1.3429204 7.4844249 -9.6189250 9.880782226
#> exo1 0.4297468 0.6855922 -0.5919890 1.208196373
#> exo2 -0.9504276 0.6907597 -1.8895070 -0.048672248
#> exo3 -0.6142249 0.5018545 -1.3448223 -0.005881497
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003675582 0.005841374 0.0006803004 0.01478949
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008807435 0.003686949 -0.006669992 0.003159274
#> Sigma[2,2] 0.1006514171 0.023906802 0.078760380 0.138440480
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003243444 0.006609662 -0.0135082 0.0005748744
#> Sigma[3,2] -0.094301033 0.021988295 -0.1223797 -0.0626568612
#> Sigma[3,3] 0.139101144 0.020048680 0.1099528 0.1594675228
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003911962 0.006029308 -0.01456974 -9.680394e-05
#> Sigma[4,2] -0.026823893 0.012837782 -0.03880288 -7.425977e-03
#> Sigma[4,3] 0.076756323 0.013561172 0.05657546 9.371831e-02
#> Sigma[4,4] 0.059693243 0.015616327 0.04077484 8.512711e-02
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99309349 0.01643466 0.97469806 1.01363907
#> lag1_var2 -0.11371814 0.17553216 -0.40833623 0.01041947
#> lag1_var3 -0.13825354 0.25116862 -0.56392289 0.04118684
#> lag1_var4 0.12636258 0.24043115 -0.05645766 0.53162116
#> const 1.04816221 1.12224238 -0.01506637 3.02633797
#> exo1 0.02931460 0.06478493 -0.02992445 0.14640254
#> exo2 -0.03153509 0.04613385 -0.10898261 0.02119932
#> exo3 0.02086400 0.03740717 -0.03401351 0.06876297
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40709028 0.1833454 0.2131430 0.6288670
#> lag1_var2 -0.05234556 1.1877986 -1.8055269 1.4318986
#> lag1_var3 -0.31322277 1.9059801 -3.0934359 1.9843936
#> lag1_var4 0.11502717 1.8829557 -2.1188286 2.8659098
#> const 5.87156262 4.3118096 -1.5605722 10.2368694
#> exo1 -0.11423540 0.2736357 -0.5317689 0.1823223
#> exo2 0.90874666 0.5097617 0.2009350 1.5201386
#> exo3 1.00816849 0.2051862 0.7780921 1.3376837
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.58694934 0.1987617 -0.88038292 -0.3464787
#> lag1_var2 1.56616431 1.2278685 -0.05092864 3.1481472
#> lag1_var3 2.03530155 1.9034087 -0.33770822 4.3805406
#> lag1_var4 -0.83574372 1.8345020 -3.06071649 1.4053914
#> const -1.92932037 6.0745976 -9.76958538 7.6452407
#> exo1 0.12261462 0.3461573 -0.32862023 0.6413612
#> exo2 -2.09147246 0.4926189 -2.74589570 -1.4188293
#> exo3 -0.07292186 0.3726142 -0.62607601 0.4031242
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31433010 0.1134968 -0.48285241 -0.1947704
#> lag1_var2 1.11259280 0.6275933 0.33681253 2.0622386
#> lag1_var3 1.18512743 0.9950621 0.03297033 2.7089575
#> lag1_var4 -0.10905124 0.9770754 -1.62573253 0.9592863
#> const 1.35515766 5.1744366 -6.21599145 7.9982242
#> exo1 0.04688732 0.1960001 -0.23057177 0.2910641
#> exo2 -1.53740565 0.2833751 -1.84923536 -1.0833785
#> exo3 0.61602077 0.3825103 0.06270186 1.1038171
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001174984 0.0002057287 0.0008699904 0.001441669
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004007212 0.002019399 -0.007197239 -0.00174756
#> Sigma[2,2] 0.087594953 0.017094831 0.066952229 0.11153445
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002120852 0.003646448 -0.002836596 0.007182888
#> Sigma[3,2] -0.084060170 0.032330703 -0.122470849 -0.039448423
#> Sigma[3,3] 0.256790856 0.061436740 0.183019165 0.340564155
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001836816 0.003419173 -0.004852946 0.004377191
#> Sigma[4,2] -0.0413369182 0.027521046 -0.071716036 0.000779030
#> Sigma[4,3] 0.2288661564 0.052323424 0.161026783 0.305027465
#> Sigma[4,4] 0.2230945318 0.046887720 0.159771321 0.293685392
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980926889 0.02067053 0.94695802 1.00356059
#> lag1_var2 -0.067563277 0.03395448 -0.11249511 -0.02636233
#> lag1_var3 -0.125650469 0.06094733 -0.21077743 -0.06073649
#> lag1_var4 0.123104466 0.05831674 0.06183415 0.20559107
#> const 0.635598427 0.29488136 0.23580097 0.98200580
#> exo1 0.000996206 0.03858114 -0.04548674 0.05728335
#> exo2 -0.104280651 0.02947240 -0.14022833 -0.06004331
#> exo3 0.033697630 0.04133978 -0.02013904 0.09674047
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06954604 0.1418406 -0.13156601 0.257607899
#> lag1_var2 1.27442894 0.4491389 0.64265477 1.870005258
#> lag1_var3 1.19272990 0.8885787 -0.10780375 2.375531806
#> lag1_var4 -1.24712496 0.8529559 -2.39317877 -0.006171483
#> const 3.23817549 2.3894657 -0.04993518 6.340324355
#> exo1 -0.40571950 0.2813968 -0.75485430 -0.032583507
#> exo2 0.98350311 0.3281547 0.53248128 1.459914349
#> exo3 -0.30060395 0.3131613 -0.82847086 0.021827989
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8808603 0.1549061 0.64613562 1.0450424
#> lag1_var2 -2.7790698 0.9447329 -4.33885782 -1.8925295
#> lag1_var3 -3.8904751 1.9203514 -7.10634543 -1.9632904
#> lag1_var4 4.6217914 1.8455752 2.75718024 7.7102782
#> const -4.0095162 4.9413146 -10.94825154 3.0753089
#> exo1 -0.1467770 0.5579850 -1.05931858 0.4345734
#> exo2 -0.4380230 0.6527673 -1.38430655 0.2686498
#> exo3 0.4501298 0.2480409 0.07075676 0.7018407
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9824704 0.1689294 0.72595914 1.1928669
#> lag1_var2 -2.6711039 0.9169520 -4.24761643 -1.7659682
#> lag1_var3 -4.2890575 1.7803059 -7.41627522 -2.6600701
#> lag1_var4 4.9806658 1.6985793 3.39543629 7.9659716
#> const -3.0498547 4.4413824 -8.74268947 3.0130184
#> exo1 -0.3760962 0.4701455 -1.15070695 0.1287011
#> exo2 0.1654098 0.6830760 -0.91000310 0.9145440
#> exo3 0.2451664 0.2156150 -0.05962757 0.5398181
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008404911 0.0001632184 0.0006725233 0.001074243
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00339119 0.001551887 -0.006068521 -0.001683412
#> Sigma[2,2] 0.06820228 0.023274806 0.042568702 0.105731333
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00591304 0.002568091 0.003301157 0.009891479
#> Sigma[3,2] -0.09649843 0.034222532 -0.153629601 -0.056948198
#> Sigma[3,3] 0.32262451 0.069916560 0.246682819 0.429593850
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004022053 0.001923468 0.002028834 0.007145987
#> Sigma[4,2] -0.057900066 0.022655771 -0.094519970 -0.032659270
#> Sigma[4,3] 0.269773560 0.054229306 0.206538320 0.353856422
#> Sigma[4,4] 0.238887292 0.045116812 0.183120055 0.306066805
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99915581 0.009111165 0.98643027 1.01053482
#> lag1_var2 -0.01306063 0.091928706 -0.11928660 0.12262464
#> lag1_var3 -0.01076406 0.154340398 -0.19804856 0.21088104
#> lag1_var4 0.01446775 0.151246548 -0.20258236 0.20041229
#> const -0.13949426 0.448496579 -0.65707427 0.51429581
#> exo1 0.01391862 0.027103842 -0.01395324 0.05412799
#> exo2 -0.14460568 0.037856140 -0.17988873 -0.08558386
#> exo3 -0.17119901 0.039433517 -0.21398488 -0.11272978
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.047634421 0.06304693 -0.1360698 0.02503589
#> lag1_var2 0.279465092 0.79487850 -0.7633405 1.28367047
#> lag1_var3 -0.617882804 1.33666601 -2.4398680 1.14493420
#> lag1_var4 0.561457025 1.31967119 -1.1993067 2.35554253
#> const 5.123588491 3.06956932 1.1540332 9.56602187
#> exo1 -0.004513066 0.16095448 -0.2623497 0.18854201
#> exo2 0.747529349 0.21794110 0.4589973 1.05778233
#> exo3 2.587571203 0.31960571 2.0017188 2.86463970
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12937938 0.1471731 -0.3673918 0.02996567
#> lag1_var2 2.22525791 1.7393836 0.2511253 4.44627354
#> lag1_var3 4.01462754 3.0510452 0.7735752 7.64165551
#> lag1_var4 -2.90731452 3.0092163 -6.4504620 0.30427990
#> const -4.53647226 7.7427932 -12.9171471 7.77368009
#> exo1 0.02302869 0.5411352 -0.4984810 0.84185798
#> exo2 -0.25631074 0.4852395 -0.7846983 0.52763455
#> exo3 -5.22434743 0.6877175 -5.9826068 -4.04433368
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14780194 0.1371301 -0.3592767 0.02149916
#> lag1_var2 2.03132297 1.4180566 0.4681224 3.89504751
#> lag1_var3 3.01798828 2.5183876 0.3321177 6.07792996
#> lag1_var4 -1.93519856 2.4849548 -4.9286572 0.70666462
#> const -2.31944493 6.9707308 -8.7672472 9.06083821
#> exo1 0.02003839 0.4937125 -0.4467590 0.80634985
#> exo2 0.21972252 0.4073781 -0.2216686 0.89561578
#> exo3 -3.84020638 0.5640505 -4.5837913 -2.98802619
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00214537 0.0006804057 0.001543309 0.003226457
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07679934 0.01377866 -0.09534033 -0.0603262
#> Sigma[2,2] 4.51989756 1.14499140 3.01166424 6.1998784
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06283904 0.01699617 0.04709032 0.08991834
#> Sigma[3,2] -3.43868667 0.89928606 -4.68380948 -2.20253145
#> Sigma[3,3] 3.76560775 1.16620081 2.34923722 5.31551437
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02904069 0.01426478 0.01267477 0.05015513
#> Sigma[4,2] -1.43658872 0.67036461 -2.38100281 -0.68134445
#> Sigma[4,3] 2.43403909 0.94506057 1.22260274 3.64354784
#> Sigma[4,4] 2.02319558 0.75281639 1.03552011 2.95609834
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02454185 0.03767578 0.97123667 1.06915789
#> lag1_var2 -0.04085002 0.04686001 -0.10311621 0.01684617
#> lag1_var3 -0.08652913 0.09454357 -0.21078906 0.02961367
#> lag1_var4 0.07306127 0.07604387 -0.02231396 0.17538780
#> const 0.11398436 0.66438643 -0.98571667 0.84519128
#> exo1 0.03752639 0.05670776 -0.03392896 0.12237172
#> exo2 -0.16213658 0.04615540 -0.22723692 -0.09758681
#> exo3 0.07276322 0.03793142 0.02858151 0.12312414
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.271375526 1.7906426 -4.3159126 0.3171565
#> lag1_var2 2.788745162 1.5556609 0.4362150 4.5263346
#> lag1_var3 3.886299413 3.1483626 -0.9447309 7.3533687
#> lag1_var4 -3.127390127 2.5139357 -5.9958752 0.5169349
#> const 14.439152871 22.2911990 -11.6364477 47.9204227
#> exo1 -1.606575634 2.7854637 -5.8587977 2.1231816
#> exo2 1.513401338 0.9999488 0.1602635 3.0501606
#> exo3 -0.009215089 1.7946298 -2.1159097 2.9693899
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.0957787 1.990600 0.1551565 5.5991999
#> lag1_var2 -2.4696330 1.796479 -4.3280167 0.3703141
#> lag1_var3 -4.0990635 3.666056 -7.7921089 1.7802835
#> lag1_var4 4.0700813 2.948135 -0.5219860 7.0532503
#> const -17.1816043 19.443818 -45.9957347 6.8459366
#> exo1 0.4280912 2.652123 -3.7254472 3.0489934
#> exo2 -4.1220742 1.202871 -5.8106609 -2.5208909
#> exo3 -2.5399559 1.912490 -4.8387151 0.4351616
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3252074 1.359484 0.3637517 4.0888505
#> lag1_var2 -1.8037767 1.256638 -3.2141679 0.1499456
#> lag1_var3 -3.6105310 2.584925 -6.4755075 0.4608354
#> lag1_var4 3.8530461 2.115379 0.5967638 6.1262415
#> const -12.4458202 12.532038 -28.5362141 5.4561500
#> exo1 -0.4123265 1.937052 -3.4999757 1.5771767
#> exo2 -3.9120472 1.120765 -5.4940913 -2.4908480
#> exo3 -3.0208296 1.460776 -4.6728825 -0.7755566
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001869372 0.0004328154 0.001365418 0.002473482
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006808466 0.005994023 -0.01551587 -0.0005899665
#> Sigma[2,2] 0.838850193 0.262490546 0.54341607 1.2528164971
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003506114 0.003845454 -0.0004759859 0.009474248
#> Sigma[3,2] -0.141609680 0.213309142 -0.4928112144 0.064127429
#> Sigma[3,3] 0.775808794 0.188071912 0.5395285413 1.031804131
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004787631 0.006150426 -0.007354959 0.007391919
#> Sigma[4,2] 0.3999060622 0.143291756 0.212776933 0.569725052
#> Sigma[4,3] 0.7511154079 0.227873393 0.505038901 1.078289384
#> Sigma[4,4] 1.0821266285 0.282316068 0.698482646 1.429374727
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02656813 0.01182754 1.01359171 1.04535982
#> lag1_var2 -0.04948316 0.09918173 -0.19458331 0.07349994
#> lag1_var3 -0.10143865 0.16367566 -0.34543669 0.09300971
#> lag1_var4 0.09352617 0.15177748 -0.08731651 0.31991746
#> const -0.14093572 0.71644887 -1.02561959 0.59905954
#> exo1 0.00980983 0.04094808 -0.04092335 0.06228364
#> exo2 -0.15908327 0.07768740 -0.26981503 -0.06246849
#> exo3 -0.03854674 0.04851438 -0.11455837 0.01783066
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02059487 0.3090922 -0.3543242 0.4852816
#> lag1_var2 0.75223434 1.7684054 -1.6418386 3.1624442
#> lag1_var3 0.33095133 2.8914745 -3.5750660 4.2593510
#> lag1_var4 -0.35822020 2.7398280 -4.2133688 3.2880253
#> const 3.76628319 9.0947338 -10.7905284 13.5211700
#> exo1 -1.04098859 0.5991710 -1.9149804 -0.3327259
#> exo2 -0.54318059 1.0297029 -2.0084282 0.8888394
#> exo3 1.94001507 1.4133216 0.3203995 4.1585742
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5293805 0.3644799 -0.03850267 0.9454205
#> lag1_var2 0.9646741 1.5976793 -1.52234775 2.4852547
#> lag1_var3 1.8220337 2.6076060 -2.27289509 4.2394709
#> lag1_var4 -1.1085335 2.4531755 -3.41716735 2.7612296
#> const 2.4179938 16.3207565 -16.65521626 26.6339353
#> exo1 -0.1573457 0.8287018 -1.00205768 1.2170749
#> exo2 -0.4946424 0.8498756 -1.51746728 0.8933647
#> exo3 -2.1994511 0.8638931 -3.48594583 -1.1440592
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5942239 0.4250236 -0.08232969 0.9731120
#> lag1_var2 1.0318385 1.2075455 -0.76924839 2.5265377
#> lag1_var3 1.3597440 1.9574876 -1.66306094 3.7179385
#> lag1_var4 -0.6731751 1.9317454 -2.98420445 2.3128322
#> const 4.0475807 13.4278875 -13.21161051 21.2892653
#> exo1 -0.8247697 1.1019302 -2.30220384 0.7975757
#> exo2 -0.9483372 1.0380873 -2.49432133 0.4262074
#> exo3 -1.0688321 1.2962366 -2.45263033 0.9151434
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002197448 0.002461488 0.0009364994 0.005838131
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00159387 0.001213649 -0.002805359 0.0002480157
#> Sigma[2,2] 0.05329491 0.009335362 0.041442872 0.0667022282
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004246167 0.011573925 -0.001433472 0.02216642
#> Sigma[3,2] 0.005681845 0.006969608 -0.002387284 0.01442047
#> Sigma[3,3] 0.106677935 0.051724544 0.060424568 0.19322156
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002977008 0.01165872 -0.00327918 0.02130778
#> Sigma[4,2] 0.049433173 0.01129829 0.03305291 0.06320959
#> Sigma[4,3] 0.113940994 0.05261550 0.06471536 0.20147062
#> Sigma[4,4] 0.157251693 0.05045577 0.11146453 0.23908868
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00201099 0.01776069 0.97236838 1.02224496
#> lag1_var2 -0.07135472 0.16605337 -0.35236049 0.07842605
#> lag1_var3 -0.08229909 0.21162354 -0.43797790 0.10486905
#> lag1_var4 0.08160346 0.20578683 -0.09756826 0.42471596
#> const 0.08351784 0.56743483 -0.75924926 0.72755625
#> exo1 0.01919279 0.05503430 -0.03276261 0.10378601
#> exo2 -0.06150649 0.03374673 -0.09059733 -0.01053252
#> exo3 -0.01617729 0.04257747 -0.08155408 0.03171759
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07177961 0.09263655 -0.03514425 0.2091571
#> lag1_var2 0.91663519 0.56725283 0.24096870 1.8110079
#> lag1_var3 -0.11811511 0.74241578 -0.98754364 1.0223409
#> lag1_var4 0.09438325 0.73363683 -1.02991751 0.9488124
#> const 0.36477635 2.71214470 -3.80362361 3.2056067
#> exo1 -0.04528949 0.29006918 -0.41979381 0.3420898
#> exo2 0.26457398 0.29769148 -0.13539367 0.6771223
#> exo3 0.14662461 0.24329615 -0.11220826 0.5408695
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37253978 0.1033609 -0.5259145 -0.2307801
#> lag1_var2 1.65598890 0.9427503 0.3208040 3.0028450
#> lag1_var3 2.92194931 1.2010379 1.2456683 4.6133046
#> lag1_var4 -1.86614743 1.1774691 -3.5203873 -0.2324604
#> const 3.42825958 1.9833168 0.4731914 5.6919017
#> exo1 -0.06163945 0.3537834 -0.4073675 0.5049538
#> exo2 -0.86219025 0.4115637 -1.4133213 -0.3598779
#> exo3 0.04104006 0.2756179 -0.3964175 0.2963816
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3228286 0.1421317 -0.5590331 -0.1727485
#> lag1_var2 1.9210362 0.9745603 0.5734013 3.2990169
#> lag1_var3 2.2426571 1.2325940 0.5320492 3.9133210
#> lag1_var4 -1.1937744 1.2050125 -2.8258204 0.4688307
#> const 2.9257604 3.4628080 -0.8860555 7.2594768
#> exo1 -0.1002055 0.4111879 -0.5475306 0.5723878
#> exo2 -0.6948771 0.5199387 -1.5171046 -0.1047588
#> exo3 0.1486449 0.4140395 -0.4865165 0.5751618
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001554961 0.0003335527 0.001143469 0.002024934
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003495258 0.001291458 -0.005447629 -0.002244261
#> Sigma[2,2] 0.028375128 0.008713213 0.020912976 0.043800007
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001477565 0.001181021 9.587117e-05 0.003209338
#> Sigma[3,2] -0.019737810 0.005932512 -2.976291e-02 -0.013670034
#> Sigma[3,3] 0.035821349 0.005596446 2.998710e-02 0.045343770
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.645067e-05 0.001036671 -0.00121375 0.001626323
#> Sigma[4,2] -9.345356e-03 0.004840190 -0.01714055 -0.003966541
#> Sigma[4,3] 3.127459e-02 0.005754904 0.02543468 0.041282692
#> Sigma[4,4] 3.124087e-02 0.006056980 0.02478586 0.040924086
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94971912 0.02514755 0.92064579 0.99078943
#> lag1_var2 0.06371579 0.05266184 -0.01336596 0.13401677
#> lag1_var3 0.09674070 0.10765237 -0.03551945 0.26228964
#> lag1_var4 -0.09616035 0.10146938 -0.25206822 0.02815788
#> const 0.91603320 0.33896580 0.35951508 1.28921316
#> exo1 -0.01082991 0.02560375 -0.04339237 0.02669294
#> exo2 -0.05461094 0.03419626 -0.09618145 -0.01188513
#> exo3 -0.04270896 0.04743934 -0.10836765 0.01891674
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36639654 0.1819689 0.09050421 0.5799983
#> lag1_var2 -0.04646210 0.2624885 -0.31515939 0.3725067
#> lag1_var3 -1.25645532 0.5065437 -1.87564117 -0.5120773
#> lag1_var4 1.14032113 0.4740317 0.43063206 1.7014836
#> const 1.89816861 2.6746100 -1.29723244 5.5644138
#> exo1 -0.09813771 0.1672486 -0.33211003 0.1242168
#> exo2 0.72468253 0.1223276 0.54718034 0.8881057
#> exo3 0.45129848 0.2680839 0.10953827 0.8038531
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52933327 0.1287332 -0.65503125 -0.3237393
#> lag1_var2 1.22618772 0.3449062 0.73634718 1.6527993
#> lag1_var3 2.75883953 0.7399836 1.64975043 3.7044799
#> lag1_var4 -1.60697223 0.6790675 -2.45906833 -0.5778481
#> const 0.42113300 2.1318407 -2.68956008 3.1684914
#> exo1 0.16702486 0.1627310 -0.04889945 0.3982109
#> exo2 -0.64971518 0.1721395 -0.86992526 -0.4337909
#> exo3 -0.07946318 0.2180905 -0.42274157 0.1800838
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4710971 0.1007250 -0.551927450 -0.3068538
#> lag1_var2 1.0988738 0.3235136 0.631756459 1.4940801
#> lag1_var3 1.8613534 0.7266483 0.775244922 2.7823203
#> lag1_var4 -0.7043867 0.6633759 -1.531526531 0.2975087
#> const 0.6098929 2.5318547 -3.071598344 3.6352835
#> exo1 0.1546901 0.1417327 -0.008430884 0.3678427
#> exo2 -0.4039467 0.2067548 -0.661201839 -0.1368033
#> exo3 0.1032861 0.1643612 -0.141193106 0.2817444
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001919025 0.004889168 0.0001975156 0.009265827
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005367882 0.01030094 -0.02174773 -0.001013258
#> Sigma[2,2] 0.133825220 0.04214449 0.08335321 0.202295544
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003087608 0.003214649 -0.002320141 0.006812163
#> Sigma[3,2] -0.066531282 0.057658695 -0.163600444 -0.006577908
#> Sigma[3,3] 0.556339908 0.187600744 0.327780569 0.841576512
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001267223 0.006602518 -0.01178201 0.005651528
#> Sigma[4,2] 0.0129367355 0.048550145 -0.05793890 0.080230961
#> Sigma[4,3] 0.5588895502 0.170948385 0.33957448 0.807479437
#> Sigma[4,4] 0.6121689920 0.163355843 0.38917034 0.837298006
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004041374 0.02941829 0.97829289 1.05247566
#> lag1_var2 0.006014138 0.06837651 -0.05402654 0.11277122
#> lag1_var3 0.002082752 0.10499854 -0.09714930 0.16893973
#> lag1_var4 -0.007403728 0.10241114 -0.17034574 0.08758397
#> const 0.226363014 0.80912324 -1.16015602 0.85886435
#> exo1 -0.003153942 0.01148820 -0.01618770 0.01464587
#> exo2 -0.200304579 0.05798605 -0.30378422 -0.15705459
#> exo3 -0.026949144 0.06089602 -0.12873933 0.02838948
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60482338 0.3442387 -1.0939299 -0.1560117
#> lag1_var2 1.17949433 0.7952315 0.2637362 2.4615735
#> lag1_var3 0.67189555 1.4613364 -1.0520748 3.0321641
#> lag1_var4 -0.45751031 1.3813655 -2.7032467 1.1399267
#> const 2.77785005 4.7066406 -1.9612806 9.8643857
#> exo1 -0.79985513 0.5147423 -1.5138396 -0.1410726
#> exo2 2.33728420 0.4274238 1.8065626 2.9336522
#> exo3 -0.01939446 0.2671979 -0.3724058 0.3646677
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2446136 0.7279981 -0.6187098 1.378946
#> lag1_var2 1.8353939 2.8225557 -1.6754294 6.270045
#> lag1_var3 3.9870752 5.0258794 -2.4763320 11.622792
#> lag1_var4 -3.2615833 4.7136346 -10.4273262 2.791255
#> const 10.1926139 10.6018616 -3.5306827 24.605300
#> exo1 0.2505887 0.5884445 -0.5798366 1.023479
#> exo2 -4.4319944 1.2236420 -6.3488294 -2.889561
#> exo3 -4.2294461 0.9406804 -5.3646797 -2.751519
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1424870 0.7058315 -1.126523 0.8221612
#> lag1_var2 2.3047264 3.0582101 -1.088084 7.2202574
#> lag1_var3 4.0124504 5.4443166 -2.225255 12.4963256
#> lag1_var4 -3.1508498 5.0960528 -11.097311 2.6773046
#> const 12.0247623 10.8921019 -4.355163 24.5890942
#> exo1 -0.2338134 0.6531652 -1.162212 0.5749767
#> exo2 -3.3229187 1.1386235 -5.117642 -1.9340325
#> exo3 -4.5762241 1.0176550 -5.770465 -2.8903728
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004366161 0.005065321 0.001652527 0.01399992
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003938644 0.001068239 -0.005334277 -0.002657273
#> Sigma[2,2] 0.021514118 0.010069476 0.012749624 0.039220172
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02377771 0.04616427 -0.11055722 0.005552549
#> Sigma[3,2] -0.01870260 0.02875992 -0.06862559 0.009897063
#> Sigma[3,3] 0.75296904 0.47435230 0.38483787 1.605994329
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.028303649 0.04867900 -0.1197191 0.002203592
#> Sigma[4,2] -0.002851981 0.02520655 -0.0429128 0.027492505
#> Sigma[4,3] 0.777562968 0.49836783 0.3945426 1.677503777
#> Sigma[4,4] 0.816033899 0.52371884 0.4141457 1.762285734
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.045557042 0.03304071 1.00477288 1.09653807
#> lag1_var2 -0.223477464 0.08651134 -0.34317777 -0.10562450
#> lag1_var3 -0.328640943 0.14233686 -0.53133317 -0.14061251
#> lag1_var4 0.314924425 0.13574116 0.13596664 0.50774618
#> const -0.082607573 0.76700019 -1.16962525 0.82391551
#> exo1 0.069859608 0.06059369 -0.01117031 0.15977293
#> exo2 -0.011226382 0.04183109 -0.07185055 0.04285645
#> exo3 -0.003826907 0.08613997 -0.07442907 0.14249497
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02531796 0.09256883 -0.14237649 0.10266323
#> lag1_var2 0.59651909 0.47776640 -0.02534881 1.34856557
#> lag1_var3 0.20191446 0.72135398 -0.75710300 1.31516213
#> lag1_var4 -0.19286101 0.68658632 -1.25304066 0.72030412
#> const 2.65506851 1.58692606 0.09797125 4.28551102
#> exo1 -0.14828943 0.12390879 -0.30300471 0.02711162
#> exo2 0.72107015 0.10908043 0.55642593 0.85071607
#> exo3 0.34071801 0.08598994 0.26794520 0.47796530
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0771948 0.3027928 -1.46382825 -0.6448908
#> lag1_var2 2.5300032 2.5508170 -0.05030514 6.6537629
#> lag1_var3 3.0154730 3.8252064 -0.30820584 9.2653804
#> lag1_var4 -1.9310439 3.6389139 -7.87656469 1.2221443
#> const 12.3395990 12.7198377 -5.86969992 25.6695440
#> exo1 -0.5053349 1.0078717 -2.23420437 0.5784146
#> exo2 5.0659583 0.7814044 3.97304910 6.1291706
#> exo3 -4.5327082 1.1344439 -6.17438518 -3.2245778
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1832837 0.3149149 -1.56604550 -0.7153611
#> lag1_var2 2.6813163 2.5797416 -0.03058947 6.7682127
#> lag1_var3 2.7245269 3.8517759 -0.81650201 8.9470101
#> lag1_var4 -1.6082937 3.6632947 -7.53216119 1.7535442
#> const 14.2139987 13.5096232 -5.11143690 29.2414946
#> exo1 -0.6456644 1.0185442 -2.34974108 0.4803179
#> exo2 5.8384797 0.7964071 4.72754599 6.9368405
#> exo3 -4.5524286 1.1920842 -6.24908218 -3.1830621
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008680005 0.0001838025 0.0005945393 0.001107669
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004376804 0.001800841 -0.007057694 -0.002236932
#> Sigma[2,2] 0.066943235 0.020445088 0.044616950 0.098663461
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003276472 0.001641132 0.00104195 0.005071473
#> Sigma[3,2] -0.058856756 0.013269279 -0.07953990 -0.041290973
#> Sigma[3,3] 0.107628738 0.012319704 0.09145496 0.126515617
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006760219 0.0008956965 -0.0005050344 0.001923868
#> Sigma[4,2] -0.0194265876 0.0052085704 -0.0268952813 -0.012408393
#> Sigma[4,3] 0.0740565499 0.0088179618 0.0635983176 0.087573612
#> Sigma[4,4] 0.0637917506 0.0066182226 0.0558699515 0.073388071
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.949973461 0.04508717 0.88892655 1.01520513
#> lag1_var2 0.137359557 0.10390918 -0.01118528 0.26555007
#> lag1_var3 0.167952816 0.16244041 -0.06546805 0.35909453
#> lag1_var4 -0.157139647 0.15166939 -0.33184816 0.06450645
#> const 0.577490588 0.53940631 -0.20450914 1.18095721
#> exo1 -0.005980697 0.01903146 -0.02874599 0.02232835
#> exo2 -0.103399660 0.02839541 -0.14026844 -0.06389457
#> exo3 -0.043532899 0.02772426 -0.08485259 -0.01113486
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14732035 0.3972729 -0.7614631 0.2644712
#> lag1_var2 0.62850495 0.6910337 -0.3437780 1.6735524
#> lag1_var3 0.11091529 1.0473646 -1.3651106 1.6116364
#> lag1_var4 -0.07822575 0.9597028 -1.4450600 1.2682008
#> const 3.28128960 4.8395011 -1.4420235 11.2659889
#> exo1 0.04861482 0.1173497 -0.0922402 0.2171544
#> exo2 1.06220776 0.3566139 0.5380623 1.5734051
#> exo3 0.58733725 0.2411678 0.2549958 0.9554976
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.204307599 0.3658479 -0.2058712 0.73560350
#> lag1_var2 0.167780724 0.6847256 -0.9183472 0.98146877
#> lag1_var3 1.005192129 1.1073704 -0.7493114 2.28962594
#> lag1_var4 -0.048324048 1.0396294 -1.2943685 1.59373044
#> const -2.893496908 5.0339682 -10.1566230 2.78390287
#> exo1 0.007225431 0.3254203 -0.4146655 0.45963778
#> exo2 -1.336267068 0.4289627 -1.8425903 -0.63848336
#> exo3 -0.355564156 0.2579245 -0.7571722 -0.05119119
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11641557 0.2806166 -0.2457786 0.4935736
#> lag1_var2 0.15906617 0.6197996 -0.7414108 0.8530393
#> lag1_var3 0.43214843 1.0418705 -1.1279459 1.5709409
#> lag1_var4 0.55629924 0.9801792 -0.5131901 2.0276852
#> const -1.63791785 3.8760894 -7.6557822 2.9913937
#> exo1 0.03975588 0.2914418 -0.3582680 0.4168823
#> exo2 -0.66312698 0.3305560 -1.0912527 -0.1952579
#> exo3 0.01702557 0.1870434 -0.2408459 0.2837823
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008431042 0.0002213699 0.0005676862 0.001168449
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004563184 0.006170882 -0.01263085 0.004475834
#> Sigma[2,2] 1.852919403 0.422888247 1.31414598 2.499717772
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009363119 0.005513917 0.002762583 0.01682206
#> Sigma[3,2] -1.324544810 0.290883119 -1.694058097 -0.97150219
#> Sigma[3,3] 1.478952538 0.440675881 0.983005998 2.19672415
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008552492 0.003876401 0.003500722 0.01421159
#> Sigma[4,2] -0.323671096 0.262866487 -0.665688494 0.03628535
#> Sigma[4,3] 0.895474994 0.424227997 0.496290646 1.60792221
#> Sigma[4,4] 0.887154640 0.366601442 0.548707644 1.52666038
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993362649 0.02966171 0.95061444 1.03093072
#> lag1_var2 0.006843660 0.03173627 -0.02937775 0.05291653
#> lag1_var3 0.014306035 0.05779126 -0.05404963 0.09884249
#> lag1_var4 -0.014537740 0.04477262 -0.07896406 0.03841099
#> const 0.227378683 0.58127011 -0.74554037 0.80685606
#> exo1 0.004128694 0.02932325 -0.03877581 0.03261783
#> exo2 -0.098675666 0.03276002 -0.14936159 -0.05873082
#> exo3 -0.007084279 0.02638583 -0.04401465 0.02837460
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4142692 1.1036046 -1.87223380 1.01647035
#> lag1_var2 1.7054889 0.9629076 0.29410395 2.75114406
#> lag1_var3 2.3110953 1.6871920 -0.07181415 4.23037339
#> lag1_var4 -1.8440959 1.3243922 -3.44850363 -0.08379082
#> const -4.5359657 24.0473539 -34.34853704 30.58669119
#> exo1 0.8759848 1.4038750 -1.24620840 2.45919692
#> exo2 0.7672999 0.8545155 -0.05541500 2.05440219
#> exo3 0.3780546 1.2043260 -1.36352901 1.50267760
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3888281 0.8271298 0.1135218 2.5283852
#> lag1_var2 -0.7144573 0.7976518 -1.6534147 0.4523622
#> lag1_var3 -0.6781468 1.4645351 -2.3426858 1.4122730
#> lag1_var4 1.0677521 1.1076817 -0.4930772 2.4029626
#> const -1.6399541 15.7569131 -27.2482825 17.2929679
#> exo1 -0.5587925 0.7138556 -1.2291653 0.5399293
#> exo2 -2.7929017 0.7620673 -3.7749554 -1.8319102
#> exo3 -0.2551965 1.1651731 -1.7964200 1.5180471
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.43667600 0.6575849 0.2288593 2.0242418
#> lag1_var2 -0.31023546 0.6993514 -1.1040107 0.6875455
#> lag1_var3 -0.30821073 1.2950984 -1.6991422 1.5814967
#> lag1_var4 0.90686311 0.9878623 -0.6192755 1.9070661
#> const -6.80899716 12.9724860 -27.6024395 7.0886245
#> exo1 -0.06374055 0.3767309 -0.6398531 0.3607415
#> exo2 -2.96207975 0.7485214 -4.1739856 -2.1500655
#> exo3 -0.06217161 1.1149245 -1.9574007 1.1459292
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009133008 0.000843261 0.0003200892 0.002340428
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008224691 0.007911101 -0.02112212 -0.002260193
#> Sigma[2,2] 0.297308471 0.092479576 0.16325759 0.429180699
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003260519 0.001025607 0.002078826 0.004868334
#> Sigma[3,2] -0.080196669 0.027856346 -0.119203331 -0.040041600
#> Sigma[3,3] 0.102836859 0.023184365 0.080120161 0.140207890
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002182897 0.005969659 -0.01201547 0.001860257
#> Sigma[4,2] 0.120450264 0.070059671 0.04918494 0.229704424
#> Sigma[4,3] 0.060015019 0.025698911 0.02468849 0.096381013
#> Sigma[4,4] 0.154473157 0.049793107 0.08837922 0.234568997
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91842091 0.03850724 0.87984379 0.97833097
#> lag1_var2 0.08487656 0.08462394 -0.04004782 0.18812321
#> lag1_var3 0.13690453 0.12980821 -0.05571217 0.29245559
#> lag1_var4 -0.11917134 0.11622717 -0.25824575 0.05307971
#> const 0.78278054 0.33576350 0.36016877 1.29454884
#> exo1 -0.00359187 0.02332457 -0.03133672 0.03266060
#> exo2 -0.03521284 0.03654581 -0.06871123 0.02379640
#> exo3 -0.02193423 0.04036143 -0.06669010 0.04309170
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8926232 0.7955619 -0.2444165 1.78967593
#> lag1_var2 -1.7293200 1.5848257 -3.9659854 0.60130864
#> lag1_var3 -4.1056269 2.4079053 -7.4862032 -0.56439483
#> lag1_var4 3.7370986 2.1708026 0.5288860 6.79014505
#> const 4.4791584 7.6787024 -4.9529843 14.84721762
#> exo1 -0.1772626 0.6301440 -0.8382918 0.81829671
#> exo2 3.1539166 0.6419809 2.0774803 3.85042894
#> exo3 -0.6865937 0.5221293 -1.4254668 -0.03602234
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1783044 0.6182567 -0.88837409 0.7444854
#> lag1_var2 0.5213560 0.9046559 -0.64619599 1.8190166
#> lag1_var3 1.6012865 1.4350934 -0.25120249 3.6642516
#> lag1_var4 -0.5980291 1.2733811 -2.42567507 1.0320821
#> const 1.6814627 5.7733861 -7.33281223 6.6854263
#> exo1 0.2668534 0.2287331 0.03459707 0.6265555
#> exo2 -1.2618753 0.4456306 -1.77539109 -0.5280912
#> exo3 0.6483389 0.2285028 0.39991835 1.0013944
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4015717 0.5566053 -0.3527678 1.22685185
#> lag1_var2 -1.1532291 0.8586810 -2.4496570 -0.02388156
#> lag1_var3 -1.9434486 1.3476088 -3.9744703 -0.10512160
#> lag1_var4 2.7092863 1.2095520 1.1006240 4.55121237
#> const 4.1258482 7.2122086 -6.2116296 13.70625621
#> exo1 0.1776481 0.3814743 -0.3218117 0.69449618
#> exo2 0.6564256 0.2731581 0.2667335 1.02148524
#> exo3 0.2754690 0.3970098 -0.3104065 0.80000927
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001049183 0.000335842 0.0006917497 0.001595998
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001155164 0.001943662 -0.001108504 0.004003315
#> Sigma[2,2] 0.161341240 0.039894881 0.116125113 0.220531306
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001611759 0.003660195 -0.006085934 0.003582559
#> Sigma[3,2] -0.190833347 0.096294541 -0.356177742 -0.095499442
#> Sigma[3,3] 0.827237655 0.281038349 0.551612868 1.298024809
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007836905 0.002947971 -0.004087591 0.003978437
#> Sigma[4,2] -0.0646586455 0.077571036 -0.187137310 0.032938627
#> Sigma[4,3] 0.6827209102 0.228890832 0.459884702 1.028643432
#> Sigma[4,4] 0.6370586113 0.197639068 0.454175219 0.939291046
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02480097 0.02082995 0.99802264 1.05008560
#> lag1_var2 -0.03889253 0.04904157 -0.09971118 0.02887225
#> lag1_var3 -0.05128322 0.07318674 -0.13891656 0.04570480
#> lag1_var4 0.04841711 0.07157422 -0.04686391 0.13328765
#> const -0.29182861 0.42351868 -0.87386089 0.15950475
#> exo1 0.02626630 0.02887124 -0.01511293 0.06499845
#> exo2 -0.03905796 0.04742532 -0.09677719 0.02234344
#> exo3 -0.04222066 0.02766700 -0.08512078 -0.01244361
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3325443 0.1389812 -0.5315346 -0.1343692
#> lag1_var2 0.2101541 0.9863660 -1.0929664 1.5711959
#> lag1_var3 -0.5371735 1.2318272 -2.0909349 1.3027203
#> lag1_var4 0.5984276 1.2316069 -1.2390494 2.1433605
#> const 3.1770506 2.5781215 0.2535171 7.1479333
#> exo1 -0.1721929 0.3233868 -0.7428207 0.1605069
#> exo2 0.1829988 0.3726778 -0.4126738 0.6229221
#> exo3 0.4932576 0.6857459 -0.3073183 1.5987610
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20742090 0.4491906 -0.3894529 0.8400919
#> lag1_var2 -0.36618001 2.9084596 -3.3139257 4.2408380
#> lag1_var3 0.07757911 3.7805978 -3.7034019 6.0216515
#> lag1_var4 0.83761533 3.7912930 -5.1085562 4.6937123
#> const 1.39803603 12.4625120 -16.1654589 20.0746368
#> exo1 0.39675831 0.5954541 -0.5589372 1.0495820
#> exo2 1.39341443 0.6533920 0.4943154 2.2928267
#> exo3 1.94112670 2.0434448 -1.7939101 3.6490709
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04579448 0.3817491 -0.5448280 0.5307411
#> lag1_var2 -0.72284860 2.5296766 -2.6807524 3.4924922
#> lag1_var3 -1.01330424 3.3075289 -3.4669964 4.4125213
#> lag1_var4 1.97924491 3.3054646 -3.4327129 4.4385763
#> const 3.50309023 11.3875316 -12.6115996 20.2602612
#> exo1 0.25542539 0.5287357 -0.5743502 0.8522888
#> exo2 1.53450104 0.6675959 0.7591795 2.4594388
#> exo3 2.33510680 1.6213683 -0.5709059 3.8120226
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009643146 0.0001728253 0.0006751704 0.001159953
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003614176 0.002316005 -0.007305474 -0.001038583
#> Sigma[2,2] 0.101145582 0.030435099 0.065068740 0.147432867
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000606321 0.003910618 -0.006517644 0.004396537
#> Sigma[3,2] -0.144616107 0.049834735 -0.228247778 -0.085601824
#> Sigma[3,3] 0.290670065 0.098566866 0.173664595 0.456874802
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003685649 0.002467092 -0.007700444 -0.00108703
#> Sigma[4,2] -0.065691363 0.029958242 -0.115147445 -0.03156127
#> Sigma[4,3] 0.180823803 0.063211918 0.106066349 0.28346946
#> Sigma[4,4] 0.132759659 0.042147761 0.083315939 0.19790897
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99381849 0.009567055 0.98323301 1.008697643
#> lag1_var2 0.03222147 0.049154021 -0.02019732 0.111498047
#> lag1_var3 0.07238342 0.061033079 0.00362796 0.168023690
#> lag1_var4 -0.07540608 0.059895245 -0.16964291 -0.006724618
#> const 0.56303070 0.357422894 -0.01381349 0.938581240
#> exo1 0.01543349 0.023895034 -0.01317786 0.044891484
#> exo2 -0.03984498 0.026557365 -0.08388249 -0.012801474
#> exo3 0.02230967 0.031590478 -0.01256829 0.070086504
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05173465 0.08144226 -0.1602216 0.04815559
#> lag1_var2 0.55435863 0.75495881 -0.6027956 1.46538143
#> lag1_var3 -0.22348874 0.98565180 -1.8140006 0.78009497
#> lag1_var4 0.21924743 0.98957208 -0.8325249 1.79971835
#> const 2.70889013 5.26031946 -5.0154366 9.53776238
#> exo1 -0.02790331 0.35639797 -0.5142747 0.45489434
#> exo2 0.93447489 0.21626757 0.6374716 1.21062834
#> exo3 0.22301507 0.48659604 -0.5671249 0.66242110
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0807374 0.2012440 -0.1800234 0.3457299
#> lag1_var2 0.5476836 1.2712477 -1.0918158 2.2933008
#> lag1_var3 1.1032153 1.6324337 -0.7851115 3.5572047
#> lag1_var4 -0.1333486 1.6440183 -2.5961681 1.7863826
#> const -1.4288738 8.6122782 -12.2051785 12.3397456
#> exo1 -0.1845252 0.5933463 -0.8862766 0.7041302
#> exo2 -2.7342862 0.3600340 -3.2156602 -2.2374880
#> exo3 0.1282102 0.7297458 -0.5019372 1.2718307
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03478313 0.1536221 -0.1880384 0.2157680
#> lag1_var2 0.48595137 0.7397784 -0.5090905 1.5224536
#> lag1_var3 0.27458090 0.9442024 -0.9517372 1.6405996
#> lag1_var4 0.70222034 0.9515940 -0.6525714 1.9391158
#> const -0.01781929 5.4556280 -7.1074221 8.1365397
#> exo1 -0.21274655 0.3901300 -0.6854257 0.3833922
#> exo2 -2.09840794 0.3223163 -2.5621101 -1.6532959
#> exo3 0.31535250 0.4151819 -0.1974480 0.9200551
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007549913 0.0002383068 0.0004966723 0.001150598
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01184259 0.002844108 -0.01597291 -0.008663734
#> Sigma[2,2] 0.42897368 0.073609314 0.34552401 0.528604819
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009494489 0.002456207 0.006740343 0.0131715
#> Sigma[3,2] -0.285756420 0.045905893 -0.347689714 -0.2236156
#> Sigma[3,3] 0.217708153 0.030341256 0.173044916 0.2501188
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002111063 0.001249380 0.001114312 0.004129715
#> Sigma[4,2] -0.013046431 0.017506709 -0.035788949 0.015196701
#> Sigma[4,3] 0.038115620 0.016125795 0.020408315 0.065416927
#> Sigma[4,4] 0.032222803 0.009323242 0.023445111 0.046104670
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97141028 0.03917456 0.91935538 1.02523887
#> lag1_var2 -0.01718738 0.06289696 -0.11325381 0.05839457
#> lag1_var3 -0.03625402 0.09894961 -0.18973977 0.07604192
#> lag1_var4 0.03795210 0.08871055 -0.05914082 0.17830409
#> const 0.54722490 0.29952741 0.12720736 0.94701767
#> exo1 0.01219699 0.02130203 -0.01311997 0.04161779
#> exo2 -0.04646648 0.01668760 -0.06645946 -0.02134237
#> exo3 0.06927248 0.02340310 0.03592344 0.10136869
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5980192 0.7038065 -0.2424016 1.548637
#> lag1_var2 0.4292538 1.6363715 -1.4161498 2.667925
#> lag1_var3 -0.3321791 2.6727993 -3.2855102 3.435335
#> lag1_var4 0.1316086 2.4552166 -3.3089555 2.871266
#> const 0.9284531 8.9075373 -10.7565801 15.230522
#> exo1 0.8218168 0.5276928 0.2490602 1.598113
#> exo2 0.7593808 0.7861830 -0.4539136 1.663143
#> exo3 -0.0648627 0.7757711 -1.0581403 1.151184
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02689667 0.6161773 -0.7291763 0.78501063
#> lag1_var2 -0.60262535 1.2370637 -2.4892057 0.85271434
#> lag1_var3 -0.38674987 2.0151428 -3.4810920 1.96190509
#> lag1_var4 1.36270806 1.8411012 -0.7604075 4.15775141
#> const -0.40218309 7.1783621 -12.3193322 7.11409072
#> exo1 -0.45861582 0.3101973 -0.8718756 -0.04663504
#> exo2 -1.23916937 0.5808426 -1.9387574 -0.41327264
#> exo3 0.58270651 0.5860533 -0.3111427 1.29104233
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42372680 0.2144848 0.1100027 0.7114468
#> lag1_var2 -0.87096777 0.3626138 -1.4288887 -0.5001003
#> lag1_var3 -1.45405822 0.5614751 -2.2906706 -0.8718347
#> lag1_var4 2.30907374 0.5155423 1.7760578 3.0802202
#> const -0.62000270 3.5306858 -4.6594766 4.8966879
#> exo1 0.06563428 0.2062419 -0.2091208 0.3297186
#> exo2 -0.78582410 0.1545095 -0.9842040 -0.5812394
#> exo3 0.57796845 0.1915396 0.3492111 0.8657218
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007720358 0.001387186 0.0002276458 0.002793471
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009604286 0.005523114 -0.01798274 -0.004808973
#> Sigma[2,2] 0.590275703 0.138028533 0.43083583 0.783040773
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008837105 0.005501433 0.00430325 0.01723977
#> Sigma[3,2] -0.476036272 0.101139190 -0.61339241 -0.35640628
#> Sigma[3,3] 0.429184948 0.079812876 0.32516290 0.54303985
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002512132 0.001982014 0.001084115 0.005544314
#> Sigma[4,2] -0.084570705 0.019007030 -0.113120777 -0.061542803
#> Sigma[4,3] 0.115560778 0.022732276 0.091805802 0.151269918
#> Sigma[4,4] 0.061695119 0.011515981 0.051495878 0.079124590
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979380298 0.01859942 0.94961477 0.99614767
#> lag1_var2 -0.036757703 0.05439179 -0.09150869 0.05382698
#> lag1_var3 -0.059427638 0.08148960 -0.14148951 0.07475782
#> lag1_var4 0.058723017 0.08088668 -0.07384093 0.14090129
#> const 0.617386780 0.48085034 0.05222746 1.37311868
#> exo1 -0.004841505 0.01725508 -0.02568110 0.01840578
#> exo2 -0.054702079 0.02057757 -0.08700698 -0.03032426
#> exo3 0.039596087 0.01655072 0.01776984 0.06422037
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2046758 0.5768169 -0.9585258 0.5288245
#> lag1_var2 1.4541927 2.2194781 -2.0143830 3.6037099
#> lag1_var3 0.9124247 3.2513405 -4.1952272 4.0078213
#> lag1_var4 -0.7956283 3.0848824 -3.6201464 4.0162419
#> const -1.5941529 12.5670394 -19.7509468 13.8414022
#> exo1 -0.2420517 0.5553573 -0.8224799 0.7217313
#> exo2 0.3387457 0.6862907 -0.6424655 1.1614547
#> exo3 0.4809425 0.7034290 -0.5778131 1.2500929
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18442301 0.4618032 -0.4568526 0.7928432
#> lag1_var2 0.07104250 1.8320632 -2.0328008 2.7052897
#> lag1_var3 0.99419345 2.6836611 -1.9839168 4.8631276
#> lag1_var4 -0.15228014 2.5728995 -3.7560459 2.8004528
#> const 5.33148417 11.4974597 -8.9932055 23.4505583
#> exo1 0.05447589 0.4979370 -0.7585407 0.5958287
#> exo2 -0.47536595 0.6573668 -1.2607693 0.4878331
#> exo3 -0.45759048 0.5868346 -1.0940003 0.4744107
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04309383 0.1626239 -0.2237741 0.22625231
#> lag1_var2 0.63230491 0.5973925 -0.3397097 1.23521453
#> lag1_var3 0.99249499 0.8969674 -0.4590363 1.89502449
#> lag1_var4 -0.06298506 0.8954835 -1.0065518 1.38218601
#> const 3.76395833 5.4337271 -1.2691255 12.23691961
#> exo1 -0.10975784 0.1872418 -0.3953838 0.07381246
#> exo2 -0.26098371 0.3069352 -0.6057766 0.20283693
#> exo3 -0.14359514 0.1534248 -0.2913699 0.11349255
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001829814 3.554133e-05 0.0001552699 0.0002396352
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001087924 0.001206603 -0.002539309 0.0007932612
#> Sigma[2,2] 0.208862483 0.032510958 0.167664706 0.2504020492
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001923913 0.0008137332 0.0009339897 0.003088264
#> Sigma[3,2] -0.169810891 0.0295185130 -0.2076323502 -0.128341108
#> Sigma[3,3] 0.192209711 0.0390267413 0.1402111846 0.248373028
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001239002 0.0005639103 0.0003942623 0.001967742
#> Sigma[4,2] -0.034391710 0.0220761754 -0.0645246924 -0.008102284
#> Sigma[4,3] 0.083719836 0.0246369154 0.0560782878 0.119106516
#> Sigma[4,4] 0.063216164 0.0119933912 0.0500604330 0.080638502
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979315038 0.010406634 0.965748459 0.994555396
#> lag1_var2 -0.024755356 0.016944894 -0.047615408 -0.001548596
#> lag1_var3 -0.050766099 0.028430256 -0.089793164 -0.009683366
#> lag1_var4 0.048541823 0.027708835 0.007480671 0.085288052
#> const 0.683268154 0.253876994 0.407182471 1.092870224
#> exo1 0.001522663 0.007111389 -0.006755009 0.010986739
#> exo2 -0.024245331 0.011267714 -0.039096369 -0.007509226
#> exo3 0.022226325 0.013203395 0.002853854 0.041834143
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1153269 0.3030006 -0.3132218 0.52768671
#> lag1_var2 1.5772302 1.0081891 0.5742422 3.33179167
#> lag1_var3 1.6134569 1.6742925 -0.1802647 4.49717103
#> lag1_var4 -1.7127518 1.6418724 -4.5365584 0.05512073
#> const 5.4045673 8.0482834 -5.6214185 16.88594748
#> exo1 -0.2363762 0.4169654 -0.7593713 0.30193783
#> exo2 0.6318184 0.3008766 0.1839884 1.02775225
#> exo3 0.2526279 0.4912173 -0.2677789 0.83011277
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3116229 0.3937312 -0.8410266 0.2295680
#> lag1_var2 0.1645546 1.3169640 -1.8717296 1.5931662
#> lag1_var3 0.5549462 2.1275641 -2.7090175 2.9622521
#> lag1_var4 0.5113811 2.0583401 -1.8485410 3.6856459
#> const 2.1907807 8.7451788 -9.5618543 14.8903180
#> exo1 0.2937698 0.4668589 -0.3062023 0.8470634
#> exo2 -0.7235247 0.3701609 -1.1611117 -0.2551466
#> exo3 -0.2475314 0.4746154 -0.9421276 0.2449535
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25141182 0.2799381 -0.6686973 0.10799536
#> lag1_var2 0.78014666 0.7867452 -0.3864523 1.63983163
#> lag1_var3 0.96529671 1.2413547 -0.8907942 2.36551104
#> lag1_var4 0.04991355 1.1901271 -1.3233692 1.82708516
#> const 5.20359274 5.9159272 -1.6964341 14.70011374
#> exo1 0.13958919 0.2317321 -0.1759039 0.42907791
#> exo2 -0.31140415 0.2223488 -0.5808503 -0.04503343
#> exo3 -0.08726903 0.2998286 -0.4577095 0.39395563
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003824974 9.79926e-05 0.0002503215 0.0005089329
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001340634 0.0005480966 -0.0008674858 0.0005750302
#> Sigma[2,2] 0.0241351117 0.0053969039 0.0191535069 0.0331123794
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -6.604875e-05 0.0003861759 -0.0004575717 0.0006153164
#> Sigma[3,2] -1.080171e-02 0.0043586040 -0.0181774646 -0.0060637159
#> Sigma[3,3] 1.374759e-02 0.0038626020 0.0091993624 0.0186065935
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001768331 0.0004207206 -0.0005124001 0.0005405346
#> Sigma[4,2] -0.0010480917 0.0024567232 -0.0046884253 0.0018177632
#> Sigma[4,3] 0.0099643587 0.0026670887 0.0068400426 0.0133621136
#> Sigma[4,4] 0.0103015987 0.0025886126 0.0070937960 0.0142907547
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982194966 0.009926189 0.96847557 0.99560800
#> lag1_var2 0.015914047 0.026169485 -0.02032610 0.05027292
#> lag1_var3 0.009912996 0.046539179 -0.05887056 0.06409102
#> lag1_var4 -0.016621721 0.044163692 -0.06533168 0.05028518
#> const 0.609869203 0.377678473 0.18669938 1.18788413
#> exo1 0.013633811 0.017579229 -0.01238913 0.03212238
#> exo2 -0.067326994 0.020999540 -0.10179639 -0.04565430
#> exo3 -0.025458170 0.029954215 -0.07030080 0.01618829
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37703596 0.09742912 0.2805049 0.5336315
#> lag1_var2 -0.51611728 0.11410224 -0.6440648 -0.3355834
#> lag1_var3 -1.57056219 0.32636129 -1.8658961 -1.0181184
#> lag1_var4 1.55580113 0.31122580 1.0321203 1.8456097
#> const 0.96626469 2.96899658 -3.9492419 4.3131133
#> exo1 -0.03035836 0.11898717 -0.2246090 0.1068674
#> exo2 2.22065614 0.18351752 1.9447416 2.4126786
#> exo3 1.30389396 0.25174395 0.9130976 1.6278289
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20241157 0.09451511 -0.3609185 -0.09693556
#> lag1_var2 0.52983788 0.21911697 0.1684024 0.75033730
#> lag1_var3 1.48621338 0.53232545 0.6523685 2.04491103
#> lag1_var4 -0.50964621 0.50846065 -1.0499218 0.28668821
#> const 2.16563721 2.81106836 -1.9137774 5.67705374
#> exo1 -0.01187128 0.09982094 -0.1682609 0.11351942
#> exo2 -1.08712325 0.11091289 -1.2071098 -0.90925460
#> exo3 -0.24859920 0.11487951 -0.3755593 -0.05948686
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06964510 0.06771711 -0.1761553 0.01145065
#> lag1_var2 0.02938582 0.21341723 -0.3133113 0.26745151
#> lag1_var3 0.14158524 0.49206398 -0.6236571 0.72844551
#> lag1_var4 0.85130398 0.46341281 0.3064590 1.57823730
#> const 2.16684328 2.40753935 -1.0316967 5.20234933
#> exo1 -0.02895557 0.09825539 -0.1790319 0.09326847
#> exo2 -0.23965750 0.07416309 -0.3467126 -0.13498759
#> exo3 0.31820003 0.10926914 0.1773090 0.44621151
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000253695 6.682033e-05 0.0001988319 0.0003699152
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007027012 0.002232858 -0.01096721 -0.004853053
#> Sigma[2,2] 0.442423466 0.109441956 0.33167522 0.610715830
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008522609 0.00226257 0.0064307 0.0123048
#> Sigma[3,2] -0.464574387 0.13869555 -0.6925735 -0.3298587
#> Sigma[3,3] 0.630900263 0.16516293 0.4676189 0.9168993
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004066901 0.001153127 0.002855169 0.005991771
#> Sigma[4,2] -0.180988779 0.078327892 -0.305185181 -0.097214289
#> Sigma[4,3] 0.340650017 0.082910426 0.247028576 0.483988678
#> Sigma[4,4] 0.233094631 0.045512556 0.176538303 0.300396987
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99388330 0.01828961 0.97249097 1.016324806
#> lag1_var2 -0.03057126 0.04379235 -0.10284941 0.007074425
#> lag1_var3 -0.04754704 0.06882098 -0.16098991 0.010975117
#> lag1_var4 0.04264280 0.06497212 -0.01262480 0.150094838
#> const 0.50914844 0.19755915 0.23383330 0.763931984
#> exo1 -0.02752587 0.01688367 -0.04752068 -0.007091652
#> exo2 -0.03785578 0.02239537 -0.07048687 -0.013459291
#> exo3 0.03558432 0.01397327 0.01716024 0.055359245
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.406438729 0.7624669 -1.4914255 0.6648299
#> lag1_var2 1.699288641 1.5381677 0.4074460 4.2811917
#> lag1_var3 1.320575795 2.4668489 -0.7254785 5.4158260
#> lag1_var4 -1.165911260 2.3499973 -5.0802165 0.7568735
#> const 0.958061132 11.2500040 -12.0598482 18.0825268
#> exo1 0.001315848 0.6589258 -0.9584911 0.7347783
#> exo2 0.471934123 0.6050340 -0.2197892 1.3596367
#> exo3 -0.891125893 0.6346638 -1.6514344 0.1159818
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7817297 0.7883915 -0.53811612 1.622743727
#> lag1_var2 -0.7496602 1.6135454 -3.37873404 0.950096038
#> lag1_var3 -0.1251234 2.5437268 -4.25642046 2.520304211
#> lag1_var4 0.8598933 2.4011581 -1.55660812 4.821579549
#> const -1.9949583 9.6374940 -16.21999727 8.635503585
#> exo1 -0.1067223 0.8324127 -1.11554127 1.004080607
#> exo2 -0.6705585 0.6838978 -1.73698785 -0.005626549
#> exo3 1.0944266 0.7556625 0.04466667 2.029175321
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55047667 0.4736828 -0.1480476 1.07198512
#> lag1_var2 -0.12310297 0.9018833 -1.5913262 0.78520911
#> lag1_var3 0.01266923 1.4125063 -2.3430443 1.41056417
#> lag1_var4 0.82537368 1.3147836 -0.3901569 3.05661494
#> const -2.30909427 4.8253568 -7.4543500 5.43663620
#> exo1 -0.10831474 0.4536781 -0.7451645 0.42670936
#> exo2 -0.37651558 0.3172704 -0.8714149 -0.06612387
#> exo3 0.49500882 0.4497634 -0.1936367 1.12353458
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007917303 0.0003498584 0.0004419087 0.001363778
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006321011 0.001553596 -0.001414967 0.002641646
#> Sigma[2,2] 0.0577832093 0.009094742 0.044501072 0.067041986
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0121277958 0.006797645 0.006105415 0.02335944
#> Sigma[3,2] -0.0009592093 0.042836403 -0.068207586 0.04533348
#> Sigma[3,3] 0.7231061086 0.106702695 0.606902270 0.89189445
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01323455 0.007694421 0.006322933 0.02565528
#> Sigma[4,2] 0.03883102 0.048803357 -0.034523030 0.09146980
#> Sigma[4,3] 0.75434757 0.116100624 0.613214090 0.94509451
#> Sigma[4,4] 0.81463602 0.133590448 0.647620605 1.02991664
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976968241 0.01314772 0.96124232 0.997025591
#> lag1_var2 -0.016719208 0.10076721 -0.12703219 0.144636170
#> lag1_var3 -0.021198045 0.15216491 -0.18789667 0.222242416
#> lag1_var4 0.020366488 0.14603066 -0.21344622 0.179308881
#> const 0.666892903 0.35981331 0.17432998 1.126518398
#> exo1 0.049369122 0.02498719 0.01015275 0.081696055
#> exo2 -0.061630962 0.03729605 -0.10779554 -0.005322306
#> exo3 -0.005167495 0.02936033 -0.03835540 0.041386596
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11442682 0.1802237 -0.1557010 0.3378495
#> lag1_var2 0.11793541 0.4902224 -0.6324876 0.7392036
#> lag1_var3 -0.53149623 0.7672541 -1.7268764 0.4727215
#> lag1_var4 0.44205004 0.7366734 -0.5166874 1.5934347
#> const 4.76644447 3.3123093 0.4763532 9.3127241
#> exo1 -0.04278461 0.2876110 -0.3978345 0.3868084
#> exo2 0.59272023 0.1684446 0.3574417 0.8081770
#> exo3 -0.91922475 0.2379469 -1.1259711 -0.5009980
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89116307 0.7546851 -0.1140776 2.0020146
#> lag1_var2 -3.61928681 3.0150704 -7.5390434 0.2360545
#> lag1_var3 -4.68146526 4.4869962 -10.7238170 0.6994792
#> lag1_var4 5.46147605 4.2793969 0.3258762 11.2277321
#> const -7.38015522 14.1422376 -29.3324922 8.7796069
#> exo1 -0.00905626 0.6160767 -0.8614929 0.7820038
#> exo2 -4.67062283 1.1489735 -6.1476168 -3.1830715
#> exo3 -0.63157378 1.0024797 -1.8169236 0.6836584
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01206040 0.8269268 0.02853988 2.287749193
#> lag1_var2 -4.18575644 3.2431686 -8.57598200 0.095815529
#> lag1_var3 -5.98932385 4.8363716 -12.81512656 -0.005593555
#> lag1_var4 6.70862950 4.6156729 0.99701544 13.226160883
#> const -5.19959769 16.0202082 -30.80889802 10.893527757
#> exo1 -0.02355161 0.6878817 -0.90815503 1.038899386
#> exo2 -4.39656744 1.2086461 -6.01065082 -2.890008363
#> exo3 -1.26310467 1.0354703 -2.38081627 0.066213305
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003926939 8.601151e-05 0.0002973097 0.0005037486
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007921823 0.002517378 -0.003694518 0.002756382
#> Sigma[2,2] 0.4744651988 0.081175249 0.391447396 0.615953963
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006568874 0.001483281 -0.003145867 0.001056626
#> Sigma[3,2] -0.1643193656 0.042256912 -0.230459261 -0.119970342
#> Sigma[3,3] 0.1744119691 0.022422581 0.138936374 0.198959660
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001126422 0.001488918 -0.003420754 -6.291645e-05
#> Sigma[4,2] 0.080504283 0.037049737 0.014783274 1.156261e-01
#> Sigma[4,3] 0.091575949 0.029775416 0.048329415 1.287783e-01
#> Sigma[4,4] 0.135197374 0.035744856 0.092305287 1.846407e-01
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973312656 0.019343518 0.94779205 0.9970514743
#> lag1_var2 0.012572905 0.057146827 -0.05387181 0.1011552381
#> lag1_var3 0.022408672 0.106879877 -0.10378296 0.1852986961
#> lag1_var4 -0.017831859 0.105468382 -0.17630539 0.1104753022
#> const 0.502771279 0.248791785 0.24348424 0.8614331831
#> exo1 -0.002928846 0.009991601 -0.01493603 0.0100052740
#> exo2 -0.042511309 0.027448294 -0.07285850 -0.0006610203
#> exo3 0.015353854 0.017179208 -0.00626037 0.0384481690
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98455775 0.4696895 0.3933664 1.6270147
#> lag1_var2 0.65354576 1.7763090 -1.8344184 2.9536901
#> lag1_var3 -0.37125309 3.4418371 -5.1944358 3.9958185
#> lag1_var4 0.07810403 3.2857996 -4.3608010 4.5518062
#> const -10.46485259 11.6786768 -29.8858539 -0.6764303
#> exo1 -0.44457769 0.5417939 -1.1292439 0.2762253
#> exo2 1.24721499 0.6126390 0.4097308 2.0839369
#> exo3 0.61718015 0.6887900 -0.4290250 1.3931644
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28498623 0.2717408 -0.1216209 0.6253817
#> lag1_var2 -0.50400005 0.7808873 -1.2575343 0.8140685
#> lag1_var3 -0.11578501 1.5137620 -1.5825558 2.4102844
#> lag1_var4 0.90644446 1.4165795 -1.4586166 2.3799761
#> const 3.03550001 3.7232415 -1.5703509 8.7243044
#> exo1 -0.08211695 0.2307733 -0.3719854 0.2200593
#> exo2 -0.84554297 0.3333470 -1.3520752 -0.4544483
#> exo3 0.66399092 0.5824276 -0.1017520 1.5219850
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7967908 0.1735727 0.5222273 1.00469301
#> lag1_var2 -0.5297501 0.5688914 -1.5358579 0.03043819
#> lag1_var3 -1.0110004 1.0877049 -2.9065567 0.09226089
#> lag1_var4 1.6529535 1.0442792 0.6264047 3.49318782
#> const -2.5932787 4.0938276 -8.7614497 2.07199403
#> exo1 -0.3125347 0.1203465 -0.4494448 -0.13992642
#> exo2 -0.2128739 0.4436389 -0.8299575 0.38215950
#> exo3 1.0467965 0.4786505 0.3644053 1.65191403
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00124607 0.0003538908 0.0008453343 0.001782806
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01426406 0.006219282 -0.02458213 -0.007198215
#> Sigma[2,2] 0.55735764 0.087858703 0.44607306 0.691131457
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01070709 0.004773065 0.00509636 0.01864195
#> Sigma[3,2] -0.26319940 0.107491893 -0.41870007 -0.13787077
#> Sigma[3,3] 0.70033934 0.125906281 0.52039851 0.85623245
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001644698 0.001732347 -0.000630386 0.003911786
#> Sigma[4,2] 0.109480621 0.081721491 -0.011754924 0.227389925
#> Sigma[4,3] 0.565988457 0.123405193 0.401593496 0.728386712
#> Sigma[4,4] 0.684514244 0.137927936 0.550797920 0.906304725
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00962432 0.01318565 0.990354672 1.02512253
#> lag1_var2 -0.07716281 0.07024967 -0.158202670 0.02917875
#> lag1_var3 -0.12296338 0.11063524 -0.247855157 0.04816061
#> lag1_var4 0.11455112 0.10241814 -0.044159164 0.23021661
#> const 0.35061918 0.38828635 -0.270169282 0.82873705
#> exo1 0.03606071 0.02958562 -0.007899999 0.06963453
#> exo2 -0.24334119 0.04267478 -0.302988741 -0.18520398
#> exo3 0.04988223 0.04597592 0.006691109 0.12931495
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11762902 0.3126556 -0.6554112 0.19610045
#> lag1_var2 1.35833678 1.3535192 -0.5079039 3.31613577
#> lag1_var3 1.01527399 2.2519853 -2.1904459 4.25623745
#> lag1_var4 -0.93013395 2.1450313 -4.0270628 2.11774560
#> const -0.90120054 6.3566852 -10.4402359 6.54956461
#> exo1 -0.03626699 0.8061028 -1.1967131 1.09464779
#> exo2 8.01808466 0.8135664 7.0580493 9.14268023
#> exo3 -1.44947716 1.3579245 -3.6838861 0.06510689
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6021254 0.4909969 1.10529650 2.297252494
#> lag1_var2 -0.6774304 2.1731655 -3.48680693 2.351636756
#> lag1_var3 -0.3458312 3.3449382 -4.71338050 4.264637290
#> lag1_var4 0.8041195 3.0520136 -3.41942160 4.840063489
#> const -4.9564983 12.9155906 -22.29589305 13.354062715
#> exo1 1.1660124 0.8251489 -0.07076179 2.237527672
#> exo2 -6.4152478 0.4794863 -7.06323781 -5.773099632
#> exo3 -1.9257095 1.3666896 -3.65449481 0.004251247
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6353086 0.5231502 1.2361267 2.490252
#> lag1_var2 -0.2468734 2.6124567 -4.0298591 3.032810
#> lag1_var3 -0.3888176 3.9934869 -6.1250017 4.641171
#> lag1_var4 0.8895043 3.6976599 -3.7599067 6.160977
#> const -7.3942222 13.6185004 -25.7576967 9.762149
#> exo1 1.2207316 0.4713966 0.5023343 1.726740
#> exo2 -1.1623151 0.4155157 -1.6203848 -0.538654
#> exo3 -3.2641705 1.2405083 -4.5259372 -1.502187
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002098571 0.004248164 0.0005294312 0.008388619
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003360977 0.002465999 -0.006765353 -3.943295e-05
#> Sigma[2,2] 0.123505088 0.029486216 0.084264339 1.642415e-01
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00699714 0.01571937 -0.0173297 0.01975344
#> Sigma[3,2] -0.23345560 0.10472325 -0.4010762 -0.11328598
#> Sigma[3,3] 1.36652580 0.49337836 0.8941871 2.25562792
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004715703 0.01568215 -0.01916961 0.01581417
#> Sigma[4,2] -0.151059167 0.09648579 -0.30479347 -0.03907243
#> Sigma[4,3] 1.253697670 0.45296363 0.79370085 2.05860178
#> Sigma[4,4] 1.198127482 0.41842352 0.75547855 1.92513561
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95048777 0.06055601 0.85593910 0.99289600
#> lag1_var2 -0.01032362 0.10622531 -0.14966536 0.15348053
#> lag1_var3 -0.01337690 0.14215482 -0.20545181 0.20030030
#> lag1_var4 0.01618076 0.13749530 -0.18810833 0.20538396
#> const 1.10103605 1.38165237 0.19311972 3.22916558
#> exo1 0.02555538 0.02516767 -0.01469276 0.05088468
#> exo2 -0.12024263 0.10046826 -0.18898162 0.03789289
#> exo3 0.10884076 0.04871111 0.04068634 0.17905027
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1690623 0.1826022 -0.1090932 0.35317884
#> lag1_var2 -0.2359283 0.8880996 -1.1616612 1.24459292
#> lag1_var3 -1.1083625 1.1427542 -2.3312957 0.83374675
#> lag1_var4 1.0137500 1.0876660 -0.8306967 2.18014108
#> const 4.3308164 5.7117085 -3.1465444 12.48890017
#> exo1 0.2022233 0.2951621 -0.2521559 0.58002153
#> exo2 3.3727840 0.3194198 2.9777406 3.84803726
#> exo3 -0.7655400 0.5412270 -1.3501131 0.07494652
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16367347 0.6744335 -1.125380 0.7071481
#> lag1_var2 1.08476066 3.1591516 -2.727234 4.8743561
#> lag1_var3 1.08011853 3.9416924 -3.927374 5.8953827
#> lag1_var4 -0.04034192 3.7287539 -4.617415 4.7121736
#> const -2.37001571 18.6121006 -24.900970 24.5544008
#> exo1 -0.83928599 1.0389869 -2.416623 0.3811592
#> exo2 -9.79152167 0.9337028 -11.200237 -8.7734720
#> exo3 0.10167357 1.7624150 -2.809827 2.2220460
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03648105 0.6803762 -0.9326121 0.9413739
#> lag1_var2 0.41264263 2.8606836 -2.7503173 3.9672928
#> lag1_var3 -0.46875809 3.6106547 -4.4952329 4.0989532
#> lag1_var4 1.45091732 3.4139185 -2.8851123 5.2540434
#> const -0.28964586 16.1939219 -20.0246723 22.6528653
#> exo1 -0.72584693 0.8973907 -2.0938473 0.3044381
#> exo2 -7.74259379 0.9577765 -9.2375024 -6.5464144
#> exo3 -0.42854845 1.5096085 -2.8726190 1.4891074
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003974964 7.025083e-05 0.0003199974 0.0004986762
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001230692 0.0003753218 -0.001654832 -0.0006523806
#> Sigma[2,2] 0.041214869 0.0088831505 0.029527899 0.0525348351
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004768739 0.001569825 -0.001435969 0.002673547
#> Sigma[3,2] -0.0103682594 0.039668108 -0.075018976 0.034401027
#> Sigma[3,3] 0.5326921382 0.170252836 0.333953124 0.761616466
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003031737 0.001601557 -0.002214853 0.002123679
#> Sigma[4,2] 0.0150786338 0.042164127 -0.051884250 0.065088442
#> Sigma[4,3] 0.5421824479 0.168154527 0.343721497 0.767716196
#> Sigma[4,4] 0.5679083279 0.170319938 0.361740271 0.788965327
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014771188 0.009421552 1.0021640211 1.026011439
#> lag1_var2 -0.050642716 0.042303307 -0.1058502249 0.006581960
#> lag1_var3 -0.087313268 0.070276907 -0.1891670567 -0.006691168
#> lag1_var4 0.081020811 0.068949498 0.0001995881 0.178817237
#> const 0.040017002 0.203929046 -0.1980355143 0.341583336
#> exo1 -0.007440363 0.013793068 -0.0263442816 0.008301923
#> exo2 -0.151393120 0.021384700 -0.1727993335 -0.123531514
#> exo3 -0.017904681 0.017777245 -0.0380230322 0.011277730
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3259639 0.05920404 -0.39818074 -0.2506536
#> lag1_var2 0.9750309 0.23640556 0.65879924 1.2735899
#> lag1_var3 0.3801404 0.38017712 -0.07939856 0.9088599
#> lag1_var4 -0.2959277 0.37621650 -0.83484022 0.1509558
#> const 4.1233143 2.50062345 0.53998634 7.4277164
#> exo1 0.3231825 0.13344602 0.17152245 0.5116250
#> exo2 0.4244117 0.18880163 0.17243494 0.6854500
#> exo3 1.1972517 0.39573497 0.65546869 1.7334379
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9952379 0.2399269 0.6877789 1.3129420
#> lag1_var2 1.3451411 3.5673345 -2.5463956 6.8238530
#> lag1_var3 1.3287519 5.7589648 -4.7670081 10.1512825
#> lag1_var4 -0.9119346 5.6816674 -9.6677448 5.0526313
#> const 5.9942338 5.3469465 -1.0989013 12.0461918
#> exo1 -0.4106027 0.6640703 -1.1653064 0.6124055
#> exo2 -5.0661985 0.5430856 -5.7961617 -4.3582313
#> exo3 -1.6543438 0.5950111 -2.6216020 -0.9851963
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8229895 0.2317266 0.5173464 1.1447233
#> lag1_var2 1.5834424 3.7258902 -2.5157938 7.2033300
#> lag1_var3 0.9262071 6.0287307 -5.4762458 10.0437396
#> lag1_var4 -0.4648003 5.9493520 -9.5111559 5.8124496
#> const 8.1327348 4.2478119 2.3410794 12.9209504
#> exo1 -0.2242125 0.6533525 -1.0304908 0.7432566
#> exo2 -4.9379733 0.5582939 -5.6481200 -4.1600914
#> exo3 -0.9905333 0.7096310 -1.9888909 -0.1127903
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002118093 0.0003561393 0.001634531 0.00257762
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003717226 0.0009639474 -0.004672256 -0.002197944
#> Sigma[2,2] 0.018345514 0.0025365441 0.014455812 0.021397020
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009845817 0.0008725401 -0.002229284 0.0002610371
#> Sigma[3,2] 0.0002570677 0.0019493021 -0.002366545 0.0030845741
#> Sigma[3,3] 0.0186541477 0.0032560094 0.014690316 0.0232474181
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002848919 0.0008388501 -0.003890385 -0.00162292
#> Sigma[4,2] 0.009569765 0.0024224144 0.006421809 0.01297623
#> Sigma[4,3] 0.019107143 0.0030915610 0.015324065 0.02367074
#> Sigma[4,4] 0.024356655 0.0033836397 0.020504702 0.02960664
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97970332 0.03135000 0.9390287 1.025566587
#> lag1_var2 -0.09308804 0.10727430 -0.2241625 0.052103316
#> lag1_var3 -0.11506556 0.20977061 -0.3651239 0.186248843
#> lag1_var4 0.12023283 0.20096013 -0.1644407 0.367433415
#> const 0.35774962 0.55247496 -0.1586657 1.249117928
#> exo1 -0.08352005 0.03877092 -0.1388856 -0.042475439
#> exo2 -0.04692769 0.03757703 -0.0979589 0.006221712
#> exo3 -0.04604551 0.04836530 -0.1092186 0.014346801
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10680171 0.1171490 -0.06699679 0.24751246
#> lag1_var2 0.59813016 0.2131771 0.34272848 0.85641238
#> lag1_var3 -0.21090751 0.3219509 -0.65196903 0.21121566
#> lag1_var4 0.15811177 0.3154267 -0.24436165 0.59323328
#> const 0.85638542 1.7723445 -1.05519345 3.36666683
#> exo1 -0.03120723 0.1176373 -0.21449861 0.09948738
#> exo2 0.27518395 0.1187558 0.16337041 0.46967999
#> exo3 0.26044389 0.1842605 0.03855668 0.51548807
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34071735 0.09533931 0.2028366 0.4656474
#> lag1_var2 0.25721223 0.31143199 -0.2044153 0.6709342
#> lag1_var3 1.00626776 0.53614251 0.1715600 1.6742811
#> lag1_var4 -0.07283745 0.50502742 -0.6991610 0.7312551
#> const -5.26803978 1.20104612 -7.1721834 -4.0273176
#> exo1 0.12297007 0.15022536 -0.0554436 0.3349354
#> exo2 -0.37448630 0.11797975 -0.5243771 -0.2074969
#> exo3 0.36680473 0.15915918 0.1751035 0.5909921
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4037905 0.0832480 0.26729385 0.49078484
#> lag1_var2 0.2044620 0.3528523 -0.37962651 0.59914444
#> lag1_var3 0.1902545 0.6079763 -0.82237854 0.85451874
#> lag1_var4 0.7230300 0.5765624 0.10918289 1.69654670
#> const -5.3868042 0.8653442 -6.44106443 -4.19217279
#> exo1 0.1085399 0.1520463 -0.06333766 0.34418346
#> exo2 -0.2398900 0.1147083 -0.36813405 -0.06197522
#> exo3 0.5106160 0.2279738 0.22976862 0.83272376
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002030324 0.00538007 0.0002301459 0.009826721
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02691972 0.03119634 -0.07675335 -0.01129231
#> Sigma[2,2] 2.83938944 0.78066964 1.73657786 3.94001743
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003937931 0.01158251 -0.01470166 0.01399961
#> Sigma[3,2] -1.382424321 0.36751625 -1.90094964 -0.87390397
#> Sigma[3,3] 0.802199810 0.19174225 0.53350385 1.05245078
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01294519 0.03245911 -0.06106640 -0.000973908
#> Sigma[4,2] 0.23124039 0.25478165 0.07994008 0.644601752
#> Sigma[4,3] 0.03521431 0.04994125 -0.02884505 0.104971747
#> Sigma[4,4] 0.18897510 0.20369400 0.08666724 0.503220380
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978162573 0.02067022 0.94542501 0.98998214
#> lag1_var2 0.006133179 0.03698000 -0.02004153 0.07095413
#> lag1_var3 0.011598814 0.06671600 -0.03565552 0.12826147
#> lag1_var4 -0.010650793 0.05895549 -0.11408728 0.03184680
#> const 0.570227275 0.24807810 0.21490140 0.92033657
#> exo1 0.015016727 0.03152550 -0.01425287 0.06672193
#> exo2 -0.056549030 0.03377551 -0.11141840 -0.03039551
#> exo3 0.009690647 0.05806506 -0.09025482 0.04713774
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1959956 0.8043355 -2.02989895 0.01847725
#> lag1_var2 1.9740205 1.3795036 0.08649322 3.75022408
#> lag1_var3 1.9469624 2.4796045 -1.38413955 5.13709211
#> lag1_var4 -1.8357784 2.0935915 -4.54286697 0.91302613
#> const 26.5489682 22.0429663 -2.75358900 55.57919411
#> exo1 -2.4997082 1.2898681 -4.49908751 -0.88492889
#> exo2 -0.6396350 1.8264614 -3.34220525 1.62586025
#> exo3 0.9789752 2.2053001 -2.19056142 3.44816084
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.14800225 0.6065990 0.2783138 1.8497947
#> lag1_var2 -1.20563681 0.8689236 -2.4994746 -0.1948171
#> lag1_var3 -1.20119303 1.5497278 -3.5289239 0.5490938
#> lag1_var4 1.91006150 1.3070942 0.5122898 3.8914211
#> const -14.30384987 14.6743192 -33.9944117 5.3896312
#> exo1 1.53221768 0.8672118 0.2455975 2.7193328
#> exo2 -0.01574831 1.2313416 -1.5759731 1.7598983
#> exo3 0.53130612 1.1105059 -0.4261798 2.3257875
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5239678 0.4267311 -0.1740025 1.01502924
#> lag1_var2 -0.6479982 0.4933858 -1.3972397 0.01259807
#> lag1_var3 -1.0831092 0.8944865 -2.4332151 0.12669973
#> lag1_var4 1.8419709 0.7988817 0.7306330 3.01514726
#> const 0.0653817 7.6510907 -5.4318001 13.26221062
#> exo1 0.1685311 0.6237774 -0.8197704 0.90369054
#> exo2 -0.3963240 0.4285566 -0.9002315 0.20846016
#> exo3 1.1304961 0.4381451 0.6625068 1.72345862
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005116924 9.635176e-05 0.0003896857 0.0006535143
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01027119 0.004761238 -0.0160159 -0.004400639
#> Sigma[2,2] 1.64257522 0.368438976 1.0825994 2.123407358
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007395118 0.004358615 0.00331723 0.01487485
#> Sigma[3,2] -0.930529297 0.339436853 -1.46066850 -0.55352033
#> Sigma[3,3] 0.839752005 0.296542135 0.63686004 1.30848188
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003278099 0.003637034 -0.0008867331 0.009450517
#> Sigma[4,2] -0.250358952 0.257985642 -0.6472163519 0.002584034
#> Sigma[4,3] 0.510267961 0.210150093 0.3509025337 0.850092299
#> Sigma[4,4] 0.474011198 0.151014341 0.3415280799 0.737033704
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95915425 0.01791558 0.93167671 0.97706970
#> lag1_var2 -0.01076663 0.01997194 -0.04076055 0.01010961
#> lag1_var3 -0.02740109 0.04539961 -0.09483739 0.02182832
#> lag1_var4 0.02838419 0.04016387 -0.01601189 0.08815314
#> const 0.98665795 0.40221803 0.54221683 1.66344579
#> exo1 -0.03010547 0.02930836 -0.06607293 0.01161547
#> exo2 -0.04452210 0.02664231 -0.07858802 -0.01105486
#> exo3 0.01199900 0.01709253 -0.01199383 0.03421613
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.80173464 1.124568 -2.3615502 0.7780766
#> lag1_var2 2.60063605 2.153033 -0.3670702 5.4571769
#> lag1_var3 4.14874453 4.951418 -2.6243815 10.6312127
#> lag1_var4 -3.53638879 4.377251 -9.3082502 2.3858691
#> const -4.21616564 17.338781 -33.6503146 10.5037760
#> exo1 0.37493490 1.445189 -1.5424569 2.3032524
#> exo2 1.71950016 1.358413 0.2855897 3.8325211
#> exo3 0.03854817 1.487350 -2.1540134 1.6727208
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2651714 0.9778779 -1.2795326 1.3820042
#> lag1_var2 -1.4995557 1.2016628 -2.6568105 0.4713446
#> lag1_var3 -2.6664222 2.7667199 -5.3269521 1.8181210
#> lag1_var4 3.1726118 2.4145244 -0.7021982 5.4814208
#> const 13.6106733 21.6346997 -13.8320689 46.7272668
#> exo1 -0.9682571 0.8532604 -2.1814208 0.1719507
#> exo2 -0.2695613 0.9331783 -1.4878459 1.0367417
#> exo3 1.2663762 0.9840799 -0.1346533 2.6706349
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1352376 0.8358747 -1.4135713 0.8353221
#> lag1_var2 -0.7931287 0.7963819 -1.7021225 0.3120883
#> lag1_var3 -1.8392757 1.8445654 -3.9191490 0.6777311
#> lag1_var4 2.6089272 1.6041879 0.4157234 4.4331635
#> const 13.1933107 19.1885086 -11.9197020 44.5146119
#> exo1 -0.9073288 0.3581237 -1.4186918 -0.4400686
#> exo2 0.5426209 0.8247457 -0.6021862 1.5717323
#> exo3 1.4066027 0.6937397 0.4498421 2.3026630
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005931749 0.0001331254 0.0004345651 0.0007920231
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006499997 0.0003469987 0.000187425 0.001140122
#> Sigma[2,2] 0.0052974535 0.0014739129 0.003998564 0.007988496
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009421483 0.0006911484 -0.001906677 -2.681631e-05
#> Sigma[3,2] -0.0098784473 0.0032915121 -0.013850581 -5.017783e-03
#> Sigma[3,3] 0.0601814059 0.0100391275 0.047902349 7.427165e-02
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003816751 0.0006303072 -0.001131621 0.0006620515
#> Sigma[4,2] -0.0060699880 0.0028110413 -0.009646230 -0.0019925851
#> Sigma[4,3] 0.0542434731 0.0096997291 0.041136823 0.0673978673
#> Sigma[4,4] 0.0511690872 0.0097736473 0.037804572 0.0654287996
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978875494 0.03382084 0.929245089 1.018777920
#> lag1_var2 -0.084941026 0.07818529 -0.184839271 0.032091834
#> lag1_var3 -0.182848074 0.11116542 -0.319914083 -0.027777777
#> lag1_var4 0.179300658 0.10721718 0.031851260 0.314115433
#> const 0.565549051 0.50665833 -0.077730102 1.339785822
#> exo1 0.025835729 0.01468372 0.003017455 0.039140749
#> exo2 -0.036813105 0.02979287 -0.084602314 -0.002863319
#> exo3 -0.001314305 0.03335808 -0.052810198 0.037018307
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20910796 0.07096500 -0.26948299 -0.09757561
#> lag1_var2 0.55164368 0.30399779 0.14156912 0.92089052
#> lag1_var3 -0.23506660 0.41836696 -0.79016953 0.26602779
#> lag1_var4 0.28794513 0.40348739 -0.19063168 0.83280474
#> const 1.43957980 0.91991386 0.03406077 2.39556329
#> exo1 -0.02923986 0.05218184 -0.10962927 0.02964304
#> exo2 0.17915673 0.06730885 0.07721741 0.26009784
#> exo3 0.17097539 0.05857307 0.08608215 0.23347571
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74438790 0.2282135 0.4805391 1.0952360
#> lag1_var2 0.41874944 0.5840410 -0.1522382 1.4050614
#> lag1_var3 1.11134139 0.7953097 0.4022553 2.4902076
#> lag1_var4 -0.35094647 0.7568238 -1.6683104 0.3005994
#> const 1.16401820 3.7246941 -2.9326028 7.3935131
#> exo1 -0.08171513 0.1859479 -0.2976156 0.2279163
#> exo2 -1.56179079 0.3056810 -1.9915667 -1.2189221
#> exo3 -0.43617158 0.1640253 -0.6240499 -0.2058320
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5974626 0.2166141 0.3363326 0.9317070
#> lag1_var2 0.3759776 0.5235225 -0.2039522 1.2346523
#> lag1_var3 0.3147119 0.7397140 -0.5241626 1.5445954
#> lag1_var4 0.4929394 0.7048123 -0.6810937 1.2506941
#> const 1.4519785 3.6570844 -2.4802802 7.4447437
#> exo1 -0.1068632 0.1824392 -0.2879713 0.2033272
#> exo2 -1.4705795 0.2950310 -1.8593040 -1.1879253
#> exo3 -0.3145216 0.1522898 -0.5056247 -0.1151648
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005917011 0.0006340398 0.0003047983 0.001534241
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01102309 0.007557622 -0.01699241 0.001409955
#> Sigma[2,2] 1.03754478 0.261652247 0.73365111 1.424808787
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01060824 0.00625405 4.749867e-05 0.01559829
#> Sigma[3,2] -0.79117350 0.21327513 -1.118806e+00 -0.55873419
#> Sigma[3,3] 0.83443494 0.19088746 6.658056e-01 1.14608995
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004335841 0.002110531 0.0009814252 0.006611878
#> Sigma[4,2] -0.181367733 0.099296066 -0.3411823059 -0.084702299
#> Sigma[4,3] 0.383492124 0.084443832 0.2958409424 0.521053552
#> Sigma[4,4] 0.292279481 0.042783164 0.2462314690 0.358459431
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994687141 0.01558191 0.97516213 1.01569662
#> lag1_var2 0.021907388 0.04171364 -0.03646982 0.07606489
#> lag1_var3 0.040970034 0.06863629 -0.05472870 0.12947060
#> lag1_var4 -0.046342294 0.06311954 -0.12656440 0.04292664
#> const 0.495612958 0.36701044 0.03413357 1.02924737
#> exo1 0.005498665 0.01792654 -0.01554670 0.03522815
#> exo2 -0.107680489 0.01643532 -0.12150896 -0.07809611
#> exo3 0.010104278 0.03755506 -0.04975222 0.04296242
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5734539 1.1969224 -1.1639061 2.1651361
#> lag1_var2 -5.0398910 3.5691470 -9.7579643 -0.3544876
#> lag1_var3 -10.0055964 5.9316194 -17.8261437 -2.2027227
#> lag1_var4 9.6676531 5.4681816 2.5269840 16.8304450
#> const 5.7827867 17.7041978 -20.6739834 26.6608105
#> exo1 -1.3014018 0.5620601 -1.9959705 -0.5312099
#> exo2 0.2893760 1.0823568 -1.1366813 1.8098904
#> exo3 0.1301109 0.5738953 -0.6018355 0.9133787
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1147272 0.7542686 -0.68721740 1.2067324
#> lag1_var2 3.5199805 2.0944654 0.38964144 5.6434820
#> lag1_var3 6.9343198 3.4516248 1.72731365 10.3496104
#> lag1_var4 -5.9106719 3.1769333 -9.11131585 -1.1601653
#> const -4.1759970 18.3324804 -27.40091996 21.8055909
#> exo1 0.8782809 0.6398245 0.04589185 1.8232252
#> exo2 -1.5482423 0.8886811 -2.66796086 -0.2812012
#> exo3 -1.2721738 0.7121221 -2.31151709 -0.5259650
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48512679 0.3280124 -0.00636293 0.9009631
#> lag1_var2 0.05629383 0.9348890 -0.76129243 1.5612320
#> lag1_var3 0.21075579 1.5576264 -1.19225126 2.6457800
#> lag1_var4 0.61698598 1.4477315 -1.64634541 1.9517431
#> const -1.74362996 10.0930465 -13.61989583 12.7007751
#> exo1 0.10505624 0.6016152 -0.74180308 0.9121633
#> exo2 -1.48511237 0.5030211 -2.26100121 -0.8841631
#> exo3 -1.28662568 0.5164200 -2.02852756 -0.6554769
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00089045 0.0002338326 0.0005520825 0.001210827
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01540275 0.004017621 -0.02106882 -0.009846186
#> Sigma[2,2] 1.49846328 0.292470880 1.12924711 1.914282133
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003147867 0.00493287 -0.004504783 0.009981463
#> Sigma[3,2] -1.033951134 0.25873106 -1.373775171 -0.711867130
#> Sigma[3,3] 1.889225661 0.47590365 1.335622373 2.644412016
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007867898 0.005655383 -0.01689584 -0.001311833
#> Sigma[4,2] 0.010988828 0.229339223 -0.34798762 0.317765424
#> Sigma[4,3] 1.234548247 0.382121597 0.85812204 1.885916079
#> Sigma[4,4] 1.312517748 0.300494648 1.01059859 1.824240119
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00668851 0.01406342 0.9842282327 1.02194818
#> lag1_var2 -0.04258603 0.07544430 -0.1614117801 0.04321107
#> lag1_var3 -0.05732438 0.11202571 -0.2357330219 0.07159774
#> lag1_var4 0.05031813 0.10794955 -0.0708688604 0.22369373
#> const 0.37233375 0.36553162 -0.1289509311 0.78525529
#> exo1 0.02788799 0.02317254 -0.0009946931 0.05929334
#> exo2 -0.02464353 0.03059158 -0.0681241137 0.01193683
#> exo3 0.03284042 0.02185411 0.0066863117 0.06120377
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10179454 0.2755466 -0.3926809 0.3083391
#> lag1_var2 1.18372909 2.1709006 -0.9619048 4.9527716
#> lag1_var3 1.19883381 3.2233053 -2.1710177 6.6827988
#> lag1_var4 -1.07353234 3.0727437 -6.3219517 2.1723040
#> const -2.62335073 14.1997388 -19.8818570 19.8781305
#> exo1 -0.80958095 0.6452447 -1.5706671 0.1460266
#> exo2 1.17675392 0.4425405 0.5135952 1.6861718
#> exo3 -0.05273779 1.4472846 -1.7504863 2.0576944
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8931788 0.4229813 0.4243448 1.5045562
#> lag1_var2 0.3389090 3.8305332 -4.6517900 6.2484525
#> lag1_var3 0.8583948 5.5614648 -6.4659215 9.4742894
#> lag1_var4 -0.4259839 5.1865633 -8.5470427 6.3199352
#> const 15.4683543 23.0832173 -21.3599784 45.8329565
#> exo1 1.0523957 1.1001098 -0.2896205 2.4921023
#> exo2 -1.8768135 1.5528214 -3.9231961 0.1096422
#> exo3 1.0820684 1.6080264 -0.7910353 3.6896181
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8671173 0.5577668 0.19048385 1.705628
#> lag1_var2 0.6886082 4.1675998 -4.89103163 7.112786
#> lag1_var3 1.0148788 6.0537260 -7.22594688 10.264607
#> lag1_var4 -0.5093282 5.7091333 -9.26394809 7.184753
#> const 13.5522967 17.3404987 -9.07342394 37.823455
#> exo1 0.5113049 1.0904018 -0.84295743 2.044279
#> exo2 -1.1214676 1.6227081 -3.35695354 0.733935
#> exo3 1.1501775 0.9817797 0.03626371 2.667596
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007792625 0.002868899 0.004460234 0.01127518
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1759807 0.06106995 -0.260385 -0.1044418
#> Sigma[2,2] 8.1792768 1.81231848 5.888914 10.7377158
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.09841203 0.03492974 0.05814365 0.1463055
#> Sigma[3,2] -4.80470230 0.95525608 -6.26251913 -3.7137019
#> Sigma[3,3] 3.06987174 0.53710563 2.49112089 3.9442304
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0320255 0.01455323 0.0153487 0.05214728
#> Sigma[4,2] -1.8750381 0.36444032 -2.4833400 -1.47534429
#> Sigma[4,3] 1.4270645 0.25097460 1.1664247 1.82078045
#> Sigma[4,4] 0.8683502 0.15252541 0.7326434 1.11846485
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92535820 0.06749653 0.838762978 1.01919240
#> lag1_var2 0.05192961 0.07313779 -0.046354670 0.15964332
#> lag1_var3 0.11835478 0.17552533 -0.118631960 0.37902676
#> lag1_var4 -0.09849671 0.13193943 -0.301295804 0.07058351
#> const 0.87741986 1.56674284 -1.714701078 2.44765853
#> exo1 0.04044070 0.08807446 -0.048285049 0.18025672
#> exo2 -0.11242105 0.06208636 -0.191094018 -0.03428934
#> exo3 0.08016177 0.05890116 0.009297759 0.14438134
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6583268 2.942393 -2.7328042 5.250635
#> lag1_var2 -0.4290788 1.570039 -1.9617322 1.973943
#> lag1_var3 -3.1529217 3.757808 -6.7421829 2.716990
#> lag1_var4 2.8132030 2.863226 -1.7049668 5.882942
#> const -21.2231346 49.221885 -97.5290905 39.692944
#> exo1 3.7164718 2.236215 0.1880714 6.132885
#> exo2 -0.1547837 2.735528 -4.3042707 3.271358
#> exo3 -0.5504949 3.617036 -4.8183692 4.114508
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6074549 1.7669930 -2.6835096 1.9895789
#> lag1_var2 0.6281865 0.9524923 -0.9067636 1.4712555
#> lag1_var3 2.2568678 2.2764032 -1.3448187 4.3011633
#> lag1_var4 -1.2403098 1.6910006 -2.8921467 1.5058350
#> const 11.1867905 25.1067992 -18.2731361 50.9164685
#> exo1 -2.0929291 1.5023896 -3.5084693 0.3222062
#> exo2 -2.6306943 1.8524307 -4.5941899 0.3568110
#> exo3 1.6003611 2.1020678 -0.9616111 4.3174261
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06219283 0.8176992 -0.9960011 1.2274498
#> lag1_var2 0.25419792 0.5270465 -0.6843187 0.7127702
#> lag1_var3 0.42174487 1.2595754 -1.8132088 1.5898600
#> lag1_var4 0.56144727 0.9050706 -0.3523981 2.1391919
#> const 0.87055439 6.2297655 -5.3705385 10.5975825
#> exo1 -0.74847486 0.9543133 -1.9373280 0.7420773
#> exo2 -3.65322767 1.1261957 -4.8833678 -1.8931219
#> exo3 1.86554689 0.9915300 0.5659396 3.2909326
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003843634 5.783162e-05 0.0003119223 0.0004674511
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001440732 0.0005999666 -0.002323539 -0.0006954249
#> Sigma[2,2] 0.018538834 0.0057383547 0.011872846 0.0265743442
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002603369 0.0007157867 -0.001207683 0.0006459999
#> Sigma[3,2] -0.0044676331 0.0049346497 -0.011117192 0.0018600839
#> Sigma[3,3] 0.0310867350 0.0091838997 0.020908660 0.0461804400
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001220683 0.0006709909 -0.002222589 -0.0003803439
#> Sigma[4,2] 0.006571586 0.0049647175 0.001709112 0.0152702658
#> Sigma[4,3] 0.032314811 0.0095676488 0.022588804 0.0491359191
#> Sigma[4,4] 0.040689211 0.0109564663 0.030052202 0.0592617608
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984299601 0.019138515 0.95877080 1.006954748
#> lag1_var2 -0.010599324 0.032970110 -0.05180218 0.038787015
#> lag1_var3 0.006633147 0.058860242 -0.07531973 0.087568301
#> lag1_var4 -0.006508407 0.051951509 -0.07813370 0.066071454
#> const 0.520039298 0.308841206 0.17261800 0.972151997
#> exo1 -0.013977560 0.009617757 -0.02597556 -0.001134176
#> exo2 -0.085702118 0.025881686 -0.12630123 -0.055232260
#> exo3 0.010966885 0.021218723 -0.01916192 0.038480147
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009433535 0.20624273 -0.29505903 0.2365656
#> lag1_var2 0.690097184 0.34084988 0.36114528 1.2487603
#> lag1_var3 0.145965046 0.59747573 -0.36126612 1.1577447
#> lag1_var4 -0.114365491 0.52693897 -1.01088777 0.3399757
#> const 2.581650414 2.32886986 -0.88538025 5.7167017
#> exo1 0.051632405 0.06243343 -0.03537201 0.1353197
#> exo2 1.320024834 0.14882274 1.10236889 1.5285283
#> exo3 0.163211897 0.18353102 -0.02632917 0.4832698
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02856455 0.1730808 -0.20323410 0.2512865
#> lag1_var2 -0.12676863 0.4308799 -0.74135426 0.4385297
#> lag1_var3 0.18790779 0.8134475 -1.02872349 1.1887909
#> lag1_var4 0.73615605 0.7189998 -0.15376867 1.8124554
#> const -0.42392794 2.0137282 -3.28139969 2.2412891
#> exo1 0.13987162 0.1611071 -0.04167132 0.4124903
#> exo2 -1.22954950 0.2003294 -1.55157534 -1.0119781
#> exo3 -0.15163239 0.1977888 -0.43569115 0.1244903
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01301574 0.1927941 -0.20669466 0.3036706
#> lag1_var2 -0.21390039 0.4172879 -0.80497604 0.3612088
#> lag1_var3 -0.59763236 0.7332513 -1.59290772 0.3841542
#> lag1_var4 1.55721057 0.6439921 0.69861112 2.4301703
#> const 0.32504948 2.9207845 -4.19272324 3.4400904
#> exo1 0.19099021 0.1802310 0.01391837 0.5009221
#> exo2 -0.57936740 0.2387654 -0.93784310 -0.2835092
#> exo3 -0.07430452 0.2153367 -0.36994730 0.2077572
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003325026 0.0008200847 0.002354182 0.004618322
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004349962 0.001258685 -0.001218395 0.002128366
#> Sigma[2,2] 0.0080548404 0.002783599 0.004600375 0.012148334
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003254899 0.005262726 -0.009097962 0.004059645
#> Sigma[3,2] -0.023642576 0.007851254 -0.033928717 -0.013189543
#> Sigma[3,3] 0.230979925 0.047329515 0.163665354 0.292649568
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002837472 0.004333483 -0.007967131 0.003153788
#> Sigma[4,2] -0.016949988 0.006175972 -0.024085572 -0.008501905
#> Sigma[4,3] 0.212210774 0.044663075 0.153413824 0.271729509
#> Sigma[4,4] 0.199313120 0.042508527 0.147690983 0.256720459
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.015353998 0.02399495 0.98439453 1.051383e+00
#> lag1_var2 -0.117642181 0.15759921 -0.29965648 1.362633e-01
#> lag1_var3 -0.229084275 0.24599662 -0.52701539 1.807322e-01
#> lag1_var4 0.220830188 0.24488138 -0.18654947 5.156027e-01
#> const 0.349449429 0.41343285 -0.09490502 1.040555e+00
#> exo1 0.089222239 0.04030365 0.04231950 1.492511e-01
#> exo2 -0.068798435 0.05515747 -0.14848175 -4.854065e-05
#> exo3 0.002660543 0.06257162 -0.05850465 1.011825e-01
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.133512215 0.03034770 -0.16202307 -0.08368828
#> lag1_var2 0.695263615 0.20394462 0.39227438 0.90833594
#> lag1_var3 0.025764617 0.26304899 -0.42338880 0.28285601
#> lag1_var4 -0.019746035 0.25693964 -0.26959312 0.41960144
#> const 2.969280035 1.09208729 1.46261277 4.39990916
#> exo1 -0.129881449 0.08108236 -0.22986117 -0.02833115
#> exo2 0.052454187 0.08500280 -0.03051487 0.19576252
#> exo3 0.004813077 0.10302340 -0.12761430 0.14952487
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7513144 0.2037801 0.503717900 1.07682711
#> lag1_var2 -0.4506103 0.4641092 -1.099831293 0.07317375
#> lag1_var3 -0.1754880 0.7367777 -1.240140982 0.76214646
#> lag1_var4 0.9559793 0.7391885 0.005013432 1.95993500
#> const -0.1797416 6.0610413 -7.929693306 8.09615585
#> exo1 0.5414754 0.3566899 -0.003009769 0.90980858
#> exo2 -0.3780999 0.4770946 -0.750275460 0.47973646
#> exo3 -0.6828581 0.5902491 -1.603461332 -0.16286968
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6309299 0.1964711 0.39616178 0.9445154
#> lag1_var2 -0.3091288 0.4628076 -0.93767087 0.2690759
#> lag1_var3 -0.6866222 0.7482251 -1.88104919 0.1972004
#> lag1_var4 1.4793433 0.7440007 0.58152879 2.6110702
#> const 1.9063295 5.5887637 -5.20230576 9.2094892
#> exo1 0.4332462 0.2969782 -0.02615796 0.7316452
#> exo2 -0.3396876 0.4691382 -0.73181954 0.4965554
#> exo3 -0.6808506 0.5201755 -1.46851350 -0.2307901
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001703175 0.0004435327 0.001243207 0.002388295
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003723124 0.004625084 -0.01017979 0.002125074
#> Sigma[2,2] 0.360467260 0.091141863 0.26815563 0.513627345
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006236339 0.006338292 -0.002052502 0.01546031
#> Sigma[3,2] -0.314200690 0.115053113 -0.484582769 -0.19590545
#> Sigma[3,3] 0.732120637 0.146298353 0.560422884 0.94084544
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004635643 0.005729302 -0.003093027 0.01300712
#> Sigma[4,2] -0.140044992 0.089339632 -0.270499492 -0.02730266
#> Sigma[4,3] 0.612286891 0.129821304 0.469733166 0.80399274
#> Sigma[4,4] 0.578892982 0.123108413 0.439728743 0.75678976
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00345828 0.02774277 0.960546915 1.03316071
#> lag1_var2 -0.10259218 0.06902216 -0.226612710 -0.04237078
#> lag1_var3 -0.21609219 0.13666324 -0.463320916 -0.10080199
#> lag1_var4 0.20925793 0.12789277 0.099145295 0.44242328
#> const 0.23751532 0.49520277 -0.383240885 0.90565160
#> exo1 0.04901201 0.04577150 -0.010290553 0.10766791
#> exo2 -0.03766284 0.05880745 -0.110635698 0.04657554
#> exo3 0.03787315 0.04058937 -0.003978575 0.10167469
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4688033 0.5556266 -1.2572344 0.3146451
#> lag1_var2 1.6171558 2.2200107 -1.5817228 4.3325716
#> lag1_var3 1.5946244 4.3688106 -4.5789394 6.9699940
#> lag1_var4 -1.4956001 4.0785223 -6.4672300 4.3542782
#> const 8.1383188 11.1048672 -4.8717355 22.6846331
#> exo1 -0.2290541 0.4688573 -0.9015803 0.3505402
#> exo2 0.9094370 0.4821143 0.3568331 1.5833469
#> exo3 0.4698079 0.5527901 -0.2094806 1.2073810
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.905953831 1.0186216 -0.5689539 2.1680320
#> lag1_var2 0.413692448 2.7639226 -4.0984462 3.8156740
#> lag1_var3 1.560277535 5.5606971 -7.5849751 8.4058073
#> lag1_var4 -1.058769420 5.1075355 -7.3619590 7.3211961
#> const 1.318526154 13.5065180 -15.5866510 20.3296332
#> exo1 -0.002191013 0.5621790 -0.8373842 0.6938202
#> exo2 -0.228421017 1.0203603 -1.9428782 0.9271058
#> exo3 0.413575122 0.6076949 -0.2470528 1.4527312
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7073704 0.8967238 -0.51646963 1.9018514
#> lag1_var2 0.9255592 2.2882083 -3.13372396 2.9309755
#> lag1_var3 1.7561003 4.6171242 -6.43639348 5.8647824
#> lag1_var4 -1.2190594 4.2169790 -4.91781737 6.2846579
#> const 5.1722208 10.3859374 -7.07579443 19.7180755
#> exo1 -0.1238995 0.5740225 -0.95558413 0.6566052
#> exo2 0.2640401 0.9502276 -1.20668928 1.5101061
#> exo3 0.7017554 0.5451982 0.03995977 1.4966081
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001764412 0.0004686385 0.001214763 0.002455123
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03076522 0.01140451 -0.04642552 -0.01580443
#> Sigma[2,2] 0.92804467 0.25529485 0.61372702 1.30494700
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0278917 0.0111830 0.0140004 0.04534779
#> Sigma[3,2] -0.7777798 0.2633874 -1.1675239 -0.45372710
#> Sigma[3,3] 1.0208461 0.3013228 0.6763284 1.43436468
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01008574 0.006303287 0.002477628 0.019317623
#> Sigma[4,2] -0.23455638 0.158833862 -0.440579375 -0.006708419
#> Sigma[4,3] 0.60741874 0.199818524 0.381451525 0.916363090
#> Sigma[4,4] 0.51749703 0.161929666 0.329693694 0.793970389
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09140928 0.02250269 1.06403464 1.121569602
#> lag1_var2 -0.18466790 0.07366933 -0.28435200 -0.099618463
#> lag1_var3 -0.31336783 0.12390476 -0.48081091 -0.169764494
#> lag1_var4 0.26955437 0.11663206 0.13097243 0.425003026
#> const 0.13498015 0.52444662 -0.53927776 0.777994102
#> exo1 0.02465029 0.03460259 -0.02414941 0.070943864
#> exo2 -0.05494817 0.04785045 -0.12705716 0.006583301
#> exo3 0.01652652 0.04318425 -0.04689928 0.072169312
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.77896590 0.4968332 -2.40182975 -1.0662226
#> lag1_var2 4.86544628 2.1893590 1.99569506 8.0151066
#> lag1_var3 6.66829340 3.7455456 1.71141524 12.0209672
#> lag1_var4 -6.15098141 3.5765310 -11.17565311 -1.3708032
#> const 18.78079898 13.0567745 3.46865074 38.0966625
#> exo1 0.06092667 0.7562458 -0.97628638 1.1388595
#> exo2 1.13884176 1.1229672 -0.08015068 2.8780923
#> exo3 -0.60705397 0.7222226 -1.45913139 0.4840992
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0890471 0.8525929 0.8412051 3.0403304
#> lag1_var2 -1.7899981 2.3301863 -4.1119769 1.6630555
#> lag1_var3 -2.1570122 4.0130924 -6.1502694 3.8652825
#> lag1_var4 2.5818811 3.8097475 -3.1330653 6.3396777
#> const -23.3819142 17.6660932 -47.2020318 -0.2833695
#> exo1 0.4275424 0.7417118 -0.2320227 1.7790335
#> exo2 -1.1583425 1.3998423 -3.2943604 0.3403939
#> exo3 0.3149647 1.0991929 -1.4809634 1.4858578
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0580217 0.6496531 0.1125369 1.7223464
#> lag1_var2 0.8758388 1.5200467 -0.9779989 3.1647967
#> lag1_var3 1.4206172 2.6069100 -1.6864066 5.3631301
#> lag1_var4 -0.6717613 2.4507726 -4.3652555 2.2000844
#> const -13.9098952 12.9863898 -30.6635755 4.0617905
#> exo1 0.5021713 0.8056325 -0.5858200 1.5652910
#> exo2 -0.4862696 0.9054654 -1.8015453 0.4841402
#> exo3 -0.0804361 0.8682483 -1.3702102 0.8529940
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02028081 0.004761548 0.01593012 0.02819786
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01445832 0.01129316 -0.02791796 3.675609e-05
#> Sigma[2,2] 0.16767008 0.04481533 0.12837473 2.431475e-01
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005462662 0.01819264 -0.01517158 0.03275339
#> Sigma[3,2] -0.212719926 0.04794877 -0.29952658 -0.17473601
#> Sigma[3,3] 0.407518047 0.07223558 0.34775566 0.53263581
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003978523 0.01448409 -0.01895938 0.0188503
#> Sigma[4,2] -0.126595638 0.03426711 -0.18061777 -0.0927274
#> Sigma[4,3] 0.316098417 0.05977462 0.26610267 0.4189905
#> Sigma[4,4] 0.271344912 0.05158920 0.21339041 0.3504515
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98500963 0.06922913 0.89328692 1.0612196
#> lag1_var2 0.06750476 0.17323503 -0.19221630 0.2603140
#> lag1_var3 0.11512936 0.28181273 -0.33447585 0.4150511
#> lag1_var4 -0.11373427 0.25561341 -0.40090113 0.2902618
#> const 0.35739756 2.34299770 -2.67452030 3.4905147
#> exo1 0.05019595 0.18029692 -0.15111056 0.3323930
#> exo2 -0.07571786 0.23035409 -0.45115638 0.1549990
#> exo3 0.08761474 0.14933380 -0.09963201 0.3277876
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2070898 0.1086362 -0.3529881 -0.05234216
#> lag1_var2 1.6852342 0.4758106 0.9008778 2.06869573
#> lag1_var3 1.9145458 0.8140997 0.5310854 2.64098093
#> lag1_var4 -1.8021041 0.7506882 -2.4851552 -0.54671331
#> const 3.4142819 5.7251400 -4.8912178 11.45369911
#> exo1 -0.1032906 0.3827202 -0.6556406 0.39891529
#> exo2 0.4283106 0.4994880 -0.3549560 0.92120884
#> exo3 3.6302297 0.4739225 3.0588257 4.28800141
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01136225 0.2196621 -0.2438262 0.3379892
#> lag1_var2 -0.13749823 0.6039279 -0.9013866 0.7020238
#> lag1_var3 -0.72199507 0.9802382 -1.9200685 0.5761547
#> lag1_var4 1.54396488 0.8988012 0.3316510 2.6643081
#> const -0.22946744 7.2940634 -9.2355196 9.3052497
#> exo1 0.26929909 0.4976470 -0.3341231 1.0467989
#> exo2 3.51598906 0.6964695 2.7048149 4.5392019
#> exo3 -5.20228913 0.8474844 -6.3217006 -4.1550663
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1461388 0.1988867 -0.3472521 0.1717445
#> lag1_var2 0.4850203 0.5015094 -0.1783971 1.1300263
#> lag1_var3 -0.3715807 0.8074315 -1.4075675 0.6276765
#> lag1_var4 1.2663758 0.7415010 0.3534520 2.2150135
#> const 1.1865007 5.4749967 -5.5146380 8.8221731
#> exo1 0.2289807 0.4391158 -0.1405932 0.9951783
#> exo2 4.2517710 0.4912052 3.6525774 4.9223957
#> exo3 -3.4814922 0.7120656 -4.5366676 -2.5762438
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001439691 0.001995175 0.0006110894 0.004383309
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000852638 0.00567134 -0.007631123 0.005914147
#> Sigma[2,2] 0.179736337 0.05554755 0.129443144 0.271238859
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009903692 0.01244844 0.0002662278 0.03079488
#> Sigma[3,2] -0.133366544 0.05675845 -0.2172817646 -0.05655039
#> Sigma[3,3] 0.743227536 0.23568279 0.5120018138 1.12660650
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01086441 0.01038222 0.001844641 0.02793031
#> Sigma[4,2] -0.03201968 0.04302976 -0.079267337 0.02516083
#> Sigma[4,3] 0.70061055 0.23887106 0.485123416 1.08993865
#> Sigma[4,4] 0.71772841 0.24758848 0.493819669 1.10820820
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998059364 0.02137807 0.97090224 1.022865175
#> lag1_var2 -0.057045542 0.03892465 -0.10635745 -0.007185686
#> lag1_var3 -0.117754470 0.07934629 -0.23431472 -0.021376214
#> lag1_var4 0.110996294 0.07646648 0.01873340 0.224682045
#> const 0.410416535 0.51353996 -0.21720448 1.050614676
#> exo1 0.021166822 0.06015876 -0.02915836 0.119892550
#> exo2 -0.055268298 0.05258896 -0.12910195 0.019402624
#> exo3 -0.002385392 0.03960352 -0.07106908 0.035608983
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2630862 0.2702803 -0.1035144 0.6150497
#> lag1_var2 0.5353998 0.4996458 -0.2342126 1.1375494
#> lag1_var3 -0.4221632 0.9599328 -1.8785596 0.7631169
#> lag1_var4 0.3496506 0.9097183 -0.7902942 1.7176474
#> const -2.0042845 6.2341278 -10.4715347 5.7255007
#> exo1 -0.4159124 0.3468671 -0.8908942 0.0216643
#> exo2 2.1465748 0.4992780 1.5402875 2.9442983
#> exo3 -0.1202526 0.5497551 -0.7747712 0.7074897
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52563127 0.3497185 0.16741136 1.0650143
#> lag1_var2 -1.32883035 1.2077552 -2.72237819 0.2891598
#> lag1_var3 -1.73789229 2.1328834 -4.28984216 1.0776569
#> lag1_var4 2.61100161 2.0158816 -0.07630928 5.0334318
#> const -7.54860144 8.6727892 -20.40951508 2.9521921
#> exo1 0.14904349 0.9886927 -1.49510780 1.3432994
#> exo2 -1.23293016 1.1145275 -2.96050063 -0.1716642
#> exo3 0.09785643 0.5738220 -0.85045323 0.7552719
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71923183 0.3105898 0.2514855 1.1284892
#> lag1_var2 -1.56556479 1.3031371 -3.2250327 -0.0291549
#> lag1_var3 -2.94241154 2.3657671 -6.0583413 -0.2015971
#> lag1_var4 3.77298966 2.2308044 1.1675551 6.7113378
#> const -9.83067261 7.3341761 -20.0492641 -3.4020123
#> exo1 -0.06260347 0.9086060 -1.6225444 0.8925630
#> exo2 0.14026272 1.0798547 -1.4620811 1.2299323
#> exo3 0.04215490 0.6908743 -0.8793049 0.9637149
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0032551 0.0006665766 0.002651838 0.004359872
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03112282 0.009397738 -0.04393728 -0.0177072
#> Sigma[2,2] 1.15435242 0.362598160 0.80157476 1.7121730
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002307419 0.004581137 -0.005147906 0.006842828
#> Sigma[3,2] -0.361068603 0.102992022 -0.495340254 -0.235258256
#> Sigma[3,3] 0.216829763 0.045727499 0.168006902 0.289737912
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01112110 0.004452502 -0.01899098 -0.007072517
#> Sigma[4,2] 0.12917625 0.068606398 0.05463896 0.239121164
#> Sigma[4,3] 0.06858336 0.033418266 0.02482326 0.115346610
#> Sigma[4,4] 0.13333365 0.042857875 0.09622659 0.204962750
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91034513 0.02824247 0.880047101 0.9574266
#> lag1_var2 0.14345382 0.03813689 0.096107190 0.1940814
#> lag1_var3 0.31493272 0.06857416 0.232282391 0.4094295
#> lag1_var4 -0.26180072 0.06185489 -0.345660558 -0.1866686
#> const -0.20944280 0.61526922 -1.243468306 0.5207707
#> exo1 0.04692561 0.05207268 -0.017835372 0.1239430
#> exo2 0.04048711 0.03520414 -0.007307371 0.0909724
#> exo3 0.07458140 0.08111494 -0.049394939 0.1779442
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66688076 0.7613762 -0.2634641 1.60180613
#> lag1_var2 -1.09010045 0.8406585 -2.3318314 -0.08693421
#> lag1_var3 -2.87081124 1.9867368 -5.4819030 -0.44839501
#> lag1_var4 2.77612185 1.7097579 0.7030916 5.05848657
#> const -1.34603641 14.4979810 -22.1357178 17.50780854
#> exo1 0.24866258 0.9815755 -0.8277877 1.67544532
#> exo2 0.05799086 1.4096471 -1.2540790 2.21524137
#> exo3 -0.22866079 1.2156864 -1.8526067 1.30442745
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42169442 0.2961685 -0.7935803 0.004226653
#> lag1_var2 0.04115184 0.4315699 -0.6501289 0.473160973
#> lag1_var3 0.78041910 1.0056297 -0.7739919 1.761025654
#> lag1_var4 0.17227099 0.8753388 -0.6939887 1.519107302
#> const 10.13044651 5.3499872 4.6907707 19.407914165
#> exo1 0.05382292 0.4132191 -0.5570251 0.595159553
#> exo2 -0.57688432 0.8298948 -1.7991041 0.495267034
#> exo3 0.14977101 0.4415239 -0.4791050 0.640139774
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2207940 0.2843590 -0.6782703 0.1118048
#> lag1_var2 -0.7727911 0.3944743 -1.2449494 -0.1819940
#> lag1_var3 -1.1493872 0.9003993 -2.2667284 0.1797295
#> lag1_var4 2.1266221 0.7947803 0.9490460 3.1065860
#> const 9.3938488 3.7914468 4.6200927 14.4406534
#> exo1 0.1978570 0.3502469 -0.3085269 0.5751579
#> exo2 -0.6296461 0.4491936 -0.9831069 0.1328664
#> exo3 0.1347555 0.3494335 -0.2894635 0.6424079
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003428163 9.488733e-05 0.0002381207 0.0004898853
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000857998 0.001193556 -0.002132407 0.001010248
#> Sigma[2,2] 0.266917282 0.047674383 0.211392795 0.337499041
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001125668 0.003147788 -0.005758701 0.003483004
#> Sigma[3,2] -0.520371357 0.115865512 -0.707176436 -0.401329725
#> Sigma[3,3] 1.678830803 0.476857054 1.231605060 2.469450223
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001635409 0.003137642 -0.006357062 0.002649617
#> Sigma[4,2] -0.413917601 0.104694343 -0.583411284 -0.300996209
#> Sigma[4,3] 1.498543713 0.443959517 1.085014566 2.232270883
#> Sigma[4,4] 1.362010017 0.414520074 0.985239470 2.044923965
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004209000 0.008966892 0.99067772 1.014456687
#> lag1_var2 -0.024434848 0.025025357 -0.05439438 0.011231174
#> lag1_var3 -0.065574756 0.054451445 -0.13338514 0.011133890
#> lag1_var4 0.062987510 0.052767103 -0.01230279 0.127758748
#> const 0.043196816 0.156609415 -0.13944071 0.265239026
#> exo1 -0.001128035 0.014747453 -0.02263101 0.018557542
#> exo2 -0.029580955 0.018454905 -0.05526963 -0.007030923
#> exo3 0.020143949 0.023183787 -0.00710795 0.057869425
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02721047 0.1913551 -0.2157905 0.2868770
#> lag1_var2 0.02644989 1.0082510 -1.4960696 1.1995610
#> lag1_var3 -1.38601753 2.1564677 -4.4297605 1.3576380
#> lag1_var4 1.23479670 2.1061711 -1.4841452 4.1462819
#> const 7.83018597 5.7722215 -1.6350349 14.3891053
#> exo1 0.23647247 0.2258053 -0.1034585 0.5072668
#> exo2 0.58489774 0.7328026 -0.6002462 1.3230946
#> exo3 0.22895649 0.4981813 -0.4054259 0.9341116
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1865543 0.5672694 -1.0234589 0.61975269
#> lag1_var2 3.0062272 2.3526934 0.6781141 6.74096158
#> lag1_var3 6.5071039 4.8398885 2.0155920 14.40339142
#> lag1_var4 -5.4129909 4.6609542 -13.0656170 -1.20167911
#> const -1.3138289 18.7527661 -20.9194209 28.92553647
#> exo1 -1.0710353 0.7378521 -1.7684621 0.02768056
#> exo2 0.1209000 1.9138776 -2.2482860 2.96154348
#> exo3 0.7942422 0.9399632 -0.5312011 1.78846258
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1852770 0.5127320 -0.9316424 0.54066203
#> lag1_var2 2.8229551 2.0427749 0.6583936 5.98578595
#> lag1_var3 5.4101001 4.1962474 1.1769206 12.17223443
#> lag1_var4 -4.3744899 4.0319216 -10.9452438 -0.39554380
#> const 2.0045407 16.7596921 -15.1497573 28.84501436
#> exo1 -0.9961275 0.6911537 -1.6051852 0.06953497
#> exo2 0.4399828 1.6790864 -1.6945176 2.83204072
#> exo3 0.9443640 0.8790352 -0.3394499 1.86269900
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008315287 0.0002030034 0.0005486865 0.001089392
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01009932 0.003385842 -0.01416272 -0.006142773
#> Sigma[2,2] 0.46236370 0.075349068 0.37114315 0.575291804
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007728601 0.00345449 0.003010827 0.01219837
#> Sigma[3,2] -0.366406475 0.08184545 -0.478909043 -0.25638893
#> Sigma[3,3] 0.458435127 0.09023763 0.327645425 0.58096193
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001112808 0.001634498 -0.001064857 0.003446721
#> Sigma[4,2] -0.063523806 0.049979101 -0.124320521 0.011651534
#> Sigma[4,3] 0.227116742 0.052793934 0.158156436 0.304145043
#> Sigma[4,4] 0.194779934 0.035507811 0.159067394 0.252034246
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97979262 0.02785574 0.94124475 1.017751952
#> lag1_var2 -0.01902723 0.06158301 -0.07979717 0.087555372
#> lag1_var3 -0.06010197 0.09424204 -0.15802980 0.100983828
#> lag1_var4 0.05615454 0.09109645 -0.09771596 0.154801630
#> const 0.75741619 0.32869160 0.20108172 1.090473532
#> exo1 -0.02688029 0.02890193 -0.06806851 0.007867924
#> exo2 -0.06458764 0.03457994 -0.11596309 -0.017477586
#> exo3 0.04522203 0.02184827 0.01316174 0.074469264
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15114771 0.8329825 -1.4136272 0.733041
#> lag1_var2 1.74252956 1.6084967 -0.6402301 3.683605
#> lag1_var3 1.75161608 2.4050739 -1.8638631 4.647749
#> lag1_var4 -1.72269848 2.1956481 -4.2654559 1.649211
#> const 3.60014006 7.8447040 -3.6432295 15.644733
#> exo1 0.05475249 1.0734825 -1.1910967 1.729487
#> exo2 0.37150471 0.8724866 -0.7835495 1.321139
#> exo3 0.61461815 0.7357369 -0.4958709 1.643095
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62455622 0.8506133 -0.2755747 1.9272401
#> lag1_var2 -0.30220378 2.0671845 -3.3530825 1.8501895
#> lag1_var3 0.07196938 3.0860290 -4.4207468 3.3498765
#> lag1_var4 0.74763820 2.8482304 -2.2977226 4.9559746
#> const -5.28251111 7.7648232 -18.0092922 2.9636873
#> exo1 0.64209732 0.9788043 -0.9976277 1.5276005
#> exo2 -0.53110412 1.0377909 -1.9904111 0.9774646
#> exo3 1.25294275 0.6181699 0.2218838 1.8421584
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5393666 0.4140006 0.15854057 1.2365923
#> lag1_var2 0.4352819 1.4132970 -1.66263986 2.3570618
#> lag1_var3 0.5987631 2.1659994 -2.60581106 3.5846991
#> lag1_var4 0.2476393 2.0370787 -2.59552445 3.2581792
#> const -3.8000861 4.3364402 -9.07071648 2.4401853
#> exo1 0.7134096 0.4786828 0.01176996 1.3027730
#> exo2 -0.2699856 0.6347003 -1.17397358 0.5810793
#> exo3 1.7657260 0.3553426 1.25442314 2.1942952
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002359256 0.0005053458 0.00163808 0.003112248
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005633991 0.001924255 -0.008057905 -0.002854754
#> Sigma[2,2] 0.037602753 0.010109809 0.026337528 0.051954108
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004544630 0.001589933 -0.006687388 -0.002463360
#> Sigma[3,2] -0.003655449 0.004728995 -0.010008385 0.002418389
#> Sigma[3,3] 0.027856190 0.006959850 0.019074650 0.037781245
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009461909 0.001836342 -0.01214387 -0.006887815
#> Sigma[4,2] 0.028158429 0.009700777 0.01525231 0.039890149
#> Sigma[4,3] 0.025513726 0.007577767 0.01409840 0.034732827
#> Sigma[4,4] 0.050198298 0.009467884 0.03881738 0.062250715
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.922162643 0.03061129 0.873701150 0.95491794
#> lag1_var2 0.130537752 0.22742880 -0.166412334 0.49254176
#> lag1_var3 0.198400709 0.28095316 -0.173841874 0.64748878
#> lag1_var4 -0.184072643 0.27769478 -0.631415882 0.17845154
#> const 0.497506156 0.63618145 -0.318393674 1.42458279
#> exo1 0.034571751 0.03981851 -0.003541163 0.10607665
#> exo2 -0.043562777 0.05225679 -0.110669039 0.03447484
#> exo3 0.007138622 0.05605144 -0.049122482 0.10177821
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.229004681 0.1212460 0.07662049 0.4088549
#> lag1_var2 0.008567594 0.8260206 -1.36706769 0.8085059
#> lag1_var3 -1.214382815 0.9816259 -2.84672021 -0.2365658
#> lag1_var4 1.125418242 0.9662854 0.17729489 2.7404101
#> const 2.646745770 2.1779624 0.57947454 6.2548947
#> exo1 0.031246702 0.2163640 -0.27400029 0.2856690
#> exo2 0.018480355 0.2243441 -0.30310843 0.2915534
#> exo3 0.048716002 0.1946485 -0.25831498 0.2512467
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1207784 0.1137675 -0.063251456 0.220033027
#> lag1_var2 0.3384899 0.5219936 -0.402303241 1.010307869
#> lag1_var3 1.2732795 0.6589416 0.274242639 2.106596050
#> lag1_var4 -0.2981398 0.6593216 -1.122001735 0.711214417
#> const -0.5199612 2.2211974 -3.171135791 2.935707165
#> exo1 -0.1471243 0.1112160 -0.283850275 0.004673214
#> exo2 -0.9001063 0.1811636 -1.147563277 -0.683740669
#> exo3 0.2454594 0.1681906 0.007300169 0.454382796
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3234919 0.1475257 0.09732434 0.48466488
#> lag1_var2 -0.1891714 1.0584698 -1.93229174 1.13045921
#> lag1_var3 -0.3888110 1.3049745 -2.56283301 1.26120124
#> lag1_var4 1.2960323 1.2960952 -0.31639283 3.47298913
#> const 0.9112039 2.9355843 -2.95771170 4.34509264
#> exo1 -0.1218717 0.1690858 -0.42858762 0.03626894
#> exo2 -0.8931949 0.2647049 -1.32491191 -0.59014464
#> exo3 0.2840503 0.2145028 -0.09021329 0.47780644
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007867209 0.001687614 0.005733808 0.01022901
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001414549 0.003906772 -0.008052317 0.002383615
#> Sigma[2,2] 0.034600277 0.006265103 0.025935045 0.041597919
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009221854 0.005439358 -0.01707074 -0.002013909
#> Sigma[3,2] -0.062225573 0.014123980 -0.08465665 -0.048116501
#> Sigma[3,3] 0.255750798 0.056134859 0.20258713 0.351241566
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01070753 0.003985587 -0.01694601 -0.006908845
#> Sigma[4,2] -0.04364993 0.013012399 -0.06484415 -0.028559699
#> Sigma[4,3] 0.22670848 0.049702228 0.17777011 0.311450401
#> Sigma[4,4] 0.20788637 0.044043301 0.16072080 0.282066908
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.948968325 0.05891566 0.85474572 1.0115430
#> lag1_var2 0.022576247 0.23013610 -0.31133509 0.3053710
#> lag1_var3 0.066374973 0.42838033 -0.58655352 0.5916118
#> lag1_var4 -0.071141565 0.41375440 -0.57550266 0.5585968
#> const 1.526397024 1.49775806 0.26466826 4.1772417
#> exo1 0.006637841 0.11459273 -0.15788221 0.1509728
#> exo2 -0.053569446 0.09196748 -0.19417927 0.0260754
#> exo3 0.052715475 0.08751462 -0.05792748 0.1819336
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21368505 0.1551398 0.04379378 0.4481136
#> lag1_var2 0.06789572 0.3953691 -0.55977813 0.5545227
#> lag1_var3 -1.41404049 0.6814162 -2.53651244 -0.6156899
#> lag1_var4 1.40615642 0.6604559 0.63313595 2.4908907
#> const -4.03831499 3.9776561 -9.86689020 -0.1016498
#> exo1 0.01796353 0.1478026 -0.19429046 0.2169937
#> exo2 0.31488543 0.1276903 0.14881530 0.4960641
#> exo3 0.17420677 0.1296603 -0.01925513 0.3229076
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7187507 0.4226742 -1.24288316 -0.14637669
#> lag1_var2 0.8448593 1.6091870 -0.82245451 3.22145579
#> lag1_var3 3.0794267 2.6624266 0.10271866 6.91701367
#> lag1_var4 -2.0378499 2.5853929 -5.74793840 0.87712706
#> const 14.8830787 9.7952536 3.92481643 28.59335283
#> exo1 -0.4086744 0.4588035 -0.99332749 0.14876003
#> exo2 -0.4393504 0.3759882 -0.95501067 0.04034441
#> exo3 0.8157424 0.5360838 0.09078456 1.47566755
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6172187 0.3763395 -1.0345272 -0.07474287
#> lag1_var2 0.4800884 1.6765125 -1.1450590 2.91344992
#> lag1_var3 1.6023356 2.8025808 -1.3384229 5.59359064
#> lag1_var4 -0.5528196 2.7213424 -4.4168656 2.32375970
#> const 12.4022245 8.0485982 3.0426857 24.15833559
#> exo1 -0.4129278 0.4420072 -0.9239514 0.17094870
#> exo2 -0.2811184 0.3654866 -0.7954345 0.15686322
#> exo3 0.9414023 0.5173307 0.2519676 1.50594477
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002946116 7.084709e-05 0.0002171708 0.0004070939
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001159525 0.001926855 -0.003398731 0.001373207
#> Sigma[2,2] 0.562999327 0.164990875 0.336382400 0.763432334
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006080665 0.00297702 0.002128673 0.009585655
#> Sigma[3,2] -0.336128910 0.12205282 -0.479405515 -0.147759226
#> Sigma[3,3] 0.759639277 0.16872029 0.571085341 1.035454281
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005763457 0.003371812 0.0008776888 0.009386442
#> Sigma[4,2] 0.009673318 0.068363871 -0.0810956820 0.100559006
#> Sigma[4,3] 0.586858149 0.149109324 0.3910212775 0.797966560
#> Sigma[4,4] 0.628763512 0.128627040 0.4492259244 0.793396448
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969009465 0.02094614 0.93491848 0.98589394
#> lag1_var2 -0.008004268 0.05470726 -0.05998439 0.08489685
#> lag1_var3 -0.016100633 0.09422366 -0.10475397 0.14359111
#> lag1_var4 0.013063275 0.08881400 -0.13728708 0.09704569
#> const 0.934617641 0.34023218 0.49616998 1.36745413
#> exo1 -0.003372768 0.01308562 -0.01938036 0.01486055
#> exo2 -0.099282050 0.01006195 -0.11240460 -0.08520068
#> exo3 0.077662371 0.01929330 0.05099724 0.10143643
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2447413 0.7818134 -2.31511651 -0.1506786
#> lag1_var2 4.0309082 2.8016628 0.68519274 7.9065065
#> lag1_var3 5.5401208 4.7152793 -0.02809274 12.0482165
#> lag1_var4 -5.0319872 4.4394156 -11.14228761 0.1896508
#> const 0.5749931 17.4283286 -24.10102230 24.6518508
#> exo1 -0.2748817 0.6283802 -0.90932872 0.7221404
#> exo2 0.7862056 0.7881315 -0.15359712 1.9963267
#> exo3 0.2107632 0.3549863 -0.30634240 0.6539728
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.102475689 0.8431916 -0.36095044 1.8988163
#> lag1_var2 -1.004569213 1.2087848 -2.65052146 0.5546077
#> lag1_var3 -1.220228805 2.0167844 -4.00121511 1.3165278
#> lag1_var4 1.677439884 1.8730150 -0.74773992 4.1588700
#> const 4.807015885 18.6812413 -10.85714151 35.8223841
#> exo1 0.008379373 0.7342755 -1.22385706 0.7051994
#> exo2 -3.489112487 0.9725847 -4.75807415 -2.2431599
#> exo3 1.179805782 1.0017222 -0.08748015 2.6223947
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3470512 0.6992661 -0.5372526 1.3524501
#> lag1_var2 1.1241358 0.7062414 0.2806197 2.1192510
#> lag1_var3 1.5993345 1.1055720 0.1797342 3.0282183
#> lag1_var4 -0.8309066 1.0853413 -2.2928520 0.5475683
#> const 4.9170879 17.1129030 -11.6344758 32.7577692
#> exo1 -0.1754612 0.5010599 -0.8435000 0.5066523
#> exo2 -3.1821134 0.8753110 -4.3739110 -2.0892271
#> exo3 1.3727174 1.0342571 0.2081467 2.9184200
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004767111 0.001817959 0.002637682 0.007499963
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01969146 0.008218501 -0.03120994 -0.01040034
#> Sigma[2,2] 0.10223386 0.038238625 0.06063299 0.15987026
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01299497 0.005478595 0.007153782 0.02125502
#> Sigma[3,2] -0.07125424 0.027386277 -0.113825194 -0.04308292
#> Sigma[3,3] 0.06174820 0.021865148 0.040984690 0.09830712
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007090484 0.003436793 0.00404390 0.01279071
#> Sigma[4,2] -0.040308017 0.017879850 -0.07031655 -0.02433253
#> Sigma[4,3] 0.041095254 0.014856815 0.02825745 0.06649360
#> Sigma[4,4] 0.030130988 0.010262480 0.02120640 0.04756633
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01519106 0.01639965 0.99758406 1.040252131
#> lag1_var2 -0.05135674 0.08307996 -0.18087948 0.044545082
#> lag1_var3 -0.30599173 0.25234195 -0.69799098 -0.034753943
#> lag1_var4 0.27251391 0.24278365 0.02394647 0.652560514
#> const -0.14681898 0.96327018 -1.23960491 1.190148281
#> exo1 0.02683451 0.07604551 -0.08794617 0.107306252
#> exo2 -0.09878597 0.06528291 -0.17576714 -0.001682417
#> exo3 -0.05437378 0.05923276 -0.13612846 0.013346740
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08493113 0.07935714 -0.18808227 0.03929317
#> lag1_var2 0.58802314 0.40405058 0.15125479 1.21109401
#> lag1_var3 1.11723194 1.24943976 -0.05687019 3.03864775
#> lag1_var4 -0.76532401 1.19547091 -2.60470723 0.44620021
#> const 4.82073553 3.96803578 -0.78523947 8.99466224
#> exo1 -0.18977593 0.39176550 -0.67916257 0.38655613
#> exo2 0.72040074 0.29938254 0.26467635 1.08265457
#> exo3 0.75601440 0.32647868 0.37441441 1.18958532
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05709526 0.06028704 -0.02328706 0.1455374
#> lag1_var2 0.38410409 0.28728300 0.01240957 0.8220050
#> lag1_var3 0.46903343 0.84815719 -0.70016503 1.5937934
#> lag1_var4 0.19977358 0.81652213 -0.83207021 1.3478985
#> const -0.61937031 4.18087941 -4.71845354 6.1458603
#> exo1 0.16292093 0.30017643 -0.31820069 0.5170161
#> exo2 -0.61986470 0.23218224 -0.86902828 -0.2370254
#> exo3 -0.42144547 0.25270597 -0.72986363 -0.0415044
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0247737 0.04174255 -0.024631485 0.08604129
#> lag1_var2 0.3536575 0.17884915 0.150420286 0.66157341
#> lag1_var3 0.1135462 0.49247054 -0.494430273 0.89481238
#> lag1_var4 0.6825768 0.46664970 -0.009651707 1.25750469
#> const 0.4684354 3.44635871 -3.016981286 5.68567296
#> exo1 0.1169092 0.20361962 -0.214332369 0.36631433
#> exo2 -0.4410951 0.15637938 -0.645199405 -0.19361686
#> exo3 -0.1772977 0.16773554 -0.378484634 0.08564091
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002112872 0.00196995 0.0009131965 0.005370262
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001308245 0.01953937 -0.02333208 0.02691401
#> Sigma[2,2] 2.799517734 0.79424047 2.08360025 4.12563934
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006283533 0.02223765 -0.04064034 0.01643694
#> Sigma[3,2] -2.027801357 0.56710807 -2.88342652 -1.41416039
#> Sigma[3,3] 1.731853190 0.43720532 1.18895449 2.40242688
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006507548 0.01622992 -0.03124065 0.006425922
#> Sigma[4,2] -0.656866905 0.22435025 -0.96314222 -0.340437713
#> Sigma[4,3] 0.778868251 0.20284967 0.51166086 1.055305035
#> Sigma[4,4] 0.505929763 0.12423149 0.34687555 0.698602892
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00999145 0.02695003 0.97251652 1.046294250
#> lag1_var2 -0.06705969 0.07039680 -0.18393654 0.003086569
#> lag1_var3 -0.12591478 0.13602259 -0.34986441 0.012148312
#> lag1_var4 0.11001324 0.12025441 -0.01140513 0.307212032
#> const 0.63045225 0.52670260 -0.18544973 1.210730637
#> exo1 0.01206702 0.03989509 -0.03851910 0.074734266
#> exo2 -0.03359702 0.04292183 -0.08642327 0.021234067
#> exo3 0.03610676 0.05411426 -0.04837675 0.103105121
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1900502 0.7508906 -2.190166 -0.2267641
#> lag1_var2 1.4262759 2.0160782 -1.168868 4.2647923
#> lag1_var3 1.1003504 3.8900103 -3.937850 6.5448375
#> lag1_var4 -1.2472900 3.3467701 -5.860895 3.1316100
#> const 39.3602861 23.1579423 8.967754 74.3027192
#> exo1 -3.3718550 1.4924108 -5.420970 -1.2696856
#> exo2 -1.5444334 1.8994652 -3.833524 1.2464512
#> exo3 0.1718066 2.2457123 -3.571812 2.7843437
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89338044 0.4089302 0.2874696 1.315057
#> lag1_var2 0.45620572 1.3758791 -1.1797101 2.425362
#> lag1_var3 1.82118217 2.6413445 -1.2913263 5.638634
#> lag1_var4 -0.63899122 2.2527077 -3.9410873 2.013749
#> const -31.73472560 21.6647761 -62.3749472 -3.698442
#> exo1 1.74610795 1.0824006 0.3873786 3.205022
#> exo2 -0.06592107 1.1795694 -1.7791825 1.355545
#> exo3 1.61221000 1.8037161 -0.1662392 4.762314
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25808130 0.2617470 -0.0328021 0.68647902
#> lag1_var2 0.84965047 0.5231780 0.1297794 1.56072679
#> lag1_var3 1.71579185 0.9841278 0.4169156 3.08565145
#> lag1_var4 -0.57340916 0.8399087 -1.7454348 0.49566278
#> const -12.83484373 12.1435193 -30.8047822 1.60448448
#> exo1 -0.05420707 0.6293085 -1.0156472 0.59306948
#> exo2 -0.91473147 0.6581395 -1.6043473 0.03379161
#> exo3 1.96232434 0.7996403 1.2558216 3.36394096
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0062557 0.001322644 0.004510896 0.007908515
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008609999 0.00331105 -0.01403981 -0.004986467
#> Sigma[2,2] 0.056041254 0.01660459 0.04117811 0.083271790
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009046667 0.003672822 0.003529076 0.01419992
#> Sigma[3,2] -0.045657388 0.018297219 -0.076519517 -0.03149293
#> Sigma[3,3] 0.053744937 0.020290149 0.037083416 0.08931152
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003291958 0.002698480 -0.0001551207 0.007049855
#> Sigma[4,2] -0.005224470 0.008465788 -0.0193254790 0.003793776
#> Sigma[4,3] 0.022957386 0.009296699 0.0125683267 0.037856123
#> Sigma[4,4] 0.021744911 0.004351179 0.0164487221 0.027570156
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92158499 0.04432994 0.86173273 0.975226751
#> lag1_var2 -0.19754727 0.18391612 -0.45805787 -0.004566195
#> lag1_var3 -0.28074483 0.25470094 -0.65791770 -0.012260394
#> lag1_var4 0.29954664 0.24854315 0.03788930 0.667375935
#> const 0.28607013 1.40239458 -1.55004465 2.214064443
#> exo1 0.05510920 0.05951182 -0.02996747 0.125098800
#> exo2 -0.12505875 0.06745564 -0.22034789 -0.046936747
#> exo3 0.03526309 0.08342222 -0.07102684 0.165851774
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2018488 0.1009726 0.05888643 0.3188657
#> lag1_var2 0.9955092 0.3454149 0.56923475 1.4483799
#> lag1_var3 0.9173547 0.5477115 0.24566417 1.6708431
#> lag1_var4 -0.8746187 0.5083844 -1.53772917 -0.2510993
#> const 0.6846912 2.2259630 -2.48315935 3.5287315
#> exo1 -0.1313653 0.1715253 -0.34322740 0.1330885
#> exo2 1.9365003 0.2278463 1.65888789 2.2437560
#> exo3 0.9644968 0.3117793 0.66925485 1.4742596
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14536056 0.08185892 -0.21481394 -0.0213100
#> lag1_var2 0.21443871 0.37868799 -0.21271479 0.7870458
#> lag1_var3 0.70457100 0.55491613 0.05178851 1.4961652
#> lag1_var4 0.23410820 0.53977687 -0.55335588 0.8700054
#> const 2.49750788 2.82560605 -1.07799178 6.1323843
#> exo1 0.01792899 0.20708059 -0.29350934 0.2263814
#> exo2 -2.01745536 0.31385141 -2.42088935 -1.6422767
#> exo3 -0.33033666 0.31363942 -0.82887812 -0.0247223
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01231299 0.07603944 -0.1353249 0.07198982
#> lag1_var2 0.46639401 0.35897966 0.1373746 1.07560341
#> lag1_var3 0.74283490 0.48615083 0.2777509 1.57414746
#> lag1_var4 0.24336380 0.46979405 -0.5461799 0.70507997
#> const 2.33763792 2.26205729 -0.4816515 5.17278056
#> exo1 -0.08531061 0.14317478 -0.2882360 0.08629792
#> exo2 -0.68805778 0.19200347 -0.9022812 -0.44050490
#> exo3 0.41923167 0.17386877 0.2064051 0.65270796
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000534279 0.0001684379 0.0003612351 0.0008131872
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01414395 0.006151997 -0.02273596 -0.006974403
#> Sigma[2,2] 1.00760478 0.305479980 0.60913501 1.466325765
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003762109 0.002034113 0.001386232 0.006376117
#> Sigma[3,2] -0.279228142 0.093518563 -0.404169179 -0.146881899
#> Sigma[3,3] 0.086188112 0.029091615 0.042858371 0.119696257
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.332823e-05 0.0005007453 -0.0006027601 0.0007188585
#> Sigma[4,2] -2.402084e-02 0.0178956565 -0.0492464187 0.0020072999
#> Sigma[4,3] 1.555823e-02 0.0052988403 0.0075497673 0.0224143970
#> Sigma[4,4] 1.010437e-02 0.0019339614 0.0075782009 0.0128744026
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007603774 0.01046374 0.992922475 1.021118019
#> lag1_var2 -0.013729011 0.01072919 -0.029047483 0.002275002
#> lag1_var3 -0.088601694 0.04642502 -0.152811631 -0.021077405
#> lag1_var4 0.061809554 0.04461383 -0.004087224 0.120528122
#> const 0.429846640 0.22048312 0.106989283 0.687068673
#> exo1 0.007373066 0.01590319 -0.018346972 0.026521108
#> exo2 0.011548812 0.02104239 -0.016327126 0.041249661
#> exo3 0.010502632 0.01536452 -0.008725837 0.033398356
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0962782 0.5963095 -1.92949795 -0.1886949
#> lag1_var2 1.9983072 0.6775759 0.98499272 2.7506391
#> lag1_var3 5.0450678 3.0313494 0.39448546 8.5366939
#> lag1_var4 -4.4778717 2.7674657 -7.33027336 -0.2163759
#> const 9.7987757 18.0026820 -13.77886620 35.6765642
#> exo1 0.3907755 1.0623818 -1.24938471 1.4599134
#> exo2 0.8834923 0.7358870 -0.05126201 1.8818487
#> exo3 -0.3825249 0.7939237 -1.52450350 0.7460213
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3284853 0.1524374 0.13104524 0.55972658
#> lag1_var2 -0.2869895 0.2043437 -0.55623619 -0.01380285
#> lag1_var3 -0.4816244 0.9132355 -1.67546786 0.78159312
#> lag1_var4 1.2414791 0.8262690 0.09630112 2.28144097
#> const -1.3516048 3.8837806 -6.76234114 3.50291176
#> exo1 -0.1220853 0.3100225 -0.44718994 0.36772443
#> exo2 -0.6643856 0.2567633 -0.94976681 -0.25904116
#> exo3 0.2394388 0.2397153 -0.12501710 0.58764065
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04054186 0.05067782 -0.02427954 0.1030994
#> lag1_var2 0.03968065 0.05371955 -0.02678215 0.1272494
#> lag1_var3 0.11185712 0.21824328 -0.12604269 0.4781286
#> lag1_var4 0.81624037 0.21997847 0.45525481 1.0767654
#> const 0.76598189 0.95069906 -0.57324372 1.8508445
#> exo1 -0.02267272 0.08320391 -0.10962694 0.1182968
#> exo2 -0.49556180 0.11910630 -0.61375314 -0.2945058
#> exo3 0.15993392 0.08176161 0.06167746 0.2773627
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009685472 0.0001822895 0.0006679969 0.001181109
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01658535 0.006253802 -0.02639727 -0.009558332
#> Sigma[2,2] 1.21579236 0.344697035 0.78720133 1.743585480
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01311815 0.004948383 0.008111433 0.02055339
#> Sigma[3,2] -0.72168323 0.242763269 -1.095755521 -0.46290790
#> Sigma[3,3] 0.52403819 0.173020937 0.337390653 0.78432698
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005818643 0.002615568 0.002931717 0.009449505
#> Sigma[4,2] -0.151604081 0.111388086 -0.306374798 -0.011105419
#> Sigma[4,3] 0.196692915 0.070920871 0.114952897 0.289449476
#> Sigma[4,4] 0.138643177 0.025163564 0.106438437 0.178011975
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01651612 0.02191995 0.98505802 1.04585862
#> lag1_var2 -0.06586280 0.03508096 -0.11541249 -0.01701850
#> lag1_var3 -0.13069866 0.07558380 -0.23861373 -0.02644719
#> lag1_var4 0.11607207 0.06958788 0.02096234 0.21628736
#> const 0.40740880 0.34861522 -0.11018597 0.80407380
#> exo1 0.01039631 0.04450952 -0.04553041 0.07541037
#> exo2 -0.16776178 0.02603258 -0.20359164 -0.13539939
#> exo3 -0.05149364 0.02774620 -0.09158722 -0.01225267
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37937549 0.8731061 -1.4092397 0.8335508
#> lag1_var2 1.87063377 1.3575465 0.2230212 4.0979010
#> lag1_var3 2.72773702 2.8498625 -0.7882072 7.3676662
#> lag1_var4 -2.69278731 2.6067076 -6.8830626 0.5589858
#> const 11.20455890 13.8843107 -6.5863600 29.8240482
#> exo1 -0.01640609 1.4214724 -1.5299969 2.4026272
#> exo2 1.36375962 0.5887250 0.6175417 2.2388449
#> exo3 0.68784543 1.2144501 -0.5971676 2.6453274
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7382711 0.5111226 -0.07013866 1.3387113
#> lag1_var2 -0.9786001 1.0262079 -2.53245046 0.2834806
#> lag1_var3 -1.5000168 2.1744543 -4.75874789 1.1837016
#> lag1_var4 2.3719364 2.0085155 -0.10799923 5.3444362
#> const -12.0805812 11.1254931 -26.06754578 4.7965440
#> exo1 0.1803101 1.0614693 -1.60840798 1.4309732
#> exo2 -4.2971319 0.4219803 -4.89773094 -3.7763621
#> exo3 -0.1692353 0.6834442 -1.18616349 0.6529818
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5704223 0.2248369 0.22453503 0.8676314
#> lag1_var2 -0.4289459 0.5799236 -1.17627327 0.4275421
#> lag1_var3 -0.9215010 1.2231234 -2.52880054 0.8580114
#> lag1_var4 1.8327379 1.1294737 0.18910742 3.3022275
#> const -8.1071352 6.0845333 -14.88846181 1.2620507
#> exo1 0.2085105 0.4634592 -0.49000916 0.8122332
#> exo2 -3.9001709 0.2680570 -4.22192400 -3.5081847
#> exo3 0.1954784 0.2126081 -0.04646431 0.5352979
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000834596 0.0001896324 0.00060378 0.001107823
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02369427 0.00640728 -0.03169386 -0.01512975
#> Sigma[2,2] 1.92843751 0.45860152 1.47444928 2.62175593
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01213388 0.003465492 0.007651154 0.01683476
#> Sigma[3,2] -1.18227903 0.272274190 -1.599229106 -0.90646172
#> Sigma[3,3] 0.86048400 0.162154692 0.699030247 1.11083461
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002289432 0.001223693 -0.003553358 -0.0005159525
#> Sigma[4,2] -0.038743661 0.037459226 -0.098564129 -0.0029691346
#> Sigma[4,3] 0.176768222 0.026915599 0.141781804 0.2131440033
#> Sigma[4,4] 0.173772940 0.033521041 0.132144712 0.2227212074
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983696829 0.02581467 0.945379999 1.01800940
#> lag1_var2 0.008841718 0.06136395 -0.059450662 0.10557717
#> lag1_var3 0.011325286 0.10400418 -0.103812769 0.17551008
#> lag1_var4 -0.018334624 0.09573088 -0.169791379 0.08922695
#> const 0.829308952 0.52026010 0.254257659 1.69268458
#> exo1 0.013701586 0.02945957 -0.025771004 0.05408064
#> exo2 -0.050538000 0.02079071 -0.072189402 -0.01599738
#> exo3 0.030812043 0.02951224 -0.003276467 0.07800654
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9365433 0.9220631 -2.6707168 -0.31525522
#> lag1_var2 5.5132025 2.0392001 2.7006700 8.21668562
#> lag1_var3 7.7446340 3.4458897 2.9265582 12.22979828
#> lag1_var4 -7.0583945 3.0897443 -11.1100375 -2.78346406
#> const 8.4902269 16.6786089 -13.4921880 31.44265516
#> exo1 -1.2826000 1.3045296 -3.3014342 0.02484573
#> exo2 1.6656281 0.8291776 0.4436642 2.78125260
#> exo3 -0.2127166 1.8908124 -3.3001931 1.38859044
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.646984 0.5189282 0.82832944 2.1304275
#> lag1_var2 -2.565855 1.3648463 -4.24514172 -0.3466154
#> lag1_var3 -3.446426 2.3132856 -6.22750306 0.3743869
#> lag1_var4 3.835090 2.0577750 0.44000677 6.3137336
#> const -5.583771 9.9346358 -19.99942496 7.4204442
#> exo1 1.061314 0.8022175 0.06644673 2.1950927
#> exo2 -1.607263 0.6761439 -2.49675476 -0.6162025
#> exo3 1.022120 1.0713226 -0.20858912 2.6611988
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5392488 0.2404244 0.2077618 0.80026304
#> lag1_var2 0.2816061 0.7731828 -0.7157706 1.43483645
#> lag1_var3 0.4278967 1.3159151 -1.2726217 2.38413862
#> lag1_var4 0.3672194 1.1884404 -1.3986326 1.89586861
#> const -1.5767619 4.6577542 -8.5445999 3.83545215
#> exo1 0.3350962 0.3014121 -0.1110880 0.72964893
#> exo2 -0.6488962 0.4836342 -1.2881468 0.05178488
#> exo3 0.9634219 0.3315121 0.4462883 1.39428088
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009950711 0.0003718679 0.0005914619 0.001534175
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01622602 0.008831323 -0.03043965 -0.006903733
#> Sigma[2,2] 0.58796883 0.176058434 0.40232529 0.881965556
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01337685 0.008471562 0.003849586 0.02611286
#> Sigma[3,2] -0.43899325 0.186293733 -0.747232287 -0.22974044
#> Sigma[3,3] 0.66519971 0.213969331 0.398661009 0.99128866
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004123209 0.004512058 -0.002406234 0.009339246
#> Sigma[4,2] -0.101646958 0.107198267 -0.247569730 0.056527492
#> Sigma[4,3] 0.435817614 0.119725393 0.275939983 0.601104539
#> Sigma[4,4] 0.401605255 0.076894602 0.296266601 0.516518015
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993797303 0.03123641 0.962884510 1.04037464
#> lag1_var2 -0.028589698 0.08069646 -0.135316968 0.06493581
#> lag1_var3 -0.051754105 0.13924646 -0.238732432 0.10809454
#> lag1_var4 0.042950594 0.13214022 -0.109695390 0.22235985
#> const 0.675731186 0.45722403 -0.052049465 1.23676195
#> exo1 0.008992622 0.03466540 -0.048583276 0.05044571
#> exo2 -0.063423718 0.03960436 -0.120670948 -0.01511468
#> exo3 0.057341986 0.03509337 0.004318621 0.09688895
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5632774 0.5985590 -1.6050459 0.001237824
#> lag1_var2 0.2017858 2.2072859 -2.3270663 3.615599631
#> lag1_var3 -1.3069157 3.8485116 -5.6744876 4.589926878
#> lag1_var4 1.5485313 3.6615801 -4.0530492 5.624231213
#> const -0.2632019 12.1951608 -15.9335990 18.140167710
#> exo1 -0.4717955 0.9110095 -1.7528295 0.796393586
#> exo2 0.7142341 0.9038568 -0.5063862 1.974322749
#> exo3 0.3094269 0.7419260 -0.7580769 1.109215359
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22719138 0.5552259 -0.4047216 1.0478477
#> lag1_var2 3.29521066 1.6024025 1.3468021 5.6766178
#> lag1_var3 6.80193150 2.8289054 3.4953860 11.1078575
#> lag1_var4 -6.06965142 2.7172934 -10.2718751 -2.9950875
#> const 10.71773694 14.2380910 -7.5603448 28.4680178
#> exo1 0.80790239 0.8222313 -0.4621542 1.7637042
#> exo2 -0.75761965 0.9997090 -2.0079007 0.7351654
#> exo3 -0.02324894 0.9350050 -1.1897776 1.3502550
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1173022 0.4211479 -0.5837227 0.4723441
#> lag1_var2 3.2049221 1.0421786 2.2658137 4.8472543
#> lag1_var3 5.7015511 1.8673247 4.0283238 8.6583795
#> lag1_var4 -4.8211049 1.7861311 -7.6791835 -3.2349764
#> const 10.5995677 11.1837262 -4.6416273 24.7171256
#> exo1 0.5611730 0.6855532 -0.3926644 1.4191403
#> exo2 -0.3609191 0.7372161 -1.2414176 0.6463582
#> exo3 0.1521678 0.6330648 -0.7689875 0.9829856
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003248474 7.245447e-05 0.0002368329 0.0004467464
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005076864 0.002836849 -0.009563513 -0.001831118
#> Sigma[2,2] 0.714625200 0.143051820 0.515229054 0.887490259
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003094436 0.001506642 0.001237441 0.005300954
#> Sigma[3,2] -0.502250561 0.093693634 -0.625901074 -0.380666973
#> Sigma[3,3] 0.452840383 0.073370607 0.344583917 0.538387631
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001336701 0.001519731 -0.00276641 0.001318152
#> Sigma[4,2] -0.0564879576 0.038261828 -0.10344830 0.001063546
#> Sigma[4,3] 0.1465864880 0.024619258 0.10888665 0.173654654
#> Sigma[4,4] 0.1190237378 0.021908873 0.08716943 0.143664326
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9968765840 0.009928889 0.983486512 1.0102828623
#> lag1_var2 0.0006185769 0.050141534 -0.077388494 0.0522883587
#> lag1_var3 -0.0073863500 0.078159729 -0.127744113 0.0722447193
#> lag1_var4 -0.0011560462 0.073540367 -0.073121912 0.1126156317
#> const 0.6069410868 0.219389031 0.295036472 0.8815350286
#> exo1 -0.0187756531 0.012285062 -0.033386691 -0.0006474076
#> exo2 -0.0198941993 0.023463461 -0.045176436 0.0163864663
#> exo3 0.0334822338 0.022754649 0.002807714 0.0663350406
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71492661 0.3168980 -1.1040183 -0.2227802
#> lag1_var2 -0.23718987 1.7104314 -2.2607485 2.5048910
#> lag1_var3 -1.58887907 2.6404424 -4.7035514 2.6555362
#> lag1_var4 1.85874491 2.5024811 -2.1757853 4.8334498
#> const 3.78525215 9.7046871 -11.0095490 12.8298623
#> exo1 0.05525163 0.7344243 -1.1809186 0.8158700
#> exo2 0.65839647 0.7452923 -0.2666768 1.6632094
#> exo3 0.44403610 0.9019638 -0.8678450 1.6649975
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.47581996 0.2238138 1.2202153 1.7833609
#> lag1_var2 -0.08929059 1.3434973 -2.1169251 1.4171478
#> lag1_var3 0.63102318 2.0654154 -2.4775834 2.9140403
#> lag1_var4 -0.19099066 1.9751648 -2.4053105 2.8211505
#> const -5.05914783 8.5309060 -14.0131490 7.9745105
#> exo1 -0.04312497 0.4709115 -0.3983971 0.7897906
#> exo2 -0.73262808 0.4623795 -1.4171185 -0.2214947
#> exo3 -0.18818424 0.7727199 -1.3001270 0.6568037
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07152000 0.1623497 0.8797499 1.3055572
#> lag1_var2 -0.74930295 0.4931286 -1.5722702 -0.2973047
#> lag1_var3 -1.17310337 0.7552237 -2.4036094 -0.4342987
#> lag1_var4 1.78072510 0.7297205 1.0567580 2.9816253
#> const -3.70881417 4.1968171 -8.6270658 2.6936009
#> exo1 -0.01460421 0.2660387 -0.3712674 0.2976735
#> exo2 -0.33200897 0.3023791 -0.6252482 0.1953205
#> exo3 0.10972896 0.4331062 -0.5538332 0.5216373
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002236234 7.452896e-05 0.0001577923 0.0003414695
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001325442 0.003004095 -0.00385986 0.004314622
#> Sigma[2,2] 1.3525226691 0.363927345 0.95529656 1.917718679
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004800089 0.001544177 -0.002625067 0.001572233
#> Sigma[3,2] -0.7649342152 0.225470820 -1.104962086 -0.536556581
#> Sigma[3,3] 0.4526926725 0.140877565 0.319623062 0.668992733
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000675515 0.0002574131 -0.001023405 -0.0004048866
#> Sigma[4,2] -0.119660099 0.0686509126 -0.242192432 -0.0633324227
#> Sigma[4,3] 0.093723070 0.0408253831 0.060152195 0.1666526232
#> Sigma[4,4] 0.045398541 0.0087908827 0.038399514 0.0610106981
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99484814 0.01017650 0.982780639 1.011233748
#> lag1_var2 -0.02410221 0.01912194 -0.050574913 0.001610259
#> lag1_var3 -0.04974734 0.03721146 -0.100093533 0.001491171
#> lag1_var4 0.04007755 0.02922167 -0.001476671 0.079469858
#> const 0.60170049 0.33452766 0.103300296 1.019928787
#> exo1 -0.02521849 0.01320816 -0.042981338 -0.007644421
#> exo2 -0.04480189 0.01559633 -0.060188623 -0.021066263
#> exo3 0.06804366 0.01894781 0.041901911 0.090616243
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9725467 1.3069898 0.01056771 3.6401815
#> lag1_var2 -1.4643062 1.7019039 -4.03695412 0.5772198
#> lag1_var3 -4.6198826 3.3661069 -9.73225007 -0.5783246
#> lag1_var4 3.8391909 2.9198811 0.27932361 8.2838326
#> const -0.6279138 23.6333975 -34.88855865 32.4942612
#> exo1 -0.3630671 0.8594551 -1.68741194 0.6339712
#> exo2 4.4833883 0.8305581 3.50564288 5.7252697
#> exo3 2.1052929 1.3922474 0.04162664 3.6985228
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5323135 0.6572269 -2.3952751 -0.5896523
#> lag1_var2 1.8486975 0.8690735 0.8522342 3.1627264
#> lag1_var3 4.4508916 1.7173042 2.4706708 7.0543026
#> lag1_var4 -2.9201522 1.4695151 -5.1607785 -1.1954757
#> const 4.2928398 13.1469709 -13.4081929 22.9401401
#> exo1 0.1630246 0.4547237 -0.3291559 0.8668543
#> exo2 -2.8219945 0.4979154 -3.4607514 -2.1889529
#> exo3 -1.3176250 0.7263077 -2.1015101 -0.1601645
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8321223 0.1351412 -1.0305566 -0.6418886
#> lag1_var2 1.0078749 0.1944643 0.7475229 1.2550981
#> lag1_var3 1.8764084 0.3870832 1.3774580 2.3636639
#> lag1_var4 -0.6196107 0.3309643 -1.0259506 -0.1872028
#> const 3.9399108 3.3681366 0.4671824 9.7301673
#> exo1 -0.0480045 0.1399069 -0.2362198 0.1405833
#> exo2 -0.8566042 0.2528953 -1.2651795 -0.5457660
#> exo3 -0.4563302 0.1618621 -0.6554752 -0.2738521
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005857916 0.0008665219 0.004508396 0.00703936
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06187302 0.01724864 -0.09206251 -0.0445353
#> Sigma[2,2] 1.28150390 0.39637869 0.90470499 1.8521454
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05733632 0.01911583 0.03550542 0.08916872
#> Sigma[3,2] -1.05622221 0.37185199 -1.60478068 -0.68906594
#> Sigma[3,3] 1.17487777 0.39130633 0.78676803 1.79074430
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0358500 0.01357553 0.01900522 0.05719029
#> Sigma[4,2] -0.5647680 0.23577840 -0.92358477 -0.31409622
#> Sigma[4,3] 0.8160015 0.26987045 0.55811859 1.25401114
#> Sigma[4,4] 0.6554319 0.19900177 0.48612874 0.98583418
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.921044348 0.03354128 0.87583518 0.96303504
#> lag1_var2 0.002992596 0.05868527 -0.05642040 0.09990947
#> lag1_var3 0.013357287 0.13993599 -0.13478352 0.23204506
#> lag1_var4 -0.004865163 0.12485181 -0.19524598 0.13017078
#> const 1.528718225 0.98652802 0.27534112 2.82932004
#> exo1 0.034966588 0.07995779 -0.06855784 0.13415200
#> exo2 0.014831425 0.09132857 -0.07973078 0.15367626
#> exo3 0.053385887 0.07370322 -0.03327746 0.17786942
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1877371 0.5231731 -0.5066167 0.8171988
#> lag1_var2 0.4454399 0.7770268 -0.5815083 1.3536053
#> lag1_var3 -0.6141577 1.9278590 -3.1328177 1.7240131
#> lag1_var4 0.4651757 1.7237182 -1.6272400 2.7148554
#> const 5.3300618 14.0201265 -15.4127950 21.7291713
#> exo1 1.3228804 0.8080947 0.2447161 2.5066925
#> exo2 1.8196887 1.5057949 -0.4131912 3.8099929
#> exo3 0.7571813 1.2089210 -0.7875843 2.4160274
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5061636 0.5280059 -1.3459552 0.0530893
#> lag1_var2 1.2312375 0.7742127 0.3417206 2.3960137
#> lag1_var3 3.5721216 1.8765888 1.1860171 6.3527312
#> lag1_var4 -2.2752569 1.6734956 -4.7547073 -0.1156660
#> const -2.9263151 15.0094765 -22.7958446 18.8858586
#> exo1 -0.4991415 0.9110091 -1.5955420 0.8852501
#> exo2 -1.7050559 1.4683739 -3.3893883 0.6774615
#> exo3 -0.5867742 1.5501419 -2.6818623 1.6504124
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5030974 0.3997929 -1.1495475 -0.04324272
#> lag1_var2 1.1999263 0.6112434 0.4343233 2.06672670
#> lag1_var3 2.7879463 1.4043239 1.0212630 4.76230214
#> lag1_var4 -1.5029234 1.2479012 -3.2553849 0.09154774
#> const -1.1517395 12.8934001 -19.0230429 15.59139083
#> exo1 0.1165134 0.8107401 -0.9333206 1.36266226
#> exo2 -1.2316996 1.0056075 -2.4913074 0.39232254
#> exo3 -0.2623988 1.3138459 -1.9915167 1.55748108
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004753296 0.0007267012 0.003930986 0.00584109
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001598716 0.000716685 -0.002397597 -0.0007141273
#> Sigma[2,2] 0.005679235 0.001531543 0.004441288 0.0081094955
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004042675 0.003736086 -0.008870892 0.001213316
#> Sigma[3,2] -0.010190612 0.004457798 -0.017498402 -0.005662401
#> Sigma[3,3] 0.062513069 0.021434711 0.042463639 0.099753483
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005013149 0.003422645 -0.00937848 -0.000162211
#> Sigma[4,2] -0.006619735 0.003569924 -0.01237135 -0.002820451
#> Sigma[4,3] 0.055881565 0.018346265 0.03833757 0.087217771
#> Sigma[4,4] 0.051607371 0.015920205 0.03611144 0.077979700
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986544918 0.03423606 0.93824487 1.03128609
#> lag1_var2 -0.037195321 0.13235398 -0.18128669 0.15895451
#> lag1_var3 -0.072499456 0.22270278 -0.36720899 0.24564443
#> lag1_var4 0.071379958 0.22057438 -0.24423700 0.36557811
#> const 0.409433414 0.97745019 -0.97530353 1.66513551
#> exo1 -0.009193808 0.05720577 -0.08936600 0.05849862
#> exo2 -0.049532219 0.05850407 -0.11011182 0.04061524
#> exo3 -0.033936125 0.04754503 -0.09839026 0.03161176
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01543030 0.04174585 -0.035198510 0.07895679
#> lag1_var2 0.37606229 0.20780406 0.063275254 0.61386308
#> lag1_var3 -0.31849454 0.28990557 -0.763421411 -0.01834053
#> lag1_var4 0.30759070 0.28881335 0.005707618 0.75146121
#> const 0.72947568 1.25544098 -1.001269092 2.17604230
#> exo1 0.07759637 0.06066408 -0.014292365 0.15651488
#> exo2 0.63089567 0.06810592 0.534414333 0.73435947
#> exo3 0.12158096 0.05739244 0.068895074 0.21616627
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19612555 0.1827479 -0.38931345 0.117083405
#> lag1_var2 1.39260442 1.1271372 0.02539684 3.089956059
#> lag1_var3 2.36587037 2.0067269 -0.33545162 5.355081355
#> lag1_var4 -1.37020262 2.0118620 -4.36277483 1.352136366
#> const 3.89038895 5.2010771 -4.89713991 9.781851969
#> exo1 -0.14486565 0.1724053 -0.43752126 0.007837698
#> exo2 -0.78168956 0.2883660 -1.14301978 -0.327463286
#> exo3 0.01660957 0.1232199 -0.11729924 0.209244196
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17627145 0.1681733 -0.34925165 0.11407516
#> lag1_var2 1.29144809 0.9789106 0.14927857 2.76202489
#> lag1_var3 1.61425665 1.7540533 -0.67850441 4.24584005
#> lag1_var4 -0.62035936 1.7589864 -3.25613710 1.69139219
#> const 3.78451633 4.7246388 -4.31703975 8.60931326
#> exo1 -0.09626390 0.1559423 -0.35148373 0.05704995
#> exo2 -0.41157588 0.2764545 -0.73336911 0.02263866
#> exo3 0.07977384 0.1135527 -0.03709011 0.24260405
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002383917 0.0007530836 0.001517051 0.003500831
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005224905 0.003537228 -0.01091714 -0.001721531
#> Sigma[2,2] 0.100425365 0.020327643 0.07472513 0.132050367
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003326203 0.002249587 0.001439859 0.007284354
#> Sigma[3,2] -0.059275161 0.012584300 -0.078411626 -0.043214036
#> Sigma[3,3] 0.040774735 0.008504254 0.029558142 0.052869008
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002759149 0.0005657991 -0.0002807434 0.001228712
#> Sigma[4,2] -0.0009637513 0.0030373331 -0.0044326377 0.003982398
#> Sigma[4,3] 0.0066370330 0.0020623276 0.0033708098 0.009026473
#> Sigma[4,4] 0.0063965624 0.0015517882 0.0045773196 0.008408299
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98398706 0.01828993 0.95929416 1.00223775
#> lag1_var2 0.03287891 0.07723255 -0.08548860 0.13367004
#> lag1_var3 0.08795189 0.13538182 -0.13128797 0.24199621
#> lag1_var4 -0.08771906 0.13307233 -0.23735854 0.12766287
#> const 0.43513015 0.49462195 -0.33325846 0.94823453
#> exo1 0.01498093 0.03634516 -0.03192295 0.06401110
#> exo2 -0.01216061 0.05208047 -0.09071014 0.05422622
#> exo3 0.01676978 0.04884087 -0.02925523 0.09041739
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42606276 0.1967152 -0.61583932 -0.10112758
#> lag1_var2 0.70948117 0.5646065 -0.06281096 1.50426239
#> lag1_var3 -0.06545672 1.0612037 -1.48187417 1.44028476
#> lag1_var4 0.17469299 1.0164600 -1.23315606 1.56230972
#> const 3.86753944 3.7332354 -0.24964936 8.95860374
#> exo1 -0.22335201 0.3160071 -0.69877448 0.09555829
#> exo2 0.12236776 0.3811211 -0.24463758 0.68842471
#> exo3 0.20067720 0.2523687 -0.15312168 0.46604983
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2828903 0.1409277 0.05200534 0.4318501
#> lag1_var2 0.5095197 0.3535544 -0.04700363 0.8924924
#> lag1_var3 1.5988485 0.6490858 0.53727116 2.2504709
#> lag1_var4 -0.7128982 0.6226548 -1.33808703 0.3133902
#> const -0.1499388 3.3709210 -3.51490611 5.1585106
#> exo1 0.1338495 0.2161578 -0.10586722 0.4678403
#> exo2 -0.6074817 0.2655488 -1.01210601 -0.3075061
#> exo3 0.1093299 0.1698276 -0.09685442 0.3400640
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.037864615 0.06022237 -0.04155873 0.12284393
#> lag1_var2 0.542597123 0.21334209 0.27280702 0.82463482
#> lag1_var3 0.905542700 0.36950873 0.45746799 1.42479622
#> lag1_var4 0.052877343 0.35303751 -0.43765146 0.46759339
#> const 1.513537251 2.53054996 -0.98243937 5.52994829
#> exo1 0.002722435 0.05562696 -0.07568092 0.06618706
#> exo2 -0.550672991 0.10173548 -0.70749609 -0.42466956
#> exo3 0.234404234 0.04085238 0.17049787 0.28079908
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002053907 0.003588076 0.0006496208 0.007250883
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01270689 0.007971998 -0.02547161 -0.007502865
#> Sigma[2,2] 0.25283674 0.075091985 0.17337502 0.367346953
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005353331 0.01038205 -0.01061875 0.0152703
#> Sigma[3,2] -0.189800924 0.05773329 -0.25362088 -0.1113325
#> Sigma[3,3] 0.626732194 0.16253947 0.41841561 0.8434803
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004144537 0.01567663 -0.02804091 0.006018201
#> Sigma[4,2] -0.002722745 0.03697044 -0.05504319 0.040043064
#> Sigma[4,3] 0.490207511 0.12528015 0.32610624 0.662968616
#> Sigma[4,4] 0.492230865 0.12328842 0.34858761 0.676579138
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981298920 0.008896606 0.96897198 0.99519690
#> lag1_var2 0.005704592 0.083394625 -0.12108760 0.09688702
#> lag1_var3 -0.012297812 0.113251970 -0.17989722 0.10431090
#> lag1_var4 0.011811569 0.113823956 -0.10490368 0.18218201
#> const 0.544545210 0.265721911 0.18605861 0.87621808
#> exo1 -0.021349782 0.062180888 -0.11677014 0.02606481
#> exo2 -0.080368276 0.034940688 -0.12686776 -0.03042438
#> exo3 -0.008627904 0.028407394 -0.04233696 0.03495759
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21766336 0.1974457 -0.4729324 0.03105873
#> lag1_var2 0.30695201 1.2843276 -1.3798988 1.92924763
#> lag1_var3 -0.22177139 1.7387442 -2.4925133 2.05050013
#> lag1_var4 0.26206574 1.7306712 -1.9900611 2.51787572
#> const 3.50847298 7.0080340 -4.6548685 13.16628989
#> exo1 -0.06416091 0.2934826 -0.4292849 0.33765463
#> exo2 0.27249336 0.6456485 -0.5885960 1.15306831
#> exo3 0.35035756 0.3830891 -0.2099884 0.81993617
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19864900 0.4277736 -0.8038924 0.3567891
#> lag1_var2 2.62622444 2.1387302 -0.3332509 5.0757763
#> lag1_var3 4.00898760 2.8149606 0.2355867 7.2545965
#> lag1_var4 -3.05406965 2.7930952 -6.2646709 0.6898582
#> const 7.59754005 12.2032260 -7.2020608 25.2666781
#> exo1 0.03248221 0.6732591 -1.0866675 0.7838044
#> exo2 0.14652372 0.8403429 -1.0342327 1.2766449
#> exo3 0.14337426 0.7735700 -0.9678411 1.1650883
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34519398 0.4067480 -0.8724297 0.2011663
#> lag1_var2 2.41038394 1.4125206 0.2413352 3.9933884
#> lag1_var3 3.25038037 1.8077327 0.5185605 5.3884029
#> lag1_var4 -2.26079892 1.7966119 -4.3620529 0.4584947
#> const 9.45621329 11.6594338 -5.2418417 25.5397951
#> exo1 -0.01584757 0.5329984 -0.8683039 0.5677854
#> exo2 0.32358675 0.4783520 -0.2167569 0.9715179
#> exo3 0.39408259 0.8412001 -0.6431500 1.6111930
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005651089 0.001571584 0.003765523 0.008110288
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003311771 0.005892669 -0.01051004 0.005335035
#> Sigma[2,2] 0.198661768 0.033602792 0.14744491 0.238373349
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01554476 0.008432847 -0.02661575 -0.003259986
#> Sigma[3,2] -0.08952584 0.061475724 -0.17735789 -0.020545734
#> Sigma[3,3] 0.31889074 0.067417201 0.21388194 0.405652989
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0176448800 0.00911805 -0.03132465 -0.006180571
#> Sigma[4,2] 0.0004539931 0.05644417 -0.08034975 0.071285343
#> Sigma[4,3] 0.2920292964 0.05421860 0.20209794 0.349298030
#> Sigma[4,4] 0.3072117560 0.05242363 0.22808751 0.367058815
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99875752 0.02339817 0.97651503 1.03774511
#> lag1_var2 -0.16837428 0.06888910 -0.25146094 -0.06105286
#> lag1_var3 -0.46231317 0.14688477 -0.64900476 -0.24760100
#> lag1_var4 0.44305063 0.13988701 0.23961595 0.62129456
#> const 0.76857245 0.57506341 -0.12558450 1.35006116
#> exo1 0.08116052 0.07598737 -0.01293950 0.18861079
#> exo2 -0.03047577 0.06035973 -0.09139854 0.05924781
#> exo3 0.01905241 0.05145352 -0.06033777 0.08106606
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22009374 0.4865555 -1.0003254 0.3040503
#> lag1_var2 0.33558629 0.7743586 -0.5199995 1.3561357
#> lag1_var3 -0.75668534 1.6974937 -2.7123224 1.5089424
#> lag1_var4 0.64166877 1.6469889 -1.5731213 2.5368623
#> const 12.16278732 10.0664599 2.0831818 29.6655734
#> exo1 0.87089970 0.4111459 0.2815468 1.4978996
#> exo2 0.39609205 0.5075565 -0.4001653 1.0605495
#> exo3 0.04582289 0.5310651 -0.4738156 0.8805575
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4670105 0.5348682 -0.9446056 0.3499250
#> lag1_var2 3.4226643 0.9921328 1.9871119 4.7725813
#> lag1_var3 6.9321788 2.1496474 4.0923346 9.8671038
#> lag1_var4 -5.5157069 2.0746589 -8.3325789 -2.7701577
#> const -13.7461080 11.2243090 -32.8235493 -4.0249207
#> exo1 -0.0656046 0.6004702 -0.8624734 0.7762618
#> exo2 0.1028399 0.7759088 -0.9554212 1.1212966
#> exo3 0.2612100 0.4687914 -0.4798714 0.7404304
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6120765 0.3509682 -0.9568151 -0.04184637
#> lag1_var2 3.4183031 0.8454338 2.0583934 4.50565058
#> lag1_var3 6.1873206 1.7566408 3.5874294 8.58996253
#> lag1_var4 -4.7897285 1.6791401 -7.0922494 -2.33500403
#> const -8.9577037 8.3266037 -22.4153926 -0.81794372
#> exo1 0.3837056 0.6022796 -0.4927768 1.14678062
#> exo2 0.2363455 0.7271290 -0.7445745 1.24585064
#> exo3 0.2822577 0.3302095 -0.2134703 0.61515193
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004596696 0.001123034 0.003267193 0.006370985
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0147265 0.01252057 -0.03361204 -0.003160142
#> Sigma[2,2] 0.6458320 0.15011844 0.41363612 0.803678025
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04776834 0.008941257 -0.06163277 -0.03842309
#> Sigma[3,2] -0.12732199 0.160001640 -0.32590532 0.11420838
#> Sigma[3,3] 0.67837295 0.104571216 0.56782022 0.85151590
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05943814 0.0132103 -0.07996999 -0.0430707
#> Sigma[4,2] 0.23530360 0.1559758 0.07779908 0.4870482
#> Sigma[4,3] 0.65308288 0.1192570 0.52552915 0.8502704
#> Sigma[4,4] 0.83669376 0.1679279 0.63611692 1.0709249
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00763165 0.04274389 0.96324689 1.07461312
#> lag1_var2 0.07069777 0.11648667 -0.11019963 0.19787054
#> lag1_var3 0.09680535 0.21523269 -0.23676988 0.32707724
#> lag1_var4 -0.10505744 0.20725391 -0.32784643 0.21576125
#> const 0.13073077 1.28725940 -1.95141251 1.53655102
#> exo1 0.04836894 0.07489824 -0.04465552 0.15581201
#> exo2 -0.06938404 0.07497085 -0.15458399 0.04538384
#> exo3 -0.14122976 0.04378207 -0.19038755 -0.08197349
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4697505 0.5779440 -0.12479617 1.4436909
#> lag1_var2 -1.5037496 0.7880170 -2.41375504 -0.2070186
#> lag1_var3 -4.2756434 1.4414122 -5.99181193 -1.9814249
#> lag1_var4 4.2989181 1.4057082 2.08900519 5.9918665
#> const -10.0756485 15.1279045 -35.20182498 5.6612160
#> exo1 -0.4107935 0.5633044 -1.23900645 0.2541978
#> exo2 0.5884662 0.4018681 -0.01700890 1.1333338
#> exo3 0.7666167 0.6978769 0.03155447 1.8382592
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5632039 0.3541201 -1.0719514 -0.1223661
#> lag1_var2 0.6600122 1.2922638 -0.7273335 2.7033675
#> lag1_var3 2.4515872 2.4124107 -0.1878902 6.2628918
#> lag1_var4 -1.4087113 2.3069453 -5.0599116 1.0855866
#> const 11.5094473 10.6799411 -1.7600050 27.3477160
#> exo1 -0.4665494 0.8905667 -1.8125603 0.6402405
#> exo2 -1.4087410 0.8088669 -2.4993517 -0.4861382
#> exo3 0.8484126 0.7782011 -0.3894390 1.6624256
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3331878 0.5386479 -1.1268705 0.2778027
#> lag1_var2 -0.4929486 1.6461414 -2.2342903 2.2010388
#> lag1_var3 -0.4606125 3.0700213 -3.7110790 4.5485547
#> lag1_var4 1.5371080 2.9470859 -3.2764688 4.6417488
#> const 5.6015400 15.6661867 -11.7450965 30.2922214
#> exo1 -0.7025365 1.0245359 -2.1081710 0.6088083
#> exo2 -1.2255896 0.8552725 -2.4348624 -0.2444161
#> exo3 1.2996394 0.5968412 0.5554504 2.0545183
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0159328 0.009165204 0.01041338 0.02985799
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003159219 0.006772621 -0.01112487 0.006698626
#> Sigma[2,2] 0.074385736 0.022408493 0.05019292 0.106370714
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06652343 0.03508663 -0.1212601 -0.0422203984
#> Sigma[3,2] -0.04755004 0.04070361 -0.1103815 0.0002186158
#> Sigma[3,3] 0.37034066 0.14347838 0.2409891 0.6008274352
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.071326436 0.03512654 -0.12587513 -0.04625878
#> Sigma[4,2] 0.002137555 0.03202181 -0.04365573 0.04184530
#> Sigma[4,3] 0.351667921 0.13880005 0.22921174 0.56712251
#> Sigma[4,4] 0.366713600 0.13763039 0.24320030 0.58379390
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93623103 0.06480063 0.8658272 1.03234159
#> lag1_var2 0.11086479 0.33815195 -0.3245042 0.59624773
#> lag1_var3 0.20125220 0.53493969 -0.5254503 0.93895610
#> lag1_var4 -0.19805616 0.50751379 -0.8969495 0.48945019
#> const 1.24760397 2.75710654 -2.5320414 5.00547730
#> exo1 -0.02320167 0.14076207 -0.2126733 0.14429429
#> exo2 -0.10563542 0.13789388 -0.3056688 0.03655967
#> exo3 0.03978264 0.14692214 -0.1087428 0.28454088
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.102496341 0.2065542 -0.4542803 0.1035626
#> lag1_var2 0.733437611 0.7131743 -0.2618943 1.7014258
#> lag1_var3 -0.276335723 1.0727156 -1.7520411 1.2281178
#> lag1_var4 0.277118003 1.0316198 -1.1676903 1.7017829
#> const 2.290061995 7.0229281 -3.2082254 14.3573864
#> exo1 0.001232568 0.3326923 -0.4846190 0.3455183
#> exo2 -0.137648877 0.3053157 -0.6663978 0.1790328
#> exo3 -0.310534046 0.2615963 -0.6512532 0.0541370
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20178950 0.2922529 -0.2548712 0.4909376
#> lag1_var2 0.56421153 1.9511699 -2.1601248 3.0547197
#> lag1_var3 1.66629429 3.1169982 -2.5530391 5.9489288
#> lag1_var4 -0.68827658 2.9849978 -4.8366388 3.3275807
#> const -3.15575805 10.6749557 -16.5274698 13.3563452
#> exo1 0.05593767 0.6466708 -0.8496012 0.9466967
#> exo2 -0.41455942 0.7479301 -1.4477730 0.5703105
#> exo3 0.36527761 0.6733155 -0.7026134 1.0961102
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13781478 0.2985353 -0.2523670 0.4933519
#> lag1_var2 0.63502183 1.8051283 -2.0180008 2.6731372
#> lag1_var3 0.84891520 2.8506033 -3.1023337 4.5108960
#> lag1_var4 0.14034119 2.7136483 -3.4085545 3.8637343
#> const -2.44841088 13.6174620 -19.6165037 16.0948075
#> exo1 0.05674483 0.6368616 -0.7393473 0.7920880
#> exo2 -0.52193820 0.6777497 -1.4007054 0.5201400
#> exo3 0.16281943 0.6475353 -0.8460761 0.9521111
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006640147 0.0002162004 0.0004438394 0.0009954346
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004702695 0.003146921 0.001240741 0.009737969
#> Sigma[2,2] 0.243436917 0.067821040 0.165664635 0.331885204
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002821713 0.00173703 -0.005028262 -0.0005874857
#> Sigma[3,2] -0.135293445 0.04531279 -0.203986055 -0.0852939409
#> Sigma[3,3] 0.191895347 0.03800147 0.138873518 0.2467921270
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000120356 0.001357612 -0.00188413 0.001722857
#> Sigma[4,2] 0.005202547 0.039264218 -0.04654528 0.060339188
#> Sigma[4,3] 0.115485999 0.021571397 0.08863914 0.147483061
#> Sigma[4,4] 0.120248794 0.018549194 0.09932783 0.149143606
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963650128 0.01543964 0.940088284 0.98180706
#> lag1_var2 0.042513827 0.10043259 -0.097541096 0.15724888
#> lag1_var3 0.079017659 0.17276258 -0.160757150 0.27801436
#> lag1_var4 -0.078129077 0.17001752 -0.273726450 0.15731373
#> const 0.687663841 0.23880780 0.396003341 1.03720395
#> exo1 0.025591151 0.02279141 -0.003011843 0.05757455
#> exo2 0.022524072 0.02174887 -0.008986291 0.05073659
#> exo3 -0.003733714 0.02358363 -0.036084692 0.03231573
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1171869 0.3792432 -0.7017692 0.3024587
#> lag1_var2 0.3285469 1.1048772 -1.2458351 1.6827925
#> lag1_var3 -0.8113921 1.8576166 -3.3630803 1.5814618
#> lag1_var4 0.8097605 1.8234078 -1.5590780 3.3046054
#> const 2.8919176 6.3910512 -4.7629968 10.7643181
#> exo1 -0.1715347 0.5181233 -0.8923321 0.3984682
#> exo2 0.9450720 0.2959931 0.5412238 1.3638123
#> exo3 -0.3242056 0.5016828 -1.0221392 0.3009976
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.422934757 0.4119192 -1.0604461 0.1058475
#> lag1_var2 1.429580730 0.7398013 0.6905487 2.7473159
#> lag1_var3 3.470478763 1.2986342 2.1096103 5.7557030
#> lag1_var4 -2.368868001 1.2820909 -4.6168790 -1.0046129
#> const 2.405034316 7.9887889 -7.3854881 14.8373945
#> exo1 -0.007442683 0.5220490 -0.7696302 0.6011167
#> exo2 -1.159495889 0.4919327 -1.6992038 -0.5034610
#> exo3 0.384111047 0.6782124 -0.1495706 1.6005638
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4925269 0.2944545 -0.8944739 -0.2057020
#> lag1_var2 1.2524942 0.8446777 0.1318591 2.4334310
#> lag1_var3 2.3698512 1.4094065 0.6059412 4.3788859
#> lag1_var4 -1.2597289 1.3872414 -3.2358401 0.4771834
#> const 3.5721557 5.9380800 -2.9051426 11.7593630
#> exo1 -0.1063668 0.4284354 -0.5834411 0.6130585
#> exo2 -0.6579452 0.3711141 -1.0709820 -0.1690858
#> exo3 0.2143855 0.4878051 -0.3196053 1.0351926
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001343946 0.0003577855 0.001006327 0.001963445
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004483533 0.005762788 -0.01309583 0.002726483
#> Sigma[2,2] 0.442654602 0.159104473 0.22164109 0.615697625
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01451913 0.007424106 0.008661231 0.02724045
#> Sigma[3,2] -0.35979547 0.174390826 -0.613957271 -0.17033456
#> Sigma[3,3] 0.59653615 0.265943767 0.376531455 1.00559656
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01213700 0.005687953 0.006290405 0.02201954
#> Sigma[4,2] -0.09835801 0.110400668 -0.277122785 -0.02111981
#> Sigma[4,3] 0.40306036 0.192804003 0.253275998 0.74037354
#> Sigma[4,4] 0.36667278 0.147022016 0.244758311 0.62725036
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974790407 0.03911370 0.923694435 1.02501678
#> lag1_var2 -0.077498204 0.03838639 -0.141268598 -0.04536212
#> lag1_var3 -0.131603800 0.06508636 -0.240662554 -0.07970397
#> lag1_var4 0.128439881 0.05959546 0.079586831 0.22695628
#> const 0.792372857 0.66237640 0.008131162 1.67080406
#> exo1 0.001791399 0.03420611 -0.029548201 0.06323106
#> exo2 -0.099257245 0.04329886 -0.171343789 -0.06176185
#> exo3 -0.001941532 0.03190239 -0.047377296 0.04009470
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6641678 0.5730148 -1.4466215 0.1106698
#> lag1_var2 2.2264031 0.4927461 1.4822583 2.8858615
#> lag1_var3 2.1818192 0.8221689 0.9611726 3.3255070
#> lag1_var4 -2.0753953 0.7718052 -3.0989743 -0.9017451
#> const 9.5335875 9.4982291 -3.7941309 20.7285211
#> exo1 -0.4166284 0.5068782 -0.9848349 0.3885853
#> exo2 0.8822346 0.6483436 0.1603410 1.8988532
#> exo3 0.3999934 0.6299620 -0.5933188 1.1725280
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9448970 0.7076069 -0.05252296 1.89100210
#> lag1_var2 -1.5804480 0.6638933 -2.52554281 -0.67056418
#> lag1_var3 -1.8491586 1.0702923 -3.38992944 -0.39740592
#> lag1_var4 2.6189771 1.0220578 1.24838891 4.09677873
#> const -9.1378714 15.1307639 -29.01027831 11.65870433
#> exo1 0.6663778 0.7475397 -0.26581274 1.73815521
#> exo2 -2.0007733 0.7207900 -2.99791453 -1.07680593
#> exo3 -1.1305399 0.7580619 -2.10500508 -0.07591252
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5976857 0.5055017 -0.1432886 1.15899302
#> lag1_var2 -0.7654012 0.5431792 -1.6602116 -0.29497159
#> lag1_var3 -1.4249067 0.8905129 -2.9275727 -0.69849212
#> lag1_var4 2.2541725 0.8353284 1.5771152 3.66481699
#> const -4.4093518 11.7664417 -18.1609911 13.13854659
#> exo1 0.4204140 0.5765431 -0.2101325 1.30056362
#> exo2 -1.5349536 0.5014337 -2.2715232 -0.88392089
#> exo3 -0.9455587 0.6912493 -1.8196171 0.05177271
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003471949 9.417114e-05 0.000213009 0.000464121
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0120878 0.005495119 -0.01967249 -0.005297211
#> Sigma[2,2] 1.1473003 0.338850606 0.73693904 1.680940495
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006561933 0.002739218 0.003069093 0.01048061
#> Sigma[3,2] -0.453381080 0.188731083 -0.749778157 -0.23533190
#> Sigma[3,3] 0.315104406 0.098173671 0.191319305 0.45896243
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009528528 0.000986537 -0.000521010 0.002027608
#> Sigma[4,2] 0.1087892758 0.071833402 0.007210126 0.193860430
#> Sigma[4,3] 0.1179891049 0.029827635 0.077375561 0.154572899
#> Sigma[4,4] 0.2015549340 0.046510098 0.165476974 0.287367370
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958387153 0.01122619 0.94501313 0.97325021
#> lag1_var2 0.034415763 0.01763258 0.01389233 0.06200755
#> lag1_var3 0.065657038 0.04070387 0.01738726 0.12765241
#> lag1_var4 -0.059816465 0.03544719 -0.11526308 -0.02024994
#> const 0.716109955 0.32363319 0.28898015 1.13589851
#> exo1 0.010637245 0.02181210 -0.02179395 0.03543853
#> exo2 -0.108239791 0.01710903 -0.13181092 -0.08574954
#> exo3 0.009047666 0.01783020 -0.01043193 0.03165893
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1649859 0.7764873 0.003969879 2.0122504
#> lag1_var2 -2.2083647 1.5991322 -4.438774456 -0.2570316
#> lag1_var3 -5.3779567 3.5230626 -10.227342717 -1.0640034
#> lag1_var4 5.1315977 3.1142302 1.433892049 9.4437285
#> const -6.8146730 15.8029940 -30.592134167 13.0194754
#> exo1 -1.2445465 1.3168885 -2.669341647 0.6927288
#> exo2 0.2843642 1.1058575 -1.270029911 1.8971335
#> exo3 1.6294268 0.6770516 0.927474599 2.6851985
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3558886 0.3242275 -0.8548318 -0.04466598
#> lag1_var2 1.1520802 0.5964933 0.3756391 2.00661998
#> lag1_var3 2.8004883 1.3382565 1.0715238 4.73698152
#> lag1_var4 -1.8247115 1.1450932 -3.4713710 -0.34586880
#> const 5.3887733 9.0945496 -5.8657240 19.02095208
#> exo1 0.5580188 0.6551005 -0.3123747 1.53005312
#> exo2 -3.3255342 0.4970656 -4.0800341 -2.72803668
#> exo3 -1.1559641 0.4479419 -1.8546076 -0.65779934
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1905430 0.2481481 -0.1034505 0.559133675
#> lag1_var2 -0.2525513 0.5670815 -1.1833627 0.213134521
#> lag1_var3 -0.5195427 1.2377806 -2.5613778 0.558392901
#> lag1_var4 1.3935354 1.0935994 0.4651089 3.170923994
#> const 1.4886372 5.8996335 -7.9616530 7.713769324
#> exo1 -0.0246551 0.5045470 -0.7040370 0.603518695
#> exo2 -3.8169125 0.5960352 -4.5375241 -2.984979498
#> exo3 -0.4913974 0.3829543 -0.9720655 0.003953619
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001505364 0.0003080268 0.001123276 0.001927329
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02048542 0.00653197 -0.02929208 -0.01273916
#> Sigma[2,2] 1.01237794 0.19520206 0.73746263 1.24780303
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003815925 0.006815808 -0.01322039 0.005247181
#> Sigma[3,2] -0.610450904 0.176774708 -0.91301272 -0.437455064
#> Sigma[3,3] 1.183983715 0.209578110 0.97425040 1.535854794
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01537865 0.00492865 -0.02130367 -0.007538383
#> Sigma[4,2] -0.11049988 0.13790495 -0.35231501 0.019638612
#> Sigma[4,3] 0.96020318 0.17306877 0.75693053 1.200888192
#> Sigma[4,4] 0.99173570 0.14495533 0.81411174 1.218798971
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97861692 0.00987382 0.966780078 0.9893849566
#> lag1_var2 0.03541638 0.02219868 0.010880814 0.0709511283
#> lag1_var3 0.04872085 0.04244823 -0.003370959 0.1132851003
#> lag1_var4 -0.04267403 0.03887522 -0.100490411 0.0064985231
#> const 0.20992455 0.36171088 -0.251992104 0.6904084840
#> exo1 -0.01214569 0.03211984 -0.059682934 0.0320080382
#> exo2 -0.04867219 0.04779557 -0.122443942 -0.0009573666
#> exo3 0.04407875 0.03216451 -0.001031858 0.0888300124
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77273671 0.4715707 0.05429019 1.3297823
#> lag1_var2 -0.74483949 1.0962267 -2.00744663 0.6864130
#> lag1_var3 -2.65173168 2.1798734 -5.23222205 -0.0149473
#> lag1_var4 2.26997750 1.9904961 -0.12749814 4.6647779
#> const 2.53420202 14.7112383 -18.31179624 21.2180897
#> exo1 0.09675044 0.6746704 -1.01928634 0.9144183
#> exo2 0.49956233 1.1820906 -1.23791009 2.2816464
#> exo3 -0.63800207 0.6243971 -1.19949671 0.4411143
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2082029 0.3406957 -0.1568654 0.6725778
#> lag1_var2 -0.3056685 1.3437001 -2.1012062 1.4546404
#> lag1_var3 -0.1248575 2.4562835 -3.4777557 3.0453331
#> lag1_var4 1.0207081 2.2062026 -1.8118960 4.0681123
#> const -2.9933053 14.0362253 -22.8525073 14.6943076
#> exo1 -0.1342267 1.0168241 -1.6488018 1.0798275
#> exo2 -3.5541288 0.9737422 -4.8876362 -2.1507213
#> exo3 1.5078367 1.0790898 -0.2483877 2.6601127
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6590120 0.2365616 0.378593807 0.9992800
#> lag1_var2 -1.1852229 1.3967830 -3.269304789 0.6405180
#> lag1_var3 -2.4812646 2.5098453 -6.208296145 0.8273463
#> lag1_var4 3.1779896 2.2624792 0.191657967 6.4881042
#> const -3.1295435 12.2939501 -19.853288955 15.5800631
#> exo1 -0.1101712 0.9411335 -1.543063131 0.9382514
#> exo2 -3.7904383 0.8494721 -5.105257542 -2.8003695
#> exo3 1.3580817 0.9830304 0.006406137 2.5566124
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004893398 0.0001418995 0.0003017664 0.000698709
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006375886 0.002541161 -0.009573054 -0.003199438
#> Sigma[2,2] 0.235943826 0.062637991 0.168300609 0.329659123
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005926433 0.001872836 0.003173641 0.008059478
#> Sigma[3,2] -0.186942231 0.046888715 -0.260541913 -0.136259917
#> Sigma[3,3] 0.173805545 0.042515527 0.127681263 0.239063954
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002303379 0.0006796601 0.001304375 0.003160957
#> Sigma[4,2] -0.051913296 0.0142528632 -0.072040636 -0.034667102
#> Sigma[4,3] 0.067735469 0.0181840971 0.046614630 0.097138446
#> Sigma[4,4] 0.039006740 0.0117348960 0.024894016 0.058621539
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.948700975 0.01364182 0.92885919 0.964082227
#> lag1_var2 0.051305375 0.05374420 -0.01247512 0.136504678
#> lag1_var3 0.071790794 0.08987186 -0.03471687 0.211153808
#> lag1_var4 -0.057868271 0.08595381 -0.19263857 0.043062426
#> const 0.576673423 0.36832354 0.06439819 1.115090376
#> exo1 -0.024026061 0.01293733 -0.04154653 -0.006659554
#> exo2 0.002002688 0.02527103 -0.02754892 0.038892621
#> exo3 0.042159217 0.02214220 0.01438576 0.072370989
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48956190 0.4238659 0.01007645 1.1060008
#> lag1_var2 0.22164730 0.9608225 -1.24191037 1.4526474
#> lag1_var3 -0.64002231 1.5405467 -2.83349017 1.4355793
#> lag1_var4 0.30761944 1.4011062 -1.62721695 2.1881052
#> const 7.74665927 7.3710336 -2.44775079 18.7102823
#> exo1 0.07168139 0.2902097 -0.35887223 0.4002584
#> exo2 0.02927999 0.5608171 -0.71006127 0.8516631
#> exo3 -0.12793253 0.4684891 -0.75890537 0.5264718
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17875339 0.3645449 -0.6976228 0.2791971
#> lag1_var2 0.56584541 0.8689450 -0.5604427 1.9090409
#> lag1_var3 1.47957931 1.4034715 -0.3990125 3.4772926
#> lag1_var4 -0.32873673 1.2795683 -2.0262578 1.4581535
#> const -5.03336882 6.1414332 -15.1483060 1.6763939
#> exo1 -0.04908828 0.3419129 -0.4335357 0.4736636
#> exo2 -0.08518994 0.4801999 -0.8254895 0.5637888
#> exo3 -0.05847145 0.4308622 -0.6282006 0.5222154
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.108428368 0.1375515 -0.08102345 0.29318038
#> lag1_var2 0.302616127 0.4216018 -0.26158438 0.83049841
#> lag1_var3 0.427441760 0.6940624 -0.53829160 1.20434084
#> lag1_var4 0.541032106 0.6532185 -0.11907149 1.47448481
#> const -1.241948584 2.5544140 -5.19125540 1.60880918
#> exo1 -0.008126245 0.2177264 -0.30114502 0.29685014
#> exo2 -0.071421582 0.2211194 -0.37194473 0.22876931
#> exo3 -0.139911815 0.2388296 -0.50698988 0.09626788
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003685053 0.007087752 0.0002657122 0.01721485
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002769801 0.005768878 -0.01347800 0.0006553032
#> Sigma[2,2] 0.042964427 0.009276252 0.03231001 0.0571523760
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002076358 0.005051863 -0.01127887 0.001218384
#> Sigma[3,2] -0.029637508 0.012660842 -0.04366380 -0.013716901
#> Sigma[3,3] 0.087206890 0.024799687 0.05827580 0.122454195
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00460551 0.009689033 -0.022989329 0.0009795948
#> Sigma[4,2] 0.00687038 0.009427377 -0.003801237 0.0202010204
#> Sigma[4,3] 0.06420745 0.020294273 0.039039293 0.0917599620
#> Sigma[4,4] 0.07243817 0.021410689 0.045238258 0.1016651928
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9843804369 0.03427605 0.93002915 1.01617308
#> lag1_var2 0.0363790544 0.45278139 -0.47756650 0.62588734
#> lag1_var3 0.0706164159 0.58000713 -0.57713751 0.83734426
#> lag1_var4 -0.0643367051 0.56018384 -0.80146289 0.56490146
#> const -0.0476315769 0.87577882 -1.32456679 1.04588736
#> exo1 0.0154802549 0.03762070 -0.02314968 0.07576540
#> exo2 0.0042416532 0.05988696 -0.04415047 0.11314894
#> exo3 -0.0006581058 0.02504232 -0.04437562 0.02083732
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33511253 0.1691888 -0.57086626 -0.115459213
#> lag1_var2 0.52347203 0.6509167 -0.46604240 1.304456124
#> lag1_var3 -0.08146050 0.8853633 -1.43691987 0.961204827
#> lag1_var4 0.15989747 0.8461295 -0.83563480 1.446391636
#> const 2.46149507 4.3781002 -4.44906752 7.230608582
#> exo1 -0.20311375 0.1570532 -0.40451390 0.003421438
#> exo2 0.04743842 0.2153168 -0.18988553 0.416707397
#> exo3 0.20222552 0.1355287 0.03172601 0.395660868
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2072834 0.1434597 -0.42245357 -0.02852355
#> lag1_var2 1.3628603 0.8257974 -0.07095966 1.96564062
#> lag1_var3 2.6970199 1.1166477 0.79775869 3.58681052
#> lag1_var4 -1.6881919 1.0703029 -2.59015433 0.12448782
#> const 4.4723441 5.6145518 1.05652546 14.83815620
#> exo1 -0.1606570 0.3096897 -0.63626979 0.20509099
#> exo2 -1.0318748 0.2844012 -1.37221834 -0.66691436
#> exo3 0.7974479 0.2740080 0.35529241 1.14194144
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5101670 0.1622170 -0.70849905 -0.26466357
#> lag1_var2 1.3120173 0.9085448 -0.16376342 2.30879534
#> lag1_var3 2.0639191 1.2448531 0.05221858 3.47309834
#> lag1_var4 -0.9746301 1.1845828 -2.32257203 0.92806471
#> const 5.8750996 4.8681724 0.03177208 12.52328262
#> exo1 -0.3521910 0.3597156 -0.92283804 0.07327492
#> exo2 -1.0140091 0.2704128 -1.39945449 -0.74591935
#> exo3 0.9916051 0.2358931 0.69018983 1.32033165
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003606289 6.804388e-05 0.0002708115 0.0004531313
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001638729 0.001068629 -0.001892206 0.0007910737
#> Sigma[2,2] 0.1234508898 0.028336478 0.086102667 0.1612481315
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003422585 0.007141228 -0.003571449 0.01469312
#> Sigma[3,2] -0.508107470 0.187260539 -0.764775044 -0.24317717
#> Sigma[3,3] 5.599656408 1.285686698 4.309654026 7.74959913
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003496925 0.006849231 -0.003567252 0.0144048
#> Sigma[4,2] -0.425702857 0.174613001 -0.674184844 -0.1817906
#> Sigma[4,3] 5.371220443 1.241576470 4.056519892 7.3822813
#> Sigma[4,4] 5.201610926 1.207812365 3.862697049 7.0758748
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987718606 0.005922146 0.97806010 0.99394822
#> lag1_var2 -0.003948989 0.037492937 -0.05566261 0.04475045
#> lag1_var3 0.005038811 0.054029939 -0.06434415 0.07851606
#> lag1_var4 -0.005613608 0.053006003 -0.07831239 0.06218358
#> const 0.418466577 0.187960656 0.18986141 0.69870764
#> exo1 0.010796061 0.021396389 -0.01999777 0.03718573
#> exo2 -0.065010399 0.017402753 -0.09003192 -0.04355335
#> exo3 0.017652729 0.021963106 -0.01727843 0.04364202
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1886072 0.1282803 -0.3516121 -0.003210711
#> lag1_var2 0.5129819 0.6890607 -0.3754259 1.465261083
#> lag1_var3 -0.1008439 0.8901077 -1.1836571 1.093720427
#> lag1_var4 0.1312434 0.8678432 -1.0303248 1.179001200
#> const 3.4039843 3.8805998 -2.3232346 7.853383106
#> exo1 0.2876176 0.4879640 -0.4210344 0.863499420
#> exo2 0.9474844 0.3337733 0.4947167 1.405961108
#> exo3 0.1650221 0.6020530 -0.7728398 0.771803390
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.6126124 0.7917495 1.2042084 3.2947512
#> lag1_var2 5.6842268 4.2895814 1.2256019 12.4447332
#> lag1_var3 6.6744403 5.7816903 0.5160901 15.6522737
#> lag1_var4 -6.4114044 5.6510525 -15.1769543 -0.4193726
#> const -10.7393367 22.9823128 -31.9377721 28.8682759
#> exo1 -1.4017973 2.9740244 -4.4024428 3.3582562
#> exo2 0.2665027 1.9945081 -2.5999859 2.8035833
#> exo3 1.2251921 3.5103570 -3.0593293 6.2933813
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.533850 0.7495965 1.2277840 3.19478193
#> lag1_var2 5.802946 4.4561555 1.5311391 13.27475982
#> lag1_var3 6.220060 5.9967439 0.1372091 16.14279530
#> lag1_var4 -5.940288 5.8502638 -15.6200820 -0.03707945
#> const -9.268665 21.6007920 -29.8896707 27.07896141
#> exo1 -1.226334 2.7169844 -3.9224315 3.12032834
#> exo2 1.035645 1.8406616 -1.6345893 3.45081988
#> exo3 1.415532 3.1730925 -2.5580291 5.90120080
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007350674 0.002425493 0.004681207 0.01142692
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02202275 0.01539104 -0.04397323 -0.002668824
#> Sigma[2,2] 0.84834791 0.20127231 0.59315727 1.138684478
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03701924 0.01715445 0.01891873 0.06606853
#> Sigma[3,2] -0.48287914 0.16322316 -0.72020940 -0.28865860
#> Sigma[3,3] 0.48844244 0.16081494 0.29491630 0.72098114
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.026960299 0.01339035 0.01351507 0.05064448
#> Sigma[4,2] 0.002769912 0.08436586 -0.11231771 0.09210581
#> Sigma[4,3] 0.231865783 0.09607415 0.11599553 0.38189602
#> Sigma[4,4] 0.255292776 0.09123201 0.15435658 0.39833622
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02410064 0.04680349 0.97254528 1.096123778
#> lag1_var2 -0.14388863 0.12378522 -0.31892376 0.018568073
#> lag1_var3 -0.28204521 0.22144488 -0.59383965 0.005458507
#> lag1_var4 0.26029864 0.20869681 -0.01515931 0.552675002
#> const 0.47859955 0.55217107 -0.20059977 1.209979389
#> exo1 0.05655090 0.08967592 -0.06501982 0.159962431
#> exo2 -0.09307887 0.11484639 -0.25613591 0.051693282
#> exo3 0.04604506 0.05256888 -0.02660165 0.122396276
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9737283 0.6483554 -1.8580547 -0.1065638
#> lag1_var2 0.7034180 1.4719372 -0.9039283 2.8403276
#> lag1_var3 -0.1851370 2.5355801 -3.0441851 3.4183896
#> lag1_var4 0.2886163 2.3157908 -2.9504989 2.9205689
#> const 20.4978212 19.1882833 -7.0167277 47.2199128
#> exo1 -0.1541469 0.9831058 -1.6002583 1.1818303
#> exo2 1.2026105 1.4220405 -0.5655525 3.4033068
#> exo3 0.7372760 1.0100026 -0.7111927 2.0689116
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69638112 0.4854893 0.06094327 1.396692
#> lag1_var2 -0.11768752 1.1711903 -1.55685345 1.613169
#> lag1_var3 0.67063767 2.0171785 -1.83328786 3.606311
#> lag1_var4 0.07773655 1.8452926 -2.59321610 2.378468
#> const -4.11718282 11.3736143 -16.05076073 12.392008
#> exo1 0.30940727 0.7493842 -0.69867957 1.373498
#> exo2 -1.83773996 0.9580307 -2.82425811 -0.265937
#> exo3 -0.79179076 0.6236778 -1.64363328 0.109556
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1349703 0.2765679 -0.1621664 0.52641198
#> lag1_var2 -0.1746833 0.8507683 -1.1297619 1.21613653
#> lag1_var3 -0.2295467 1.5000001 -1.9352468 2.19305761
#> lag1_var4 1.0393929 1.4163662 -1.2581588 2.59046641
#> const 7.6122867 5.4877472 -0.2410902 14.31898446
#> exo1 0.2469673 0.3925771 -0.2784951 0.71598425
#> exo2 -1.2846124 0.6338782 -2.1013686 -0.36790620
#> exo3 -0.4203138 0.3618109 -0.8837842 0.05947515
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001251995 0.0002851037 0.0009543164 0.001683554
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03057785 0.01011105 -0.04343424 -0.01815269
#> Sigma[2,2] 1.39182838 0.45078249 0.88197926 2.04291836
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0274624 0.008572646 0.01732054 0.03985333
#> Sigma[3,2] -1.0612804 0.406375160 -1.69867926 -0.64640061
#> Sigma[3,3] 1.4284155 0.477334791 1.08765064 2.20800856
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009821875 0.005875456 0.003297715 0.01937580
#> Sigma[4,2] -0.242171497 0.232665531 -0.596016652 -0.09333261
#> Sigma[4,3] 0.864890785 0.326059410 0.619970647 1.37862682
#> Sigma[4,4] 0.790824317 0.228675017 0.572092008 1.16740637
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94207266 0.03693578 0.883347373 0.9815543713
#> lag1_var2 0.08899631 0.05733575 0.003729678 0.1552596118
#> lag1_var3 0.15504357 0.09564946 0.016136904 0.2670735871
#> lag1_var4 -0.14351389 0.08703833 -0.244668754 -0.0192226901
#> const 0.79352528 0.49635266 0.175394557 1.5402049836
#> exo1 0.03752356 0.02093599 0.014310589 0.0689143165
#> exo2 -0.07033491 0.04287915 -0.117754319 -0.0006080051
#> exo3 0.05532285 0.02904995 0.021926371 0.0946551276
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7029047 0.7957247 -0.3467702 1.81118541
#> lag1_var2 -1.0023028 1.8162640 -3.5570622 1.53773117
#> lag1_var3 -3.1408590 3.0159449 -7.3651780 1.06419302
#> lag1_var4 2.8784883 2.8093884 -1.0387503 6.76647340
#> const -0.2750538 14.7862796 -21.3274278 17.14823331
#> exo1 -1.0256350 0.9779412 -2.4193648 0.07843908
#> exo2 0.9380914 0.9845442 -0.4277788 2.20338146
#> exo3 -1.1547081 1.1173218 -2.6033851 0.12894609
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1501983 1.1438440 -1.425445 1.781198
#> lag1_var2 0.8940517 1.8457735 -1.707255 3.200400
#> lag1_var3 2.4758454 3.0689276 -1.822048 6.371528
#> lag1_var4 -1.5259886 2.8217024 -5.115484 2.416940
#> const -0.1896688 16.3573457 -24.262415 22.001069
#> exo1 0.6215107 1.0773442 -0.885224 2.037141
#> exo2 -2.8453811 1.1505169 -4.862118 -1.631533
#> exo3 1.6940164 0.9890323 0.632518 3.202866
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62904303 0.9809206 -0.71648728 1.748786
#> lag1_var2 -0.18027434 1.2469063 -2.26751299 1.116838
#> lag1_var3 -0.18240375 2.1033405 -3.72826087 1.997240
#> lag1_var4 0.97236201 1.9096577 -1.09250180 4.199193
#> const -1.46093495 13.2379754 -18.53348553 17.364802
#> exo1 -0.03068179 0.8930885 -1.24539770 1.144227
#> exo2 -2.48221031 0.9280340 -3.89315321 -1.448319
#> exo3 1.11159383 0.8988498 0.03370176 2.591847
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002087744 6.692314e-05 0.000145434 0.0003209047
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008130188 0.00201846 -0.01115238 -0.005987325
#> Sigma[2,2] 0.693812805 0.13290887 0.54426868 0.888903508
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006790335 0.001723366 0.005138645 0.009549337
#> Sigma[3,2] -0.551410557 0.112300570 -0.727271116 -0.435622735
#> Sigma[3,3] 0.472400591 0.095867890 0.376579601 0.630661992
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001645209 0.0004956367 0.001201896 0.00249958
#> Sigma[4,2] -0.113409197 0.0312350459 -0.167653973 -0.08383885
#> Sigma[4,3] 0.126323396 0.0274256409 0.102035697 0.17512503
#> Sigma[4,4] 0.056989933 0.0089200866 0.049116796 0.07213745
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9794403963 0.005153902 0.97288273 0.986506387
#> lag1_var2 0.0001522855 0.050238604 -0.08165368 0.050158427
#> lag1_var3 0.0012555917 0.080341381 -0.12935870 0.082579157
#> lag1_var4 -0.0019930323 0.076706252 -0.07905285 0.123157720
#> const 0.7018205082 0.227337441 0.40748533 1.004617115
#> exo1 -0.0205804467 0.010797100 -0.03672890 -0.006089966
#> exo2 -0.0451735279 0.013429793 -0.06016951 -0.023872352
#> exo3 0.0429767691 0.011658942 0.03142932 0.063001549
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3205913 0.4909134 -0.2854900 1.0568911
#> lag1_var2 -2.2543060 2.1012604 -5.3829070 0.1755410
#> lag1_var3 -4.7418202 3.2897485 -9.5910549 -0.8645664
#> lag1_var4 4.6870611 3.1459663 0.9819182 9.3271375
#> const -5.1886399 14.3718161 -23.3758509 13.8074029
#> exo1 0.7328927 0.7449691 -0.1647992 1.7250609
#> exo2 3.9254825 0.6938326 2.9199362 4.9063886
#> exo3 -1.2533168 0.7388764 -2.3165425 -0.4483472
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4249102 0.3854560 -1.0046102 0.05030701
#> lag1_var2 2.7240704 1.5440070 0.6848673 4.72698296
#> lag1_var3 5.1277408 2.4542945 1.7922030 8.20259256
#> lag1_var4 -4.0728336 2.3452500 -7.0037342 -0.85221330
#> const 8.9975702 12.4537198 -6.9018771 25.96159736
#> exo1 -0.5701056 0.6602286 -1.4116982 0.32873804
#> exo2 -3.5035282 0.6815456 -4.4183499 -2.46378168
#> exo3 0.8588640 0.5736250 0.1415804 1.61407498
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24008314 0.1273118 -0.4070135 -0.0571104
#> lag1_var2 0.90468581 0.7513386 -0.1033553 1.8715715
#> lag1_var3 1.51396430 1.2027085 -0.1169656 3.0787790
#> lag1_var4 -0.47768110 1.1526271 -1.9656945 1.1022919
#> const 5.27787905 5.3003987 -0.3946597 13.2869171
#> exo1 -0.10135351 0.2863635 -0.4597051 0.3495620
#> exo2 -1.13402666 0.3008526 -1.5061693 -0.7189146
#> exo3 0.09722383 0.2001639 -0.1249710 0.3998071
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006652395 0.0001855733 0.0004378095 0.0009676549
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001968835 0.003819687 -0.004856348 0.006019537
#> Sigma[2,2] 0.4845553365 0.114148548 0.362914066 0.676819712
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003138378 0.002001274 -0.006214561 -0.001004136
#> Sigma[3,2] -0.247695640 0.064251796 -0.346736175 -0.171075815
#> Sigma[3,3] 0.221145555 0.043601508 0.157110467 0.276636406
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003359893 0.001700397 -0.006233407 -0.001513564
#> Sigma[4,2] 0.032472071 0.053060769 -0.019069490 0.114594055
#> Sigma[4,3] 0.082969833 0.021742439 0.053727790 0.113921098
#> Sigma[4,4] 0.107125499 0.026858774 0.076921844 0.146798775
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.047572428 0.01157295 1.037070484 1.066932191
#> lag1_var2 -0.038475495 0.02996225 -0.084266348 -0.003000429
#> lag1_var3 -0.083280567 0.05298309 -0.163395243 -0.019686914
#> lag1_var4 0.054460173 0.05035821 -0.003349189 0.134443605
#> const 0.441570057 0.22965759 0.082714285 0.701048098
#> exo1 0.018274472 0.02492639 -0.020648649 0.049288394
#> exo2 -0.047816831 0.01836658 -0.070082250 -0.022501063
#> exo3 -0.009489704 0.02078067 -0.039491335 0.016225357
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0335399 0.2273009 -1.2930761 -0.6988702
#> lag1_var2 -0.5656953 1.4655679 -2.3525853 1.5721331
#> lag1_var3 -2.3205596 2.5483538 -5.4787559 1.3358100
#> lag1_var4 2.8444472 2.4400798 -0.6857465 5.8441987
#> const -2.2896754 7.4959604 -14.7390909 4.7117409
#> exo1 0.2985036 0.3905169 -0.3189859 0.7245561
#> exo2 0.4648955 0.8633199 -0.9718259 1.1679521
#> exo3 0.7901462 0.5725371 0.1301112 1.5506642
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.70488268 0.1174443 0.5328966 0.8577457
#> lag1_var2 0.47803919 0.6355281 -0.3042687 1.4602872
#> lag1_var3 1.67774589 1.1093970 0.3177381 3.4057395
#> lag1_var4 -0.99848528 1.0658645 -2.6637726 0.2869166
#> const 0.11398377 4.8651282 -7.3334556 6.1065394
#> exo1 -0.27177961 0.4168140 -0.7960339 0.4215688
#> exo2 -1.49114667 0.6750263 -2.2875959 -0.5110807
#> exo3 -0.04365229 0.3544001 -0.5154093 0.4286228
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1147298 0.07727847 -0.00409248 0.2038575
#> lag1_var2 -0.2758871 0.66345314 -1.00445886 0.7354634
#> lag1_var3 -0.3942511 1.16005713 -1.64601343 1.3699263
#> lag1_var4 1.3871516 1.11263188 -0.29860366 2.6201623
#> const -1.9870594 4.54549636 -7.84966553 4.4586298
#> exo1 -0.1047090 0.36133668 -0.51624142 0.4678080
#> exo2 -1.2950347 0.35014202 -1.82321847 -0.8813444
#> exo3 0.4374337 0.34710074 0.06403017 0.9847355
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002620104 0.003201067 0.0008053044 0.008636626
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01132894 0.004080497 -0.01697705 -0.00549666
#> Sigma[2,2] 0.18339616 0.075129147 0.09972715 0.30354995
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01944401 0.01647426 0.008072357 0.05008461
#> Sigma[3,2] -0.17099863 0.07214587 -0.282868334 -0.08810489
#> Sigma[3,3] 0.21832955 0.08214470 0.123321607 0.33372538
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01480161 0.02236594 0.002935565 0.05679677
#> Sigma[4,2] -0.06155521 0.02921967 -0.102174019 -0.02301574
#> Sigma[4,3] 0.12938746 0.11363888 0.052867225 0.33965616
#> Sigma[4,4] 0.10892706 0.15356624 0.029850438 0.39618011
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9780308898 0.04017290 0.92814659 1.03425595
#> lag1_var2 0.0001441992 0.03887260 -0.05801668 0.04555720
#> lag1_var3 -0.0202674781 0.07711451 -0.14332085 0.06340352
#> lag1_var4 0.0138135308 0.06245885 -0.05621629 0.11126779
#> const 0.6360789347 0.60282886 -0.09552158 1.60784625
#> exo1 -0.0163984868 0.04935112 -0.09733735 0.03580027
#> exo2 -0.1030526487 0.09135110 -0.25888469 -0.01088801
#> exo3 0.0003027078 0.02675850 -0.03210421 0.04290786
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24686313 0.2696294 -0.6088113 0.1680545
#> lag1_var2 1.23738681 0.4713525 0.5185854 1.8400221
#> lag1_var3 0.90473581 0.8031751 -0.1807977 1.9681328
#> lag1_var4 -0.77608421 0.6658897 -1.6453947 0.1898372
#> const 3.44642908 7.2837799 -5.8536031 13.5823868
#> exo1 -0.18622706 0.3675467 -0.7031460 0.2452829
#> exo2 1.46997667 0.5243280 0.8209801 2.2500789
#> exo3 0.04148558 0.2555781 -0.2917804 0.3634150
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39438858 0.3536568 -0.09350354 0.8964675
#> lag1_var2 -0.20617492 0.4286634 -0.76100463 0.4124403
#> lag1_var3 0.20982140 0.7512637 -0.88763855 1.1455591
#> lag1_var4 0.60929928 0.6168704 -0.23664690 1.4446855
#> const -2.02208332 6.4339046 -11.80347272 5.9514446
#> exo1 0.02447972 0.4539063 -0.52180417 0.6714852
#> exo2 -1.92832720 0.6916752 -2.88311635 -1.0989640
#> exo3 -0.05762928 0.2357592 -0.36305385 0.2569343
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27207773 0.2608760 -0.1051772 0.5956179
#> lag1_var2 0.01063774 0.1682381 -0.2380111 0.2513771
#> lag1_var3 -0.13377203 0.3015307 -0.6004522 0.2757312
#> lag1_var4 1.03723175 0.2426611 0.6847042 1.3741807
#> const -0.91374557 2.5606553 -5.0593078 2.1303692
#> exo1 -0.11766456 0.3309814 -0.6340595 0.2550836
#> exo2 -1.17814745 0.5495785 -2.1457844 -0.6742872
#> exo3 -0.03485695 0.1567028 -0.3203090 0.1019543
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008211289 0.002006277 0.005530275 0.0106076
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05752458 0.02183816 -0.08001708 -0.02759906
#> Sigma[2,2] 1.99251169 0.50337603 1.38830027 2.64431667
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.09573357 0.02608875 0.06224005 0.124907
#> Sigma[3,2] -1.67043794 0.47404872 -2.34262688 -1.062340
#> Sigma[3,3] 1.88110408 0.49482063 1.19089664 2.549711
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.06454126 0.01641826 0.04349224 0.08483329
#> Sigma[4,2] -0.44907199 0.24659517 -0.75915416 -0.11464739
#> Sigma[4,3] 0.89956043 0.26637866 0.56342829 1.28264027
#> Sigma[4,4] 0.67105768 0.15352314 0.50018013 0.89630704
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93232132 0.05015160 0.88552608 1.0121644
#> lag1_var2 0.21630591 0.22481353 -0.11056744 0.5117989
#> lag1_var3 0.32618331 0.35719653 -0.19226316 0.7995164
#> lag1_var4 -0.30272381 0.33134505 -0.74101843 0.1767166
#> const 0.20412808 1.09917383 -1.15387621 1.8375471
#> exo1 0.03363194 0.06722013 -0.06758341 0.1211857
#> exo2 -0.30502293 0.09845197 -0.42634712 -0.1569218
#> exo3 -0.06061399 0.09562716 -0.19970826 0.0592120
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4871049 0.9550856 -1.9411218 0.7150525
#> lag1_var2 -0.2899241 2.6674759 -3.2090692 3.1052348
#> lag1_var3 -1.8951789 4.1831205 -6.4677570 3.3118460
#> lag1_var4 1.9118753 3.8926835 -2.9525910 6.2839445
#> const 12.3831707 19.4573925 -9.0848103 42.7635198
#> exo1 -0.8842821 1.5327402 -2.8560684 1.1431323
#> exo2 2.5605327 1.1567836 0.8283473 3.7836604
#> exo3 1.4488511 1.3995613 -0.3264036 3.2975516
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1628809 0.9064435 -0.9717180 1.2174493
#> lag1_var2 3.6474349 2.7314502 -0.6255856 6.6747654
#> lag1_var3 6.5306618 4.2898840 -0.1909502 11.3297508
#> lag1_var4 -5.3123287 3.9939257 -9.7989030 0.9268649
#> const -10.9284579 17.1052943 -37.5144876 11.9748354
#> exo1 0.7811856 1.3025569 -1.2672891 2.2968227
#> exo2 -7.4974065 1.5494790 -9.2995421 -4.8592090
#> exo3 -1.9922977 1.3746226 -4.0456558 -0.4144663
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5455072 0.4850198 -1.1717876 0.1599601
#> lag1_var2 3.3887024 1.6514962 0.9563312 5.3111839
#> lag1_var3 5.2029064 2.6387359 1.3255075 8.3334226
#> lag1_var4 -3.9248212 2.4430416 -6.8057521 -0.3421012
#> const -4.2998626 8.2076101 -12.3994236 7.4301348
#> exo1 0.2358959 0.5628646 -0.6480016 0.8206490
#> exo2 -6.5398432 1.2201049 -8.0847914 -4.7524554
#> exo3 -1.2611787 0.7544426 -2.4482755 -0.3727810
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001686446 0.0004681532 0.001090695 0.002342456
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006810209 0.002324143 -0.009993692 -0.003560776
#> Sigma[2,2] 0.131175172 0.023633746 0.107976980 0.167459879
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005271703 0.01145298 -0.01088475 0.01994161
#> Sigma[3,2] -0.263262472 0.08687453 -0.38942577 -0.17067857
#> Sigma[3,3] 2.502035926 0.54908267 1.85591212 3.28886358
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001134946 0.01257737 -0.01638256 0.01805674
#> Sigma[4,2] -0.209945604 0.09670289 -0.34938545 -0.11252885
#> Sigma[4,3] 2.648637095 0.57219040 1.95026621 3.45950349
#> Sigma[4,4] 2.850083566 0.59349645 2.09287523 3.67260362
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93228781 0.04946924 0.868183318 0.99817484
#> lag1_var2 0.05038540 0.08494475 -0.068172322 0.15332619
#> lag1_var3 0.11121464 0.15634814 -0.101176740 0.30822113
#> lag1_var4 -0.09809536 0.13937055 -0.274097324 0.09171179
#> const 0.88397043 0.54291246 0.239605070 1.71678215
#> exo1 0.01387681 0.03799151 -0.045851738 0.05886767
#> exo2 -0.17263497 0.05269071 -0.238861029 -0.10258351
#> exo3 0.05502652 0.04457010 0.004966277 0.13074759
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35611398 0.3142069 0.001339015 0.8098866
#> lag1_var2 0.29855529 0.4079759 -0.070567172 0.9447172
#> lag1_var3 -0.83863080 0.8011892 -1.571870124 0.4330238
#> lag1_var4 0.73930386 0.7139809 -0.391722653 1.4008682
#> const 0.25476423 5.6787242 -6.925042868 8.8213749
#> exo1 -0.30075911 0.3315717 -0.606506807 0.2493873
#> exo2 2.44940971 0.2103341 2.097987729 2.6506615
#> exo3 0.03826102 0.4452159 -0.672809660 0.4023515
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2603680 0.9048711 -1.1996268 1.2540879
#> lag1_var2 0.6995580 1.2001710 -0.8109860 2.1434732
#> lag1_var3 2.6251149 2.0394691 -0.1467467 5.0918093
#> lag1_var4 -1.5286826 1.8423292 -3.7576834 1.0135255
#> const 2.5740427 24.7556401 -36.5785312 21.4498696
#> exo1 -0.5701778 1.5736859 -2.5715099 1.0410138
#> exo2 -1.0421694 1.1303761 -2.5038345 0.5846612
#> exo3 1.7101083 2.1202869 -0.7843617 4.8682946
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1028797 0.9987069 -1.2484386 1.496161
#> lag1_var2 0.5317912 1.2394042 -0.8238040 2.027059
#> lag1_var3 1.6249708 2.0500271 -0.8717928 4.118195
#> lag1_var4 -0.5431262 1.8425595 -2.7720793 1.725107
#> const 1.7505275 26.4263828 -41.4552206 22.960088
#> exo1 -0.8477114 1.7108086 -2.9450885 0.915708
#> exo2 0.2660003 1.1874455 -1.3480568 1.901317
#> exo3 1.9481657 2.2336225 -0.6894332 5.220172
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001808404 3.487697e-05 0.0001240674 0.0002203689
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008332778 0.0005992238 -0.001701012 -8.943306e-05
#> Sigma[2,2] 0.0874989315 0.0176814986 0.067782723 1.167108e-01
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001193083 0.0006934808 0.0002692916 0.002269324
#> Sigma[3,2] -0.080768780 0.0378711204 -0.1429125988 -0.046618553
#> Sigma[3,3] 0.367077603 0.0951957128 0.2772448728 0.522774503
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000589667 0.0009055578 -0.0005869715 0.001971462
#> Sigma[4,2] -0.014468157 0.0293194873 -0.0616000971 0.016647564
#> Sigma[4,3] 0.311663376 0.0945146221 0.2171928883 0.460762013
#> Sigma[4,4] 0.306668662 0.0999203472 0.2093180259 0.478557123
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989719336 0.005958728 0.98454800 0.998862380
#> lag1_var2 -0.007909982 0.035087820 -0.03375174 0.057678966
#> lag1_var3 -0.012198151 0.049762174 -0.05507305 0.078877959
#> lag1_var4 0.012206498 0.049838771 -0.07855084 0.056206538
#> const 0.327282416 0.243637368 -0.04854692 0.484622170
#> exo1 -0.006692480 0.010292654 -0.02245685 0.004152168
#> exo2 -0.033902892 0.013343681 -0.05320004 -0.016460252
#> exo3 -0.026397146 0.014787562 -0.04782075 -0.007888822
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1994294 0.1315456 -0.3694559 -0.02211919
#> lag1_var2 1.1468808 1.0049158 -0.3617451 2.38544093
#> lag1_var3 0.8897293 1.4578084 -1.2723501 2.55936934
#> lag1_var4 -0.8742374 1.4391924 -2.4987847 1.26596008
#> const 4.9066857 4.2451503 0.9063514 10.94025340
#> exo1 0.1556234 0.2194654 -0.1026432 0.44786860
#> exo2 0.4645522 0.4580168 -0.1937435 0.95464613
#> exo3 0.6233481 0.2410146 0.3975431 0.99282045
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1520430 0.2322470 -0.10913713 0.4879469
#> lag1_var2 0.2940910 2.0062019 -2.77645218 2.2636918
#> lag1_var3 1.0867414 2.8828260 -3.43468582 3.9324814
#> lag1_var4 -0.1527057 2.8593131 -2.95968649 4.3507291
#> const 0.5771721 8.5116342 -11.56394493 11.5141820
#> exo1 0.5901770 0.5121664 -0.04459348 1.2857054
#> exo2 -2.4152898 1.0590658 -3.84130241 -0.9467053
#> exo3 -1.0248733 0.5383228 -1.73048837 -0.2911190
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004971952 0.1827759 -0.19525729 0.2747867
#> lag1_var2 0.684667006 1.7342623 -2.03456177 2.4753052
#> lag1_var3 1.127879037 2.4952981 -2.94644520 3.6793214
#> lag1_var4 -0.175593191 2.4818839 -2.71556079 3.8826337
#> const 3.691842626 7.1716061 -7.57971234 12.2288977
#> exo1 0.726075838 0.5819038 -0.06971619 1.4605551
#> exo2 -2.110478065 0.8614494 -3.28229350 -0.8841327
#> exo3 -0.570725359 0.5228500 -1.20401096 0.2141698
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007890204 0.000161467 0.0006276829 0.001070962
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00193333 0.001672886 -0.004040555 0.0001780768
#> Sigma[2,2] 0.09410691 0.016515232 0.074679026 0.1180978524
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004753231 0.001879634 -0.002779134 0.002314985
#> Sigma[3,2] 0.0833238180 0.028838104 0.048135846 0.126691047
#> Sigma[3,3] 0.2332368493 0.078512725 0.148491784 0.347183719
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002092343 0.003144429 -0.006125501 0.002237089
#> Sigma[4,2] 0.161788999 0.041795541 0.108384577 0.226185778
#> Sigma[4,3] 0.314282846 0.102034185 0.203219248 0.463687173
#> Sigma[4,4] 0.462122622 0.135125099 0.304360768 0.660577190
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97783723 0.02267406 0.941429899 1.00207340
#> lag1_var2 0.01842311 0.08870999 -0.113198995 0.12313283
#> lag1_var3 0.01459936 0.12532326 -0.167074202 0.15891323
#> lag1_var4 -0.01560068 0.11806448 -0.152694538 0.15408241
#> const 0.48915246 0.33343303 0.092612785 0.98769798
#> exo1 0.02492853 0.01584229 0.005785848 0.04923579
#> exo2 -0.08512038 0.02685330 -0.126737970 -0.05072769
#> exo3 -0.01378883 0.04536780 -0.064864548 0.05591423
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02544857 0.1766202 -0.3075560 0.1634039
#> lag1_var2 0.10550841 0.5674130 -0.7015383 0.8143574
#> lag1_var3 -1.28369994 0.7054784 -2.2407404 -0.3876219
#> lag1_var4 1.18749107 0.6717719 0.3374218 2.1092428
#> const 7.04312309 5.0845772 0.9485894 14.6376132
#> exo1 -0.84002629 0.3436590 -1.3095216 -0.3952190
#> exo2 -1.41838571 0.3075874 -1.8922087 -1.1005021
#> exo3 0.25946793 0.2834316 -0.1529032 0.6706126
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2040042 0.4212811 -0.32822148 0.7937456
#> lag1_var2 -0.5518259 1.1159898 -2.22472154 0.9936757
#> lag1_var3 -1.1374714 1.5479676 -3.48560996 1.0344145
#> lag1_var4 1.8437715 1.4647151 -0.19262745 4.0799068
#> const 9.3854479 7.7412527 -0.38748996 21.3258831
#> exo1 -0.7352127 0.3746700 -1.18566180 -0.1757335
#> exo2 0.1559784 0.4454112 -0.44680595 0.7077512
#> exo3 0.5462338 0.4440506 -0.07692999 0.9586307
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1667280 0.5422678 -0.6079761 0.88437912
#> lag1_var2 -1.0164237 1.4519026 -3.0326101 1.04519738
#> lag1_var3 -2.8994718 1.9321216 -5.5453467 -0.04393286
#> lag1_var4 3.5343214 1.8347452 0.8539302 6.08041729
#> const 14.5364135 11.9436522 -0.5644051 31.93311452
#> exo1 -1.4621922 0.6272792 -2.2801108 -0.51341828
#> exo2 -0.7267902 0.6746485 -1.7169797 0.04472824
#> exo3 0.7273888 0.5989001 -0.1534624 1.40000916
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014418 0.0002194583 0.0007485064 0.001284252
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002590792 0.002008891 -0.005628513 -4.478657e-05
#> Sigma[2,2] 0.330113850 0.089993855 0.227131301 4.704211e-01
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002461571 0.0009692273 0.001179757 0.003934107
#> Sigma[3,2] -0.060728625 0.0413560635 -0.120770848 -0.014195290
#> Sigma[3,3] 0.143185685 0.0176710445 0.119115947 0.166111392
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008610548 0.001770665 -0.001311926 0.00337358
#> Sigma[4,2] 0.1276336127 0.037249036 0.093982625 0.19333151
#> Sigma[4,3] 0.1188240431 0.026892255 0.076611458 0.14733103
#> Sigma[4,4] 0.2032278707 0.034339521 0.153566171 0.24724449
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978297175 0.02704625 0.93884230 1.01513162
#> lag1_var2 -0.077910999 0.06553864 -0.15716766 0.02076271
#> lag1_var3 -0.141058372 0.11650191 -0.28185262 0.02904587
#> lag1_var4 0.132260450 0.11065407 -0.02884269 0.26596702
#> const 0.956040099 0.40247051 0.29907128 1.34849068
#> exo1 0.006813248 0.02508280 -0.03180330 0.03224804
#> exo2 -0.022266492 0.02508758 -0.04505284 0.01778144
#> exo3 -0.072039603 0.02927142 -0.12249008 -0.04007842
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45794436 0.4919246 -0.3386665 1.0493709
#> lag1_var2 -0.85073418 0.8361826 -1.7274072 0.5392015
#> lag1_var3 -3.11764045 1.4596982 -4.6639765 -0.6505094
#> lag1_var4 3.01876035 1.3827087 0.6835497 4.4689405
#> const -2.91487640 9.1282994 -16.3153086 8.6224415
#> exo1 -0.33896470 0.5371910 -1.0910299 0.4529467
#> exo2 -0.06855905 0.6479468 -1.0779100 0.7562405
#> exo3 -0.09327368 0.5342692 -0.6891028 0.6376740
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04713462 0.2719020 -0.27525344 0.4418123
#> lag1_var2 -1.15155130 0.7906522 -2.38382553 -0.3404367
#> lag1_var3 -0.97441438 1.4349161 -3.18538182 0.5518749
#> lag1_var4 1.89830047 1.3679696 0.44917491 4.0134830
#> const 3.30693254 5.1917741 -2.44571976 10.6783188
#> exo1 0.20116783 0.2151958 0.01239018 0.5573190
#> exo2 -1.17277938 0.3918680 -1.66506627 -0.6350470
#> exo3 -0.25842807 0.4265111 -0.71708796 0.3655744
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3141574 0.4851139 -0.4558902 0.9171108
#> lag1_var2 -2.1010070 1.0463408 -3.8819093 -0.8893886
#> lag1_var3 -3.5434359 1.8724305 -6.7227474 -1.3158641
#> lag1_var4 4.4192898 1.7803839 2.3076729 7.4439972
#> const 1.0956797 8.2946818 -9.7598334 12.9950519
#> exo1 0.0202130 0.4345117 -0.5052275 0.6976631
#> exo2 -1.3679610 0.3245185 -1.7011970 -0.8438506
#> exo3 -0.3516866 0.5080992 -1.1297195 0.3506618
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003846752 0.0008236821 0.00271046 0.005025685
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04233391 0.009961721 -0.0574780 -0.02937662
#> Sigma[2,2] 0.60897548 0.149459219 0.4312655 0.82498018
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04661277 0.009707855 0.03524473 0.06158459
#> Sigma[3,2] -0.62648040 0.164007891 -0.86641228 -0.45179172
#> Sigma[3,3] 0.79528457 0.172523505 0.62052237 1.04367749
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03796464 0.007730789 0.0290117 0.04957649
#> Sigma[4,2] -0.49325501 0.134337754 -0.6888959 -0.34759545
#> Sigma[4,3] 0.68612257 0.138427598 0.5454377 0.88178037
#> Sigma[4,4] 0.61209382 0.111155193 0.4895252 0.76452239
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92270473 0.02016697 0.89802934 0.95499444
#> lag1_var2 0.02716603 0.02963356 -0.01080750 0.07272279
#> lag1_var3 0.04107733 0.07657041 -0.07024300 0.13729644
#> lag1_var4 -0.02015825 0.06843799 -0.09882708 0.08177807
#> const 0.92108522 0.77271498 -0.37205093 1.70924155
#> exo1 0.03617118 0.03492520 -0.01294675 0.08223267
#> exo2 -0.05234177 0.07448801 -0.16081857 0.04844829
#> exo3 0.03594155 0.07366535 -0.04171947 0.14613362
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8670607 0.4651913 0.10443662 1.3222824
#> lag1_var2 0.4268089 0.3216885 0.02206426 0.8622852
#> lag1_var3 -0.9126109 0.9018535 -2.12917859 0.3565665
#> lag1_var4 0.6614778 0.8201518 -0.50263693 1.7760716
#> const -8.0943625 11.4794642 -18.97654021 11.8497146
#> exo1 -0.3586251 0.3755768 -0.67466730 0.3233918
#> exo2 0.8175101 0.9244712 -0.55431226 2.0828045
#> exo3 0.3075266 0.8004937 -0.88968274 1.1808400
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.18921977 0.4547963 -1.7328641 -0.5379371
#> lag1_var2 1.11329634 0.4225264 0.5389977 1.6598292
#> lag1_var3 3.43364580 1.1988159 1.7088700 5.0861301
#> lag1_var4 -1.99058746 1.0926015 -3.5023847 -0.3846183
#> const 8.80656790 13.0158016 -12.5106434 24.4039094
#> exo1 0.41198812 0.4040690 -0.1520999 0.8506710
#> exo2 -0.32559937 0.8137225 -1.4289433 0.7905742
#> exo3 -0.09143876 0.8851147 -1.1733053 1.1417029
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03882438 0.3621410 -1.5029132 -0.5348679
#> lag1_var2 1.12811291 0.3743977 0.6157462 1.6137716
#> lag1_var3 2.60234967 1.0686219 1.0157470 4.0719551
#> lag1_var4 -1.16044374 0.9759129 -2.5049747 0.3176541
#> const 5.88227732 10.9734861 -11.2021510 19.6152245
#> exo1 0.34564305 0.3691659 -0.1729974 0.7998994
#> exo2 -0.07225063 0.6251653 -1.0754909 0.6792494
#> exo3 -0.01813070 0.7928445 -1.0891740 0.9946561
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002778852 3.567361e-05 0.0002261619 0.0003262858
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004435698 0.00149094 -0.006792725 -0.002714695
#> Sigma[2,2] 0.521443368 0.14868662 0.330618197 0.707105759
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004213159 0.001607164 0.001858985 0.006400263
#> Sigma[3,2] -0.408198155 0.099051508 -0.536337570 -0.280233416
#> Sigma[3,3] 0.451598732 0.072083358 0.347109273 0.554335396
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002386575 0.001672317 0.0004762014 0.005058739
#> Sigma[4,2] -0.169853943 0.050048953 -0.2513200677 -0.113484760
#> Sigma[4,3] 0.307517233 0.062086038 0.2164370061 0.373858956
#> Sigma[4,4] 0.287313845 0.065244078 0.1963219724 0.369116983
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96380694 0.014789014 0.941377490 0.98263868
#> lag1_var2 0.02338061 0.013079006 0.004555649 0.04105973
#> lag1_var3 0.04514177 0.023583936 0.011020484 0.07676986
#> lag1_var4 -0.03792990 0.018997243 -0.063886171 -0.01146939
#> const 0.61460783 0.226426427 0.337382342 0.96149099
#> exo1 0.01463921 0.009684972 0.003135844 0.02874302
#> exo2 -0.07280462 0.006015838 -0.081860025 -0.06549667
#> exo3 0.01610674 0.014953115 -0.004750158 0.03475418
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9930560 0.3248729 1.671884 2.4848629
#> lag1_var2 -0.9317959 0.3032266 -1.289998 -0.4960421
#> lag1_var3 -3.2492392 0.5615421 -3.938185 -2.4390667
#> lag1_var4 2.4877422 0.4225310 1.903308 3.0137453
#> const -6.8601043 8.7603395 -21.818905 1.9711707
#> exo1 -0.1908159 0.5696121 -1.161983 0.3347621
#> exo2 0.6253238 0.7940146 -0.264408 1.9021363
#> exo3 4.9578700 0.6595624 4.272627 5.8989801
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7024639 0.2266526 -2.0785326 -1.436107
#> lag1_var2 1.6733015 0.3465805 1.2463567 2.161026
#> lag1_var3 3.7097540 0.6452076 2.8850062 4.623443
#> lag1_var4 -2.1275556 0.5179624 -2.8315918 -1.428457
#> const 8.2334302 7.2774871 -0.6226256 19.447941
#> exo1 0.1730153 0.5959122 -0.3857732 1.202057
#> exo2 -3.5651074 0.6063915 -4.4121650 -2.792511
#> exo3 -2.4126610 0.5023537 -3.0865322 -1.835923
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8870257 0.2160554 -1.2267900 -0.6563449
#> lag1_var2 0.9727722 0.3868183 0.4955397 1.5776501
#> lag1_var3 1.4969936 0.7219764 0.5855361 2.6271635
#> lag1_var4 -0.2190697 0.5925751 -1.1387706 0.5450204
#> const 4.4363539 4.6253019 -1.0837401 11.0190556
#> exo1 0.1078931 0.4614058 -0.4755333 0.7717869
#> exo2 -4.5678890 0.3338298 -4.9683868 -4.0832854
#> exo3 0.2162489 0.5741848 -0.5646920 1.0450974
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001068106 0.0003110007 0.0007702768 0.001561935
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.007487095 0.009969296 -0.007799509 0.02005034
#> Sigma[2,2] 1.662186521 0.383801066 1.094064217 2.09713589
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00494048 0.004592937 -0.0102213 0.002662896
#> Sigma[3,2] -0.99126652 0.267500235 -1.3330507 -0.598167689
#> Sigma[3,3] 0.76167420 0.184664927 0.5169837 1.025497597
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005992314 0.002682639 -0.004551873 0.002709236
#> Sigma[4,2] -0.0065483497 0.073969256 -0.113374784 0.089062762
#> Sigma[4,3] 0.1848125842 0.052383951 0.110465282 0.252625617
#> Sigma[4,4] 0.1920006572 0.038227508 0.128622056 0.229554450
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969539197 0.02921711 0.93348135 1.00703024
#> lag1_var2 0.100122675 0.08011821 -0.02176692 0.19996481
#> lag1_var3 0.176456720 0.13603354 -0.03182588 0.34682662
#> lag1_var4 -0.170215460 0.13062602 -0.33331793 0.02875452
#> const 0.433982744 0.56639847 -0.33525822 1.33330697
#> exo1 0.026565445 0.03588750 -0.02366544 0.07124920
#> exo2 -0.063065974 0.03334648 -0.10141608 -0.01068014
#> exo3 0.003958408 0.03698457 -0.03827222 0.06386528
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.2119830 0.8700276 -3.33966766 -1.0434288
#> lag1_var2 4.1856795 3.4940325 0.02511901 9.6839036
#> lag1_var3 5.9464321 5.9690549 -1.23505460 15.3516670
#> lag1_var4 -5.2491577 5.6339797 -14.20387089 1.4708287
#> const 13.6016356 13.1521664 -5.23367210 30.0978836
#> exo1 -2.0541316 1.1474303 -3.59818045 -0.4495125
#> exo2 -0.2437725 1.5966829 -2.15455941 1.8287964
#> exo3 -1.2343567 1.7089820 -3.76683008 1.1876551
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6191419 0.5676206 0.8910955 2.4612837
#> lag1_var2 -1.7016040 2.7743256 -6.1879440 1.5397902
#> lag1_var3 -2.2459679 4.7210816 -9.9038529 3.2214812
#> lag1_var4 2.7442541 4.4796498 -2.4415118 9.9876930
#> const -10.1555843 7.4836733 -19.0364613 -0.1359837
#> exo1 1.2105900 0.7401837 0.4280940 2.3024089
#> exo2 1.1304976 0.9307508 -0.5046897 1.9906038
#> exo3 0.2281897 1.3492626 -1.4847287 2.4184468
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32098949 0.2178187 0.03842657 0.6309004
#> lag1_var2 0.36759727 1.2481726 -1.20370178 2.1396514
#> lag1_var3 0.58198804 2.1044575 -2.08190787 3.5760477
#> lag1_var4 0.33917998 2.0185316 -2.57691467 2.8693835
#> const -2.96889074 5.6264005 -11.30186611 3.4851810
#> exo1 -0.01079229 0.2819333 -0.40920110 0.3423417
#> exo2 1.04666199 0.6672267 0.07061399 1.7981849
#> exo3 -0.53536070 0.7175380 -1.43140864 0.4989976
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004611765 0.001294602 0.003420546 0.006621047
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002610439 0.003204638 -0.0009954458 0.007162518
#> Sigma[2,2] 0.150333915 0.049290182 0.0987553475 0.227843064
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003074646 0.004756689 -0.009862656 0.002549395
#> Sigma[3,2] -0.140987401 0.055409327 -0.220972413 -0.073118707
#> Sigma[3,3] 0.231419805 0.060398546 0.154009529 0.317310519
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001532371 0.003215718 -0.005705694 0.002520561
#> Sigma[4,2] -0.046308586 0.027786786 -0.078413386 -0.005635196
#> Sigma[4,3] 0.152078730 0.028676136 0.110299026 0.188735558
#> Sigma[4,4] 0.133332964 0.015842212 0.106156702 0.150335496
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83371277 0.05893293 0.7421128033 0.912855419
#> lag1_var2 0.09344434 0.19984365 -0.2186439572 0.362464877
#> lag1_var3 0.11031096 0.29614576 -0.3478718930 0.510772479
#> lag1_var4 -0.07177861 0.28708138 -0.4598468441 0.374517180
#> const 1.27104543 0.62676090 0.3288529663 2.082752750
#> exo1 -0.20075165 0.04684405 -0.2616042179 -0.135361841
#> exo2 -0.09229705 0.06422082 -0.1701744456 0.004225853
#> exo3 0.08160449 0.06207706 -0.0004692945 0.167069408
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06129464 0.2451686 -0.3722910 0.30355536
#> lag1_var2 0.04066431 0.7729341 -0.9602782 1.01582278
#> lag1_var3 -1.42482664 1.1197075 -2.9183286 -0.05949446
#> lag1_var4 1.47871878 1.0766671 0.1174487 2.86452979
#> const -1.97091180 2.9901617 -6.1906499 2.06009430
#> exo1 0.26350628 0.4561417 -0.4100310 0.76285195
#> exo2 1.14151205 0.5633516 0.4517496 1.80406982
#> exo3 1.09619874 0.4545592 0.4738457 1.77693155
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06770347 0.3052691 -0.5913747 0.2806716
#> lag1_var2 2.03560510 1.0600365 0.7517912 3.5335303
#> lag1_var3 3.84395131 1.5528629 1.9640195 6.0399958
#> lag1_var4 -2.97245320 1.5457567 -5.1027120 -1.1428274
#> const 9.20578365 8.7553161 -0.4713918 22.8261252
#> exo1 -0.13180694 0.5252763 -0.8079089 0.5662846
#> exo2 -1.88549163 0.6385732 -2.7229666 -1.0097227
#> exo3 -0.83859505 0.5695210 -1.7509417 -0.2623916
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12060572 0.2288561 -0.44079517 0.2033292
#> lag1_var2 1.69877687 0.9290869 0.17338745 2.6763556
#> lag1_var3 2.32831852 1.3962569 0.02559788 3.7939124
#> lag1_var4 -1.41553235 1.3988163 -2.92747193 0.8536648
#> const 7.73760918 8.6748399 -2.11037943 21.8295820
#> exo1 0.04711663 0.3672995 -0.40074245 0.5958639
#> exo2 -1.24450305 0.3850111 -1.79790914 -0.7367143
#> exo3 -0.14888471 0.3841391 -0.79766808 0.2315799
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarPANEL$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] 0.003766078 0.0007736189 0.002663812 0.004531464
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01012009 0.00400718 -0.01531401 -0.005080455
#> Sigma[2,2] 0.19438978 0.05137070 0.12890528 0.261716807
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009474963 0.004400544 0.002364434 0.01391269
#> Sigma[3,2] -0.167308342 0.060298970 -0.256806661 -0.09577089
#> Sigma[3,3] 0.301712580 0.070864534 0.209631830 0.40396109
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006444093 0.005075934 -0.0007099177 0.01253992
#> Sigma[4,2] -0.096969978 0.049169398 -0.1688469053 -0.03997360
#> Sigma[4,3] 0.268447123 0.056116535 0.2014098108 0.35711815
#> Sigma[4,4] 0.270720162 0.042541383 0.2211336400 0.33768025
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9781247215 0.03012544 0.93265032 1.01030507
#> lag1_var2 0.0511238219 0.06629242 -0.04636711 0.13168020
#> lag1_var3 0.1403029837 0.12359118 -0.04967593 0.26968586
#> lag1_var4 -0.1256010034 0.10589133 -0.23790603 0.04041068
#> const 0.0006039604 0.51690828 -0.56966250 0.62546759
#> exo1 -0.0345856506 0.04980283 -0.09964317 0.03225034
#> exo2 -0.0227682332 0.04857222 -0.08656839 0.04335155
#> exo3 -0.1227253408 0.06309002 -0.20211552 -0.04133524
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48177511 0.1318487 0.3145770 0.67883733
#> lag1_var2 0.13681419 0.4021451 -0.3534262 0.68924546
#> lag1_var3 -1.74838521 0.9183998 -2.7064023 -0.47695352
#> lag1_var4 1.49268650 0.8268832 0.3629941 2.38402038
#> const 1.44428038 3.5122654 -3.2052134 6.80173212
#> exo1 -0.17469295 0.2454642 -0.5134950 0.13584441
#> exo2 -0.09413334 0.4801096 -0.6356368 0.56808545
#> exo3 -0.31983809 0.2909281 -0.7375019 0.08486889
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3362104 0.2894266 -0.7000488 0.07073479
#> lag1_var2 0.8261577 0.6437856 -0.1536644 1.50076207
#> lag1_var3 3.4693315 1.4018477 1.4275759 4.94096387
#> lag1_var4 -2.2729782 1.2741987 -3.7014053 -0.46035781
#> const 1.0389767 3.7775101 -4.3132674 6.31240719
#> exo1 -0.1869947 0.3905772 -0.7548352 0.19491243
#> exo2 -0.9468042 0.4216152 -1.5091003 -0.28661444
#> exo3 0.1846120 0.6856357 -0.9623058 0.93199072
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2205079 0.2826878 -0.52165609 0.16159106
#> lag1_var2 0.8281391 0.5234378 0.09774942 1.45313643
#> lag1_var3 2.6346361 1.0912319 1.23160716 4.02178548
#> lag1_var4 -1.4609631 0.9943298 -2.78692681 -0.13424562
#> const 0.1155324 3.0301104 -3.46635828 5.04751676
#> exo1 -0.2653382 0.3569063 -0.84441835 0.09500238
#> exo2 -0.9826276 0.3978080 -1.43962669 -0.31588550
#> exo3 0.1440265 0.6747153 -0.97508197 0.87853755
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004992605 0.0008825556 0.004105214 0.006389166
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01424932 0.006951991 -0.02457879 -0.007001309
#> Sigma[2,2] 0.18589281 0.059768429 0.13591908 0.290043130
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008820314 0.004245245 0.00416273 0.01555126
#> Sigma[3,2] -0.073509479 0.033939450 -0.13240172 -0.03992433
#> Sigma[3,3] 0.082681765 0.031539072 0.05402691 0.13192037
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002428924 0.00293391 -0.006260428 0.001942383
#> Sigma[4,2] 0.079402539 0.02619508 0.042100941 0.116032916
#> Sigma[4,3] 0.031145324 0.01941522 0.007013887 0.058429726
#> Sigma[4,4] 0.107376492 0.02454397 0.076785059 0.145756421
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01061364 0.03048914 0.97469088 1.06201875
#> lag1_var2 -0.21405849 0.11270998 -0.36044474 -0.05746894
#> lag1_var3 -0.26482404 0.15953098 -0.46016205 -0.04101367
#> lag1_var4 0.26009476 0.14679598 0.04958100 0.43649841
#> const 0.31586659 0.53947498 -0.49323963 0.88199406
#> exo1 0.01352204 0.07924758 -0.08644478 0.11916334
#> exo2 -0.03450327 0.07568911 -0.11228990 0.09044527
#> exo3 0.12131847 0.06109967 0.06162781 0.21684334
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07225160 0.2331069 -0.4028222 0.2460187
#> lag1_var2 0.79929092 1.0214764 -0.6662095 2.0471700
#> lag1_var3 -0.00843769 1.5142225 -2.1391975 1.9628118
#> lag1_var4 0.05960859 1.4164349 -1.7495487 2.0452394
#> const 0.88736034 3.2432397 -2.8273633 5.8769360
#> exo1 0.12184796 0.4271298 -0.4283712 0.7232941
#> exo2 0.30659811 0.3385003 -0.1736479 0.7673119
#> exo3 -0.48820227 0.7963900 -1.5968390 0.4284167
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17030260 0.1514280 -0.3473174 0.06433668
#> lag1_var2 0.79357826 0.7236624 -0.3000428 1.64480221
#> lag1_var3 1.92926389 0.9862731 0.4160307 3.00835617
#> lag1_var4 -0.91573140 0.9440814 -1.9751931 0.51844884
#> const 1.83209313 1.6430970 -0.2822267 3.84224910
#> exo1 -0.06581142 0.2502456 -0.3187818 0.30680622
#> exo2 -1.53865320 0.3158505 -1.8145032 -1.00187087
#> exo3 2.52711350 0.4709913 1.8585508 3.06214399
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28385950 0.1869484 -0.5417433 -0.03685811
#> lag1_var2 0.95502056 0.8534678 -0.3546131 1.84391019
#> lag1_var3 1.34370075 1.1551748 -0.3044711 2.66322081
#> lag1_var4 -0.26033779 1.0964600 -1.4651379 1.32347292
#> const 1.70465029 2.9014834 -1.5729265 6.19771904
#> exo1 0.04684189 0.2473164 -0.3096264 0.38401657
#> exo2 -1.59098390 0.2907364 -1.9877727 -1.18360637
#> exo3 2.52348899 0.4397559 1.8622191 3.10270908
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001501809 0.0002939302 0.001039443 0.001843357
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05993967 0.02381506 -0.09039313 -0.02217991
#> Sigma[2,2] 9.33684022 1.77020268 6.84364139 11.66095289
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02845809 0.01873203 0.004127129 0.05629689
#> Sigma[3,2] -6.19622392 1.11080354 -7.801403724 -4.78583592
#> Sigma[3,3] 6.09000227 1.21093302 4.411191005 7.67213806
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01405269 0.009662509 -0.02792854 -0.001741321
#> Sigma[4,2] 0.05102791 1.007384231 -1.37950889 1.408193600
#> Sigma[4,3] 2.33708932 0.855154733 1.43537539 3.675774548
#> Sigma[4,4] 2.85810438 0.756052700 1.81783927 3.917426725
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9938219604 0.01626704 0.97436600 1.01898850
#> lag1_var2 -0.0002775284 0.02060826 -0.03045338 0.02613793
#> lag1_var3 -0.0086534936 0.03181221 -0.05593087 0.03452816
#> lag1_var4 0.0067830863 0.02782484 -0.03120937 0.04751934
#> const 0.2165597698 0.24924972 -0.02355146 0.63724181
#> exo1 0.0182250403 0.03685427 -0.02777879 0.06655354
#> exo2 -0.0556772806 0.03586710 -0.10856778 -0.01085731
#> exo3 0.0639923084 0.03146705 0.02314747 0.10338548
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3425326 0.9909956 -3.7639843 -1.0487020
#> lag1_var2 2.4710468 1.8682297 -0.3851867 5.0400287
#> lag1_var3 3.1883779 2.9392939 -1.4003366 6.9565710
#> lag1_var4 -2.6183822 2.5248718 -5.9203435 1.3149379
#> const 26.1393954 21.3328304 -1.2266285 55.8144585
#> exo1 -2.5016339 2.1485901 -5.9048680 -0.2699022
#> exo2 -0.6686455 3.8561241 -6.3297610 4.4725498
#> exo3 -0.5226679 2.5727748 -4.0576423 2.6984523
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.022435 0.7771576 0.72318262 2.8379176
#> lag1_var2 -1.143554 1.2842489 -2.94822207 0.3111109
#> lag1_var3 -1.273864 1.9581879 -4.06444152 0.9191557
#> lag1_var4 1.806288 1.6942794 -0.05732245 4.1805886
#> const -21.464228 17.7236277 -42.43040118 2.8278925
#> exo1 0.820128 1.6798775 -1.16388354 3.4611237
#> exo2 -1.254301 3.1897562 -5.09406441 3.1219128
#> exo3 0.242921 2.2033898 -2.67836299 3.3665611
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44102274 0.6097982 -0.2600283 1.3669660
#> lag1_var2 0.04886680 0.8777092 -1.2216886 1.1808050
#> lag1_var3 0.22391337 1.3535706 -1.7127124 1.9950734
#> lag1_var4 0.73920242 1.1841025 -0.7762142 2.4264859
#> const -6.41511564 11.4605708 -16.3455201 13.2617104
#> exo1 -0.60456758 1.7168124 -1.9278668 2.2418368
#> exo2 -1.97123572 1.5216749 -4.0955479 -0.2352435
#> exo3 -0.09223242 1.3754118 -2.2238674 1.3018250
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009448799 0.0002474912 0.0006117767 0.001306263
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001358068 0.001237721 -0.002970399 0.0005112773
#> Sigma[2,2] 0.060022171 0.013171925 0.043378801 0.0776001708
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003751623 0.002957563 -0.0004727528 0.006810408
#> Sigma[3,2] -0.060618069 0.016994130 -0.0862602928 -0.040841163
#> Sigma[3,3] 0.172628718 0.017909617 0.1508701740 0.197983442
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002778266 0.00227131 -0.0005781372 0.005398344
#> Sigma[4,2] -0.014452779 0.01030146 -0.0283971186 -0.002017470
#> Sigma[4,3] 0.128667096 0.01285710 0.1118732168 0.146467809
#> Sigma[4,4] 0.120422471 0.01369293 0.1017106101 0.138516810
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990142829 0.01670451 0.96627885 1.01203406
#> lag1_var2 0.188339748 0.07084753 0.09329741 0.29027013
#> lag1_var3 0.239399790 0.10329309 0.10728649 0.39649301
#> lag1_var4 -0.238130356 0.10147245 -0.39481232 -0.11339539
#> const 0.188964254 0.25076582 -0.10699201 0.58150883
#> exo1 -0.002055709 0.02389221 -0.03679002 0.02632643
#> exo2 -0.076348415 0.03212662 -0.11536221 -0.03136223
#> exo3 0.011508496 0.02394138 -0.01845903 0.04854848
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05030509 0.1605643 -0.1450999 0.2881604
#> lag1_var2 0.60662542 0.6441425 -0.2154481 1.4715209
#> lag1_var3 -0.17031797 0.8390432 -1.3170039 0.8432822
#> lag1_var4 0.14031041 0.8227462 -0.8262977 1.2755716
#> const 1.59047085 1.8185793 -1.0264023 3.7900485
#> exo1 0.01999333 0.1891351 -0.1587939 0.3158030
#> exo2 1.88166494 0.2072424 1.5579740 2.1200379
#> exo3 -0.74671201 0.2863561 -1.1797171 -0.4522852
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3840241 0.2830447 -0.08464018 0.7049353
#> lag1_var2 -0.2767034 0.9879635 -1.56200300 1.0744470
#> lag1_var3 0.2871433 1.2284823 -1.26411171 2.0275362
#> lag1_var4 0.5974982 1.2446912 -1.19278743 2.1245336
#> const -1.7257572 2.8381293 -6.62150190 0.8591568
#> exo1 -0.3367458 0.3692693 -0.85655708 0.2057241
#> exo2 -2.1939495 0.5236508 -2.78138269 -1.3596767
#> exo3 -1.0481999 0.4683661 -1.70386733 -0.4531508
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4182394 0.2454581 0.01079443 0.66152364
#> lag1_var2 -0.1142659 0.7994662 -1.03091058 1.03409455
#> lag1_var3 -0.2456259 1.0455437 -1.43105273 1.28698607
#> lag1_var4 1.1197417 1.0476930 -0.40444990 2.29188604
#> const -1.3590322 2.2231723 -5.15543975 0.95123778
#> exo1 -0.3281831 0.3586630 -0.76027645 0.14045430
#> exo2 -0.7339036 0.4297259 -1.23077420 -0.06641006
#> exo3 -1.6792073 0.3622411 -2.24433751 -1.28382547
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002805981 0.000546813 0.002019653 0.003470126
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06439836 0.02040639 -0.09286756 -0.03565669
#> Sigma[2,2] 3.54202031 0.97517381 2.43005123 5.00366559
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0506035 0.01723008 0.02547541 0.07324311
#> Sigma[3,2] -2.5758316 0.70645358 -3.57544470 -1.86377986
#> Sigma[3,3] 2.1387995 0.52835265 1.56958377 2.91587276
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01310861 0.006310602 0.003954841 0.02036115
#> Sigma[4,2] -0.47142976 0.202921352 -0.766919449 -0.18576394
#> Sigma[4,3] 0.63800977 0.162756662 0.446375870 0.86541608
#> Sigma[4,4] 0.39183546 0.089887825 0.267222642 0.50327615
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8977380533 0.05127010 0.819664614 0.96313061
#> lag1_var2 0.3132825675 0.11159825 0.174399262 0.47350140
#> lag1_var3 0.5149542948 0.18708732 0.281992653 0.78214244
#> lag1_var4 -0.4770569938 0.16860815 -0.717617088 -0.26978844
#> const 0.4753495475 0.46592182 -0.001484133 1.12124090
#> exo1 0.0005650724 0.02448572 -0.034720391 0.03181370
#> exo2 -0.1286317582 0.03121655 -0.180810001 -0.09784910
#> exo3 -0.0235540116 0.04985589 -0.095234606 0.03623643
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7918924 1.577368 -2.6931791 1.4956868
#> lag1_var2 -1.6645056 3.302291 -6.1987404 2.1182307
#> lag1_var3 -3.9512315 5.495647 -11.4523541 2.3260600
#> lag1_var4 4.2262814 4.952680 -1.4144572 11.0890657
#> const 7.2141938 10.172865 -6.6141714 20.1327514
#> exo1 -1.1527781 1.370457 -2.7623941 0.9130888
#> exo2 2.4723300 1.525257 0.4433164 4.4380285
#> exo3 1.8094579 2.714107 -0.8649675 6.4941251
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1725678 1.252212 -1.60250971 1.7932510
#> lag1_var2 3.5550135 2.812436 0.08406064 7.1354668
#> lag1_var3 6.5547708 4.697202 0.78342442 12.5350177
#> lag1_var4 -5.6229254 4.263238 -10.96614668 -0.3780838
#> const -2.1116695 7.290739 -11.68290544 8.0156893
#> exo1 0.1557533 1.018015 -1.20106307 1.5274398
#> exo2 -5.3872748 1.108721 -6.67824485 -3.7312364
#> exo3 0.6349646 1.721607 -2.48588447 2.1704715
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3841311 0.4221141 -0.8972158 0.20016583
#> lag1_var2 2.3953814 1.1494272 0.6676743 3.77076172
#> lag1_var3 3.9034716 1.9110933 1.0175483 6.17765405
#> lag1_var4 -2.7583228 1.7611053 -4.8316184 -0.07470195
#> const 1.4848597 2.5454752 -1.7611163 4.73064580
#> exo1 -0.5872932 0.5384103 -1.0323116 0.36177579
#> exo2 -4.3871504 0.5595999 -5.2793784 -3.74572958
#> exo3 1.9494452 0.4796473 1.2159043 2.56033936
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0118159 0.00284189 0.00794179 0.01539519
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01250699 0.02917301 -0.06029793 0.01561711
#> Sigma[2,2] 1.42025841 0.33093131 0.96821001 1.86245666
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003551324 0.01328734 -0.02212191 0.01262073
#> Sigma[3,2] -0.743407480 0.27448048 -1.11144685 -0.39579460
#> Sigma[3,3] 0.687384112 0.27411312 0.42756753 1.12715471
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01189993 0.0159146 -0.03138350 0.009533218
#> Sigma[4,2] 0.16030602 0.1658277 -0.09613305 0.366638354
#> Sigma[4,3] 0.26555544 0.1629221 0.08753253 0.522873026
#> Sigma[4,4] 0.42880785 0.1059055 0.28908304 0.553363602
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03329341 0.05881295 0.94567539 1.10419540
#> lag1_var2 -0.21529910 0.16986364 -0.42274956 0.03452765
#> lag1_var3 -0.34940481 0.26298497 -0.67290526 0.03729603
#> lag1_var4 0.31786889 0.24209807 -0.03721978 0.61978414
#> const 1.24428529 0.91935474 0.40194917 2.64641549
#> exo1 0.01914235 0.10076251 -0.09679064 0.17311460
#> exo2 -0.03916555 0.10046030 -0.16281848 0.08914754
#> exo3 -0.05480290 0.11461164 -0.20293752 0.10675878
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8122345 0.8883075 -2.0192839 0.229604
#> lag1_var2 3.7080424 2.9470330 0.3600230 7.866480
#> lag1_var3 4.4475189 4.6724558 -0.9081163 11.016301
#> lag1_var4 -4.1179762 4.4244994 -10.2087406 1.094741
#> const -1.3025100 12.7074755 -17.4085224 17.649915
#> exo1 4.9389523 1.0634114 3.5660278 6.267596
#> exo2 -0.9098957 1.9923739 -3.5185453 1.646443
#> exo3 -2.3269688 0.9995754 -3.8379310 -1.279303
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.319751 0.5705879 -1.0172368 0.4478679
#> lag1_var2 1.494232 1.9309222 -1.1824480 4.1880492
#> lag1_var3 3.287865 3.0719672 -0.9378867 7.6122973
#> lag1_var4 -2.360855 2.9065991 -6.4835715 1.5608542
#> const 10.197849 7.3924748 1.5517094 21.7083970
#> exo1 -3.060583 0.6148176 -3.7837960 -2.0553052
#> exo2 0.917368 1.3923348 -0.9087988 2.7993191
#> exo3 1.918692 0.7326925 0.9555139 2.8851358
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.02118454 0.4471312 -1.6761257 -0.5778218
#> lag1_var2 3.98604914 1.2126087 2.6231037 5.5511262
#> lag1_var3 6.34514558 1.9229715 4.1556317 8.8001754
#> lag1_var4 -5.15476521 1.8240602 -7.4971586 -3.0272378
#> const 10.02629861 5.0736921 3.6103669 17.6154702
#> exo1 -0.06908472 0.4837730 -0.8806360 0.3202867
#> exo2 0.41637216 0.6564001 -0.3734530 1.3548286
#> exo3 0.59752819 0.7084779 -0.2234259 1.7784237
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009547361 0.002525302 0.0001259757 0.004562643
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008451813 0.01568682 -0.03154088 -0.002008547
#> Sigma[2,2] 0.311922465 0.09173737 0.23362271 0.461359751
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007343529 0.01483303 0.001288297 0.02894846
#> Sigma[3,2] -0.287630597 0.09144024 -0.439865409 -0.21466617
#> Sigma[3,3] 0.325140947 0.09573591 0.227687975 0.48789800
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002105146 0.005243851 -0.0002465136 0.01002087
#> Sigma[4,2] -0.093745858 0.042306076 -0.1659950636 -0.04964407
#> Sigma[4,3] 0.149403848 0.046718042 0.0939335164 0.21825624
#> Sigma[4,4] 0.094578682 0.025229690 0.0656068158 0.13436578
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998155539 0.01828918 0.96652979 1.01107178
#> lag1_var2 0.039684206 0.05334311 -0.02145490 0.13024766
#> lag1_var3 0.064885566 0.08733000 -0.03335365 0.21316457
#> lag1_var4 -0.067147467 0.07925806 -0.20071411 0.02515840
#> const 0.238992335 0.10552479 0.09400730 0.36528157
#> exo1 0.005885107 0.01540060 -0.01447977 0.02801839
#> exo2 -0.052938670 0.01764845 -0.08011336 -0.03311208
#> exo3 0.036527275 0.03626725 0.01607254 0.09132715
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7970669 0.2528035 -1.1358787 -0.5000105
#> lag1_var2 1.4446627 1.3606158 -0.5265127 3.1500518
#> lag1_var3 0.7892992 2.2015837 -2.4377289 3.4980865
#> lag1_var4 -0.4873848 2.1373835 -3.1050278 2.5828517
#> const 2.8003717 4.6015506 -1.6771277 10.8011422
#> exo1 -0.3171978 0.2930213 -0.7194467 0.0782522
#> exo2 1.3487226 0.4376200 0.9270521 2.0871139
#> exo3 -1.0977307 0.4941285 -1.7062880 -0.3597876
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0484787 0.3805863 0.5979895 1.4765671
#> lag1_var2 -0.4770199 1.5681794 -2.5700308 1.6422577
#> lag1_var3 0.2790208 2.4986933 -3.0625542 3.6694218
#> lag1_var4 0.2980146 2.3921489 -2.9486681 3.5603917
#> const -1.4290377 4.1482856 -7.6815484 2.7675591
#> exo1 0.5070045 0.3112602 0.1707673 0.9399918
#> exo2 -1.8618455 0.3265893 -2.3189024 -1.4714073
#> exo3 1.4606116 0.5522164 0.6732544 2.2130993
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5586156 0.2481650 0.28952934 0.9108498
#> lag1_var2 0.1307209 0.8231796 -1.04549493 1.1529593
#> lag1_var3 0.3083714 1.2896192 -1.53210806 1.8967953
#> lag1_var4 0.4673956 1.2096257 -1.01305659 2.1766285
#> const -0.4621248 2.4078285 -4.04133801 2.3530853
#> exo1 0.3146928 0.1748837 0.07915676 0.5392125
#> exo2 -1.0275582 0.1496653 -1.21449440 -0.8145875
#> exo3 0.8103217 0.2680452 0.49634888 1.2024829
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005612581 0.0009336989 0.0001951366 0.001944395
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009001847 0.005446623 -0.00377353 0.007432054
#> Sigma[2,2] 0.2223660849 0.058326615 0.16831730 0.328112206
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003377584 0.005472011 -0.0006972525 0.01179466
#> Sigma[3,2] -0.176064200 0.052229984 -0.2530587037 -0.11380225
#> Sigma[3,3] 0.322151399 0.059201611 0.2384237412 0.39361891
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002889079 0.008768672 -0.001912957 0.01599817
#> Sigma[4,2] -0.046830503 0.050862585 -0.092808973 0.03407719
#> Sigma[4,3] 0.229713728 0.054930180 0.168858990 0.30185889
#> Sigma[4,4] 0.213017260 0.070454640 0.146236667 0.31949768
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99373813 0.007338368 0.98404054 1.003555583
#> lag1_var2 0.04748256 0.048629398 -0.02277513 0.097747283
#> lag1_var3 0.05875969 0.077022945 -0.04830020 0.139057613
#> lag1_var4 -0.06228000 0.074698918 -0.13918567 0.041708925
#> const 0.32882481 0.123990052 0.15037222 0.476059143
#> exo1 -0.01527199 0.026464942 -0.06250091 0.006809252
#> exo2 -0.07185055 0.017340762 -0.09203480 -0.043859143
#> exo3 0.03217446 0.014145714 0.01688463 0.054759114
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4525574 0.2817617 -0.8008787 -0.04830191
#> lag1_var2 1.8218119 1.8429783 -1.0855993 3.57282779
#> lag1_var3 2.3446813 3.0262490 -2.4218916 5.24054920
#> lag1_var4 -2.0970872 2.9433977 -4.9462420 2.52310269
#> const 0.2423843 3.9407793 -5.0499905 5.21983633
#> exo1 -0.8978783 0.5082583 -1.6049951 -0.15829150
#> exo2 0.2486307 0.3276156 -0.1747826 0.72699964
#> exo3 1.0192189 0.5414408 0.3190171 1.75376213
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7308304 0.4091318 0.08339335 1.1951679
#> lag1_var2 -0.8328664 1.8636242 -2.67466429 2.0865982
#> lag1_var3 -1.0225100 3.0548129 -3.94390114 3.7576248
#> lag1_var4 1.6383510 2.9433996 -3.01702535 4.4164183
#> const 1.6351144 4.2587666 -4.07795058 6.8492842
#> exo1 0.6369695 0.5894637 -0.27566117 1.2578505
#> exo2 -0.5930026 0.2641419 -1.00706897 -0.2805059
#> exo3 -0.3939350 0.6952460 -1.45835472 0.3838828
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45019458 0.4165706 -0.0941845 1.0207387
#> lag1_var2 -0.02940789 1.3316817 -1.9729459 1.4755373
#> lag1_var3 -0.10505773 2.2752862 -3.3775526 2.4077180
#> lag1_var4 0.88527849 2.1416906 -1.4949683 3.9793408
#> const 1.05239335 3.3164990 -3.5846550 4.6151631
#> exo1 0.11393619 0.4251540 -0.4936696 0.6450222
#> exo2 -0.45732393 0.2941962 -0.9623445 -0.1461998
#> exo3 0.24256840 0.4886404 -0.5360172 0.7843792
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004788905 0.001700077 0.003247715 0.00735905
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001229082 0.003963614 -0.003301405 0.007200978
#> Sigma[2,2] 0.145749946 0.040293838 0.109160912 0.211798535
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03192439 0.01266668 -0.0524821 -0.01734771
#> Sigma[3,2] -0.03780465 0.04998519 -0.1070755 0.03241262
#> Sigma[3,3] 0.54441468 0.18372774 0.3099444 0.81712599
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03124570 0.01089295 -0.046757461 -0.01717947
#> Sigma[4,2] 0.08060489 0.06031741 0.003569468 0.15788710
#> Sigma[4,3] 0.54521549 0.19239605 0.293687915 0.83187101
#> Sigma[4,4] 0.64680288 0.21284711 0.368174914 0.95227300
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970387141 0.01518686 0.9504662 0.99186582
#> lag1_var2 0.195680602 0.08167817 0.1185585 0.31629317
#> lag1_var3 0.221221093 0.10984638 0.1171763 0.38478676
#> lag1_var4 -0.218447860 0.10339644 -0.3730750 -0.12116939
#> const 0.292849359 0.29112321 -0.1378601 0.60553710
#> exo1 -0.026505400 0.06365166 -0.1129411 0.05720888
#> exo2 0.003749716 0.06983696 -0.1160521 0.07104329
#> exo3 -0.055064773 0.06795941 -0.1436486 0.04740967
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01125781 0.1341106 -0.1544059 0.19144650
#> lag1_var2 -0.24680222 0.5137644 -1.0174669 0.35471249
#> lag1_var3 -1.27124002 0.6965385 -2.2998635 -0.46134132
#> lag1_var4 1.30636278 0.6644906 0.5407294 2.29315103
#> const 0.34560887 2.5703313 -3.3357989 3.96110531
#> exo1 0.21849117 0.3005370 -0.1773187 0.64596208
#> exo2 1.77713212 0.5155926 1.0998587 2.33748566
#> exo3 -0.51663859 0.3191268 -0.8964991 -0.05574167
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.595106e-01 0.2017789 -0.124618 0.4335050
#> lag1_var2 -5.906317e-01 0.7719791 -1.627072 0.5090279
#> lag1_var3 5.370274e-01 1.0493103 -0.847197 2.0801137
#> lag1_var4 4.395749e-01 1.0044649 -1.041658 1.7576888
#> const -7.629694e-01 5.4002838 -8.922767 6.7821110
#> exo1 -1.899358e-01 0.8159060 -1.146476 1.0327162
#> exo2 -2.316601e-05 0.7733720 -1.067184 0.9832336
#> exo3 -1.717230e+00 0.8410813 -2.527438 -0.2887078
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.156638446 0.1854284 -0.09168309 0.4008885
#> lag1_var2 -1.399386101 0.5930772 -2.35428829 -0.6968449
#> lag1_var3 -1.198288146 0.7909014 -2.45939531 -0.2338812
#> lag1_var4 2.220507819 0.7566077 1.30872698 3.4232721
#> const -1.800759117 6.0531648 -9.06617094 7.0564962
#> exo1 -0.000844947 0.8422106 -1.00974767 1.1688764
#> exo2 1.229462344 0.8943908 0.20414627 2.5556701
#> exo3 -2.215282326 0.8741745 -3.05847952 -0.7872553
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007756437 9.443941e-05 0.0006834678 0.0009227875
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001021148 0.0003818097 0.0004080688 0.001405755
#> Sigma[2,2] 0.025440540 0.0058778342 0.0187053888 0.035072403
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002266461 0.0009893114 -0.003587099 -0.0009843125
#> Sigma[3,2] -0.045393514 0.0156768686 -0.069935866 -0.0288914538
#> Sigma[3,3] 0.143011474 0.0434301622 0.091940882 0.2062167655
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001440355 0.0007727787 -0.002499682 -0.0004590992
#> Sigma[4,2] -0.026798134 0.0120384800 -0.044787575 -0.0127932433
#> Sigma[4,3] 0.111009879 0.0342523843 0.070666576 0.1643730330
#> Sigma[4,4] 0.092783155 0.0276872114 0.060783614 0.1391193809
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994771940 0.02002428 0.961285212 1.01787820
#> lag1_var2 0.111254849 0.09280571 -0.015863164 0.24593144
#> lag1_var3 0.136573648 0.11710933 -0.021518538 0.30430240
#> lag1_var4 -0.139191784 0.11365209 -0.302242769 0.01462239
#> const 0.343069447 0.24255957 0.005141401 0.65538314
#> exo1 -0.002014772 0.02273719 -0.028686500 0.03180672
#> exo2 -0.017237798 0.03302576 -0.063294249 0.02510190
#> exo3 0.014625577 0.03120174 -0.034604684 0.04534525
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02795558 0.0949201 -0.1338597473 0.121238672
#> lag1_var2 0.03790302 0.6256862 -0.7504182973 0.949182448
#> lag1_var3 -1.11917814 0.7833794 -2.1345450030 0.003298492
#> lag1_var4 1.11469139 0.7627840 0.0198401100 2.101088799
#> const 1.00755460 1.0983508 -0.5714155249 2.307756099
#> exo1 -0.42635530 0.1088893 -0.5741619237 -0.282229694
#> exo2 0.10314467 0.2046420 -0.1422773550 0.406198098
#> exo3 0.13731541 0.0921104 0.0009661007 0.242836724
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2464342 0.2136274 -0.03621719 0.5510212
#> lag1_var2 0.2269753 1.1054484 -1.16146966 1.6824178
#> lag1_var3 1.5417791 1.4413490 -0.26577576 3.4165823
#> lag1_var4 -0.5966585 1.3921752 -2.39469558 1.1438387
#> const -0.6485784 2.2323131 -3.17207113 2.6671340
#> exo1 0.6422407 0.3412876 0.27051452 1.1977446
#> exo2 -1.4886833 0.6826975 -2.46503352 -0.7697799
#> exo3 0.1023602 0.3578267 -0.43744801 0.5787009
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2027067 0.1717326 -0.02051509 0.4334391
#> lag1_var2 -0.0698258 0.7817327 -0.92804863 1.0006544
#> lag1_var3 0.2602749 1.0434858 -0.83915453 1.6963863
#> lag1_var4 0.6981880 1.0053679 -0.67197526 1.7649127
#> const -0.6943427 2.0661976 -3.12149778 2.7893373
#> exo1 0.3233011 0.3227494 0.02200693 0.8720439
#> exo2 -1.4391587 0.5642216 -2.25755998 -0.8369839
#> exo3 0.2115006 0.3436597 -0.28604075 0.6867180
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009832889 0.001676606 0.0001534326 0.004182041
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003711419 0.006164098 -0.0127478 0.002814672
#> Sigma[2,2] 0.456815988 0.114162607 0.3314000 0.629329445
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01236878 0.01847721 0.002588801 0.04731495
#> Sigma[3,2] -0.22043459 0.12756131 -0.424617673 -0.07737127
#> Sigma[3,3] 0.37187290 0.21515028 0.211598179 0.74105126
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01118052 0.01843771 0.0008821693 0.04631381
#> Sigma[4,2] 0.02054019 0.08322440 -0.1178220191 0.11088113
#> Sigma[4,3] 0.27577663 0.19590038 0.1085926181 0.62951646
#> Sigma[4,4] 0.30857531 0.19963455 0.1510333373 0.67029282
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990364371 0.02266310 0.9632336187 1.02541210
#> lag1_var2 -0.001004873 0.06389542 -0.1121979199 0.07212374
#> lag1_var3 -0.008023303 0.11799482 -0.2102685870 0.13038933
#> lag1_var4 0.008037611 0.10934292 -0.1181733870 0.19672047
#> const 0.249470986 0.13798035 0.0598976422 0.42653905
#> exo1 -0.005354548 0.01353230 -0.0203360712 0.01263237
#> exo2 -0.071092355 0.02688044 -0.1145556636 -0.04601994
#> exo3 0.041420967 0.02590010 0.0002498696 0.07482671
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27311143 0.4683457 -0.3018404 0.9126090
#> lag1_var2 0.76296502 1.2835176 -1.1210151 2.2786387
#> lag1_var3 -0.03455638 2.6477325 -3.8943379 2.9869247
#> lag1_var4 -0.14785817 2.4352455 -2.8939684 3.4854306
#> const 3.86514067 3.3961335 -1.0607344 7.6627375
#> exo1 -0.22929451 0.6997386 -1.3341976 0.5954451
#> exo2 0.04632899 0.5282308 -0.7564756 0.7627424
#> exo3 0.42020061 0.6897946 -0.5940352 1.2944250
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16563113 0.4768844 -0.4289990 0.8381237
#> lag1_var2 -0.41591487 1.0261226 -1.7701944 0.9964395
#> lag1_var3 -0.08941766 1.9467078 -2.7458812 2.4489069
#> lag1_var4 0.99904637 1.7315647 -1.3093189 3.3593598
#> const -0.73526333 3.2675604 -5.2391107 3.9299644
#> exo1 0.15300980 0.6858224 -0.5870087 1.1294782
#> exo2 -0.42511161 0.5259046 -1.0070999 0.3725635
#> exo3 0.51877316 0.6703210 -0.3227353 1.3860765
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28884573 0.4518594 -0.2720627 1.01013507
#> lag1_var2 -0.34921680 1.1796360 -1.8314697 1.33389363
#> lag1_var3 -0.75239223 2.2749336 -3.7014028 2.41952773
#> lag1_var4 1.58903508 2.0756334 -1.3322038 4.28525757
#> const 0.60464042 3.4370696 -3.3367862 5.98920323
#> exo1 0.03958013 0.5039773 -0.6446426 0.73615467
#> exo2 -0.41570051 0.3961972 -0.9505837 0.07563175
#> exo3 0.79628974 0.4999097 0.1342481 1.54301215
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001494566 0.003788901 0.000181856 0.006964787
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001678571 0.001057879 -0.003070866 -0.000299564
#> Sigma[2,2] 0.081389944 0.017686255 0.061671442 0.108766381
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003040418 0.005347269 0.0004672272 0.01130647
#> Sigma[3,2] -0.066657231 0.019666980 -0.0980917283 -0.04968120
#> Sigma[3,3] 0.077417586 0.024244479 0.0597381437 0.11752548
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001797413 0.004793911 -0.000289781 0.009024956
#> Sigma[4,2] -0.008363733 0.010711829 -0.024550602 0.003685110
#> Sigma[4,3] 0.029925443 0.011832977 0.018344729 0.049422977
#> Sigma[4,4] 0.024276855 0.007512051 0.016087442 0.034294198
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99111116 0.02223652 0.954312909 1.013772259
#> lag1_var2 -0.05336401 0.10013914 -0.140440292 0.093786957
#> lag1_var3 -0.08642330 0.13874883 -0.205527977 0.118242372
#> lag1_var4 0.09017413 0.12815083 -0.099377989 0.201616387
#> const -0.04042735 0.41661255 -0.685345840 0.219170485
#> exo1 0.02451841 0.03140962 -0.007086331 0.077950942
#> exo2 -0.03070641 0.04123381 -0.098761366 -0.001352873
#> exo3 0.02241767 0.02248767 -0.005390677 0.056952430
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08484478 0.1871432 -0.1799807 0.3255882
#> lag1_var2 0.56430480 0.7454803 -0.2886549 1.6654816
#> lag1_var3 -0.33030350 1.0262020 -1.5908276 1.1944653
#> lag1_var4 0.30534095 1.0003536 -1.1874622 1.5321884
#> const 0.14143456 2.0334510 -2.9834224 2.6000612
#> exo1 -0.09372007 0.1922743 -0.3907823 0.1679578
#> exo2 0.31112718 0.3227018 -0.0926690 0.7703474
#> exo3 0.38131965 0.3356324 -0.1474879 0.7759882
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29462746 0.1358943 0.0854679 0.4661646
#> lag1_var2 -0.48390856 0.7200205 -1.6144481 0.3832871
#> lag1_var3 -0.17605408 0.9891781 -1.7065584 1.0629614
#> lag1_var4 1.08719534 0.9870454 -0.1352759 2.6307991
#> const -0.67180706 2.3241568 -3.5206444 2.6843564
#> exo1 0.05323008 0.2088450 -0.1493314 0.3925871
#> exo2 -0.65038218 0.3097853 -0.9777843 -0.1843200
#> exo3 0.66077743 0.3389480 0.2940402 1.1543002
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35317839 0.1048636 0.2225827 0.5025617
#> lag1_var2 -0.34269146 0.5985849 -1.2290438 0.3999919
#> lag1_var3 -0.79017198 0.8143751 -1.9654863 0.2670034
#> lag1_var4 1.69309646 0.7922599 0.6852349 2.8532841
#> const -1.22030941 1.1481478 -2.6162290 0.5133410
#> exo1 -0.01462474 0.1329792 -0.1758251 0.1627610
#> exo2 -0.43287939 0.1471387 -0.6400342 -0.2519377
#> exo3 0.96870740 0.1550343 0.7166454 1.1283542
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005746833 0.0001366036 0.0003992107 0.0007659569
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008836785 0.0008987558 -0.0003476402 0.002136576
#> Sigma[2,2] 0.0532672544 0.0102851764 0.0392235880 0.066543129
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001206089 0.001077086 -0.0001125472 0.002695788
#> Sigma[3,2] -0.021443356 0.005260978 -0.0279281420 -0.013819393
#> Sigma[3,3] 0.046267405 0.010224307 0.0309930227 0.055852433
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002211318 0.001024924 0.001230666 0.003824387
#> Sigma[4,2] 0.024091311 0.009904620 0.010345691 0.036214164
#> Sigma[4,3] 0.030128375 0.013283203 0.011781915 0.045238169
#> Sigma[4,4] 0.053520651 0.014734806 0.036420261 0.072986172
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978214419 0.007948114 0.965523555 0.98637925
#> lag1_var2 0.068227700 0.031880523 0.030262705 0.12192906
#> lag1_var3 0.067988648 0.037051933 0.029862734 0.13219600
#> lag1_var4 -0.064611557 0.036618479 -0.127505954 -0.02663608
#> const 0.228071104 0.151105213 0.009221120 0.43284176
#> exo1 -0.004435356 0.028854612 -0.034896723 0.04167394
#> exo2 -0.025770616 0.031256658 -0.071517796 0.01172266
#> exo3 0.034472217 0.026218312 -0.002236133 0.06541013
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0168795 0.09031772 -0.11439642 0.1158353
#> lag1_var2 0.5341674 0.17485259 0.24608915 0.7017409
#> lag1_var3 -0.5055578 0.23708329 -0.92881047 -0.2988231
#> lag1_var4 0.5148289 0.23817408 0.29518800 0.9381201
#> const -0.8667628 1.91045072 -3.39117243 1.5332427
#> exo1 0.2011730 0.24777088 -0.15576202 0.5151342
#> exo2 0.1491350 0.17257687 -0.08920937 0.3574535
#> exo3 0.1463597 0.21905405 -0.17123773 0.4694679
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27238978 0.1067046 -0.4411510 -0.1449808
#> lag1_var2 0.13417170 0.3693230 -0.3374241 0.6653500
#> lag1_var3 0.84379093 0.4221984 0.3368913 1.4598697
#> lag1_var4 0.21023629 0.4106405 -0.3918881 0.7047255
#> const 0.60722452 1.9520834 -2.0731898 2.8993367
#> exo1 -0.05526723 0.1461247 -0.2243660 0.1637994
#> exo2 -1.85709095 0.1097071 -2.0162688 -1.7109843
#> exo3 -0.57153099 0.1699908 -0.7775716 -0.3027154
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3210522 0.08671878 -0.43955958 -0.1983503
#> lag1_var2 0.4937996 0.28032794 0.09388412 0.8424951
#> lag1_var3 0.3324054 0.25971928 -0.03135261 0.6705633
#> lag1_var4 0.7559378 0.24623209 0.43171340 1.1023291
#> const -0.9097843 1.14281473 -2.66654789 0.2147329
#> exo1 0.1249035 0.18905411 -0.12224952 0.3855600
#> exo2 -1.8286394 0.20067920 -2.12650986 -1.6190221
#> exo3 -0.5062959 0.18758208 -0.75802102 -0.2655153
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00011708 1.945625e-05 9.61902e-05 0.0001464898
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003262336 0.0003618931 -0.0008059254 0.0002189557
#> Sigma[2,2] 0.1206931201 0.0234527136 0.0896352515 0.1486557301
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002947087 0.001239998 -0.001159316 0.002166657
#> Sigma[3,2] -0.0731290241 0.042448190 -0.134688104 -0.028501616
#> Sigma[3,3] 0.2471917214 0.054897325 0.209162955 0.330709750
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000133263 0.001259416 -0.001308042 0.002005417
#> Sigma[4,2] -0.002308549 0.037283187 -0.058525357 0.041925149
#> Sigma[4,3] 0.214197548 0.040814413 0.183485521 0.278976955
#> Sigma[4,4] 0.223342225 0.036173265 0.178637976 0.272750206
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008874528 0.008248168 0.998708075 1.021823020
#> lag1_var2 -0.033872657 0.024271663 -0.066416683 -0.003087934
#> lag1_var3 -0.066663842 0.034252254 -0.114178046 -0.022256392
#> lag1_var4 0.060819477 0.032271621 0.018497036 0.105310767
#> const 0.150276964 0.081232628 0.038195041 0.238959570
#> exo1 0.003395376 0.010560940 -0.008131849 0.020045636
#> exo2 -0.035534772 0.013094358 -0.055338287 -0.017763266
#> exo3 -0.002558409 0.008055620 -0.013874462 0.008031752
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1265156 0.2173161 -0.1104062 0.4605621
#> lag1_var2 1.7533712 0.9733904 0.4446020 2.9660618
#> lag1_var3 1.6681791 1.5553431 -0.4739378 3.6430497
#> lag1_var4 -1.7126372 1.4665739 -3.5887192 0.3308890
#> const 0.1436173 1.4696377 -2.1806358 1.7943572
#> exo1 0.3881428 0.1711728 0.1446704 0.6069966
#> exo2 1.3408867 0.3696751 0.8404786 1.8425312
#> exo3 0.5921431 0.3408864 0.1339973 1.1127468
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1993383 0.3368961 -0.2734666 0.6719805
#> lag1_var2 -0.7874057 1.6745077 -2.9718238 1.6595988
#> lag1_var3 -0.5915306 2.6561279 -4.0908872 3.1567186
#> lag1_var4 1.4697809 2.5779642 -2.1243088 4.8898249
#> const 1.5716074 4.6045881 -4.7925377 7.2012661
#> exo1 -0.1180252 0.4077992 -0.6509582 0.3974471
#> exo2 -0.9284034 0.6362590 -1.7081991 -0.1566343
#> exo3 0.6243314 0.3325551 0.1089190 0.9182902
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2722814 0.3156159 -0.1174653 0.7393075
#> lag1_var2 -0.0644557 1.6600195 -2.2115863 2.2304390
#> lag1_var3 -0.1396718 2.6438481 -3.6219097 3.5651048
#> lag1_var4 1.0043887 2.5775512 -2.6013158 4.4179352
#> const 0.9406682 5.5516057 -6.9146189 7.8519838
#> exo1 0.1117388 0.3875684 -0.3579687 0.6726889
#> exo2 -0.1287776 0.4925672 -0.7398857 0.5445008
#> exo3 1.0414073 0.2887719 0.6006519 1.3509741
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002352739 0.000541974 0.001831099 0.003221823
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05013176 0.01385918 -0.07255079 -0.03570703
#> Sigma[2,2] 4.06597311 0.76081813 3.21583721 5.22596492
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03322744 0.009978902 0.022953 0.04600898
#> Sigma[3,2] -2.37565712 0.498478175 -3.074523 -1.71088645
#> Sigma[3,3] 1.84215259 0.383981099 1.292126 2.35382722
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007672192 0.006001422 0.002051887 0.01774765
#> Sigma[4,2] -0.272236381 0.277108177 -0.585193778 0.08221872
#> Sigma[4,3] 0.648565969 0.235743853 0.377363595 0.95070073
#> Sigma[4,4] 0.548461434 0.152277814 0.388883800 0.81481980
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98234399 0.03026920 0.94542852 1.032290045
#> lag1_var2 -0.02129859 0.04473612 -0.07786841 0.033647618
#> lag1_var3 -0.04842202 0.08570537 -0.15599836 0.055686280
#> lag1_var4 0.05517785 0.07828237 -0.04028963 0.156098829
#> const 0.05586974 0.27137740 -0.36577187 0.366962328
#> exo1 0.03152070 0.06395972 -0.05857758 0.115195593
#> exo2 -0.06551479 0.05587019 -0.15304558 0.003292734
#> exo3 0.05535422 0.05894741 -0.01647361 0.147870400
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5458097 1.553019 -1.7749947 2.4795894
#> lag1_var2 2.9909524 1.906528 -0.0592397 5.3805256
#> lag1_var3 4.5165914 3.632249 -1.2836347 9.0125599
#> lag1_var4 -4.7273552 3.198957 -8.4174253 0.3487024
#> const 1.0091474 16.423855 -24.3113716 16.9846492
#> exo1 -1.9519965 2.528187 -5.5331390 1.1969444
#> exo2 0.7950408 1.626362 -0.7388230 3.4507965
#> exo3 -0.4471643 2.607548 -3.7304673 3.1051311
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3839792 1.015709 -1.0556402 1.7106923
#> lag1_var2 -1.5241147 1.314669 -2.8636780 0.5832507
#> lag1_var3 -2.1462899 2.523846 -4.8231660 1.8609327
#> lag1_var4 2.9950555 2.287801 -0.5603097 5.3804765
#> const -2.2021758 9.727160 -15.2133687 12.1141968
#> exo1 1.6167170 1.414203 -0.1380968 3.6506228
#> exo2 -0.9470611 1.467620 -2.9124597 1.2808202
#> exo3 -0.4769459 1.926369 -3.3899263 1.4299557
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7351866 0.4562357 0.14435556 1.4157861
#> lag1_var2 -0.4245690 0.7880372 -1.66323903 0.4658621
#> lag1_var3 -0.6657027 1.5616768 -3.14963035 1.0790405
#> lag1_var4 1.3961813 1.4260272 -0.06600937 3.7365475
#> const -2.8203953 6.4407522 -11.62150721 5.1560826
#> exo1 0.6385513 0.3506787 0.20970338 1.2005239
#> exo2 -0.5245984 1.0904112 -1.81402308 1.2611134
#> exo3 -0.7423154 1.0166939 -2.33826612 0.5257933
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004268949 0.0001611471 0.0002907543 0.0006709291
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005414383 0.0003085434 -0.001014833 -0.0002273003
#> Sigma[2,2] 0.0064051835 0.0012746254 0.005125497 0.0083622255
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004041159 0.002368625 0.0009930684 0.007267767
#> Sigma[3,2] -0.011684042 0.007098608 -0.0219021195 -0.001809445
#> Sigma[3,3] 0.327555261 0.053521390 0.2584315234 0.388136415
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003712798 0.002449153 0.000662622 0.007031896
#> Sigma[4,2] -0.007329742 0.007213591 -0.017149346 0.003074613
#> Sigma[4,3] 0.322741737 0.055071992 0.250139677 0.388668172
#> Sigma[4,4] 0.321040005 0.056795884 0.245832728 0.392393301
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995137674 0.008562932 0.982547397 1.00723868
#> lag1_var2 0.051676692 0.073127143 -0.058056629 0.15005598
#> lag1_var3 0.056510173 0.088386277 -0.080451392 0.16738872
#> lag1_var4 -0.058141356 0.087413635 -0.167784809 0.07733879
#> const 0.257056015 0.128721882 0.087933083 0.45572028
#> exo1 0.020841397 0.019899256 -0.002147851 0.05078725
#> exo2 -0.087701233 0.032994269 -0.125773352 -0.03733317
#> exo3 -0.001736465 0.015917977 -0.021956786 0.01908052
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08141987 0.02623339 -0.11749605 -0.04465331
#> lag1_var2 0.85598876 0.20404195 0.57853462 1.09073669
#> lag1_var3 0.67416373 0.17897681 0.42304953 0.92020735
#> lag1_var4 -0.64641269 0.17771985 -0.88736539 -0.39062229
#> const 0.71604926 0.57116922 0.01228694 1.53194853
#> exo1 -0.03152110 0.06900425 -0.13010806 0.07411265
#> exo2 0.58336537 0.07537248 0.49999986 0.70914728
#> exo3 0.16179234 0.09392475 0.04743654 0.26992250
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4676335 0.2916703 0.07813020 0.8227785
#> lag1_var2 -1.2047047 1.2833870 -2.59857409 0.4168917
#> lag1_var3 -1.3807030 1.5231503 -3.02325449 0.8546111
#> lag1_var4 2.2853470 1.5240075 0.05290783 3.9453371
#> const -4.8782566 4.6275456 -11.13482166 1.0693765
#> exo1 0.8550389 0.5419017 0.31709868 1.7610851
#> exo2 -2.7295499 0.5012741 -3.45435849 -2.1337311
#> exo3 -0.4354945 0.5290818 -1.03266781 0.3611448
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4090196 0.2875247 0.02899558 0.7628959
#> lag1_var2 -0.7434178 1.2336175 -2.13612557 0.8342311
#> lag1_var3 -1.0746499 1.4795176 -2.68574899 0.9998630
#> lag1_var4 2.0085413 1.4814915 -0.06830749 3.6125318
#> const -4.9970203 4.6014382 -11.17752944 0.8472544
#> exo1 0.8434356 0.5324780 0.34085109 1.7439453
#> exo2 -2.3485358 0.4834943 -3.03939966 -1.7923837
#> exo3 -0.3219339 0.5548664 -0.95990740 0.5460981
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008470949 0.0001983114 0.0005981735 0.001142468
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02972323 0.009906099 -0.04145494 -0.01718647
#> Sigma[2,2] 3.09800653 0.527244207 2.58642170 3.93100323
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02917143 0.009084067 0.0175172 0.04045851
#> Sigma[3,2] -2.58143978 0.468933247 -3.3717005 -2.13866079
#> Sigma[3,3] 2.34879764 0.471597700 1.8503327 3.08086046
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008122702 0.003034062 0.003616286 0.01160146
#> Sigma[4,2] -0.319712450 0.214959639 -0.611863576 -0.01893246
#> Sigma[4,3] 0.486031932 0.204429506 0.196692446 0.76458503
#> Sigma[4,4] 0.277712915 0.065656216 0.203360528 0.37830115
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96456714 0.02220867 0.934920533 0.992085974
#> lag1_var2 0.12231858 0.06093347 0.051639462 0.210622498
#> lag1_var3 0.17043846 0.08274814 0.074184704 0.287866262
#> lag1_var4 -0.16283086 0.07664051 -0.272275243 -0.074279045
#> const 0.31217935 0.17107522 0.066158939 0.515071397
#> exo1 -0.04191670 0.02603900 -0.083017109 -0.009768982
#> exo2 -0.23610718 0.02390135 -0.260092043 -0.197789480
#> exo3 0.04285203 0.02715418 0.008606799 0.085003822
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4254706 1.282338 -1.2608492 2.041135
#> lag1_var2 1.5510487 4.350403 -4.9356044 6.897365
#> lag1_var3 1.1242766 5.901211 -7.5582862 8.515211
#> lag1_var4 -1.3235823 5.455607 -8.0475850 6.739965
#> const 7.6865284 11.175702 -6.4239561 23.756644
#> exo1 0.2715787 1.496032 -1.5364865 2.442794
#> exo2 2.6881301 1.202817 0.9211919 4.059568
#> exo3 -2.1408771 3.094757 -6.5296072 1.952350
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2331121 1.271450 -1.460480 1.725772
#> lag1_var2 2.2971535 4.241836 -2.854483 8.303733
#> lag1_var3 3.8871771 5.773131 -3.265367 11.924713
#> lag1_var4 -2.9549545 5.346863 -10.468606 3.605972
#> const -1.8596819 8.750985 -13.329382 10.433685
#> exo1 -0.3976207 1.603244 -2.353412 1.582638
#> exo2 -7.2071344 1.189803 -8.298660 -5.358521
#> exo3 -0.7702023 2.397770 -4.226783 2.348799
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5517706 0.4735973 -0.08617689 1.1873567
#> lag1_var2 3.3744349 1.4830198 1.64697260 5.6511642
#> lag1_var3 4.6381461 2.0210766 2.25986825 7.7271981
#> lag1_var4 -3.8435011 1.9122548 -6.82149115 -1.6492517
#> const 3.1177087 4.8549479 -4.24484220 8.0218187
#> exo1 -0.2121759 0.7973358 -1.22725074 0.8985811
#> exo2 -5.9120993 0.5126047 -6.62254005 -5.1408838
#> exo3 -2.6731436 0.7925922 -3.80920347 -1.5411611
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007292118 0.002169577 0.004713476 0.01052243
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02191718 0.02240833 -0.055746 0.004692387
#> Sigma[2,2] 2.74371867 0.85937847 2.045689 4.075007188
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01142784 0.01111043 -0.003804467 0.02476193
#> Sigma[3,2] -1.38295918 0.44534984 -2.087528849 -1.02601135
#> Sigma[3,3] 0.73704003 0.22837057 0.559833137 1.10725515
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005827334 0.004090349 -0.003870186 0.006725947
#> Sigma[4,2] -0.0116273987 0.054132878 -0.082127795 0.062173779
#> Sigma[4,3] 0.0527106076 0.024988949 0.020757475 0.084889303
#> Sigma[4,4] 0.0556467795 0.011261480 0.043738998 0.073332337
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9472507629 0.03527881 0.90050948 0.99788386
#> lag1_var2 0.0058285332 0.06440117 -0.06317137 0.09024750
#> lag1_var3 0.0097027002 0.12461583 -0.12424101 0.17788202
#> lag1_var4 0.0005309980 0.11151006 -0.14454358 0.11856457
#> const 0.7323924408 0.83540513 -0.34909720 1.67116543
#> exo1 0.0008457943 0.07755044 -0.10269167 0.09843064
#> exo2 -0.0185042597 0.09007202 -0.12083538 0.11151214
#> exo3 0.0871207435 0.07197274 0.01467831 0.20268915
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1196533 0.5651623 1.335540 2.945463
#> lag1_var2 -4.0291142 0.7791867 -5.071980 -2.954941
#> lag1_var3 -9.7744348 1.5851661 -11.918803 -7.577782
#> lag1_var4 8.8318936 1.3493885 6.997558 10.729115
#> const -1.2007154 15.8015485 -25.686951 20.042627
#> exo1 -3.8773286 0.9716464 -5.095152 -2.499529
#> exo2 0.6719525 1.5011380 -1.024521 3.113816
#> exo3 -0.1481513 1.2614717 -1.956542 1.167201
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9416076 0.3005400 -1.4525802 -0.6446101
#> lag1_var2 2.3395344 0.3881062 1.8497781 2.9659900
#> lag1_var3 5.5769552 0.7874603 4.6075298 6.8531004
#> lag1_var4 -4.1808127 0.6762373 -5.2965202 -3.3622424
#> const 1.9735876 8.2591286 -8.2642276 15.0775119
#> exo1 2.0003240 0.5906830 1.0709802 2.7998897
#> exo2 -1.5405206 0.8151622 -2.8660339 -0.7175897
#> exo3 0.1003310 0.5744238 -0.5893027 0.9320431
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13810390 0.1182394 -0.01840867 0.2901766
#> lag1_var2 -0.15879087 0.1982116 -0.43006330 0.1198610
#> lag1_var3 -0.26526142 0.3851623 -0.79617383 0.2758992
#> lag1_var4 1.20164601 0.3424448 0.71691589 1.6672920
#> const 0.46237711 1.5450778 -1.62583211 2.3911975
#> exo1 0.01460920 0.3017778 -0.45113012 0.3910210
#> exo2 -1.42454942 0.1908381 -1.73738432 -1.2446154
#> exo3 0.05634671 0.2178176 -0.12815528 0.4484431
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002699731 0.0009535883 0.001983221 0.004300045
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07639638 0.04415051 -0.1453879 -0.05018988
#> Sigma[2,2] 4.77040630 2.03645854 3.1283777 7.95969630
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04523212 0.02700565 0.03009196 0.08788357
#> Sigma[3,2] -2.79221677 1.23219183 -4.70235107 -1.89143579
#> Sigma[3,3] 1.67798765 0.75055662 1.14508341 2.86419633
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001375685 0.001600723 -0.002095481 0.002382045
#> Sigma[4,2] 0.0545819779 0.106788542 -0.081806258 0.197057058
#> Sigma[4,3] 0.0168765089 0.054992003 -0.056468868 0.089316286
#> Sigma[4,4] 0.0555702578 0.014355060 0.041387040 0.080976137
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05524599 0.02923017 1.010670714 1.09070088
#> lag1_var2 -0.19030704 0.08468318 -0.331671262 -0.08959152
#> lag1_var3 -0.33640960 0.14496328 -0.578661844 -0.16344481
#> lag1_var4 0.32025372 0.13833374 0.154348496 0.55115467
#> const -0.45349972 0.36233083 -0.971556955 -0.01829609
#> exo1 0.04795102 0.04555860 0.001320472 0.11417524
#> exo2 0.01904953 0.04058858 -0.033802260 0.07376088
#> exo3 0.02426582 0.04274131 -0.033894698 0.07900496
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9942173 1.820771 -3.6066421 1.279279
#> lag1_var2 4.7757395 3.595127 -0.9425903 8.631924
#> lag1_var3 6.8908816 6.178805 -2.8821554 13.649513
#> lag1_var4 -6.8865140 5.680949 -12.9314888 2.121717
#> const 27.7462750 19.383076 10.8662740 59.209217
#> exo1 -0.4703087 1.589061 -2.3968230 1.857236
#> exo2 -0.8611985 2.087836 -3.9461715 1.660838
#> exo3 -0.1826185 1.539718 -1.6407119 2.349516
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3026490 1.1832521 -0.03200835 3.015922424
#> lag1_var2 -3.9004420 2.1447708 -6.01417463 -0.462016341
#> lag1_var3 -5.8870474 3.6791133 -9.58121812 -0.005751287
#> lag1_var4 6.5958818 3.3737714 1.18309456 9.891703248
#> const -16.3028049 13.2523945 -37.58088581 -4.794128281
#> exo1 0.3968849 0.9705495 -1.06087519 1.568506525
#> exo2 0.3249016 1.4061892 -1.41084315 2.405237637
#> exo3 0.3031080 0.8223408 -1.03881470 1.067726320
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7810018 0.1922477 0.5430132 1.0869576
#> lag1_var2 -1.6085331 0.3041643 -2.0542404 -1.1842388
#> lag1_var3 -2.7093771 0.5234015 -3.4811457 -1.9842892
#> lag1_var4 3.4083151 0.4715489 2.7438588 4.1038661
#> const -0.7102297 2.2223667 -4.4075664 0.8636245
#> exo1 0.1317092 0.1398113 -0.0398286 0.3445632
#> exo2 -0.2067005 0.3377061 -0.6744919 0.2104957
#> exo3 0.1972706 0.2629890 -0.1489020 0.5713560
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002536329 0.004124969 0.0008262378 0.008634409
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0132752 0.006397967 -0.02158104 -0.004018522
#> Sigma[2,2] 0.9790916 0.236572160 0.68515447 1.308916740
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0158779 0.01488538 -0.001207912 0.04036405
#> Sigma[3,2] -0.3930903 0.32300138 -0.825469105 0.09960645
#> Sigma[3,3] 1.2838319 0.32498607 0.887415605 1.75094712
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008980046 0.01749138 -0.008591913 0.03668575
#> Sigma[4,2] 0.215385925 0.33208620 -0.145884854 0.70912922
#> Sigma[4,3] 1.162991087 0.30140670 0.766350820 1.58627779
#> Sigma[4,4] 1.434762812 0.36344004 0.995205203 2.00029152
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01725123 0.03470008 0.973333101 1.063441546
#> lag1_var2 -0.02716047 0.06183859 -0.103593111 0.066072558
#> lag1_var3 -0.05276727 0.10162849 -0.169346726 0.106054269
#> lag1_var4 0.04083733 0.08868863 -0.101125904 0.136623043
#> const 0.34895927 0.34519975 0.013837169 0.871779605
#> exo1 -0.03671803 0.02895895 -0.076037701 0.005929195
#> exo2 -0.13372653 0.05344223 -0.201635854 -0.059222034
#> exo3 0.08202041 0.04997552 0.003282083 0.137357001
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7927500 0.6567220 -1.5261482 0.3008663
#> lag1_var2 3.1649757 1.3508962 1.1751540 4.8971270
#> lag1_var3 4.1928461 2.3392017 0.7009203 7.2207038
#> lag1_var4 -3.8770678 2.1259603 -6.6838415 -0.7418239
#> const 1.0026912 4.5050154 -5.6152951 6.3666862
#> exo1 -0.5361767 0.8660534 -1.6403403 0.4147554
#> exo2 2.2542123 1.0518728 1.0162044 3.6150655
#> exo3 -0.2585402 1.5695113 -2.2929871 1.9537087
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5099996 0.8021149 -1.508140 0.7147036
#> lag1_var2 0.1144363 1.4529693 -1.787913 2.0436740
#> lag1_var3 0.9865821 2.5269180 -2.346435 4.3618861
#> lag1_var4 0.1188663 2.3040910 -2.955452 3.2005670
#> const 3.7079113 7.8583672 -7.343138 12.1531720
#> exo1 0.9407956 1.2988204 -1.197361 2.1611582
#> exo2 -14.5646917 1.2957045 -16.306201 -12.8743242
#> exo3 3.8742215 0.8146689 2.648473 4.9081470
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0871616 0.8020546 -2.2177996 0.01259987
#> lag1_var2 1.6836610 1.3415417 -0.1556683 3.58032757
#> lag1_var3 2.9658287 2.3418165 -0.1942152 6.29942019
#> lag1_var4 -1.6223441 2.1593421 -4.7094349 1.28548747
#> const 3.6449347 9.8880220 -11.7338632 14.58252427
#> exo1 0.6954497 1.3607037 -1.4833975 2.09536728
#> exo2 -14.6083822 1.3294359 -16.4232114 -12.86873036
#> exo3 4.1521127 0.9555514 2.6701103 5.29099946
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002911088 0.0001713137 0.0001428032 0.0005810754
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002484245 0.001655946 -0.005232435 -0.0006143424
#> Sigma[2,2] 0.141048718 0.024267157 0.105753642 0.1689700019
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009817052 0.001745388 -0.001876052 0.002871999
#> Sigma[3,2] -0.0688816083 0.044241342 -0.121572769 -0.007074094
#> Sigma[3,3] 0.4159300508 0.077442338 0.332019274 0.533114796
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007756187 0.00155274 -0.003285407 0.001055526
#> Sigma[4,2] 0.0317915654 0.05135949 -0.017085102 0.108649512
#> Sigma[4,3] 0.3814976236 0.07014116 0.306653117 0.491556222
#> Sigma[4,4] 0.4197563626 0.07475866 0.324025749 0.534705601
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00395644 0.007395300 0.993676751 1.01449744
#> lag1_var2 -0.02371823 0.049834167 -0.106358888 0.02794045
#> lag1_var3 -0.03886087 0.070818832 -0.159291717 0.03335900
#> lag1_var4 0.03462232 0.068115482 -0.034450904 0.15046484
#> const 0.22913843 0.172910089 0.005620462 0.50526050
#> exo1 0.01518374 0.012751039 -0.001552740 0.03364947
#> exo2 -0.12188666 0.009729975 -0.134743337 -0.10805062
#> exo3 0.00424992 0.021355631 -0.019036744 0.03708037
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1180763 0.1595310 -0.1259531 0.2760506
#> lag1_var2 1.0836286 0.8855463 -0.2160661 2.2000083
#> lag1_var3 0.7259070 1.2632137 -1.1095197 2.3991693
#> lag1_var4 -0.7369024 1.2194497 -2.3544813 1.0529199
#> const -0.8406195 3.6093905 -5.3088556 4.7116224
#> exo1 -0.1129827 0.3015013 -0.4648230 0.3682901
#> exo2 4.5081068 0.4695079 3.9099176 5.2254539
#> exo3 -0.3005148 0.6343336 -1.0194890 0.6465212
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16747021 0.2866472 -0.2611431 0.5109370
#> lag1_var2 0.37707967 1.4879807 -1.3889699 2.3661985
#> lag1_var3 0.22269962 1.8996687 -2.0857871 2.6981736
#> lag1_var4 0.68456681 1.8545501 -1.7299692 2.9466392
#> const 0.06327076 6.4749829 -7.3207984 10.2656876
#> exo1 0.11874351 0.4377913 -0.5187866 0.6627157
#> exo2 -5.40310610 0.4877621 -6.0686285 -4.8199468
#> exo3 2.05598233 0.7644710 0.9373105 3.0593213
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24456066 0.2687775 -0.1452789 0.5756766
#> lag1_var2 0.85063120 1.6503632 -1.1675438 3.0830056
#> lag1_var3 0.29000474 2.1752008 -2.4041793 3.2947243
#> lag1_var4 0.62210926 2.1243805 -2.3145919 3.2342061
#> const -1.33024171 6.5243750 -10.3078180 7.5280827
#> exo1 0.04307266 0.4863077 -0.6754499 0.7443559
#> exo2 -2.20723715 0.5504789 -2.9687452 -1.5028522
#> exo3 1.99784962 0.7625684 1.2605140 3.3125647
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004902845 7.628875e-05 0.0003865209 0.0006012836
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01686371 0.006361062 -0.02606889 -0.008933921
#> Sigma[2,2] 1.38673125 0.518459695 0.78519857 2.140657927
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008476004 0.003731522 0.003987193 0.01422255
#> Sigma[3,2] -0.793004838 0.303351936 -1.244115069 -0.42126516
#> Sigma[3,3] 0.698301813 0.233296153 0.422278528 1.03782251
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002689567 0.001643102 -0.005187494 -0.0008507526
#> Sigma[4,2] 0.107209632 0.147942241 -0.092273472 0.3173208775
#> Sigma[4,3] 0.208930184 0.117884360 0.068845521 0.4013330968
#> Sigma[4,4] 0.307036320 0.047078136 0.250668614 0.3787198054
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976064241 0.01066273 0.965134104 0.99244475
#> lag1_var2 0.017462078 0.02900203 -0.027395034 0.04558387
#> lag1_var3 0.023954232 0.04463369 -0.044477927 0.06714514
#> lag1_var4 -0.016947276 0.04103946 -0.055679427 0.04771835
#> const 0.223839855 0.21749152 -0.070700591 0.50970573
#> exo1 0.006115432 0.02561294 -0.033875574 0.03923704
#> exo2 -0.062728947 0.01667767 -0.089320995 -0.04431363
#> exo3 0.044130821 0.02958206 0.006203645 0.07647794
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3682305 0.4091622 -0.10951079 1.037561459
#> lag1_var2 -1.1913728 1.4369265 -3.23937341 0.887795073
#> lag1_var3 -3.0135653 2.1750599 -6.28851577 -0.002286499
#> lag1_var4 2.8606677 2.0131244 0.04189857 5.862289414
#> const 1.6365964 8.7873629 -11.43030496 12.788954902
#> exo1 -0.7931980 0.9007037 -1.74001911 0.505159718
#> exo2 2.8355160 1.3117984 1.44278267 4.768308890
#> exo3 1.3560403 1.4463297 -0.16912170 3.578787368
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6164760 0.4483692 -1.1158498 -0.05523837
#> lag1_var2 3.3222905 1.2664513 1.5349676 4.77038566
#> lag1_var3 5.6954539 1.8763359 3.0894560 7.77032973
#> lag1_var4 -4.4830957 1.6762978 -6.3222851 -2.10454331
#> const 1.0742449 4.9659805 -6.2297327 6.81902905
#> exo1 0.9408542 0.4786153 0.3104474 1.60280392
#> exo2 -5.5606656 0.8426395 -6.6805791 -4.33391527
#> exo3 -0.5501790 1.0130872 -1.9263767 0.85120468
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4469765 0.3677800 -0.93248171 0.06921505
#> lag1_var2 2.3559214 0.8548789 1.46978383 3.76715251
#> lag1_var3 3.4177752 1.2856550 2.10902339 5.54365960
#> lag1_var4 -2.2637476 1.1514487 -4.17261662 -1.09451215
#> const 1.2934935 3.8132557 -4.54504404 5.97164791
#> exo1 0.4605228 0.4455022 -0.03537421 1.13748091
#> exo2 -4.3233741 0.5660690 -5.06786671 -3.64531502
#> exo3 0.3475131 0.6619117 -0.49760575 1.18568072
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001588055 0.0003075619 0.001215635 0.001989283
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04179516 0.007891284 -0.05253354 -0.03068077
#> Sigma[2,2] 2.44362508 0.431239367 1.87532971 3.01358073
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03907209 0.004671353 0.03213659 0.0436753
#> Sigma[3,2] -1.77653120 0.257986643 -2.12480330 -1.4335288
#> Sigma[3,3] 1.72599104 0.226567340 1.48078211 2.0922553
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01249729 0.006135588 0.004224399 0.02139169
#> Sigma[4,2] -0.14311339 0.131689254 -0.346468031 0.01733682
#> Sigma[4,3] 0.59680837 0.180572549 0.399513453 0.89532835
#> Sigma[4,4] 0.56847768 0.149354259 0.369834366 0.76488740
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90508712 0.05015580 0.83951053 0.9725141201
#> lag1_var2 0.22242541 0.08488686 0.09376787 0.3063421165
#> lag1_var3 0.32595509 0.12520488 0.13609739 0.4520177773
#> lag1_var4 -0.30068314 0.11152444 -0.41047428 -0.1314151347
#> const 0.41076464 0.41845598 -0.18032828 0.9062835804
#> exo1 0.01496291 0.03657680 -0.03953944 0.0604429745
#> exo2 -0.16413023 0.04282125 -0.21650603 -0.1016777748
#> exo3 -0.06257150 0.04742610 -0.12091909 0.0006056031
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4125879 1.123625 0.9411587 3.877306
#> lag1_var2 -5.1491210 1.931745 -8.5199282 -3.556552
#> lag1_var3 -8.7933143 2.862437 -13.7925051 -6.433355
#> lag1_var4 8.1484760 2.571977 6.0267986 12.688237
#> const -8.7522145 10.498577 -24.4894937 4.983112
#> exo1 -0.2343983 1.223680 -1.6564593 1.843293
#> exo2 2.1768778 1.279145 0.2082230 3.792389
#> exo3 1.8686437 2.194128 -1.1463963 5.056261
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9069671 0.8775661 -3.370064 -1.0134489
#> lag1_var2 5.2951569 1.2402319 4.048217 7.3065445
#> lag1_var3 8.5745557 1.8659939 6.676591 11.5925146
#> lag1_var4 -7.1188249 1.7041170 -9.868873 -5.4250087
#> const 10.3747130 10.1338870 -2.969594 25.4690634
#> exo1 0.3824401 1.0424561 -1.220949 1.5791124
#> exo2 -3.6279026 0.9052870 -4.867192 -2.3705803
#> exo3 -2.4812124 1.6753860 -5.143945 -0.5260774
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4065879 0.5161004 -1.1327439 0.26818965
#> lag1_var2 1.7043981 0.7440633 0.7098491 2.69613785
#> lag1_var3 2.4547789 1.1227362 0.9461371 3.96255512
#> lag1_var4 -1.3850817 0.9969003 -2.7387946 -0.09054678
#> const 3.9301551 6.4230827 -3.3751199 13.58698509
#> exo1 0.2658302 0.5662696 -0.4649199 1.07546993
#> exo2 -2.4832564 0.5365991 -3.1615460 -1.62638341
#> exo3 -1.4790105 0.8658319 -2.7271746 -0.39514189
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008120377 0.0002418353 0.0005654295 0.001198684
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002847172 0.003069674 -0.007276293 0.0007086253
#> Sigma[2,2] 0.217430630 0.046304111 0.150812118 0.2763116153
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001387832 0.001931563 -0.00253578 0.002532004
#> Sigma[3,2] -0.1070393580 0.036488492 -0.15652400 -0.055547666
#> Sigma[3,3] 0.1624883108 0.049899899 0.09649567 0.230789119
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001864027 0.002371524 -0.005289614 0.001284257
#> Sigma[4,2] 0.037552386 0.037316467 -0.009074806 0.095635803
#> Sigma[4,3] 0.099467265 0.031043592 0.064238165 0.147146014
#> Sigma[4,4] 0.133326108 0.029623052 0.099903689 0.178140113
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958509635 0.03186213 0.90973407 0.990243929
#> lag1_var2 0.059908584 0.08657423 -0.05266425 0.173128160
#> lag1_var3 0.092115434 0.13043240 -0.07949021 0.260148082
#> lag1_var4 -0.082255598 0.12425257 -0.24059896 0.082147909
#> const 0.324682271 0.37422967 -0.04769366 0.955461055
#> exo1 -0.042302164 0.03371037 -0.07885964 0.005081742
#> exo2 -0.005476259 0.02226854 -0.03001204 0.030525540
#> exo3 0.011546716 0.03401068 -0.02464086 0.063976029
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03698631 0.3843932 -0.5488024 0.5634442
#> lag1_var2 1.58605400 1.5314460 -0.2755505 3.9118378
#> lag1_var3 1.10575169 2.2435588 -1.6426627 4.4977343
#> lag1_var4 -1.11941136 2.1336490 -4.3244481 1.4987538
#> const 1.01310123 1.6650792 -1.6817232 3.0737567
#> exo1 0.28512275 0.6127867 -0.5236755 1.1940637
#> exo2 0.75475636 0.4950639 0.1803406 1.3313750
#> exo3 -2.32037806 0.5758868 -3.2729550 -1.6750098
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4217752 0.5864041 -1.3993523 0.2081848
#> lag1_var2 2.1902050 2.0942897 -0.4660734 5.3441468
#> lag1_var3 4.3361018 3.0720422 0.3997929 8.8774554
#> lag1_var4 -3.2031950 2.9076555 -7.4591069 0.5531062
#> const 1.0515860 2.9180830 -3.5996333 4.0303108
#> exo1 -0.2744375 0.5219741 -1.1446914 0.2918509
#> exo2 -1.1740033 0.3098572 -1.6388552 -0.8378832
#> exo3 1.0701737 0.4565430 0.5490862 1.8311711
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.46234461 0.4891045 -1.2977916 0.02507967
#> lag1_var2 3.07944910 1.5568054 1.1504947 5.39267332
#> lag1_var3 4.83696429 2.3395872 1.8075181 8.18962176
#> lag1_var4 -3.67764647 2.2137471 -6.7925124 -0.77644685
#> const 0.93315708 3.0524699 -3.2816153 4.28061900
#> exo1 -0.08641314 0.4635983 -0.5398520 0.69128439
#> exo2 -0.74533433 0.4103947 -1.2620168 -0.13131580
#> exo3 -0.45976911 0.2040644 -0.7074107 -0.15454753
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007769375 0.000206127 0.0005618097 0.001104546
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001352391 0.002400438 -0.001689166 0.00524591
#> Sigma[2,2] 0.228998248 0.067952876 0.143599021 0.31148562
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00165912 0.005492976 -0.008932833 0.005934002
#> Sigma[3,2] -0.36167133 0.158773443 -0.585348349 -0.161786071
#> Sigma[3,3] 2.15796603 0.462380660 1.518113753 2.596388066
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004393982 0.004774385 -0.005858288 0.006859441
#> Sigma[4,2] -0.2158588142 0.128195435 -0.403205731 -0.053417551
#> Sigma[4,3] 1.9853548429 0.467322681 1.346767001 2.550947533
#> Sigma[4,4] 1.9084974805 0.495604533 1.260416240 2.570410047
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98414006 0.01367210 0.96860799 1.004009263
#> lag1_var2 0.03732572 0.10918337 -0.14075903 0.132888620
#> lag1_var3 0.04106156 0.15692890 -0.21530912 0.174014617
#> lag1_var4 -0.03806546 0.15411426 -0.16967355 0.212803951
#> const 0.16201454 0.15209222 -0.07768834 0.339096777
#> exo1 -0.02500208 0.02250068 -0.04665116 0.009235642
#> exo2 -0.06330051 0.02243195 -0.09262114 -0.032411132
#> exo3 -0.07810313 0.02643386 -0.11371082 -0.039152904
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2666078 0.2954054 -0.05786658 0.7354274
#> lag1_var2 -1.0806915 2.4838088 -4.80949469 0.9713410
#> lag1_var3 -2.5823082 3.5563256 -7.92837452 0.3948057
#> lag1_var4 2.5537480 3.4896828 -0.38980086 7.7770349
#> const -2.8226634 4.7392268 -7.92953608 3.6805513
#> exo1 0.1372418 0.4220347 -0.44337611 0.6434763
#> exo2 2.3065105 0.3919867 1.89166151 2.9045317
#> exo3 0.3713838 0.6994243 -0.48090335 1.4030947
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2480191 0.8083705 -1.4527447 0.6073612
#> lag1_var2 4.1983310 6.1775257 -1.2203672 13.2479027
#> lag1_var3 7.4560839 8.6864861 -0.1620077 19.9974890
#> lag1_var4 -6.5130128 8.5731371 -18.8516049 1.0578382
#> const 9.2628543 14.4991011 -6.5862991 28.4963154
#> exo1 1.7033275 1.4004063 -0.7605825 3.1223594
#> exo2 -0.8282232 1.3651910 -2.7298669 0.8961851
#> exo3 1.8217956 1.8180638 -1.1904374 3.8486790
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09677335 0.6392679 -1.07551339 0.6107787
#> lag1_var2 3.46295922 4.5419808 -0.66102950 10.0824486
#> lag1_var3 5.71372236 6.3292664 -0.09641917 14.7891626
#> lag1_var4 -4.77439302 6.2607221 -13.72268647 1.0085030
#> const 6.90864782 12.2003441 -6.00544465 23.2581630
#> exo1 1.88060430 1.3657372 -0.43533506 3.2607939
#> exo2 0.77904282 1.1787197 -0.79415875 2.2619460
#> exo3 2.18740588 1.5426960 -0.35674380 3.8884707
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001801635 0.0003483453 0.001239988 0.002232461
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009745271 0.01569889 -0.01030062 0.03209093
#> Sigma[2,2] 1.751722556 0.46349341 1.29714861 2.49207156
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01116956 0.01128756 -0.02646376 0.003091348
#> Sigma[3,2] -1.02333267 0.35919642 -1.59675506 -0.643758634
#> Sigma[3,3] 0.95135372 0.30843870 0.63625662 1.421954155
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006332566 0.005608682 -0.01402105 0.001404988
#> Sigma[4,2] 0.028832332 0.147396499 -0.18567155 0.211972778
#> Sigma[4,3] 0.426381991 0.136409671 0.30658063 0.660332108
#> Sigma[4,4] 0.557898771 0.083127295 0.45682459 0.692137999
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99092886 0.02075967 0.96211931 1.01703262
#> lag1_var2 0.02457081 0.02896316 -0.02091375 0.05773478
#> lag1_var3 0.03439834 0.04587218 -0.03506119 0.09335977
#> lag1_var4 -0.03203598 0.03880173 -0.07841029 0.02768428
#> const 0.02874999 0.29539873 -0.37083447 0.42396288
#> exo1 -0.01149455 0.04139092 -0.07514297 0.03355131
#> exo2 -0.10261055 0.04423468 -0.16689832 -0.04453209
#> exo3 0.07328734 0.03803951 0.01129356 0.11790964
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2335985 0.4299077 -0.3137537 0.8808541
#> lag1_var2 0.1539587 0.7488018 -1.0017806 1.0990591
#> lag1_var3 -0.9700499 1.0885411 -2.6516673 0.3500279
#> lag1_var4 0.9114598 0.8708519 -0.1530721 2.3066361
#> const 3.3261037 10.1904694 -10.7606426 16.9559424
#> exo1 -0.8238001 1.1187170 -2.1109116 0.9472661
#> exo2 0.6280636 1.4285169 -1.4647207 2.2961905
#> exo3 1.7222391 1.1344715 0.1916468 3.2314531
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8719707 0.3103860 0.430697170 1.25911124
#> lag1_var2 -0.5488339 0.5044471 -1.243223656 0.08053104
#> lag1_var3 -0.2623457 0.7750498 -1.312386074 0.60516668
#> lag1_var4 0.8679301 0.6048158 0.190193745 1.70667806
#> const -0.3470388 8.3497322 -11.426566512 11.02743254
#> exo1 1.2524036 0.9157280 -0.008948278 2.34489399
#> exo2 -2.3636777 1.2064652 -3.761755947 -0.54764031
#> exo3 0.1671496 0.7505662 -0.980437826 1.01841781
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2089334 0.2639928 0.90354761 1.6416147
#> lag1_var2 -1.2578899 0.4242621 -1.95342522 -0.7661743
#> lag1_var3 -2.2004063 0.6999965 -3.35604244 -1.4073632
#> lag1_var4 2.7048715 0.5899252 2.00255089 3.6470489
#> const 0.8647104 6.2844461 -7.00341254 9.2405963
#> exo1 0.8940684 0.6290244 0.06486024 1.7441240
#> exo2 -2.4591519 0.8069849 -3.39738862 -1.2244341
#> exo3 1.6331754 0.7023070 0.95632282 2.6448421
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006749747 0.001854965 0.004441169 0.009690336
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006648168 0.001321490 -0.001260192 0.002401634
#> Sigma[2,2] 0.0076870211 0.002922203 0.004734096 0.012685371
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002087444 0.002193015 -0.005463830 0.0004930216
#> Sigma[3,2] -0.005997959 0.001957847 -0.009279504 -0.0037855084
#> Sigma[3,3] 0.024811273 0.004380651 0.018626521 0.0299334516
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0017242683 0.002180735 -0.004747047 0.0011831284
#> Sigma[4,2] -0.0008329594 0.001085735 -0.002449014 0.0005587733
#> Sigma[4,3] 0.0218297042 0.004662922 0.016069368 0.0280417965
#> Sigma[4,4] 0.0224895087 0.004745796 0.016832677 0.0291692772
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87730259 0.06321772 0.78682607 0.9598201
#> lag1_var2 0.32350423 0.29151535 -0.10924379 0.7456466
#> lag1_var3 0.44330737 0.44738824 -0.18252689 1.1249943
#> lag1_var4 -0.41605502 0.44665123 -1.09010824 0.2123386
#> const 0.63851614 0.56769194 -0.05055589 1.3615952
#> exo1 0.04480449 0.10348438 -0.08378568 0.1851175
#> exo2 -0.02448858 0.12008637 -0.18826909 0.1367179
#> exo3 0.04113813 0.07155959 -0.04331921 0.1419492
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12372846 0.06637119 -0.1982917 -0.022619368
#> lag1_var2 0.20649999 0.34336207 -0.3249128 0.614800953
#> lag1_var3 -0.62461700 0.42269180 -1.2778948 -0.122695301
#> lag1_var4 0.68162529 0.42392077 0.1927492 1.353666772
#> const 0.43307789 0.64559680 -0.4862220 1.295233968
#> exo1 -0.07787268 0.04672379 -0.1170375 0.003273508
#> exo2 0.56741435 0.07847676 0.4568106 0.673773689
#> exo3 0.38580328 0.09777049 0.2757115 0.533266357
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39884658 0.14004656 0.2060786 0.5756594
#> lag1_var2 0.56909606 0.83331252 -0.4436911 1.6637923
#> lag1_var3 1.08777813 1.16965283 -0.3321180 2.5956437
#> lag1_var4 -0.25610522 1.19262014 -1.8258378 1.1716191
#> const 0.91834165 1.39826588 -0.7459846 3.1029334
#> exo1 -0.01324396 0.11634243 -0.1900263 0.1079349
#> exo2 -1.15692334 0.09841599 -1.3179768 -1.0649885
#> exo3 -0.65808636 0.11847770 -0.8182186 -0.4790672
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31221619 0.1199926 0.1672069 0.47153560
#> lag1_var2 0.40037015 0.7261290 -0.4842656 1.28598130
#> lag1_var3 0.15843354 1.0621022 -1.1369910 1.40279338
#> lag1_var4 0.72244360 1.0837752 -0.5791979 2.04028797
#> const 0.45051607 1.1992508 -0.8791364 2.36380626
#> exo1 -0.07792777 0.1084511 -0.2336566 0.06541196
#> exo2 -0.78007348 0.1009947 -0.9472010 -0.67744500
#> exo3 -0.40391558 0.1133795 -0.5209130 -0.25528005
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000232373 5.049492e-05 0.0001750919 0.000299745
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006644274 0.001121206 -0.008105405 -0.00519988
#> Sigma[2,2] 0.464232688 0.085703287 0.334059223 0.57154897
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005805198 0.001184682 0.004257661 0.007492422
#> Sigma[3,2] -0.390481778 0.075253555 -0.490595970 -0.282076395
#> Sigma[3,3] 0.416368974 0.071254308 0.318268524 0.501654104
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001558512 0.0006357447 0.000835635 0.002644428
#> Sigma[4,2] -0.093373123 0.0370407823 -0.137288244 -0.039373068
#> Sigma[4,3] 0.172093028 0.0370657675 0.111854974 0.217173175
#> Sigma[4,4] 0.118695100 0.0235102927 0.086441444 0.148260914
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002053487 0.01573785 0.98036753 1.02300779
#> lag1_var2 0.015449181 0.02941888 -0.01114630 0.05979236
#> lag1_var3 0.021596118 0.04570916 -0.02057694 0.09138476
#> lag1_var4 -0.025774581 0.04188708 -0.08774860 0.01464851
#> const 0.232054097 0.13091545 0.05910830 0.43186324
#> exo1 -0.006350088 0.01408761 -0.02474067 0.01376939
#> exo2 -0.073110814 0.01542660 -0.09152032 -0.05417109
#> exo3 0.023806060 0.02300702 -0.01060044 0.05015130
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3828908 0.8272082 -2.4299973 -0.4239464
#> lag1_var2 3.2503613 1.9017295 1.0456260 5.9439473
#> lag1_var3 3.7667640 2.9848131 0.3956734 8.0641887
#> lag1_var4 -3.2319614 2.7585181 -7.1669378 -0.2221362
#> const 4.8802696 5.5468844 -2.6400984 12.5500653
#> exo1 -0.2500165 0.4879440 -0.8609316 0.4488733
#> exo2 3.8594730 0.6486925 2.9943707 4.7460206
#> exo3 -0.6945671 0.9073529 -2.1930102 0.2335140
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1317443 0.6647768 0.2491202 1.9179252
#> lag1_var2 -1.9216575 0.9990584 -3.2365616 -0.7690465
#> lag1_var3 -2.1171116 1.5422876 -4.2638287 -0.3777673
#> lag1_var4 2.6566008 1.4094597 1.0870980 4.5804161
#> const -2.1148580 5.2395883 -9.6652027 4.4942943
#> exo1 0.3984724 0.3933243 -0.1394924 0.9727449
#> exo2 -4.0649022 0.6762396 -5.1732529 -3.3964530
#> exo3 1.4074705 0.7673552 0.6326604 2.6823291
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14920651 0.2531047 -0.25401621 0.4480157
#> lag1_var2 0.06442124 0.3798813 -0.50614944 0.5078062
#> lag1_var3 0.16308061 0.5855232 -0.71624036 0.8801016
#> lag1_var4 0.77323447 0.5592096 0.06409580 1.5881768
#> const 0.32969865 2.3841268 -3.84739899 2.9853299
#> exo1 0.24138223 0.2601028 -0.02618422 0.6846755
#> exo2 -1.69699994 0.4141818 -2.27089090 -1.0878305
#> exo3 1.07254903 0.2841420 0.65771857 1.3898431
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005397637 0.000127165 0.0004011677 0.0007288814
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007308859 0.002079984 -0.01040224 -0.004454955
#> Sigma[2,2] 0.219094521 0.057894699 0.14037699 0.296678267
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004569172 0.001360889 0.002936676 0.006618427
#> Sigma[3,2] -0.149708653 0.039070150 -0.207573752 -0.100386835
#> Sigma[3,3] 0.149499259 0.031911085 0.108654661 0.194724570
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002167306 0.0007030389 -0.0009260042 0.0008640730
#> Sigma[4,2] -0.0221110620 0.0153015476 -0.0399551404 -0.0005878827
#> Sigma[4,3] 0.0652156339 0.0220236185 0.0426719275 0.0991183813
#> Sigma[4,4] 0.0555493883 0.0172853984 0.0411380020 0.0839514129
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96630705 0.02475603 0.931770493 1.000888452
#> lag1_var2 0.09682285 0.06610674 -0.009823812 0.160543298
#> lag1_var3 0.16970584 0.10951905 -0.005303709 0.274065209
#> lag1_var4 -0.16144754 0.10421572 -0.256986607 0.006791025
#> const 0.32268701 0.22105132 -0.028735791 0.551631268
#> exo1 -0.02383416 0.01416689 -0.044304600 -0.004740658
#> exo2 -0.11240001 0.02633047 -0.147238311 -0.076635173
#> exo3 0.05486922 0.02591260 0.020778216 0.088263339
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2147299 0.4799279 -0.7374571 0.4881670
#> lag1_var2 1.2853195 1.4155268 -0.5895395 3.2761505
#> lag1_var3 0.6857468 2.3555569 -2.5431992 3.9685513
#> lag1_var4 -0.6101577 2.2464313 -3.7555361 2.4660580
#> const 1.2979288 2.7260030 -2.8259273 4.7921680
#> exo1 0.1525091 0.2550895 -0.2011076 0.4914625
#> exo2 0.4190222 0.4805908 -0.2162466 1.0978965
#> exo3 0.1279652 0.4670804 -0.5459314 0.7946501
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34080950 0.4016141 -0.92748949 0.1760561
#> lag1_var2 1.05725368 1.1758566 -0.62233572 2.5593541
#> lag1_var3 2.72175942 1.9789497 0.03884418 5.2912762
#> lag1_var4 -1.61594420 1.8954751 -4.06007311 0.9050354
#> const 1.29273815 3.2545882 -3.25239864 5.6857748
#> exo1 -0.11754654 0.3096140 -0.58986981 0.2479639
#> exo2 -0.98772679 0.4607081 -1.47145410 -0.2929897
#> exo3 0.09298372 0.4311567 -0.55011163 0.6339429
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52340864 0.1725797 -0.73302937 -0.2820423
#> lag1_var2 1.54206267 0.5188574 0.87579041 2.1861999
#> lag1_var3 2.66480140 0.8765000 1.51356278 3.7635220
#> lag1_var4 -1.47863373 0.8447458 -2.54494075 -0.3706755
#> const 1.24087828 2.0797352 -1.86609895 4.1357661
#> exo1 -0.02647851 0.1894885 -0.30610872 0.1973831
#> exo2 -0.79649559 0.2808813 -1.10081558 -0.3828191
#> exo3 0.18069249 0.2690401 -0.09337071 0.5556699
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001714138 3.359582e-05 0.0001342156 0.0002153257
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001602402 0.0007329869 -0.00261586 -0.000704886
#> Sigma[2,2] 0.167792173 0.0497729296 0.11894999 0.245035159
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -5.761301e-05 0.001179305 -0.001588304 0.001593187
#> Sigma[3,2] -9.176192e-02 0.032149068 -0.143955028 -0.052396101
#> Sigma[3,3] 4.475457e-01 0.106408214 0.309690990 0.588971349
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001187938 0.0009920348 -0.002598177 0.0001482141
#> Sigma[4,2] 0.021750718 0.0342633473 -0.022637976 0.0726908448
#> Sigma[4,3] 0.400002901 0.1144306939 0.238692835 0.5485640432
#> Sigma[4,4] 0.429871468 0.1156365935 0.272521459 0.5771265279
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97681484 0.008780659 0.963060897 0.98655706
#> lag1_var2 0.07320911 0.030820916 0.038503134 0.12278227
#> lag1_var3 0.09580676 0.045490301 0.045365882 0.16914004
#> lag1_var4 -0.09088535 0.043205789 -0.159687948 -0.04062682
#> const 0.28095869 0.120803546 0.143184493 0.46367954
#> exo1 0.01116909 0.012158487 -0.008296520 0.02175315
#> exo2 -0.04170189 0.014286290 -0.062566524 -0.02161817
#> exo3 0.02340981 0.013243183 0.007197487 0.04366247
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3025272 0.3021422 -0.0135475 0.7636375
#> lag1_var2 -1.0654715 0.8251400 -2.2228475 0.1066476
#> lag1_var3 -2.4815672 1.2793018 -4.1909368 -0.6576875
#> lag1_var4 2.3940464 1.2129938 0.6141803 4.0114892
#> const -0.7373423 3.5132514 -5.1879274 4.5440989
#> exo1 -0.2058438 0.4665244 -0.8347990 0.4681428
#> exo2 0.3826502 0.3388641 -0.1238276 0.8162777
#> exo3 0.4964001 0.4236807 -0.1113815 1.0044460
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56896779 0.4526966 0.04832773 1.3190676
#> lag1_var2 -0.06599036 1.5954122 -2.55090299 1.4940487
#> lag1_var3 0.61246161 2.3062399 -2.91198909 2.9115508
#> lag1_var4 0.12740378 2.2788697 -2.14168882 3.6613156
#> const 1.30560592 6.8755686 -6.74166678 11.6330407
#> exo1 0.68237453 0.4638673 -0.02278823 1.2784252
#> exo2 -0.73077851 0.7654686 -1.45531320 0.5576323
#> exo3 -0.19612803 0.5794353 -0.99752838 0.5945581
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77806900 0.4049407 0.3071815 1.4433205
#> lag1_var2 -1.11456465 1.5243885 -3.2800541 0.7390561
#> lag1_var3 -1.55292549 2.1753732 -4.6354689 1.0766628
#> lag1_var4 2.24304037 2.1572642 -0.3060598 5.2650587
#> const 0.03895975 6.4102604 -9.0803792 7.7403610
#> exo1 0.56359112 0.2841854 0.1443359 0.9072859
#> exo2 -0.48405431 0.7567082 -1.2418848 0.8274041
#> exo3 0.14197689 0.4775922 -0.5310225 0.7912076
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004483632 6.412038e-05 0.0003641595 0.0005352379
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01559379 0.002840145 -0.01880041 -0.01157464
#> Sigma[2,2] 1.12033370 0.182974789 0.84523924 1.30064137
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01243074 0.001705227 0.01016676 0.01489585
#> Sigma[3,2] -0.86400826 0.110081924 -0.97320957 -0.69462169
#> Sigma[3,3] 0.92005867 0.074817825 0.81119329 1.02446371
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003786029 0.001124052 0.002048378 0.005139631
#> Sigma[4,2] -0.242954050 0.060959996 -0.308159229 -0.147318686
#> Sigma[4,3] 0.465101667 0.051161264 0.387022821 0.527939797
#> Sigma[4,4] 0.357140422 0.062831719 0.283392895 0.434893255
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998504613 0.01484836 0.97999256 1.01864524
#> lag1_var2 0.005046210 0.03085011 -0.03601056 0.04868172
#> lag1_var3 0.015514843 0.05461409 -0.05897581 0.09213345
#> lag1_var4 -0.019327435 0.04913693 -0.08952676 0.04646158
#> const 0.334576544 0.09752291 0.20200407 0.46904602
#> exo1 -0.002651878 0.02067915 -0.02860540 0.02877029
#> exo2 -0.080107372 0.01165456 -0.09616369 -0.06391488
#> exo3 0.065090127 0.01840259 0.03943957 0.08503229
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5238322 0.6845659 -1.3449562 0.5291899
#> lag1_var2 2.3542301 1.2492348 0.4029599 3.9287041
#> lag1_var3 2.7640822 2.1964520 -0.6345245 5.6527826
#> lag1_var4 -2.5208731 1.9511524 -5.0922364 0.4689053
#> const 1.3418855 9.6457056 -7.6803250 17.9089263
#> exo1 1.0302899 1.0448664 -0.4053660 2.3296923
#> exo2 3.1164358 0.7129737 2.1235895 4.0203404
#> exo3 -0.8690619 0.8645664 -2.1211570 0.3016527
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0412270 0.5672079 1.312436 2.7526937
#> lag1_var2 -4.5499136 1.4145359 -6.362673 -2.7187402
#> lag1_var3 -7.0660467 2.5376594 -10.469680 -3.8170495
#> lag1_var4 7.2538631 2.3144198 4.294490 10.3242793
#> const -6.1254625 8.7410826 -21.075314 3.7488445
#> exo1 -0.4167621 0.7813571 -1.334001 0.8164645
#> exo2 -7.7506952 0.7858231 -8.774666 -6.7280561
#> exo3 0.5551742 0.8239779 -0.323822 1.6874279
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.90437503 0.4237694 1.3348129 2.4707273
#> lag1_var2 -3.99159477 1.0982994 -5.3957194 -2.2868284
#> lag1_var3 -6.85419837 1.9536528 -9.3436705 -3.8379929
#> lag1_var4 7.13639288 1.7876813 4.3635682 9.3929682
#> const -6.91477218 4.3893077 -13.0429213 -1.2356906
#> exo1 0.19845766 0.3608521 -0.2771443 0.6887139
#> exo2 -6.48109802 0.5315689 -7.2034262 -5.7392897
#> exo3 0.08647071 0.5439372 -0.5481012 0.8973339
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002464809 6.780104e-05 0.0001787705 0.0003534763
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004015612 0.0003867454 -0.001093096 -5.512892e-05
#> Sigma[2,2] 0.0284176628 0.0042851535 0.023576978 3.390816e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001068051 0.001111245 0.0001164506 0.002841902
#> Sigma[3,2] -0.027680308 0.008072065 -0.0366676516 -0.015225011
#> Sigma[3,3] 0.081200297 0.013000675 0.0621109531 0.096950699
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008231768 0.001141602 -3.284258e-05 0.002598735
#> Sigma[4,2] -0.0073312748 0.006813752 -1.490899e-02 0.002626419
#> Sigma[4,3] 0.0648421763 0.016198955 4.431801e-02 0.087710973
#> Sigma[4,4] 0.0634681216 0.019772261 4.392128e-02 0.093366921
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973231165 0.009865347 0.961886974 0.988841630
#> lag1_var2 0.071852223 0.057116689 -0.020267422 0.138565743
#> lag1_var3 0.066252882 0.073510663 -0.047176667 0.155713927
#> lag1_var4 -0.060243926 0.072166843 -0.148814870 0.050344507
#> const 0.334242245 0.181482717 0.128954386 0.597178093
#> exo1 0.004492276 0.012198331 -0.012650428 0.021953736
#> exo2 -0.022346844 0.013969832 -0.042591249 -0.004478408
#> exo3 0.021299126 0.017824822 0.004106157 0.050743967
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13791009 0.07973654 0.024910473 0.2360690
#> lag1_var2 -0.08891527 0.54614939 -0.868656188 0.5222514
#> lag1_var3 -1.16526829 0.70241372 -2.175730303 -0.3147733
#> lag1_var4 1.12438168 0.68620662 0.288999568 2.1068411
#> const 0.01598831 1.49521933 -2.305501530 1.7597485
#> exo1 0.18401600 0.15123706 -0.005480585 0.3925815
#> exo2 0.39985260 0.14369360 0.195443926 0.5878532
#> exo3 -0.30626627 0.12303370 -0.479246492 -0.1563189
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2772195 0.1879660 -0.5557635 -0.06317111
#> lag1_var2 1.1866576 1.2345914 -0.4371412 2.66198692
#> lag1_var3 2.0594033 1.6660123 -0.1411312 3.92483267
#> lag1_var4 -1.0121442 1.6324355 -2.8317348 1.14571339
#> const 2.4779365 2.8312284 -0.6255740 7.00590583
#> exo1 -0.1458999 0.2781837 -0.5177637 0.27922534
#> exo2 -1.1911592 0.2767489 -1.4951210 -0.87410718
#> exo3 1.7104624 0.3542647 1.1970803 2.10483176
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21685311 0.1484933 -0.4125016 -0.04911614
#> lag1_var2 0.89374437 1.0378293 -0.6306610 1.94184671
#> lag1_var3 0.85654354 1.4295957 -1.2337019 2.30840016
#> lag1_var4 0.18388141 1.4023968 -1.2394305 2.23452038
#> const 1.83572898 2.1443692 -0.8459746 4.67586982
#> exo1 -0.01719541 0.2464168 -0.2661047 0.37506264
#> exo2 -0.97641159 0.2375221 -1.3008520 -0.69557572
#> exo3 1.55381427 0.3242821 1.1157482 1.95447975
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001099643 0.0002523762 0.0007771613 0.00146082
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01002245 0.00362035 -0.01386443 -0.004448644
#> Sigma[2,2] 0.42468853 0.07080834 0.34277619 0.536101466
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005499316 0.002114891 0.001966666 0.007595516
#> Sigma[3,2] -0.231619355 0.056144115 -0.321119850 -0.163500668
#> Sigma[3,3] 0.211091451 0.043268960 0.155157251 0.277974216
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001126658 0.001204025 -0.00290748 5.160538e-05
#> Sigma[4,2] 0.053953579 0.026586849 0.01969280 9.236197e-02
#> Sigma[4,3] 0.057981975 0.022435200 0.03204509 9.220757e-02
#> Sigma[4,4] 0.097150477 0.025309899 0.07223604 1.402411e-01
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97166861 0.03713392 0.91825380 1.018651251
#> lag1_var2 -0.14704712 0.14660963 -0.28154192 0.084203951
#> lag1_var3 -0.19990488 0.22472024 -0.40138793 0.159730324
#> lag1_var4 0.21039090 0.21594574 -0.12687595 0.410031537
#> const 0.09793225 0.29920883 -0.24408525 0.558528703
#> exo1 0.01093407 0.03055447 -0.03627946 0.043244413
#> exo2 -0.03838456 0.03667943 -0.09585877 0.003593389
#> exo3 0.03843626 0.03700698 -0.01287178 0.090190546
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.276571856 0.6178759 -1.16358500 0.40525349
#> lag1_var2 3.014343914 1.6126954 0.95992095 5.43261839
#> lag1_var3 3.215849761 2.4676898 0.04798351 6.93857227
#> lag1_var4 -3.149305020 2.4049252 -6.78262978 -0.05824207
#> const 2.717767765 5.5269335 -4.78080412 8.72921161
#> exo1 0.864215401 0.5967262 0.03956579 1.75242309
#> exo2 0.294739108 0.6496325 -0.44632015 1.24984380
#> exo3 0.009943518 1.0094891 -1.07389639 1.47020712
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43941934 0.5284462 -0.06442916 1.246036350
#> lag1_var2 -1.61203064 0.9154334 -2.97608357 -0.417510915
#> lag1_var3 -1.70749113 1.5071269 -3.97978160 0.287131943
#> lag1_var4 2.54982764 1.3718409 0.78129226 4.605365078
#> const -1.01923352 2.8510583 -4.44037625 2.526816263
#> exo1 -0.40922252 0.3151835 -0.85013612 0.002274865
#> exo2 0.02569094 0.5202583 -0.56588175 0.879891675
#> exo3 1.13547669 0.6043841 0.30522468 1.964449462
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25639218 0.3785261 -0.2844679 0.7287665
#> lag1_var2 0.04034512 0.9948780 -1.4998118 1.0716324
#> lag1_var3 -0.10313309 1.4944323 -2.3786372 1.4228554
#> lag1_var4 1.00195020 1.4801766 -0.4153937 3.3422576
#> const -0.06507349 2.0634233 -3.2057428 2.1172338
#> exo1 0.17937508 0.2686972 -0.2434853 0.5025832
#> exo2 0.22327310 0.3071887 -0.1121193 0.7397223
#> exo3 1.17995923 0.3731948 0.7953825 1.7850109
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006173975 0.0001904181 0.0003889739 0.0009183443
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003084013 0.001779147 -0.005407108 -0.0008147146
#> Sigma[2,2] 0.090711225 0.025787269 0.062296931 0.1315271280
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004349313 0.003523023 -0.0003531964 0.00910058
#> Sigma[3,2] -0.168936147 0.063033009 -0.2809299647 -0.12304575
#> Sigma[3,3] 0.417223670 0.158731776 0.2886450526 0.70827732
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001851561 0.002243047 -0.001103786 0.004780021
#> Sigma[4,2] -0.098497913 0.044425155 -0.178291763 -0.063269993
#> Sigma[4,3] 0.291850111 0.112942946 0.192735710 0.495516809
#> Sigma[4,4] 0.221960155 0.081763502 0.145819762 0.363816374
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982409549 0.009794078 0.968592942 0.99701727
#> lag1_var2 0.051391525 0.036485838 -0.002109725 0.08296230
#> lag1_var3 0.069908188 0.046362580 0.001219793 0.10867395
#> lag1_var4 -0.067400652 0.044695369 -0.104713529 -0.00110746
#> const 0.280727417 0.152293518 0.109686128 0.52291989
#> exo1 -0.011277020 0.026949206 -0.052682549 0.01627167
#> exo2 -0.039035961 0.025943803 -0.076721831 -0.01066687
#> exo3 -0.003995373 0.025678592 -0.039478902 0.02984893
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13184753 0.1586883 -0.090426242 0.347365446
#> lag1_var2 0.41257549 0.4294405 -0.172772931 0.994434988
#> lag1_var3 -0.72613542 0.5426920 -1.478624540 -0.009265038
#> lag1_var4 0.68448758 0.5227542 -0.008147617 1.405919714
#> const -0.04502927 3.0233812 -4.205554998 3.462143304
#> exo1 0.36720264 0.2508550 0.005712687 0.677079365
#> exo2 0.35952003 0.2149153 0.018283368 0.576364761
#> exo3 0.08271316 0.2112326 -0.288020594 0.293049931
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26751367 0.3953322 -0.86781791 0.1879115
#> lag1_var2 1.20568255 1.3828353 -0.06020736 3.6454961
#> lag1_var3 2.25303511 1.7048829 0.72036294 5.3034344
#> lag1_var4 -1.22314448 1.6497237 -4.16893789 0.2766656
#> const 2.61617522 7.7152283 -5.35062275 14.1061042
#> exo1 -0.70361053 0.4897852 -1.48454646 -0.2741263
#> exo2 -1.35489422 0.3551071 -1.73656321 -0.8265651
#> exo3 -0.02001944 0.3891748 -0.48617116 0.5987284
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24903538 0.2946585 -0.7345091 0.04692201
#> lag1_var2 1.55624941 1.1341149 0.6497654 3.56199527
#> lag1_var3 1.66975052 1.3911611 0.6050066 4.16559555
#> lag1_var4 -0.64249094 1.3471440 -3.0553284 0.38913858
#> const 2.07731333 5.6719452 -3.5662228 10.81989528
#> exo1 -0.41038176 0.3484257 -0.9740446 -0.10574849
#> exo2 -1.15688439 0.3277858 -1.4916828 -0.69309150
#> exo3 -0.01113013 0.3073380 -0.3575631 0.47345595
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00228419 0.0008459021 0.001383158 0.003635899
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004891326 0.001111167 -0.001056767 0.001925467
#> Sigma[2,2] 0.0273865409 0.006820259 0.017682156 0.035342009
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007058625 0.004348909 -0.01390192 -0.002513219
#> Sigma[3,2] -0.070316058 0.017086530 -0.09343593 -0.046726763
#> Sigma[3,3] 0.234271259 0.051085716 0.17063774 0.302907549
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007110583 0.003915421 -0.01329508 -0.003352883
#> Sigma[4,2] -0.053622481 0.013230014 -0.07230538 -0.036028303
#> Sigma[4,3] 0.192734023 0.041663706 0.14302051 0.248342643
#> Sigma[4,4] 0.161531306 0.034538251 0.12221197 0.209347704
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98437950 0.02578655 0.95712328 1.02352823
#> lag1_var2 0.20440834 0.06802202 0.14014840 0.32281922
#> lag1_var3 0.30677594 0.15869156 0.18034542 0.58724592
#> lag1_var4 -0.30557421 0.16049748 -0.58919596 -0.18049345
#> const 0.33615269 0.35370869 -0.02538540 0.89995118
#> exo1 0.04197157 0.05612278 -0.02801928 0.12543322
#> exo2 -0.05082207 0.02483807 -0.08725792 -0.02028534
#> exo3 -0.02427205 0.05058780 -0.07534070 0.05595827
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27888026 0.09472665 0.1584670634 0.40881249
#> lag1_var2 -0.25910158 0.77982389 -1.4696530480 0.54673790
#> lag1_var3 -1.31844042 1.31955514 -3.3841224970 -0.04146097
#> lag1_var4 1.24268678 1.30550790 -0.0254488305 3.28457599
#> const -0.07463016 1.24159430 -1.2930793924 1.98525023
#> exo1 0.07320553 0.20633467 -0.2219307065 0.34626824
#> exo2 0.74966286 0.19889557 0.4515327986 0.96151328
#> exo3 0.24436323 0.18722562 -0.0005689625 0.50897231
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38671300 0.3860311 -0.9078073 0.1458543
#> lag1_var2 2.26527456 2.4696142 -0.2588516 5.8293851
#> lag1_var3 4.18774821 3.8884183 0.1102101 9.6202780
#> lag1_var4 -3.10193056 3.8190219 -8.4210797 0.9309918
#> const 2.79451217 4.1777772 -4.4554793 6.1257627
#> exo1 -0.53466195 0.6753362 -1.4639881 0.3747643
#> exo2 -1.22346912 0.4078314 -1.7169244 -0.6151291
#> exo3 -0.03652614 0.6587016 -0.9571301 0.7131264
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2387838 0.3216574 -0.67338407 0.1990335
#> lag1_var2 1.9489976 1.8756976 0.05267737 4.6209200
#> lag1_var3 3.0975956 2.9026324 0.04747193 7.0191392
#> lag1_var4 -2.0388291 2.8462426 -5.87158530 0.9584028
#> const 2.0942968 3.3818547 -3.89199700 4.7968743
#> exo1 -0.4913119 0.5611488 -1.26269167 0.2671077
#> exo2 -0.7866448 0.3163116 -1.15251436 -0.3017984
#> exo3 0.1126453 0.5518050 -0.65159272 0.7475201
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001964301 0.0004315341 0.001401527 0.002634097
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005761837 0.001157621 -0.007165529 -0.004130925
#> Sigma[2,2] 0.052368316 0.008000082 0.044016804 0.065798175
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001859445 0.002206354 -0.001566309 0.004114707
#> Sigma[3,2] -0.051188509 0.012635213 -0.071605272 -0.037846763
#> Sigma[3,3] 0.093934791 0.022870633 0.073953483 0.132497806
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002649702 0.002422341 -0.006142568 0.0003021151
#> Sigma[4,2] -0.019431514 0.010605160 -0.036575359 -0.0086920340
#> Sigma[4,3] 0.072493281 0.021568157 0.049469183 0.1038674220
#> Sigma[4,4] 0.072874424 0.023611076 0.045453966 0.1071177484
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95157799 0.03556049 0.89999788 0.99774123
#> lag1_var2 0.14755256 0.05990891 0.08164732 0.23551016
#> lag1_var3 0.26186084 0.09845989 0.14956431 0.41194267
#> lag1_var4 -0.24063404 0.08860626 -0.37250414 -0.14131294
#> const 0.29206557 0.33951641 -0.20853156 0.71544620
#> exo1 0.03358549 0.04357821 -0.01018897 0.10802260
#> exo2 -0.03694468 0.03817731 -0.08386883 0.02341789
#> exo3 -0.03682439 0.04222628 -0.10729274 0.01253468
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3640728 0.1630240 0.1761285 0.60055488
#> lag1_var2 -0.7261085 0.4414048 -1.3349624 -0.09647431
#> lag1_var3 -1.9629877 0.8411244 -3.0440668 -0.76642641
#> lag1_var4 1.9502792 0.7631061 0.8650152 2.94207386
#> const 0.3365546 1.7330994 -2.3260764 2.61713897
#> exo1 0.1641156 0.2170881 -0.1338876 0.47806387
#> exo2 1.9082069 0.2348235 1.6016918 2.19617634
#> exo3 1.6724988 0.3601071 1.2818050 2.17873956
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3292042 0.1982203 -0.5876722 -0.06346433
#> lag1_var2 2.5095782 0.6168274 1.7434547 3.38347129
#> lag1_var3 3.9364923 1.2091575 2.5089014 5.78330470
#> lag1_var4 -2.9946324 1.1026579 -4.6660205 -1.68963201
#> const 1.3113990 2.7877841 -1.6485628 5.92517074
#> exo1 -0.3401907 0.3083843 -0.7824462 0.05425909
#> exo2 -3.8808437 0.1934445 -4.1740382 -3.60665802
#> exo3 -2.4419731 0.3302964 -2.9251384 -2.03836356
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1258346 0.1668780 -0.3193206 0.1162781
#> lag1_var2 1.8541296 0.4917901 1.2629818 2.5919834
#> lag1_var3 2.2931316 0.9384629 1.2733866 3.7514300
#> lag1_var4 -1.3475595 0.8568831 -2.6757635 -0.4238607
#> const 0.7647278 2.5185135 -1.6675630 4.8320559
#> exo1 -0.2930290 0.2577150 -0.6881494 0.0660609
#> exo2 -3.3012554 0.2017433 -3.5587953 -3.0765959
#> exo3 -1.6742297 0.2417942 -1.9934242 -1.3526543
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005494898 0.0004208777 0.0003064585 0.001192846
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01769123 0.007050515 -0.02675821 -0.007724487
#> Sigma[2,2] 2.31477156 0.450734619 1.54065802 2.794186906
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007250926 0.004995171 0.0004928075 0.01415514
#> Sigma[3,2] -1.372552192 0.355573362 -1.8842539811 -0.90612355
#> Sigma[3,3] 1.272238082 0.323406520 0.8753929315 1.68513029
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005165486 0.002252384 -0.007386576 -0.001972356
#> Sigma[4,2] 0.202007865 0.215459525 -0.043348503 0.515862856
#> Sigma[4,3] 0.393382498 0.141904413 0.252587610 0.616898503
#> Sigma[4,4] 0.592912641 0.166201753 0.408542586 0.831260535
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974722662 0.02024353 0.94332184 0.996220508
#> lag1_var2 0.069088307 0.04196166 0.01575117 0.132802379
#> lag1_var3 0.105342584 0.06308578 0.02552888 0.201201400
#> lag1_var4 -0.098478527 0.05726199 -0.18583327 -0.025024569
#> const 0.250265658 0.18060669 0.07375436 0.554691720
#> exo1 -0.008009413 0.01344779 -0.02766837 0.008237434
#> exo2 -0.106976974 0.02885725 -0.14180937 -0.065676508
#> exo3 0.046559358 0.02689317 0.01059854 0.085570306
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07130095 0.9058311 -0.9885836 1.4461487
#> lag1_var2 -1.67111349 2.1992339 -4.7641158 1.2909482
#> lag1_var3 -3.65142351 3.2038368 -8.1423619 0.5617802
#> lag1_var4 3.62748705 2.9503993 -0.3175498 7.6925674
#> const 2.25568421 13.0280467 -16.7280364 20.4711513
#> exo1 0.71438144 1.1599603 -0.6733708 2.3090313
#> exo2 6.18711605 1.6013915 4.2918790 8.7259014
#> exo3 0.68632654 1.2917931 -1.0547792 2.5250088
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5506998 0.5803040 -1.4292657 0.1941534
#> lag1_var2 3.2601394 1.7288550 0.5367062 5.3343337
#> lag1_var3 5.6510050 2.5231605 1.6746524 8.6465143
#> lag1_var4 -4.4988165 2.3582921 -7.2959291 -0.7919914
#> const 2.3810308 9.0148479 -10.4835489 15.1069148
#> exo1 -0.4975691 1.0319293 -1.9826957 0.8179460
#> exo2 -4.8844397 0.6682104 -5.8041328 -4.0475892
#> exo3 -0.5328864 1.7742863 -2.4496491 2.1720227
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.57649584 0.2292066 -0.8408948 -0.2599708
#> lag1_var2 1.83976774 0.8705954 0.8476294 3.2246991
#> lag1_var3 2.75660646 1.2679922 1.2672891 4.7661299
#> lag1_var4 -1.58253913 1.1645145 -3.4198527 -0.1832970
#> const 3.25851958 6.2332282 -4.8828670 13.4206897
#> exo1 -0.03674223 0.7606293 -1.0993140 0.8489130
#> exo2 -1.05356845 0.9455649 -2.2612861 0.2689842
#> exo3 -0.06406221 1.2275805 -1.3044964 1.9327185
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006299247 0.000129465 0.0004863636 0.0008415491
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001040752 0.0003750056 -0.001584641 -0.0005967428
#> Sigma[2,2] 0.011483035 0.0024897918 0.008560490 0.0150563769
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008863772 0.001611654 -0.001022929 0.002916280
#> Sigma[3,2] -0.0085914039 0.003056403 -0.012947922 -0.004005175
#> Sigma[3,3] 0.1937613917 0.044127432 0.147344697 0.266895448
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004836062 0.001728227 -0.001562398 0.002770531
#> Sigma[4,2] -0.0031692879 0.004068193 -0.008484538 0.003027808
#> Sigma[4,3] 0.1987675939 0.045811643 0.150386533 0.274308446
#> Sigma[4,4] 0.2069309415 0.047460046 0.156750670 0.284485439
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998716958 0.00875517 0.986674873 1.01017468
#> lag1_var2 -0.044820310 0.04813383 -0.111643972 0.02405897
#> lag1_var3 -0.086767545 0.10869842 -0.251068184 0.03928452
#> lag1_var4 0.083778716 0.10387953 -0.036054463 0.24071792
#> const 0.215166728 0.12534672 0.074109237 0.37753221
#> exo1 0.016155849 0.02165810 -0.009022172 0.04963346
#> exo2 -0.039313580 0.02485612 -0.075918993 -0.01055989
#> exo3 0.001791459 0.01910335 -0.028481400 0.01789065
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01428932 0.03941273 -0.06655178 0.04363367
#> lag1_var2 1.02437541 0.15547929 0.78323114 1.23039476
#> lag1_var3 0.95616097 0.43345064 0.35872857 1.56077476
#> lag1_var4 -0.94740681 0.41520791 -1.52778049 -0.38103943
#> const 1.59377841 0.36967474 1.03387262 2.03167215
#> exo1 -0.01349949 0.10956863 -0.18597108 0.11514252
#> exo2 0.55610628 0.10342925 0.44794538 0.71820455
#> exo3 0.28849211 0.11719884 0.14001013 0.45446702
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83167796 0.2835521 0.4520485 1.1501374
#> lag1_var2 -2.96276746 1.2478596 -4.3380593 -1.1234676
#> lag1_var3 -4.72048063 2.7306181 -7.8541082 -0.6341515
#> lag1_var4 5.47630023 2.6062042 1.5664633 8.4480515
#> const -3.87124051 2.6321899 -7.3928359 -0.3343834
#> exo1 0.05991942 0.4201802 -0.4097219 0.6501185
#> exo2 -0.06332162 0.3779216 -0.5958299 0.4669722
#> exo3 0.87627989 0.2860873 0.4597152 1.1880576
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85908150 0.2892101 0.4806316 1.1910176
#> lag1_var2 -2.88249838 1.2509922 -4.2295783 -1.0338413
#> lag1_var3 -5.05551903 2.7146322 -8.1291418 -1.1078221
#> lag1_var4 5.82225687 2.5917327 2.0447643 8.7385096
#> const -3.99082930 2.7031462 -7.6675636 -0.4390816
#> exo1 0.05904155 0.4394064 -0.4327065 0.7115861
#> exo2 0.24252056 0.3805703 -0.3027703 0.7683473
#> exo3 1.08935658 0.2623164 0.6941730 1.3444616
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001431446 0.0005059279 0.0008819537 0.00218961
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004136339 0.002528157 -0.007441179 -0.001025155
#> Sigma[2,2] 0.249480842 0.075086011 0.168046719 0.355844458
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007014823 0.006559357 0.0005790248 0.01709095
#> Sigma[3,2] -0.379860369 0.124082909 -0.5546909946 -0.22930419
#> Sigma[3,3] 0.848148192 0.217392531 0.6095403936 1.20000716
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005442099 0.006465238 -0.0003374603 0.01569282
#> Sigma[4,2] -0.270722344 0.096927637 -0.4120844852 -0.15065524
#> Sigma[4,3] 0.718022819 0.178035421 0.5106235039 1.01116959
#> Sigma[4,4] 0.641015463 0.150257081 0.4610508011 0.88790465
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92887057 0.02273697 0.89758527 0.95582029
#> lag1_var2 0.14229958 0.05434268 0.08446612 0.21397825
#> lag1_var3 0.24462351 0.10768805 0.12698537 0.38046135
#> lag1_var4 -0.22481978 0.09909466 -0.35147630 -0.11777504
#> const 0.39881201 0.30783269 -0.09792477 0.74383547
#> exo1 -0.01494744 0.03130081 -0.05656310 0.02231744
#> exo2 -0.22435514 0.03289940 -0.26096990 -0.17938228
#> exo3 -0.03341943 0.04255823 -0.08080190 0.02684774
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1857478 0.4157679 -0.20434019 0.8498006
#> lag1_var2 -0.4082997 1.4177298 -2.77440575 0.7842163
#> lag1_var3 -2.1880218 2.7564628 -6.85975886 0.1377390
#> lag1_var4 2.1557532 2.5616680 -0.00351238 6.4827394
#> const -0.4353232 3.9382024 -5.34103262 5.8590560
#> exo1 0.3071006 0.5783459 -0.50300559 1.0115183
#> exo2 2.3405556 0.5075554 1.71965939 3.0788658
#> exo3 1.0959723 0.8110325 0.33950791 2.4085260
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1937576 0.8966899 -2.5416842 -0.2630150
#> lag1_var2 4.9989043 2.8155592 2.2147093 9.3904152
#> lag1_var3 10.1507071 5.3754485 4.6256135 18.6312997
#> lag1_var4 -8.7794656 4.9803842 -16.5705068 -3.6443058
#> const 7.5080680 5.8256161 -0.5843567 15.8528153
#> exo1 -0.5625764 1.3598685 -2.3136290 1.3728935
#> exo2 -4.2012651 1.2327039 -5.9134713 -2.5042629
#> exo3 -2.4774156 1.5077358 -5.0715637 -0.8894797
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3132965 0.7434841 -2.390899 -0.4639934
#> lag1_var2 5.0870174 2.2645551 2.586218 8.4991753
#> lag1_var3 9.5915686 4.3018763 4.597076 16.0888048
#> lag1_var4 -8.1389256 3.9819808 -14.093490 -3.5011953
#> const 7.3128757 4.4008265 1.626214 13.6283639
#> exo1 -0.4450422 1.2171001 -2.010814 1.3216677
#> exo2 -3.3418143 1.1195346 -4.843308 -1.8080558
#> exo3 -2.1340166 1.2027510 -4.227028 -0.8187390
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003005124 5.004446e-05 0.000243008 0.0003626591
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01023554 0.003598414 -0.01485816 -0.004738912
#> Sigma[2,2] 1.11769466 0.306186558 0.84415872 1.631720591
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003906804 0.003543718 0.0003069613 0.01003254
#> Sigma[3,2] -0.095241035 0.268515548 -0.5334488505 0.19891875
#> Sigma[3,3] 1.529527831 0.382016882 1.1497710332 2.15170751
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002448381 0.003649431 -0.007721643 0.002031208
#> Sigma[4,2] 0.646159721 0.235306624 0.330692739 0.976909010
#> Sigma[4,3] 1.596352930 0.390825956 1.227412557 2.216665141
#> Sigma[4,4] 2.167996106 0.488374431 1.614203271 2.889059991
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96873945 0.01569820 0.95332171 0.99363960
#> lag1_var2 0.09087124 0.04214501 0.02141567 0.13322956
#> lag1_var3 0.14325200 0.06673234 0.03400006 0.21261668
#> lag1_var4 -0.13605697 0.06241770 -0.20052174 -0.03409629
#> const 0.34282620 0.14747133 0.12173134 0.52846225
#> exo1 0.02057229 0.01478356 0.00203592 0.04062952
#> exo2 -0.04884005 0.01830700 -0.07541476 -0.02423471
#> exo3 0.01545664 0.02790013 -0.02187146 0.05223513
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4167956 0.7464266 -0.5506021 1.46753322
#> lag1_var2 -1.1837744 0.8784871 -2.3683331 0.07774539
#> lag1_var3 -2.8666762 1.4770684 -4.9089661 -0.75646839
#> lag1_var4 2.8795535 1.3159848 0.9402830 4.65385325
#> const -7.7868014 8.0115411 -17.5541660 4.65360071
#> exo1 -1.3226297 0.9909156 -2.5051227 0.34304374
#> exo2 5.1512376 0.8591073 4.1685625 6.47732080
#> exo3 2.4191095 1.3030145 0.6111159 4.21079245
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36652979 0.5722936 -0.44309572 1.05554894
#> lag1_var2 1.48042897 2.0034355 -0.08874762 4.77624262
#> lag1_var3 3.12106155 3.2219915 0.62762105 8.29806252
#> lag1_var4 -2.32987287 3.0261351 -7.20233363 -0.04955123
#> const 2.37586667 11.9060794 -9.90793543 19.72626310
#> exo1 -0.08073672 1.4211417 -1.89448205 1.91918063
#> exo2 -4.80601279 1.0861597 -6.39393307 -3.49211613
#> exo3 -0.36024187 1.4736800 -2.42227737 1.61386425
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5699228 0.5840775 -0.2436702 1.3039015
#> lag1_var2 0.6347534 2.0385981 -1.4987023 3.8909932
#> lag1_var3 1.1646318 3.2808022 -2.4270350 6.2625765
#> lag1_var4 -0.3302471 3.0555956 -5.0912230 2.8937022
#> const -3.2979716 12.9598587 -21.1053707 14.7658426
#> exo1 -0.9564242 1.6541400 -2.8924660 1.2196899
#> exo2 -1.8679424 1.5377997 -3.8928264 0.1969541
#> exo3 1.2293337 1.8098660 -1.1402604 3.6466208
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001959934 0.0007070174 0.001218602 0.003007624
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009185257 0.004717977 -0.0149663 -0.002376887
#> Sigma[2,2] 0.201115152 0.053531773 0.1405234 0.276283207
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009048852 0.004073312 0.003738555 0.01454793
#> Sigma[3,2] -0.138754699 0.050738649 -0.217687105 -0.07836520
#> Sigma[3,3] 0.196407838 0.053479110 0.126334339 0.27549413
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004646596 0.002095797 0.002145615 0.007515779
#> Sigma[4,2] -0.033766079 0.026555000 -0.074484993 -0.003871390
#> Sigma[4,3] 0.126527788 0.031467790 0.080226511 0.166053767
#> Sigma[4,4] 0.111772006 0.024118255 0.075076643 0.142136080
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93184623 0.05258985 0.86978856 1.01821343
#> lag1_var2 0.11354517 0.14153226 -0.07664777 0.32435809
#> lag1_var3 0.23445124 0.26822335 -0.12731995 0.63303201
#> lag1_var4 -0.21711118 0.25680300 -0.58748211 0.13733089
#> const 0.82148407 0.38626246 0.36502946 1.32318995
#> exo1 0.01610599 0.04036022 -0.02801420 0.08279503
#> exo2 -0.14391780 0.03287923 -0.18405858 -0.09276135
#> exo3 0.02951787 0.04484702 -0.03236525 0.07853130
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16872635 0.4906370 -0.6586086 0.7201835
#> lag1_var2 1.06720404 1.1122749 -0.4959723 2.5554241
#> lag1_var3 0.23161816 2.1529054 -2.8199837 3.0845601
#> lag1_var4 -0.27004500 2.0266135 -2.9784086 2.6452588
#> const -2.12376437 3.7808030 -6.4762101 3.4805406
#> exo1 -0.07735219 0.3903895 -0.7010730 0.4000531
#> exo2 0.74447810 0.3770606 0.4606062 1.3637479
#> exo3 -0.13321528 0.4186101 -0.6982991 0.4502898
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06949669 0.4259296 -0.4056173 0.7763689
#> lag1_var2 0.14557191 1.1206239 -1.3469756 1.8271872
#> lag1_var3 1.21969958 2.1674191 -1.6461559 4.4838563
#> lag1_var4 -0.29790000 2.1247224 -3.4315211 2.6061106
#> const 2.57765298 3.2459478 -1.5312852 6.9122217
#> exo1 -0.04089528 0.4272852 -0.5183747 0.5840743
#> exo2 -2.88603288 0.5443920 -3.6788010 -2.2349522
#> exo3 0.21029783 0.4329336 -0.4191854 0.7460313
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15154114 0.2445352 -0.1772438 0.4643720
#> lag1_var2 0.49357413 0.9402254 -0.7932710 1.7334645
#> lag1_var3 0.93243208 1.8169578 -1.5403597 3.3173657
#> lag1_var4 -0.01647346 1.8033764 -2.2908154 2.4469875
#> const 0.86581259 2.2308025 -1.9885236 3.4702111
#> exo1 -0.08331110 0.3967904 -0.6334392 0.4960103
#> exo2 -2.54440470 0.4257292 -3.0838298 -1.9614066
#> exo3 0.15110189 0.3938947 -0.4132178 0.6571399
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001008622 0.0002317072 0.0007832662 0.001381665
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03714827 0.00760179 -0.04856722 -0.02870707
#> Sigma[2,2] 2.29365682 0.37990302 1.73016878 2.70425324
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02555007 0.006491939 0.01828262 0.03594065
#> Sigma[3,2] -1.57586590 0.323833258 -2.04578208 -1.20177864
#> Sigma[3,3] 1.27588822 0.282936411 1.00627872 1.74183887
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001962895 0.002876032 -0.00121669 0.006328549
#> Sigma[4,2] -0.123488152 0.146754604 -0.35158790 0.038891551
#> Sigma[4,3] 0.291720678 0.125537698 0.17578282 0.504010915
#> Sigma[4,4] 0.228718025 0.065665057 0.16114274 0.330995572
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97863432 0.04239847 0.92371043 1.03480094
#> lag1_var2 0.01758428 0.12739825 -0.17131093 0.17589674
#> lag1_var3 0.03002732 0.20026322 -0.26820839 0.27671951
#> lag1_var4 -0.02624060 0.18475741 -0.25448098 0.24930084
#> const 0.31144028 0.19899935 0.03501187 0.58819446
#> exo1 -0.01010035 0.02950809 -0.04926391 0.03238845
#> exo2 -0.07230858 0.02928869 -0.11099828 -0.03069980
#> exo3 0.06443919 0.02485858 0.02298782 0.09142650
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08378993 2.008006 -2.7647573 2.793321
#> lag1_var2 2.59399712 5.959247 -6.8397602 9.951904
#> lag1_var3 2.57837648 9.369333 -12.1927519 14.174968
#> lag1_var4 -2.51668530 8.593483 -12.9881633 11.141446
#> const -1.52729279 9.750092 -15.3712606 11.169316
#> exo1 0.43092394 1.302603 -0.9333133 2.535068
#> exo2 1.33675915 1.558922 -0.2855780 3.798419
#> exo3 -0.10328909 1.137714 -1.5162393 1.625685
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8766690 1.6636441 -1.4947540 3.2394492
#> lag1_var2 -2.8440225 5.0507273 -9.2214060 5.0630932
#> lag1_var3 -3.5010555 7.9304382 -13.5721475 8.8552698
#> lag1_var4 4.2085355 7.2910326 -7.2499850 13.3782033
#> const -2.2903274 7.9929967 -13.2392507 7.4808474
#> exo1 -0.5913160 0.8733955 -1.8197285 0.5066447
#> exo2 -1.8652439 1.2222275 -3.4889741 -0.3276906
#> exo3 0.4747641 0.8331130 -0.6416344 1.5183276
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8005739 0.6681638 0.13390697 1.8790204
#> lag1_var2 -1.5002798 1.5688849 -3.61088326 0.5360477
#> lag1_var3 -2.3461823 2.4566084 -5.66301169 0.8150027
#> lag1_var4 3.1166180 2.2582602 0.15902191 6.1531588
#> const -4.2241623 5.5251982 -12.15069066 2.7760192
#> exo1 -0.3323748 0.3090128 -0.73586042 0.0580881
#> exo2 -1.0413023 0.4239147 -1.57025537 -0.4399933
#> exo3 0.4613153 0.4887449 -0.01872881 1.2621345
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006095204 0.0001754104 0.0004664883 0.000905668
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01353108 0.005403355 -0.02298764 -0.008894413
#> Sigma[2,2] 0.77048185 0.202907997 0.57756242 1.118010428
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007713244 0.002930156 0.005154308 0.0122717
#> Sigma[3,2] -0.451357952 0.115857461 -0.639167244 -0.3417318
#> Sigma[3,3] 0.321312565 0.074738141 0.243361717 0.4313674
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004046074 0.001537583 -0.002626069 0.00176642
#> Sigma[4,2] 0.0119153502 0.041465038 -0.049322113 0.06572826
#> Sigma[4,3] 0.0532062587 0.026775822 0.022129442 0.09694820
#> Sigma[4,4] 0.0640627013 0.016307917 0.043807143 0.08774432
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989824234 0.01229420 0.97178921 1.00408828
#> lag1_var2 -0.006771931 0.06152168 -0.10240906 0.05792326
#> lag1_var3 -0.017514357 0.10338273 -0.17669494 0.09096181
#> lag1_var4 0.018726623 0.09992774 -0.08331203 0.17447645
#> const 0.193611396 0.13005275 0.05231472 0.40450851
#> exo1 0.004614711 0.02780523 -0.03758861 0.03795315
#> exo2 -0.072817725 0.02938473 -0.11334480 -0.03214530
#> exo3 0.030331312 0.04005742 -0.03195979 0.08022340
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6721683 0.3967945 -1.1979689 -0.1473836
#> lag1_var2 2.1003962 2.1440213 -0.1713673 5.1962724
#> lag1_var3 1.9722533 3.5782296 -1.9203257 7.1231713
#> lag1_var4 -1.7624656 3.4797476 -6.7781429 1.9808812
#> const 5.1474375 5.2274449 -1.2135440 12.8482800
#> exo1 -0.8777756 0.9446420 -2.1875782 0.4635977
#> exo2 0.9989892 0.8450018 -0.3348984 1.9254691
#> exo3 0.1753630 0.8290763 -0.7879068 1.4054853
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5546847 0.3110535 0.1306987 0.9807620
#> lag1_var2 -0.2777956 1.9347432 -2.9314794 2.1773367
#> lag1_var3 0.5930944 3.2628767 -3.8702033 4.7721427
#> lag1_var4 0.1864401 3.1587560 -3.8589685 4.5269187
#> const -0.8911762 3.4046976 -5.4683450 3.6110219
#> exo1 0.1192158 0.5738523 -0.7908700 0.7819988
#> exo2 -1.4693472 0.4896625 -1.9214389 -0.6566313
#> exo3 -0.3657740 0.6268348 -1.3279370 0.2474038
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1344380 0.1520112 -0.06754572 0.34481546
#> lag1_var2 0.6959058 1.0148888 -0.71666664 2.08786781
#> lag1_var3 1.3075291 1.6992125 -1.05762535 3.62515406
#> lag1_var4 -0.3831110 1.6504162 -2.64151061 1.90171864
#> const 1.5150588 2.1889628 -1.70585143 4.24916119
#> exo1 -0.4113932 0.2966704 -0.84423674 -0.09559003
#> exo2 -0.8987595 0.1770451 -1.14473742 -0.69233605
#> exo3 -0.2630944 0.3304116 -0.61482483 0.24972700
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001313995 0.002156335 0.0002068853 0.00541011
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006949612 0.004570846 -0.01500318 -0.002831335
#> Sigma[2,2] 0.412121817 0.125258865 0.28825675 0.634947560
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006508608 0.00578354 0.001937603 0.01702555
#> Sigma[3,2] -0.310902086 0.10623937 -0.494329334 -0.22105578
#> Sigma[3,3] 0.325784520 0.09526349 0.230254167 0.47682418
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002486209 0.003297691 4.450492e-06 0.008514488
#> Sigma[4,2] -0.075121274 0.045736891 -1.344066e-01 -0.018099726
#> Sigma[4,3] 0.154633457 0.041611768 1.037984e-01 0.222097855
#> Sigma[4,4] 0.119095905 0.024471147 8.712699e-02 0.154697340
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.911962304 0.08838041 0.763560845 0.960442455
#> lag1_var2 0.146398377 0.21507594 0.013842634 0.535680448
#> lag1_var3 0.233952249 0.35821308 0.010175304 0.884035743
#> lag1_var4 -0.199240175 0.32389619 -0.790981668 0.008010871
#> const 0.424858826 0.44748336 0.002730199 1.182394612
#> exo1 0.004452589 0.02705505 -0.019791532 0.053838445
#> exo2 -0.052496455 0.04037300 -0.112711220 -0.002829492
#> exo3 0.021667294 0.02923730 -0.023022131 0.049640751
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8539282 0.8928264 -0.1120172 2.0609219
#> lag1_var2 3.6453034 2.2466008 0.4039884 6.5305552
#> lag1_var3 4.9863872 3.8104266 -0.6138642 9.9340994
#> lag1_var4 -5.4724881 3.5268780 -10.0086148 -0.1682215
#> const 6.2269242 6.1948595 -2.1321203 14.5093663
#> exo1 -0.6173719 0.3405408 -1.0861099 -0.2028516
#> exo2 0.6875445 0.6884334 -0.2474703 1.4938964
#> exo3 0.1224194 0.6877588 -0.4429665 1.3790769
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4984219 0.7107006 -1.5665663 0.3315604
#> lag1_var2 -1.2201095 1.4804451 -3.0804835 0.9777803
#> lag1_var3 -1.3355720 2.4711937 -4.5369813 2.2300910
#> lag1_var4 2.6054647 2.2349984 -0.4944248 5.5382445
#> const -2.6664901 4.3680345 -8.6973447 2.8266291
#> exo1 0.2929431 0.3760484 -0.1058193 0.8554671
#> exo2 -1.0404421 0.5383158 -1.8319572 -0.2967211
#> exo3 -0.3295396 0.5849626 -1.1139853 0.4700466
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03942830 0.4457248 -0.6695858 0.4942386
#> lag1_var2 0.63923529 0.8732581 -0.3048244 2.0235700
#> lag1_var3 1.10817184 1.4487024 -0.4712040 3.3890719
#> lag1_var4 -0.09045713 1.2913561 -2.0858950 1.3442917
#> const 0.22322250 1.7158852 -1.4677548 3.0578105
#> exo1 -0.06853400 0.2754175 -0.3294933 0.3994694
#> exo2 -0.65089188 0.3242898 -1.1263677 -0.3199296
#> exo3 -0.27601040 0.3796801 -0.7429942 0.2575011
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005601676 0.0001070942 0.0004354846 0.0007289124
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001759271 0.001280603 -0.003822508 -0.0005770067
#> Sigma[2,2] 0.036297770 0.014346972 0.026330751 0.0632838192
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003237482 0.0007628482 -0.0006177735 0.001433863
#> Sigma[3,2] -0.0146010541 0.0068153739 -0.0261183900 -0.007318366
#> Sigma[3,3] 0.0148027931 0.0036069519 0.0102577405 0.019236066
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0012377305 0.0006164257 -0.001954289 -0.000419805
#> Sigma[4,2] -0.0006609023 0.0046464523 -0.007809240 0.005112891
#> Sigma[4,3] 0.0113484153 0.0032501454 0.006882271 0.016208816
#> Sigma[4,4] 0.0182210512 0.0042587216 0.012906395 0.024618934
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.021717288 0.007667108 1.011045733 1.031708495
#> lag1_var2 -0.002440550 0.006351834 -0.012121192 0.004975024
#> lag1_var3 0.004035765 0.005848826 -0.004125409 0.010374099
#> lag1_var4 -0.020410657 0.004627309 -0.025178416 -0.012635017
#> const 0.215273347 0.227101114 -0.050836549 0.493291294
#> exo1 0.029924598 0.020627632 0.003578159 0.056877608
#> exo2 -0.049794603 0.024253184 -0.082324573 -0.012592939
#> exo3 -0.024931552 0.017746217 -0.050631436 -0.003698374
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2156789 0.08946943 0.11462997 0.34252344
#> lag1_var2 0.4415304 0.06922163 0.34725439 0.52921419
#> lag1_var3 -0.3123165 0.24172738 -0.67058584 -0.06121243
#> lag1_var4 0.4908422 0.19442218 0.29273869 0.77910477
#> const 1.4257899 1.58256264 0.01902782 4.08212199
#> exo1 -0.2186943 0.20231184 -0.48107475 0.06694380
#> exo2 1.4904249 0.15977494 1.28690530 1.69384877
#> exo3 0.8197802 0.19309288 0.59053341 1.11483682
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02381923 0.05757873 -0.11162951 0.03499455
#> lag1_var2 0.10702975 0.04802792 0.05349065 0.18459422
#> lag1_var3 0.84988091 0.13721099 0.70994303 1.04721800
#> lag1_var4 0.02921489 0.10707769 -0.13297829 0.13158615
#> const 0.33183645 0.59189233 -0.32804936 1.26190383
#> exo1 0.01011298 0.13192696 -0.18246813 0.15014286
#> exo2 -0.70662611 0.12813008 -0.82920453 -0.51373699
#> exo3 -0.10183775 0.09242428 -0.24002244 0.02122206
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2502954 0.05328948 -0.33788529 -0.1931829
#> lag1_var2 0.3193584 0.03551978 0.26649944 0.3690159
#> lag1_var3 0.9031641 0.07419736 0.81414854 1.0160892
#> lag1_var4 0.2316070 0.05760260 0.13788695 0.2874911
#> const 0.2833938 1.02015675 -1.04637785 1.7987085
#> exo1 -0.1085227 0.13306848 -0.28436072 0.0638562
#> exo2 -0.3328195 0.12900152 -0.47127023 -0.1354731
#> exo3 0.1568758 0.08681252 0.03282478 0.2608027
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003141502 8.608295e-05 0.0002247578 0.0004475196
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009290691 0.003805434 -0.01503304 -0.005045709
#> Sigma[2,2] 0.709811438 0.258622883 0.41432524 1.100838766
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008159575 0.003082176 0.005500884 0.01373209
#> Sigma[3,2] -0.522018020 0.200039690 -0.848487793 -0.34019930
#> Sigma[3,3] 0.603821423 0.146138653 0.446703570 0.84574997
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002206728 0.001553868 0.0001099709 0.004358023
#> Sigma[4,2] -0.059865238 0.068814610 -0.1542635466 0.037893038
#> Sigma[4,3] 0.280767056 0.062293799 0.2109645810 0.368786856
#> Sigma[4,4] 0.260180399 0.068345756 0.1820280789 0.368064224
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99880369 0.01563366 0.97619077 1.016480176
#> lag1_var2 -0.03251515 0.07020636 -0.09655356 0.076622957
#> lag1_var3 -0.05570057 0.10960866 -0.15024863 0.117094555
#> lag1_var4 0.05220006 0.10387454 -0.11169568 0.139964135
#> const 0.25510442 0.10512966 0.10664583 0.390715786
#> exo1 -0.01559153 0.01393466 -0.03098165 0.004599915
#> exo2 -0.03666087 0.02429447 -0.06592855 0.003082546
#> exo3 0.05216057 0.01554671 0.03126828 0.074080040
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02809287 0.4912108 -0.6028232 0.6563911
#> lag1_var2 1.21556668 1.6868295 -1.1447115 3.1252714
#> lag1_var3 0.73778275 2.5615079 -2.7891396 3.6372067
#> lag1_var4 -0.65188041 2.3956662 -3.3805679 2.6319080
#> const -3.35906383 5.6009641 -11.2575682 3.4148415
#> exo1 -0.26376341 0.7185036 -1.1566414 0.7209235
#> exo2 0.99460384 1.2196532 -0.7031346 2.7508825
#> exo3 -0.49732093 1.0695189 -1.9454700 1.0069065
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3141004 0.4095849 -0.05442411 1.0401718
#> lag1_var2 -0.6953112 1.4639322 -2.78990398 1.2143549
#> lag1_var3 -0.1162273 2.2170544 -3.25656653 2.7882502
#> lag1_var4 0.9292672 2.0794902 -1.78522636 3.8827315
#> const 3.6840471 7.3975815 -6.89039460 11.3888000
#> exo1 -0.3455204 0.5901898 -0.92719359 0.5496674
#> exo2 -1.2057843 1.1838261 -2.79541388 0.3968829
#> exo3 0.2248883 1.0509719 -1.24208137 1.7198032
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2818109 0.3988092 -0.3258754 0.7136299
#> lag1_var2 -0.2826784 1.6262581 -2.3318455 2.1571773
#> lag1_var3 -0.1984633 2.4960499 -3.3172540 3.5778701
#> lag1_var4 1.0844283 2.3415210 -2.4580909 3.9744403
#> const 0.8231651 5.0954461 -6.8626051 6.5880938
#> exo1 -0.5397670 0.4785329 -1.2002896 0.0850963
#> exo2 -0.5999360 0.6041722 -1.3158752 0.2515316
#> exo3 -0.0956354 0.6433582 -1.0312822 0.7399872
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007292655 8.964226e-05 0.0005879756 0.0008111388
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00271951 0.004154193 -0.009348824 0.001265823
#> Sigma[2,2] 0.31509753 0.108820232 0.245669429 0.498257881
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01178327 0.004696076 0.005046706 0.01779898
#> Sigma[3,2] -0.09142819 0.098323610 -0.238698066 0.02212246
#> Sigma[3,3] 0.71051139 0.122488137 0.572454338 0.88796620
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01096991 0.006056481 0.003094476 0.02016389
#> Sigma[4,2] 0.10612500 0.055640280 0.042741895 0.19259902
#> Sigma[4,3] 0.70401637 0.159861199 0.548976851 0.96094741
#> Sigma[4,4] 0.82550771 0.201213532 0.640710209 1.15295849
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992012295 0.01156813 0.97184690 1.00303810
#> lag1_var2 0.025143488 0.03450802 -0.01952014 0.07446620
#> lag1_var3 0.023897152 0.05163495 -0.03774114 0.09493456
#> lag1_var4 -0.022849179 0.04740729 -0.08729841 0.03534370
#> const 0.116585469 0.18528301 -0.17768631 0.30046978
#> exo1 -0.007697102 0.02156211 -0.03705317 0.01841923
#> exo2 -0.121606554 0.03105665 -0.16801003 -0.08187307
#> exo3 0.070520886 0.02520201 0.03303808 0.09921740
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17395429 0.3938094 -0.6732144 0.39059154
#> lag1_var2 1.11985831 0.8801057 -0.2831966 2.16936783
#> lag1_var3 1.27636024 1.6118564 -1.2629974 3.10424044
#> lag1_var4 -1.20676264 1.4585706 -2.8656119 1.08196347
#> const 4.06140149 3.0776039 0.7242272 8.98468900
#> exo1 -0.67920586 0.5143208 -1.3964938 -0.05939174
#> exo2 -0.01152524 0.6033598 -0.7165328 0.83538534
#> exo3 1.18087001 0.6000150 0.3572401 2.00143744
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6220592 0.3870791 0.06881264 1.0820708
#> lag1_var2 -1.6133523 1.0047332 -3.05418889 -0.3617485
#> lag1_var3 -2.2700040 1.6603804 -4.30749371 0.0708023
#> lag1_var4 3.0709833 1.5390364 0.89677255 4.9705138
#> const -5.2511453 7.8804946 -16.04482943 4.6411781
#> exo1 0.2147089 1.0140782 -1.21356041 1.4676924
#> exo2 -5.0334590 0.6840235 -6.01896766 -4.0600025
#> exo3 0.8698630 0.8517573 -0.41397215 1.8524455
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5394072 0.3330065 0.09737921 0.9893741
#> lag1_var2 -1.4223271 0.9682696 -2.88063819 -0.3256211
#> lag1_var3 -2.2920091 1.5723934 -4.66355912 -0.4144395
#> lag1_var4 3.1469264 1.4792223 1.35151163 5.3439389
#> const -4.0155050 7.0831246 -13.67611701 5.4347602
#> exo1 -0.1930698 0.8634161 -1.33189254 0.9460513
#> exo2 -5.3741177 0.8232540 -6.52036229 -4.2422904
#> exo3 1.7235755 0.7190054 0.69040692 2.5860561
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003711482 8.406733e-05 0.0002503047 0.0004809133
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005513053 0.005932738 -0.009363484 0.007200404
#> Sigma[2,2] 3.4801738326 0.876157680 2.524179533 4.933573131
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001953721 0.002328188 -0.002657108 0.003606836
#> Sigma[3,2] -1.3575444225 0.368219947 -1.882439578 -0.897219901
#> Sigma[3,3] 0.7116566525 0.185349073 0.436541322 0.917255418
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.944118e-05 0.002202535 -0.003206921 0.002610058
#> Sigma[4,2] 2.419029e-01 0.170268023 -0.010075429 0.467935557
#> Sigma[4,3] 1.233511e-01 0.095422863 -0.004512318 0.251326742
#> Sigma[4,4] 2.825167e-01 0.072914611 0.211289668 0.389182347
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96076683 0.01249049 0.94651349 0.980054708
#> lag1_var2 0.07795690 0.01397320 0.05565655 0.092692307
#> lag1_var3 0.17462569 0.03230533 0.12237801 0.207039271
#> lag1_var4 -0.15777847 0.02744109 -0.18707678 -0.114196351
#> const 0.28411176 0.12558118 0.12137661 0.469059738
#> exo1 -0.01366562 0.01646621 -0.03816274 0.006405378
#> exo2 -0.08848861 0.01597256 -0.10935626 -0.068715039
#> exo3 -0.02542722 0.01953462 -0.04866373 0.002589060
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1952043 0.6795522 -0.7882291 1.12702148
#> lag1_var2 -1.2241950 1.5279067 -3.2994793 0.48001318
#> lag1_var3 -4.7035135 3.3919876 -9.3714428 -0.87525659
#> lag1_var4 4.6278771 3.1010366 1.1566576 8.79512511
#> const 0.7403210 9.7650588 -10.6845342 15.17173076
#> exo1 -2.2536867 1.5730511 -4.2121256 0.07408926
#> exo2 2.8099307 1.8170498 0.6756977 5.57461665
#> exo3 3.4244714 1.4996340 1.5481086 5.67754848
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1063300 0.4193760 -0.4698291 0.5794206
#> lag1_var2 1.4060000 1.0215898 0.2832404 2.7100253
#> lag1_var3 3.9529731 2.2823437 1.4394140 6.8478219
#> lag1_var4 -3.0600038 2.0544816 -5.7092958 -0.7439261
#> const 0.1322408 6.0822694 -8.3876913 7.6881504
#> exo1 0.9767765 0.8778408 -0.1235253 2.1786695
#> exo2 -4.5895184 0.6707195 -5.5590285 -3.7969587
#> exo3 -2.3451172 0.7845642 -3.4705370 -1.2897086
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01549679 0.2247849 -0.2162804 0.3374522
#> lag1_var2 0.94529028 0.4255336 0.5148734 1.5980913
#> lag1_var3 2.04918201 0.9738573 1.0507568 3.5414062
#> lag1_var4 -1.06978479 0.8367420 -2.3576428 -0.2220939
#> const -0.30985689 4.7320164 -6.4131915 6.7999019
#> exo1 -0.03988878 0.5843922 -1.0112983 0.6117890
#> exo2 -3.89965605 0.4307420 -4.4584809 -3.2575460
#> exo3 -0.95750014 0.5243533 -1.6674333 -0.1994048
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000620253 0.0001381325 0.000416359 0.0008021648
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005174704 0.002026595 -0.007680169 -0.002383863
#> Sigma[2,2] 0.189011216 0.034714963 0.139406339 0.239715768
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008506974 0.005023419 0.003898782 0.0164068669
#> Sigma[3,2] -0.134856392 0.101308903 -0.280440383 0.0007783908
#> Sigma[3,3] 1.255876234 0.271218140 1.032913367 1.6707976005
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005420783 0.005008348 -0.0001070574 0.01331924
#> Sigma[4,2] -0.013296422 0.106335485 -0.1450230966 0.14974448
#> Sigma[4,3] 1.219242799 0.270591143 0.9753501460 1.65633140
#> Sigma[4,4] 1.263149892 0.291952071 0.9691509283 1.73426568
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.013060154 0.01355772 0.995783741 1.03285639
#> lag1_var2 -0.027887586 0.07612674 -0.145239224 0.05285640
#> lag1_var3 -0.064403766 0.12502981 -0.259675270 0.06997075
#> lag1_var4 0.055704871 0.12089187 -0.074917170 0.24414109
#> const 0.207884162 0.12866856 0.042762242 0.40144386
#> exo1 0.046760147 0.03081161 -0.002353233 0.07896408
#> exo2 -0.101274619 0.03409135 -0.147614260 -0.05632637
#> exo3 0.007139408 0.02125412 -0.029027642 0.03010962
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51607379 0.2471612 -0.7933976 -0.1132859
#> lag1_var2 2.88653313 1.1632747 1.0309708 4.0711012
#> lag1_var3 3.65483198 1.9069966 0.5485590 5.5347313
#> lag1_var4 -3.48154037 1.8341673 -5.3437589 -0.4871659
#> const 3.55732578 2.4005985 -0.1955978 5.6939268
#> exo1 -0.03996132 0.4302495 -0.7251069 0.4602543
#> exo2 1.96530996 0.4958819 1.3626272 2.7289813
#> exo3 -0.62074862 0.5423043 -1.4638753 0.1172431
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3650114 0.4527139 0.8304951 1.985099
#> lag1_var2 -1.9136062 2.5484481 -4.6822849 1.798786
#> lag1_var3 -3.2699697 4.2285243 -8.1166905 2.852725
#> lag1_var4 3.6824498 4.0627725 -2.1703755 8.404328
#> const 0.6331285 8.3827518 -10.8930271 11.981504
#> exo1 0.8012828 1.0232134 -0.4512880 2.250631
#> exo2 -6.2469572 1.2292288 -7.6735044 -4.576472
#> exo3 2.6626091 0.9384133 1.2597195 3.753991
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0612239 0.4765477 0.3895100 1.727505
#> lag1_var2 -0.3774361 2.5856114 -3.3626249 3.421109
#> lag1_var3 -1.4493089 4.3380919 -6.4233988 4.920701
#> lag1_var4 1.9718600 4.1579525 -4.1055315 6.801446
#> const 2.2360613 8.9304674 -9.4146948 15.210375
#> exo1 0.8158110 1.0841444 -0.6568018 2.377216
#> exo2 -5.2700974 1.3109268 -6.5307099 -3.280940
#> exo3 2.3870160 0.9854021 0.9406910 3.448130
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00024474 4.667354e-05 0.0001748555 0.0003094357
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007604125 0.003056748 -0.01109976 -0.003008272
#> Sigma[2,2] 0.766772114 0.153750182 0.54674782 0.943347747
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004078887 0.00354758 -3.228357e-05 0.009651817
#> Sigma[3,2] -0.294980483 0.17447717 -5.725382e-01 -0.107967028
#> Sigma[3,3] 0.884327078 0.31546771 5.196499e-01 1.385858714
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007724632 0.002841918 -0.003055857 0.004995063
#> Sigma[4,2] 0.0699895710 0.191034432 -0.233842966 0.278353136
#> Sigma[4,3] 0.8183690811 0.263835804 0.510584400 1.218224589
#> Sigma[4,4] 0.9356634942 0.207136262 0.670955008 1.211198908
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98750310 0.006104621 0.979110602 0.996006541
#> lag1_var2 0.03607563 0.010501657 0.020316950 0.047022204
#> lag1_var3 0.07569404 0.022868241 0.042608446 0.099488068
#> lag1_var4 -0.07225257 0.020600230 -0.094001480 -0.042359332
#> const 0.20197034 0.077188019 0.092642994 0.314795755
#> exo1 0.02330097 0.014364415 0.005598704 0.044110902
#> exo2 -0.01784788 0.014986455 -0.036258673 0.004883835
#> exo3 -0.02102412 0.012633978 -0.038558547 -0.003766440
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0915087 0.2175292 -0.19301957 0.43204811
#> lag1_var2 -0.4259057 0.6894862 -1.37622472 0.43584624
#> lag1_var3 -2.4195427 1.4455256 -4.39938173 -0.62315851
#> lag1_var4 2.5341131 1.3664091 0.83169628 4.38665396
#> const -4.8675771 3.9416964 -9.10895935 0.03992131
#> exo1 -0.6311200 0.8444152 -1.55158191 0.70943059
#> exo2 0.8857934 0.8371394 -0.11376137 2.15419491
#> exo3 0.7988525 0.5505441 -0.01264888 1.51250840
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2836345 0.3229082 -0.7806171 0.08093512
#> lag1_var2 1.3814147 0.7431453 0.6173738 2.65045034
#> lag1_var3 3.7929104 1.6156148 2.1690051 6.55553420
#> lag1_var4 -2.7981659 1.4900017 -5.3446215 -1.29144893
#> const 6.8301446 6.7857143 -0.6466470 17.95583842
#> exo1 0.2248995 0.4170646 -0.3960221 0.70516000
#> exo2 -1.1344698 1.0826118 -2.8277550 0.08718066
#> exo3 0.5749044 0.8319180 -0.5614700 1.74137054
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3129726 0.2561907 -0.6818818 -0.03286963
#> lag1_var2 1.0935333 0.5720516 0.4781459 2.06171009
#> lag1_var3 2.4771535 1.2887402 1.0708131 4.61210179
#> lag1_var4 -1.3752886 1.1662480 -3.3351824 -0.12789094
#> const 3.9601266 6.6259939 -2.6957518 14.76897146
#> exo1 -0.0692960 0.4118079 -0.5942453 0.53379590
#> exo2 -0.8028262 1.1727798 -2.5988265 0.35728573
#> exo3 1.0291757 0.9301771 -0.2319063 2.24993816
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007237914 0.002376663 0.004558082 0.01049718
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004989867 0.001042320 -0.001768874 0.001118013
#> Sigma[2,2] 0.0081310914 0.001431825 0.006166189 0.010257173
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002369322 0.001444835 -0.00406553 -0.0004825286
#> Sigma[3,2] -0.008556322 0.003392094 -0.01381880 -0.0046589549
#> Sigma[3,3] 0.033686417 0.009038931 0.02236252 0.0473196781
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003036543 0.001523059 -0.004947111 -0.000798079
#> Sigma[4,2] -0.002642032 0.003071528 -0.006662081 0.001564967
#> Sigma[4,3] 0.028594212 0.007233231 0.019743324 0.038681128
#> Sigma[4,4] 0.028019261 0.005873344 0.020659038 0.035431874
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92020616 0.09856054 0.8427657 1.084565628
#> lag1_var2 0.19604289 0.30209968 -0.3006522 0.493075608
#> lag1_var3 0.23971829 0.35749923 -0.3033585 0.566140794
#> lag1_var4 -0.22339657 0.34479794 -0.5337211 0.289874151
#> const 0.40978310 0.66749931 -0.3729599 1.404024993
#> exo1 -0.10803748 0.06589083 -0.1826542 -0.006272931
#> exo2 -0.05598104 0.08915859 -0.1821394 0.058926492
#> exo3 0.03932064 0.10314532 -0.1222775 0.136537401
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.195729181 0.04373553 0.1363786 0.2518182
#> lag1_var2 0.039856851 0.24065677 -0.3451180 0.3292910
#> lag1_var3 -0.764836953 0.34686070 -1.2308851 -0.3312262
#> lag1_var4 0.739465431 0.34755964 0.3029262 1.2087649
#> const -0.165155541 0.39408745 -0.7469927 0.3886758
#> exo1 -0.005009771 0.09165088 -0.1089094 0.1311197
#> exo2 0.553162647 0.11740465 0.4416736 0.7568702
#> exo3 0.351647808 0.13874840 0.1994393 0.5635250
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14353868 0.09119688 -0.28319955 -0.04247658
#> lag1_var2 0.80182975 0.49509926 0.17230411 1.40658733
#> lag1_var3 1.68212525 0.70843871 0.72817003 2.62819708
#> lag1_var4 -0.68132230 0.71544111 -1.64704139 0.28602679
#> const 1.46509329 1.42973368 -0.09229896 3.70536026
#> exo1 0.01114006 0.15387437 -0.24422115 0.15419092
#> exo2 -1.12313779 0.11370256 -1.26382144 -0.95647536
#> exo3 0.12129851 0.20960615 -0.16545933 0.41541822
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02717315 0.1097328 -0.19480800 0.1154769
#> lag1_var2 0.53301001 0.4502974 -0.06236689 1.1669375
#> lag1_var3 0.71285680 0.6815467 -0.22612392 1.6589588
#> lag1_var4 0.28926501 0.6869468 -0.67116639 1.2367070
#> const 0.53965150 1.2757607 -1.02592005 2.5213500
#> exo1 0.01374995 0.1582425 -0.26800818 0.1465978
#> exo2 -0.74724068 0.1302839 -0.87842440 -0.5539301
#> exo3 0.40516740 0.1375542 0.22849349 0.6182150
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003475637 7.448532e-05 0.000257767 0.0004562355
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002215833 0.0007538654 -0.003327716 -0.001344978
#> Sigma[2,2] 0.073190844 0.0186591168 0.049962332 0.104120074
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002887337 0.001095775 0.001571499 0.004485256
#> Sigma[3,2] -0.076764578 0.023893649 -0.116099675 -0.050152001
#> Sigma[3,3] 0.104640274 0.028948316 0.077811755 0.151474437
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001943907 0.0008326238 0.0008817553 0.003161724
#> Sigma[4,2] -0.039871476 0.0152548589 -0.0630879297 -0.023286443
#> Sigma[4,3] 0.067902244 0.0180739165 0.0484179677 0.094575248
#> Sigma[4,4] 0.050171066 0.0117090918 0.0374307062 0.066605852
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.032893666 0.01622057 1.01073558 1.05096440
#> lag1_var2 -0.048674649 0.02659223 -0.08456590 -0.01033472
#> lag1_var3 -0.055969224 0.05112330 -0.12232524 0.02023524
#> lag1_var4 0.042734386 0.04483514 -0.02408122 0.10085971
#> const 0.256070864 0.10038821 0.12198213 0.38634982
#> exo1 -0.004893537 0.02192540 -0.03967487 0.02048078
#> exo2 -0.072677988 0.01406310 -0.08828172 -0.04849163
#> exo3 0.002483402 0.02160847 -0.03295378 0.02733766
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41083237 0.2569308 -0.81867053 -0.1464719
#> lag1_var2 1.36998666 0.3800078 0.95805250 1.9734661
#> lag1_var3 0.97632871 0.7693848 0.06488422 2.1207808
#> lag1_var4 -0.82001762 0.6872487 -1.82095728 0.0224332
#> const 1.10988236 1.8784963 -1.63696395 3.4443272
#> exo1 0.03674893 0.3113060 -0.30195678 0.4434883
#> exo2 0.99848292 0.2894164 0.59376311 1.3594924
#> exo3 0.15709827 0.2135081 -0.11116653 0.4854711
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80800689 0.2332340 0.5359165 1.1833110
#> lag1_var2 -0.85766893 0.3609188 -1.3889899 -0.3980907
#> lag1_var3 -0.39025199 0.7238404 -1.3750305 0.6018684
#> lag1_var4 1.11396686 0.6447589 0.2170190 1.9838520
#> const -0.19507022 2.4577439 -3.1705794 3.7455310
#> exo1 0.04483676 0.3677109 -0.4605761 0.4892928
#> exo2 -1.85662988 0.2623941 -2.2294839 -1.5146196
#> exo3 0.02398547 0.2898962 -0.3818597 0.4247989
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63185872 0.1314410 0.4577542 0.8181295
#> lag1_var2 -0.58966316 0.2032659 -0.8527725 -0.3149670
#> lag1_var3 -0.70190044 0.3986657 -1.1872129 -0.1265023
#> lag1_var4 1.51409858 0.3530117 1.0093572 1.9563148
#> const -0.55741209 1.5832596 -2.4018173 1.9920371
#> exo1 0.06816609 0.2305645 -0.2458055 0.3728344
#> exo2 -1.41022972 0.1546667 -1.5998423 -1.2279423
#> exo3 0.12323397 0.2346330 -0.1986922 0.4356455
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005630395 9.93069e-05 0.0004438681 0.0007026419
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05602003 0.01294411 -0.07647573 -0.03910416
#> Sigma[2,2] 7.33394838 1.89613235 4.82664510 10.34523175
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03279262 0.008031162 0.02359929 0.04623222
#> Sigma[3,2] -4.11124561 1.166445900 -6.09057341 -2.79855360
#> Sigma[3,3] 2.42667515 0.723776217 1.71794854 3.67308322
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001786023 0.001771147 -0.0002697393 0.004524588
#> Sigma[4,2] -0.059408911 0.265937980 -0.4464788170 0.291939751
#> Sigma[4,3] 0.168913787 0.140760536 -0.0199987798 0.365277482
#> Sigma[4,4] 0.160750696 0.029505805 0.1303699610 0.205688224
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0043369100 0.009312423 0.99503209 1.020476374
#> lag1_var2 -0.0052212430 0.009238748 -0.01500705 0.009631504
#> lag1_var3 -0.0099696729 0.017045122 -0.02848760 0.017072051
#> lag1_var4 0.0048246774 0.014242561 -0.01715654 0.019726170
#> const 0.1826289196 0.173646024 -0.06933576 0.417527722
#> exo1 0.0004123281 0.017008740 -0.02086757 0.023692762
#> exo2 -0.1369910122 0.015789193 -0.16026744 -0.117707978
#> exo3 0.0488427413 0.018324072 0.02325400 0.074462886
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7337027 0.8587734 -2.9569869 -0.5462926
#> lag1_var2 2.3301754 1.0667964 0.6827120 3.5295087
#> lag1_var3 2.7237313 1.9457061 -0.2764806 4.9044064
#> lag1_var4 -1.9348103 1.6354533 -3.8258422 0.6387729
#> const 6.8311359 16.9532428 -19.1825992 26.6714221
#> exo1 0.7317393 2.3424446 -2.5214867 3.2722372
#> exo2 2.8232047 2.0069086 0.6497300 6.0492078
#> exo3 -1.5546981 2.3354533 -5.1535991 0.8276938
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.29186017 0.5177420 0.7103462 2.15168779
#> lag1_var2 -1.10067516 0.7190036 -1.7751207 0.09184903
#> lag1_var3 -1.08077778 1.2993264 -2.2973644 1.08756908
#> lag1_var4 1.46106301 1.0817249 -0.2910200 2.52447929
#> const -1.82840162 9.8920060 -16.5012825 10.81926740
#> exo1 -0.06563277 1.1713058 -1.5976982 1.45105544
#> exo2 -2.71591617 1.2536329 -4.6262807 -1.29266344
#> exo3 1.25587922 1.3182871 -0.1236497 3.26703842
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2962925 0.2651544 -0.069156450 0.6443981
#> lag1_var2 -0.2645143 0.2526820 -0.547424370 0.1483979
#> lag1_var3 -0.3828898 0.4452610 -0.880102525 0.3341404
#> lag1_var4 1.2271432 0.3496560 0.652568558 1.6186704
#> const 1.5687168 3.6740731 -3.297474651 6.5541349
#> exo1 0.3867632 0.4065156 -0.009737948 1.0636352
#> exo2 -1.3647524 0.3399061 -1.741999752 -0.8849052
#> exo3 0.4947931 0.2521274 0.162248391 0.8357703
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00284114 0.0006671814 0.002062915 0.003971805
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0487589 0.01368038 -0.07119577 -0.03439762
#> Sigma[2,2] 3.2854906 0.68535596 2.47616448 4.25757558
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04127439 0.01021323 0.0311772 0.05702406
#> Sigma[3,2] -2.21032661 0.42396950 -2.8267851 -1.69766337
#> Sigma[3,3] 1.86447164 0.27901958 1.4903453 2.22422744
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0127898 0.007768044 0.003376065 0.02537282
#> Sigma[4,2] -0.2488684 0.147388769 -0.443032462 -0.06403961
#> Sigma[4,3] 0.5775555 0.187567019 0.338856115 0.83641790
#> Sigma[4,4] 0.4663328 0.134718320 0.311670918 0.66468725
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006959708 0.01380807 0.99601432 1.030054843
#> lag1_var2 0.004087631 0.05035855 -0.06778449 0.076017418
#> lag1_var3 -0.003447354 0.08738366 -0.13034091 0.121813941
#> lag1_var4 -0.008254506 0.08559411 -0.12913693 0.117281933
#> const 0.522982419 0.16263393 0.27055662 0.706074180
#> exo1 -0.049359261 0.04548907 -0.11961281 0.004255767
#> exo2 -0.014438794 0.02994493 -0.04376341 0.029195584
#> exo3 0.060654748 0.03995238 0.03305712 0.127851639
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7139185 0.5390272 -1.3354950 0.07237495
#> lag1_var2 1.5088178 0.6297560 0.6032747 2.34012794
#> lag1_var3 1.1002515 1.0687617 -0.4851842 2.53872831
#> lag1_var4 -0.8560926 1.0657657 -2.3209259 0.66983567
#> const 3.3878801 5.5907554 -4.0066735 11.31129783
#> exo1 -0.0225983 1.8113372 -2.6997344 2.23261118
#> exo2 2.2538721 2.0983764 -0.5702327 4.84812753
#> exo3 -0.5116706 2.2178928 -3.7119514 2.26653899
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5551430 0.4106484 1.031956 2.0937113
#> lag1_var2 -2.1120294 0.7242712 -3.146831 -1.1724597
#> lag1_var3 -2.4974017 1.3098260 -4.334559 -0.7905414
#> lag1_var4 2.9251577 1.2636679 1.270851 4.7138987
#> const -1.8197616 5.6162776 -8.594906 6.1980000
#> exo1 -0.2911185 1.1997653 -1.824471 1.3384536
#> exo2 -1.8583452 1.4785017 -4.135525 -0.0334091
#> exo3 -0.1536805 1.5355377 -1.946150 2.1184274
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1418759 0.2157567 0.8357786 1.4296340
#> lag1_var2 -1.6006733 0.7809689 -2.5296708 -0.5937690
#> lag1_var3 -2.4784716 1.3455705 -4.1189446 -0.7653256
#> lag1_var4 3.0654578 1.2835232 1.4828258 4.6581499
#> const -0.8089636 3.1399877 -3.4620939 4.6302391
#> exo1 -0.3282106 0.6532016 -0.9173635 0.6768716
#> exo2 -0.4841527 0.6196521 -1.4473713 0.2689374
#> exo3 -0.4946428 0.6560319 -1.5316779 0.2753357
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001831699 0.0002309054 0.001509044 0.002109408
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003003008 0.0007190154 -0.003928493 -0.00181752
#> Sigma[2,2] 0.025406744 0.0062158533 0.017448089 0.03425680
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004288457 0.002518098 0.000779191 0.007552818
#> Sigma[3,2] -0.037929914 0.012783288 -0.058376257 -0.023464792
#> Sigma[3,3] 0.259576146 0.068222320 0.182075141 0.373926973
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001894899 0.002494626 -0.001547303 0.004910289
#> Sigma[4,2] -0.018548423 0.008586163 -0.031931748 -0.009382347
#> Sigma[4,3] 0.233685623 0.062192968 0.159693273 0.336557747
#> Sigma[4,4] 0.222782981 0.058668982 0.151273404 0.317893749
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986319401 0.02896697 0.93798365 1.02042459
#> lag1_var2 0.138090046 0.14218491 -0.02790905 0.33014761
#> lag1_var3 0.234962114 0.21573564 -0.02494718 0.53937551
#> lag1_var4 -0.231185849 0.21165233 -0.53069548 0.02486520
#> const 0.241027921 0.64944697 -0.63114521 1.17811278
#> exo1 0.024128591 0.03433438 -0.02620132 0.06397272
#> exo2 -0.022548292 0.06813943 -0.11395793 0.06772827
#> exo3 -0.005492509 0.03449127 -0.05820155 0.03293978
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09306622 0.07846428 -0.02669337 0.19436608
#> lag1_var2 -0.47807218 0.56261936 -1.23234546 0.33616623
#> lag1_var3 -1.73961744 0.75118641 -2.74550093 -0.65730904
#> lag1_var4 1.70035598 0.73568014 0.63924756 2.68468613
#> const 1.12162835 1.35844247 -0.20163747 3.21191929
#> exo1 -0.08763492 0.15557999 -0.33143072 0.07594866
#> exo2 1.10855549 0.18603805 0.84278093 1.31278780
#> exo3 0.40546789 0.12899091 0.18809999 0.54684021
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5255781 0.2419124 -0.8931617 -0.21838689
#> lag1_var2 3.5689272 1.9362358 1.3930046 6.37474300
#> lag1_var3 4.9288624 2.6433958 2.1356400 8.77882480
#> lag1_var4 -3.8221736 2.5854701 -7.5975201 -1.10630464
#> const 2.5731786 4.0713128 -2.8901094 8.18312607
#> exo1 0.6214736 0.4183411 0.2245973 1.32668349
#> exo2 -1.9410287 0.6234257 -2.7094227 -0.97718606
#> exo3 -1.2645883 0.8448052 -2.1697812 0.04421225
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4761788 0.2184214 -0.8006384 -0.1749952
#> lag1_var2 2.8907747 1.6780535 1.0639931 5.4189484
#> lag1_var3 3.1615085 2.3252830 0.7452938 6.6753837
#> lag1_var4 -2.0687924 2.2770443 -5.5193327 0.3025660
#> const 2.6551175 3.9781097 -3.0199249 7.6003551
#> exo1 0.5659794 0.3197439 0.2672368 1.0938503
#> exo2 -1.1988620 0.5528318 -1.8291377 -0.3581381
#> exo3 -1.0160228 0.7916024 -1.8889466 0.2164816
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005851429 0.0001562777 0.0004593989 0.000843347
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01755401 0.005096466 -0.02501629 -0.01200194
#> Sigma[2,2] 1.40539395 0.204537341 1.11584945 1.69248910
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0141128 0.004071158 0.008855191 0.01993941
#> Sigma[3,2] -1.0545572 0.174037336 -1.269866015 -0.80832312
#> Sigma[3,3] 0.9691741 0.168422941 0.710103403 1.19115300
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003969924 0.002017371 0.001128883 0.006534119
#> Sigma[4,2] -0.226736481 0.091452761 -0.378379597 -0.133239612
#> Sigma[4,3] 0.369007931 0.085287654 0.242032384 0.473804898
#> Sigma[4,4] 0.259377472 0.057149544 0.171555557 0.327369095
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983372903 0.01012415 0.97051554 0.997324883
#> lag1_var2 0.045891389 0.04532246 -0.01479955 0.099037124
#> lag1_var3 0.068234715 0.07487651 -0.03213406 0.155593177
#> lag1_var4 -0.065338838 0.07254501 -0.15224679 0.031064626
#> const 0.229701769 0.11030417 0.06537288 0.347827948
#> exo1 0.008998492 0.01625734 -0.01461056 0.031888787
#> exo2 -0.028936335 0.02092265 -0.05405752 0.002463331
#> exo3 0.023530104 0.02575128 -0.01744226 0.051791007
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7726004 0.5063517 -1.5412665 -0.11184867
#> lag1_var2 -0.3585394 1.3753546 -2.0906406 1.41570863
#> lag1_var3 -1.9811686 2.2511361 -4.8324302 0.93037510
#> lag1_var4 2.2518660 2.1951478 -0.6325964 4.98160002
#> const 5.3336301 7.8798975 -1.7501050 17.68834015
#> exo1 -0.7822058 0.6313197 -1.6543254 0.09208189
#> exo2 1.2248134 1.8281051 -0.8166893 3.96556338
#> exo3 0.3209152 1.2389911 -1.1199213 2.11501019
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0019980 0.5545410 0.2590972 1.7197306
#> lag1_var2 0.2644400 1.4515818 -1.4361023 2.3490208
#> lag1_var3 1.1807476 2.4099984 -1.7084633 4.6378251
#> lag1_var4 -0.6080535 2.3132793 -3.8975052 2.2549471
#> const -1.9231867 6.1323762 -9.4678674 5.8884958
#> exo1 1.0376468 0.6030927 0.3334994 1.8310917
#> exo2 -1.0942545 1.5792290 -3.4239540 0.9228476
#> exo3 0.3200728 1.0289907 -0.9073254 1.7656993
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4759216 0.3080353 0.1071602 0.8657340
#> lag1_var2 -0.1895114 0.9655264 -1.4049427 1.0849513
#> lag1_var3 -0.4026727 1.6073435 -2.4393900 1.7215409
#> lag1_var4 1.1758462 1.5249619 -0.8209777 3.1444744
#> const 0.6469410 4.5858244 -5.9035251 5.7890824
#> exo1 0.5962249 0.4628025 0.1193219 1.2748751
#> exo2 -0.3938541 0.6142651 -1.1241129 0.5625274
#> exo3 0.5538064 0.4932225 -0.1417219 1.2457005
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001200016 0.0001641354 0.0009936364 0.001430186
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000754035 0.001358677 -0.00117432 0.002606349
#> Sigma[2,2] 0.033151970 0.006719499 0.02406077 0.042241798
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00613194 0.003814427 -2.097547e-05 0.00996628
#> Sigma[3,2] 0.03074079 0.016886742 7.246151e-03 0.05099114
#> Sigma[3,3] 0.44433825 0.097862173 3.240182e-01 0.59573004
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006916293 0.004233595 0.0006302949 0.01108289
#> Sigma[4,2] 0.052215112 0.018594885 0.0260271089 0.07602529
#> Sigma[4,3] 0.482177288 0.100875284 0.3545012547 0.63938668
#> Sigma[4,4] 0.534800176 0.103929163 0.3978437560 0.69467735
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978312411 0.02181440 0.954354070 1.01372833
#> lag1_var2 0.130047788 0.08735547 -0.005486118 0.22630615
#> lag1_var3 0.185238630 0.16164291 -0.066627256 0.34793016
#> lag1_var4 -0.182205078 0.15516374 -0.337048582 0.05934513
#> const 0.235836581 0.23615969 -0.112999949 0.56230877
#> exo1 -0.004347215 0.02039498 -0.034947133 0.02175188
#> exo2 -0.197339413 0.03395185 -0.247069993 -0.15701136
#> exo3 -0.104515015 0.02285235 -0.122949031 -0.06740234
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03108445 0.08988644 -0.08719404 0.1545217
#> lag1_var2 0.94936728 0.42002122 0.40599906 1.5015887
#> lag1_var3 0.24587785 0.76280391 -0.78465857 1.1604526
#> lag1_var4 -0.25889980 0.74392472 -1.16100177 0.7475612
#> const 0.98294361 1.71962679 -1.47264451 3.3570666
#> exo1 -0.08650299 0.17974127 -0.32590764 0.1573499
#> exo2 0.34033783 0.16187272 0.17005765 0.6013443
#> exo3 0.08993700 0.17777897 -0.17519305 0.2848015
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2109316 0.4737804 -0.90749637 0.32005040
#> lag1_var2 3.1158919 2.1876236 0.57124788 6.38129331
#> lag1_var3 6.6196121 4.0248131 2.14310551 12.90285171
#> lag1_var4 -5.5878426 3.9065716 -11.66463742 -1.22847812
#> const 3.6096476 6.4044237 -6.70138183 10.19355570
#> exo1 1.0093415 0.5986843 0.04501792 1.59151789
#> exo2 -3.4414676 0.5338898 -4.17785680 -2.66102290
#> exo3 -0.8033371 0.5352999 -1.44195871 0.04813531
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2302166 0.5067408 -0.926059637 0.38020985
#> lag1_var2 3.5622245 2.2894735 1.001195601 6.90920968
#> lag1_var3 6.5986042 4.2035909 2.042852803 13.07784281
#> lag1_var4 -5.5492650 4.0836209 -11.817036144 -1.10615994
#> const 3.5978861 7.2240671 -8.575755169 10.85708629
#> exo1 0.9984121 0.6523017 0.001716767 1.74919621
#> exo2 -3.4069213 0.6433383 -4.261673242 -2.45748870
#> exo3 -0.8068548 0.5840088 -1.522051378 0.06048708
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002517413 0.0001321825 0.0001560633 0.000461787
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004753759 0.002745247 -0.009314041 -0.002448889
#> Sigma[2,2] 0.440618280 0.119629950 0.299513114 0.624544127
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002630797 0.002323191 0.000797407 0.006461255
#> Sigma[3,2] -0.237020436 0.082971233 -0.361603269 -0.153549835
#> Sigma[3,3] 0.166590213 0.057219838 0.109774725 0.255139254
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.589039e-06 0.0009438191 -0.0008297335 0.001446838
#> Sigma[4,2] 6.487091e-03 0.0242789822 -0.0307339619 0.038392360
#> Sigma[4,3] 3.873984e-02 0.0138931400 0.0266177743 0.062339988
#> Sigma[4,4] 4.597238e-02 0.0102441552 0.0319876825 0.059320472
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996817229 0.01572749 0.968998447 1.01093384
#> lag1_var2 0.035221375 0.02931377 0.006416005 0.08356094
#> lag1_var3 0.060001270 0.05342186 0.006453751 0.14886829
#> lag1_var4 -0.063106109 0.04841578 -0.141021941 -0.01180604
#> const 0.262140186 0.12644863 0.150752799 0.45473599
#> exo1 0.001994398 0.01186903 -0.014957988 0.01956852
#> exo2 -0.101077282 0.02020184 -0.133857189 -0.08010171
#> exo3 0.038670757 0.01365160 0.025528823 0.06007616
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.12956306 0.4035210 -1.7422206 -0.6872947
#> lag1_var2 1.05360886 1.2241499 -0.2544388 2.9671201
#> lag1_var3 0.33842764 2.2688388 -2.1868339 3.8157102
#> lag1_var4 0.26266774 2.2908922 -3.2522671 2.6710768
#> const -0.05775316 4.8623375 -7.0261683 6.4517469
#> exo1 -0.97907020 0.5277586 -1.6584786 -0.2821062
#> exo2 0.28073427 0.7350798 -0.6962583 1.3483164
#> exo3 0.44714571 0.7128158 -0.6845402 1.2845054
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7332803 0.3583161 0.295003709 1.2647311
#> lag1_var2 0.4546094 0.9229168 -0.605356731 1.7560277
#> lag1_var3 1.7308532 1.7435771 -0.285504802 4.2104491
#> lag1_var4 -1.1550543 1.7093934 -3.537722641 0.8400414
#> const 2.3076089 3.2087754 -1.086102160 7.3264927
#> exo1 0.4931035 0.2164170 0.213038245 0.7866222
#> exo2 -0.9685175 0.4371415 -1.553285722 -0.3586293
#> exo3 0.5469764 0.4904299 -0.001604197 1.2019643
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06249482 0.1693620 -0.182086106 0.3023094
#> lag1_var2 0.87807056 0.6397233 0.005403639 1.6364169
#> lag1_var3 1.64280347 1.1679787 0.072250694 3.0486976
#> lag1_var4 -0.69815706 1.1251618 -2.067117610 0.8157921
#> const 1.64707492 2.1100623 -1.003069373 4.8928915
#> exo1 -0.05734593 0.1431294 -0.261480255 0.1373025
#> exo2 -0.88051502 0.1904720 -1.142697593 -0.6294185
#> exo3 0.84821614 0.2494770 0.491803450 1.1951690
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009062298 0.0001782139 0.0006891885 0.001186063
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002761827 0.001933089 -0.005329087 1.806294e-05
#> Sigma[2,2] 0.112270379 0.016100497 0.089252568 1.328026e-01
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001665543 0.001962068 -0.002357249 0.002857195
#> Sigma[3,2] -0.0748112062 0.023720146 -0.103923664 -0.042693231
#> Sigma[3,3] 0.1242507118 0.020969629 0.099390668 0.155636749
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009249135 0.002097429 -0.002886893 0.002258085
#> Sigma[4,2] -0.0281081527 0.024472359 -0.063870686 0.001889463
#> Sigma[4,3] 0.1126311448 0.018063004 0.094860990 0.140116226
#> Sigma[4,4] 0.1290820290 0.018413410 0.103561069 0.155268179
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90692039 0.02817389 0.86995338 0.946610503
#> lag1_var2 0.11566971 0.01593915 0.09648794 0.136370108
#> lag1_var3 0.18906855 0.03410179 0.14899821 0.231860505
#> lag1_var4 -0.15919164 0.02172650 -0.18641771 -0.130503880
#> const 0.28493755 0.21042168 0.03825827 0.623251183
#> exo1 -0.03680626 0.02946515 -0.07720595 0.006805692
#> exo2 -0.03823042 0.02293359 -0.06778088 -0.008811365
#> exo3 -0.03278782 0.03198980 -0.06932893 0.014742513
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02670078 0.1800531 -0.3241406 0.1492114
#> lag1_var2 0.51135900 0.1127954 0.3696146 0.6796126
#> lag1_var3 -0.58543427 0.2611796 -0.8709792 -0.1336057
#> lag1_var4 0.66650678 0.1674236 0.4223449 0.8769757
#> const 0.43738804 2.0450141 -1.8314441 3.2623624
#> exo1 0.69416301 0.3763932 0.1877595 1.0853831
#> exo2 0.69469891 0.1820878 0.4129361 0.9429215
#> exo3 0.55070228 0.3390807 0.2446852 1.0610002
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6203541 0.3564727 0.06834267 0.9761271
#> lag1_var2 0.5936621 0.1872982 0.35884666 0.8365882
#> lag1_var3 1.3136448 0.4249344 0.80974509 1.9146494
#> lag1_var4 -0.7819775 0.2685515 -1.14258890 -0.4508369
#> const 0.5391754 3.2302468 -3.06089920 5.7793447
#> exo1 -0.4647809 0.2601502 -0.86487307 -0.1246683
#> exo2 -2.7934160 0.3373473 -3.28151937 -2.3639057
#> exo3 -1.2551905 0.4272663 -1.64060375 -0.5040691
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4550660 0.3875224 -0.1319575 0.86364959
#> lag1_var2 0.9302797 0.2187453 0.6792831 1.23856367
#> lag1_var3 0.9341152 0.4718691 0.4283265 1.61916594
#> lag1_var4 -0.3174953 0.3034453 -0.7741980 0.01356553
#> const -0.3303940 3.0387747 -3.7275712 4.70951023
#> exo1 -0.1918143 0.2273424 -0.5299583 0.05703951
#> exo2 -3.0051885 0.4876884 -3.7025085 -2.40262553
#> exo3 -1.3045365 0.5022356 -1.6997528 -0.39805392
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000298966 7.5575e-05 0.0002059152 0.0004150788
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007069968 0.002549468 -0.01153339 -0.004783637
#> Sigma[2,2] 0.441119098 0.130834672 0.32392642 0.668298449
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004736551 0.001864746 0.002884046 0.007938199
#> Sigma[3,2] -0.284438430 0.091330676 -0.440813526 -0.194809726
#> Sigma[3,3] 0.225794495 0.065971697 0.154355274 0.332199131
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003882236 0.0003847414 -6.712919e-05 0.0009174888
#> Sigma[4,2] -0.0133151329 0.0159130342 -3.423737e-02 0.0078934982
#> Sigma[4,3] 0.0537504355 0.0179295321 2.976884e-02 0.0785930352
#> Sigma[4,4] 0.0486385484 0.0138732080 3.246120e-02 0.0673763552
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00212829 0.01553859 0.98344190 1.02220750
#> lag1_var2 0.03568164 0.05537180 -0.04474646 0.10557009
#> lag1_var3 0.05648084 0.09234891 -0.07904791 0.17192248
#> lag1_var4 -0.06007153 0.08683431 -0.16963824 0.06741797
#> const 0.17644172 0.18546773 -0.08294794 0.44047825
#> exo1 -0.00990127 0.01882547 -0.04112275 0.01092823
#> exo2 -0.10871006 0.01825231 -0.13691883 -0.08470582
#> exo3 0.06205351 0.01549568 0.04139719 0.08482000
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6355729 0.6697411 -1.5482347 0.2823909
#> lag1_var2 1.7457965 1.7127316 -0.6011271 3.9534602
#> lag1_var3 1.4118496 2.8553916 -2.5050907 5.1654070
#> lag1_var4 -1.1517446 2.7479104 -4.5592340 2.7327902
#> const 2.7478726 5.4623464 -6.2331307 7.5716420
#> exo1 0.2525066 0.6775849 -0.6457783 1.0612751
#> exo2 0.3159947 0.6207463 -0.5400991 1.1986336
#> exo3 -0.1815377 0.2233462 -0.5132581 0.1232376
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89390302 0.4683356 0.1974338 1.4858109
#> lag1_var2 -0.57666841 1.5163570 -2.4887865 1.5631735
#> lag1_var3 -0.01163513 2.5273578 -3.2566635 3.5477495
#> lag1_var4 0.62102274 2.4099495 -2.8066440 3.6154167
#> const -1.62510177 4.2059390 -6.9596176 4.5445722
#> exo1 0.05155799 0.4985257 -0.5995798 0.7159586
#> exo2 -0.30501384 0.5124309 -1.0305642 0.3563441
#> exo3 -0.19983401 0.2464363 -0.5594416 0.1541227
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5179170 0.2492472 0.22003434 0.9066579
#> lag1_var2 0.1627755 0.7725669 -0.79866739 1.1139826
#> lag1_var3 0.3217315 1.2665385 -1.28608072 1.8411787
#> lag1_var4 0.4553884 1.2039552 -0.99363578 1.9959478
#> const -0.8035173 2.2744178 -4.31320333 1.5815126
#> exo1 0.2236773 0.1479274 0.02451741 0.4409576
#> exo2 -0.1184939 0.1987749 -0.38434550 0.1666871
#> exo3 -0.3205747 0.1760443 -0.57652824 -0.1116072
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01064793 0.002477816 0.008248594 0.01438384
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005114589 0.02574554 -0.03394076 0.03728199
#> Sigma[2,2] 1.771996371 0.52372687 1.28111807 2.66372689
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04115313 0.02323699 -0.07151654 -0.006420996
#> Sigma[3,2] -1.32689745 0.32729159 -1.81558654 -0.909629651
#> Sigma[3,3] 1.56166602 0.34246869 1.07653054 1.991670640
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03833399 0.0128394 -0.05496155 -0.02044651
#> Sigma[4,2] -0.04652089 0.2344914 -0.27860178 0.33828658
#> Sigma[4,3] 0.64746632 0.2631863 0.25147688 0.93672102
#> Sigma[4,4] 0.66630615 0.1586921 0.45700263 0.86805865
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.033438860 0.04470194 0.97551907 1.099023622
#> lag1_var2 -0.102623112 0.10859381 -0.28987533 -0.005106689
#> lag1_var3 -0.160050929 0.15464967 -0.43265196 -0.020287546
#> lag1_var4 0.142452017 0.14214992 0.01193451 0.394727993
#> const 0.385944294 0.73455072 -0.42824800 1.495162994
#> exo1 0.041007875 0.09614939 -0.07886190 0.194716615
#> exo2 -0.107844258 0.13733698 -0.28520052 0.058789345
#> exo3 0.007974519 0.09307811 -0.10804983 0.122075201
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.82653030 0.5864877 -1.7833067 -0.1575411
#> lag1_var2 2.58894449 0.8009894 1.5389489 3.7906470
#> lag1_var3 2.51414623 1.1495046 0.9746945 4.1855477
#> lag1_var4 -2.30092045 1.0671294 -3.8432011 -0.8321086
#> const 6.11765888 14.1250568 -11.7256451 28.6826633
#> exo1 3.78795392 1.1796774 2.5073469 5.6635238
#> exo2 0.62500271 1.4602091 -1.3009018 2.4546154
#> exo3 -0.06875236 1.7045290 -2.2478905 2.2656035
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61910276 0.5031968 -1.139342e-01 1.286158734
#> lag1_var2 -0.99899536 0.8675135 -2.078872e+00 0.008436499
#> lag1_var3 -0.55138738 1.2321330 -2.113199e+00 0.878534990
#> lag1_var4 1.36580891 1.1593150 1.304966e-04 2.839217794
#> const -2.68712473 11.3655875 -1.679356e+01 13.970368643
#> exo1 -2.62822572 1.3371681 -4.316668e+00 -0.649479937
#> exo2 -0.03708278 1.4698416 -1.543388e+00 2.207690629
#> exo3 -1.38091161 1.2306714 -3.128090e+00 0.227293742
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.016191594 0.3663365 -0.5733603 0.4217776
#> lag1_var2 0.395807482 0.7270180 -0.7761387 1.2649487
#> lag1_var3 0.637429982 1.0417059 -1.0258113 1.8481074
#> lag1_var4 0.357293235 0.9680280 -0.7848885 1.8871951
#> const 0.885705137 6.6918366 -6.5557267 12.0785941
#> exo1 -0.002617393 0.8204343 -0.9412008 1.2002705
#> exo2 0.414158447 1.0194268 -0.5694945 1.9817918
#> exo3 -1.673774970 0.7204752 -2.4695586 -0.6094377
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006554378 0.0001890341 0.0004123086 0.000960393
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01315577 0.005949839 -0.02266877 -0.00745479
#> Sigma[2,2] 0.79984923 0.209307112 0.59078532 1.09119066
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01181956 0.003968299 0.007928921 0.01822828
#> Sigma[3,2] -0.63182122 0.148724436 -0.859810867 -0.45892946
#> Sigma[3,3] 0.68428954 0.125817483 0.518319822 0.83466929
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002636909 0.001331346 0.001015689 0.004591472
#> Sigma[4,2] -0.063344639 0.051888150 -0.136498010 0.007865273
#> Sigma[4,3] 0.244062170 0.098329868 0.117274552 0.397897240
#> Sigma[4,4] 0.208673993 0.069861247 0.128069776 0.313913840
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99482937 0.02252466 0.9648665622 1.02461038
#> lag1_var2 0.04276582 0.14432298 -0.1640624031 0.22284315
#> lag1_var3 0.06194464 0.20348937 -0.2289134167 0.31748689
#> lag1_var4 -0.06052006 0.19827347 -0.3093573951 0.22316322
#> const 0.08502048 0.25411681 -0.2561354299 0.37489483
#> exo1 0.02555663 0.02298714 -0.0007354214 0.06282256
#> exo2 -0.06231675 0.02161128 -0.0901189378 -0.03095578
#> exo3 -0.01843281 0.02152810 -0.0411318338 0.01703892
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3269546 0.2856785 -0.8250731 -0.02633626
#> lag1_var2 -0.9993305 2.6251454 -4.4769891 2.76217627
#> lag1_var3 -2.4055073 3.5848215 -7.0916734 2.77889962
#> lag1_var4 2.4453265 3.5129102 -2.6284233 7.04553584
#> const 6.6941133 5.9762938 0.3605829 15.49904782
#> exo1 -0.1126345 0.7056308 -0.9637557 0.89972142
#> exo2 0.5775140 0.5554905 -0.2814261 1.16645025
#> exo3 0.7720303 0.7423086 -0.4517582 1.59284039
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04619649 0.3193532 -0.2842654 0.5610571
#> lag1_var2 0.97235707 2.8772057 -3.3686086 4.6875569
#> lag1_var3 2.01459595 4.0252427 -4.1476585 7.0748410
#> lag1_var4 -1.03405669 3.9277107 -5.9944614 4.9623578
#> const -1.46160910 4.1437961 -6.8422870 3.6734600
#> exo1 0.35050801 0.4997880 -0.2506444 1.1124854
#> exo2 -1.52814709 0.4458181 -2.0227598 -0.7648411
#> exo3 -0.79272448 0.7173117 -1.5927352 0.2771366
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22489174 0.3113265 -0.51964800 0.32156025
#> lag1_var2 0.02083841 2.1886520 -3.71203858 2.21968928
#> lag1_var3 -0.04380989 3.1006656 -5.31910122 3.04068660
#> lag1_var4 1.07088768 3.0227141 -1.94020093 6.21938940
#> const 2.90535638 2.3779081 -1.43458203 4.89519416
#> exo1 0.28368453 0.3322542 -0.06595122 0.75635304
#> exo2 -1.17493907 0.3376676 -1.76906957 -0.83242980
#> exo3 -0.26125986 0.3568535 -0.84903113 0.05026353
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004006946 8.016074e-05 0.0003185257 0.0005226453
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006071107 0.0005034425 -0.001373500 -3.334426e-05
#> Sigma[2,2] 0.0115746976 0.0028486028 0.008125644 1.571881e-02
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001535786 0.001221118 -0.002016946 0.00147520
#> Sigma[3,2] -0.0182653355 0.004548497 -0.024373457 -0.01218427
#> Sigma[3,3] 0.1132583556 0.029682548 0.084176400 0.16205514
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005489146 0.00110029 -0.002369842 0.0007286025
#> Sigma[4,2] -0.0120793439 0.00353668 -0.016968851 -0.0071616803
#> Sigma[4,3] 0.1061664196 0.03049685 0.075150239 0.1554282810
#> Sigma[4,4] 0.1026496639 0.03122200 0.070143943 0.1523554217
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9777572191 0.01004367 0.96177473 0.98856483
#> lag1_var2 0.1017066243 0.03296645 0.06111644 0.14261640
#> lag1_var3 0.1790950404 0.05644259 0.10448725 0.25355696
#> lag1_var4 -0.1747919449 0.05433153 -0.24696349 -0.10327489
#> const 0.3144630910 0.19163757 0.13517255 0.64005192
#> exo1 0.0075130333 0.01728593 -0.01199075 0.03380328
#> exo2 -0.0120130107 0.02627933 -0.04473755 0.02823784
#> exo3 0.0007826923 0.02327364 -0.02689487 0.03607358
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24091713 0.13347770 0.1215363 0.46757877
#> lag1_var2 -0.16782012 0.64418260 -1.2622885 0.35258792
#> lag1_var3 -1.06353755 1.05902912 -2.8404589 -0.20906924
#> lag1_var4 1.01349815 1.01779751 0.1879969 2.72048327
#> const 0.11189167 0.88053142 -1.0207271 1.35752296
#> exo1 -0.03285577 0.09943042 -0.1696146 0.09863298
#> exo2 0.85427974 0.07787878 0.7447673 0.95875963
#> exo3 0.28472486 0.08474784 0.1722210 0.40168395
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5241088 0.4439555 -1.17644764 -0.09685333
#> lag1_var2 1.8398619 2.2530363 -0.25756179 4.92555346
#> lag1_var3 3.5957871 3.9004241 0.24380759 9.03699395
#> lag1_var4 -2.4821176 3.7536400 -7.71841909 0.75033071
#> const 3.2873393 3.1754889 -0.53485393 6.76055388
#> exo1 -0.1270833 0.4217096 -0.77228430 0.26033104
#> exo2 -0.3939276 0.3968007 -1.02293315 -0.00598502
#> exo3 0.5746003 0.3874842 0.06319455 1.06907550
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4543533 0.3625656 -0.98475890 -0.09808074
#> lag1_var2 1.6617475 1.8639351 -0.08961879 4.19185991
#> lag1_var3 2.8266007 3.2583720 -0.06682658 7.34920932
#> lag1_var4 -1.7061091 3.1366737 -6.06039091 1.09587984
#> const 2.8030759 2.7838586 -0.45383067 5.97842640
#> exo1 -0.1479804 0.4147275 -0.79067107 0.20305248
#> exo2 0.0562657 0.3907774 -0.55491225 0.44010773
#> exo3 0.7475049 0.3582760 0.25092865 1.18794508
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001135845 0.0002977115 0.0006786142 0.001460578
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003448515 0.003919287 -0.007755843 0.002382064
#> Sigma[2,2] 0.213414424 0.042787702 0.148064953 0.262455777
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002256268 0.00198074 -0.0004632077 0.005013424
#> Sigma[3,2] -0.103911552 0.02546604 -0.1417669014 -0.071445655
#> Sigma[3,3] 0.061175879 0.01855189 0.0419551596 0.090502537
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008319922 0.0007054912 8.287629e-05 0.002030126
#> Sigma[4,2] -0.0026441059 0.0110994353 -2.007691e-02 0.008967125
#> Sigma[4,3] 0.0123632031 0.0081695621 5.741776e-03 0.027082937
#> Sigma[4,4] 0.0119871061 0.0047426754 7.210751e-03 0.019670044
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9694543527 0.01670090 0.95255986 0.99512308
#> lag1_var2 0.1465277247 0.02280203 0.11081426 0.17023105
#> lag1_var3 0.3254059749 0.05088495 0.24731263 0.38306532
#> lag1_var4 -0.3125657109 0.04777304 -0.35730921 -0.23742103
#> const 0.1423767477 0.28371974 -0.30288104 0.44338157
#> exo1 0.0322092509 0.02729095 -0.00591180 0.06862539
#> exo2 -0.0564005260 0.02446386 -0.08719880 -0.02036850
#> exo3 -0.0002756221 0.04790940 -0.06283076 0.07338349
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1135614 0.2666937 -0.5020970 0.2274874
#> lag1_var2 -0.4534339 0.3065729 -0.9544689 -0.1522936
#> lag1_var3 -3.0291166 0.7558065 -4.2195265 -2.1537891
#> lag1_var4 3.0467656 0.6432745 2.3331699 4.0273594
#> const 1.3423899 4.2562011 -3.9645711 7.4607930
#> exo1 -0.1430675 0.2458018 -0.4310969 0.2280588
#> exo2 1.5887619 0.6640828 0.4229384 2.2393896
#> exo3 0.4374966 0.4744348 -0.2769966 1.0379947
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003957895 0.1269042 -0.1696490 0.1631315
#> lag1_var2 0.850144643 0.1902901 0.6890712 1.1938575
#> lag1_var3 2.773519086 0.4429219 2.4110949 3.5635147
#> lag1_var4 -1.793056712 0.3930668 -2.4984912 -1.4710185
#> const 0.930458684 1.3306103 -0.8023154 2.8381160
#> exo1 0.044052794 0.1915990 -0.2317636 0.2438001
#> exo2 -0.846186948 0.2918748 -1.1132445 -0.3323613
#> exo3 -0.186904238 0.2447252 -0.5241127 0.1279085
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09552503 0.03012155 -0.13436078 -0.05466938
#> lag1_var2 0.62902781 0.07472918 0.52345026 0.72845674
#> lag1_var3 1.31243035 0.15904135 1.08197313 1.52397242
#> lag1_var4 -0.29134847 0.16721284 -0.51761154 -0.05734208
#> const 0.97722396 0.94716020 -0.19519100 2.45392756
#> exo1 -0.01967227 0.12666389 -0.23078207 0.12165285
#> exo2 -0.09198769 0.07424865 -0.15926140 0.03025447
#> exo3 0.02614933 0.06256518 -0.03341005 0.12776271
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003233707 0.0006146172 0.002351283 0.004102998
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004322372 0.001873126 -0.006849916 -0.001612718
#> Sigma[2,2] 0.027791657 0.008629555 0.020329912 0.043237677
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00227142 0.002642842 -0.001482648 0.005675893
#> Sigma[3,2] -0.01250946 0.004197020 -0.019013861 -0.007879504
#> Sigma[3,3] 0.06836657 0.021015740 0.054058582 0.101785876
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000400814 0.003145249 -0.004969644 0.003460119
#> Sigma[4,2] 0.004838495 0.006956024 -0.004190168 0.014514314
#> Sigma[4,3] 0.062105469 0.021438732 0.046065414 0.096042153
#> Sigma[4,4] 0.066865343 0.022823165 0.044630903 0.104769929
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0013196450 0.02614094 0.961855606 1.03759915
#> lag1_var2 0.1908792749 0.11077106 -0.004897934 0.27717883
#> lag1_var3 0.2693098963 0.11722675 0.082492611 0.40483887
#> lag1_var4 -0.2749072754 0.11881061 -0.410381743 -0.09081870
#> const 0.3081946361 0.55293063 -0.396512671 0.93613331
#> exo1 0.0059113432 0.05120420 -0.085264029 0.04998535
#> exo2 -0.0353530406 0.08216792 -0.140965481 0.08079620
#> exo3 -0.0008358711 0.06580371 -0.098651826 0.07256725
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20561383 0.1017607 -0.31158078 -0.04437614
#> lag1_var2 0.45177195 0.4260554 0.05790467 1.12843397
#> lag1_var3 -0.24441393 0.4558376 -0.71985030 0.49770775
#> lag1_var4 0.32468022 0.4722345 -0.44812919 0.81767150
#> const 0.31704513 0.9229696 -1.06597783 1.56787630
#> exo1 0.05501324 0.1711125 -0.16394247 0.27367018
#> exo2 0.53191444 0.2870172 0.06408180 0.83675845
#> exo3 0.31495570 0.1757801 0.06273360 0.53770477
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2190179 0.1462771 0.01252139 0.39801732
#> lag1_var2 -0.3924133 0.3432690 -0.83101465 0.12754436
#> lag1_var3 0.2129729 0.6496704 -0.75154977 1.12450228
#> lag1_var4 0.7175374 0.6618649 -0.19350404 1.73418783
#> const -0.4313461 2.1315171 -2.73196851 3.08446011
#> exo1 -0.1573965 0.2063031 -0.48716102 0.06375732
#> exo2 -0.1852170 0.2069216 -0.51896937 0.06548673
#> exo3 0.9030336 0.2988861 0.52329770 1.33611332
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07029970 0.1226096 -0.10046231 0.2297132
#> lag1_var2 -0.18582862 0.4473524 -0.75228344 0.5338900
#> lag1_var3 -0.03467094 0.7866359 -1.09890319 1.0568683
#> lag1_var4 1.03277059 0.7892132 -0.04184054 2.1433312
#> const -0.84239498 1.7098553 -2.54199253 1.8423927
#> exo1 -0.12882022 0.2430896 -0.47666577 0.1421821
#> exo2 0.13953081 0.1359833 -0.01016481 0.3589259
#> exo3 1.12848071 0.2390808 0.83916152 1.4576237
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02601774 0.006061865 0.01895992 0.03544667
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002619710 0.002748401 -0.006531514 0.001173737
#> Sigma[2,2] 0.008317599 0.001840585 0.006162355 0.011106018
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006668638 0.007006447 -0.01723563 0.002708333
#> Sigma[3,2] -0.012961298 0.007663961 -0.02211872 -0.001700627
#> Sigma[3,3] 0.224005427 0.061176326 0.15332946 0.315666805
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009173040 0.008248533 -0.02204204 0.001724033
#> Sigma[4,2] -0.008815139 0.008379768 -0.01914738 0.003155444
#> Sigma[4,3] 0.231995202 0.063316666 0.15932358 0.329127782
#> Sigma[4,4] 0.243758959 0.066008595 0.16946275 0.347013979
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90940295 0.02990708 0.86682598 0.9454214
#> lag1_var2 0.07985500 0.22909099 -0.12737757 0.4532342
#> lag1_var3 0.09329447 0.28940031 -0.15491662 0.5805939
#> lag1_var4 -0.06540134 0.28566714 -0.54990635 0.1727258
#> const 0.26181690 0.93838673 -0.79861751 1.8301892
#> exo1 0.11820740 0.13061595 -0.01841261 0.3355433
#> exo2 -0.14976722 0.11006936 -0.30073188 0.0105366
#> exo3 -0.08315750 0.16715839 -0.30924273 0.1560036
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06094319 0.01910047 0.037221930 0.08784190
#> lag1_var2 0.51383768 0.13006936 0.322420093 0.66797836
#> lag1_var3 -0.22702168 0.22172190 -0.524677559 0.01988258
#> lag1_var4 0.24438255 0.21415908 0.002961754 0.53303208
#> const 0.28919547 0.44976849 -0.347843523 0.85748546
#> exo1 -0.07966640 0.12048764 -0.248509279 0.07462795
#> exo2 0.71566508 0.09041438 0.610542058 0.84953419
#> exo3 0.53413106 0.09906107 0.402845242 0.65039783
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2976944 0.09698414 -0.4386661 -0.17843367
#> lag1_var2 2.5935979 1.40048890 0.8290201 4.67784930
#> lag1_var3 3.2479508 2.31720311 0.3642899 6.60646140
#> lag1_var4 -2.3513735 2.26394466 -5.6249725 0.49383763
#> const 3.4905833 3.67450665 0.2226988 9.19062384
#> exo1 -0.2785026 0.33285918 -0.7109638 0.16326658
#> exo2 -4.1506703 0.60770861 -4.7485398 -3.17692315
#> exo3 -1.3259346 0.78770962 -2.1627626 -0.05457829
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2899517 0.09695025 -0.4324193 -0.17623919
#> lag1_var2 2.7870766 1.36432113 1.1726657 4.89579947
#> lag1_var3 2.7951987 2.21169684 0.2809374 6.10356833
#> lag1_var4 -1.8726896 2.16040266 -5.1001288 0.61283711
#> const 2.8264500 3.84549760 -0.7471279 8.83354852
#> exo1 -0.3637176 0.38497981 -0.9061948 0.06795763
#> exo2 -4.0375463 0.63339847 -4.6851967 -3.02820095
#> exo3 -1.1479177 0.81986241 -2.0673437 0.15083630
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001070224 0.000251173 0.0008120089 0.001446318
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03883636 0.008119842 -0.05203455 -0.02896227
#> Sigma[2,2] 2.68660878 0.301156293 2.33276355 3.07543893
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02341515 0.004326893 0.01854313 0.02969642
#> Sigma[3,2] -1.46707162 0.182659712 -1.72539059 -1.25940414
#> Sigma[3,3] 0.91467872 0.115733678 0.79870636 1.11035370
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00358207 0.001426989 0.001589221 0.005523831
#> Sigma[4,2] -0.08023118 0.091501637 -0.224210096 0.031417388
#> Sigma[4,3] 0.17188029 0.050478066 0.119954769 0.247222183
#> Sigma[4,4] 0.14727019 0.025323670 0.114952373 0.184920751
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9816387395 0.04553177 0.924192772 1.05022623
#> lag1_var2 0.0901518604 0.05678953 0.015253667 0.16422195
#> lag1_var3 0.1771161834 0.11127247 0.029797998 0.32287116
#> lag1_var4 -0.1745925925 0.09161340 -0.292758118 -0.05618406
#> const 0.3677237480 0.29365308 -0.134600102 0.66151235
#> exo1 -0.0002272398 0.04259228 -0.065231471 0.04821779
#> exo2 -0.1228956670 0.03317166 -0.164921993 -0.07860552
#> exo3 0.0272338610 0.02427477 -0.004732567 0.06216355
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10901798 2.046413 -2.537302 2.5570532
#> lag1_var2 -3.76991278 2.915941 -7.868157 0.2719403
#> lag1_var3 -9.08718791 5.683233 -17.043385 -1.1777960
#> lag1_var4 9.29259177 4.935458 2.234951 16.1688547
#> const -5.97696715 12.019065 -20.344219 12.5744539
#> exo1 -1.43656204 1.874045 -3.709982 1.2109719
#> exo2 0.02040145 1.808346 -2.008595 2.5817484
#> exo3 1.11177148 1.455911 -1.442284 2.5024220
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6851800 1.0436534 -0.6393172 1.9768460
#> lag1_var2 2.4449907 1.3493298 0.5901667 4.2325040
#> lag1_var3 5.7005761 2.6295556 2.0643181 9.1580883
#> lag1_var4 -5.1334671 2.2402220 -8.0908190 -1.8943390
#> const 3.8969837 6.8453073 -7.4061555 10.6554834
#> exo1 0.7296779 1.0559629 -0.8555968 1.9588079
#> exo2 -0.9730578 0.9200852 -2.2739801 0.2301463
#> exo3 -0.7973136 0.7648078 -1.4447082 0.4506584
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62196958 0.4088214 0.2781111 1.3044262
#> lag1_var2 0.22099594 0.6603990 -0.7924260 0.9767479
#> lag1_var3 0.48128612 1.2833550 -1.4859660 1.9487424
#> lag1_var4 0.21601658 1.1334822 -1.1468566 1.8883439
#> const -0.18430745 2.4099211 -3.8345622 2.8155569
#> exo1 -0.02078897 0.3987695 -0.5439421 0.5961562
#> exo2 -1.12205739 0.3099537 -1.6361659 -0.8125371
#> exo3 -0.23101355 0.3554468 -0.5726140 0.3314708
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001784594 2.605194e-05 0.0001522318 0.0002170828
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000916898 0.0004921336 -0.001695681 -0.0003283693
#> Sigma[2,2] 0.071682870 0.0208563718 0.047744287 0.1015270848
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001250736 0.003094799 -0.005408854 0.002621388
#> Sigma[3,2] -0.184674478 0.056739099 -0.275643489 -0.129742782
#> Sigma[3,3] 1.687824833 0.329692284 1.199800584 2.074242405
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001833927 0.003024523 -0.006069395 0.001594973
#> Sigma[4,2] -0.142995410 0.046217963 -0.217948683 -0.097742882
#> Sigma[4,3] 1.609638701 0.321550886 1.126595061 1.967557976
#> Sigma[4,4] 1.556579256 0.317882528 1.076803643 1.892580109
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985589945 0.004621584 0.98071957 0.99292748
#> lag1_var2 0.073504122 0.035346691 0.02178004 0.11328599
#> lag1_var3 0.119007150 0.055725820 0.03168304 0.17516799
#> lag1_var4 -0.116729778 0.054606414 -0.17199002 -0.03112575
#> const 0.249700267 0.079654723 0.13782449 0.34639004
#> exo1 -0.004170992 0.013685606 -0.01498343 0.01748579
#> exo2 -0.044073912 0.016144147 -0.06131867 -0.01653922
#> exo3 0.036328327 0.012568871 0.01966834 0.05375792
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02744406 0.07748393 -0.1477453 0.0651541
#> lag1_var2 1.03505172 0.24265020 0.6930767 1.3880529
#> lag1_var3 0.65006504 0.35676321 0.1842272 1.1925301
#> lag1_var4 -0.64166079 0.35735340 -1.1856561 -0.1706419
#> const 1.11209172 1.94621594 -0.6056610 4.4519020
#> exo1 0.16046580 0.32940336 -0.1523338 0.7135392
#> exo2 0.63894650 0.33811464 0.1309683 1.0037192
#> exo3 -0.56338363 0.18537539 -0.7565431 -0.2918150
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2236737 0.4230162 -0.7369300 0.3877387
#> lag1_var2 2.8077560 2.6181686 0.2567293 6.7486432
#> lag1_var3 4.8798009 4.3828148 0.3296339 11.0563209
#> lag1_var4 -3.9211853 4.2795683 -9.9422531 0.5709102
#> const 6.8123329 10.2040377 -9.6797978 16.3144950
#> exo1 -0.7724674 0.9232339 -2.0444199 0.4056133
#> exo2 -0.5252829 1.1399233 -2.0983103 0.9615826
#> exo3 3.7561975 0.9777345 2.4862465 5.1314582
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2653259 0.4231449 -0.7450475 0.3152645
#> lag1_var2 3.4175979 2.6713704 0.7305538 7.4693553
#> lag1_var3 5.2315909 4.4202842 0.6971404 11.5592121
#> lag1_var4 -4.2512951 4.3146496 -10.4049358 0.2216972
#> const 7.0825031 9.8309754 -8.9720846 16.3082906
#> exo1 -0.6891607 0.9281426 -1.8787335 0.5458050
#> exo2 -0.1534738 1.1517770 -1.7680381 1.3279099
#> exo3 3.4885134 0.9676394 2.2374910 4.8613904
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002759048 5.614307e-05 0.0002003715 0.0003636054
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -1.243068e-05 0.004286159 -0.005443997 0.006480421
#> Sigma[2,2] 2.939342e+00 0.683279837 2.304178622 3.987080251
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001797192 0.00417872 -0.007061192 0.003870734
#> Sigma[3,2] -1.776589842 0.38432822 -2.255442072 -1.199928612
#> Sigma[3,3] 2.318951256 0.43356749 1.831032140 2.989247807
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001561828 0.002419737 -0.00446089 0.001950446
#> Sigma[4,2] 0.173760529 0.306319695 -0.31736785 0.462248627
#> Sigma[4,3] 1.250497208 0.322525648 0.90947825 1.790387458
#> Sigma[4,4] 1.489796835 0.314756791 1.05121765 1.953679473
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982474463 0.005855044 0.972515309 0.98829761
#> lag1_var2 0.006758298 0.012830128 -0.012090142 0.02491073
#> lag1_var3 0.008019894 0.020006577 -0.021368792 0.03617596
#> lag1_var4 -0.005254852 0.018937043 -0.032208289 0.02234871
#> const 0.217759874 0.145470750 0.021854258 0.41823588
#> exo1 0.009986457 0.017076031 -0.008886847 0.03286401
#> exo2 -0.086212475 0.017206973 -0.111485073 -0.06558533
#> exo3 0.017843183 0.018598214 -0.010680083 0.03798730
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56330558 0.7613756 -1.3948317 0.7379485
#> lag1_var2 1.04535686 1.9864235 -2.2281202 2.9646115
#> lag1_var3 0.44492577 2.8956421 -4.3404222 3.3191652
#> lag1_var4 -0.33085054 2.6859035 -3.0280321 4.0980342
#> const 7.12814653 15.7282051 -16.1589751 26.5250356
#> exo1 1.14785084 1.7716413 -0.9900356 3.8584376
#> exo2 0.39675207 1.9572036 -2.3948828 2.7240098
#> exo3 0.01509085 1.6550586 -1.4405795 2.9033308
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.76651585 0.5667586 -0.1035462 1.38103004
#> lag1_var2 -0.38534581 2.0280493 -3.0180757 2.63227385
#> lag1_var3 0.29763215 3.0453226 -3.6366725 4.88759073
#> lag1_var4 0.49310627 2.8415682 -3.7905681 4.16068718
#> const -4.42567398 8.7180417 -15.0269825 7.93827797
#> exo1 -0.00302604 1.4540649 -1.7588626 1.95051481
#> exo2 -3.01354735 2.2315006 -5.9530550 -0.03714929
#> exo3 -0.11049830 0.9819727 -1.3960267 1.23634728
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39402384 0.6391783 -0.5119353 1.239974
#> lag1_var2 -0.17827713 1.3333403 -2.0647283 1.718913
#> lag1_var3 -0.11609072 1.9972692 -2.9153143 2.766244
#> lag1_var4 0.99578908 1.8790552 -1.7223182 3.628189
#> const -0.50490488 7.3861233 -10.2592826 9.311911
#> exo1 0.76570950 0.8074151 -0.2156514 1.845308
#> exo2 -2.97122394 1.3855956 -4.8986229 -1.492601
#> exo3 -0.07228746 1.1431400 -1.6600665 1.577759
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006285018 0.001004102 0.005183474 0.007848629
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02325467 0.00741536 -0.03417507 -0.01391309
#> Sigma[2,2] 0.17234444 0.04199693 0.11271489 0.22824185
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04277354 0.009040426 0.03076786 0.0559068
#> Sigma[3,2] -0.18711178 0.049435709 -0.24764054 -0.1073717
#> Sigma[3,3] 0.58407294 0.103999073 0.43236873 0.7034487
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03474939 0.009810427 0.02012348 0.04799812
#> Sigma[4,2] -0.10753777 0.040299795 -0.16413832 -0.04938112
#> Sigma[4,3] 0.55539831 0.099868052 0.40568460 0.65531900
#> Sigma[4,4] 0.57253170 0.104312437 0.41315352 0.66917598
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.06761254 0.04298544 1.01266061 1.11116744
#> lag1_var2 -0.02618850 0.14882937 -0.20818133 0.18324090
#> lag1_var3 -0.08988695 0.28130792 -0.43935079 0.28946923
#> lag1_var4 0.06447158 0.25872295 -0.27941194 0.38646701
#> const -0.27159957 0.77835509 -1.44067183 0.75123754
#> exo1 -0.03062040 0.07983708 -0.12977653 0.07125307
#> exo2 0.13115369 0.07654897 0.03132647 0.23622293
#> exo3 -0.02947791 0.10410374 -0.18712379 0.08220915
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4558800 0.2252774 0.1560862 0.7093260
#> lag1_var2 -0.6417967 0.8037221 -1.5806266 0.3651556
#> lag1_var3 -2.5702542 1.6322632 -4.6245138 -0.6063896
#> lag1_var4 2.4113990 1.5275496 0.5725257 4.3456364
#> const 1.1122111 2.5250701 -2.4132227 4.4128203
#> exo1 0.1091775 0.3100085 -0.3153831 0.4871405
#> exo2 3.0483446 0.3291175 2.5790645 3.4451870
#> exo3 0.8435150 0.4962204 0.2621061 1.5218027
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6322398 0.4512926 -1.1969205 -0.1427646
#> lag1_var2 2.7551467 1.6164438 0.9502416 5.1227139
#> lag1_var3 5.8939100 3.0048087 2.5256255 10.2102891
#> lag1_var4 -4.5995008 2.7641920 -8.5419686 -1.5005994
#> const -2.6194106 7.0902717 -13.1704292 6.9208450
#> exo1 -0.1642039 1.0385500 -1.3391225 1.0726280
#> exo2 -3.5111187 0.6074204 -4.4251459 -2.7953406
#> exo3 -1.0839727 0.7722619 -2.2624443 -0.2772536
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4581184 0.4396513 -1.0296203 0.1109983
#> lag1_var2 2.2863780 1.6065607 0.1757262 4.5842663
#> lag1_var3 4.2847573 2.9428298 0.3449968 8.4129301
#> lag1_var4 -3.0196160 2.7063808 -6.7888139 0.6433851
#> const -3.3683652 7.0418945 -13.4353626 6.2823744
#> exo1 -0.1226851 1.1381921 -1.3646555 1.3042508
#> exo2 -2.2426233 0.6582132 -3.0896282 -1.3180750
#> exo3 -0.7377203 0.7284949 -1.7852990 0.1817601
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001046499 0.0003243722 0.0007426925 0.001568285
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0198443 0.007528014 -0.03097152 -0.01092437
#> Sigma[2,2] 0.7867592 0.273933322 0.50635090 1.22053182
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01297757 0.004636423 0.008111234 0.02038899
#> Sigma[3,2] -0.40896074 0.161758329 -0.687623408 -0.24644218
#> Sigma[3,3] 0.36319030 0.099061720 0.230476526 0.51180091
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009662574 0.00226707 -2.505673e-03 0.003823758
#> Sigma[4,2] 0.0716984874 0.05690662 5.292531e-05 0.149303341
#> Sigma[4,3] 0.1191680588 0.06626053 3.165391e-02 0.213768361
#> Sigma[4,4] 0.1691375930 0.05667787 1.209297e-01 0.266554361
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980515919 0.01370492 0.96008299 0.99394763
#> lag1_var2 0.019877956 0.11457167 -0.07532716 0.22171117
#> lag1_var3 0.022084370 0.19094272 -0.14040508 0.35940146
#> lag1_var4 -0.016780065 0.18710927 -0.34669785 0.14363443
#> const 0.189004828 0.24238658 -0.06947074 0.56666870
#> exo1 -0.009982566 0.03619550 -0.05250358 0.04550257
#> exo2 -0.074417253 0.03428988 -0.12769990 -0.03679286
#> exo3 0.028223386 0.03310633 -0.01119975 0.07666997
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25446319 0.3594001 -0.6859034 0.2244113
#> lag1_var2 0.06343075 2.9721075 -4.2998282 3.8709841
#> lag1_var3 -1.20734619 4.8343571 -8.2661385 5.0114930
#> lag1_var4 1.32302775 4.7504041 -4.8359391 8.2353535
#> const 0.50114849 6.2646617 -9.2157680 7.0005692
#> exo1 -0.22352464 0.7365017 -1.3972180 0.5341773
#> exo2 2.53156846 1.1082068 1.4423917 4.5028605
#> exo3 -0.00635681 0.8636982 -1.2637473 0.9213002
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.442792233 0.2175274 0.1598353 0.7429829
#> lag1_var2 -1.108908786 1.8266170 -3.4475379 1.3441441
#> lag1_var3 -1.059732643 2.9914635 -4.9732130 2.8789551
#> lag1_var4 1.897153367 2.9351193 -2.0095970 5.6805123
#> const -2.460056484 5.4772569 -6.5367816 7.1708855
#> exo1 -0.230898564 0.5710268 -0.9553441 0.5888909
#> exo2 -2.518235517 0.5995606 -3.3449510 -1.8116315
#> exo3 0.001527547 0.4543991 -0.4951631 0.7446206
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28855323 0.1576474 0.0781210 0.4625719
#> lag1_var2 -1.37596671 1.2885881 -3.1904673 0.2691562
#> lag1_var3 -2.29675309 2.0771682 -5.2437512 0.3495282
#> lag1_var4 3.21737806 2.0478786 0.6549729 6.1548307
#> const -2.95879240 3.4327146 -7.0365287 2.5967592
#> exo1 -0.37954063 0.3766927 -0.9140291 0.1695354
#> exo2 -1.05945408 0.3930968 -1.5801319 -0.4993861
#> exo3 -0.02780045 0.2436907 -0.3456841 0.3074535
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004510585 0.0001428739 0.0003459404 0.0006940567
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001768979 0.001984916 -0.004628725 0.0008415313
#> Sigma[2,2] 0.655437242 0.130258291 0.446926425 0.7952213028
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0020210 0.002220933 -0.004860088 0.001350333
#> Sigma[3,2] -0.2347749 0.178027112 -0.475866098 0.039676632
#> Sigma[3,3] 1.3044541 0.200064672 1.051620551 1.579465688
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003189954 0.002999225 -0.006193957 0.001235794
#> Sigma[4,2] 0.179456018 0.142273991 0.011694050 0.385607355
#> Sigma[4,3] 1.217540327 0.210159942 0.978604571 1.522156313
#> Sigma[4,4] 1.396438468 0.259391974 1.140130244 1.799393276
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98212112 0.006843504 0.972840571 0.99108409
#> lag1_var2 0.03453052 0.048884404 -0.025106240 0.09994303
#> lag1_var3 0.04811428 0.079580484 -0.048626631 0.15286573
#> lag1_var4 -0.04557825 0.077744179 -0.147753796 0.04844841
#> const 0.27639165 0.183046203 0.043552334 0.54673800
#> exo1 0.01286596 0.018401232 -0.012417001 0.03458284
#> exo2 -0.12099693 0.019253139 -0.150187973 -0.09874881
#> exo3 0.04347316 0.026603485 0.004686047 0.07620444
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7288462 0.3786701 0.2182704 1.1659121
#> lag1_var2 -2.4361681 1.9383445 -4.9743805 0.1464397
#> lag1_var3 -5.0394571 3.1693329 -9.2245861 -0.6926231
#> lag1_var4 4.8677006 3.0739877 0.6434180 8.9340057
#> const -5.0538558 6.4573748 -12.5681159 5.8883829
#> exo1 -0.1900654 0.6872423 -0.8928119 0.8768736
#> exo2 4.9972160 0.4476307 4.3630085 5.6240335
#> exo3 0.3733873 0.8673394 -0.8387173 1.5044677
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.003228371 0.4832175 -0.6495431 0.6694050
#> lag1_var2 1.332601452 1.2083813 -0.4032422 2.9060313
#> lag1_var3 3.446444626 1.9622190 0.5304268 6.0209327
#> lag1_var4 -2.487779542 1.8858878 -4.9238489 0.3557393
#> const 3.616221363 9.1756156 -6.4498865 18.1220411
#> exo1 -0.134159213 0.6017730 -0.8422045 0.7227978
#> exo2 -6.497041862 1.2496109 -8.1942696 -4.9192351
#> exo3 2.720358893 1.1248029 1.4725843 4.4322285
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4805374 0.6024014 -0.1757363 1.4530118
#> lag1_var2 -0.6168382 2.0966998 -3.2981696 2.5363409
#> lag1_var3 -0.3472498 3.3509005 -4.4967830 4.6499661
#> lag1_var4 1.2061923 3.2301469 -3.6288852 5.1714202
#> const -0.5683454 9.5670526 -14.0960711 13.6246081
#> exo1 -0.2793751 0.4050138 -0.8590514 0.2626804
#> exo2 -3.7179562 1.3089017 -5.4633995 -2.1506671
#> exo3 3.1609100 1.2197610 1.5878785 5.0902678
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001874573 0.0004734901 0.001200669 0.002532126
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02279992 0.0134405 -0.04387747 -0.00765824
#> Sigma[2,2] 1.73012556 0.4459569 1.28014168 2.43426353
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0107063 0.009350578 0.0006504665 0.02500865
#> Sigma[3,2] -0.9902891 0.247965261 -1.3479489765 -0.72008151
#> Sigma[3,3] 0.7424438 0.120736101 0.6065650170 0.91936521
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001651334 0.004333939 -0.007078746 0.004549836
#> Sigma[4,2] -0.100248475 0.073138278 -0.183942556 0.002208676
#> Sigma[4,3] 0.258918909 0.037906769 0.202951228 0.307756269
#> Sigma[4,4] 0.237691535 0.047194404 0.176456564 0.300635055
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967388287 0.03128697 0.91506526 0.99835353
#> lag1_var2 0.094104592 0.05977139 0.02752343 0.18492305
#> lag1_var3 0.184298178 0.11597405 0.05754884 0.35914641
#> lag1_var4 -0.176972973 0.10413587 -0.33590815 -0.06527296
#> const 0.468998105 0.42375859 -0.03557227 1.10553480
#> exo1 0.004933656 0.02810133 -0.02535695 0.04966911
#> exo2 -0.118145596 0.03726025 -0.17618698 -0.07790142
#> exo3 0.078531184 0.03773458 0.02736909 0.12555592
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3755901 0.6822114 -3.2216827 -1.3840956
#> lag1_var2 6.4892683 1.3056583 4.5410067 7.6917920
#> lag1_var3 10.7189814 2.5381044 6.9054325 13.0737110
#> lag1_var4 -9.7632856 2.2602319 -11.9328130 -6.3862480
#> const 9.5201760 13.9231941 -9.9670131 27.9847859
#> exo1 -0.6548202 1.1582906 -2.4116338 0.5793198
#> exo2 1.6376602 1.2388618 -0.1740681 3.1914012
#> exo3 -0.1543295 1.6850478 -2.4561090 2.1012823
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0583557 0.4152617 0.4572453 1.6229704
#> lag1_var2 -1.9812242 1.0977741 -3.2232652 -0.4091768
#> lag1_var3 -2.8364042 2.1320829 -5.2432703 0.2186119
#> lag1_var4 3.3753167 1.9018168 0.6017586 5.4502801
#> const -2.1323754 9.6246070 -14.9898646 10.8137659
#> exo1 0.6089735 0.6408499 -0.2876356 1.5196505
#> exo2 -0.9718997 0.8872762 -2.1090579 0.3298033
#> exo3 0.8047063 0.9461686 -0.2973091 1.8643549
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2710081 0.3280264 -0.59450426 0.2075829
#> lag1_var2 1.2775606 0.8417748 0.26706787 2.3627518
#> lag1_var3 2.5288132 1.6235290 0.60184192 4.6257143
#> lag1_var4 -1.4369856 1.4676432 -3.34087953 0.2750938
#> const 2.3089690 4.4186354 -3.17523591 8.9854116
#> exo1 0.2891346 0.3117140 -0.05620678 0.6898810
#> exo2 -0.1504310 0.6085979 -0.89284736 0.5640978
#> exo3 0.7712122 0.4130326 0.20315224 1.2475013
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001776731 0.0004873607 0.001161494 0.002532711
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00657795 0.004065023 -0.01262097 -0.001096117
#> Sigma[2,2] 0.18798974 0.072594577 0.11099986 0.314586885
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005182823 0.002397977 0.002227825 0.008873175
#> Sigma[3,2] -0.095612163 0.045408878 -0.175938506 -0.054288915
#> Sigma[3,3] 0.098964478 0.032480965 0.065287593 0.149237239
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00119662 0.001696923 -0.0009842021 0.00342430
#> Sigma[4,2] 0.02619174 0.013561795 0.0133762880 0.04744615
#> Sigma[4,3] 0.04394975 0.018551124 0.0243387410 0.07326434
#> Sigma[4,4] 0.06912073 0.022963688 0.0399808597 0.10229884
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989685188 0.07790843 0.89596296 1.106311355
#> lag1_var2 -0.006023803 0.16156011 -0.27207555 0.187925544
#> lag1_var3 -0.013936439 0.24849137 -0.42515699 0.281950238
#> lag1_var4 0.009620289 0.22395076 -0.25606721 0.382716023
#> const 0.492478320 0.23492339 0.10334268 0.721879804
#> exo1 -0.001072955 0.03240230 -0.04816813 0.036716382
#> exo2 -0.042510243 0.03459312 -0.08800920 0.003515672
#> exo3 -0.050332043 0.02308205 -0.08703070 -0.024432738
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4140741 0.7809973 -0.8399505 1.3749694
#> lag1_var2 2.9822986 1.2155342 1.6914409 5.0101601
#> lag1_var3 3.0880235 1.8466868 1.1204947 6.1634024
#> lag1_var4 -3.2316944 1.6151882 -5.9214960 -1.5287744
#> const 0.1687872 4.3098683 -6.1592452 5.5727464
#> exo1 -0.8367551 0.2557843 -1.0858617 -0.3908520
#> exo2 1.6042196 0.2112472 1.2939612 1.8354329
#> exo3 -0.3608194 0.3842821 -0.8592840 0.1566704
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4534811 0.5641819 -0.97931344 0.4454194
#> lag1_var2 -0.4631251 0.9297202 -1.99233399 0.4155963
#> lag1_var3 0.1736429 1.4169461 -2.15327652 1.5086261
#> lag1_var4 0.9374968 1.2464893 -0.26745526 2.9644431
#> const 2.2561346 2.9956334 -1.37639329 6.5149917
#> exo1 0.4211915 0.3180133 0.02326219 0.8308068
#> exo2 -1.5026400 0.2450719 -1.82890577 -1.1409621
#> exo3 0.5350354 0.2424655 0.18835793 0.8289006
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2435258 0.3204104 -0.75811988 0.1011697
#> lag1_var2 1.0580481 0.5486237 0.44385952 2.0044307
#> lag1_var3 1.5290591 0.8279723 0.60562372 2.9607061
#> lag1_var4 -0.4788882 0.7250347 -1.72314254 0.3443063
#> const 1.5533257 1.4150918 -0.03539144 3.6015221
#> exo1 -0.1264913 0.2429417 -0.43737741 0.2195130
#> exo2 -0.5287229 0.1979295 -0.83910975 -0.3026653
#> exo3 0.3627784 0.2580942 -0.05142481 0.6622898
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001084936 0.00134477 0.0004854619 0.003126666
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01867751 0.006602075 -0.0269514 -0.01072875
#> Sigma[2,2] 0.98642874 0.230861779 0.7036211 1.28555664
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01644732 0.01326173 0.00712166 0.03731836
#> Sigma[3,2] -0.67475015 0.16174902 -0.84475175 -0.45754816
#> Sigma[3,3] 0.55159611 0.15407359 0.35260794 0.76411527
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007147594 0.01130186 0.00109537 0.02483642
#> Sigma[4,2] -0.171743025 0.06335267 -0.24766027 -0.07288099
#> Sigma[4,3] 0.214454871 0.11279654 0.12388032 0.39473842
#> Sigma[4,4] 0.135023871 0.09635636 0.07297152 0.28405538
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999602325 0.01451987 0.980829813 1.015956e+00
#> lag1_var2 -0.043023305 0.04704174 -0.118036975 8.297736e-05
#> lag1_var3 -0.077412964 0.09175117 -0.224684517 4.934761e-03
#> lag1_var4 0.073389218 0.08803899 -0.003268730 2.161293e-01
#> const 0.260165981 0.27162077 -0.095568042 5.825895e-01
#> exo1 -0.007055796 0.02896661 -0.049126309 2.670364e-02
#> exo2 -0.083688545 0.03704583 -0.127185485 -3.067605e-02
#> exo3 0.054286752 0.03396827 -0.001889894 8.799755e-02
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04983572 0.7433690 -1.0746826 0.9346719
#> lag1_var2 2.46768596 1.6431678 0.2554557 4.7183041
#> lag1_var3 3.20345725 3.0612440 -1.0091599 7.3168288
#> lag1_var4 -3.17947478 2.8419763 -6.9280468 0.8295475
#> const 1.46380751 9.9092278 -14.3718264 13.9615909
#> exo1 0.10501765 1.1849222 -1.3243807 1.6879551
#> exo2 0.75570745 0.7584933 -0.5342152 1.5619088
#> exo3 -0.32893040 0.5951361 -1.2653922 0.1902087
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3437168 0.5158125 -0.3258431 0.9640541
#> lag1_var2 -2.9196970 1.2259033 -4.6496473 -1.4541667
#> lag1_var3 -4.8782572 2.3208560 -8.2077825 -2.0793336
#> lag1_var4 5.7224223 2.1711949 3.0781901 8.8541718
#> const -1.3994212 7.4449514 -9.3753941 10.9894063
#> exo1 -0.3397932 0.7810263 -1.4862614 0.4842735
#> exo2 -0.7949486 0.4818769 -1.4331382 -0.1564492
#> exo3 0.3824046 0.4393654 -0.1435754 1.0543451
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3525410 0.1770359 0.11822826 0.575489621
#> lag1_var2 -2.1606269 0.6743404 -3.12069283 -1.267644664
#> lag1_var3 -4.2294772 1.3076221 -6.12387159 -2.509558572
#> lag1_var4 5.0856524 1.2435046 3.45328907 6.897450951
#> const -1.5215492 2.6215787 -3.88285598 2.787214706
#> exo1 -0.2944561 0.3942562 -0.84980570 0.171870868
#> exo2 -0.3736148 0.3230809 -0.91140278 -0.009196483
#> exo3 0.2384481 0.2183310 -0.04723885 0.541113612
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001369628 0.0003332961 0.001054312 0.001863156
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003291128 0.002780586 -0.005773835 0.001079147
#> Sigma[2,2] 0.224164172 0.046000000 0.169388651 0.290962742
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001703219 0.003801713 -0.007162887 0.00257867
#> Sigma[3,2] -0.101396061 0.042666920 -0.152354889 -0.03709698
#> Sigma[3,3] 0.346351059 0.086610312 0.251870291 0.47921940
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004156259 0.003659736 -0.0103595734 -0.0009977825
#> Sigma[4,2] 0.047456819 0.041910093 -0.0009190336 0.1147439547
#> Sigma[4,3] 0.297822305 0.091677944 0.2091971737 0.4378558695
#> Sigma[4,4] 0.349536768 0.111941527 0.2407700640 0.5375159725
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0095405958 0.01787082 0.98989403 1.036376405
#> lag1_var2 -0.0385703988 0.12637774 -0.22520668 0.106733186
#> lag1_var3 -0.0590330262 0.19216614 -0.34157828 0.163870219
#> lag1_var4 0.0530382960 0.18800086 -0.16626807 0.326471498
#> const 0.1814487734 0.28455974 -0.24965467 0.501866629
#> exo1 -0.0004047518 0.02719523 -0.03636675 0.033606849
#> exo2 -0.0670135984 0.04767176 -0.12986830 0.003794911
#> exo3 -0.0069473150 0.03706136 -0.05261421 0.049615201
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6391121 0.2324680 -0.98450764 -3.416504e-01
#> lag1_var2 3.8414351 0.6663664 2.81180905 4.678693e+00
#> lag1_var3 4.4723513 1.0666764 2.76122220 5.697681e+00
#> lag1_var4 -4.2699766 1.1276926 -5.58411148 -2.486154e+00
#> const 4.5494349 3.0277598 1.23414523 8.949903e+00
#> exo1 -0.2695813 0.3231435 -0.79773283 -8.984668e-05
#> exo2 0.8263997 0.4982580 0.08542474 1.451500e+00
#> exo3 -0.1696114 0.3949218 -0.70419987 3.186862e-01
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8521910 0.2362843 0.5094533 1.1203762
#> lag1_var2 -0.4658376 1.1394898 -1.9269720 1.1365618
#> lag1_var3 0.3799995 1.7568237 -1.8178801 2.9100912
#> lag1_var4 0.3212615 1.7152809 -2.2183162 2.4868068
#> const -2.8423136 4.6447848 -8.6448726 3.9655392
#> exo1 0.3946604 0.4276101 -0.2869587 0.9290596
#> exo2 -1.5340890 0.5338274 -2.3736802 -0.9187854
#> exo3 -1.4530086 0.5927685 -2.3247965 -0.7383410
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4367529 0.3289992 -0.06889006 0.78388530
#> lag1_var2 1.8097018 1.1791452 0.39829818 3.48996911
#> lag1_var3 2.9515456 1.8608591 0.74233601 5.58986470
#> lag1_var4 -2.1044026 1.8147248 -4.70943096 -0.01697495
#> const -0.7683196 4.9058988 -6.84825866 6.33558601
#> exo1 0.2392192 0.3629455 -0.36696675 0.58387086
#> exo2 -1.0195155 0.3311395 -1.52922774 -0.66869768
#> exo3 -1.6225950 0.5905926 -2.52877736 -0.90905884
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00368004 0.01043242 0.0001509832 0.01890329
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001249688 0.005270313 -0.009097307 0.003086844
#> Sigma[2,2] 0.096418505 0.018936464 0.073059232 0.124879945
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004357594 0.01178527 -0.02311193 0.002181806
#> Sigma[3,2] -0.100869887 0.01854090 -0.12711848 -0.081359349
#> Sigma[3,3] 0.213253955 0.03372206 0.18265379 0.274949676
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005448329 0.01548175 -0.02900705 0.001816478
#> Sigma[4,2] -0.053250344 0.01831272 -0.07797521 -0.029534907
#> Sigma[4,3] 0.171313131 0.02813253 0.14433068 0.221064230
#> Sigma[4,4] 0.153590858 0.02552061 0.12236854 0.191849953
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009754492 0.01000890 0.996816348 1.0246246790
#> lag1_var2 -0.050079730 0.03181379 -0.093736540 -0.0006359648
#> lag1_var3 -0.104360208 0.07953045 -0.225907659 0.0027272521
#> lag1_var4 0.096437209 0.07374788 -0.003710008 0.2075362697
#> const 0.163663074 0.23685775 -0.054554130 0.5534511944
#> exo1 -0.025063600 0.01970371 -0.054344629 0.0003871846
#> exo2 -0.113729943 0.02368656 -0.132525813 -0.0774731293
#> exo3 0.006435445 0.06672627 -0.095601697 0.0533768384
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15629092 0.2059768 -0.4447658 0.1251449
#> lag1_var2 1.44997273 0.8339645 0.3661811 2.5814863
#> lag1_var3 0.77699999 1.5342093 -1.2319082 2.9053703
#> lag1_var4 -0.70127852 1.4648747 -2.7281561 1.2206473
#> const -0.09600227 2.7233044 -3.4824227 4.1778014
#> exo1 0.03595863 0.2405802 -0.3292104 0.3125094
#> exo2 1.54011326 0.2546015 1.1497896 1.8190025
#> exo3 -0.98477100 0.3788449 -1.5117809 -0.5341593
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3050400 0.2578720 -0.6030540 0.0658901
#> lag1_var2 0.9633947 1.1293302 -0.5054990 2.0986344
#> lag1_var3 3.6057724 2.1232796 0.6783762 5.6844550
#> lag1_var4 -2.4577454 2.0139308 -4.4493323 0.2935165
#> const 3.8693854 2.9480126 -0.3410480 7.4752580
#> exo1 -0.5197863 0.4989939 -1.0611647 0.2728948
#> exo2 -1.4834430 0.4357318 -2.1620757 -0.9204131
#> exo3 1.4340557 0.4944098 0.7746280 2.1207823
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4429105 0.1782578 -0.6508284 -0.1619163
#> lag1_var2 1.5292770 0.8198328 0.3761593 2.4820862
#> lag1_var3 3.6750554 1.5498043 1.3870952 5.3484446
#> lag1_var4 -2.4444253 1.4646769 -4.0442747 -0.2994167
#> const 3.2704714 2.1568334 0.6628002 6.6902694
#> exo1 -0.5343430 0.4545943 -1.0242091 0.1386891
#> exo2 -0.7228494 0.3417208 -1.2873751 -0.3108400
#> exo3 0.9972465 0.3926461 0.5345903 1.5659118
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002769956 0.0007688524 0.00168391 0.003681627
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03987444 0.01464522 -0.05937988 -0.02085124
#> Sigma[2,2] 1.67166628 0.38877107 1.19915637 2.22301297
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02584783 0.01041159 0.01327642 0.04029502
#> Sigma[3,2] -1.35853315 0.28758174 -1.76042460 -1.00582333
#> Sigma[3,3] 1.42055284 0.26787561 1.02745536 1.76869058
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002184942 0.004406274 -0.002170865 0.008895599
#> Sigma[4,2] -0.331342010 0.133276238 -0.504506945 -0.155969843
#> Sigma[4,3] 0.604109341 0.138545997 0.413595606 0.800140552
#> Sigma[4,4] 0.423160186 0.101102881 0.285773982 0.563125876
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989668846 0.01696369 0.96554773 1.01096305
#> lag1_var2 0.160918314 0.07610155 0.02399020 0.22378262
#> lag1_var3 0.265078536 0.12622917 0.03810873 0.36780063
#> lag1_var4 -0.266292252 0.11909266 -0.36069690 -0.05216817
#> const 0.440577430 0.41638897 -0.06762135 1.04791843
#> exo1 -0.040018501 0.04479277 -0.09319576 0.02470684
#> exo2 0.005630795 0.03359969 -0.04292465 0.03815150
#> exo3 0.074618197 0.04145022 0.02295446 0.13892825
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6833004 0.4689691 -1.3212742 -0.1546174
#> lag1_var2 -2.3801512 1.0870925 -4.0452580 -1.2004844
#> lag1_var3 -5.5815773 1.7268384 -8.2463291 -3.7160493
#> lag1_var4 5.9195591 1.5916007 4.2858297 8.4318673
#> const -5.0460976 9.5469479 -19.9921943 5.7642360
#> exo1 0.7424061 0.9250750 -0.3544955 2.0277785
#> exo2 2.1899181 1.0982223 0.7872440 3.7493746
#> exo3 3.0881151 1.4137797 1.4674859 5.4201025
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6383163 0.4494392 0.2478357 1.35097512
#> lag1_var2 4.2748040 1.1416014 3.0797438 5.87593716
#> lag1_var3 8.1668308 1.8088323 6.2649761 10.75484618
#> lag1_var4 -7.5033725 1.6792178 -9.9578762 -5.79164758
#> const 6.8738130 9.4837962 -4.6105243 22.08799337
#> exo1 -0.7860571 1.1412129 -1.9916742 1.15334386
#> exo2 -3.4643229 1.0043762 -4.9142593 -2.26704199
#> exo3 -1.2701691 1.2312928 -3.3674263 -0.05603001
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2004450 0.2014053 -0.026034036 0.5274888
#> lag1_var2 2.7638443 0.4837429 2.130460963 3.2793422
#> lag1_var3 4.6666010 0.7811045 3.623999894 5.4924892
#> lag1_var4 -3.7699078 0.7306824 -4.597484615 -2.8033311
#> const 2.7632420 4.5169634 -2.880731568 8.9802717
#> exo1 -0.2533455 0.8497907 -1.195688921 1.1355970
#> exo2 -2.1965269 0.4518252 -2.828215345 -1.6595179
#> exo3 0.7260005 0.4823542 -0.002769651 1.2754491
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001303017 0.0004646085 0.0008824464 0.001972632
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003296247 0.005946538 -0.002365521 0.0121089
#> Sigma[2,2] 0.665554009 0.104871741 0.531121796 0.8070321
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002336028 0.004418336 -0.005736313 0.006200847
#> Sigma[3,2] -0.1407334561 0.085476943 -0.244347241 -0.018243943
#> Sigma[3,3] 0.2972832535 0.058124122 0.213952947 0.362895025
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001756322 0.006523838 -0.004684369 0.01271171
#> Sigma[4,2] 0.157404442 0.096711842 0.073784612 0.31196965
#> Sigma[4,3] 0.271753824 0.052772875 0.182216371 0.32946055
#> Sigma[4,4] 0.386626162 0.069939315 0.301545664 0.50059779
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97351777 0.01485038 0.95172947 0.992178199
#> lag1_var2 0.05236488 0.04021393 -0.01431468 0.100935104
#> lag1_var3 0.12367636 0.09390845 -0.03279137 0.239033618
#> lag1_var4 -0.11244758 0.08588326 -0.22022520 0.029846377
#> const 0.25975730 0.16800368 0.05163819 0.503840688
#> exo1 -0.02883035 0.02334131 -0.05381179 0.007361118
#> exo2 0.01385686 0.04528172 -0.05527368 0.065743504
#> exo3 0.02282263 0.02808478 -0.02017696 0.054772619
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4362959 0.2241352 0.20010006 0.8089606903
#> lag1_var2 0.1287361 0.6273283 -0.88398988 0.7230293040
#> lag1_var3 -1.5926081 1.4369268 -3.74685141 0.0008932724
#> lag1_var4 1.4330381 1.2524112 0.03443794 3.3264422621
#> const -2.7360419 3.6189194 -6.91455874 2.6727552379
#> exo1 -0.5837844 0.5183030 -1.30704133 0.1915046268
#> exo2 -1.0768801 1.2463046 -2.49835882 0.8364344917
#> exo3 -0.6537089 0.8119170 -1.91080487 0.2637005235
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1479711 0.1599480 -0.3515267 0.077642810
#> lag1_var2 0.6567237 0.4302334 0.1385157 1.292987959
#> lag1_var3 2.2887773 0.9913770 1.2328904 3.857929605
#> lag1_var4 -1.2854776 0.9216869 -2.7143247 -0.297297105
#> const 2.7141887 3.5814606 -1.0694900 8.326375007
#> exo1 -1.0572318 0.6861203 -1.7833078 0.002943445
#> exo2 -1.7266890 0.4756644 -2.3319400 -1.065414239
#> exo3 -0.1018080 0.4559143 -0.6904954 0.448739335
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06013368 0.1434051 -0.2163919 0.1636278
#> lag1_var2 0.72790935 0.3695064 0.3040889 1.2685359
#> lag1_var3 1.62784819 0.8775810 0.5924964 2.9061114
#> lag1_var4 -0.61627510 0.8137961 -1.8323599 0.2966501
#> const 0.83604673 4.5173104 -4.6014730 6.9010384
#> exo1 -1.44016538 0.7638656 -2.1989753 -0.2049865
#> exo2 -2.40185540 0.8543664 -3.7305205 -1.4765415
#> exo3 -0.39759616 0.5948677 -1.2755145 0.3263758
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0149763 0.005474451 0.008811736 0.02303913
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008981831 0.01034480 -0.0259224 0.001990186
#> Sigma[2,2] 0.219757371 0.03209316 0.1735456 0.260055836
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007498806 0.008750399 -0.001425166 0.02080650
#> Sigma[3,2] -0.131499713 0.027289160 -0.166376931 -0.09635691
#> Sigma[3,3] 0.215239389 0.050512628 0.168809989 0.29454949
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004214456 0.006128554 -0.002865079 0.01382329
#> Sigma[4,2] -0.047172008 0.031280638 -0.091757020 -0.00541368
#> Sigma[4,3] 0.182692235 0.050301028 0.129397891 0.26235405
#> Sigma[4,4] 0.185462815 0.048739689 0.123128760 0.25641445
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89259855 0.03916403 0.84686592 0.94686695
#> lag1_var2 0.19394387 0.10166542 0.04437303 0.33469084
#> lag1_var3 0.44751106 0.25429819 0.08020453 0.80687527
#> lag1_var4 -0.40451506 0.24544975 -0.75552350 -0.06031174
#> const 0.91650036 1.16556325 -0.51477774 2.64032515
#> exo1 -0.01351915 0.06045240 -0.09710163 0.07047893
#> exo2 -0.19327941 0.11123839 -0.35022693 -0.06014876
#> exo3 -0.06696443 0.08978255 -0.16365077 0.07388251
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6451444 0.1146490 0.4759545 0.76085664
#> lag1_var2 -1.1148577 0.3988579 -1.4965323 -0.42276177
#> lag1_var3 -4.8941012 1.0168150 -5.8867414 -3.15984622
#> lag1_var4 4.6210115 0.9731735 2.9559956 5.57291670
#> const -4.0725637 2.3190840 -7.0902974 -0.95545930
#> exo1 -0.4393844 0.4573439 -1.1252227 0.00933745
#> exo2 1.7595570 0.5175489 0.9035087 2.38332134
#> exo3 0.8529264 0.4245088 0.2284787 1.36939927
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43306324 0.1408269 -0.6105512 -0.2495228
#> lag1_var2 2.37674252 0.3983734 1.7478315 2.8401480
#> lag1_var3 6.62368580 1.0137194 5.0120404 7.7790707
#> lag1_var4 -5.50416573 0.9775685 -6.5821965 -3.9387364
#> const 5.66011346 2.7845234 1.4013679 8.9986878
#> exo1 0.04955162 0.4339242 -0.5255706 0.6823671
#> exo2 -1.31177430 0.4547428 -1.8458942 -0.5864215
#> exo3 -1.38177819 0.4492406 -1.8504203 -0.6403003
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2092603 0.1211760 -0.3578807 -0.04780025
#> lag1_var2 1.9174168 0.3834754 1.3174576 2.39064454
#> lag1_var3 4.5904864 0.9437851 3.1095478 5.77346568
#> lag1_var4 -3.5459670 0.9096164 -4.6457590 -2.10870527
#> const 3.4695028 2.4240261 0.1100773 6.68083720
#> exo1 -0.1483648 0.3662767 -0.6342645 0.30469729
#> exo2 -0.7141000 0.4427554 -1.3449649 -0.10214183
#> exo3 -1.2671627 0.4069402 -1.6603090 -0.58714713
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001186741 0.0002260688 0.0008402715 0.001406345
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0278473 0.007951109 -0.03771238 -0.01539782
#> Sigma[2,2] 0.9714348 0.285896853 0.56472277 1.37193299
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02619722 0.009846448 0.01127728 0.03884285
#> Sigma[3,2] -1.01018718 0.330548863 -1.48889439 -0.54493941
#> Sigma[3,3] 1.57765348 0.336814422 1.10357861 2.04851862
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005607548 0.00434566 -0.0003216919 0.01116256
#> Sigma[4,2] -0.291895424 0.13334648 -0.4822331744 -0.11834080
#> Sigma[4,3] 0.846572520 0.12352662 0.7073081439 1.02123218
#> Sigma[4,4] 0.647726020 0.09427755 0.5249699128 0.78807908
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97479626 0.02002370 0.94938578 0.99774677
#> lag1_var2 0.09538401 0.08058544 -0.03710234 0.17252110
#> lag1_var3 0.12816897 0.11040661 -0.05422422 0.23365109
#> lag1_var4 -0.12247568 0.10828546 -0.22744425 0.05874838
#> const 0.19140490 0.22000233 -0.10464394 0.49614682
#> exo1 -0.01027843 0.03729755 -0.06123282 0.03671320
#> exo2 -0.07586175 0.01897457 -0.10457100 -0.04934864
#> exo3 0.01387902 0.03416087 -0.03185404 0.05670314
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4417487 0.5457566 -0.2037123 1.086492
#> lag1_var2 0.3724018 1.1224855 -1.3915148 1.671417
#> lag1_var3 -0.3295193 1.5119525 -2.7412248 1.420259
#> lag1_var4 0.1959515 1.4903581 -1.4873675 2.569715
#> const 1.3326281 5.6090896 -6.2957920 8.114386
#> exo1 0.2307289 1.0794804 -1.0397534 1.764131
#> exo2 1.3434183 0.8470251 0.1222709 2.229244
#> exo3 0.9946264 1.2005892 -0.8583459 2.219167
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07963641 0.6194491 -0.7316727 0.7652788
#> lag1_var2 1.12514148 2.6913083 -1.0190680 6.0731589
#> lag1_var3 2.17565726 3.6536225 -0.6846621 8.9524574
#> lag1_var4 -1.29124532 3.5960755 -7.9746293 1.5125089
#> const 5.95885087 8.6885755 -4.4581137 19.9375405
#> exo1 -0.38695116 1.3220916 -2.5100633 1.0597524
#> exo2 -3.29783157 1.3953111 -5.3586601 -1.6705162
#> exo3 -1.35700586 1.0593660 -2.5309457 0.2370015
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4042973 0.3867161 -0.03846719 0.96639650
#> lag1_var2 1.2125897 2.0590584 -0.51510185 4.99835258
#> lag1_var3 1.6810399 2.8322473 -0.70900004 6.90476276
#> lag1_var4 -0.8862110 2.7786121 -6.02283173 1.37385331
#> const 6.3443935 6.1000682 -1.42289349 15.79927870
#> exo1 -0.2138258 0.8596898 -1.39214839 1.01094012
#> exo2 -2.3945597 0.9006622 -3.83156346 -1.62772478
#> exo3 -0.6535415 0.4811711 -1.34995372 -0.03578195
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004807838 7.731027e-05 0.0004061886 0.0006175151
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009344086 0.0030278 -0.01429848 -0.005467965
#> Sigma[2,2] 0.740057892 0.2088177 0.57291024 1.109839023
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007060417 0.003918839 0.002969544 0.01355394
#> Sigma[3,2] -0.659451829 0.232001098 -1.074541101 -0.46780523
#> Sigma[3,3] 0.781698109 0.242054380 0.538948316 1.19825371
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001686316 0.002659063 -0.001489633 0.005633655
#> Sigma[4,2] -0.233788617 0.121140170 -0.439354170 -0.100194928
#> Sigma[4,3] 0.414526565 0.111752376 0.280173256 0.592242451
#> Sigma[4,4] 0.294521244 0.048184382 0.215357970 0.351789398
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954930384 0.01507263 0.93577693 0.97829490
#> lag1_var2 0.093195802 0.02198604 0.06017944 0.11444068
#> lag1_var3 0.150782791 0.03709016 0.09650230 0.18379115
#> lag1_var4 -0.136031986 0.03509774 -0.16775473 -0.08293987
#> const 0.294844883 0.27452849 -0.04800809 0.67405033
#> exo1 0.009875747 0.01776570 -0.01533701 0.03462670
#> exo2 -0.057041757 0.01717588 -0.08179505 -0.03317693
#> exo3 0.056859621 0.02451460 0.03355743 0.09307998
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1067904 0.6378223 0.106653100 1.8279861
#> lag1_var2 -0.4046690 0.6144660 -1.096857301 0.5919622
#> lag1_var3 -2.0654457 1.0285930 -3.220938957 -0.3653184
#> lag1_var4 1.5694995 0.9710576 0.008265449 2.6917176
#> const 3.0257037 12.2508847 -10.050653810 21.4927817
#> exo1 -1.4169064 0.6492467 -2.220850830 -0.4527296
#> exo2 0.4865682 0.7427318 -0.376333504 1.5863464
#> exo3 0.3553886 0.8391757 -0.738136286 1.6187903
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0261366 0.5779118 -0.6656068 0.9473894
#> lag1_var2 0.4005250 0.6465254 -0.4755319 1.2703500
#> lag1_var3 1.5923798 1.0304823 0.2049679 2.9600884
#> lag1_var4 -0.5741342 0.9660062 -1.8868607 0.7610437
#> const -1.7367728 9.3450920 -14.3357674 11.4020156
#> exo1 0.8369554 0.5400123 0.1367653 1.5539529
#> exo2 -1.9638798 0.9032862 -3.2661870 -0.8372792
#> exo3 -0.9580510 0.9743553 -2.3378548 0.2446184
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.635396618 0.2796102 0.29878273 1.00830563
#> lag1_var2 0.005462781 0.4009656 -0.50643837 0.53175411
#> lag1_var3 0.086853763 0.6426548 -0.73651971 0.91957367
#> lag1_var4 0.668622308 0.6138112 -0.09346314 1.53239929
#> const -0.597159208 3.8687704 -5.31607561 5.50926445
#> exo1 0.005205673 0.2736411 -0.40705228 0.33208767
#> exo2 -1.720901528 0.5456937 -2.56718082 -1.04845002
#> exo3 -0.742121958 0.5628437 -1.56388220 -0.08769845
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003453223 0.0001136195 0.0002409621 0.0005329932
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009189974 0.00301438 -0.01431994 -0.006518129
#> Sigma[2,2] 0.614921734 0.12107167 0.41339494 0.733897039
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005189119 0.001224695 0.003718712 0.006931241
#> Sigma[3,2] -0.382537697 0.082243098 -0.458804094 -0.233614199
#> Sigma[3,3] 0.395377773 0.094986740 0.267685975 0.537183302
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007683373 0.001096133 -0.0008946985 0.002153171
#> Sigma[4,2] -0.0953669738 0.048534147 -0.1604414043 -0.032629837
#> Sigma[4,3] 0.2343947022 0.074085094 0.1503053558 0.354579496
#> Sigma[4,4] 0.2099053921 0.073397806 0.1509034796 0.327923179
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974643242 0.026917010 0.93956150 1.007362159
#> lag1_var2 0.052954295 0.056060315 -0.02062223 0.121793774
#> lag1_var3 0.102096758 0.120027094 -0.05741182 0.246808889
#> lag1_var4 -0.091928457 0.106630108 -0.21782059 0.051667356
#> const 0.198989719 0.124291267 0.01872528 0.351760284
#> exo1 -0.007673413 0.009466602 -0.02103016 0.004827195
#> exo2 -0.102789300 0.016175083 -0.12546566 -0.078417960
#> exo3 0.058140567 0.013437904 0.04019965 0.075035336
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5450076 1.0083472 0.6420438 3.0877948
#> lag1_var2 -0.8697486 2.1630460 -4.3588101 1.0583539
#> lag1_var3 -3.5414170 4.4969990 -10.6437563 0.6290096
#> lag1_var4 2.6240008 3.9653391 -1.0468410 8.8795300
#> const 2.1907469 6.2289086 -5.7356685 11.6463817
#> exo1 0.2358967 0.7443833 -0.8618972 1.1268488
#> exo2 0.3403360 0.6248995 -0.4602592 1.3053767
#> exo3 0.5272163 0.6100004 -0.2242268 1.5048295
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14746177 0.6020258 -1.155841 0.5308548
#> lag1_var2 0.07784203 1.6472540 -1.793850 2.6562310
#> lag1_var3 0.92578626 3.4668863 -3.123338 6.2276994
#> lag1_var4 0.14721907 3.1923200 -4.665441 3.8598937
#> const -0.40438919 3.1391491 -4.211681 4.2331534
#> exo1 0.02756485 0.2798353 -0.363526 0.4490896
#> exo2 -1.15512812 0.6997289 -2.195372 -0.2636467
#> exo3 -0.23034727 0.5476214 -1.049960 0.4435837
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56664737 0.3052603 0.1772992 1.0351079
#> lag1_var2 -0.58281052 1.0199852 -1.9931772 0.6869225
#> lag1_var3 -1.29506362 2.1644239 -4.2868703 1.3883222
#> lag1_var4 1.95521634 2.0422178 -0.5934214 4.7874285
#> const 0.04344797 3.5561190 -3.8950734 6.0312031
#> exo1 0.15564289 0.2600613 -0.1395173 0.5381765
#> exo2 -1.09448658 0.4643747 -1.7321551 -0.4786829
#> exo3 0.03203163 0.4270893 -0.5901690 0.5277866
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005178969 0.000134165 0.0003769943 0.000705329
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005047446 0.002386877 -0.009103895 -0.002281313
#> Sigma[2,2] 0.313066615 0.093105364 0.209845047 0.451725363
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01130959 0.006025049 0.005235372 0.02081997
#> Sigma[3,2] -0.45335350 0.187460486 -0.745735904 -0.25170672
#> Sigma[3,3] 1.23599002 0.455524035 0.760317765 1.93328978
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008540056 0.005066029 0.003318406 0.01712229
#> Sigma[4,2] -0.264673171 0.140155510 -0.478982314 -0.10279687
#> Sigma[4,3] 1.000898276 0.361118456 0.627917347 1.56527896
#> Sigma[4,4] 0.882667932 0.295030750 0.585912967 1.34693530
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976863060 0.01695071 0.96348041 1.00614683
#> lag1_var2 0.022970214 0.04476325 -0.04242491 0.07580004
#> lag1_var3 0.033620964 0.07070031 -0.06898391 0.11607557
#> lag1_var4 -0.028913714 0.06685382 -0.10750005 0.06763849
#> const 0.234147413 0.21486088 -0.03507489 0.54513807
#> exo1 0.006224971 0.02047531 -0.01909567 0.03492169
#> exo2 -0.106029763 0.01519252 -0.12897326 -0.08619439
#> exo3 0.032886400 0.03000156 -0.01260432 0.07060916
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43080593 0.4916495 -1.1228141 0.2913560
#> lag1_var2 2.54145938 1.3491575 0.6528298 4.6001704
#> lag1_var3 2.42535271 2.0608112 -0.4262231 5.6123267
#> lag1_var4 -2.30436417 1.9278362 -5.2886748 0.3458202
#> const 2.32549589 3.2068225 -1.4002580 7.3514850
#> exo1 -0.01857194 0.7379894 -1.0673151 0.9362075
#> exo2 1.55193810 0.5711928 0.5425631 2.0416269
#> exo3 -0.99764226 0.6192418 -1.9150427 -0.2829055
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06564749 1.3361540 -1.9674476 1.774493
#> lag1_var2 1.02104015 3.6218358 -4.4670531 5.502112
#> lag1_var3 2.63878281 5.4278205 -5.6766759 9.339310
#> lag1_var4 -1.59962026 5.0191553 -7.7574444 6.109758
#> const -0.70920940 7.0020902 -11.6973739 8.038441
#> exo1 0.04910098 1.3123677 -1.6988706 1.633646
#> exo2 -3.02699239 0.9897848 -4.2665443 -1.555573
#> exo3 1.33135123 1.1999940 0.1883869 3.168803
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43892051 1.1415369 -1.9359814 1.2179749
#> lag1_var2 2.49065330 3.1730284 -2.3943214 6.0297447
#> lag1_var3 3.91305409 4.7664403 -3.5088859 9.1049778
#> lag1_var4 -2.75005364 4.4087870 -7.5422562 4.1343041
#> const -0.07887193 5.5450419 -8.5754987 6.7708145
#> exo1 0.05470037 0.9614635 -1.3016462 1.1126313
#> exo2 -2.10589308 0.8782852 -3.2623380 -0.8125224
#> exo3 0.74669368 0.8676731 -0.1919713 2.0690154
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004658301 7.236096e-05 0.000373139 0.0005686112
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002035892 0.003309974 -0.006482898 0.002511081
#> Sigma[2,2] 0.963835426 0.247979179 0.675871518 1.363601277
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002282635 0.002276149 -0.0006069936 0.005873446
#> Sigma[3,2] -0.209517144 0.125263805 -0.3876519377 -0.061026834
#> Sigma[3,3] 0.339264448 0.075886569 0.2507274315 0.441098305
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001875996 0.002225595 -0.001046694 0.004698013
#> Sigma[4,2] 0.193386102 0.143720334 0.037598514 0.393860756
#> Sigma[4,3] 0.302407888 0.048680424 0.219832548 0.341306582
#> Sigma[4,4] 0.445261125 0.079248519 0.347584852 0.568142156
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96594548 0.006714065 0.956719155 0.97478271
#> lag1_var2 0.08471942 0.010027534 0.068864764 0.09748861
#> lag1_var3 0.20394334 0.029075838 0.159852425 0.24338325
#> lag1_var4 -0.18862779 0.025388836 -0.221593413 -0.14945101
#> const 0.18329039 0.199727318 -0.076368406 0.44113281
#> exo1 0.04361159 0.018091729 0.019201371 0.06945382
#> exo2 -0.04530806 0.022029733 -0.074110054 -0.01640610
#> exo3 0.02845932 0.024475669 0.001614293 0.06469379
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7126269 0.3404196 0.2036571 1.151609459
#> lag1_var2 -0.6719055 0.5552749 -1.4180810 0.097635641
#> lag1_var3 -3.5676911 1.5123161 -5.6336953 -1.458365014
#> lag1_var4 3.3126455 1.3383689 1.6890221 5.201759741
#> const -3.1119001 7.5566711 -13.2422856 6.295341105
#> exo1 -0.9221329 0.5718238 -1.6561211 0.007090161
#> exo2 2.2373955 0.9519239 0.7810033 3.246448301
#> exo3 0.6311307 0.5001417 -0.1526906 1.246698054
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1184661 0.1805362 -0.3555057 0.13945784
#> lag1_var2 1.1911496 0.2935400 0.8035225 1.64666202
#> lag1_var3 3.6210243 0.7837237 2.5268053 4.80335171
#> lag1_var4 -2.6370820 0.6846548 -3.6701438 -1.75173047
#> const 1.0498704 4.2569135 -5.6038387 6.17939004
#> exo1 0.4714569 0.4856913 -0.2582056 1.07424628
#> exo2 -0.5691943 0.5442701 -1.3926696 -0.03427558
#> exo3 -1.1620741 0.5159645 -2.0476311 -0.62422013
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1217287 0.1868785 -0.1076829 0.3498092
#> lag1_var2 0.9431658 0.1968690 0.6632387 1.2000240
#> lag1_var3 2.2239516 0.5762326 1.3424072 2.9731361
#> lag1_var4 -1.2913836 0.4572878 -1.8548602 -0.5739275
#> const -1.3736120 5.5342856 -7.6588650 7.6782530
#> exo1 0.1817441 0.4326509 -0.4642059 0.7069776
#> exo2 0.4300289 0.6731205 -0.4809358 1.2669437
#> exo3 -1.0495936 0.6007408 -1.8998462 -0.3646793
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003032973 5.164306e-05 0.0002180696 0.0003635202
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00237578 0.0006255773 -0.00307730 -0.001522852
#> Sigma[2,2] 0.08266196 0.0123123666 0.06920136 0.102255468
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002643851 0.0007693716 0.001650882 0.003778291
#> Sigma[3,2] -0.084526547 0.0132758077 -0.103848218 -0.067505736
#> Sigma[3,3] 0.114871660 0.0195427084 0.091348247 0.142934726
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001257804 0.0005037767 0.0006940446 0.002047326
#> Sigma[4,2] -0.035226525 0.0079627127 -0.0464430863 -0.023552149
#> Sigma[4,3] 0.065541259 0.0124324292 0.0508563784 0.085149747
#> Sigma[4,4] 0.045772538 0.0084175285 0.0373672386 0.060458355
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99129383 0.005176269 0.98560415 0.9997134910
#> lag1_var2 0.02004978 0.035304028 -0.02019761 0.0706520222
#> lag1_var3 0.02922574 0.058742990 -0.04027558 0.1115592123
#> lag1_var4 -0.02804444 0.057228101 -0.10943861 0.0383213421
#> const 0.17955880 0.109767308 0.04976290 0.3349247643
#> exo1 -0.01430126 0.012176261 -0.03227170 0.0007672998
#> exo2 -0.04828042 0.015538519 -0.06951378 -0.0303004677
#> exo3 0.01820246 0.016568368 -0.00374859 0.0417906453
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20480924 0.1371851 -0.41667586 -0.02996204
#> lag1_var2 0.57839805 0.7880205 -0.53198113 1.67368326
#> lag1_var3 -0.71362820 1.2757069 -2.47214845 1.10077974
#> lag1_var4 0.79386855 1.2268988 -0.94363428 2.46742312
#> const 0.95722344 1.5011186 -0.97851134 3.04527532
#> exo1 0.08718197 0.1965563 -0.23807010 0.28071209
#> exo2 0.60515917 0.2811663 0.23054132 0.95549081
#> exo3 0.13899320 0.1699712 -0.07496896 0.36429210
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5606883 0.17708001 0.3241705 0.8466491
#> lag1_var2 -0.9145940 1.20868296 -2.7931341 0.5418962
#> lag1_var3 0.0736649 1.93058930 -2.9322462 2.3442704
#> lag1_var4 0.6969443 1.85833527 -1.4910006 3.5710326
#> const -0.8884118 1.73271626 -3.6302755 1.0083204
#> exo1 -0.2390527 0.26630521 -0.5523282 0.1302370
#> exo2 -0.9475452 0.31589951 -1.4579523 -0.6632550
#> exo3 -0.2969077 0.09631235 -0.4367677 -0.1799572
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4289737 0.1046052 0.2960321 0.59756885
#> lag1_var2 -0.8391285 0.7878862 -2.1378688 -0.03330629
#> lag1_var3 -0.8001958 1.2454930 -2.8368068 0.45866297
#> lag1_var4 1.6359730 1.1971522 0.4231805 3.58094754
#> const -1.0623443 1.0996856 -2.9606412 0.08317211
#> exo1 -0.1866719 0.1703157 -0.4218401 0.03654821
#> exo2 -0.5925340 0.2263887 -0.9412505 -0.33889953
#> exo3 -0.2125019 0.1123189 -0.3684416 -0.05659973
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009681066 0.0002038145 0.0006879238 0.001245242
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01462576 0.005280578 -0.02367232 -0.008806643
#> Sigma[2,2] 0.98946245 0.223341035 0.79562733 1.376070812
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006322363 0.004207416 0.0004116715 0.01253661
#> Sigma[3,2] -0.627460559 0.156648198 -0.8878727268 -0.48779943
#> Sigma[3,3] 0.450338191 0.109142539 0.3511677145 0.61680706
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004509922 0.001410035 -0.006395226 -0.002682453
#> Sigma[4,2] 0.085765297 0.036891920 0.037676185 0.137095041
#> Sigma[4,3] 0.001326863 0.023575953 -0.028047386 0.038466709
#> Sigma[4,4] 0.066934784 0.018306178 0.048652814 0.094534190
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.053193038 0.008903104 1.04337475 1.0668661536
#> lag1_var2 0.172572980 0.047714723 0.11463864 0.2498182617
#> lag1_var3 0.220383621 0.066795008 0.14054498 0.3286778294
#> lag1_var4 -0.245215188 0.067631964 -0.35365032 -0.1624432741
#> const 0.316099081 0.141022718 0.13892256 0.5372913039
#> exo1 -0.002316966 0.034489365 -0.05469375 0.0397164676
#> exo2 -0.073456599 0.023957293 -0.11062929 -0.0433412022
#> exo3 -0.038972203 0.025791136 -0.06881770 -0.0007340839
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.525162082 0.4840777 -2.0686540 -0.8418772
#> lag1_var2 1.143202454 3.1144023 -2.9968075 5.7942619
#> lag1_var3 0.618866244 4.3500597 -5.1821065 7.0586482
#> lag1_var4 -0.003732963 4.3781477 -6.5673268 5.7248976
#> const -2.428370274 4.4691343 -9.3242300 2.5279831
#> exo1 -0.925388614 1.2007591 -2.6705067 0.5131436
#> exo2 0.677807717 1.2051993 -0.9571252 2.2765895
#> exo3 1.447462475 0.7696287 0.1112765 2.2632614
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000431 0.3366249 0.53542002 1.43903165
#> lag1_var2 0.304747 2.0723378 -2.46927695 3.49562423
#> lag1_var3 1.204793 2.8891681 -2.61149245 5.64755702
#> lag1_var4 -0.635449 2.9016477 -5.03742823 3.27567500
#> const 3.764107 3.4823278 -0.51785421 8.27597743
#> exo1 1.051132 0.9182219 -0.07560471 2.45133534
#> exo2 -1.378963 0.7421636 -2.17819872 -0.33978278
#> exo3 -1.012886 0.5865467 -1.60952019 -0.04613527
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10287271 0.1132396 -0.2906442 0.02500537
#> lag1_var2 0.69413266 0.7539412 -0.3516657 1.65983595
#> lag1_var3 1.05609378 1.0629736 -0.3991050 2.43215439
#> lag1_var4 -0.03061741 1.0320877 -1.3458662 1.40855418
#> const 1.21808964 1.8443378 -1.4407992 3.59949602
#> exo1 0.42470312 0.2678592 0.1085940 0.83214867
#> exo2 -0.94852493 0.2568413 -1.2523205 -0.56514521
#> exo3 0.01483168 0.1750927 -0.2400597 0.23292353
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001399274 0.002813124 0.0002701829 0.005688719
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005554617 0.002741395 -0.001387193 0.004775179
#> Sigma[2,2] 0.0555765293 0.024692817 0.031858875 0.096220239
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002364606 0.006559664 -0.01258543 0.003650339
#> Sigma[3,2] -0.175489573 0.073780369 -0.29764762 -0.106000503
#> Sigma[3,3] 0.617544680 0.232839344 0.39747248 1.006397774
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001989376 0.004771885 -0.00936392 0.002747979
#> Sigma[4,2] -0.140796057 0.058794265 -0.23842825 -0.086230632
#> Sigma[4,3] 0.509101214 0.188306075 0.32559507 0.821875537
#> Sigma[4,4] 0.422458312 0.152890809 0.27019147 0.674480879
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01983505 0.01452857 0.996416494 1.033397133
#> lag1_var2 -0.19448052 0.13594505 -0.421245969 -0.037996038
#> lag1_var3 -0.29635117 0.22545240 -0.678514064 -0.050056652
#> lag1_var4 0.29104064 0.22754471 0.044234760 0.677368038
#> const -0.12812245 0.18003886 -0.349627251 0.143314739
#> exo1 -0.02649404 0.01371418 -0.042450571 -0.007007657
#> exo2 -0.02714320 0.05606636 -0.078131905 0.068586320
#> exo3 0.02955790 0.03167662 -0.006685776 0.081149807
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36490634 0.1960496 0.2034696 0.6810437
#> lag1_var2 -1.04127281 0.8291454 -2.0609715 0.2094203
#> lag1_var3 -2.70514659 1.3356173 -4.3608729 -0.6320054
#> lag1_var4 2.58727283 1.3462144 0.4965884 4.2465482
#> const -0.07992604 1.5739928 -2.2672920 1.9813981
#> exo1 0.02438492 0.1704658 -0.2406825 0.2252884
#> exo2 0.53207638 0.1397272 0.3480008 0.7082272
#> exo3 0.13622895 0.2258932 -0.1992272 0.3932609
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52390698 0.5035289 -1.3087819 0.02339391
#> lag1_var2 5.84573224 3.0249813 1.9900451 10.44275971
#> lag1_var3 9.83591709 4.8590382 3.4801143 16.94189215
#> lag1_var4 -8.69084062 4.8838705 -15.7612215 -2.28039765
#> const 3.82841524 4.6674290 -3.1121870 9.84663253
#> exo1 0.03031786 0.5822802 -0.6097669 0.94207012
#> exo2 -0.93148855 0.4520381 -1.5697792 -0.32684208
#> exo3 0.44256819 0.7571473 -0.4980913 1.53020125
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29077885 0.4018857 -0.8949974 0.18193251
#> lag1_var2 4.94908877 2.4964941 1.9317274 8.87159412
#> lag1_var3 7.73371335 4.0026045 2.7533166 13.74196297
#> lag1_var4 -6.65136634 4.0214706 -12.6208096 -1.62530552
#> const 2.99997321 3.6428788 -2.5768119 7.43381954
#> exo1 0.04810565 0.4793764 -0.4688282 0.79247346
#> exo2 -0.59259849 0.4055131 -1.1301693 -0.03394002
#> exo3 0.55343157 0.6241675 -0.2550008 1.47918812
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002866119 0.0007622604 0.001907801 0.003933892
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004012423 0.001227566 -0.00125061 0.002111374
#> Sigma[2,2] 0.0842546385 0.026512071 0.06485407 0.128749148
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.038506288 0.01568307 -0.06094385 -0.01823967
#> Sigma[3,2] -0.004895961 0.05981109 -0.06890514 0.09267130
#> Sigma[3,3] 1.224273908 0.33324446 0.72691918 1.63143496
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03868304 0.01579842 -0.06134622 -0.01862047
#> Sigma[4,2] 0.04742249 0.07215768 -0.02838524 0.16676527
#> Sigma[4,3] 1.24737885 0.33115555 0.76225223 1.63191861
#> Sigma[4,4] 1.30420127 0.33496964 0.80497927 1.66352238
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94821491 0.02286888 0.91323748 0.973311844
#> lag1_var2 0.14361631 0.11395259 -0.00778868 0.281658130
#> lag1_var3 0.13009147 0.18800730 -0.11469110 0.333346832
#> lag1_var4 -0.11885687 0.18498838 -0.31713619 0.120940793
#> const 0.28081249 0.33294172 -0.03447918 0.827108274
#> exo1 0.02104168 0.04633772 -0.06142959 0.059612827
#> exo2 -0.18432736 0.07579956 -0.28685720 -0.106137536
#> exo3 -0.07818023 0.05066667 -0.14371470 -0.004808049
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007951921 0.1117283 -0.119289858 0.19589457
#> lag1_var2 0.851997156 0.6481083 -0.006889124 1.80798409
#> lag1_var3 -0.036969727 1.0274613 -1.414240375 1.53485224
#> lag1_var4 0.018005157 1.0096445 -1.526260379 1.37351191
#> const 1.460202174 1.7812429 -1.056009565 4.09634866
#> exo1 -0.034303598 0.2003710 -0.272606346 0.27741658
#> exo2 0.675949823 0.3713938 -0.003487243 0.98444230
#> exo3 -0.502310380 0.3594756 -0.991309104 -0.09601878
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5894577 0.6230116 -0.3459533 1.4103604
#> lag1_var2 -0.7988862 3.7593100 -4.9281073 5.0054900
#> lag1_var3 1.1791102 6.1086757 -4.8840131 10.9618853
#> lag1_var4 -0.3784435 5.9817911 -9.9951525 5.4568812
#> const 1.9755069 7.9223224 -8.8532049 13.3596960
#> exo1 -0.1566483 1.2853128 -1.5842086 1.7625828
#> exo2 -0.8612956 1.1047692 -2.1420458 0.7661022
#> exo3 2.8702805 1.0503931 1.6780182 4.4232512
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5914752 0.648123 -0.3577655 1.4148928
#> lag1_var2 -0.5016941 3.816943 -4.9867328 5.0888637
#> lag1_var3 0.8289616 6.155201 -5.7848225 10.2197088
#> lag1_var4 -0.0295082 6.023480 -9.2568758 6.3468359
#> const 2.3570059 7.968019 -7.5647293 13.9310249
#> exo1 -0.1571138 1.314286 -1.7567831 1.7788151
#> exo2 -0.5483178 1.086268 -1.7678699 0.9918547
#> exo3 2.6412426 1.120444 1.2941241 4.2747402
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009207169 0.006798189 0.004629225 0.02077694
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003022167 0.003337956 -0.008319068 -7.141643e-06
#> Sigma[2,2] 0.042922131 0.005267231 0.035629688 4.864852e-02
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005703523 0.02055969 -0.03063243 0.02482837
#> Sigma[3,2] -0.001079560 0.03928069 -0.05974255 0.03332229
#> Sigma[3,3] 1.160624222 0.31589512 0.81303460 1.56915134
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008139946 0.01894051 -0.03276221 0.01927227
#> Sigma[4,2] 0.034239425 0.03905725 -0.02393498 0.06758114
#> Sigma[4,3] 1.169630762 0.31153939 0.81247755 1.57112953
#> Sigma[4,4] 1.207980907 0.31030409 0.83110508 1.60283986
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99994866 0.02464257 0.9735023 1.03233818
#> lag1_var2 -0.09156961 0.26717352 -0.4543997 0.22415571
#> lag1_var3 -0.11781799 0.37502634 -0.6225940 0.34407452
#> lag1_var4 0.12044933 0.37746362 -0.3511475 0.62752242
#> const -0.17097142 0.83397307 -1.5094659 0.85917762
#> exo1 0.05089477 0.10390581 -0.0780922 0.19590095
#> exo2 -0.08521563 0.10316102 -0.2589850 0.00653595
#> exo3 0.06653308 0.12202988 -0.0840537 0.24136265
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20486007 0.08251294 -0.329391176 -0.1040855
#> lag1_var2 0.69254296 0.51966616 -0.009958778 1.3909722
#> lag1_var3 0.23048004 0.74405943 -0.897827409 1.1439245
#> lag1_var4 -0.19480843 0.73819175 -1.091346962 0.9286592
#> const 2.19221148 1.97470212 -0.286460499 4.9485202
#> exo1 -0.09462093 0.17031201 -0.286352529 0.1514376
#> exo2 -0.03944753 0.15993023 -0.255765914 0.1621467
#> exo3 0.09053597 0.24676545 -0.179159772 0.4881258
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2483488 0.4259213 0.5662486 1.7395269
#> lag1_var2 -0.2465681 4.9481471 -5.7145200 8.1673177
#> lag1_var3 -1.0907854 6.8599703 -8.9936528 10.4820697
#> lag1_var4 1.6412369 6.8660414 -9.9517100 9.5738903
#> const 6.5455193 11.5722181 -7.5716105 24.6458089
#> exo1 -2.0619459 1.1885166 -3.2773605 -0.1762015
#> exo2 -0.5471304 1.1370977 -2.0642820 1.0785260
#> exo3 -3.0044016 1.1532295 -4.2858941 -1.2029146
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09048877 0.4523804 0.378204 1.6208081
#> lag1_var2 0.05530271 5.0154182 -5.674247 8.4691994
#> lag1_var3 -1.23345735 6.9502324 -9.468883 10.3065685
#> lag1_var4 1.81789860 6.9586744 -9.735317 10.0876721
#> const 7.71540742 12.5167931 -7.929204 27.8620459
#> exo1 -2.15141251 1.2416964 -3.402844 -0.1936108
#> exo2 -0.60060660 1.0687568 -1.997956 0.9120836
#> exo3 -2.95707343 1.1925740 -4.140316 -1.0762042
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005116661 9.332011e-05 0.0004153349 0.0006644799
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01077558 0.002968889 -0.01526134 -0.007458833
#> Sigma[2,2] 0.54338240 0.126011830 0.40225794 0.744729516
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01270213 0.003335978 0.008890507 0.01741216
#> Sigma[3,2] -0.61107045 0.163648944 -0.866356566 -0.43108064
#> Sigma[3,3] 0.77663224 0.213275419 0.492077545 1.08393177
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006338286 0.001752187 0.003914684 0.008493565
#> Sigma[4,2] -0.291733620 0.092410224 -0.427016734 -0.171381688
#> Sigma[4,3] 0.420041519 0.120383334 0.238633093 0.575012169
#> Sigma[4,4] 0.251352069 0.068427812 0.139164699 0.325391475
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973705097 0.009291672 0.95972774 0.98492267
#> lag1_var2 0.148786452 0.051524114 0.08753136 0.20796365
#> lag1_var3 0.228291894 0.085164266 0.12750043 0.32734677
#> lag1_var4 -0.223096354 0.085277234 -0.32227945 -0.11998744
#> const 0.420853604 0.100099828 0.30335825 0.54795121
#> exo1 -0.004379882 0.019527686 -0.03152122 0.01831844
#> exo2 -0.036199948 0.018700840 -0.05515259 -0.00545167
#> exo3 0.009888168 0.026055270 -0.03177272 0.04315204
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37912245 0.4399617 -0.8386264 0.2963877
#> lag1_var2 0.38047531 2.1745959 -2.5884465 3.5716616
#> lag1_var3 -0.31311482 3.5490895 -5.2919898 4.8250366
#> lag1_var4 0.47143299 3.3961062 -4.5282908 5.1782649
#> const 2.27438568 3.5646446 -1.6514708 6.5640608
#> exo1 -0.08004421 0.6044131 -0.8873094 0.6228066
#> exo2 0.15915810 0.7357603 -0.6352409 1.2789231
#> exo3 0.34710610 0.6564900 -0.3940670 1.4482787
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5730900 0.4765739 -0.1449062 1.0962408
#> lag1_var2 0.3272826 2.4679423 -3.0374502 3.9993606
#> lag1_var3 1.0482382 4.0402829 -4.4253382 7.1678107
#> lag1_var4 -0.2917061 3.8509362 -6.0929950 4.9860099
#> const -1.7988180 3.9994137 -6.3297064 3.2342213
#> exo1 -0.4718345 0.6506960 -1.2353257 0.3799688
#> exo2 -0.9649051 0.9126653 -2.3814401 0.0579082
#> exo3 -0.3757862 0.8795784 -1.8532776 0.5593482
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3504316 0.2268796 0.02413109 0.6067802
#> lag1_var2 0.2792368 1.3600872 -1.35181584 2.2908691
#> lag1_var3 0.3918408 2.2297071 -2.19309310 3.7238874
#> lag1_var4 0.4720888 2.1327303 -2.68750350 2.9787056
#> const -1.3177159 2.4485199 -4.84551722 1.5119872
#> exo1 -0.5350561 0.3477732 -1.04836499 -0.1033949
#> exo2 -0.8870194 0.5184330 -1.65469788 -0.2028766
#> exo3 -0.1695225 0.5032303 -1.00215929 0.3271915
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009534741 0.002416527 0.006740076 0.0130322
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002649817 0.004727283 -0.009924463 0.003660872
#> Sigma[2,2] 0.059576468 0.013161920 0.043215940 0.079795861
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003189611 0.01350291 -0.01766172 0.02055987
#> Sigma[3,2] -0.076516857 0.04385395 -0.14294929 -0.02737303
#> Sigma[3,3] 0.492195657 0.14859769 0.33183257 0.71193082
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001704169 0.01313759 -0.01717448 0.01928576
#> Sigma[4,2] -0.036207037 0.03929433 -0.09242845 0.01501764
#> Sigma[4,3] 0.447257246 0.14017512 0.29561531 0.64899215
#> Sigma[4,4] 0.429834058 0.13892091 0.27746153 0.63105990
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91938496 0.06076304 0.825924139 0.99523603
#> lag1_var2 0.54734604 0.38327866 -0.001056771 1.11923593
#> lag1_var3 0.76767629 0.56137628 -0.086337098 1.55320011
#> lag1_var4 -0.76617877 0.55079231 -1.556428718 0.05613389
#> const 1.95124589 0.92922251 0.862011833 3.33783577
#> exo1 -0.03637702 0.08649480 -0.168305325 0.06377420
#> exo2 -0.01960044 0.09014496 -0.111280335 0.12297668
#> exo3 -0.05354849 0.13088609 -0.205077030 0.13962438
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13866950 0.1976909 -0.43214776 0.1064642
#> lag1_var2 0.62900425 1.1316193 -0.93848964 2.0647249
#> lag1_var3 0.02695477 1.6575022 -2.22517063 2.1329948
#> lag1_var4 0.04546651 1.6058478 -1.99014398 2.2279409
#> const -0.88038496 2.0111718 -3.43960719 2.2706393
#> exo1 0.25627335 0.2720156 0.03662803 0.7589390
#> exo2 1.07186905 0.2953123 0.67453868 1.5161170
#> exo3 0.28810676 0.2605456 -0.12919865 0.5700839
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1436810 0.4643680 0.5398696 1.80471800
#> lag1_var2 -2.1460030 2.0389684 -5.1825797 0.14300351
#> lag1_var3 -4.0592151 3.0521846 -8.5440321 -0.74419270
#> lag1_var4 4.6053435 2.9293398 1.3778777 8.90678930
#> const 0.7379755 4.8205610 -4.9773585 7.46253018
#> exo1 -0.8374709 0.5490338 -1.6162144 -0.03551435
#> exo2 -4.3720958 0.6812726 -5.1885228 -3.39330274
#> exo3 -1.4530901 0.8661926 -2.8225469 -0.43826486
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0521316 0.3709249 0.5924935 1.53633658
#> lag1_var2 -1.9650303 1.8297909 -4.9367430 0.13756445
#> lag1_var3 -4.4334660 2.7031684 -8.7268232 -1.27324691
#> lag1_var4 5.0364917 2.6125570 1.9645511 9.18312426
#> const -0.4621354 4.7098761 -6.8744146 6.54224333
#> exo1 -0.6748020 0.4756923 -1.2969430 0.02038818
#> exo2 -3.7137937 0.5521128 -4.3934847 -2.92262627
#> exo3 -1.2632415 0.7384027 -2.4721291 -0.52039657
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002826474 0.008415359 0.0001163816 0.01483301
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001474423 0.006793338 -0.01150041 0.001518779
#> Sigma[2,2] 0.069365803 0.014817268 0.05268249 0.089900598
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002120055 0.001311151 -0.004208535 -0.0007341309
#> Sigma[3,2] -0.096419787 0.019313104 -0.125853162 -0.0742814802
#> Sigma[3,3] 0.181450081 0.030977190 0.144284801 0.2203310315
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00307159 0.005407195 -0.01121629 -0.0005225151
#> Sigma[4,2] -0.05479072 0.014208626 -0.07216533 -0.0340225347
#> Sigma[4,3] 0.12438377 0.021196511 0.09982720 0.1547957949
#> Sigma[4,4] 0.09243823 0.015869371 0.07424282 0.1165563571
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982984475 0.02641078 0.944191040 0.99440884
#> lag1_var2 0.127386155 0.09902789 0.024186524 0.27370766
#> lag1_var3 0.222797601 0.17505168 0.044312129 0.48551416
#> lag1_var4 -0.224030640 0.17167599 -0.480596153 -0.04792392
#> const 0.545891697 0.41458738 0.293222389 1.16874008
#> exo1 0.004891972 0.01202011 -0.004781968 0.02376556
#> exo2 -0.030000196 0.07785012 -0.071566334 0.08660886
#> exo3 -0.078733494 0.18616204 -0.348895352 -0.01280475
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04684835 0.0696935 -0.03474105 0.1579022
#> lag1_var2 1.24514316 0.8968168 -0.11525631 2.2495682
#> lag1_var3 0.52142283 1.5012130 -1.70218595 2.1617079
#> lag1_var4 -0.56750200 1.4864725 -2.18871369 1.6279362
#> const 1.92989116 0.7619632 0.78228912 2.8696460
#> exo1 -0.21878635 0.2637817 -0.50399102 0.2036997
#> exo2 -0.10507694 0.1943230 -0.38778481 0.1246189
#> exo3 -0.10240892 0.2824908 -0.57923840 0.1672760
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2885248 0.1004939 0.1259994 0.3959233
#> lag1_var2 -1.6155423 1.4952513 -3.3929314 0.6182799
#> lag1_var3 -2.1930826 2.5199758 -5.2801023 1.5204525
#> lag1_var4 3.1553157 2.4990839 -0.5371020 6.2218973
#> const -4.8899638 0.7119320 -5.7755980 -4.0194787
#> exo1 0.1788513 0.4314612 -0.5245177 0.5793709
#> exo2 0.1939478 0.4721929 -0.4569533 0.8762398
#> exo3 1.1484797 0.4628525 0.5985229 1.8513502
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3161507 0.08111528 0.1961766 0.4033954
#> lag1_var2 -1.0798076 1.05714053 -2.6329327 0.3496779
#> lag1_var3 -2.2543091 1.77212378 -4.8888150 0.1032763
#> lag1_var4 3.1983007 1.75494407 0.8545683 5.8086527
#> const -4.3071440 0.78323408 -5.3460225 -3.3042908
#> exo1 0.0485897 0.31229198 -0.4092809 0.4316897
#> exo2 0.1401348 0.36850422 -0.4041608 0.6624339
#> exo3 1.1201735 0.38765636 0.6860745 1.7423890
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00330193 0.006053931 0.001023743 0.01219387
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008024313 0.003879468 -0.01154569 -0.001386927
#> Sigma[2,2] 0.189493659 0.036674420 0.14683731 0.245658722
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005250002 0.003609415 -0.006381083 0.002878938
#> Sigma[3,2] -0.0192171768 0.028638278 -0.059643420 0.021489094
#> Sigma[3,3] 0.0913174448 0.034153232 0.056314358 0.142178699
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004813921 0.003047909 -0.009549337 -0.001792623
#> Sigma[4,2] 0.074651994 0.041829298 0.025033637 0.136759014
#> Sigma[4,3] 0.092571957 0.036535378 0.054644213 0.150076777
#> Sigma[4,4] 0.141981609 0.046914171 0.091091845 0.213324578
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93170519 0.03548899 0.88835260 0.98216994
#> lag1_var2 0.11176212 0.06336936 0.02473219 0.20613175
#> lag1_var3 0.28807578 0.14192391 0.10071708 0.49725610
#> lag1_var4 -0.25665191 0.12236282 -0.43928628 -0.09776003
#> const 0.42598569 0.17801082 0.20349074 0.66056694
#> exo1 0.03262558 0.10929935 -0.12907227 0.12318807
#> exo2 -0.24284419 0.07340848 -0.35057016 -0.16540224
#> exo3 0.09909085 0.04804255 0.04044386 0.16996720
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3216452 0.3329533 -0.2604064 0.6146613
#> lag1_var2 -0.1464947 0.5632707 -0.8584042 0.5541726
#> lag1_var3 -2.2302583 1.1942208 -3.7042580 -0.6342239
#> lag1_var4 2.1280380 1.0442103 0.7559734 3.4124951
#> const -1.8854917 2.1514401 -5.0499534 0.7939029
#> exo1 -1.1636102 0.3362872 -1.6783847 -0.7729667
#> exo2 1.3375057 0.4855445 0.7965460 2.0881352
#> exo3 -0.1989266 0.4904879 -0.7319427 0.4189583
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2737078 0.1299273 0.08942379 0.4482186
#> lag1_var2 -0.6428315 0.3275055 -1.11172369 -0.1683656
#> lag1_var3 -0.2123321 0.6915192 -1.26927416 0.6773230
#> lag1_var4 1.1094945 0.6324801 0.24360755 2.0391221
#> const -1.1420833 2.0612650 -3.63211546 1.8442802
#> exo1 0.8346732 0.2706613 0.42678365 1.1514811
#> exo2 -2.0572010 0.2494166 -2.33510493 -1.6932812
#> exo3 -1.0530084 0.3705345 -1.56722136 -0.5633744
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4348195 0.1939817 0.186535850 0.7071049
#> lag1_var2 -1.1459261 0.5097581 -1.811318426 -0.4611147
#> lag1_var3 -2.1411732 1.0763922 -3.545307779 -0.8434871
#> lag1_var4 3.0133614 0.9721345 1.778340659 4.2347695
#> const -3.1447976 2.6574321 -6.686746359 0.8055195
#> exo1 0.3709464 0.2213360 0.007994944 0.5581046
#> exo2 -1.5799463 0.4681299 -2.014336037 -0.7954152
#> exo3 -1.3100083 0.3295104 -1.724332074 -0.9494109
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03132592 0.006983704 0.02330882 0.04078269
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01195696 0.002037432 -0.01414792 -0.008570987
#> Sigma[2,2] 0.03626318 0.005186550 0.02808461 0.041776644
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009885846 0.002954065 0.006788685 0.01424837
#> Sigma[3,2] -0.034190011 0.007749713 -0.045617371 -0.02487519
#> Sigma[3,3] 0.043747203 0.009642360 0.032799439 0.05923089
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005397077 0.002718907 -0.002550794 0.0043649393
#> Sigma[4,2] -0.0068385896 0.005494167 -0.014426811 0.0008184616
#> Sigma[4,3] 0.0180393629 0.004309703 0.013818942 0.0253730790
#> Sigma[4,4] 0.0130824133 0.002054351 0.010746782 0.0159914006
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9788324 0.05007173 0.91223437 1.0456487
#> lag1_var2 0.2984047 0.77137234 -0.84142134 1.3994469
#> lag1_var3 0.5618485 0.98440150 -0.88052397 1.9846905
#> lag1_var4 -0.5603456 0.98825689 -1.99070611 0.8778924
#> const 0.7151834 1.37281846 -0.76395374 2.7741340
#> exo1 0.0629374 0.14425741 -0.17858745 0.2291749
#> exo2 -0.1155428 0.18348995 -0.32169324 0.1489661
#> exo3 0.1814414 0.13923184 0.01704079 0.3732614
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.063824352 0.06288062 -0.02320225 0.1360685
#> lag1_var2 -0.336213596 0.67889129 -0.95796384 0.8447918
#> lag1_var3 -1.399616242 0.90854271 -2.27155944 0.1749015
#> lag1_var4 1.389854533 0.92314579 -0.20348802 2.2652856
#> const 0.010572642 1.46311270 -2.32529760 1.7615627
#> exo1 0.007938044 0.16703455 -0.26686966 0.1646371
#> exo2 1.195851212 0.13821969 1.01054538 1.3939314
#> exo3 0.193196183 0.18311068 -0.09952678 0.3944698
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.013887857 0.06444476 -0.07836515 0.08666513
#> lag1_var2 1.376882749 0.72229058 0.41436613 2.33861101
#> lag1_var3 2.461329460 0.99265492 1.14072078 3.82208555
#> lag1_var4 -1.486966903 0.99975775 -2.85312345 -0.15199560
#> const 1.645271604 1.24273874 0.34630345 3.62049357
#> exo1 -0.002317409 0.22594140 -0.31219726 0.31113463
#> exo2 -1.654012325 0.14604302 -1.87208723 -1.45430132
#> exo3 -0.008552661 0.19055571 -0.22634674 0.27294884
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.034925757 0.02922301 0.005788093 0.08212412
#> lag1_var2 0.804622829 0.35177729 0.407724984 1.31384189
#> lag1_var3 0.973909886 0.49146431 0.403759196 1.71357640
#> lag1_var4 0.002770339 0.48879022 -0.733778035 0.56639087
#> const 0.896800306 0.57677466 0.038256788 1.64287198
#> exo1 0.003240089 0.14592236 -0.223178218 0.15983498
#> exo2 -0.768291312 0.11900884 -0.927206262 -0.61510393
#> exo3 0.138692152 0.09907895 -0.026559882 0.25240595
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02905319 0.006612363 0.02058255 0.03950362
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02061781 0.008833584 -0.03550946 -0.01128343
#> Sigma[2,2] 0.06707220 0.028782614 0.04307671 0.11843430
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009929728 0.01389503 -0.006449727 0.03123080
#> Sigma[3,2] -0.069251587 0.03467452 -0.127067600 -0.03403089
#> Sigma[3,3] 0.225855617 0.07299241 0.164399569 0.35950552
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008610533 0.01423194 -0.01897601 0.01985920
#> Sigma[4,2] -0.0456907552 0.03424602 -0.10720286 -0.01606143
#> Sigma[4,3] 0.2394771700 0.07508633 0.17101188 0.37384838
#> Sigma[4,4] 0.2712231771 0.07706209 0.19667464 0.40472395
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56885524 0.08567095 0.47598674 0.7024247
#> lag1_var2 0.52739320 0.13003359 0.36755497 0.6837841
#> lag1_var3 1.02507046 0.29778357 0.61383897 1.3907977
#> lag1_var4 -0.84081151 0.24983350 -1.14743044 -0.4979065
#> const 1.16094231 1.01800269 0.09259060 2.8479744
#> exo1 0.02370151 0.11703347 -0.15065224 0.1831637
#> exo2 -0.31158148 0.11802053 -0.46043832 -0.1520527
#> exo3 0.08227375 0.08851034 -0.01690629 0.2147901
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0482014 0.1582817 -0.21884957 0.2023923
#> lag1_var2 0.8403931 0.2062437 0.51657690 1.0203891
#> lag1_var3 1.3110165 0.6051519 0.41137218 1.9306812
#> lag1_var4 -0.9972510 0.4922911 -1.52712340 -0.3127614
#> const 1.2563746 1.3855089 -0.33537656 3.2911669
#> exo1 0.1979230 0.1061389 0.03712823 0.3112629
#> exo2 0.3612914 0.2096838 0.04035888 0.6019664
#> exo3 0.4735814 0.2664983 0.09166371 0.8162993
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5651343 0.4775932 -0.06672907 1.2321575
#> lag1_var2 -0.1111220 0.5381184 -0.91359634 0.5076727
#> lag1_var3 -2.0695440 1.0356124 -3.71790292 -0.7997502
#> lag1_var4 2.2735544 0.8223618 1.26353107 3.5987222
#> const -1.8217431 4.8551738 -7.23018993 5.2701288
#> exo1 0.1949710 0.4401020 -0.41840292 0.7160733
#> exo2 -3.1501577 0.3554018 -3.64029584 -2.7020556
#> exo3 -0.6191129 0.5212468 -1.30667036 0.1606395
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6242382 0.5533142 -0.07640394 1.4197922
#> lag1_var2 -0.1273922 0.6385511 -1.07417456 0.5780304
#> lag1_var3 -2.7399308 1.1750963 -4.63939282 -1.4780460
#> lag1_var4 2.9972153 0.9344615 2.00377544 4.5435686
#> const -2.4754230 5.5551298 -8.73909558 5.5593620
#> exo1 0.3648944 0.5060670 -0.33971934 0.9742356
#> exo2 -3.6967068 0.3979853 -4.21975519 -3.2411828
#> exo3 -0.4819470 0.6122152 -1.18402735 0.4513332
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001594482 0.0003987733 0.001145437 0.002198475
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05139458 0.01386995 -0.07043815 -0.03628874
#> Sigma[2,2] 5.21277952 1.56863685 3.35841299 7.32825511
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05481926 0.01509175 0.03574141 0.07731192
#> Sigma[3,2] -4.05327713 1.03204423 -5.40532891 -2.74380401
#> Sigma[3,3] 3.92580881 0.73181538 2.94501609 4.87708228
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02572364 0.01459259 0.009542231 0.04850392
#> Sigma[4,2] -0.75302161 0.26627003 -1.204013632 -0.44448547
#> Sigma[4,3] 1.57247666 0.39253460 1.203201737 2.21396571
#> Sigma[4,4] 1.37142838 0.41318204 0.857167114 1.91676465
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96863803 0.03892521 0.910177082 1.0129830588
#> lag1_var2 0.03695943 0.03372620 -0.013313318 0.0856080563
#> lag1_var3 0.04431823 0.05246457 -0.035106231 0.1192051730
#> lag1_var4 -0.03861811 0.04011040 -0.094866818 0.0229174104
#> const 0.17068029 0.33797793 -0.362852656 0.6215426695
#> exo1 0.04852769 0.03103477 0.006228213 0.0907640880
#> exo2 -0.25710653 0.04041369 -0.320592909 -0.2056265808
#> exo3 -0.03343263 0.03539446 -0.089150894 0.0003921626
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8052131 1.438448 -1.0813888 3.03754424
#> lag1_var2 -0.1105835 1.142063 -2.0041833 0.84838360
#> lag1_var3 -1.0480647 1.841921 -4.0778095 0.42254203
#> lag1_var4 0.8066361 1.434928 -0.3094082 3.16595663
#> const 6.0897445 15.638156 -17.9537584 22.10785373
#> exo1 -1.7526330 1.863868 -4.9295739 0.07088941
#> exo2 7.8740354 2.332839 4.9891144 11.13018785
#> exo3 -0.3564974 4.236174 -6.4496919 5.00928473
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03220693 1.401888 -2.13125117 1.4419380
#> lag1_var2 1.04969225 1.230774 -0.34829807 2.9449667
#> lag1_var3 1.99572708 1.964492 -0.28490265 5.0056524
#> lag1_var4 -0.97510735 1.557359 -3.32872327 0.9039939
#> const -7.38695767 14.973292 -25.56309304 14.0702920
#> exo1 1.51129941 1.771205 -0.03240367 4.1106289
#> exo2 -15.16211234 2.335277 -18.35985883 -11.9250205
#> exo3 4.72548243 2.958172 1.05083528 8.7987801
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5217322 1.0163488 -0.9574912 1.874311
#> lag1_var2 0.5993274 0.8489468 -0.6595542 1.699754
#> lag1_var3 0.6882912 1.3250190 -1.2411468 2.449093
#> lag1_var4 0.1927225 1.0149837 -1.1495626 1.706961
#> const -5.6491378 7.6318150 -15.4240354 3.982100
#> exo1 0.4322166 1.0498989 -0.9672508 1.802839
#> exo2 -13.0200199 1.4940550 -15.0603993 -10.868391
#> exo3 6.0731877 0.5302267 5.2173287 6.739646
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007997058 0.0001812552 0.0005601918 0.001035343
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005620786 0.002307315 -0.008891618 -0.002831302
#> Sigma[2,2] 0.298878732 0.071957547 0.215562614 0.404771517
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006123021 0.003714585 0.001168022 0.01142595
#> Sigma[3,2] -0.243632074 0.119559544 -0.412772382 -0.08244479
#> Sigma[3,3] 1.019378285 0.345231448 0.657568898 1.60147185
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003357064 0.003583777 -0.001532276 0.008029109
#> Sigma[4,2] -0.092004537 0.096857324 -0.217417474 0.059462662
#> Sigma[4,3] 0.959833124 0.320086314 0.625946291 1.483499606
#> Sigma[4,4] 0.983334938 0.314047985 0.661425078 1.469755249
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973931412 0.01174687 0.9554386402 0.98580348
#> lag1_var2 0.022854803 0.03904196 -0.0188698385 0.08327149
#> lag1_var3 0.048378894 0.07178799 -0.0268757155 0.16323168
#> lag1_var4 -0.039370251 0.06754307 -0.1433895622 0.03366286
#> const 0.225404527 0.28144779 -0.1005034672 0.66901171
#> exo1 0.008159531 0.03495497 -0.0488172516 0.04744228
#> exo2 -0.068635558 0.01454985 -0.0867693299 -0.04745779
#> exo3 0.039695238 0.03160142 -0.0009636596 0.08579540
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02058952 0.2261780 -0.34876538 0.2789414606
#> lag1_var2 0.92609991 0.9184781 -0.41950427 2.1815026425
#> lag1_var3 0.06834499 1.6145030 -2.28413067 2.2763992388
#> lag1_var4 -0.07086696 1.5702277 -2.22473716 2.2234613788
#> const 1.14237223 3.9404059 -3.48898194 6.3522813352
#> exo1 -0.44635812 0.3199558 -0.86614624 0.0006849274
#> exo2 0.82406364 0.5392998 -0.03743114 1.4478832159
#> exo3 -0.09866925 0.6614921 -0.99362082 0.7034052463
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1636932 0.3577223 -0.27146477 0.6318413
#> lag1_var2 1.1732118 1.0552164 -0.09363648 2.4918495
#> lag1_var3 2.7147051 1.8513268 0.52229498 5.0970125
#> lag1_var4 -1.8355601 1.7713340 -4.10078761 0.2692981
#> const 0.9024540 5.5745658 -6.23340785 9.2840135
#> exo1 -0.3252318 0.9758236 -1.77234811 0.7736663
#> exo2 -1.6869367 0.5949073 -2.45601696 -0.8610762
#> exo3 -1.1274676 1.0071347 -2.46031664 0.3253238
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1381182 0.3962666 -0.4323548 0.62351378
#> lag1_var2 1.5280526 0.9309050 0.3292815 2.74035161
#> lag1_var3 2.4471432 1.6773714 0.3919491 4.68143657
#> lag1_var4 -1.5508272 1.5945446 -3.6666792 0.45777694
#> const 0.7634141 6.2271224 -5.4203161 11.00934822
#> exo1 -0.6103717 0.9765584 -2.1446829 0.49593425
#> exo2 -1.3071110 0.5578460 -2.0440524 -0.52141689
#> exo3 -1.2551373 1.0521790 -2.9379354 0.09071305
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004606265 8.756034e-05 0.000306157 0.0005377963
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002302176 0.0009230649 -0.003708079 -0.001258724
#> Sigma[2,2] 0.038682620 0.0099888805 0.029425008 0.055796727
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003320859 0.0009986908 0.002008408 0.004641958
#> Sigma[3,2] -0.048865879 0.0088113931 -0.058985975 -0.034617777
#> Sigma[3,3] 0.143907781 0.0193511820 0.122211304 0.173654559
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002202652 0.001179700 0.0006165377 0.003799417
#> Sigma[4,2] -0.030954167 0.008160303 -0.0412896373 -0.020252965
#> Sigma[4,3] 0.135459944 0.021731129 0.1141584371 0.169919046
#> Sigma[4,4] 0.138289699 0.022743103 0.1162916352 0.175305959
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979361926 0.01808708 0.96320294 1.00874651
#> lag1_var2 0.011065890 0.02839419 -0.03556190 0.03794029
#> lag1_var3 0.016334616 0.05860879 -0.08315147 0.08080464
#> lag1_var4 -0.012285396 0.05034704 -0.06835201 0.07298636
#> const 0.191770744 0.15959648 -0.05635291 0.41672066
#> exo1 0.016516402 0.02299436 -0.01272792 0.04293990
#> exo2 -0.063355169 0.02088733 -0.09535566 -0.04202780
#> exo3 0.007895733 0.02694382 -0.02162271 0.04423133
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35550460 0.2221064 0.05135571 0.66240611
#> lag1_var2 0.46571655 0.2855490 0.07700750 0.85496242
#> lag1_var3 0.02074280 0.5143768 -0.66119565 0.79852796
#> lag1_var4 -0.01957524 0.4417736 -0.68847109 0.56438296
#> const 1.18296271 1.0410282 -0.05137842 2.72962886
#> exo1 -0.14154774 0.1462816 -0.33488684 0.05447481
#> exo2 1.62965117 0.2845265 1.27784166 2.08480288
#> exo3 0.98160209 0.2702725 0.66450381 1.40515550
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9967480 0.4284749 -1.6012774 -0.44895634
#> lag1_var2 1.2217710 0.6176379 0.4441102 2.07627324
#> lag1_var3 2.1255006 1.0936808 0.4893961 3.47924344
#> lag1_var4 -0.9440774 0.9351538 -2.0999896 0.46319774
#> const 1.0431088 2.2653707 -2.2161026 4.25967075
#> exo1 0.3115085 0.5053670 -0.2396359 1.03577599
#> exo2 -0.7830835 0.5086439 -1.4626954 -0.05679118
#> exo3 -0.9435888 0.4089980 -1.4719435 -0.40550742
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9696629 0.3832200 -1.5327585 -0.46372567
#> lag1_var2 1.1943042 0.5879688 0.4313161 1.96932790
#> lag1_var3 1.5443450 1.0294885 0.1226140 2.81801474
#> lag1_var4 -0.2985813 0.8806110 -1.3882565 0.92606120
#> const 1.0251609 2.4823302 -2.1923999 4.54986780
#> exo1 0.2695361 0.5635091 -0.2870700 1.13521180
#> exo2 0.1654605 0.4207740 -0.3134713 0.77778793
#> exo3 -0.4493735 0.3745800 -0.9331777 0.05119703
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003305643 0.0006990456 0.002346413 0.00420619
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07881671 0.04167861 -0.1424532 -0.03117781
#> Sigma[2,2] 7.85848336 2.08325985 5.2171182 11.15529630
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04831838 0.02516076 0.02209684 0.08425988
#> Sigma[3,2] -4.67789848 1.29304503 -6.83333199 -3.16822575
#> Sigma[3,3] 3.36073790 0.82258819 2.44453490 4.67600836
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003821704 0.008111624 -0.006229425 0.01485582
#> Sigma[4,2] 0.051506667 0.341698941 -0.337766232 0.56885107
#> Sigma[4,3] 0.607350099 0.301768529 0.252990018 1.08415584
#> Sigma[4,4] 0.719470011 0.167907745 0.553812066 0.98690262
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.038257543 0.01781083 1.01387986 1.063285185
#> lag1_var2 -0.052252296 0.03448590 -0.10238220 -0.007348396
#> lag1_var3 -0.098262572 0.05510619 -0.18126407 -0.027318167
#> lag1_var4 0.081671413 0.05165942 0.01363913 0.158885508
#> const 0.023742258 0.50776681 -0.60548886 0.777023464
#> exo1 -0.030892780 0.06139538 -0.11165065 0.063434902
#> exo2 0.008459866 0.06089702 -0.07455473 0.087355526
#> exo3 0.062380018 0.04838674 -0.01620445 0.119043301
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.476850 0.753575 -2.6297343 -0.5332825
#> lag1_var2 1.923932 2.218590 -0.8014088 5.1436709
#> lag1_var3 2.039305 3.554837 -2.2624335 7.2722011
#> lag1_var4 -1.689074 3.326145 -6.7168720 2.4393665
#> const 17.878173 28.902559 -21.2194601 57.3563824
#> exo1 1.615728 3.105551 -3.6421110 4.8485307
#> exo2 1.622403 1.866321 -0.6941537 3.7780115
#> exo3 -1.729019 2.235607 -3.7629459 2.1496554
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5455317 0.6094703 0.83612030 2.46202957
#> lag1_var2 -1.2909452 1.3383020 -3.47042605 0.08263604
#> lag1_var3 -1.3905014 2.1531632 -4.92502326 0.85080616
#> lag1_var4 1.9828066 2.0127998 -0.07568535 5.36677370
#> const -14.4979031 19.5091210 -34.24924184 11.74541389
#> exo1 -1.0354408 1.9556822 -3.19816306 2.09539474
#> exo2 -0.4540978 1.0029140 -1.94283745 0.94533866
#> exo3 0.7447928 1.4092408 -1.12782167 2.45861553
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61646218 0.2954076 0.3127540 1.0506035
#> lag1_var2 -0.48708349 0.4249536 -0.9371005 0.1467454
#> lag1_var3 -0.73130418 0.6666332 -1.4865171 0.2354596
#> lag1_var4 1.56989736 0.6087121 0.6827384 2.2875712
#> const -4.78555086 8.9216933 -17.7780481 6.1144627
#> exo1 -0.06303717 0.5297701 -0.7095007 0.6521616
#> exo2 0.64678759 0.7827973 -0.4673219 1.5987494
#> exo3 -0.32561142 0.8584338 -1.7102843 0.7002594
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000489237 0.0001393031 0.0003396669 0.0007142769
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001956368 0.002358489 -0.005523098 0.000688389
#> Sigma[2,2] 0.380869261 0.110863705 0.232053809 0.502962632
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003403037 0.00210103 -0.002863796 0.002785484
#> Sigma[3,2] -0.0524067725 0.06306878 -0.146350271 0.024724729
#> Sigma[3,3] 0.4047992051 0.09319542 0.299850571 0.541771946
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001480544 0.002709752 -0.005726673 0.001860811
#> Sigma[4,2] 0.169645348 0.115674340 0.008833506 0.323060646
#> Sigma[4,3] 0.391144798 0.097194209 0.286533023 0.545093844
#> Sigma[4,4] 0.508351084 0.138914866 0.341251658 0.707114160
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01140779 0.01241247 0.99296395 1.026948680
#> lag1_var2 -0.03265857 0.04035048 -0.09589096 0.009390597
#> lag1_var3 -0.06223693 0.07549305 -0.17355044 0.015243769
#> lag1_var4 0.05483107 0.07123964 -0.01923109 0.162516807
#> const 0.14917500 0.09399869 0.01907514 0.281154015
#> exo1 -0.01839306 0.01957785 -0.03382888 0.015608173
#> exo2 -0.02210637 0.01829705 -0.04755495 -0.002618578
#> exo3 0.04684982 0.02282725 0.02119957 0.082478096
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5467317 0.4533813 -1.27850575 -0.04069578
#> lag1_var2 1.7961304 1.2107054 -0.12055463 3.41421844
#> lag1_var3 2.1514248 2.2475260 -1.46867721 4.99679305
#> lag1_var4 -1.8921342 2.1110382 -4.57259115 1.50926978
#> const 0.8294413 6.3170010 -5.86312843 10.12630461
#> exo1 0.7265083 0.4988192 0.09958314 1.46825662
#> exo2 1.2526138 0.7143808 0.26405399 2.10862959
#> exo3 -0.5736609 0.4734317 -1.14900026 0.09926970
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8673825 0.4782002 0.2067779 1.53703125
#> lag1_var2 -1.7579353 1.4557400 -3.6166571 0.07505110
#> lag1_var3 -2.7392440 2.5041074 -5.9925767 0.37359717
#> lag1_var4 3.3660234 2.4121811 0.3630859 6.50741186
#> const -1.7757614 6.8720734 -10.7562737 6.85203646
#> exo1 -0.6660547 0.4026231 -1.1542387 -0.15292299
#> exo2 -0.7650951 0.7808651 -2.0821548 -0.08632944
#> exo3 1.7107552 0.9337920 0.8713718 3.10427408
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54847781 0.5095290 -0.009023997 1.3886655
#> lag1_var2 -1.05500875 1.8709375 -3.804916325 1.0186082
#> lag1_var3 -2.08544969 3.2663462 -7.025839599 1.4582811
#> lag1_var4 2.87557197 3.1458276 -0.542203349 7.6003773
#> const -2.00705364 6.7274787 -11.985225240 5.4541360
#> exo1 -0.28605359 0.5321697 -1.057606570 0.2194777
#> exo2 -0.01794688 0.7926978 -1.106497211 0.9219731
#> exo3 1.44049976 0.9590384 0.395512788 2.8148284
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004623695 0.001627696 0.002961198 0.007289069
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0626345 0.03369063 -0.1129154 -0.02183234
#> Sigma[2,2] 5.5066171 1.08708467 4.3419584 6.98151882
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04195066 0.02185766 0.01812239 0.07592283
#> Sigma[3,2] -3.83619083 0.79809079 -4.80631080 -2.91934976
#> Sigma[3,3] 3.01098802 0.58495067 2.20756298 3.72139470
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005639116 0.004771772 -0.0007181211 0.01170383
#> Sigma[4,2] -0.585037326 0.278788482 -0.8647146381 -0.16636717
#> Sigma[4,3] 0.792406640 0.193929620 0.4953699914 1.00181081
#> Sigma[4,4] 0.501343118 0.098964360 0.3762416686 0.64756300
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.079291907 0.03804839 1.02797062 1.12606700
#> lag1_var2 -0.059796382 0.07353162 -0.14135802 0.04612242
#> lag1_var3 -0.117612635 0.12287744 -0.25520666 0.06064494
#> lag1_var4 0.077781324 0.11031725 -0.08420841 0.20024211
#> const 0.389803161 0.50823342 -0.24087841 1.22377687
#> exo1 -0.012750831 0.07752459 -0.14389950 0.06212581
#> exo2 0.001817352 0.07236795 -0.08587564 0.09606718
#> exo3 0.142276796 0.07494617 0.04564350 0.26328451
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.13192603 1.349040 -5.8743822 -2.4466420
#> lag1_var2 5.34618786 2.745878 2.5804919 9.8620095
#> lag1_var3 7.88658864 4.641413 3.2369225 15.4905467
#> lag1_var4 -6.15856462 4.144920 -12.8396821 -1.8499094
#> const -0.84138539 20.835168 -25.2152325 29.3947354
#> exo1 0.65117656 1.298817 -0.7002741 2.9052117
#> exo2 0.00580534 2.408862 -2.8691643 3.3474120
#> exo3 -2.00116718 2.204514 -4.5186361 0.8488202
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1509939 0.8171657 2.244724 4.312319
#> lag1_var2 -3.0482097 1.8049885 -6.082324 -1.165379
#> lag1_var3 -4.3809709 3.0392949 -9.489687 -1.292060
#> lag1_var4 4.0503514 2.7341319 1.288748 8.565401
#> const 2.7546205 13.4201348 -17.371016 17.805965
#> exo1 0.2471164 1.0500760 -1.193988 1.842103
#> exo2 0.0100971 1.6709735 -2.750529 1.871032
#> exo3 0.1591330 1.6503704 -1.706490 2.412643
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.699254394 0.2353067 0.3868624 1.0201095
#> lag1_var2 -0.256278847 0.4156262 -0.8323970 0.2985060
#> lag1_var3 -0.323744469 0.6962473 -1.2837422 0.5993138
#> lag1_var4 1.034439246 0.6199299 0.1853925 1.8784505
#> const 1.444098013 2.7789797 -2.5999005 4.9148888
#> exo1 0.680156087 0.5365492 0.2017731 1.5956720
#> exo2 -0.007220845 0.6606906 -1.0348813 0.6880032
#> exo3 -1.120412698 0.6632792 -1.9848563 -0.2107251
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01811496 0.004870591 0.013271 0.02645782
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02177336 0.01074127 -0.0341584 -0.007149784
#> Sigma[2,2] 0.30786346 0.05624783 0.2403610 0.392783482
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05822891 0.02635733 0.03279446 0.09950041
#> Sigma[3,2] -0.20077909 0.07024241 -0.28266569 -0.08453574
#> Sigma[3,3] 0.91836709 0.22770556 0.65971544 1.29283880
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.514239e-02 0.02536516 0.01761543 0.08625358
#> Sigma[4,2] -9.177935e-05 0.07297426 -0.09842234 0.10970654
#> Sigma[4,3] 8.199430e-01 0.21007512 0.59139912 1.16025819
#> Sigma[4,4] 8.541974e-01 0.19840937 0.63953520 1.17109488
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09604367 0.08062805 0.97043820 1.1909223
#> lag1_var2 -0.36640807 0.39703004 -0.80275769 0.2432387
#> lag1_var3 -0.58411354 0.61873224 -1.23845351 0.3872886
#> lag1_var4 0.54871774 0.59973666 -0.38853261 1.1867811
#> const 0.05962461 1.10543961 -1.61064060 1.4094626
#> exo1 -0.02301033 0.10567105 -0.18455810 0.1053447
#> exo2 -0.76255319 0.15803379 -0.90716697 -0.4945446
#> exo3 0.22322944 0.09185031 0.06694724 0.3103181
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71027062 0.5416703 -1.3861910 0.1446277
#> lag1_var2 1.56251689 2.0604406 -2.0125155 3.5948150
#> lag1_var3 1.07563221 3.1861583 -4.4914573 4.1030767
#> lag1_var4 -0.94028810 3.0418747 -3.8169460 4.3763255
#> const 8.43176409 4.2397231 3.4415501 14.7391407
#> exo1 0.02144403 0.4997814 -0.4790591 0.7567815
#> exo2 0.67522713 0.4230808 0.1139941 1.2318879
#> exo3 -0.42181550 0.5294500 -1.0477261 0.3921587
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7268573 0.4495050 1.1074128 2.3428266
#> lag1_var2 -4.4530320 2.1071714 -7.2094093 -1.4539142
#> lag1_var3 -5.9120006 3.2555546 -10.2487053 -1.1415458
#> lag1_var4 6.3854756 3.1354847 1.8194723 10.6191957
#> const -6.3140046 4.1748473 -12.4169613 -0.7206598
#> exo1 0.9238408 0.9674044 -0.3736484 2.3250610
#> exo2 -2.0981422 0.6389791 -2.7352779 -1.0131980
#> exo3 0.8215018 0.8544155 -0.2844223 2.0212138
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2857841 0.4790632 0.6506393 1.9234825
#> lag1_var2 -3.8254713 2.1723087 -6.3807389 -0.2610152
#> lag1_var3 -5.8037101 3.4772823 -9.9488675 -0.1417195
#> lag1_var4 6.3676776 3.3356309 0.9416461 10.3380976
#> const -1.4617184 4.0823924 -7.0374818 3.4625310
#> exo1 0.9873415 0.8999551 -0.2592725 2.1790671
#> exo2 -1.6801197 0.5247954 -2.1759681 -0.7535188
#> exo3 0.5597373 0.9969324 -0.6026294 1.9053683
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002186844 0.002884688 0.0007091872 0.006618918
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01709299 0.01206831 -0.03663425 -0.005763939
#> Sigma[2,2] 0.37312612 0.11739557 0.21139138 0.503144772
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005670691 0.004677737 -0.001036717 0.01141395
#> Sigma[3,2] -0.140512302 0.070493971 -0.246229612 -0.05744836
#> Sigma[3,3] 0.140183609 0.045217631 0.095210125 0.21487758
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003345024 0.01022880 -0.01961328 0.002988768
#> Sigma[4,2] 0.052954283 0.06484267 -0.02439309 0.154475265
#> Sigma[4,3] 0.075855896 0.02482117 0.04488954 0.111927558
#> Sigma[4,4] 0.112895786 0.04637698 0.07076725 0.186825658
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975500973 0.01884690 0.95847004 1.00693436
#> lag1_var2 0.054376676 0.06279196 -0.04427932 0.12536398
#> lag1_var3 0.107891357 0.12790331 -0.08491448 0.26248825
#> lag1_var4 -0.099192960 0.11857551 -0.24069172 0.08230496
#> const 0.208127816 0.17874182 -0.07447460 0.36214024
#> exo1 0.009900432 0.02254267 -0.01550896 0.04576441
#> exo2 -0.109061301 0.04047790 -0.16101069 -0.04899911
#> exo3 0.017365316 0.05092247 -0.05262175 0.08935195
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03983712 0.3980594 -0.3697456 0.6063092
#> lag1_var2 0.12226658 1.4109064 -1.8030903 1.6259791
#> lag1_var3 -1.42859219 2.6425409 -5.0762962 1.3496862
#> lag1_var4 1.39050332 2.4675366 -1.2100289 4.8005617
#> const 2.60720881 3.5316433 -1.1394106 8.2298586
#> exo1 -0.13245996 0.3128931 -0.5293686 0.3492943
#> exo2 2.14012628 0.6092357 1.4645136 2.9092052
#> exo3 0.53815125 0.8283239 -0.6266432 1.5724048
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03549344 0.2985953 -0.52576372 0.2243496
#> lag1_var2 0.30409113 0.9776000 -0.60774588 1.8250056
#> lag1_var3 1.31929634 1.8812024 -0.43224810 4.2289249
#> lag1_var4 -0.33927622 1.7354302 -3.02138324 1.2693624
#> const 0.14290139 2.2283053 -2.73867414 3.6001228
#> exo1 0.24079904 0.1466041 0.02755912 0.4398626
#> exo2 -2.17615032 0.3330520 -2.75264196 -1.8216389
#> exo3 0.52536226 0.4277666 -0.04468600 1.1188036
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07559396 0.2327022 -0.42500082 0.2292450
#> lag1_var2 0.13496135 0.6309120 -0.67227691 1.0784227
#> lag1_var3 0.12905566 1.2476090 -1.51541739 1.9859326
#> lag1_var4 0.87411993 1.1352828 -0.80961786 2.3559678
#> const 0.74287818 2.6245205 -2.17705499 5.0655516
#> exo1 0.19554888 0.2384348 -0.07885885 0.5464254
#> exo2 -1.31229090 0.2317717 -1.58396636 -0.9358799
#> exo3 0.85783243 0.3044140 0.43613137 1.2481913
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008081903 0.002504034 0.005442596 0.01229061
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05357257 0.0156257 -0.0782349 -0.03899232
#> Sigma[2,2] 0.89494205 0.1837176 0.6915643 1.15591142
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06319046 0.02585319 0.04052377 0.1091460
#> Sigma[3,2] -0.72053730 0.31879545 -1.08913684 -0.2741032
#> Sigma[3,3] 2.12986102 0.44603843 1.52427058 2.6867140
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03128986 0.01959944 0.009132471 0.06255923
#> Sigma[4,2] -0.18121833 0.31552388 -0.530079756 0.27651171
#> Sigma[4,3] 1.74906653 0.32926938 1.262955454 2.16578598
#> Sigma[4,4] 1.69666480 0.25078016 1.397634764 2.08645295
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92129579 0.04547750 0.85892284 0.9864803
#> lag1_var2 0.27938058 0.23115880 -0.06980623 0.5370765
#> lag1_var3 0.44343524 0.38827891 -0.14116598 0.8833135
#> lag1_var4 -0.42400520 0.37864473 -0.85478639 0.1441791
#> const 0.50140223 0.53453851 -0.26255948 1.3227605
#> exo1 0.11085735 0.04845315 0.05454939 0.1902862
#> exo2 -0.08332952 0.13418652 -0.23073340 0.1284298
#> exo3 0.08392126 0.06521676 -0.02127752 0.1605424
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07854112 0.4487919 -0.444293 0.66219136
#> lag1_var2 0.03812207 1.5949244 -2.182375 2.16115122
#> lag1_var3 -1.34154612 2.6504751 -5.126190 2.07387798
#> lag1_var4 1.26100219 2.5732768 -2.069652 4.94559304
#> const 3.89722093 6.6482518 -3.042811 14.52017932
#> exo1 -0.89651432 0.6732275 -1.766419 -0.05597123
#> exo2 -0.40831768 1.3802732 -2.612983 1.01368902
#> exo3 0.01076466 0.8825118 -1.189757 1.20487699
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3499037 0.4750996 -0.1446874 1.161029
#> lag1_var2 -0.8877577 2.3604730 -4.9281590 1.328987
#> lag1_var3 -0.3543076 4.0091059 -7.2776677 3.426248
#> lag1_var4 1.2633233 3.9565969 -2.4939652 8.076270
#> const -1.5194712 9.9272816 -16.7212771 8.684010
#> exo1 -0.2101199 1.1535410 -1.5480585 1.565901
#> exo2 -0.2486525 2.4891524 -2.6217290 3.367226
#> exo3 2.3834247 1.4868119 0.7589995 4.623105
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4141935 0.3602654 -0.002615731 0.8912855
#> lag1_var2 -1.2112828 2.0727737 -4.376891324 1.3372644
#> lag1_var3 -1.7242233 3.5278691 -7.150766735 2.5774630
#> lag1_var4 2.5901019 3.4765787 -1.631457530 7.9278973
#> const 0.1518011 8.1538777 -12.971479988 9.1839894
#> exo1 -0.7641878 1.1453560 -2.147637875 0.7428213
#> exo2 -0.5550433 1.9359979 -2.626660186 1.9168515
#> exo3 2.3576155 1.4830759 0.541512917 4.6541561
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001233475 0.0002439966 0.0009141861 0.001584724
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004383515 0.002579672 -0.007504054 -0.0006892575
#> Sigma[2,2] 0.322738253 0.060224386 0.247707731 0.4186577023
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004008605 0.002274162 0.0006493225 0.006706792
#> Sigma[3,2] -0.280836609 0.051910793 -0.3589261544 -0.211847437
#> Sigma[3,3] 0.259277702 0.045317087 0.1987292616 0.321854560
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001936057 0.0005830326 -0.000630208 0.0009850276
#> Sigma[4,2] -0.0028066266 0.0094722169 -0.015151495 0.0110083438
#> Sigma[4,3] 0.0175699807 0.0083029537 0.004637241 0.0264542241
#> Sigma[4,4] 0.0156067240 0.0026355193 0.012033640 0.0190489955
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98885466 0.02399787 0.9520852433 1.01409517
#> lag1_var2 0.07457183 0.07536068 -0.0026548038 0.19330464
#> lag1_var3 0.08865007 0.08753920 0.0009759387 0.22549211
#> lag1_var4 -0.08883580 0.08702358 -0.2279952560 -0.00275253
#> const 0.30426833 0.35808310 -0.1302098498 0.75983285
#> exo1 0.04930764 0.04316058 -0.0159989180 0.10126900
#> exo2 -0.09418677 0.03613797 -0.1403229929 -0.04361623
#> exo3 0.01055759 0.03473059 -0.0309377765 0.05810365
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22143474 0.3704289 -0.2911738 0.7256936
#> lag1_var2 0.46544031 1.4197437 -1.2446244 2.5101273
#> lag1_var3 -0.56468318 1.6615238 -2.5581111 1.7899454
#> lag1_var4 0.48658252 1.6405671 -1.8438168 2.4574561
#> const 1.73631849 4.6747823 -4.3367246 8.8186539
#> exo1 0.01930992 0.4643016 -0.6504192 0.5884134
#> exo2 0.72807275 0.5858154 -0.1248278 1.3900411
#> exo3 0.36168310 0.6392021 -0.4945211 1.2186279
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.026192998 0.3413027 -0.4652711 0.4862475
#> lag1_var2 0.431652691 1.2303760 -1.2593522 2.0566596
#> lag1_var3 1.406079304 1.4640591 -0.5666014 3.3676514
#> lag1_var4 -0.400953242 1.4424801 -2.3503478 1.5334517
#> const -0.085565148 4.0971443 -6.1012747 5.3220481
#> exo1 0.053423172 0.4084709 -0.4268203 0.6383242
#> exo2 -1.384503062 0.5451256 -2.0655161 -0.5708647
#> exo3 -0.006245863 0.5440795 -0.7842589 0.7171766
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15746472 0.08934906 0.03074796 0.2850333
#> lag1_var2 0.48945352 0.46277031 -0.11730701 1.0634320
#> lag1_var3 0.52117913 0.54590502 -0.19696029 1.2075505
#> lag1_var4 0.42824206 0.52587759 -0.22886111 1.1089655
#> const 0.57566040 0.93979236 -0.58064695 1.9385676
#> exo1 0.07974524 0.08087566 -0.03958591 0.1733275
#> exo2 -0.79768040 0.13505210 -0.92167819 -0.5767841
#> exo3 0.30704122 0.06157684 0.22113878 0.3882594
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00396491 0.0009331063 0.002729796 0.005175748
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008035628 0.006048677 -0.01818768 -0.0008839671
#> Sigma[2,2] 0.316587991 0.129831085 0.20733284 0.5363190389
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01728614 0.00925976 0.004783167 0.03020107
#> Sigma[3,2] -0.31468625 0.10052705 -0.459052802 -0.20309279
#> Sigma[3,3] 0.75950323 0.18428256 0.535138601 1.05227690
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01364625 0.007635288 0.002543047 0.02264243
#> Sigma[4,2] -0.15975156 0.076213864 -0.285966927 -0.06993707
#> Sigma[4,3] 0.62146618 0.152947020 0.440895849 0.86389528
#> Sigma[4,4] 0.56026109 0.125991423 0.398820071 0.74720306
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00232281 0.04018390 0.93898919 1.0446471
#> lag1_var2 -0.05990138 0.07798470 -0.15468199 0.0676660
#> lag1_var3 -0.11141174 0.14433651 -0.28770287 0.1257004
#> lag1_var4 0.10643334 0.13623078 -0.11893528 0.2716735
#> const 0.27309558 0.54110437 -0.43522935 1.0080536
#> exo1 0.05643844 0.05788560 -0.03245781 0.1272045
#> exo2 -0.42159457 0.07240032 -0.48689936 -0.3136344
#> exo3 0.22416470 0.03683828 0.17377760 0.2779067
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.97581471 0.4991982 -1.6323375 -0.3243464
#> lag1_var2 4.35116793 1.2077792 2.8583518 6.1937662
#> lag1_var3 6.33544913 2.2431124 3.5284534 9.7274761
#> lag1_var4 -5.98150066 2.1026169 -9.1442989 -3.3536523
#> const 2.58832844 4.2457371 -2.5606024 7.1935892
#> exo1 0.54707794 0.4539962 0.1055367 1.2598699
#> exo2 0.61895624 0.6181431 -0.0766120 1.6111598
#> exo3 -0.07058843 0.3625775 -0.5400750 0.4414208
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4883142 0.5515365 0.8255029 2.2250659
#> lag1_var2 -5.0304944 1.7828662 -7.5218982 -2.9961688
#> lag1_var3 -8.3736651 3.3485207 -13.0012226 -4.4387213
#> lag1_var4 8.8972806 3.1736429 5.1569212 13.2678080
#> const -6.3823209 4.9674343 -11.8107912 1.8446354
#> exo1 -0.5089540 0.5754295 -1.2693196 0.3777609
#> exo2 -5.9591720 0.6868350 -6.9123106 -4.9850275
#> exo3 0.2087121 0.7870263 -0.9601210 1.2459309
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0261295 0.4982091 0.2690721 1.62423293
#> lag1_var2 -3.2350963 1.7523289 -5.1095706 -0.70064026
#> lag1_var3 -5.9752288 3.2757561 -9.4623762 -1.23075882
#> lag1_var4 6.6841610 3.0992753 2.2130076 9.98843112
#> const -6.0455290 3.7764387 -9.9254368 0.07268855
#> exo1 -0.2597686 0.5389714 -0.9589393 0.56210943
#> exo2 -5.8194922 0.6652538 -6.8906273 -5.03086463
#> exo3 0.1908460 0.7455240 -0.9120208 1.10029270
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001140661 0.0009394204 0.0004452773 0.002852747
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01240459 0.005468014 -0.02048747 -0.006494077
#> Sigma[2,2] 0.48397170 0.133303007 0.29407989 0.680286362
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01183839 0.005358971 0.006017625 0.02002348
#> Sigma[3,2] -0.33628767 0.135425171 -0.559604698 -0.19328108
#> Sigma[3,3] 0.46478325 0.123041604 0.347467652 0.66127158
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004570231 0.00301812 0.001529395 0.008980625
#> Sigma[4,2] -0.049348397 0.06775414 -0.159008519 0.011915802
#> Sigma[4,3] 0.273748482 0.06560629 0.184642805 0.357852778
#> Sigma[4,4] 0.253255784 0.04788187 0.186503210 0.315198653
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97841409 0.02055531 0.95785487 1.01424826
#> lag1_var2 0.08951681 0.10113320 -0.02985290 0.23858107
#> lag1_var3 0.13590142 0.17421884 -0.06480493 0.38852850
#> lag1_var4 -0.13077514 0.16784715 -0.37268439 0.06730676
#> const 0.27955680 0.20710918 -0.01110316 0.57684056
#> exo1 -0.02138072 0.03369682 -0.06993380 0.02058712
#> exo2 -0.09187847 0.04965180 -0.16327335 -0.02805370
#> exo3 0.02566629 0.03780347 -0.02933329 0.07050176
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20995089 0.5168789 -0.4233900 0.9059011
#> lag1_var2 0.33148059 2.2749136 -3.5026282 2.8191140
#> lag1_var3 -0.68863883 3.6906891 -6.9015453 3.3384940
#> lag1_var4 0.59334582 3.5294091 -3.2092648 6.5914053
#> const 0.86252291 3.7891418 -5.5406076 4.9935461
#> exo1 0.00470805 0.4010189 -0.6006555 0.4991937
#> exo2 0.51606261 0.5748971 -0.1696521 1.4342157
#> exo3 -0.18620909 0.6735559 -1.2440059 0.5703250
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.76046200 0.5301323 0.1014885 1.4529437
#> lag1_var2 0.05906537 2.1557392 -3.0130833 2.9569750
#> lag1_var3 0.60820579 3.6245215 -4.4628336 5.4899178
#> lag1_var4 0.02524752 3.4328079 -4.6244454 4.8604867
#> const 0.04119659 5.2369817 -8.4512832 6.0258443
#> exo1 -0.18005048 0.5184255 -0.7727861 0.5691002
#> exo2 -4.27802627 0.6856922 -5.3428105 -3.5150287
#> exo3 1.41764462 0.7223519 0.5937891 2.4794763
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.898599897 0.4527209 0.3580651 1.4723698
#> lag1_var2 -0.005504812 1.5482993 -2.4048726 1.6856960
#> lag1_var3 -0.253393609 2.5952178 -4.2791652 2.6766587
#> lag1_var4 0.836640093 2.4561392 -1.8604681 4.6805707
#> const -0.210278915 4.7614912 -8.3113928 4.4891106
#> exo1 -0.179738021 0.4249813 -0.7314894 0.3539361
#> exo2 -4.135033100 0.4647546 -4.8405840 -3.6258388
#> exo3 1.377079177 0.5524226 0.6725412 2.1823540
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004260781 0.0001133131 0.0002995204 0.0005935197
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009502444 0.007281022 -0.002829693 0.01706063
#> Sigma[2,2] 7.572647622 2.349095144 5.001610173 11.47907858
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008334738 0.004862278 -0.01369885 -5.932695e-05
#> Sigma[3,2] -4.646902524 1.480149273 -7.05518858 -2.962695e+00
#> Sigma[3,3] 3.048749773 1.024046209 1.88743696 4.706398e+00
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004141938 0.00173292 -0.006757136 -0.002040612
#> Sigma[4,2] -0.661671837 0.40515517 -1.289821204 -0.222682541
#> Sigma[4,3] 0.663531262 0.36191223 0.324070346 1.256301540
#> Sigma[4,4] 0.398839302 0.19308754 0.270018831 0.720857503
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.028734335 0.01600093 1.00837928 1.053144273
#> lag1_var2 0.006894280 0.01615475 -0.01309437 0.027759932
#> lag1_var3 0.009098158 0.03044556 -0.02916695 0.048850710
#> lag1_var4 -0.024940749 0.02520353 -0.05707949 0.005316693
#> const 0.154936221 0.17816827 -0.06483949 0.394011044
#> exo1 0.033822349 0.01999455 0.01072215 0.065151699
#> exo2 -0.056800335 0.01840014 -0.08361301 -0.031938700
#> exo3 0.012846417 0.02281639 -0.01297243 0.047000869
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -9.0871308 1.958290 -11.678168 -6.534744
#> lag1_var2 8.6446444 1.838393 5.997693 10.996425
#> lag1_var3 15.0482818 3.559683 9.793025 19.564501
#> lag1_var4 -10.8435434 2.860600 -14.528864 -7.040967
#> const -5.9765924 14.344479 -25.415794 12.934978
#> exo1 1.7710243 3.298714 -2.138927 7.010607
#> exo2 -0.1215488 2.322128 -3.398430 2.445784
#> exo3 -1.8680083 3.184081 -6.529377 1.770407
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 5.7673874 1.334245 4.060956 7.4707232
#> lag1_var2 -4.6962589 1.174692 -6.199968 -2.9512128
#> lag1_var3 -8.2805791 2.274829 -11.147451 -4.8335295
#> lag1_var4 6.5424498 1.822497 4.046931 8.8995185
#> const 7.1456025 9.363816 -4.079230 21.1239133
#> exo1 -0.9529455 2.146207 -4.424025 1.4812516
#> exo2 -0.6383911 1.094359 -1.940018 0.9640067
#> exo3 0.7635447 1.930737 -1.535879 3.5527527
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9715935 0.4220493 0.4054367 1.55721470
#> lag1_var2 -0.5124551 0.3515975 -0.9442113 -0.06482214
#> lag1_var3 -1.0619115 0.6717015 -1.8565034 -0.21617680
#> lag1_var4 1.5471532 0.5537582 0.7990018 2.22595267
#> const 3.7316028 3.4426682 -0.7145066 8.50224751
#> exo1 0.1139532 0.5684201 -0.6525703 0.90357213
#> exo2 -0.8487857 0.5021050 -1.4408772 -0.11403385
#> exo3 -0.2910498 0.5977244 -0.9494751 0.69367953
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000892222 0.0002086612 0.0006081267 0.001190396
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001217292 0.001226321 -0.002732419 0.0006139916
#> Sigma[2,2] 0.107427989 0.035786761 0.072152636 0.1648202801
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002456667 0.001633461 -0.002009732 0.002088377
#> Sigma[3,2] -0.0969754057 0.027901316 -0.135785697 -0.062391073
#> Sigma[3,3] 0.1385808838 0.034529486 0.095098198 0.194458549
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000591693 0.001144351 -0.002228063 0.000793892
#> Sigma[4,2] -0.024610345 0.014943645 -0.050554100 -0.007298265
#> Sigma[4,3] 0.073514588 0.021400655 0.049115588 0.106457236
#> Sigma[4,4] 0.057358976 0.014076936 0.038350565 0.077545530
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00046522 0.01266402 0.97913805 1.01059518
#> lag1_var2 0.07553534 0.06918042 -0.03652532 0.14908175
#> lag1_var3 0.13303404 0.10961385 -0.03141347 0.25507645
#> lag1_var4 -0.13575091 0.11074943 -0.25978212 0.02548506
#> const 0.24585157 0.30276225 -0.14881089 0.61970161
#> exo1 0.01439811 0.04237655 -0.04369790 0.06784740
#> exo2 -0.05424523 0.02515660 -0.08126428 -0.01391357
#> exo3 0.02215643 0.04289037 -0.01752325 0.09134663
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3883021 0.1338928 0.2445733 0.5876033
#> lag1_var2 1.0922255 0.5772610 0.4495779 1.9050362
#> lag1_var3 1.2982109 0.8478245 0.4882936 2.6083286
#> lag1_var4 -1.4552438 0.8464345 -2.7715013 -0.6421895
#> const 3.4130627 2.7781603 -0.9796167 6.3116624
#> exo1 -0.1647573 0.3471562 -0.5076691 0.4499661
#> exo2 0.8982239 0.4427862 0.2311669 1.4038194
#> exo3 0.8100507 0.4154901 0.2961376 1.4192748
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54264099 0.1334405 -0.76207721 -0.4032064
#> lag1_var2 -0.27962435 0.5059034 -1.06020892 0.2578517
#> lag1_var3 -0.84971885 0.6545337 -1.88497475 -0.2416312
#> lag1_var4 2.03899957 0.6486637 1.41765928 3.0544460
#> const -2.52317226 2.5544792 -5.35692451 1.1300595
#> exo1 0.39441962 0.3050663 -0.05515324 0.8151483
#> exo2 -2.11478831 0.4320142 -2.51531879 -1.4010575
#> exo3 0.01803984 0.4702334 -0.70757897 0.5650296
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29113987 0.05696236 -0.38475205 -0.2310405
#> lag1_var2 0.41032587 0.49116415 -0.05696996 1.2869311
#> lag1_var3 -0.04037888 0.66820422 -0.67981182 1.1351048
#> lag1_var4 1.13532961 0.66510966 -0.03586900 1.7620929
#> const -0.75650957 1.19312125 -2.40994123 0.5759009
#> exo1 0.28194735 0.14053310 0.10743147 0.4888786
#> exo2 -1.55336207 0.26220596 -1.91714257 -1.1555026
#> exo3 0.56306547 0.25706102 0.19263982 0.9235431
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001435486 0.0002513874 0.001127407 0.001782176
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006168597 0.002617718 -0.01064062 -0.003851694
#> Sigma[2,2] 0.124075155 0.038821469 0.08309222 0.185738780
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006620623 0.004218858 0.002398905 0.01291773
#> Sigma[3,2] -0.136969373 0.057305973 -0.220668198 -0.06123954
#> Sigma[3,3] 0.357015823 0.086432611 0.243921910 0.49274094
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004232224 0.003578755 0.0003198247 0.009495762
#> Sigma[4,2] -0.080775048 0.047587181 -0.1507855031 -0.019784437
#> Sigma[4,3] 0.314660532 0.070805079 0.2343323999 0.422212643
#> Sigma[4,4] 0.300555615 0.060628884 0.2398674400 0.397082843
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94166057 0.02060366 0.910153505 0.96302245
#> lag1_var2 0.08336930 0.05286719 0.002583471 0.13803734
#> lag1_var3 0.12678016 0.10955473 -0.019803301 0.26162075
#> lag1_var4 -0.11017248 0.10591645 -0.240929565 0.02721703
#> const 0.39560150 0.31590044 -0.067167847 0.79606412
#> exo1 0.02679579 0.04400304 -0.036698535 0.08571570
#> exo2 -0.11223870 0.03107651 -0.141690408 -0.06171444
#> exo3 0.03931444 0.04412170 -0.004069716 0.10943069
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4662373 0.1420334 0.2924307 0.668520342
#> lag1_var2 0.3931646 0.5845450 -0.2774711 1.389071309
#> lag1_var3 -0.3101757 1.1199070 -1.7366321 1.471143989
#> lag1_var4 0.1294769 1.0692910 -1.5489967 1.506396571
#> const 1.4367825 2.9863896 -2.4261630 5.945422446
#> exo1 -0.5044921 0.3625736 -0.9730312 0.001631512
#> exo2 1.1688071 0.3033287 0.8213952 1.622394705
#> exo3 -0.3972145 0.3386594 -0.7970758 0.098483793
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29898679 0.2486978 -0.08334289 0.60736893
#> lag1_var2 -0.88772479 0.9498538 -2.26972081 0.33444115
#> lag1_var3 -0.42733882 1.8818070 -2.91018603 2.05008283
#> lag1_var4 1.38013851 1.8067548 -0.98683850 3.73713766
#> const -3.01471568 3.9759568 -9.43964088 1.05207597
#> exo1 0.05721737 0.5583625 -0.65211580 0.92345084
#> exo2 -0.57398380 0.5187312 -1.39147943 0.04417728
#> exo3 0.69686464 0.6064742 0.02245897 1.58983695
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5029984 0.2184665 0.1660656 0.7639527
#> lag1_var2 -0.8724331 0.8473534 -2.0049722 0.1914111
#> lag1_var3 -0.9625733 1.7259376 -3.0453876 1.1662330
#> lag1_var4 1.8531453 1.6618336 -0.1795697 3.8177484
#> const -3.0873195 3.0074031 -7.7052892 0.2016354
#> exo1 -0.1932161 0.5250685 -0.8478533 0.5951274
#> exo2 0.1338580 0.4612631 -0.5868692 0.6687929
#> exo3 0.4655811 0.5405712 -0.2070879 1.2357933
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008430411 0.0002689859 0.0005509518 0.001252297
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003515843 0.00113628 -0.00515414 -0.002037948
#> Sigma[2,2] 0.065618122 0.01715648 0.04390146 0.089523855
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003749139 0.001931603 0.0008922132 0.006177969
#> Sigma[3,2] -0.086972750 0.026769035 -0.1242569353 -0.050643819
#> Sigma[3,3] 0.301344036 0.061575108 0.2190481828 0.362818266
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00184359 0.001751275 -0.0003689787 0.004187659
#> Sigma[4,2] -0.04990159 0.019254717 -0.0762481863 -0.025992421
#> Sigma[4,3] 0.25397255 0.047615986 0.1920578031 0.303386823
#> Sigma[4,4] 0.22780107 0.039151691 0.1751364230 0.275216624
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98969167 0.006482769 0.98115992 0.99977427
#> lag1_var2 0.12059899 0.068793593 0.01974415 0.20802409
#> lag1_var3 0.24060348 0.135491350 0.03054220 0.41718942
#> lag1_var4 -0.23709981 0.136524209 -0.41538745 -0.02511109
#> const 0.12714935 0.266730729 -0.27218657 0.41638817
#> exo1 0.01244905 0.033091936 -0.02980087 0.06053295
#> exo2 -0.15733611 0.029722637 -0.19857372 -0.11645850
#> exo3 -0.14225410 0.018054409 -0.16971203 -0.12399051
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02031622 0.05381196 -0.02947142 0.1056668
#> lag1_var2 1.27721253 0.56775369 0.50033731 1.9260483
#> lag1_var3 1.15741374 1.05402100 -0.35168793 2.3248464
#> lag1_var4 -1.18527240 1.04979256 -2.35191446 0.3132966
#> const 1.74228228 1.81933583 -0.75941874 3.9037488
#> exo1 -0.05148028 0.23987220 -0.42591471 0.2441960
#> exo2 0.73586509 0.33792420 0.39798576 1.2505341
#> exo3 2.50825071 0.32301915 2.06763678 2.9125820
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22036029 0.1057922 -0.3544990 -0.05268482
#> lag1_var2 0.06027888 1.1613418 -1.7588703 1.62144628
#> lag1_var3 0.18649547 2.1861214 -3.2014742 3.16697331
#> lag1_var4 0.86623069 2.1899686 -2.1182574 4.24336663
#> const 1.00058130 3.6366848 -3.7370788 4.94769503
#> exo1 0.10955613 0.4307615 -0.5771621 0.60183486
#> exo2 0.17327359 0.7411378 -0.9371091 1.19587574
#> exo3 -5.05908336 0.5745115 -5.8940182 -4.25269775
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20587071 0.09825235 -0.3308787 -0.06914431
#> lag1_var2 0.66870508 0.92421791 -0.9051332 1.67491720
#> lag1_var3 0.64005560 1.74794025 -2.2741155 2.54770457
#> lag1_var4 0.40463301 1.75201016 -1.5128536 3.30709839
#> const 1.45938818 3.18218692 -2.7179890 5.78715608
#> exo1 0.08428528 0.39492441 -0.4984926 0.53562061
#> exo2 0.62023102 0.63147894 -0.3019882 1.50400027
#> exo3 -3.71300411 0.42932104 -4.3620245 -3.09412603
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001661628 0.0004628821 0.0009166348 0.002072517
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07265519 0.02600514 -0.1026474 -0.02939609
#> Sigma[2,2] 8.80317819 3.15066854 5.1335478 13.51403276
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0591144 0.02206974 0.02168781 0.08083505
#> Sigma[3,2] -6.8270292 2.64243507 -10.81720203 -4.01442070
#> Sigma[3,3] 6.3409968 2.25026044 4.29045429 10.00617544
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02631455 0.01251777 0.008009048 0.03856885
#> Sigma[4,2] -2.85922544 1.40731994 -5.175390231 -1.55567118
#> Sigma[4,3] 3.44026131 1.24911499 2.411713091 5.66662637
#> Sigma[4,4] 2.36050615 0.75980632 1.674118121 3.64914199
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04886690 0.04828188 0.98348673 1.11045542
#> lag1_var2 -0.05732478 0.05270310 -0.12138340 0.02567724
#> lag1_var3 -0.11996856 0.10823610 -0.25029032 0.05095480
#> lag1_var4 0.09911614 0.08850613 -0.03987429 0.20360509
#> const -0.06327376 0.38129835 -0.55554777 0.47055118
#> exo1 0.03684186 0.04121354 -0.01864668 0.08974448
#> exo2 -0.16792034 0.03576719 -0.21603215 -0.12421741
#> exo3 0.08381722 0.04387053 0.01638272 0.13554873
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -8.2247217 1.433302 -9.6877468 -6.234314
#> lag1_var2 9.0524178 2.183923 5.3668846 11.275629
#> lag1_var3 16.9204075 4.368449 9.6126690 21.463868
#> lag1_var4 -13.7308606 3.644968 -17.6431008 -7.604356
#> const 28.9795088 22.005436 0.7924105 56.323069
#> exo1 -1.9180170 2.780871 -5.8895262 1.662340
#> exo2 0.7433468 2.852294 -3.5238470 3.887774
#> exo3 0.8624899 3.442327 -3.8195096 5.677104
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 7.9114521 1.065681 6.515044 9.3213815
#> lag1_var2 -7.8098671 1.651591 -10.262428 -5.6946994
#> lag1_var3 -15.1555825 3.292424 -20.083391 -10.9986176
#> lag1_var4 13.0541229 2.700109 9.567652 16.9189686
#> const -23.0577433 21.287136 -51.215869 4.9298394
#> exo1 0.4144564 2.116527 -1.768725 3.8858853
#> exo2 -3.5104298 2.594488 -6.482794 0.2627784
#> exo3 -3.5461835 2.703436 -7.267685 0.2085644
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 4.4295418 0.8366293 3.209381 5.342193
#> lag1_var2 -4.3006039 1.1341406 -5.959975 -2.881571
#> lag1_var3 -8.7432728 2.2875705 -12.126615 -5.937158
#> lag1_var4 8.0117140 1.9076575 5.669833 10.891712
#> const -11.1705167 14.1511135 -31.866509 5.660927
#> exo1 -0.6112911 1.1713897 -2.105475 1.178875
#> exo2 -3.6706247 1.5154797 -5.351621 -1.234867
#> exo3 -3.6955130 1.4704109 -5.333443 -1.395431
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002151801 0.0006070095 0.001368133 0.003097832
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007343185 0.00658963 -0.01713635 0.0007572253
#> Sigma[2,2] 0.821238115 0.21426462 0.63885372 1.1958599141
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00265266 0.006969962 -0.00811133 0.01145848
#> Sigma[3,2] -0.10965259 0.128705517 -0.28334137 0.06203214
#> Sigma[3,3] 0.68536368 0.119950086 0.54563369 0.86372236
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001710642 0.01091464 -0.01646677 0.01175818
#> Sigma[4,2] 0.424400022 0.13080141 0.27342250 0.63659357
#> Sigma[4,3] 0.672751028 0.14640986 0.49565513 0.87432660
#> Sigma[4,4] 1.012919687 0.22555506 0.75309715 1.32170804
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01736512 0.02788178 0.977276977 1.051450353
#> lag1_var2 -0.06487619 0.06518671 -0.141710901 0.017741342
#> lag1_var3 -0.12452600 0.10906200 -0.251661274 0.005533977
#> lag1_var4 0.12013261 0.10336510 -0.004070271 0.244930977
#> const -0.13131513 0.17617642 -0.355817917 0.107732320
#> exo1 0.01104969 0.04027521 -0.040936412 0.062404004
#> exo2 -0.17068904 0.06573184 -0.224410025 -0.053841589
#> exo3 -0.07081925 0.06572986 -0.130378294 0.035676856
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07574761 0.4773996 -0.6848802 0.5170431
#> lag1_var2 2.27431781 1.1616335 0.8985263 3.6734235
#> lag1_var3 3.01512029 1.8849948 0.5931439 5.2680980
#> lag1_var4 -2.96792600 1.7377430 -5.0618018 -0.6951329
#> const -1.39805895 8.4790260 -9.8057880 10.9175883
#> exo1 -0.77661514 1.0974507 -2.4064144 0.6382560
#> exo2 0.65883019 1.4830949 -0.9958123 2.6966391
#> exo3 2.08219361 0.8710512 0.7965498 3.2400695
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8927872 0.2313503 0.5399742 1.1656832
#> lag1_var2 0.8401478 1.4230073 -1.3596973 2.7858128
#> lag1_var3 1.5538031 2.2629853 -1.9358998 4.6228527
#> lag1_var4 -0.9748240 2.2050184 -3.8153175 2.4949616
#> const 1.9955148 7.7130326 -10.1362210 11.0311823
#> exo1 -0.1212756 0.7859169 -1.4248752 0.5272671
#> exo2 -0.0233503 0.8601946 -1.3488116 0.9872701
#> exo3 -2.1970606 1.2365689 -3.8266911 -0.5657444
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0251282 0.3811479 0.5768285 1.4812674
#> lag1_var2 1.9316220 1.8007248 -1.1592408 3.7149118
#> lag1_var3 2.8901073 2.8393279 -1.9619794 5.5024916
#> lag1_var4 -2.3007398 2.7451725 -4.8692778 2.4023801
#> const 0.1957844 7.1817407 -10.8179487 8.0688704
#> exo1 -0.6054804 1.1218746 -2.3302168 0.6077580
#> exo2 0.3874022 1.3812729 -1.4306547 2.3439937
#> exo3 -0.9613267 1.4439515 -2.9899807 0.9905736
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001199195 0.000196955 0.0008973678 0.001414118
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001601899 0.001682893 -0.003598771 0.0006189221
#> Sigma[2,2] 0.059951312 0.014728628 0.041664853 0.0796301166
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008367026 0.001937171 -0.002144697 0.003182925
#> Sigma[3,2] -0.0053012562 0.013549531 -0.018504570 0.015884032
#> Sigma[3,3] 0.0937055272 0.015255361 0.073505831 0.113468559
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003709048 0.002393603 -0.00448180 0.001814196
#> Sigma[4,2] 0.0429908794 0.020919237 0.02226430 0.074164610
#> Sigma[4,3] 0.0898282137 0.021069015 0.06518298 0.121820857
#> Sigma[4,4] 0.1252314888 0.031429449 0.09379786 0.174211883
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9947580825 0.01222975 0.97752125 1.010498574
#> lag1_var2 0.0607428743 0.10066533 -0.07253323 0.175065243
#> lag1_var3 0.0920947414 0.12946742 -0.08424872 0.227311866
#> lag1_var4 -0.0899238340 0.12720623 -0.22289468 0.083004224
#> const 0.0532398118 0.13474793 -0.12923420 0.248846319
#> exo1 0.0002870124 0.03415201 -0.04566184 0.045172155
#> exo2 -0.0528326452 0.03575241 -0.10147917 -0.008744566
#> exo3 -0.0242119261 0.03624020 -0.07327679 0.025578857
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08044970 0.07970305 -0.05042723 0.1631235
#> lag1_var2 0.63382623 0.37222906 0.15099157 1.1589027
#> lag1_var3 -0.47069799 0.52325982 -1.19059203 0.2186936
#> lag1_var4 0.42784647 0.52092914 -0.24641338 1.1454501
#> const 1.73208777 1.90054978 0.18157594 5.1154015
#> exo1 -0.09055583 0.16854645 -0.28116198 0.1647314
#> exo2 0.33789592 0.16575901 0.11893773 0.5857804
#> exo3 0.14276647 0.25506983 -0.28229202 0.4239005
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2868064 0.1153088 -0.4573219 -0.13228441
#> lag1_var2 0.3939252 1.0803675 -0.4810137 2.12061295
#> lag1_var3 1.2886902 1.3504891 0.1881394 3.44119400
#> lag1_var4 -0.2412371 1.3367357 -2.3615140 0.85390948
#> const 1.8541517 1.8622540 -0.7970789 4.39253361
#> exo1 -0.2005723 0.3955175 -0.6853783 0.33518175
#> exo2 -0.5829295 0.4327607 -1.1483309 -0.08901599
#> exo3 -0.1654792 0.2771677 -0.5833112 0.15358127
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25377184 0.1149529 -0.405686721 -0.09933709
#> lag1_var2 0.78742661 0.7906705 0.086143784 2.07629749
#> lag1_var3 0.78183075 0.9167945 -0.042578019 2.25265330
#> lag1_var4 0.24942261 0.9066755 -1.211775671 1.06871134
#> const 2.55156397 2.3243091 -0.001026147 6.53661570
#> exo1 -0.26936567 0.3613465 -0.660340509 0.29082177
#> exo2 -0.36288907 0.4689638 -0.959112537 0.26333552
#> exo3 -0.08613655 0.2921196 -0.486029890 0.26485125
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001666974 0.0003676695 0.001060065 0.002068935
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003575136 0.001097552 -0.005336543 -0.002203435
#> Sigma[2,2] 0.022924949 0.005446461 0.017220526 0.031694406
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001146797 0.0008611945 -0.0002094556 0.002103611
#> Sigma[3,2] -0.013515242 0.0044775486 -0.0213868394 -0.008751347
#> Sigma[3,3] 0.030912587 0.0088172543 0.0220181097 0.045321751
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005244689 0.0007637368 -0.001692264 1.639678e-04
#> Sigma[4,2] -0.0037197910 0.0030852480 -0.008107841 9.732271e-05
#> Sigma[4,3] 0.0270566430 0.0078166668 0.018477628 3.914093e-02
#> Sigma[4,4] 0.0281417971 0.0076091751 0.019121623 3.941284e-02
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97871761 0.01303580 0.958994200 0.9933169520
#> lag1_var2 0.04863044 0.02286580 0.012265824 0.0721885376
#> lag1_var3 0.08206235 0.03844374 0.018662510 0.1198902878
#> lag1_var4 -0.07895159 0.03535825 -0.114469641 -0.0219472159
#> const 0.24897983 0.18755154 -0.005378522 0.4554926155
#> exo1 -0.01557721 0.03482786 -0.063868582 0.0231816500
#> exo2 -0.06467454 0.05964025 -0.154401821 -0.0007992396
#> exo3 -0.05387112 0.05188504 -0.104177010 0.0242869530
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17384338 0.05457522 0.08862439 0.24038630
#> lag1_var2 0.56700618 0.08878758 0.48493245 0.70875031
#> lag1_var3 -0.07358843 0.13359663 -0.28981891 0.04021061
#> lag1_var4 0.06117376 0.12244316 -0.03935269 0.25634447
#> const 0.68805129 1.00948816 -0.46876492 2.14066310
#> exo1 -0.00610423 0.13552852 -0.22251940 0.13831588
#> exo2 0.68908978 0.10907314 0.56949104 0.85476017
#> exo3 0.35077902 0.15892625 0.14571147 0.58100151
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14832838 0.05142656 -0.241075465 -0.1014753
#> lag1_var2 0.22348316 0.09352053 0.094386687 0.3438362
#> lag1_var3 0.69130225 0.20058643 0.445501714 1.0141001
#> lag1_var4 0.29462265 0.18756091 -0.002037923 0.5245094
#> const 0.16418367 1.41232470 -2.028505436 1.7762633
#> exo1 0.08804112 0.19367961 -0.155523395 0.3737950
#> exo2 -0.62056329 0.11453339 -0.717586088 -0.4139450
#> exo3 0.03763705 0.18780284 -0.267582761 0.2276775
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2174292 0.05787146 -0.31423000 -0.1534064
#> lag1_var2 0.4951490 0.09421926 0.35178434 0.6042790
#> lag1_var3 0.6757884 0.24100275 0.39970281 1.0329191
#> lag1_var4 0.3879447 0.23061605 0.05802694 0.6583880
#> const -0.1276665 1.23472852 -1.93242175 1.0841607
#> exo1 0.1082357 0.17172136 -0.14347756 0.3097085
#> exo2 -0.3867930 0.12587537 -0.50305568 -0.1753190
#> exo3 0.1740302 0.16294955 -0.08731330 0.3720827
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002613449 6.245873e-05 0.0001926005 0.000358978
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001770624 0.0006822469 -0.002582734 -0.0007980184
#> Sigma[2,2] 0.101103272 0.0157915471 0.079190746 0.1220516544
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002196599 0.003112672 -0.00101775 0.007382717
#> Sigma[3,2] -0.042421478 0.038221376 -0.09316544 0.003781404
#> Sigma[3,3] 0.527989639 0.137447740 0.38020629 0.730989784
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001277374 0.00305567 -0.001861724 0.006360312
#> Sigma[4,2] 0.018097666 0.04083285 -0.030836989 0.072971465
#> Sigma[4,3] 0.542299654 0.13171067 0.403770982 0.749988701
#> Sigma[4,4] 0.596124357 0.12861957 0.465226977 0.815360185
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989207780 0.015157929 0.966382129 1.006563778
#> lag1_var2 0.040678270 0.047318065 -0.012531866 0.116330630
#> lag1_var3 0.066427307 0.083382862 -0.021356314 0.201316612
#> lag1_var4 -0.065505198 0.078369462 -0.192584583 0.017040730
#> const 0.224349462 0.096688088 0.116327625 0.345287980
#> exo1 0.009821924 0.006723365 0.003523492 0.019942259
#> exo2 -0.184570141 0.020358322 -0.219496992 -0.170663398
#> exo3 -0.021610890 0.017453084 -0.048759034 -0.009469707
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6825203 0.2685847 -1.01700841 -0.2711511
#> lag1_var2 1.4967434 0.6990441 0.30370621 2.1996353
#> lag1_var3 1.2511714 1.2958722 -0.93480667 2.6692400
#> lag1_var4 -1.0094298 1.2281259 -2.35174189 1.0543597
#> const 3.1418143 2.9540804 -0.40294154 7.4281059
#> exo1 -0.6791773 0.2244318 -0.99937595 -0.3687543
#> exo2 2.0159252 0.2369672 1.63915963 2.2683288
#> exo3 0.2194089 0.1961183 0.01064505 0.5270790
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4387326 0.5691939 -0.1092439 1.3463013
#> lag1_var2 2.0878049 1.4842901 -0.3360885 3.5279354
#> lag1_var3 4.2825808 2.7280630 -0.2438637 6.9298257
#> lag1_var4 -3.5427518 2.5539905 -6.0102292 0.7010637
#> const 4.2431565 4.5343325 -1.8305378 10.4788236
#> exo1 0.3184219 0.4557973 -0.4018794 0.8763281
#> exo2 -4.6941519 0.8977659 -5.7673209 -3.4608945
#> exo3 -4.1445934 0.6887758 -5.2040163 -3.3952425
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01282159 0.7342717 -0.8047827 1.1646541
#> lag1_var2 2.89875714 1.7596197 -0.0763828 4.5331522
#> lag1_var3 4.91666006 3.2915245 -0.6335458 8.2251391
#> lag1_var4 -4.00797848 3.0595121 -7.0338559 1.1795133
#> const 5.75900204 5.3677768 -2.2070408 12.7230793
#> exo1 -0.08664545 0.5060826 -0.8397803 0.5468206
#> exo2 -3.81756526 0.9439751 -5.0027571 -2.4344599
#> exo3 -4.34334065 0.6911353 -5.3633138 -3.5889770
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002049796 0.0002953052 0.001692552 0.002447489
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003313003 0.0006852243 -0.00410282 -0.002468383
#> Sigma[2,2] 0.016637242 0.0040137000 0.01133961 0.022207093
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004761681 0.006251326 -0.01375393 0.003038179
#> Sigma[3,2] -0.001921205 0.015808236 -0.02906490 0.013292817
#> Sigma[3,3] 0.486682185 0.173525554 0.30738326 0.741905107
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007852155 0.006424471 -0.01728192 0.0003244669
#> Sigma[4,2] 0.011003719 0.015674420 -0.01638788 0.0261331605
#> Sigma[4,3] 0.511782089 0.183234224 0.31400119 0.7725147584
#> Sigma[4,4] 0.548603201 0.192589859 0.33207956 0.8122815381
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.021763173 0.02422322 0.98696930 1.05022144
#> lag1_var2 -0.127664199 0.08855616 -0.22540214 0.02588214
#> lag1_var3 -0.206791122 0.14361816 -0.36103686 0.03213045
#> lag1_var4 0.197837804 0.13669349 -0.02929659 0.34516129
#> const 0.081055988 0.33180115 -0.34838998 0.47612960
#> exo1 0.033422437 0.03588868 -0.01526069 0.07963549
#> exo2 -0.036412143 0.04524071 -0.09271087 0.02339720
#> exo3 -0.006829524 0.03947031 -0.04951102 0.05636705
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003124525 0.08195568 -0.1165259 0.10162562
#> lag1_var2 0.727820448 0.39789251 0.3654789 1.37063381
#> lag1_var3 0.471076490 0.66630029 -0.1028189 1.54689087
#> lag1_var4 -0.446047970 0.63601337 -1.4739231 0.10188062
#> const 1.162063507 1.11812766 -0.4496059 2.83992820
#> exo1 -0.123324562 0.13775033 -0.3446575 0.03115543
#> exo2 0.709418446 0.14989198 0.5403572 0.91028536
#> exo3 0.394404448 0.12949721 0.2614133 0.57026663
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8557217 0.5903486 -1.6964452 -0.07975783
#> lag1_var2 3.4726488 2.3307002 0.2812514 6.25091686
#> lag1_var3 4.0224022 3.4525206 -0.9582097 8.12359652
#> lag1_var4 -2.8860696 3.3010412 -6.8224991 1.86170863
#> const 2.5387036 4.7545480 -1.6515920 10.19553052
#> exo1 -0.2792408 0.3147759 -0.7040755 0.14776558
#> exo2 4.9421885 0.6485531 4.0048498 5.76352044
#> exo3 -4.4349492 1.0696560 -6.2892054 -3.46739463
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9516338 0.6406906 -1.8630672 -0.09127079
#> lag1_var2 3.9081170 2.6283999 0.2901185 7.05453514
#> lag1_var3 4.1880547 3.8812279 -1.5144805 8.56378178
#> lag1_var4 -2.9961503 3.7098866 -7.1903688 2.43984026
#> const 2.6873799 4.9071254 -1.7832787 10.68760241
#> exo1 -0.3893360 0.3484197 -0.8051976 0.06523923
#> exo2 5.7092540 0.7450000 4.6229577 6.63779651
#> exo3 -4.3910187 1.1644123 -6.3928665 -3.32142372
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007865798 0.0002733845 0.0005555823 0.001249883
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004324922 0.001725229 -0.007158426 -0.002895698
#> Sigma[2,2] 0.067834752 0.015716757 0.053398290 0.091467185
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003080643 0.001870373 0.0006938695 0.005693917
#> Sigma[3,2] -0.055276338 0.015454812 -0.0778070431 -0.035031029
#> Sigma[3,3] 0.111535096 0.022893520 0.0748932739 0.138297800
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005000196 0.001382837 -0.001605895 0.0019655001
#> Sigma[4,2] -0.0152274813 0.009884611 -0.028071941 0.0001373112
#> Sigma[4,3] 0.0801865896 0.017533291 0.054717818 0.1021107155
#> Sigma[4,4] 0.0726169395 0.014959535 0.053313314 0.0935749137
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945149776 0.02620707 0.91149710 0.975336371
#> lag1_var2 0.224470897 0.10450863 0.08581039 0.360503043
#> lag1_var3 0.305288689 0.17127336 0.09484866 0.536266383
#> lag1_var4 -0.289507133 0.16158341 -0.50815444 -0.090244291
#> const 0.386818388 0.15416784 0.18530838 0.583956447
#> exo1 0.007986331 0.01682475 -0.01128252 0.034656053
#> exo2 -0.099739069 0.02513547 -0.14108844 -0.070017875
#> exo3 -0.037804802 0.02544332 -0.07414002 -0.004297295
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11021070 0.1805204 -0.36636813 0.08286568
#> lag1_var2 1.03620142 0.6088775 0.08741979 1.70046794
#> lag1_var3 0.73313678 0.8688481 -0.55949119 1.68750865
#> lag1_var4 -0.67560581 0.8238941 -1.58188179 0.54958283
#> const 0.71549027 1.9357524 -1.66803355 3.64062232
#> exo1 0.06341373 0.1991944 -0.19788556 0.32655002
#> exo2 1.10391525 0.2173987 0.82640373 1.41282295
#> exo3 0.51408295 0.3296625 0.04895184 0.97701596
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3045887 0.2573872 -0.0594446 0.6540977
#> lag1_var2 -0.7485553 0.6335510 -1.3329425 0.2507131
#> lag1_var3 -0.4330758 1.0894413 -1.4414803 1.3167110
#> lag1_var4 1.3157129 1.0235394 -0.3100758 2.3126796
#> const -0.8183532 2.9801718 -4.9537236 3.1294466
#> exo1 -0.1248415 0.2451369 -0.4220892 0.2408066
#> exo2 -1.2455525 0.4137188 -1.6460450 -0.7087380
#> exo3 -0.2773761 0.5384262 -1.0908531 0.3208191
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21940940 0.2556976 -0.1856282 0.5288069
#> lag1_var2 -0.40711248 0.7637287 -1.1038410 0.8885752
#> lag1_var3 -0.45905516 1.2584364 -1.5176988 1.6580637
#> lag1_var4 1.39674560 1.1833140 -0.5756127 2.4109318
#> const -1.11520632 2.2934922 -4.6646900 1.5776216
#> exo1 -0.08502102 0.2692694 -0.3749675 0.3535057
#> exo2 -0.54765926 0.3190582 -0.8694567 -0.1130670
#> exo3 0.06426568 0.4108198 -0.4934080 0.6273557
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007581486 0.000213164 0.0005688648 0.001130159
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009725319 0.005227504 -0.01585456 -0.002187974
#> Sigma[2,2] 2.159763660 0.338763649 1.67661144 2.583602031
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01160474 0.004437883 0.005760803 0.01777603
#> Sigma[3,2] -1.55498362 0.447557006 -2.278178906 -1.06100215
#> Sigma[3,3] 1.49782265 0.580384957 0.923321307 2.49190538
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007701843 0.003591246 0.002994788 0.012859725
#> Sigma[4,2] -0.417405403 0.388213904 -1.071440251 0.008965143
#> Sigma[4,3] 0.776404564 0.428109158 0.345911686 1.508485338
#> Sigma[4,4] 0.681466521 0.276384892 0.436887428 1.138671205
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97210020 0.02084461 0.942783618 0.998031997
#> lag1_var2 0.02287559 0.01684543 0.005249722 0.049832380
#> lag1_var3 0.03851282 0.03012369 0.007027885 0.084826212
#> lag1_var4 -0.02946372 0.02261789 -0.062916595 -0.005230555
#> const 0.13347989 0.14982478 -0.065055210 0.320956261
#> exo1 -0.01360345 0.02732104 -0.050457838 0.017631117
#> exo2 -0.11995393 0.03769755 -0.175927032 -0.076371198
#> exo3 0.01771090 0.03578417 -0.035768654 0.060905731
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0901408 1.307618 -0.7326960 2.6985478
#> lag1_var2 0.6370709 1.182103 -1.1126300 2.0282337
#> lag1_var3 0.9436123 2.126234 -2.2336914 3.3238319
#> lag1_var4 -1.0788307 1.598831 -2.7897478 1.4203803
#> const 1.4490242 13.708270 -14.4146395 23.2331235
#> exo1 0.9757611 1.325801 -0.2061326 3.2335044
#> exo2 0.4176678 1.237721 -0.9087466 2.3587420
#> exo3 -1.3117760 1.434330 -3.2119527 0.6499091
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4063776 0.9761007 -0.8212434 1.4702993
#> lag1_var2 -0.2775768 0.9653523 -1.3549246 1.1551718
#> lag1_var3 -0.2431504 1.6574827 -1.9448989 2.2543547
#> lag1_var4 0.9644400 1.2460953 -0.9371366 2.3062287
#> const -2.0811564 11.9119882 -20.6615271 11.5971374
#> exo1 -0.6445860 0.9624850 -2.0315800 0.3880336
#> exo2 -2.7695579 1.1559120 -4.4701337 -1.5727349
#> exo3 0.5242756 1.1271927 -1.2617118 1.8329187
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.21931839 0.7126165 0.1801391 2.1837668
#> lag1_var2 -0.49133503 0.5559188 -1.0006385 0.4390940
#> lag1_var3 -0.69321609 0.9267955 -1.6726207 0.8490876
#> lag1_var4 1.29862622 0.6562553 0.2790471 2.1238308
#> const -3.08301558 5.7823910 -10.9025686 4.4578973
#> exo1 -0.08925882 0.6322716 -0.9483008 0.7206061
#> exo2 -3.16442363 0.7175219 -4.2964284 -2.5368048
#> exo3 -0.24658573 0.6483236 -1.1122219 0.6358502
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000471607 0.0001117203 0.0003341325 0.0006226861
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002076143 0.00218439 -0.004716124 0.0008848911
#> Sigma[2,2] 0.234410277 0.06078113 0.164929275 0.3302762293
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001633477 0.0007266054 0.0008618185 0.002693286
#> Sigma[3,2] -0.047189803 0.0439522851 -0.1106020809 0.005120661
#> Sigma[3,3] 0.101924264 0.0394763915 0.0555745066 0.149337488
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000391216 0.001613357 -0.001309013 0.003010146
#> Sigma[4,2] 0.112961776 0.030395624 0.074582490 0.159437800
#> Sigma[4,3] 0.082867212 0.032441983 0.045827033 0.132236726
#> Sigma[4,4] 0.175425442 0.046831075 0.119254278 0.251486031
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956107823 0.02415950 0.91685205 0.98540702
#> lag1_var2 0.028750744 0.04142322 -0.01694667 0.09092088
#> lag1_var3 0.055226231 0.06599958 -0.01912502 0.15671790
#> lag1_var4 -0.041268080 0.05871520 -0.12967692 0.02366841
#> const 0.226083227 0.10878040 0.04725794 0.35724887
#> exo1 -0.003678826 0.01556093 -0.02005269 0.01954398
#> exo2 -0.007727926 0.01658748 -0.02281157 0.02154089
#> exo3 0.011183815 0.02949489 -0.02651207 0.05429329
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8991011 0.6789000 -0.09935926 1.7344047
#> lag1_var2 -1.0717340 1.1183766 -2.32366169 0.6914693
#> lag1_var3 -3.2075260 1.7846731 -5.17803497 -0.4190020
#> lag1_var4 2.8854840 1.5887543 0.39728769 4.6217749
#> const 0.1670053 4.3165108 -5.51125742 6.7845274
#> exo1 -0.2321884 0.3101699 -0.71892416 0.1277116
#> exo2 2.8588617 0.4296974 2.45786254 3.5846941
#> exo3 -1.1303557 0.8098306 -2.08674719 0.1276214
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.037823707 0.2243710 -0.3909412 0.1773534
#> lag1_var2 0.069309339 0.3266884 -0.4086194 0.4921466
#> lag1_var3 0.970523703 0.4816100 0.2646439 1.5894304
#> lag1_var4 0.003137166 0.4419021 -0.5646930 0.6526877
#> const 1.092178067 2.5814394 -1.5943221 5.0327939
#> exo1 0.272761974 0.2618049 -0.1305099 0.5180380
#> exo2 -1.255703598 0.3086262 -1.6704206 -0.8120314
#> exo3 1.007044288 0.4011547 0.4286804 1.5057564
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5340075 0.5166998 -0.2681090 1.0894254
#> lag1_var2 -1.1292138 0.9282514 -2.1227966 0.3097003
#> lag1_var3 -1.9128887 1.4485577 -3.4817288 0.3379975
#> lag1_var4 2.6893353 1.2896300 0.6952852 4.0911397
#> const 0.3881741 3.3366420 -3.7623449 5.0511192
#> exo1 0.1490357 0.3024378 -0.2354428 0.5687372
#> exo2 0.4537621 0.4800676 -0.1853497 1.0384606
#> exo3 0.3479005 0.5565631 -0.4915723 1.0868851
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009222041 0.0001641705 0.000765146 0.001161591
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001050231 0.002766595 -0.002114585 0.005121749
#> Sigma[2,2] 0.146474723 0.034821879 0.111582046 0.199949174
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00417358 0.003167536 -0.008346925 -4.767628e-05
#> Sigma[3,2] -0.16697692 0.059298995 -0.243604767 -8.328373e-02
#> Sigma[3,3] 0.84111281 0.181111480 0.652476312 1.135966e+00
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003387886 0.003430298 -0.008502479 0.0006800994
#> Sigma[4,2] -0.052131437 0.054384076 -0.122708602 0.0325220981
#> Sigma[4,3] 0.714974952 0.152817788 0.565152846 0.9835689663
#> Sigma[4,4] 0.679172293 0.135013083 0.528285088 0.9111960983
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00879269 0.01383380 0.989620946 1.027530961
#> lag1_var2 0.07609982 0.11558149 -0.073061229 0.226071191
#> lag1_var3 0.10599505 0.14527008 -0.086625875 0.289943410
#> lag1_var4 -0.10811888 0.14482400 -0.291495999 0.083942462
#> const 0.01829941 0.26571285 -0.312479714 0.402336370
#> exo1 0.02562578 0.02813917 -0.006544528 0.064299625
#> exo2 -0.03831960 0.04240230 -0.098972416 0.019807029
#> exo3 -0.05353804 0.03264315 -0.103327321 -0.009735315
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3122512 0.1354213 -0.470591582 -0.11001198
#> lag1_var2 0.9801076 1.4289585 -0.755990657 3.31564939
#> lag1_var3 0.4696102 1.7694134 -1.719282581 3.35195116
#> lag1_var4 -0.3944574 1.7784042 -3.282967215 1.80753971
#> const 1.7002418 3.0601874 -3.327293366 5.01542360
#> exo1 -0.3664232 0.2612499 -0.664632070 0.05273819
#> exo2 0.4576783 0.4034702 0.004258541 1.05711068
#> exo3 0.4247505 0.3442477 -0.045936110 0.79113054
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4614342 0.3228179 0.02654583 0.9239032
#> lag1_var2 -2.9911119 2.0448203 -6.33111940 -0.6842149
#> lag1_var3 -3.4537808 2.6676272 -7.77120174 -0.4859251
#> lag1_var4 4.3468218 2.6583790 1.39446470 8.6532567
#> const -2.9216182 4.5481199 -7.94022315 3.9770995
#> exo1 0.7463062 0.4583019 0.13395063 1.2727303
#> exo2 1.0639181 1.4096171 -0.98079157 2.7779629
#> exo3 2.0117977 1.0185259 0.65505472 3.5437375
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2190385 0.2526859 -0.05750741 0.6218729
#> lag1_var2 -2.4353109 1.4037108 -4.72363869 -0.6699375
#> lag1_var3 -3.3566926 1.8899167 -6.38863169 -1.1039659
#> lag1_var4 4.3148673 1.8681997 2.05022253 7.3305465
#> const -2.1279787 3.0759409 -5.75010578 2.0460112
#> exo1 0.4637995 0.6093597 -0.36450685 1.1434098
#> exo2 1.4352620 1.3404595 -0.54989907 3.1360887
#> exo3 2.3573078 0.9585979 0.99992589 3.6972871
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001018064 0.0003110658 0.0006292485 0.001505096
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003134244 0.00189335 -0.005653121 -0.0004893101
#> Sigma[2,2] 0.087886585 0.01431937 0.064148505 0.1013555558
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001650063 0.001729579 -0.003739511 0.001103654
#> Sigma[3,2] -0.114567814 0.023536927 -0.150359777 -0.083929281
#> Sigma[3,3] 0.234495119 0.037759245 0.189333599 0.293524055
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004369387 0.001363645 -0.006111586 -0.002483417
#> Sigma[4,2] -0.045468538 0.016040557 -0.071092987 -0.028075992
#> Sigma[4,3] 0.147170778 0.024055797 0.111929036 0.178128037
#> Sigma[4,4] 0.114397228 0.018419324 0.088203571 0.135311544
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99599273 0.01635015 0.979363032 1.022876628
#> lag1_var2 0.02967652 0.15412908 -0.194490096 0.210532218
#> lag1_var3 0.06827642 0.19587115 -0.209094431 0.293776381
#> lag1_var4 -0.06889579 0.19393983 -0.291955771 0.204588525
#> const 0.30102112 0.29939664 -0.170523731 0.643163054
#> exo1 0.01248376 0.02910920 -0.029344937 0.048002680
#> exo2 -0.03533424 0.02551780 -0.070874694 -0.002251067
#> exo3 0.04181572 0.03102950 0.005852315 0.094326022
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006377852 0.1018049 -0.17342844 0.1034499
#> lag1_var2 0.579428425 0.8021092 -0.44876133 1.7032935
#> lag1_var3 -0.132409625 1.0133161 -1.33481181 1.3358490
#> lag1_var4 0.142018185 0.9915790 -1.29776430 1.3339919
#> const 0.610541880 3.2109016 -2.41154745 6.2146030
#> exo1 -0.058766664 0.2924674 -0.47708110 0.2824757
#> exo2 0.906993759 0.3538591 0.43697992 1.4287342
#> exo3 0.377596943 0.2900177 0.00153373 0.8480738
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08059935 0.1380881 -0.1061914 0.2813654
#> lag1_var2 0.23111421 1.3877839 -1.9946121 1.5359369
#> lag1_var3 0.69440803 1.7619222 -2.2798662 2.2209084
#> lag1_var4 0.25189480 1.6991121 -1.2325377 3.1269128
#> const 0.41202835 5.1810026 -7.7519779 7.5529927
#> exo1 -0.01949833 0.3858386 -0.5499044 0.5168105
#> exo2 -2.59003568 0.5874722 -3.2034682 -1.7206637
#> exo3 -0.21318381 0.3945030 -0.9351342 0.1489664
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05809135 0.1141540 -0.1048088 0.1970166
#> lag1_var2 0.39606562 1.0408811 -1.2135539 1.6733315
#> lag1_var3 0.20048255 1.3197988 -1.9241314 1.8075294
#> lag1_var4 0.76851502 1.2782799 -0.8025795 2.8254338
#> const 0.13468694 3.6240159 -4.6501143 5.3671911
#> exo1 -0.06946873 0.2896335 -0.4676985 0.3431185
#> exo2 -1.96838944 0.3849206 -2.4195184 -1.3639992
#> exo3 0.07734358 0.2554154 -0.2693049 0.4328074
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007018984 0.0001401298 0.0005052329 0.0008539922
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01105593 0.002225574 -0.01335017 -0.007133972
#> Sigma[2,2] 0.39209463 0.059042230 0.32101805 0.480652808
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009083548 0.001779403 0.005854845 0.01065662
#> Sigma[3,2] -0.271589629 0.043886033 -0.338416324 -0.21956060
#> Sigma[3,3] 0.211873191 0.034672594 0.168243953 0.26698085
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002217605 0.0006441538 0.001458641 0.003157321
#> Sigma[4,2] -0.024229382 0.0145064993 -0.043230797 -0.003246073
#> Sigma[4,3] 0.042620775 0.0117711363 0.024664243 0.056619511
#> Sigma[4,4] 0.030041324 0.0057624092 0.021750818 0.037551774
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999067786 0.02913535 0.96092069 1.03848754
#> lag1_var2 -0.031780359 0.07477782 -0.13033556 0.06587176
#> lag1_var3 -0.058763639 0.12195683 -0.22138897 0.10069000
#> lag1_var4 0.055350384 0.11151280 -0.09013630 0.20292727
#> const 0.237736928 0.08785923 0.14627320 0.37198246
#> exo1 0.004570572 0.03317829 -0.04525685 0.04157015
#> exo2 -0.072428125 0.02432171 -0.10601570 -0.04050479
#> exo3 0.066335257 0.02822177 0.03591007 0.11246248
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3805088 0.7027939 -0.4860075 1.382587
#> lag1_var2 0.8278880 1.6067130 -1.5412961 2.581176
#> lag1_var3 0.2425782 2.5914527 -3.6616757 3.127016
#> lag1_var4 -0.3641427 2.3651524 -2.9784055 3.232738
#> const 0.7278108 5.2876088 -8.5714497 6.001501
#> exo1 0.5940977 0.7054262 -0.5589868 1.450539
#> exo2 1.5385608 0.7895757 0.4889716 2.441876
#> exo3 0.2298581 0.7012704 -0.8546654 1.039572
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2747142 0.5404676 -0.5122626 0.9178789
#> lag1_var2 -1.1476670 1.3444808 -2.7477957 0.8094834
#> lag1_var3 -1.2424806 2.1732725 -3.8590530 1.9344240
#> lag1_var4 2.1269553 1.9893774 -0.7822166 4.5576301
#> const -0.2799790 3.6072158 -4.0138960 5.8219859
#> exo1 -0.3840701 0.5935753 -1.1640145 0.5689774
#> exo2 -1.8866371 0.6503083 -2.7118242 -0.9924229
#> exo3 0.3272971 0.5759742 -0.2039095 1.2463042
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.485021149 0.2452035 0.16769206 0.81678712
#> lag1_var2 -1.029209227 0.6227742 -1.89338787 -0.25723440
#> lag1_var3 -1.736986766 0.9866312 -3.11189267 -0.50938675
#> lag1_var4 2.569947033 0.8962465 1.45392829 3.81561382
#> const -0.744305620 0.6595002 -1.81310169 -0.03022192
#> exo1 -0.002276486 0.2150952 -0.37199233 0.22063785
#> exo2 -0.960344858 0.2045754 -1.25956514 -0.69113839
#> exo3 0.514956890 0.2812311 0.03377132 0.76558628
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00102897 0.002120829 0.0002946507 0.004085182
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01210981 0.01546001 -0.03546025 -0.005085441
#> Sigma[2,2] 0.56824024 0.15326169 0.43403697 0.821927790
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01023138 0.01246894 0.004080324 0.02920001
#> Sigma[3,2] -0.45955459 0.12116530 -0.657658069 -0.35328122
#> Sigma[3,3] 0.43142141 0.10810985 0.329587852 0.59895403
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002178591 0.002282726 0.0001604276 0.005598216
#> Sigma[4,2] -0.082512334 0.028157237 -0.1315435266 -0.055931873
#> Sigma[4,3] 0.129240740 0.034515081 0.0960217636 0.186572080
#> Sigma[4,4] 0.077454497 0.019489167 0.0552098231 0.103758372
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987272241 0.01262436 0.97449285 1.00872552
#> lag1_var2 -0.013481229 0.08754559 -0.14967081 0.09296809
#> lag1_var3 -0.023425882 0.13146936 -0.22801750 0.13829944
#> lag1_var4 0.024305468 0.12876659 -0.13819252 0.22240240
#> const 0.295932968 0.21530180 -0.02918692 0.56035509
#> exo1 0.005459548 0.01986780 -0.01710860 0.03622287
#> exo2 -0.049795973 0.02213559 -0.08219203 -0.02424847
#> exo3 0.044599697 0.01161017 0.02752628 0.05782463
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04342159 0.3842668 -0.6263577 0.4518905
#> lag1_var2 0.16710027 2.7263769 -3.2627611 4.2736004
#> lag1_var3 -1.05588038 4.0949569 -6.1961411 5.1252171
#> lag1_var4 1.11659600 4.0672045 -5.0374138 6.1469001
#> const -2.40268681 6.1032162 -9.2851779 5.3167405
#> exo1 -0.46992788 0.5791537 -1.1785410 0.3684808
#> exo2 0.22743003 0.8474227 -1.0791577 1.1784568
#> exo3 0.14398572 0.5799846 -0.7069657 0.8432523
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03675499 0.3769603 -0.4210277 0.5893867
#> lag1_var2 1.82641515 2.2483547 -1.9166550 4.0192296
#> lag1_var3 3.65846474 3.3871256 -2.0021281 6.9410362
#> lag1_var4 -2.75278317 3.3337660 -5.9740509 2.8360612
#> const 5.19655549 6.0570558 -2.6714373 13.5983501
#> exo1 0.25581824 0.4457890 -0.3155218 0.8905642
#> exo2 -0.35235837 0.7270143 -1.1255543 0.7393859
#> exo3 -0.20056789 0.5211569 -0.7162369 0.6187365
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008841812 0.1773487 -0.27764315 0.2191321
#> lag1_var2 1.729854884 1.0412531 0.35884428 3.1508054
#> lag1_var3 2.645593666 1.5949595 0.52926296 4.8400355
#> lag1_var4 -1.683008595 1.5648055 -3.83558496 0.3835961
#> const 2.966270101 2.8048152 -0.06269679 6.9906467
#> exo1 -0.060851835 0.1536069 -0.28267817 0.1111272
#> exo2 -0.208616269 0.2846718 -0.65612908 0.1124938
#> exo3 -0.108946538 0.1863619 -0.31058788 0.1666989
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000202807 5.813977e-05 0.0001142293 0.0002692046
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001157174 0.0008337991 -0.002252153 -0.0001024529
#> Sigma[2,2] 0.265942769 0.0715531036 0.177813236 0.3502582718
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002163358 0.001013997 0.0007588815 0.003411839
#> Sigma[3,2] -0.216866226 0.064289759 -0.3154012338 -0.144191104
#> Sigma[3,3] 0.245753908 0.059162813 0.1840283479 0.338995458
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001490762 0.0006820528 0.0005922056 0.002510772
#> Sigma[4,2] -0.044689549 0.0285680145 -0.0897179473 -0.016016988
#> Sigma[4,3] 0.107922182 0.0232482916 0.0756672988 0.137722382
#> Sigma[4,4] 0.081856222 0.0137317407 0.0622234007 0.098888922
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984727396 0.013659703 0.967822394 1.004187480
#> lag1_var2 0.061023429 0.054378371 -0.023743387 0.123308533
#> lag1_var3 0.082502675 0.084215564 -0.054774225 0.175984148
#> lag1_var4 -0.080727012 0.081459101 -0.171670808 0.054088030
#> const 0.282788129 0.111361781 0.140059324 0.449990733
#> exo1 -0.002623865 0.018274814 -0.021223068 0.027940674
#> exo2 -0.024877357 0.015128403 -0.046859693 -0.004277803
#> exo3 0.022871542 0.009808614 0.008788062 0.035832658
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08855148 0.3448003 -0.5265851 0.4484215
#> lag1_var2 2.94656893 1.0545983 1.6231644 4.5780353
#> lag1_var3 3.66093098 1.3923647 1.9448287 5.8444261
#> lag1_var4 -3.65054578 1.2920961 -5.7093963 -2.0855407
#> const 3.51269551 2.3719431 -0.4112782 6.3801446
#> exo1 -0.17698265 0.4155242 -0.7980242 0.3380046
#> exo2 0.62579099 0.7486297 -0.4151062 1.6200180
#> exo3 0.03476611 0.5954908 -0.6758986 0.9363384
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10195549 0.3577319 -0.6826264 0.3270989
#> lag1_var2 -0.03161217 0.9558141 -1.4277054 1.1501894
#> lag1_var3 0.36044521 1.2734748 -1.5939315 1.9352916
#> lag1_var4 0.64686836 1.1983645 -0.8507859 2.5017711
#> const 0.77976449 2.1299561 -1.4134791 4.0766346
#> exo1 0.17850951 0.3362334 -0.2847542 0.6305013
#> exo2 -0.71626187 0.9031281 -2.1220599 0.4224475
#> exo3 -0.02429676 0.7112424 -1.1060348 0.7048207
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.187525732 0.2120028 -0.4223571 0.1656766
#> lag1_var2 1.643522648 0.7819358 0.4972774 2.5708749
#> lag1_var3 2.371248618 1.2124960 0.6028466 3.8225059
#> lag1_var4 -1.335297757 1.1712931 -2.7057175 0.3644558
#> const 2.389173888 2.0022662 -0.2445908 5.1719844
#> exo1 0.049161370 0.2067751 -0.2291477 0.3564900
#> exo2 -0.318494125 0.5077390 -1.1312658 0.3119868
#> exo3 0.006649778 0.3771733 -0.6347908 0.3300098
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003311927 6.506273e-05 0.0002229752 0.000398
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003088122 0.0006619488 -0.001006321 0.0006358776
#> Sigma[2,2] 0.0213152950 0.0063843852 0.014177277 0.0299326675
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.322583e-05 0.0005351999 -0.001039063 0.0004115662
#> Sigma[3,2] -8.912808e-03 0.0036045018 -0.013543778 -0.0042588825
#> Sigma[3,3] 1.364190e-02 0.0040152913 0.008253205 0.0186143464
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001567439 0.0002817534 -0.0006577372 0.0001335717
#> Sigma[4,2] 0.0002034470 0.0029361596 -0.0031915878 0.0046321898
#> Sigma[4,3] 0.0102919283 0.0033249331 0.0058607528 0.0149296535
#> Sigma[4,4] 0.0113923737 0.0033297570 0.0065155233 0.0157302628
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97437302 0.006110308 0.967872949 0.98432893
#> lag1_var2 0.07911688 0.011932710 0.058664842 0.09120918
#> lag1_var3 0.15454943 0.035327261 0.100266260 0.19319422
#> lag1_var4 -0.15121113 0.032281276 -0.187055067 -0.10304512
#> const 0.33949902 0.095765546 0.233453823 0.49897353
#> exo1 0.01877263 0.010844936 0.003022162 0.03232465
#> exo2 -0.05965503 0.020954164 -0.086596557 -0.02980999
#> exo3 -0.03205105 0.029891546 -0.072943126 0.01410411
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.228608841 0.07250947 0.12242539 0.3222940
#> lag1_var2 0.009731517 0.10461918 -0.14070228 0.1208386
#> lag1_var3 -0.533041487 0.22368226 -0.79635225 -0.2175001
#> lag1_var4 0.577645295 0.21031741 0.28522004 0.8224255
#> const 0.956298348 1.15002275 -0.07174294 3.0019073
#> exo1 -0.024490946 0.13686644 -0.23106084 0.1350724
#> exo2 2.258014035 0.16565959 2.03560388 2.4834758
#> exo3 0.992826556 0.18351707 0.77901953 1.2596782
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.131611265 0.0574369 -0.21662192 -0.06947304
#> lag1_var2 0.337678778 0.1493214 0.18237736 0.57713780
#> lag1_var3 0.970237703 0.3687873 0.55663398 1.53000500
#> lag1_var4 -0.003339935 0.3524790 -0.53557282 0.39990176
#> const 0.696788524 1.1833555 -0.72127390 2.42328488
#> exo1 0.059172933 0.1109492 -0.05999255 0.23211489
#> exo2 -1.126948370 0.1101008 -1.23587834 -0.94965967
#> exo3 -0.296314170 0.1295558 -0.50284668 -0.14744178
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12429335 0.02700172 -0.17096221 -0.1008000
#> lag1_var2 0.32506620 0.09447608 0.22422052 0.4661618
#> lag1_var3 0.64875330 0.24096083 0.36467967 0.9912961
#> lag1_var4 0.39227386 0.22508520 0.06374905 0.6374110
#> const 0.55091354 0.86469934 -0.29951477 1.9943160
#> exo1 0.06421781 0.11986499 -0.06733412 0.2437505
#> exo2 -0.24827099 0.09568502 -0.37304330 -0.1282134
#> exo3 0.06246701 0.12380216 -0.09971406 0.2387390
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001126326 0.0027948 0.0001880632 0.00517046
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01510962 0.02798174 -0.05588235 -0.005132418
#> Sigma[2,2] 0.49408400 0.26793443 0.31777710 0.913350279
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01959422 0.03798738 0.006282484 0.07555874
#> Sigma[3,2] -0.53172819 0.36882791 -1.093731139 -0.30999273
#> Sigma[3,3] 0.71101342 0.49304174 0.416095340 1.48930789
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01040763 0.02142685 0.002206203 0.04223006
#> Sigma[4,2] -0.21970058 0.21585998 -0.555342185 -0.08539153
#> Sigma[4,3] 0.38227383 0.27791256 0.187225143 0.82798333
#> Sigma[4,4] 0.25153706 0.15051056 0.138091871 0.49669290
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99578877 0.02023716 0.963882380 1.01632552
#> lag1_var2 0.02239041 0.09298490 -0.068588862 0.17755906
#> lag1_var3 0.03818874 0.15806437 -0.107827883 0.30274532
#> lag1_var4 -0.03954758 0.15312011 -0.296839735 0.09837698
#> const 0.24852263 0.29483274 0.034036669 0.74023971
#> exo1 -0.02724825 0.01319623 -0.046212221 -0.01182480
#> exo2 -0.03565248 0.01688591 -0.056760345 -0.01167106
#> exo3 0.02373624 0.02149928 -0.007213447 0.04819981
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15407994 0.3711118 -0.6408617 0.4224997
#> lag1_var2 0.59266420 0.7614596 -0.4262429 1.6910657
#> lag1_var3 -0.47658722 1.2513522 -2.1994627 1.3738171
#> lag1_var4 0.52460311 1.1886119 -1.2415750 2.1250576
#> const 1.06546222 5.3218479 -7.0269133 7.8532909
#> exo1 0.05393453 0.5804709 -0.6406096 0.8304274
#> exo2 0.10499311 0.6303323 -0.5970607 1.1026858
#> exo3 -0.85476633 0.5300274 -1.6019183 -0.1646040
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.65471695 0.3802876 0.04863588 1.1078770
#> lag1_var2 -0.29636695 1.1851249 -1.89231476 1.3519871
#> lag1_var3 0.68171010 1.9628213 -1.89727143 3.5079319
#> lag1_var4 0.09186944 1.8723073 -2.65572530 2.5188374
#> const -0.79635566 6.9581849 -10.05011194 10.0828054
#> exo1 -0.18178959 0.7625297 -1.18511334 0.7997633
#> exo2 -0.42130082 0.9073267 -1.90426171 0.5601686
#> exo3 0.97711510 0.6377504 0.13659420 1.8899601
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5810936 0.3178254 0.1740736 1.0788951
#> lag1_var2 -0.3636094 0.8457310 -1.3485108 0.9727502
#> lag1_var3 -0.3066094 1.3699129 -1.8361379 1.8983087
#> lag1_var4 1.1166687 1.2873616 -0.9726297 2.5294225
#> const -1.0315489 4.8020493 -7.9113809 5.5769762
#> exo1 -0.1465899 0.4229610 -0.6551062 0.4075659
#> exo2 -0.3605131 0.5557656 -1.2181476 0.2852707
#> exo3 0.3915346 0.3498178 -0.1082834 0.8554188
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007389268 0.0001867632 0.0005019885 0.001016458
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001534478 0.001372682 -1.739615e-05 0.003413909
#> Sigma[2,2] 0.066891850 0.012616497 4.857167e-02 0.083203224
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01077161 0.005484503 0.004872455 0.01901371
#> Sigma[3,2] -0.01647310 0.034139087 -0.058677798 0.03076697
#> Sigma[3,3] 0.68133716 0.200087287 0.435747500 0.98927342
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01253619 0.005801451 0.006158858 0.02133384
#> Sigma[4,2] 0.02909933 0.039806661 -0.015769882 0.08873940
#> Sigma[4,3] 0.70503785 0.213699224 0.435061536 1.01361647
#> Sigma[4,4] 0.76199018 0.230732755 0.467325140 1.06436573
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992573780 0.01686208 0.96579973 1.00994003
#> lag1_var2 -0.004582713 0.09029366 -0.14401292 0.10494223
#> lag1_var3 -0.007598041 0.14484124 -0.24066797 0.15458755
#> lag1_var4 0.006928036 0.13885228 -0.14633615 0.23137881
#> const 0.256623058 0.19309678 -0.05280844 0.47801373
#> exo1 0.047461815 0.02716406 0.01506293 0.08884947
#> exo2 -0.062466764 0.02471443 -0.09647225 -0.03014408
#> exo3 -0.002579624 0.02349389 -0.03544764 0.02187313
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4365007 0.2029696 0.1701125 0.68908963
#> lag1_var2 -0.1522958 0.7009287 -1.1045241 0.49276851
#> lag1_var3 -0.8382358 1.0041538 -2.2179880 0.09492682
#> lag1_var4 0.7115582 0.9542509 -0.1714879 2.02171731
#> const -0.5896536 2.4918650 -3.8237681 3.01576799
#> exo1 -0.1218599 0.2848701 -0.4472009 0.25728516
#> exo2 0.4485203 0.3324162 -0.1277529 0.79290189
#> exo3 -1.1288730 0.2577361 -1.5469037 -0.84190875
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.134315257 0.7095377 0.03150303 1.9721949
#> lag1_var2 -5.543426828 3.8569211 -9.18485660 -0.1570105
#> lag1_var3 -8.117095873 6.2334167 -14.06089492 0.1196867
#> lag1_var4 8.766941069 5.9819606 0.90617322 14.4976474
#> const -6.016544972 7.2502994 -17.80396921 2.2885661
#> exo1 0.216629003 0.6906721 -0.69349204 1.1840482
#> exo2 -3.680080015 0.9542767 -4.70977626 -2.2101967
#> exo3 -0.001626818 0.6103231 -0.80865314 0.7270801
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4543037 0.8795806 0.1035139 2.5303050
#> lag1_var2 -6.1957596 4.4870279 -10.3435465 0.1355948
#> lag1_var3 -9.5072538 7.1833468 -16.0539042 0.1332660
#> lag1_var4 10.0782001 6.8872812 0.8832966 16.3814315
#> const -7.5079682 8.0747792 -19.9053167 2.8316967
#> exo1 0.1630191 0.6683110 -0.7734566 1.0063813
#> exo2 -3.4660444 1.0025594 -4.4263083 -1.8169173
#> exo3 -0.7503444 0.7607305 -1.6569420 0.2333112
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003613983 9.243021e-05 0.000267169 0.0004973098
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009647656 0.001621107 -0.002980417 0.001264992
#> Sigma[2,2] 0.4762466865 0.105094802 0.362498221 0.638597620
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003383292 0.001147067 -0.001873446 0.001518098
#> Sigma[3,2] -0.1697512254 0.047229663 -0.242741379 -0.116812842
#> Sigma[3,3] 0.1866092227 0.030950621 0.149395495 0.230254273
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008954939 0.001116465 -0.002700939 6.249863e-05
#> Sigma[4,2] 0.0759158005 0.052272389 0.012052004 1.603842e-01
#> Sigma[4,3] 0.1016418470 0.025033545 0.068010017 1.349702e-01
#> Sigma[4,4] 0.1436310379 0.026797184 0.106450877 1.753704e-01
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974012592 0.01058055 0.962865191 0.98993216
#> lag1_var2 0.052566121 0.05922549 -0.010274002 0.14869308
#> lag1_var3 0.098972364 0.11095597 -0.023590807 0.27781666
#> lag1_var4 -0.089683306 0.11266086 -0.271954305 0.03468558
#> const 0.244624234 0.14322181 0.052589686 0.45217325
#> exo1 -0.006501288 0.02115183 -0.030212785 0.02589430
#> exo2 -0.051867247 0.02040345 -0.076293608 -0.02299225
#> exo3 0.022128922 0.01840464 -0.006724716 0.04580936
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6920914 0.7135245 -0.30169819 1.6640558
#> lag1_var2 0.9907063 1.6504052 -1.14720437 3.3731879
#> lag1_var3 0.2683806 3.1372208 -3.71147690 4.8256327
#> lag1_var4 -0.5330475 2.9752050 -5.02128535 3.1718048
#> const -4.2658355 6.9145204 -15.58528803 3.4360512
#> exo1 -0.5318942 0.6582270 -1.41438135 0.1738399
#> exo2 0.7505212 0.5113150 -0.03054432 1.4124473
#> exo3 0.8601548 0.8491020 -0.21980314 2.0579316
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44546641 0.3791681 0.01806007 1.0118710
#> lag1_var2 -0.35570067 1.1553644 -2.08786803 1.1088543
#> lag1_var3 0.12398523 2.2466415 -3.23502794 2.9124986
#> lag1_var4 0.56112548 2.1839036 -2.24411963 3.7448246
#> const 4.12363836 3.9549361 -0.71076122 10.5771746
#> exo1 0.09905511 0.4251518 -0.40465592 0.7524186
#> exo2 -0.33014259 0.5437890 -1.15656626 0.3161467
#> exo3 0.45390984 0.5772554 -0.37054769 1.2331962
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81534821 0.2106571 0.5209712 1.0572281
#> lag1_var2 -0.09116588 0.6594824 -1.2014119 0.6542138
#> lag1_var3 -0.21395379 1.2797245 -2.3260978 1.2820737
#> lag1_var4 0.76687235 1.2950373 -0.7556694 2.8841693
#> const 1.36607728 2.3067727 -2.2125880 4.0488599
#> exo1 -0.17806001 0.4484336 -0.7257651 0.4944818
#> exo2 0.05526583 0.4270950 -0.4850982 0.6554920
#> exo3 0.95644714 0.4008139 0.3213412 1.3542877
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001196389 0.0002483755 0.0008121431 0.001511623
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01259896 0.004345633 -0.01895607 -0.006932937
#> Sigma[2,2] 0.49443051 0.083075651 0.38538920 0.606564295
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01099648 0.005018662 0.003632211 0.0177504
#> Sigma[3,2] -0.18637280 0.060603426 -0.261520119 -0.1040343
#> Sigma[3,3] 0.68511153 0.178047443 0.428684031 0.9227340
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003035335 0.005198876 -0.005169992 0.008359248
#> Sigma[4,2] 0.148621190 0.079396975 0.055224546 0.253213540
#> Sigma[4,3] 0.602485098 0.177022652 0.354268966 0.830557543
#> Sigma[4,4] 0.750548483 0.177353829 0.507492504 1.005159171
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01241991 0.01781550 0.984136683 1.03284325
#> lag1_var2 -0.05267209 0.05525743 -0.122676194 0.02759240
#> lag1_var3 -0.09176335 0.08649837 -0.204999692 0.03525586
#> lag1_var4 0.08442277 0.07970494 -0.033025243 0.19031506
#> const 0.19340607 0.28125793 -0.091086038 0.66563847
#> exo1 0.03579044 0.03374025 -0.002995164 0.08307626
#> exo2 -0.23754034 0.02033529 -0.268776173 -0.21291151
#> exo3 0.02900256 0.05821016 -0.037630648 0.11830744
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02052382 0.3812649 -0.4130644 0.5723824
#> lag1_var2 0.90033154 1.2194067 -0.6332796 2.8248303
#> lag1_var3 0.40505736 1.9448190 -2.0843950 3.4441741
#> lag1_var4 -0.35098602 1.8365482 -3.2287495 2.0221439
#> const -0.91770234 2.7119300 -4.7744027 2.2444484
#> exo1 -0.24811820 0.7400218 -1.0638245 0.9867047
#> exo2 7.85357244 1.1896405 6.5544708 9.6887306
#> exo3 -1.42543573 1.2996475 -3.1635214 0.2263934
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4711435 0.2249247 1.2059219 1.78189520
#> lag1_var2 -1.2265585 0.7471209 -2.3177610 -0.21524137
#> lag1_var3 -1.1711792 1.2406469 -2.9918028 0.57693118
#> lag1_var4 1.5983094 1.1911985 -0.1271606 3.32855678
#> const 0.5440289 3.4682762 -4.3068956 5.23899117
#> exo1 1.1156923 0.7976034 -0.0619058 2.23394529
#> exo2 -6.4346063 1.1590899 -7.5433583 -4.47175398
#> exo3 -1.9961082 1.3168853 -3.4012189 0.04634988
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.552244 0.3767649 1.0660662 2.08206460
#> lag1_var2 -1.183409 1.1871430 -2.8305483 0.36942891
#> lag1_var3 -1.743783 1.9520919 -4.4569473 0.80636110
#> lag1_var4 2.188345 1.8257134 -0.1505972 4.79486195
#> const -1.191548 3.9271305 -7.0213088 3.99270939
#> exo1 1.003004 0.9908145 -0.6039527 2.02255388
#> exo2 -1.314959 0.9209415 -2.4188345 0.07197291
#> exo3 -3.309873 1.3615783 -5.3967919 -1.65377529
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007267155 0.0001851669 0.0005384755 0.001036846
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003208311 0.001993188 -0.006287337 -0.001422082
#> Sigma[2,2] 0.115092162 0.021353117 0.089985255 0.149431976
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01202515 0.00609160 0.004381095 0.02065859
#> Sigma[3,2] -0.20379239 0.05363608 -0.277617966 -0.13693262
#> Sigma[3,3] 1.36369534 0.29393854 0.985470175 1.78676392
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01033914 0.005457687 0.003682878 0.01805396
#> Sigma[4,2] -0.12620427 0.046934830 -0.190975376 -0.06920160
#> Sigma[4,3] 1.27582985 0.306301537 0.916013369 1.75017840
#> Sigma[4,4] 1.24336329 0.321203870 0.900260011 1.75770229
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96803416 0.01598384 0.95258092 0.99484577
#> lag1_var2 0.08979639 0.06175692 0.01098287 0.17031657
#> lag1_var3 0.12574433 0.08175413 0.02393925 0.24162809
#> lag1_var4 -0.11878487 0.07708336 -0.22866703 -0.02350765
#> const 0.35656730 0.18590723 0.14059885 0.64688120
#> exo1 0.03219612 0.03509486 -0.01589982 0.08129272
#> exo2 -0.15735718 0.02694991 -0.18600336 -0.11368295
#> exo3 0.09424572 0.03668762 0.03376071 0.12779204
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11368691 0.1613651 -0.09936228 0.3208122
#> lag1_var2 0.62494749 0.6011535 0.02860971 1.6089719
#> lag1_var3 0.04139175 0.8355878 -0.88297362 1.3097209
#> lag1_var4 -0.07863122 0.7921539 -1.27801647 0.8042367
#> const 1.44051096 2.5952692 -1.55564824 5.4939956
#> exo1 0.20006247 0.3194089 -0.31574663 0.6082919
#> exo2 3.39704012 0.3520841 2.95338278 3.8754443
#> exo3 -0.90377403 0.5204817 -1.66910005 -0.2675277
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.006299767 0.8913756 -1.0568855 1.325385
#> lag1_var2 -0.598763851 2.7575428 -4.9142800 3.008851
#> lag1_var3 -1.054831746 3.6372485 -7.0635228 3.246589
#> lag1_var4 1.958063277 3.4382438 -2.0584124 7.654008
#> const 3.625404687 10.2200240 -8.7021225 19.487712
#> exo1 -0.020060285 1.3534239 -1.6493810 2.043421
#> exo2 -9.186540849 1.4298902 -10.9818425 -7.210989
#> exo3 0.841174126 1.0561912 -0.5035953 2.135361
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05591633 0.8352499 -0.9393521 1.341754
#> lag1_var2 -0.50728288 2.6698715 -4.5974178 2.900730
#> lag1_var3 -1.57739959 3.4959768 -7.2642039 2.449106
#> lag1_var4 2.47373322 3.3086886 -1.2894623 7.866922
#> const 3.89373395 10.0153299 -8.5286754 19.409959
#> exo1 0.12363454 1.3070747 -1.3050616 2.188455
#> exo2 -7.07901068 1.3664565 -8.7326204 -5.033867
#> exo3 0.23585172 0.8777131 -0.9389378 1.198597
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003541099 0.0001275491 0.0001966393 0.0005308455
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001640366 0.0005881179 -0.00237948 -0.0009537773
#> Sigma[2,2] 0.047231480 0.0109626237 0.03646499 0.0626959882
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006690735 0.001858087 -0.001701649 0.003512533
#> Sigma[3,2] -0.0175473390 0.018114038 -0.042909789 0.008148604
#> Sigma[3,3] 0.3661070136 0.060172385 0.259561703 0.424163154
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003099819 0.001953763 -0.00282737 0.002424209
#> Sigma[4,2] 0.0113397739 0.022549941 -0.01625101 0.047458578
#> Sigma[4,3] 0.3662927980 0.059190250 0.26076871 0.415910621
#> Sigma[4,4] 0.3845558901 0.061158061 0.28125947 0.432890501
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.017054714 0.01077082 1.00518587 1.033900496
#> lag1_var2 -0.075137703 0.06318278 -0.16339183 0.003917390
#> lag1_var3 -0.127826921 0.11203789 -0.28886505 0.007668084
#> lag1_var4 0.121397141 0.10834909 -0.01066533 0.276282760
#> const -0.011938395 0.13994394 -0.19742448 0.182363386
#> exo1 -0.004918629 0.01394320 -0.02308075 0.015750873
#> exo2 -0.158086882 0.02661379 -0.19743526 -0.126132348
#> exo3 -0.015800610 0.01289708 -0.03253887 -0.002122841
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2465294 0.05107566 -0.31129091 -0.1641963
#> lag1_var2 1.0484276 0.46313390 0.53687904 1.8176611
#> lag1_var3 0.4547433 0.92481487 -0.59919880 1.9492336
#> lag1_var4 -0.3609468 0.89484186 -1.81112242 0.6614780
#> const 1.3872986 1.87527348 -0.93582109 4.1903576
#> exo1 0.3466560 0.21651577 0.02759797 0.6038245
#> exo2 0.4092588 0.27323910 0.03046603 0.7670610
#> exo3 1.2970087 0.28074035 0.99269182 1.7708179
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9445204 0.2518587 0.6093294 1.2915178
#> lag1_var2 4.8486346 2.5592595 2.1982087 8.9836943
#> lag1_var3 6.8324991 4.4981665 2.0419818 14.2441254
#> lag1_var4 -6.3641891 4.3867160 -13.5649515 -1.6926446
#> const 3.5973762 3.6056006 -0.4996802 9.0627469
#> exo1 -0.1312184 0.5245201 -0.9418852 0.4172139
#> exo2 -4.3524174 0.5276340 -5.0628905 -3.6845672
#> exo3 -2.1096256 0.9299338 -3.1877473 -0.6596999
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8138438 0.2530488 0.4841621 1.16806464
#> lag1_var2 5.3645301 2.5497645 2.8999146 9.44888180
#> lag1_var3 6.8543557 4.4155792 2.4651765 14.06758588
#> lag1_var4 -6.3283985 4.3202519 -13.3516895 -2.03484500
#> const 3.7997318 3.7600713 -1.0803254 9.26076500
#> exo1 0.0830679 0.5637303 -0.7836009 0.68966048
#> exo2 -4.2141365 0.5964183 -4.9127213 -3.41436558
#> exo3 -1.3998821 0.9639897 -2.5080530 0.06647845
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002321308 0.0007260667 0.001484963 0.003445788
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004738762 0.001549810 -0.007030593 -0.002996169
#> Sigma[2,2] 0.022593754 0.005022983 0.016523884 0.029895507
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003091393 0.001145085 -0.002126955 0.0008602614
#> Sigma[3,2] -0.0012590944 0.004694485 -0.008276074 0.0043710302
#> Sigma[3,3] 0.0230170990 0.004447194 0.018917999 0.0306734466
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002693162 0.001550555 -0.005090867 -0.000909977
#> Sigma[4,2] 0.010404447 0.006398775 0.002223837 0.019157145
#> Sigma[4,3] 0.022964092 0.004731182 0.018969095 0.031401083
#> Sigma[4,4] 0.029056996 0.007152984 0.023209009 0.041985989
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95697809 0.06476773 0.86797236 1.04445415
#> lag1_var2 -0.05377808 0.10334406 -0.20588297 0.08004906
#> lag1_var3 -0.06145478 0.26692371 -0.44959636 0.26325959
#> lag1_var4 0.07441311 0.24744173 -0.22216037 0.43657246
#> const 0.47084956 0.45543226 -0.09818489 1.03786283
#> exo1 -0.04200433 0.04359259 -0.11134471 0.01142565
#> exo2 -0.10332418 0.05651130 -0.17944047 -0.02532566
#> exo3 -0.02906752 0.05176264 -0.09411110 0.04133149
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12663595 0.1387867 -0.05701247 0.31082804
#> lag1_var2 0.68356238 0.3174067 0.34294438 1.21541038
#> lag1_var3 0.08217078 0.6917594 -0.69432268 1.22202307
#> lag1_var4 -0.12234109 0.6676402 -1.22617357 0.61939387
#> const -0.08513323 1.2946030 -1.60792895 2.03624596
#> exo1 -0.11404323 0.1325955 -0.30843286 0.05180889
#> exo2 0.37124530 0.1196616 0.19823462 0.51782998
#> exo3 0.26977601 0.1410870 0.05659949 0.46088429
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25925413 0.1688057 0.07540285 0.50502270
#> lag1_var2 -0.50520149 0.2922404 -0.92373168 -0.12866742
#> lag1_var3 -0.56987588 0.6470671 -1.60938343 0.07585528
#> lag1_var4 1.47671613 0.5874712 0.88702697 2.41975252
#> const -2.08976617 1.2684726 -3.99076555 -0.51713450
#> exo1 0.06738031 0.2035188 -0.22449111 0.33536679
#> exo2 -0.44005867 0.1732186 -0.62341723 -0.13907873
#> exo3 0.35597842 0.1539673 0.13959938 0.55221971
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3206571 0.1785377 0.09660523 0.60021495
#> lag1_var2 -0.4021156 0.3517025 -0.92768677 0.06871938
#> lag1_var3 -1.0087661 0.6893497 -2.15887810 -0.24077356
#> lag1_var4 1.9104022 0.6427092 1.14149081 2.95953780
#> const -2.8323458 1.2616330 -4.52742124 -1.19511142
#> exo1 0.0113078 0.2512649 -0.34511781 0.33498196
#> exo2 -0.2562572 0.1706885 -0.48333681 0.01352327
#> exo3 0.5159487 0.1518343 0.31810252 0.69921178
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003305285 9.798014e-05 0.0002283371 0.0004909198
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691456 0.005113958 -0.02462593 -0.01069587
#> Sigma[2,2] 2.58277266 0.530771128 1.92380054 3.32020418
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00863706 0.003369939 0.005195907 0.01372262
#> Sigma[3,2] -1.41979830 0.323029115 -1.870394862 -1.00920556
#> Sigma[3,3] 0.88307763 0.216592041 0.610140738 1.19124254
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009220169 0.001546933 -0.003334413 0.0007667161
#> Sigma[4,2] 0.0234523545 0.098815302 -0.115888012 0.1564431919
#> Sigma[4,3] 0.1031179942 0.060145486 0.028315687 0.1949876268
#> Sigma[4,4] 0.1326491714 0.020371046 0.099119851 0.1567275460
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992365454 0.01730750 0.970645156 1.01907147
#> lag1_var2 -0.005088907 0.03081563 -0.053880361 0.03064398
#> lag1_var3 -0.009558094 0.05538680 -0.096772808 0.05594059
#> lag1_var4 0.010195943 0.04884996 -0.048549043 0.08675883
#> const 0.203119552 0.13605622 0.052031940 0.41464802
#> exo1 0.006117425 0.02241073 -0.025349008 0.03671499
#> exo2 -0.051174309 0.02281063 -0.083344517 -0.02352845
#> exo3 0.023252069 0.01673193 -0.001608972 0.04253939
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2971859 1.037782 -1.7095292 1.039180
#> lag1_var2 1.2086697 2.262604 -1.6471190 4.309493
#> lag1_var3 0.4801323 4.097173 -4.6744773 6.087911
#> lag1_var4 -0.4990163 3.714995 -5.5711705 4.236964
#> const 9.3501412 14.517945 -8.1986312 28.198710
#> exo1 -0.8645520 1.516268 -2.7619334 1.239038
#> exo2 -0.4306667 2.234069 -3.4672204 2.536668
#> exo3 0.8753994 1.294165 -0.7373815 2.737000
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5932099 0.7855676 -0.2326209 1.674960
#> lag1_var2 -0.7511329 1.6501649 -3.1650119 1.149351
#> lag1_var3 -0.3509434 2.9889908 -4.7050096 3.074543
#> lag1_var4 1.1489615 2.6784460 -1.9145821 5.056511
#> const -4.3398447 8.4640126 -16.0614794 6.223122
#> exo1 0.5383599 0.8876770 -0.7486937 1.465234
#> exo2 -0.1328547 1.3424008 -1.9588701 1.706777
#> exo3 0.6372883 0.7697656 -0.4832163 1.630598
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4527687 0.3509751 -0.01502633 0.93054586
#> lag1_var2 -0.5784834 0.7221959 -1.50486007 0.44038341
#> lag1_var3 -0.9790876 1.3038985 -2.65538182 0.86399905
#> lag1_var4 1.7667707 1.1574854 0.12767152 3.25455358
#> const 0.1979855 1.7538880 -2.14637961 2.65851539
#> exo1 0.1040799 0.2774528 -0.24722270 0.44806673
#> exo2 -0.3927993 0.3200183 -0.76841331 0.05315672
#> exo3 1.1876238 0.2916103 0.81653742 1.58860744
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007082428 0.000147564 0.0005023725 0.0009164487
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01253942 0.004151293 -0.0185538 -0.007455478
#> Sigma[2,2] 1.14391407 0.201052350 0.8666103 1.452016217
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01114043 0.004946765 0.004593589 0.01783587
#> Sigma[3,2] -0.65357318 0.156767663 -0.830729754 -0.42094762
#> Sigma[3,3] 0.84031341 0.254539411 0.505771300 1.20664473
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007060765 0.004615035 0.00105234 0.01312257
#> Sigma[4,2] -0.196513824 0.162436755 -0.47140744 -0.01985069
#> Sigma[4,3] 0.669574501 0.242603959 0.38927041 1.02077910
#> Sigma[4,4] 0.701880950 0.226691268 0.45531005 1.03394755
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94638956 0.01040703 0.93060067 0.956530077
#> lag1_var2 0.05629180 0.01255994 0.04422055 0.075517347
#> lag1_var3 0.12722211 0.02977523 0.09652322 0.173072398
#> lag1_var4 -0.10709103 0.02578314 -0.14659486 -0.080773319
#> const 0.48236335 0.18459447 0.25626801 0.743702931
#> exo1 -0.03266172 0.02135342 -0.06732799 -0.009724577
#> exo2 -0.01635095 0.02305277 -0.04072063 0.019010695
#> exo3 0.03511845 0.01271500 0.01733725 0.052021223
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7973653 0.6693320 0.03276621 1.71622139
#> lag1_var2 -0.4546895 0.8311307 -1.87565241 0.31455961
#> lag1_var3 -3.1900989 1.8642842 -6.41194395 -1.64947124
#> lag1_var4 2.8821477 1.6077792 1.56530425 5.65312184
#> const -6.3830892 12.0351794 -23.80855276 8.07485638
#> exo1 0.8497515 0.9882483 -0.12857035 2.47680825
#> exo2 1.0463722 0.9864814 -0.72191519 1.88877041
#> exo3 -1.4836278 1.1073922 -2.70024743 0.05175829
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9254972 0.5753689 -1.8191167 -0.29856771
#> lag1_var2 1.3359015 0.4621549 0.9167723 2.12534166
#> lag1_var3 4.0679553 1.0897866 2.9136931 5.86499984
#> lag1_var4 -2.7185526 0.9480419 -4.2781287 -1.71983942
#> const 8.3008793 10.2833313 -3.5608960 24.88218809
#> exo1 -1.3262084 0.8228150 -2.1890137 -0.04937628
#> exo2 0.3699918 0.6653805 -0.5153993 1.23480777
#> exo3 2.5347331 0.7976738 1.4659543 3.56696290
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8549775 0.4294982 -1.4923928 -0.31551371
#> lag1_var2 1.2498115 0.2811029 0.7856365 1.60337613
#> lag1_var3 2.9535806 0.7328042 1.6923500 3.77091359
#> lag1_var4 -1.5880836 0.6515355 -2.2935446 -0.45506499
#> const 6.0835772 8.8063473 -6.5255113 17.63854136
#> exo1 -1.0694928 0.7947344 -2.0600945 0.02803307
#> exo2 1.0069864 0.7244791 0.0589924 2.08931861
#> exo3 2.2056617 0.6727037 1.3471964 3.21078881
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005898251 0.0001519341 0.0004220432 0.0008291331
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006836932 0.0002466677 0.0004074284 0.001059341
#> Sigma[2,2] 0.0064919813 0.0013684798 0.0047173491 0.008453428
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001543635 0.0007923502 -0.002645715 -0.0003793454
#> Sigma[3,2] -0.010962973 0.0019034779 -0.013171175 -0.0083132223
#> Sigma[3,3] 0.063206473 0.0130920725 0.047715681 0.0822703702
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009152207 0.0007281749 -0.001858261 9.084762e-05
#> Sigma[4,2] -0.0062007546 0.0018527764 -0.008224411 -3.660263e-03
#> Sigma[4,3] 0.0557148394 0.0129973992 0.041867928 7.500831e-02
#> Sigma[4,4] 0.0519582638 0.0125348194 0.039781531 7.029485e-02
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963430728 0.03555155 0.909837656 1.00690027
#> lag1_var2 0.062816478 0.06899859 -0.053947280 0.11954864
#> lag1_var3 0.006340382 0.07191543 -0.119218887 0.05993696
#> lag1_var4 -0.001664988 0.07006959 -0.061449549 0.11668709
#> const 0.277082984 0.14838190 0.076319070 0.44194817
#> exo1 0.014789786 0.01222295 -0.001773504 0.03252293
#> exo2 -0.038469069 0.01403210 -0.055555750 -0.01845721
#> exo3 -0.008458915 0.02185867 -0.036753955 0.02485184
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17483826 0.08974774 -0.30195777 -0.06238742
#> lag1_var2 0.17564708 0.12516971 -0.03765049 0.28411155
#> lag1_var3 -0.67142448 0.13955055 -0.89349979 -0.55843932
#> lag1_var4 0.73168971 0.13620059 0.61960546 0.94087589
#> const 0.09608882 0.57897347 -0.85219805 0.71798960
#> exo1 -0.03890942 0.08188267 -0.17241591 0.05350843
#> exo2 0.17249148 0.06806663 0.08336516 0.27825417
#> exo3 0.16882694 0.09394886 0.08241555 0.32395265
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75115112 0.2604714 0.46915221 1.13880584
#> lag1_var2 0.26418955 0.8225087 -0.45108311 1.64711422
#> lag1_var3 0.87817386 1.0892684 -0.06159278 2.70385859
#> lag1_var4 -0.12507477 1.0732266 -1.88133939 0.85577179
#> const 1.43645309 2.3568157 -2.11760881 4.48292678
#> exo1 -0.08981938 0.1943382 -0.32195571 0.21670109
#> exo2 -1.61226683 0.2222681 -1.93683017 -1.35764161
#> exo3 -0.23604653 0.2748738 -0.62850767 0.09985042
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5963205 0.2210978 0.3587803 0.9375058
#> lag1_var2 0.2320127 0.7297215 -0.4838489 1.3456782
#> lag1_var3 0.1341631 0.9613440 -0.8890884 1.5745961
#> lag1_var4 0.6798594 0.9569463 -0.7398894 1.7316694
#> const 0.9033107 2.1201000 -2.1888627 3.8838961
#> exo1 -0.1251589 0.1534761 -0.2944175 0.1075438
#> exo2 -1.5289086 0.2276224 -1.8642306 -1.2754717
#> exo3 -0.1230006 0.2540938 -0.5193016 0.1856373
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003767998 8.211077e-05 0.0002639202 0.0004731225
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01024426 0.003772398 -0.01528682 -0.006168207
#> Sigma[2,2] 0.83170387 0.184419564 0.58064590 1.069264346
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01067414 0.003642525 0.007064781 0.01562638
#> Sigma[3,2] -0.67959105 0.181358551 -0.933246685 -0.45256119
#> Sigma[3,3] 0.80501703 0.251178004 0.559816861 1.21234871
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004880433 0.001744744 0.003196775 0.007544947
#> Sigma[4,2] -0.190801232 0.108135763 -0.360095722 -0.094922120
#> Sigma[4,3] 0.422442528 0.168423460 0.279330516 0.718978607
#> Sigma[4,4] 0.328787861 0.117686862 0.230529088 0.536721415
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9905699325 0.01090714 0.977852186 1.00886600
#> lag1_var2 0.0676901970 0.03756512 0.003349598 0.11002903
#> lag1_var3 0.1168571048 0.06337322 0.007509195 0.18720292
#> lag1_var4 -0.1175575263 0.05988148 -0.184948252 -0.01510229
#> const 0.3202447174 0.15038828 0.153980732 0.53818279
#> exo1 0.0004241399 0.01953434 -0.023348695 0.03046786
#> exo2 -0.1113329936 0.02372323 -0.139868243 -0.07330646
#> exo3 0.0155741559 0.01718283 -0.005309003 0.03597659
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2117523 0.3817067 0.6146505 1.6756019
#> lag1_var2 -5.6163971 1.4370439 -7.2985106 -3.3867357
#> lag1_var3 -10.9375305 2.4198442 -13.7826073 -7.1808797
#> lag1_var4 10.5066858 2.2854298 7.0484615 13.2552667
#> const -5.0491991 4.8961849 -10.4036193 2.8283496
#> exo1 -1.0861981 1.1261711 -2.3325663 0.6828335
#> exo2 0.6979186 0.9758893 -0.6897234 1.8713831
#> exo3 0.2168319 0.8888849 -0.9526143 1.5496887
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1903013 0.5401090 -0.8343725 0.4962258
#> lag1_var2 3.6819247 1.2102920 1.5806089 4.9676321
#> lag1_var3 7.1611262 2.0373743 3.6327273 9.3887908
#> lag1_var4 -6.1097263 1.8691900 -8.1337908 -2.8765449
#> const 1.8787589 5.4243593 -4.9852421 9.7715092
#> exo1 0.9013365 1.1708984 -1.0244931 2.0435319
#> exo2 -2.2677126 0.8129172 -3.5457448 -1.2860544
#> exo3 -0.9796070 1.0473575 -2.1336982 0.6787926
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55026700 0.3995712 0.03753209 0.9920059
#> lag1_var2 -0.08398604 0.8426385 -0.95531973 1.1010234
#> lag1_var3 -0.05073345 1.4069005 -1.50816510 1.9089431
#> lag1_var4 0.85598667 1.2942458 -0.97305010 2.1877637
#> const -2.19500323 4.6379751 -8.66934163 4.0295326
#> exo1 0.26761239 0.6431316 -0.65830809 1.0922287
#> exo2 -1.98077842 0.5122257 -2.79218903 -1.4738861
#> exo3 -0.89893992 0.6977252 -1.48809864 0.3559785
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009000263 0.0003774357 0.0005556731 0.001543946
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01311797 0.004615126 -0.01930025 -0.006118455
#> Sigma[2,2] 1.19568925 0.280459021 0.85464577 1.633275758
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009167558 0.00484253 -0.007005882 0.006243402
#> Sigma[3,2] -0.7809462951 0.31972685 -1.210591765 -0.420350871
#> Sigma[3,3] 1.6114840244 0.44692037 1.016484802 2.274762553
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01047052 0.00370004 -0.01491322 -0.004581753
#> Sigma[4,2] 0.05397309 0.26073735 -0.28233233 0.408774439
#> Sigma[4,3] 1.12841774 0.32981756 0.72933202 1.630055541
#> Sigma[4,4] 1.23220958 0.28696303 0.92450189 1.669540776
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.005660016 0.01606594 0.98391417 1.027521307
#> lag1_var2 0.028558581 0.09022384 -0.07241741 0.167200960
#> lag1_var3 0.041477500 0.12850844 -0.10182252 0.237082040
#> lag1_var4 -0.044512040 0.12461913 -0.23552555 0.093494526
#> const 0.107700556 0.20689337 -0.22242664 0.270877333
#> exo1 0.021700645 0.03087402 -0.02876127 0.058958939
#> exo2 -0.026983952 0.02275900 -0.05707073 0.003036408
#> exo3 0.003437975 0.02100105 -0.02602488 0.028884890
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3387355 0.6155713 -1.2471885 0.5156219
#> lag1_var2 -0.2000136 3.0090438 -4.8622245 3.6110845
#> lag1_var3 -0.7850163 4.2497655 -7.4125203 4.5787587
#> lag1_var4 0.9468471 4.0563496 -4.1146242 7.3001773
#> const 0.4661634 7.5406435 -10.4905451 9.6325332
#> exo1 -0.4729911 1.0045796 -1.7637578 0.7031034
#> exo2 0.7812408 1.3303187 -1.0578520 2.5439542
#> exo3 1.1239277 1.4369776 -0.8810902 3.0387153
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2766305 0.6175407 0.43616575 2.1138285
#> lag1_var2 2.5142280 2.0718158 -0.06198927 5.7260508
#> lag1_var3 3.8271784 2.9140050 0.07045426 8.2476126
#> lag1_var4 -3.4312750 2.8470735 -7.75101100 0.3215156
#> const 8.4550264 10.8516072 -1.60546240 27.0115453
#> exo1 -0.1180870 1.2751926 -1.51017446 1.6407949
#> exo2 -0.8665154 1.6280128 -3.45977750 1.0149857
#> exo3 0.6729355 1.7426734 -1.62046808 3.0874290
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0895525 0.606579 0.15520822 1.840652
#> lag1_var2 2.0339443 1.143410 0.67311089 3.634220
#> lag1_var3 2.7849022 1.583803 0.94145035 5.166721
#> lag1_var4 -2.2860440 1.619175 -4.63358180 -0.258474
#> const 8.2666843 8.105032 -0.17148250 21.686376
#> exo1 -0.4694019 1.196736 -2.15310024 1.255564
#> exo2 -0.3541031 1.275190 -2.29168575 1.123516
#> exo3 1.5741885 1.196222 -0.09637016 2.992961
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00719524 0.00143849 0.005027935 0.00891337
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1612144 0.03715059 -0.2064817 -0.1040306
#> Sigma[2,2] 7.8592135 1.19427225 6.3161573 9.4050295
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08585274 0.02322359 0.04829253 0.1154953
#> Sigma[3,2] -4.54970055 0.67139631 -5.52575749 -3.7586901
#> Sigma[3,3] 2.88898651 0.42912713 2.35530788 3.4969078
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02471584 0.01346195 0.005184204 0.03893156
#> Sigma[4,2] -1.72569707 0.40299127 -2.222132299 -1.21848052
#> Sigma[4,3] 1.34534154 0.22667015 1.056810430 1.60627452
#> Sigma[4,4] 0.86382561 0.08550948 0.733857839 0.96538643
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85851681 0.05852982 0.79443705 0.95454538
#> lag1_var2 0.12812455 0.04231714 0.05946522 0.16591246
#> lag1_var3 0.29986205 0.09893093 0.14101544 0.38880151
#> lag1_var4 -0.22934463 0.07678049 -0.29959750 -0.10595559
#> const 0.29505063 0.95500518 -1.10701969 1.55505679
#> exo1 0.05772351 0.08557156 -0.06516659 0.16265493
#> exo2 -0.09228609 0.07752449 -0.19074059 0.02052874
#> exo3 0.05690482 0.08815429 -0.07120944 0.18907969
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.5437523 2.134708 0.8153799 6.6797550
#> lag1_var2 -2.3391159 1.187648 -4.0423643 -0.8927214
#> lag1_var3 -7.6058164 2.938053 -11.6938020 -3.9511915
#> lag1_var4 5.9786904 2.065909 3.1836086 8.7490667
#> const -10.1140772 28.816890 -47.2166036 29.1937493
#> exo1 2.6928584 2.033671 -0.4806443 5.1609971
#> exo2 -1.1253411 3.079817 -3.9239642 4.1487152
#> exo3 -0.1385397 2.324417 -3.6223339 2.6006343
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.069659 1.1411615 -3.6036966 -0.4641863
#> lag1_var2 1.976301 0.7182526 0.8355017 2.8428393
#> lag1_var3 5.396932 1.7940192 2.5578144 7.5892701
#> lag1_var4 -3.497372 1.2993855 -4.9305752 -1.3670207
#> const 7.398097 17.9070092 -15.8425914 34.1428060
#> exo1 -1.662806 1.4616324 -3.5090325 0.3059829
#> exo2 -1.593380 2.0766047 -5.2749283 0.5024131
#> exo3 1.107315 1.2471532 -0.2891109 2.9258308
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1587487 0.4506355 -1.6460604 -0.4591829
#> lag1_var2 1.1143547 0.4750161 0.2799146 1.5846660
#> lag1_var3 2.4180496 1.1545761 0.3762617 3.5429902
#> lag1_var4 -0.8898415 0.8507574 -1.6835459 0.6430918
#> const 2.9249802 8.4342903 -6.6837363 16.5865067
#> exo1 -0.7357070 0.9860219 -2.0187495 0.4671854
#> exo2 -2.8168399 1.2560742 -4.9181182 -1.4566487
#> exo3 1.4850428 0.5376238 0.8337973 2.1832046
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000345609 8.19865e-05 0.0002630346 0.000478313
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001495126 0.0007091009 -0.002463914 -0.0006236501
#> Sigma[2,2] 0.019340725 0.0053294563 0.013081142 0.0266725205
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001382984 0.0004223678 -0.0006631437 0.0004888226
#> Sigma[3,2] -0.0030160639 0.0035981628 -0.0081335199 0.0013024481
#> Sigma[3,3] 0.0289296423 0.0061661551 0.0205693657 0.0378177268
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001120854 0.0004179933 -0.001645414 -0.0005951132
#> Sigma[4,2] 0.008826642 0.0040137091 0.002689504 0.0137666848
#> Sigma[4,3] 0.030630148 0.0067666036 0.019782013 0.0393112105
#> Sigma[4,4] 0.040163477 0.0078670006 0.027370273 0.0499458181
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976795777 0.02829699 0.94462044 1.01558093
#> lag1_var2 0.022641447 0.04854699 -0.05067037 0.08213751
#> lag1_var3 0.049547734 0.08353190 -0.08061466 0.14429793
#> lag1_var4 -0.044359108 0.07381821 -0.12833193 0.06998278
#> const 0.293030178 0.13866121 0.08445048 0.45499852
#> exo1 0.003101286 0.01699729 -0.01694062 0.03074100
#> exo2 -0.072204253 0.01813664 -0.10208449 -0.05182276
#> exo3 0.002548138 0.02056700 -0.01846032 0.03665627
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03771574 0.1296390 -0.12311691 0.23521529
#> lag1_var2 0.77805356 0.2095672 0.46246897 1.03745573
#> lag1_var3 0.50621237 0.4219904 -0.01104994 1.15459589
#> lag1_var4 -0.42681379 0.3710690 -1.01236381 0.01917941
#> const 0.64292019 1.1807465 -0.85508282 1.96455512
#> exo1 -0.02055412 0.1268656 -0.22403929 0.12863616
#> exo2 1.30913022 0.1535008 1.06078824 1.44032033
#> exo3 0.27054703 0.1058362 0.11067800 0.41118879
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02721591 0.2433893 -0.3752197 0.2787384
#> lag1_var2 -0.20810104 0.4844569 -0.8201854 0.4761140
#> lag1_var3 -0.11428168 0.9432617 -1.2422990 1.3116830
#> lag1_var4 1.01160148 0.8393508 -0.2560701 2.0155139
#> const 0.03951461 1.4186914 -2.1697810 1.6712443
#> exo1 0.14356176 0.2057650 -0.1435699 0.3791906
#> exo2 -1.25282698 0.1645486 -1.4531515 -1.0286298
#> exo3 -0.16233352 0.1986199 -0.4585972 0.0872855
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002358229 0.3012786 -0.4877859 0.3792961
#> lag1_var2 -0.174613958 0.5957414 -1.0227463 0.6374499
#> lag1_var3 -0.565057925 1.0911283 -2.0150930 1.0100897
#> lag1_var4 1.541255354 0.9717228 0.1409329 2.8258495
#> const -0.521339318 1.6861226 -2.9777638 1.5591680
#> exo1 0.152085357 0.2297710 -0.1418499 0.4841358
#> exo2 -0.604219119 0.1953821 -0.7780698 -0.2754095
#> exo3 -0.007542329 0.2391611 -0.3907852 0.2548706
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003728276 0.001271712 0.002825835 0.005918562
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004564538 0.001057882 -0.0008071986 0.00207953
#> Sigma[2,2] 0.0103873835 0.002757188 0.0076383094 0.01505069
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005482665 0.007742924 -0.00939313 0.011951581
#> Sigma[3,2] -0.0182919303 0.011978533 -0.03873270 -0.007445206
#> Sigma[3,3] 0.2486780935 0.068568171 0.15794688 0.351068615
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002606 0.008247894 -0.008838685 0.0133288776
#> Sigma[4,2] -0.009995831 0.010810693 -0.027811581 -0.0004264364
#> Sigma[4,3] 0.235312499 0.063808110 0.149307587 0.3303011165
#> Sigma[4,4] 0.228814300 0.060273293 0.146871044 0.3163234333
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.026566307 0.03561945 0.9770698574 1.070204417
#> lag1_var2 -0.060337464 0.19887008 -0.4049855019 0.138515235
#> lag1_var3 -0.187460236 0.26845501 -0.6679882882 -0.002393777
#> lag1_var4 0.181403869 0.27052050 -0.0085541215 0.661663309
#> const -0.123739366 0.40659237 -0.5611417124 0.441233106
#> exo1 0.051140664 0.04267775 0.0003912145 0.120170750
#> exo2 -0.076710160 0.04608323 -0.1279317294 -0.008207266
#> exo3 -0.008287851 0.04623823 -0.0525973514 0.070774700
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10428889 0.06311514 -0.1776805 -0.01126021
#> lag1_var2 0.24098266 0.59518765 -0.5168575 1.09217502
#> lag1_var3 -0.68381234 0.82416943 -1.8221199 0.41319784
#> lag1_var4 0.70417416 0.82284078 -0.4060113 1.83059249
#> const 0.95921951 1.03547871 -0.6187454 2.29202247
#> exo1 -0.15846364 0.04055056 -0.2139499 -0.10450452
#> exo2 -0.00696456 0.14086258 -0.1290508 0.21723792
#> exo3 -0.05823820 0.06654848 -0.1408506 0.04442097
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8703493 0.2801523 0.6048861 1.3048624
#> lag1_var2 -0.1476561 1.5934711 -2.7779902 1.7599910
#> lag1_var3 0.1632322 2.1541314 -3.4058657 2.8172774
#> lag1_var4 0.5615939 2.1621776 -2.1073543 4.1564220
#> const 1.5345010 3.0310101 -2.2879608 6.1681496
#> exo1 0.5346541 0.3264259 0.1243668 1.0536267
#> exo2 -0.4675935 0.7498968 -1.3837958 0.5979990
#> exo3 -0.6619611 0.4267490 -1.3005264 -0.1045058
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7828525 0.2701960 0.51184755 1.2134924
#> lag1_var2 -0.2797382 1.7039866 -2.94672076 1.8713194
#> lag1_var3 -0.8459767 2.3460963 -4.59641983 2.1299728
#> lag1_var4 1.5954557 2.3594505 -1.39650467 5.3630477
#> const 1.6773523 3.4844077 -3.21386977 6.4704804
#> exo1 0.4005510 0.3295632 -0.01271134 0.9231690
#> exo2 -0.4776689 0.7117700 -1.38079261 0.5647782
#> exo3 -0.7111097 0.4481352 -1.35351069 -0.1033149
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001541069 0.000421276 0.001079575 0.002158763
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002288187 0.005720963 -0.009549911 0.006599917
#> Sigma[2,2] 0.422740381 0.126075369 0.274369267 0.609121326
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009005128 0.004724235 0.002433529 0.01578173
#> Sigma[3,2] -0.324966565 0.077572865 -0.461767601 -0.25392334
#> Sigma[3,3] 0.731547190 0.103067592 0.623814346 0.89210725
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008426713 0.005080502 0.002509449 0.01657804
#> Sigma[4,2] -0.117379625 0.083795867 -0.246607796 -0.01486859
#> Sigma[4,3] 0.605409687 0.081971151 0.521139403 0.72666081
#> Sigma[4,4] 0.583675248 0.105933198 0.491447028 0.75251992
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99483172 0.02065423 0.9636466531 1.01870308
#> lag1_var2 -0.07888475 0.08162372 -0.1930325037 0.02422640
#> lag1_var3 -0.15770697 0.16400090 -0.3909128337 0.05416106
#> lag1_var4 0.15953430 0.15507861 -0.0391363227 0.37987773
#> const 0.05982929 0.21791799 -0.2559582008 0.30272059
#> exo1 0.05686460 0.03929862 -0.0008733015 0.09977897
#> exo2 -0.08177614 0.03175582 -0.1204621913 -0.03548274
#> exo3 0.01200156 0.04247987 -0.0484765144 0.07785811
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5658902 0.4046335 -1.23329024 -0.09366862
#> lag1_var2 2.6179859 1.7159656 0.65326238 5.13730319
#> lag1_var3 3.7623353 3.3902951 -0.10350874 8.72758612
#> lag1_var4 -3.5454513 3.2706686 -8.29647365 0.21703393
#> const 5.3018765 5.6253892 -2.13482784 12.59580521
#> exo1 -0.3399594 0.3710740 -0.86750710 0.12789960
#> exo2 0.6182792 0.4706755 -0.01654832 1.32129551
#> exo3 0.1849976 0.8101983 -0.83705845 1.31371623
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0080175 0.4770930 0.5199048 1.7491379
#> lag1_var2 0.1809627 1.1393927 -1.2707022 2.0373773
#> lag1_var3 0.9199889 2.2909408 -2.0319078 4.5967093
#> lag1_var4 -0.4618545 2.1598177 -3.9474553 2.3784079
#> const 0.2779799 8.8077819 -15.0831458 9.2468592
#> exo1 0.4162022 0.7341121 -0.6789253 1.2144005
#> exo2 0.2989871 0.7796639 -1.0288745 0.8222764
#> exo3 1.0325409 1.0229117 -0.5711315 2.1415355
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7507657 0.3719943 0.3487039 1.370515
#> lag1_var2 1.3074677 1.1237181 -0.6808442 2.353703
#> lag1_var3 2.4279856 2.3162463 -1.6907472 4.423522
#> lag1_var4 -1.8625865 2.1712596 -3.7400474 1.994228
#> const 2.3312890 8.0213822 -10.5795741 11.382132
#> exo1 0.2652507 0.7655472 -0.8278518 1.160389
#> exo2 0.6647981 0.7201970 -0.6081166 1.184244
#> exo3 1.2177088 1.0241641 -0.3169676 2.464649
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00148194 0.0002004424 0.00119869 0.001748607
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02829305 0.007838231 -0.0398710 -0.01947819
#> Sigma[2,2] 1.14791289 0.456559391 0.6970778 1.82226387
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0253109 0.006678144 0.01773015 0.03442325
#> Sigma[3,2] -1.0132818 0.394264732 -1.58123904 -0.56077240
#> Sigma[3,3] 1.2349948 0.340124564 0.80319549 1.71322439
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008934702 0.004170895 0.004195322 0.01556751
#> Sigma[4,2] -0.347437324 0.157265194 -0.580221008 -0.14296101
#> Sigma[4,3] 0.686995504 0.134629181 0.510035006 0.88721161
#> Sigma[4,4] 0.530894827 0.071887200 0.450013206 0.64507683
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09749181 0.02560619 1.06438311 1.13173925
#> lag1_var2 -0.17349481 0.09182534 -0.29791985 -0.06105580
#> lag1_var3 -0.29292693 0.15465987 -0.50226396 -0.10583022
#> lag1_var4 0.24914096 0.14744582 0.07024711 0.44751051
#> const -0.02482243 0.37869681 -0.45609841 0.58223212
#> exo1 0.02004808 0.03857532 -0.03070775 0.06471407
#> exo2 -0.04313974 0.03957450 -0.09892004 0.00776469
#> exo3 0.02613651 0.03517952 -0.02085820 0.06329321
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9571312 0.7980094 -2.0978740 0.0355758
#> lag1_var2 3.3747874 3.2540477 -0.4448141 7.7366927
#> lag1_var3 4.0695190 5.5094368 -2.3028607 11.4952975
#> lag1_var4 -3.7743487 5.2463983 -10.8417387 2.2912777
#> const 9.0683962 10.1713254 -4.1363655 23.2915084
#> exo1 0.3534596 1.2100186 -1.0918614 2.2312161
#> exo2 0.8107111 1.1203598 -0.6051153 2.4662111
#> exo3 -1.1311996 1.0492371 -2.4695490 0.3925626
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0659530 0.7981987 0.02453385 2.2412305
#> lag1_var2 -0.4397772 3.2162070 -5.05685944 3.3822958
#> lag1_var3 0.2556754 5.4829088 -7.55042957 6.7686880
#> lag1_var4 0.3532768 5.2249637 -5.79806867 7.8332019
#> const -5.5535528 8.7484087 -19.41757959 3.8257221
#> exo1 0.1131555 1.2528930 -1.86646676 1.4437719
#> exo2 -0.9673863 1.1660204 -2.72857910 0.3293689
#> exo3 1.2857600 0.8135251 -0.09183052 2.0669786
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4577834 0.4953963 -0.098256252 1.1912529
#> lag1_var2 1.4982702 1.8394140 -1.407109852 3.4348894
#> lag1_var3 2.5629394 3.1221864 -2.379617696 5.8788833
#> lag1_var4 -1.7481858 2.9589383 -4.866147442 2.9324575
#> const -0.8229783 3.9079430 -6.958191459 3.5036983
#> exo1 0.3316364 0.6266785 -0.672494907 0.9425431
#> exo2 -0.4999105 0.6107208 -1.379082889 0.1988114
#> exo3 0.6565010 0.5164761 0.004551542 1.3151130
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02380624 0.006491127 0.01622367 0.03345096
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01511403 0.01595539 -0.03825181 0.006443943
#> Sigma[2,2] 0.19109706 0.04713626 0.13577582 0.267332747
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003161155 0.03286451 -0.0364789 0.05821367
#> Sigma[3,2] -0.243797600 0.07287593 -0.3402469 -0.15645955
#> Sigma[3,3] 0.471927974 0.13775435 0.3451490 0.68960760
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007088479 0.02667395 -0.03755024 0.03875261
#> Sigma[4,2] -0.146021082 0.05892722 -0.22494500 -0.06906661
#> Sigma[4,3] 0.367834224 0.11594272 0.27697608 0.54760133
#> Sigma[4,4] 0.316615457 0.09959996 0.25735561 0.46803828
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98100312 0.07188455 0.88862936 1.0728180
#> lag1_var2 0.11727827 0.23921083 -0.16628756 0.4415881
#> lag1_var3 0.19108133 0.38749825 -0.24987415 0.7273984
#> lag1_var4 -0.18679813 0.36522033 -0.68659774 0.2241753
#> const 0.22324030 1.00886912 -1.02642728 1.5760382
#> exo1 0.05481839 0.09218145 -0.07327617 0.1666110
#> exo2 -0.09284192 0.18389461 -0.35658963 0.1367107
#> exo3 0.11554650 0.12869092 -0.04973042 0.2947048
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2448821 0.1144852 -0.4061284 -0.1067872
#> lag1_var2 1.9835419 0.5459509 1.1726734 2.5765217
#> lag1_var3 2.4150748 0.9912134 0.9661040 3.5316644
#> lag1_var4 -2.2783767 0.9462864 -3.3153519 -0.8742967
#> const 2.8851578 4.0376407 -2.4165319 8.8994757
#> exo1 -0.1221405 0.4163142 -0.6410532 0.4115545
#> exo2 0.2075026 0.3535138 -0.2381452 0.7484115
#> exo3 3.7435934 0.5448945 2.9891584 4.5750738
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02323273 0.1597436 -0.2332868 0.2263232
#> lag1_var2 -0.10644918 0.7040247 -1.0193217 0.8739758
#> lag1_var3 -0.75213522 1.3529577 -2.5662015 1.1884169
#> lag1_var4 1.55942336 1.3309778 -0.3459786 3.3122808
#> const 0.83446526 5.2752731 -7.4839685 6.4699674
#> exo1 0.25772205 0.6711439 -0.5091616 1.1798854
#> exo2 3.63683065 0.8079293 2.6113344 4.7492878
#> exo3 -5.43024351 0.7193699 -6.4197603 -4.3999360
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21352606 0.1299830 -0.37015206 -0.02162996
#> lag1_var2 0.75367665 0.5524441 -0.02617116 1.36579633
#> lag1_var3 -0.01311131 1.0541979 -1.53550828 1.24180863
#> lag1_var4 0.91168038 1.0383032 -0.31426499 2.39533273
#> const 1.86518525 3.9982119 -4.95338244 5.97490967
#> exo1 0.20811690 0.5657408 -0.45646801 1.05875503
#> exo2 4.23531410 0.7347456 3.42626159 5.37672955
#> exo3 -3.65523055 0.5166439 -4.36386406 -2.90134706
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001378122 0.001936655 0.0005232372 0.004411104
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006445929 0.005344644 -0.007495396 0.004422166
#> Sigma[2,2] 0.1481383649 0.024170365 0.111303926 0.179482836
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006525532 0.009020805 0.0002314532 0.02108421
#> Sigma[3,2] -0.109944337 0.050378329 -0.1664411867 -0.04478471
#> Sigma[3,3] 0.575513680 0.115183635 0.4396186891 0.75088717
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007443223 0.007153218 0.0008963822 0.01941529
#> Sigma[4,2] -0.025566596 0.045339431 -0.0848701933 0.02440569
#> Sigma[4,3] 0.540636134 0.106070523 0.4284007558 0.70311728
#> Sigma[4,4] 0.556576774 0.101418047 0.4477035952 0.72100079
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00148177 0.02075638 0.970784168 1.02781107
#> lag1_var2 -0.01984637 0.07822193 -0.108363082 0.10640438
#> lag1_var3 -0.04570070 0.13471625 -0.198761082 0.17157047
#> lag1_var4 0.04212307 0.12663489 -0.162776569 0.18534401
#> const 0.15122080 0.22231749 -0.246422528 0.33084717
#> exo1 0.02699361 0.02053651 -0.006661418 0.05302884
#> exo2 -0.08012158 0.03494701 -0.138847830 -0.04901271
#> exo3 0.02872866 0.03604790 -0.007222587 0.08950261
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24451317 0.1236271 0.05028039 0.37613702
#> lag1_var2 0.44725492 0.5087200 -0.28188724 1.16880035
#> lag1_var3 -0.61732529 0.9268336 -1.95118852 0.71883944
#> lag1_var4 0.53153932 0.8683828 -0.72126291 1.78351477
#> const -0.88641267 2.5768826 -4.17345268 2.75823181
#> exo1 -0.45005232 0.3639531 -0.89923273 0.06890855
#> exo2 2.28196722 0.4033859 1.74221335 2.81819026
#> exo3 -0.03684057 0.4545585 -0.67306710 0.47075558
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34925563 0.4114527 1.361436e-04 1.0897011
#> lag1_var2 -1.92969981 0.9639569 -3.574637e+00 -0.9000170
#> lag1_var3 -2.79789301 1.8543512 -5.896437e+00 -0.7940323
#> lag1_var4 3.63208967 1.7387695 1.749911e+00 6.5310480
#> const -0.64462984 5.5619845 -1.002115e+01 5.7139223
#> exo1 -0.01838912 0.4754771 -7.969852e-01 0.4767845
#> exo2 -1.25676280 0.8091916 -2.500101e+00 -0.2496899
#> exo3 -0.25377412 0.4765024 -9.430799e-01 0.3242717
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5237941 0.4407660 0.09883521 1.3002391
#> lag1_var2 -2.2202324 0.8964917 -3.64922081 -1.3293523
#> lag1_var3 -4.1173828 1.7240782 -6.82852206 -2.4969385
#> lag1_var4 4.9022081 1.6146120 3.37321029 7.4333576
#> const -2.0981295 6.6098362 -13.54080019 5.4207598
#> exo1 -0.2498450 0.5151359 -1.01354638 0.4559878
#> exo2 0.1874902 0.7163587 -1.01537688 0.9704528
#> exo3 -0.2771066 0.5451607 -0.97499147 0.4512661
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003390724 0.000850688 0.002291115 0.004647993
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04017344 0.01137962 -0.0573975 -0.02436417
#> Sigma[2,2] 1.24249708 0.23521120 1.0018072 1.60450891
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007316937 0.004572711 0.00321179 0.01470537
#> Sigma[3,2] -0.404572837 0.091499978 -0.56408154 -0.32676657
#> Sigma[3,3] 0.228978350 0.046234008 0.17198189 0.30485539
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01016922 0.002909737 -0.01382169 -0.006034525
#> Sigma[4,2] 0.12689681 0.043038806 0.07376817 0.188756394
#> Sigma[4,3] 0.06146251 0.023078676 0.03676232 0.098671086
#> Sigma[4,4] 0.12640973 0.027991747 0.09500076 0.173681251
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89722271 0.03951503 0.836321304 0.94241786
#> lag1_var2 0.15432601 0.06672998 0.085546260 0.25664023
#> lag1_var3 0.32192033 0.15313566 0.170753700 0.56254416
#> lag1_var4 -0.27409292 0.13347362 -0.483135334 -0.14161006
#> const 0.25428666 0.43252352 -0.330910579 0.86317691
#> exo1 0.03303937 0.06318104 -0.059644996 0.11866854
#> exo2 0.01897759 0.05596731 -0.055364489 0.09168203
#> exo3 0.06862514 0.04753821 -0.003154488 0.12528685
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6233501 0.5406204 -0.04819912 1.3651177
#> lag1_var2 -0.9955342 0.9858881 -2.24587035 0.3316902
#> lag1_var3 -2.2346313 2.3650626 -5.51774634 0.7983863
#> lag1_var4 2.3198861 2.0338903 -0.34690972 5.0773261
#> const -5.8339312 4.7449513 -12.13037379 1.1031377
#> exo1 0.1520237 1.4066831 -1.71201176 2.0831014
#> exo2 0.3342193 0.6473070 -0.42576192 1.2379387
#> exo3 -0.2210834 1.1287773 -1.63776535 1.0334178
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2715236 0.2682001 -0.7462816 -0.06135958
#> lag1_var2 0.2183582 0.5328202 -0.2400138 1.18974343
#> lag1_var3 0.9797829 1.2421828 -0.0560608 3.23097353
#> lag1_var4 -0.0347750 1.0683476 -1.9748572 0.85279640
#> const 5.6856064 3.2410224 1.5489795 10.44103212
#> exo1 -0.1229774 0.4284123 -0.7749526 0.32749486
#> exo2 -0.8650518 0.4218896 -1.5077286 -0.40633362
#> exo3 0.1060717 0.3915880 -0.4100290 0.58181501
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08208156 0.2236256 -0.3689378 0.22830638
#> lag1_var2 -0.52999725 0.3910149 -1.0469119 0.03619466
#> lag1_var3 -0.60412864 0.9009468 -1.8487266 0.66213110
#> lag1_var4 1.66207188 0.7807583 0.5523936 2.73115934
#> const 2.46893210 2.3841678 -0.1399635 5.57705049
#> exo1 -0.04341600 0.3653631 -0.5790978 0.39484382
#> exo2 -0.83295762 0.4239091 -1.4552794 -0.35516640
#> exo3 0.07777658 0.2721803 -0.3209403 0.42845273
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003955932 0.0001306035 0.0002452329 0.0005913529
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002013912 0.002548189 -0.006044156 0.0002931472
#> Sigma[2,2] 0.288714023 0.074714767 0.212680587 0.3900203468
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002744752 0.006077086 -0.003568491 0.01329865
#> Sigma[3,2] -0.558697611 0.153095662 -0.783040035 -0.38067164
#> Sigma[3,3] 1.742970873 0.387961283 1.139755199 2.15916342
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001838773 0.005177497 -0.003624057 0.01076339
#> Sigma[4,2] -0.442090276 0.125487721 -0.626930405 -0.29364297
#> Sigma[4,3] 1.541866244 0.342330454 0.991153634 1.89439683
#> Sigma[4,4] 1.389050006 0.308440666 0.880753896 1.69403791
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997277717 0.006729003 0.987919061 1.007174007
#> lag1_var2 -0.008807343 0.028918290 -0.051492363 0.021986235
#> lag1_var3 -0.038833774 0.057414236 -0.117286631 0.024056979
#> lag1_var4 0.037956998 0.055117554 -0.022630828 0.111879700
#> const 0.112817432 0.114817861 -0.047251848 0.266432373
#> exo1 -0.007231789 0.015016125 -0.028886911 0.011949684
#> exo2 -0.016799124 0.019465491 -0.045101275 0.008882364
#> exo3 0.021468401 0.020611361 -0.004793446 0.050852961
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08401157 0.1856048 -0.1253217 0.3822949
#> lag1_var2 0.80225456 0.9166547 -0.4329455 1.9275200
#> lag1_var3 0.27050458 1.9297145 -2.4315941 2.6348341
#> lag1_var4 -0.33943259 1.8698841 -2.6556394 2.2809074
#> const 2.49424286 3.9471306 -1.7100516 8.0849822
#> exo1 0.02740017 0.4527396 -0.5926935 0.5727622
#> exo2 0.47017620 0.4578963 -0.2827003 0.9396135
#> exo3 0.12364345 0.5172769 -0.5980868 0.8110623
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1055934 0.4491577 -0.86020588 0.4302228
#> lag1_var2 3.3555432 2.2999486 0.26160140 6.3843721
#> lag1_var3 7.4464442 4.6714872 1.14572709 13.4854654
#> lag1_var4 -6.4450369 4.5227034 -12.27789470 -0.2781832
#> const 1.8544317 7.3589913 -7.47621758 11.7748780
#> exo1 -0.1649924 1.3207433 -2.08948568 1.4462682
#> exo2 0.3807286 1.0787675 -1.20161104 1.8677337
#> exo3 1.3260604 1.1854594 -0.08866235 2.9801185
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08046939 0.4039947 -0.7420308 0.4414615
#> lag1_var2 3.67804728 2.0315007 0.8548001 6.3631671
#> lag1_var3 7.43577384 4.0854950 2.0014310 12.8020170
#> lag1_var4 -6.44849965 3.9518710 -11.6254038 -1.1379420
#> const 2.48579180 6.4852763 -5.3833682 11.8075118
#> exo1 -0.15360884 1.1912527 -1.8956245 1.2885211
#> exo2 0.65668421 0.9506383 -0.7874316 1.8599467
#> exo3 1.45477508 0.9950839 0.3045313 2.8224560
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007076876 0.0001780792 0.0004813553 0.0009972398
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008163643 0.003720547 -0.01406216 -0.004386023
#> Sigma[2,2] 0.470174175 0.104780844 0.34537263 0.616330631
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005847051 0.00331997 0.001861901 0.0105936
#> Sigma[3,2] -0.395672229 0.11401440 -0.575044359 -0.2771773
#> Sigma[3,3] 0.502114820 0.16503637 0.338283978 0.7625314
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005228039 0.001402402 -0.001217931 0.002536218
#> Sigma[4,2] -0.0897230038 0.064645030 -0.199518564 -0.041260616
#> Sigma[4,3] 0.2531627328 0.105594672 0.140514916 0.426271177
#> Sigma[4,4] 0.2038918669 0.072066524 0.119036489 0.325252937
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00516960 0.03623489 0.94091479 1.029966089
#> lag1_var2 0.02919698 0.07774739 -0.05674533 0.161374913
#> lag1_var3 0.02414431 0.11950754 -0.11040618 0.225110878
#> lag1_var4 -0.03060095 0.10902538 -0.21088683 0.095902706
#> const 0.29484927 0.22919515 -0.03230509 0.598403497
#> exo1 -0.02733166 0.01488925 -0.04820451 -0.007903263
#> exo2 -0.08596356 0.03134020 -0.13384776 -0.053853198
#> exo3 0.06214591 0.02608693 0.02734016 0.090367997
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05291321 1.0927956 -1.1136868 1.881228
#> lag1_var2 1.75612766 3.0949806 -3.3258363 4.539229
#> lag1_var3 1.76099871 4.7944181 -6.1533594 5.977582
#> lag1_var4 -1.77404977 4.4337961 -5.6380764 5.495738
#> const 1.10111998 4.8349636 -4.2567208 8.660626
#> exo1 0.07572823 0.6556421 -0.8061406 1.026368
#> exo2 1.20364805 0.6195022 0.5364313 2.156759
#> exo3 0.68400046 0.8720834 -0.8228445 1.455126
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5637744 0.7779648 -0.3908406 1.5907475
#> lag1_var2 -0.6222610 3.0395640 -4.5334297 3.9516910
#> lag1_var3 -0.4103549 4.5806519 -6.3582580 6.3451145
#> lag1_var4 1.2128389 4.3053858 -5.2349534 6.7629014
#> const -2.5688519 4.9078695 -11.2472030 1.4120297
#> exo1 0.5313404 0.6032376 -0.3295458 1.3283359
#> exo2 -1.1986616 0.6050580 -1.9635780 -0.3513235
#> exo3 1.1150176 0.6619459 0.3832633 1.9416697
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5892281 0.5599231 -0.05004382 1.47298888
#> lag1_var2 0.2530843 1.9341559 -2.33503905 2.93686711
#> lag1_var3 0.3185368 2.9064789 -3.54259103 4.40685619
#> lag1_var4 0.4937715 2.7086803 -3.36199421 4.11938660
#> const -2.8154260 3.8098632 -8.19932893 2.53048325
#> exo1 0.6166867 0.4156586 0.09410435 1.15312662
#> exo2 -0.3948931 0.4401967 -1.03322263 0.09640374
#> exo3 1.6715097 0.5311613 0.95755776 2.43091984
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002206449 0.0002851683 0.001809236 0.002586954
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004032821 0.000521672 -0.004719724 -0.003344145
#> Sigma[2,2] 0.040931241 0.009667476 0.031032575 0.057445019
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004861889 0.001209065 -0.006345225 -0.003266035
#> Sigma[3,2] -0.010852938 0.009262654 -0.025854426 -0.002648056
#> Sigma[3,3] 0.034022430 0.009613799 0.024589391 0.049313471
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008508185 0.001379352 -0.01043684 -0.006847426
#> Sigma[4,2] 0.024856387 0.004185186 0.01940927 0.030671887
#> Sigma[4,3] 0.025335599 0.007568633 0.01525295 0.036444164
#> Sigma[4,4] 0.048267995 0.008501369 0.04040821 0.061454487
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92311013 0.04384609 0.87241986 0.986052724
#> lag1_var2 0.10915568 0.05607257 0.03595383 0.188577505
#> lag1_var3 0.16732357 0.07684218 0.08478350 0.286007037
#> lag1_var4 -0.15080159 0.07680730 -0.27614386 -0.069823567
#> const 0.28319287 0.35525063 -0.04184066 0.907135276
#> exo1 0.02483874 0.04590628 -0.01928229 0.100242287
#> exo2 -0.07615051 0.05462705 -0.14376950 0.001829426
#> exo3 0.01187361 0.02735296 -0.01543920 0.050085746
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17015054 0.1944659 -0.105254246 0.3945094
#> lag1_var2 0.83396359 0.4895697 0.008253444 1.3161546
#> lag1_var3 -0.13850899 0.6020461 -1.000359948 0.4625551
#> lag1_var4 0.07987779 0.5932128 -0.511913924 0.9557391
#> const 1.45572427 1.7579779 -0.785373604 4.0563653
#> exo1 0.04340759 0.1684877 -0.144144656 0.3089802
#> exo2 0.17484136 0.1602366 -0.042177708 0.3902412
#> exo3 -0.02799882 0.1879511 -0.266512583 0.2572050
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14362467 0.11532016 0.02845974 0.344773096
#> lag1_var2 0.13316934 0.39856109 -0.44173065 0.700222842
#> lag1_var3 0.98282802 0.47522266 0.27161983 1.591491163
#> lag1_var4 -0.01919238 0.46214128 -0.60176647 0.689776667
#> const -0.08676555 0.90521992 -1.48626121 0.997730556
#> exo1 -0.14827098 0.14348876 -0.37201619 -0.003023468
#> exo2 -0.89604936 0.20232343 -1.18348342 -0.635964107
#> exo3 0.32502476 0.09978268 0.23332021 0.485733911
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2445201 0.1959748 -0.006321223 0.5415929
#> lag1_var2 0.7764535 0.2433301 0.451187048 1.0943891
#> lag1_var3 0.8201575 0.3097102 0.421949966 1.2474661
#> lag1_var4 0.1104554 0.3248868 -0.304863291 0.5726063
#> const 0.6757365 1.2551104 -1.223509843 2.0672460
#> exo1 -0.1081418 0.2224464 -0.451227297 0.1504647
#> exo2 -0.7607475 0.2270361 -1.089813355 -0.4890831
#> exo3 0.3073694 0.1545916 0.114483987 0.5438757
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007930155 0.001621965 0.006028364 0.0101438
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002399688 0.003149032 -0.006690342 0.001921463
#> Sigma[2,2] 0.036417007 0.007510445 0.026501373 0.045277988
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005170172 0.009657699 -0.01743093 0.008911126
#> Sigma[3,2] -0.064063833 0.013461657 -0.08366877 -0.047284060
#> Sigma[3,3] 0.254270230 0.046238996 0.20582203 0.333688343
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007122988 0.008370124 -0.01773018 0.005800746
#> Sigma[4,2] -0.044180501 0.010358739 -0.05990390 -0.031434483
#> Sigma[4,3] 0.223535156 0.043037673 0.17844265 0.297321724
#> Sigma[4,4] 0.203952692 0.041309361 0.16201396 0.273491571
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94831236 0.05082438 0.88494235 1.01491933
#> lag1_var2 0.26589157 0.28366215 -0.11944424 0.64310468
#> lag1_var3 0.47333884 0.47059460 -0.20939325 1.05370002
#> lag1_var4 -0.46021399 0.45804857 -1.02560698 0.20209814
#> const 0.47416489 0.82033203 -0.56307954 1.63727014
#> exo1 0.00702805 0.09227772 -0.12035169 0.13184721
#> exo2 -0.02978247 0.03563845 -0.08582526 0.01358547
#> exo3 0.03719758 0.09895468 -0.07171415 0.20545110
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2081967 0.1303006 0.03316140 0.37138341
#> lag1_var2 -0.4722883 0.8058539 -1.60173649 0.52739769
#> lag1_var3 -2.2866315 1.4063857 -4.24253189 -0.51342379
#> lag1_var4 2.2393203 1.3649398 0.51849392 4.13400597
#> const -1.4830524 0.8935996 -2.53422505 -0.01518276
#> exo1 0.0209990 0.1433551 -0.16030598 0.21003074
#> exo2 0.3297200 0.2100148 0.03897805 0.61826300
#> exo3 0.1726214 0.3261936 -0.33895173 0.55872978
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3952198 0.3346454 -0.91849275 -0.04248979
#> lag1_var2 1.0373802 1.7736488 -0.78581074 3.69975043
#> lag1_var3 3.1947008 3.0144214 0.03435629 7.75350167
#> lag1_var4 -2.1195527 2.9297208 -6.55958068 0.93672008
#> const 5.1483622 3.3592055 2.08665807 10.38490816
#> exo1 -0.3971975 0.5635346 -1.29636528 0.20313355
#> exo2 -0.5477433 0.5576334 -1.28112361 0.29601068
#> exo3 0.5647869 0.7030793 -0.29542711 1.66760185
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3028547 0.2987620 -0.7622991 0.04893162
#> lag1_var2 0.5123166 1.5372427 -1.1495916 2.74839584
#> lag1_var3 1.4693745 2.5700824 -1.3815337 5.26112179
#> lag1_var4 -0.3996464 2.4958242 -4.0922006 2.35365848
#> const 3.7216727 3.0506343 0.6497296 8.45583008
#> exo1 -0.3900133 0.5473225 -1.2563273 0.11428654
#> exo2 -0.3852570 0.4849329 -0.9645932 0.32333293
#> exo3 0.6817948 0.5594994 -0.0572820 1.52978451
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002709995 4.51129e-05 0.0002150755 0.0003429484
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000953213 0.002228149 -0.004520043 0.001929456
#> Sigma[2,2] 0.543785175 0.071960147 0.438273294 0.628546936
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005788084 0.002297578 0.00303231 0.009505529
#> Sigma[3,2] -0.296257468 0.082139417 -0.41612895 -0.197913350
#> Sigma[3,3] 0.779762260 0.208092325 0.56767880 1.112832918
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005593111 0.002224952 0.002729306 0.009080627
#> Sigma[4,2] 0.037936139 0.069860044 -0.077987598 0.113129064
#> Sigma[4,3] 0.634986840 0.197341498 0.434305217 0.943642236
#> Sigma[4,4] 0.698104486 0.208302478 0.504573564 1.039211353
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97958270 0.01113793 0.96747650 0.99779046
#> lag1_var2 0.02799112 0.04484412 -0.03831235 0.08344063
#> lag1_var3 0.04725109 0.07559623 -0.06483214 0.13969328
#> lag1_var4 -0.04393880 0.07233210 -0.13205556 0.06317999
#> const 0.31248460 0.12478156 0.13590558 0.45914749
#> exo1 -0.01227042 0.01402190 -0.03175609 0.00523021
#> exo2 -0.09607014 0.01830304 -0.11725637 -0.06726760
#> exo3 0.08528378 0.01169780 0.06925895 0.10068244
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6055278 0.6061912 -2.5933798 -0.8879527
#> lag1_var2 4.0330919 1.4030132 3.0682187 6.4771725
#> lag1_var3 5.5768435 2.3232214 3.8471381 9.6533652
#> lag1_var4 -5.0337068 2.1793925 -8.8131883 -3.3987230
#> const 7.1532827 2.9027295 3.9721912 11.5947965
#> exo1 -0.8004863 0.6048592 -1.8281418 -0.1367550
#> exo2 0.5901232 0.5980617 -0.2474512 1.3101663
#> exo3 0.4860483 0.9468838 -0.6606696 1.8121074
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1051120 0.5459109 0.1223565 1.602903
#> lag1_var2 -0.6379977 1.7916143 -2.7704678 1.736542
#> lag1_var3 -0.4791432 3.0175655 -4.0330875 3.655495
#> lag1_var4 1.0261344 2.8949561 -2.7470856 4.496022
#> const -0.1568867 5.5146809 -7.2503584 7.702618
#> exo1 0.1330174 0.7236902 -0.8674328 1.098410
#> exo2 -3.4088492 0.7880759 -4.2824321 -2.174547
#> exo3 0.9652517 1.0181147 -0.4824246 2.259339
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08484285 0.6347157 -0.9579674 0.7044265
#> lag1_var2 1.69720641 2.3264361 -0.5980981 5.1289293
#> lag1_var3 2.71491844 3.8917483 -0.9908802 8.5129874
#> lag1_var4 -1.81262394 3.7473857 -7.2925984 1.8633685
#> const 3.70723532 6.5353402 -2.7121109 14.6236958
#> exo1 -0.38808828 0.7555627 -1.3959609 0.6016358
#> exo2 -3.21538348 0.5922195 -4.0762267 -2.4553479
#> exo3 1.32485473 1.1186800 -0.3486047 2.6516511
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002945508 0.0006612537 0.002263229 0.003942061
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009219733 0.003100574 -0.01416932 -0.006039885
#> Sigma[2,2] 0.046478466 0.013120819 0.03062243 0.066121713
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003750617 0.001188632 0.002509768 0.005539808
#> Sigma[3,2] -0.017979867 0.005525768 -0.025499231 -0.010668326
#> Sigma[3,3] 0.017201515 0.002947690 0.013278057 0.021410020
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001408672 0.0006833616 0.0004939437 0.002366137
#> Sigma[4,2] -0.005126743 0.0030542946 -0.0095544188 -0.001210235
#> Sigma[4,3] 0.012373497 0.0020400170 0.0092135400 0.014764103
#> Sigma[4,4] 0.012678781 0.0021391410 0.0095076908 0.015446718
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.016737637 0.01526391 0.99671459 1.03908283
#> lag1_var2 -0.004347911 0.01600121 -0.02354875 0.01677744
#> lag1_var3 0.072438938 0.03780230 0.02289282 0.12337785
#> lag1_var4 -0.061301340 0.01802895 -0.08763850 -0.03741725
#> const -0.147459256 0.47303908 -0.88676064 0.48015973
#> exo1 0.005971556 0.06300666 -0.08083209 0.09130633
#> exo2 -0.117170240 0.05870444 -0.18058204 -0.01445242
#> exo3 0.005712824 0.05892906 -0.08983087 0.05726551
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07689393 0.07878432 -0.18823376 0.04150528
#> lag1_var2 0.62173437 0.06160480 0.55762619 0.70605808
#> lag1_var3 -0.32570400 0.16380773 -0.57892504 -0.11127348
#> lag1_var4 0.44791309 0.09670890 0.32442710 0.58242645
#> const 2.52379269 1.76265957 0.01748983 4.85291629
#> exo1 -0.08652838 0.18106574 -0.36636791 0.11782104
#> exo2 0.76097418 0.23641983 0.39281587 1.01640424
#> exo3 0.38766359 0.13280097 0.22602170 0.57062505
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.051957422 0.04602957 0.00562074 0.11752055
#> lag1_var2 0.004426364 0.05210842 -0.05642873 0.07988466
#> lag1_var3 0.564549462 0.17642911 0.37303892 0.87651899
#> lag1_var4 0.305043190 0.14966874 0.04950558 0.48269855
#> const 0.433692481 0.60859359 -0.45869220 1.12112561
#> exo1 0.056783328 0.10583520 -0.07205283 0.21215808
#> exo2 -0.591834050 0.11074068 -0.74276843 -0.43658800
#> exo3 -0.163745506 0.07748781 -0.29509526 -0.07423158
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01360393 0.03427545 -0.02497402 0.06248639
#> lag1_var2 0.20008221 0.05040921 0.15438952 0.28660764
#> lag1_var3 0.48281746 0.13191931 0.35755673 0.72249917
#> lag1_var4 0.47543613 0.11593232 0.27676386 0.61002071
#> const 0.45891630 0.57241842 -0.30247837 1.25069682
#> exo1 0.06452671 0.10060050 -0.08421965 0.17225357
#> exo2 -0.41436510 0.09804408 -0.58725630 -0.31879588
#> exo3 -0.04539200 0.10222828 -0.15715581 0.10976882
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0013295 0.000311334 0.001032469 0.001814064
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01168765 0.01334962 -0.02945412 0.00480741
#> Sigma[2,2] 2.85971117 0.70292758 1.86922459 3.89155857
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004788098 0.009106047 -0.007889802 0.01560819
#> Sigma[3,2] -1.978957509 0.466362595 -2.674364769 -1.36658504
#> Sigma[3,3] 1.591319877 0.313834731 1.146611827 2.03409137
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001161887 0.003447916 -0.006463966 0.002931946
#> Sigma[4,2] -0.568762421 0.141196529 -0.749664763 -0.378633568
#> Sigma[4,3] 0.648648793 0.119434954 0.475650772 0.807161512
#> Sigma[4,4] 0.409894104 0.084786132 0.302525064 0.522473658
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000577335 0.03088298 0.951467490 1.03657338
#> lag1_var2 -0.027425083 0.06190005 -0.095031772 0.07245750
#> lag1_var3 -0.052761654 0.11860919 -0.180506460 0.13719675
#> lag1_var4 0.047987767 0.10466675 -0.120017528 0.15801039
#> const 0.258893346 0.27223362 -0.104473639 0.66297730
#> exo1 -0.009013894 0.04940088 -0.067671947 0.05849773
#> exo2 -0.030295581 0.02984079 -0.069445417 0.01362061
#> exo3 0.042814132 0.03102295 -0.002936587 0.08019508
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0001369087 1.0579385 -1.315224 1.391319
#> lag1_var2 1.1700530567 1.9503503 -1.051540 3.660717
#> lag1_var3 0.6824002686 3.7404241 -3.617742 5.581767
#> lag1_var4 -0.8272567112 3.3782932 -5.299689 3.027446
#> const 10.7817004866 15.1684010 -11.015142 28.506979
#> exo1 -3.9231742178 1.3989350 -5.384790 -1.821323
#> exo2 -2.9664736583 1.4930097 -5.375512 -1.182671
#> exo3 0.0178780106 0.9002553 -1.238942 1.223736
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03497371 0.7008992 -0.9810628 0.775010
#> lag1_var2 0.33448316 1.3518383 -1.3042422 2.391380
#> lag1_var3 1.53323537 2.5822820 -1.5401300 5.408323
#> lag1_var4 -0.40154607 2.3317981 -3.8280176 2.348424
#> const -8.62239538 12.4675936 -23.4407249 8.715997
#> exo1 1.71837648 0.9672248 0.4231844 3.154922
#> exo2 0.84872440 1.0608592 -0.3839281 2.491714
#> exo3 1.51426077 0.7803275 0.4888171 2.571223
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04208706 0.3303834 -0.5832171 0.3498249
#> lag1_var2 0.65375251 0.6236119 -0.1473948 1.6461174
#> lag1_var3 1.32110285 1.1847174 -0.2318964 3.1723791
#> lag1_var4 -0.20917045 1.0634192 -1.8405889 1.2018017
#> const -4.13504010 6.4259947 -13.7575109 4.8337628
#> exo1 -0.41027944 0.6425471 -1.3735701 0.3505925
#> exo2 -0.71776680 0.5307338 -1.3229925 0.0305288
#> exo3 1.74888031 0.6502304 0.8622333 2.4567928
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006974563 0.001853426 0.004156926 0.009494707
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00582545 0.003889888 -0.01059621 -0.001250274
#> Sigma[2,2] 0.04170170 0.011470167 0.02757343 0.060875545
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005611398 0.004107257 0.0003313306 0.01086563
#> Sigma[3,2] -0.032760317 0.009965600 -0.0486867153 -0.02165633
#> Sigma[3,3] 0.044609009 0.014290783 0.0332434415 0.06930176
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002244858 0.002721551 -0.001449031 0.005375498
#> Sigma[4,2] -0.002760840 0.005965332 -0.012003318 0.004486770
#> Sigma[4,3] 0.022621976 0.009860376 0.013861119 0.038585079
#> Sigma[4,4] 0.022875273 0.007053509 0.014634191 0.033812655
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93311497 0.05863516 0.86014055 1.01756356
#> lag1_var2 -0.13532895 0.19403547 -0.42407876 0.09432951
#> lag1_var3 -0.12403992 0.27576498 -0.57837500 0.12225078
#> lag1_var4 0.15614968 0.26584714 -0.07155966 0.59686771
#> const -0.27959765 0.59522575 -1.24129459 0.34911502
#> exo1 0.04663292 0.07969521 -0.06207648 0.15917075
#> exo2 -0.05379762 0.08243338 -0.15865849 0.06492766
#> exo3 0.15348028 0.14096132 -0.03172579 0.32082737
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.148335477 0.09141592 0.04853841 0.2833023
#> lag1_var2 0.943959862 0.36450229 0.47431061 1.4619807
#> lag1_var3 0.802629085 0.46354535 0.20725257 1.4515501
#> lag1_var4 -0.758540850 0.44971168 -1.39225729 -0.1992711
#> const 1.409339657 0.74108124 0.33501764 2.3183214
#> exo1 -0.001760283 0.14339862 -0.20340797 0.1847653
#> exo2 1.764249090 0.21679023 1.50958063 2.0319943
#> exo3 0.943821295 0.21696969 0.61368963 1.1507586
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15998430 0.08474981 -0.2621894 -0.04163084
#> lag1_var2 0.10272265 0.15311737 -0.1185205 0.28170884
#> lag1_var3 0.52055116 0.18253401 0.3095564 0.79791267
#> lag1_var4 0.44874940 0.16921135 0.1882481 0.65777373
#> const 0.24143446 1.32331502 -1.8702175 1.90088787
#> exo1 -0.01257675 0.15446330 -0.2620824 0.17465086
#> exo2 -1.83767922 0.23469744 -2.1908667 -1.55385822
#> exo3 -0.40599582 0.21280191 -0.6545037 -0.07490640
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10520021 0.07353363 -0.2080181 -0.008630663
#> lag1_var2 0.64722998 0.24636972 0.3724921 1.044520471
#> lag1_var3 0.95989561 0.32768886 0.6389143 1.526651205
#> lag1_var4 0.07598988 0.32289691 -0.4784135 0.403641604
#> const 0.53409607 1.38362030 -1.4781256 2.340406199
#> exo1 -0.01601615 0.14923759 -0.2606140 0.169866822
#> exo2 -0.61298976 0.14496519 -0.8094038 -0.417297876
#> exo3 0.33415121 0.13351248 0.1753993 0.493425444
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005780171 0.0001156891 0.0004511483 0.0007627187
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00518435 0.002884245 -0.00993281 -0.00201759
#> Sigma[2,2] 0.37369670 0.106788360 0.24982270 0.54254117
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001353675 0.0008001274 0.0004349733 0.002677518
#> Sigma[3,2] -0.096565321 0.0276936806 -0.1326316285 -0.064313482
#> Sigma[3,3] 0.034831376 0.0090774365 0.0246108611 0.048626839
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004847307 0.0004952627 -0.0001078126 0.001266626
#> Sigma[4,2] -0.0134268772 0.0121501149 -0.0306556017 0.002137909
#> Sigma[4,3] 0.0142803468 0.0047528242 0.0092874159 0.021553952
#> Sigma[4,4] 0.0135686039 0.0033584910 0.0094108503 0.018780414
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9843894697 0.008193781 0.97214726 0.99403770
#> lag1_var2 0.0641532279 0.004458679 0.05797817 0.06888842
#> lag1_var3 0.2511609797 0.022084150 0.22156856 0.27579095
#> lag1_var4 -0.2484956359 0.018219290 -0.26912334 -0.22351280
#> const 0.2137833929 0.155784439 0.08085459 0.49738986
#> exo1 0.0156279431 0.024886554 -0.02149879 0.04174372
#> exo2 0.0005980939 0.017675210 -0.02452808 0.02443336
#> exo3 -0.0044853235 0.019752175 -0.03304697 0.01953770
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3542650 0.2596485 -0.6258134 0.06346532
#> lag1_var2 0.6350010 0.1543666 0.4557465 0.83868193
#> lag1_var3 -1.4087253 0.5526563 -2.2199932 -0.75248685
#> lag1_var4 1.5560854 0.5548054 0.8769438 2.34957937
#> const 3.3728561 4.6492721 -3.0239402 9.79993357
#> exo1 -0.6142815 0.7532865 -1.6690786 0.36199022
#> exo2 1.1702961 0.6259540 0.1930790 1.73687274
#> exo3 0.4109668 0.6469921 -0.5346439 1.24020966
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.171456674 0.09691202 0.03438212 0.30391329
#> lag1_var2 0.011130094 0.04745942 -0.05490628 0.07097654
#> lag1_var3 0.968112149 0.16813745 0.78033116 1.19129583
#> lag1_var4 -0.102252591 0.15356611 -0.28608709 0.10278425
#> const -0.273394515 1.51381392 -1.82851261 1.94652931
#> exo1 0.149196121 0.19756118 -0.07172705 0.39263372
#> exo2 -0.777035860 0.23687731 -1.12374377 -0.45290143
#> exo3 0.006418465 0.20887503 -0.30073217 0.24248368
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02264764 0.06145249 -0.06117109 0.1134722
#> lag1_var2 0.16864578 0.02017781 0.13773608 0.1886805
#> lag1_var3 0.66357100 0.08015516 0.56786808 0.7856015
#> lag1_var4 0.31561735 0.04690211 0.27194653 0.3916700
#> const -0.07442753 0.93930382 -1.10398879 1.3318888
#> exo1 0.02076293 0.11288946 -0.12495892 0.1857279
#> exo2 -0.57129881 0.16368833 -0.84570707 -0.4069984
#> exo3 0.13698582 0.17931900 -0.05013283 0.4065772
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001434797 0.0005389285 0.000913223 0.002319036
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03012768 0.01452572 -0.05205525 -0.0141802
#> Sigma[2,2] 1.71963476 0.54376743 1.08512156 2.4342883
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0217459 0.01055509 0.00938495 0.03679455
#> Sigma[3,2] -1.0635857 0.35291696 -1.62536558 -0.66062433
#> Sigma[3,3] 0.7480818 0.24399266 0.49119766 1.15520510
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008472864 0.004550027 0.00306244 0.0153775
#> Sigma[4,2] -0.271594131 0.146536496 -0.52239152 -0.1382645
#> Sigma[4,3] 0.269738470 0.102640204 0.16799551 0.4287304
#> Sigma[4,4] 0.158427726 0.044076376 0.11129517 0.2208364
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996426237 0.03881771 0.93733573 1.04038806
#> lag1_var2 0.009087409 0.08916654 -0.07612974 0.16116693
#> lag1_var3 0.011720169 0.18786208 -0.16967295 0.33170519
#> lag1_var4 -0.012443115 0.17145458 -0.30325015 0.15547551
#> const 0.108848715 0.37842193 -0.44939184 0.52039947
#> exo1 0.011335524 0.02609628 -0.01671914 0.05431589
#> exo2 -0.172019341 0.05784749 -0.25886797 -0.11074557
#> exo3 -0.024533969 0.02805387 -0.06235849 0.01394266
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0142048 1.4340298 -0.8918941 2.759253
#> lag1_var2 -0.5376153 2.9379178 -4.8478058 2.839251
#> lag1_var3 -1.9179550 6.1978985 -11.0177240 5.283231
#> lag1_var4 1.4271680 5.6535687 -5.1323214 9.755576
#> const 7.9903873 9.4866616 -3.2596318 21.427978
#> exo1 -0.2770475 1.0796245 -1.8395326 1.193718
#> exo2 2.3107537 1.3656206 0.4594062 4.275406
#> exo3 -0.2685932 0.9866528 -1.2829766 1.204698
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4795433 0.7856269 -1.4857502 0.5428392
#> lag1_var2 0.6939406 1.8301219 -1.3288414 3.3290462
#> lag1_var3 1.7556124 3.8717449 -2.5641037 7.3306657
#> lag1_var4 -0.5058468 3.5378711 -5.6114027 3.4816070
#> const -4.8634395 5.1724573 -12.0951651 2.2385803
#> exo1 0.3787710 0.7666874 -0.6849027 1.4646178
#> exo2 -4.5933474 1.0568062 -6.0716702 -3.2526957
#> exo3 0.3256066 0.6589348 -0.5529215 1.1874004
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08052634 0.3083254 -0.6096128 0.2291693
#> lag1_var2 0.25529712 0.6861368 -0.3316213 1.5188244
#> lag1_var3 0.44082041 1.4579507 -0.8482765 3.1166072
#> lag1_var4 0.63224106 1.3264595 -1.7993962 1.8053168
#> const -2.02292687 2.2693068 -5.9505107 0.1372643
#> exo1 0.28696797 0.3200681 -0.1189165 0.6708077
#> exo2 -3.72709395 0.5007615 -4.5158530 -3.1878733
#> exo3 0.24808181 0.3402134 -0.1300295 0.7736807
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008429616 0.0001423469 0.0006919255 0.00107361
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02094733 0.005143794 -0.02697799 -0.01250874
#> Sigma[2,2] 1.77780954 0.229051370 1.56035716 2.14028412
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01014331 0.003651494 0.005149935 0.0151563
#> Sigma[3,2] -1.10454921 0.135960554 -1.302518607 -0.9339869
#> Sigma[3,3] 0.83628658 0.128127580 0.650972275 1.0154376
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00276636 0.001559034 -0.004342878 -0.0002174927
#> Sigma[4,2] -0.05649034 0.069967862 -0.150625912 0.0357029858
#> Sigma[4,3] 0.20198223 0.057660282 0.106555042 0.2720162667
#> Sigma[4,4] 0.18819636 0.062918686 0.128578481 0.2876983551
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97559979 0.01408354 0.953379972 0.99407340
#> lag1_var2 0.08030660 0.03725803 0.027926078 0.12269796
#> lag1_var3 0.13104460 0.06268781 0.042875452 0.20153870
#> lag1_var4 -0.12441564 0.05584269 -0.187888489 -0.04535026
#> const 0.21904069 0.15194105 0.009409459 0.43461871
#> exo1 0.02869665 0.02675657 -0.008131102 0.06571561
#> exo2 -0.03798590 0.01644510 -0.061761649 -0.01733055
#> exo3 0.04344147 0.02258150 0.011342586 0.07398386
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5407445 0.6867676 -3.56184095 -1.8391917
#> lag1_var2 6.7659166 1.5771919 5.65098033 9.5565670
#> lag1_var3 9.8790650 2.6902497 8.02714450 14.6258285
#> lag1_var4 -8.9364281 2.3919374 -13.10782365 -7.2156825
#> const 8.4964614 9.1159120 -2.96263322 23.1302947
#> exo1 -1.2284017 0.9471888 -2.23319798 0.3402417
#> exo2 1.6508994 1.2061102 -0.02822775 3.2879747
#> exo3 0.5347214 1.0717402 -0.96504290 1.9996157
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0393651 0.3453917 1.6369622 2.4853979
#> lag1_var2 -3.3695321 0.8234573 -4.5087703 -2.3516006
#> lag1_var3 -4.8153079 1.3963758 -6.7968010 -3.0640100
#> lag1_var4 5.0138893 1.2672364 3.4702706 6.8193352
#> const -4.1589205 6.6656362 -14.6255201 3.0199774
#> exo1 0.7623182 0.6437707 -0.2685220 1.4039170
#> exo2 -1.6089990 0.7213342 -2.5416624 -0.7309435
#> exo3 0.6189716 0.8451817 -0.5979662 1.6426219
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53584489 0.4128277 -0.06018996 1.0354827
#> lag1_var2 0.34226966 0.9656008 -0.91755901 1.6521235
#> lag1_var3 0.53051306 1.6069112 -1.53060366 2.7291128
#> lag1_var4 0.23861240 1.4302652 -1.69649978 2.0888937
#> const 0.08150538 3.6575230 -4.76116965 5.1695878
#> exo1 0.02622521 0.3952622 -0.48444003 0.5612322
#> exo2 -0.64436496 0.3974542 -1.31700062 -0.2594165
#> exo3 1.02071690 0.6778036 0.24512411 2.0338380
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009205118 0.0002474457 0.0006139981 0.001272594
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01307438 0.003656062 -0.01792992 -0.007727012
#> Sigma[2,2] 0.47754436 0.109408585 0.32717233 0.639143319
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0112877 0.004161057 0.006289185 0.01750273
#> Sigma[3,2] -0.3065695 0.069477423 -0.415705760 -0.23188331
#> Sigma[3,3] 0.5981210 0.086040739 0.492870996 0.70709454
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003874619 0.003295955 -0.0002207518 0.008827915
#> Sigma[4,2] -0.029810735 0.049904199 -0.0820789293 0.054839328
#> Sigma[4,3] 0.446482197 0.092687699 0.3600477314 0.589975870
#> Sigma[4,4] 0.457072884 0.091654499 0.3619279514 0.597700113
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99883777 0.01736388 0.971220676 1.02011291
#> lag1_var2 0.02856219 0.08758864 -0.104456823 0.14623276
#> lag1_var3 0.04299771 0.15326367 -0.192254295 0.24869840
#> lag1_var4 -0.04331505 0.14712390 -0.238890210 0.18462762
#> const 0.04673593 0.27723641 -0.335663948 0.39287490
#> exo1 0.01217504 0.03148512 -0.030907576 0.05837622
#> exo2 -0.04982876 0.02289799 -0.079475254 -0.01465032
#> exo3 0.05663978 0.03305185 0.006634148 0.09485043
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6732592 0.3954388 -1.1526164 -0.09535563
#> lag1_var2 0.6287309 1.1616313 -0.8765335 2.38959517
#> lag1_var3 -0.4793839 2.0181482 -3.0446617 2.66078801
#> lag1_var4 0.7302626 1.9615909 -2.3429405 3.16638631
#> const 2.2168361 6.6119499 -7.8698795 9.55687090
#> exo1 -0.5840678 0.5128427 -1.1183641 0.17924192
#> exo2 0.3297879 0.4869977 -0.2789868 1.03940669
#> exo3 0.2770781 0.9042847 -0.9294364 1.52300199
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2909466 0.3943840 -0.2911545 0.7109693
#> lag1_var2 4.0003990 1.7187067 1.8463395 6.2482231
#> lag1_var3 7.9394016 3.0044095 4.0038344 11.7275829
#> lag1_var4 -7.1140228 2.8948529 -10.6712337 -3.2309851
#> const 3.5244142 7.3853525 -5.7257163 14.6749753
#> exo1 0.3088762 0.6565017 -0.4296604 1.2945084
#> exo2 -0.9347424 0.5511114 -1.7247369 -0.3434563
#> exo3 0.1887773 0.5608198 -0.6106282 0.9333732
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12783864 0.4010216 -0.7060586 0.3036228
#> lag1_var2 4.31047685 1.8514823 1.7264567 6.8166723
#> lag1_var3 7.58252874 3.2733746 2.9473729 11.8369654
#> lag1_var4 -6.58979385 3.1424645 -10.5839888 -2.0745577
#> const 4.30441448 5.3048798 -1.8339634 11.7165193
#> exo1 -0.04049299 0.4867030 -0.5504652 0.7610405
#> exo2 -0.78501901 0.6686108 -1.7284065 0.1287530
#> exo3 0.36094416 0.6703259 -0.2594587 1.4134226
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000353474 7.139313e-05 0.0002582678 0.0004528578
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006658055 0.003105182 -0.01071995 -0.002255586
#> Sigma[2,2] 0.644491499 0.150184600 0.47927983 0.863067771
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005066107 0.001923641 0.001997855 0.007162732
#> Sigma[3,2] -0.468002673 0.100699056 -0.595238026 -0.334828264
#> Sigma[3,3] 0.447686472 0.094758553 0.327740416 0.590562213
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009609831 0.001610481 -0.0003742345 0.003756295
#> Sigma[4,2] -0.0674941366 0.039946890 -0.1236445110 -0.020943228
#> Sigma[4,3] 0.1667521190 0.059142244 0.1051450855 0.247162138
#> Sigma[4,4] 0.1361203010 0.042884112 0.0929232767 0.200295019
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99429531 0.005883225 0.98810241 1.00410640
#> lag1_var2 0.07193380 0.034388350 0.02732198 0.11929381
#> lag1_var3 0.10595425 0.055210998 0.03393503 0.17934386
#> lag1_var4 -0.10759421 0.053749213 -0.17869556 -0.03800185
#> const 0.24382979 0.098764307 0.08341904 0.35955979
#> exo1 -0.01102571 0.018113702 -0.02618149 0.01850935
#> exo2 -0.02925665 0.013064834 -0.04857066 -0.01101810
#> exo3 0.04738277 0.021344295 0.01568240 0.07297253
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.22798283 0.2538934 -1.65293314 -1.0219267
#> lag1_var2 0.09084795 1.2432692 -1.97829736 1.1743218
#> lag1_var3 -1.09266498 1.8775936 -4.16795563 0.4398204
#> lag1_var4 1.60531987 1.8422223 0.09380286 4.6279299
#> const 1.97722512 6.6996990 -5.75817459 12.5586011
#> exo1 -0.58907014 1.1322306 -2.47248854 0.6494313
#> exo2 0.91660578 0.5412790 0.21590402 1.6184523
#> exo3 0.30838808 0.5638988 -0.44473347 1.1777473
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6226854 0.3115851 1.303908726 2.10425977
#> lag1_var2 0.3914965 1.1383362 -0.521432563 2.23495140
#> lag1_var3 1.3984888 1.7560866 -0.004703964 4.25654301
#> lag1_var4 -1.0649669 1.7259538 -3.842191036 0.34930557
#> const -2.1689705 7.3698858 -11.394240230 8.24920567
#> exo1 0.4535297 0.8632506 -0.348937075 1.93651163
#> exo2 -0.7972469 0.6424102 -1.604847638 0.01096046
#> exo3 -0.2350030 0.7307071 -1.326931906 0.61275512
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.834728376 0.2037192 0.5409417 1.1222197
#> lag1_var2 0.242699464 0.5030688 -0.2789601 1.0189496
#> lag1_var3 0.396192267 0.7827870 -0.4030299 1.6387643
#> lag1_var4 0.283022984 0.7678085 -0.9584508 1.0483935
#> const -1.893233039 4.5139280 -7.1578660 5.4039166
#> exo1 0.082160884 0.3327443 -0.4798142 0.4366054
#> exo2 -0.211574803 0.4077869 -0.7813224 0.1950158
#> exo3 -0.002498582 0.4754726 -0.7551360 0.6049475
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009589682 0.0003285712 0.0005965672 0.001453389
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0159641 0.00520847 -0.02158105 -0.008104261
#> Sigma[2,2] 0.9307276 0.21181358 0.59339475 1.169439990
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006455674 0.003063774 0.00199389 0.009852834
#> Sigma[3,2] -0.476708846 0.115718716 -0.61508000 -0.311441275
#> Sigma[3,3] 0.272462795 0.063080537 0.18763483 0.349689288
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009131659 0.001017420 -0.002256165 0.0002693898
#> Sigma[4,2] -0.0291353610 0.033459138 -0.071454959 0.0183587675
#> Sigma[4,3] 0.0472822462 0.014518997 0.026909654 0.0671637644
#> Sigma[4,4] 0.0398050745 0.006933715 0.032435720 0.0507352328
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.857768000 0.02290263 0.83293461 0.88885129
#> lag1_var2 0.173074618 0.02845343 0.13183911 0.19626707
#> lag1_var3 0.334550418 0.05463071 0.25537337 0.38027363
#> lag1_var4 -0.283487391 0.04636784 -0.32677730 -0.21641035
#> const 0.504587786 0.18107127 0.22540111 0.68315889
#> exo1 -0.003544840 0.02067973 -0.03721455 0.01841954
#> exo2 -0.062543014 0.02265297 -0.09741921 -0.03706380
#> exo3 -0.000898578 0.03017410 -0.03736691 0.03901091
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.669170 0.4456804 1.283271 2.4382700
#> lag1_var2 -1.116993 0.4317251 -1.793573 -0.6957063
#> lag1_var3 -3.991817 0.9262567 -5.453709 -3.0210348
#> lag1_var4 3.278454 0.8600748 2.379983 4.6112443
#> const 2.090794 7.8290642 -10.372787 12.5962587
#> exo1 -0.659623 0.9602067 -1.636871 0.9661992
#> exo2 4.176895 0.7510095 3.107485 5.1697850
#> exo3 1.445380 0.8723726 0.272387 2.3498971
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8938216 0.3602244 -1.4678980 -0.4718362
#> lag1_var2 1.1017019 0.3562802 0.7366928 1.6572389
#> lag1_var3 3.0269242 0.7333657 2.2376850 4.1390809
#> lag1_var4 -1.6844010 0.6450713 -2.6661716 -0.9950662
#> const 0.2142420 4.2440327 -4.6124146 7.3374711
#> exo1 0.2502949 0.4936777 -0.5050505 0.8374515
#> exo2 -2.6631964 0.4604442 -3.2732553 -1.9883848
#> exo3 -0.8327854 0.4256207 -1.2715101 -0.2272033
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36837216 0.1733258 -0.6056052 -0.1155423
#> lag1_var2 0.48402070 0.1740480 0.2738007 0.7750018
#> lag1_var3 0.86428662 0.3437964 0.4533607 1.4393497
#> lag1_var4 0.25585714 0.2957990 -0.2473337 0.5885955
#> const 0.81598104 1.6060306 -0.7195503 3.4909550
#> exo1 -0.08896061 0.1569367 -0.2388274 0.1561537
#> exo2 -0.88251351 0.1937750 -1.1426165 -0.6312768
#> exo3 -0.31383710 0.1508322 -0.5230249 -0.1197347
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005542126 0.001292568 0.004509224 0.007559226
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06330398 0.01938321 -0.09298164 -0.04093701
#> Sigma[2,2] 1.46107531 0.30702843 1.08138276 1.93676458
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05567823 0.01865237 0.03849506 0.08766273
#> Sigma[3,2] -1.10221691 0.30746041 -1.55496964 -0.74964124
#> Sigma[3,3] 1.11604336 0.32973006 0.70531610 1.59980548
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03294728 0.01305459 0.02021238 0.0555081
#> Sigma[4,2] -0.52968373 0.23329371 -0.86721328 -0.2213550
#> Sigma[4,3] 0.72846455 0.23878055 0.42790521 1.0864326
#> Sigma[4,4] 0.57492762 0.17017433 0.36144279 0.8247930
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93747372 0.01815399 0.919586293 0.96831532
#> lag1_var2 0.04797860 0.03175220 0.002978507 0.09058319
#> lag1_var3 0.10274181 0.06676597 0.026162987 0.20623269
#> lag1_var4 -0.08224722 0.05936175 -0.176949975 -0.01521181
#> const 0.53887177 0.52046127 -0.227692772 1.20648945
#> exo1 0.05572318 0.07016500 -0.058794610 0.13135351
#> exo2 0.01861764 0.10035988 -0.099306291 0.15130777
#> exo3 0.03574193 0.06985712 -0.037923748 0.14239376
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6497440 0.2704374 0.2563834 0.9579983
#> lag1_var2 0.1572336 0.6443616 -0.6118073 1.0498184
#> lag1_var3 -1.0790080 1.4821067 -3.0012802 1.0402157
#> lag1_var4 0.8138412 1.3434390 -1.0845005 2.6086283
#> const 0.4078352 11.2559941 -14.3868770 17.4588230
#> exo1 0.7647260 1.1728853 -0.4993064 2.4736166
#> exo2 1.5389943 0.9413859 0.1636603 2.8890662
#> exo3 0.4426366 0.8317024 -0.5099755 1.5233196
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9174473 0.1928209 -1.080782 -0.5936968
#> lag1_var2 1.6666862 0.6936481 0.603314 2.5041522
#> lag1_var3 4.4087652 1.6232019 1.779099 6.2322658
#> lag1_var4 -2.9720979 1.4772101 -4.639594 -0.5933246
#> const -0.1032500 12.0746041 -17.941610 14.9321630
#> exo1 -0.1223592 1.1070825 -1.525720 1.4063371
#> exo2 -1.9718518 1.0718979 -3.464018 -0.5318415
#> exo3 -0.2360286 0.6221356 -1.232560 0.4076679
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71768184 0.1389552 -0.9245844 -0.5311752
#> lag1_var2 1.58046382 0.5565419 0.8332924 2.3689994
#> lag1_var3 3.57254456 1.2974849 1.6662808 5.2755983
#> lag1_var4 -2.18043236 1.1780546 -3.7000064 -0.4437351
#> const -1.21517064 8.5405988 -13.5280950 8.4954279
#> exo1 0.25753189 0.8272486 -0.8542179 1.4395686
#> exo2 -1.65716905 0.7715299 -2.8244960 -0.7584424
#> exo3 -0.06537738 0.5191181 -0.8329721 0.4045247
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005513955 0.001420731 0.004047018 0.007513535
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002539292 0.0016848468 -0.004649148 -6.772932e-05
#> Sigma[2,2] 0.006778659 0.0007723369 0.006023810 8.112885e-03
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002998186 0.002557234 -0.00717685 -0.0002324018
#> Sigma[3,2] -0.006331527 0.005622697 -0.01490039 -0.0006168061
#> Sigma[3,3] 0.053661315 0.021784874 0.03227265 0.0879872695
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004561179 0.002750820 -0.008770342 -0.001902255
#> Sigma[4,2] -0.002082107 0.005634346 -0.010814112 0.003847677
#> Sigma[4,3] 0.049759659 0.019255675 0.030250541 0.081009998
#> Sigma[4,4] 0.048678201 0.017088914 0.030698376 0.076556981
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98010532 0.02303997 0.951146147 1.015147973
#> lag1_var2 0.08280760 0.12635801 -0.081265748 0.278469921
#> lag1_var3 0.14450404 0.12470195 -0.003679963 0.326727074
#> lag1_var4 -0.14275141 0.12591500 -0.327663805 0.009944068
#> const 0.38787941 0.65669257 -0.521737017 1.226785386
#> exo1 -0.01451964 0.05521383 -0.102133403 0.037971600
#> exo2 -0.02046481 0.09558479 -0.123289282 0.128374447
#> exo3 -0.03092280 0.09019709 -0.180115661 0.066497019
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04654413 0.02233383 0.01589065 0.07454927
#> lag1_var2 0.20256619 0.19027967 0.03718458 0.54052944
#> lag1_var3 -0.39395382 0.20038528 -0.64653602 -0.09549111
#> lag1_var4 0.38073577 0.19768046 0.09206853 0.63107588
#> const 0.29150626 0.67668533 -0.38405472 1.32278780
#> exo1 0.05431769 0.06062466 -0.02798680 0.13696500
#> exo2 0.58019440 0.11280079 0.40667945 0.70859600
#> exo3 0.22233279 0.13817012 0.05702007 0.41373476
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1492175 0.05917451 -0.23587581 -0.08264252
#> lag1_var2 1.5124458 0.39058789 1.17088971 2.12907626
#> lag1_var3 2.4314953 0.70114362 1.76245386 3.52307599
#> lag1_var4 -1.4342765 0.70208745 -2.53517912 -0.76748236
#> const 2.6379012 1.54094128 0.93078471 4.95511302
#> exo1 -0.1030637 0.12776173 -0.24647222 0.08923432
#> exo2 -0.5612796 0.27161804 -0.99958893 -0.24660858
#> exo3 0.0944544 0.15202205 -0.09912611 0.31672690
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1209283 0.05277926 -0.19580683 -0.06400063
#> lag1_var2 1.5943902 0.40515830 1.25111355 2.24331606
#> lag1_var3 2.0916199 0.69185525 1.32979725 3.18140984
#> lag1_var4 -1.0949619 0.69161903 -2.19027939 -0.33460056
#> const 2.3370395 1.23882683 1.00406228 4.16514262
#> exo1 -0.0673468 0.11970786 -0.18760234 0.10803826
#> exo2 -0.2254464 0.21417608 -0.59162777 -0.01829323
#> exo3 0.2165746 0.13398160 0.01652278 0.39711892
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002523716 0.0005076324 0.002064263 0.003401941
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007701834 0.002904329 -0.01215920 -0.004491853
#> Sigma[2,2] 0.112953634 0.014450357 0.09689166 0.135438464
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004296907 0.002345351 0.001557352 0.008269897
#> Sigma[3,2] -0.068257459 0.010876148 -0.084280053 -0.054683636
#> Sigma[3,3] 0.049490670 0.008337708 0.040546795 0.060971639
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002243614 0.001013790 -0.001401507 0.001278512
#> Sigma[4,2] -0.0024465222 0.007099509 -0.009543858 0.008058492
#> Sigma[4,3] 0.0101147116 0.003167010 0.004801664 0.013015426
#> Sigma[4,4] 0.0091541218 0.002198282 0.006107731 0.011691423
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974169682 0.02204283 0.95794682 1.01381568
#> lag1_var2 0.050126118 0.15009254 -0.14751932 0.21961315
#> lag1_var3 0.127620397 0.26252594 -0.22468472 0.42546012
#> lag1_var4 -0.121038992 0.25956433 -0.41700355 0.22383272
#> const 0.307153457 0.36668857 -0.15180667 0.87619843
#> exo1 -0.004417449 0.02349543 -0.03358835 0.03044641
#> exo2 -0.020138903 0.04467771 -0.08442956 0.03358200
#> exo3 -0.014858658 0.06574272 -0.10520295 0.06705049
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1575810 0.2100736 -0.4096869 0.1510823
#> lag1_var2 0.6476271 1.5084220 -1.6952220 2.6379226
#> lag1_var3 -0.4036180 2.6377457 -4.6050966 2.9203484
#> lag1_var4 0.4781382 2.6151705 -2.8532269 4.6295627
#> const -0.5289936 2.7847413 -4.1801697 3.0394584
#> exo1 -0.4062288 0.2045189 -0.6571784 -0.1164588
#> exo2 0.1266863 0.3218600 -0.2634034 0.5887848
#> exo3 0.3611520 0.3494809 -0.1153268 0.7601295
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14951324 0.1447114 -0.05048548 0.3500824
#> lag1_var2 0.43176260 0.8176954 -0.52584683 1.7123312
#> lag1_var3 1.63507933 1.4435145 0.06126931 3.9688936
#> lag1_var4 -0.72564034 1.4292892 -3.01634525 0.8559572
#> const 1.76717901 1.8229180 -0.31693489 4.3694537
#> exo1 0.29939632 0.1805906 0.03655277 0.5345626
#> exo2 -0.63681637 0.2280525 -0.93470265 -0.3427652
#> exo3 0.02261249 0.2653409 -0.29066475 0.4242070
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.051549296 0.03740882 0.01025354 0.1047537
#> lag1_var2 0.549793606 0.36041544 0.02964330 1.0164049
#> lag1_var3 0.959169573 0.61574613 0.06553509 1.7370176
#> lag1_var4 0.008433868 0.61551893 -0.77768150 0.9011156
#> const 0.744774358 0.47485749 0.35365864 1.5010769
#> exo1 0.063954664 0.07763779 -0.04755821 0.1499494
#> exo2 -0.571244995 0.11550740 -0.75313501 -0.4431917
#> exo3 0.243087518 0.10719889 0.12741661 0.4024521
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009922623 0.0002098599 0.0008259955 0.001339072
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01051286 0.002247408 -0.01372009 -0.007668818
#> Sigma[2,2] 0.24219666 0.038799079 0.17673985 0.282674132
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008674491 0.005657151 0.002109554 0.01581431
#> Sigma[3,2] -0.205588262 0.073154639 -0.274892851 -0.08360451
#> Sigma[3,3] 0.676800612 0.120579646 0.484103963 0.81273192
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009477551 0.004448129 -0.004392969 0.006783153
#> Sigma[4,2] -0.0274768335 0.053553012 -0.093272941 0.047937902
#> Sigma[4,3] 0.5280713246 0.092306748 0.396723051 0.640950787
#> Sigma[4,4] 0.5104522947 0.092669166 0.380083852 0.616223458
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990292717 0.007924931 0.98227613 1.00430456
#> lag1_var2 0.058494616 0.111381377 -0.09486581 0.19271302
#> lag1_var3 0.060472543 0.146757123 -0.14247525 0.23892403
#> lag1_var4 -0.061093335 0.146413397 -0.23754187 0.14203810
#> const 0.317517082 0.244402330 -0.05721528 0.60870466
#> exo1 -0.010241134 0.022863125 -0.04076295 0.01902065
#> exo2 -0.089384502 0.025305773 -0.11815901 -0.04693181
#> exo3 -0.003127441 0.020360970 -0.03371316 0.02185196
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13635461 0.1860873 -0.37820472 0.1308698
#> lag1_var2 0.51215130 1.6901572 -1.69856493 3.0290853
#> lag1_var3 -0.06063471 2.2142221 -3.03930071 3.2051953
#> lag1_var4 0.11136344 2.2010513 -3.14196720 3.0654145
#> const 0.42946190 4.9074009 -6.90974487 6.9746712
#> exo1 -0.03581426 0.4506989 -0.59254431 0.5978614
#> exo2 0.66796960 0.3808270 -0.02156102 0.9941874
#> exo3 0.24406101 0.4365365 -0.35417850 0.7992156
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.910234e-02 0.2956413 -0.4722072 0.3318235
#> lag1_var2 1.382131e+00 2.1812036 -1.3294672 4.0097509
#> lag1_var3 2.405226e+00 3.0502350 -1.4978845 5.9710792
#> lag1_var4 -1.436564e+00 3.0303961 -5.0255441 2.4155261
#> const 2.902429e+00 8.0441394 -8.2881837 13.0893937
#> exo1 2.944684e-01 0.8652134 -0.7456681 1.4881163
#> exo2 -4.540824e-01 0.8029885 -1.4832568 0.6683294
#> exo3 -4.880016e-06 0.8589289 -1.1098011 1.2064731
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14242635 0.2080082 -0.4456989 0.1317340
#> lag1_var2 1.51495849 2.2350339 -1.8476841 3.9337155
#> lag1_var3 2.03554171 3.2725188 -3.0386166 5.5599284
#> lag1_var4 -1.02263783 3.2368079 -4.5094524 3.9847010
#> const 2.53269160 5.2819374 -4.5075376 9.0139454
#> exo1 0.26270305 0.8055239 -0.7737371 1.3323475
#> exo2 0.01645485 0.6525470 -0.8600709 0.9797543
#> exo3 0.16283112 0.7184706 -0.8585835 1.1250974
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005280309 0.001336778 0.003684282 0.007009916
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007837425 0.004900109 -0.01417608 -0.001385864
#> Sigma[2,2] 0.201516377 0.039010801 0.14712135 0.252330327
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01230306 0.006553007 -0.02357335 -0.007446038
#> Sigma[3,2] -0.09708000 0.049369837 -0.16305691 -0.025111464
#> Sigma[3,3] 0.33699642 0.068142335 0.25242768 0.437746048
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.016063707 0.00835866 -0.02962791 -0.008833154
#> Sigma[4,2] -0.004457429 0.03316470 -0.05036437 0.042306857
#> Sigma[4,3] 0.304290162 0.05931215 0.22965684 0.392552838
#> Sigma[4,4] 0.315528315 0.05921298 0.24589704 0.403475417
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05949040 0.04263686 1.01494276 1.12599520
#> lag1_var2 -0.29814077 0.13277655 -0.49269960 -0.12826707
#> lag1_var3 -0.73328850 0.27915404 -1.16079345 -0.37378614
#> lag1_var4 0.70235672 0.26638943 0.36038717 1.11229555
#> const -0.01018884 0.58783828 -0.55176111 0.97030157
#> exo1 0.05214467 0.06740893 -0.02472501 0.14059980
#> exo2 0.01414657 0.05805297 -0.07639822 0.08397067
#> exo3 0.08276504 0.04847100 0.01880966 0.15549563
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12557684 0.2060569 -0.1652298 0.4207757
#> lag1_var2 0.36957442 0.6900718 -0.5970085 1.2741012
#> lag1_var3 -0.77485303 1.3069922 -2.4646450 0.9721030
#> lag1_var4 0.68615384 1.2388769 -0.9737208 2.2710958
#> const 2.99935656 1.9769413 0.4795274 5.7875530
#> exo1 0.86675948 0.4635481 0.1949675 1.4307280
#> exo2 0.20646167 0.4242009 -0.1990494 0.8805636
#> exo3 0.02939363 0.5049683 -0.6110143 0.7941294
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.08182175 0.2424746 -1.3429342 -0.7355189
#> lag1_var2 3.94192176 0.5662475 3.2215404 4.7515529
#> lag1_var3 8.24923628 1.2275459 6.7424267 10.0998652
#> lag1_var4 -6.81983926 1.1829129 -8.5959813 -5.3584586
#> const -0.17165248 4.1332514 -5.6363881 5.3645014
#> exo1 -0.15696718 0.4445393 -0.7756453 0.4499257
#> exo2 -0.35981698 0.4559488 -0.9645691 0.1224136
#> exo3 -0.06246118 0.5657247 -0.7561976 0.6647376
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0930305 0.2410519 -1.3966761 -0.69617858
#> lag1_var2 4.0497336 0.5699813 3.3993166 4.83380711
#> lag1_var3 7.7028800 1.2932319 6.1372501 9.60922206
#> lag1_var4 -6.2709357 1.2469206 -8.1257115 -4.75600390
#> const 0.5085648 4.2672327 -5.8539561 5.40632746
#> exo1 0.3182136 0.5043639 -0.3793907 0.97451669
#> exo2 -0.3438424 0.3967190 -0.9971454 0.08488465
#> exo3 -0.0838864 0.4350469 -0.6108026 0.48343753
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004047558 0.0009612399 0.002939307 0.005507811
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01385607 0.008170333 -0.02618887 -0.004387367
#> Sigma[2,2] 0.62285499 0.136624011 0.47413728 0.838990498
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04231944 0.01348441 -0.06398305 -0.02931438
#> Sigma[3,2] -0.12786283 0.07879406 -0.22056103 -0.01537155
#> Sigma[3,3] 0.62185272 0.20596779 0.41202256 0.97521679
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05285288 0.01490217 -0.07556573 -0.03556841
#> Sigma[4,2] 0.22718058 0.11736408 0.10249404 0.42091209
#> Sigma[4,3] 0.58577514 0.21779151 0.40053790 0.95725301
#> Sigma[4,4] 0.75620433 0.22806552 0.52519612 1.10225279
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99485074 0.02304362 0.96026075 1.02167674
#> lag1_var2 0.07558434 0.07026639 -0.01611491 0.17186150
#> lag1_var3 0.11920949 0.13006389 -0.05394137 0.29419036
#> lag1_var4 -0.12382180 0.12440783 -0.29091541 0.04370956
#> const 0.29927728 0.48233004 -0.21463406 1.11098892
#> exo1 0.04380325 0.07577605 -0.05676223 0.14101125
#> exo2 -0.07950541 0.06134381 -0.14598012 0.01270509
#> exo3 -0.06238108 0.06516247 -0.14872883 0.03201890
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2658853 0.2480217 -0.13749656 0.55392140
#> lag1_var2 -1.3201783 0.8891224 -2.36205537 0.01889396
#> lag1_var3 -3.9053008 1.6806079 -5.78108581 -1.36469447
#> lag1_var4 3.9305423 1.6125615 1.47908143 5.72669851
#> const -5.3178221 5.2685549 -12.01614531 2.11872900
#> exo1 -0.2430050 0.5694595 -0.96742580 0.39883419
#> exo2 0.6755659 0.6956997 -0.22153630 1.64683251
#> exo3 0.7955506 0.5946658 0.03526239 1.63236773
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21857663 0.2604641 -0.5201719 0.1383311
#> lag1_var2 0.58705724 0.7424204 -0.2633561 1.8043278
#> lag1_var3 2.16306239 1.3789135 0.6155945 4.4110475
#> lag1_var4 -1.13562471 1.3253699 -3.3199300 0.3339235
#> const 3.58690982 6.0014920 -6.8386858 9.7878140
#> exo1 -0.36314959 0.8880981 -1.7734278 0.6801446
#> exo2 -1.22764946 1.0860537 -2.7645668 0.1228562
#> exo3 -0.09174447 0.7536482 -1.1445363 0.7950007
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07539784 0.3000741 -0.3919602 0.39254491
#> lag1_var2 -0.50895626 0.8453004 -1.5005555 0.78801948
#> lag1_var3 -0.64012684 1.5890797 -2.4310423 1.83463219
#> lag1_var4 1.69713194 1.5227550 -0.6799114 3.41058189
#> const -0.07976157 6.5012383 -10.8174360 6.80383554
#> exo1 -0.50046746 0.9713646 -1.8623575 0.76478673
#> exo2 -0.93966031 0.8425684 -2.1301330 0.06237098
#> exo3 0.35050574 0.8145720 -0.7511876 1.43119026
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01585853 0.00285412 0.01208314 0.02030919
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01037275 0.006741389 -0.01815813 0.0005275389
#> Sigma[2,2] 0.09017251 0.022839249 0.06192184 0.1256605923
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06166453 0.01376311 -0.08458406 -0.04614544
#> Sigma[3,2] -0.02474515 0.02874175 -0.06152032 0.01184625
#> Sigma[3,3] 0.33647907 0.05834798 0.27238101 0.43113230
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.07116225 0.01236994 -0.09103800 -0.05514432
#> Sigma[4,2] 0.03673604 0.03323265 -0.01489992 0.08160344
#> Sigma[4,3] 0.33157920 0.05738864 0.26506618 0.42647252
#> Sigma[4,4] 0.36911569 0.05562897 0.30230404 0.45475176
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.921060791 0.06670502 0.81799109 0.98573827
#> lag1_var2 0.449794577 0.44828212 0.02831318 1.20385667
#> lag1_var3 0.692915190 0.66946358 0.05983305 1.81270337
#> lag1_var4 -0.678993501 0.65654266 -1.77997183 -0.06625643
#> const 0.826687537 1.04752910 -0.31409643 2.48444227
#> exo1 0.006761646 0.09070885 -0.13093803 0.10491738
#> exo2 -0.106613167 0.14412104 -0.33878633 0.04602205
#> exo3 -0.030090554 0.09717903 -0.19188564 0.07301182
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01916394 0.1364119 -0.15233802 0.21676970
#> lag1_var2 0.34401547 0.8099156 -1.11352351 0.89134550
#> lag1_var3 -0.90560651 1.2034465 -3.06605986 -0.05587418
#> lag1_var4 0.91085748 1.1848651 0.07535543 3.03351495
#> const 0.11015842 2.5763532 -3.80400768 2.68966385
#> exo1 -0.08161935 0.2922146 -0.52652692 0.27369606
#> exo2 -0.25169542 0.2776189 -0.57073234 0.10077764
#> exo3 -0.34301731 0.2323063 -0.66415406 -0.07907172
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21012901 0.3074348 -0.2477064 0.5677887
#> lag1_var2 -0.48330485 2.4654260 -3.7815253 2.8854166
#> lag1_var3 0.32640453 3.6995488 -4.4670399 5.4585827
#> lag1_var4 0.61139453 3.6218239 -4.4194702 5.3178819
#> const -0.17260943 2.9679108 -4.3528037 3.5130913
#> exo1 -0.06912992 0.4163479 -0.5051411 0.6184794
#> exo2 -0.50533654 0.5027223 -1.2411340 0.1410694
#> exo3 0.88721892 0.4501839 0.3657338 1.6119141
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1741955 0.3246922 -0.28008175 0.5948025
#> lag1_var2 -0.4509141 2.2838728 -3.74927329 2.5242384
#> lag1_var3 -0.5698111 3.4348275 -5.42733982 4.0027092
#> lag1_var4 1.5285737 3.3658678 -2.95722372 6.3006138
#> const -0.7646783 4.6145321 -7.80167214 4.1229353
#> exo1 -0.1312155 0.4398757 -0.60678168 0.5271010
#> exo2 -0.6919703 0.5769503 -1.39579434 0.2206117
#> exo3 0.6738626 0.4761837 0.01346133 1.3671600
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006991898 0.0002210018 0.0004770308 0.00105811
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003756564 0.002739371 0.001210854 0.008174813
#> Sigma[2,2] 0.204118226 0.049729457 0.143014906 0.276806273
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001453122 0.001854869 -0.003676496 0.001122108
#> Sigma[3,2] -0.121383726 0.037653555 -0.179310501 -0.077978524
#> Sigma[3,3] 0.192848856 0.045128704 0.128450129 0.255791555
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007444766 0.001763034 -0.001909753 0.002875033
#> Sigma[4,2] -0.0025217570 0.024909532 -0.036507323 0.029866000
#> Sigma[4,3] 0.1231494242 0.039213338 0.079398065 0.185780403
#> Sigma[4,4] 0.1228078755 0.035851138 0.094074877 0.183762119
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97363874 0.01413804 0.95425917 0.99296181
#> lag1_var2 0.09245292 0.09791520 -0.06606239 0.19462639
#> lag1_var3 0.16186258 0.16697710 -0.10765706 0.33628755
#> lag1_var4 -0.15880900 0.16501524 -0.33199650 0.10705194
#> const 0.36290524 0.22726163 0.03809695 0.66938953
#> exo1 0.03083947 0.03362992 -0.01964974 0.06912207
#> exo2 0.02462966 0.02891880 -0.01420622 0.05916354
#> exo3 -0.01762532 0.03019792 -0.06497860 0.01952989
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009010274 0.3315136 -0.352756810 0.4512698
#> lag1_var2 -0.425486803 1.6601343 -2.579696793 1.4463701
#> lag1_var3 -2.211178768 2.8544314 -5.926375141 1.0733789
#> lag1_var4 2.202420088 2.8074861 -1.025353724 5.8616400
#> const 0.742485976 4.0089626 -4.778431140 5.6293950
#> exo1 -0.092920722 0.4608413 -0.754390073 0.4648647
#> exo2 0.790598652 0.5975976 0.008226922 1.6614609
#> exo3 -0.559432930 0.7035791 -1.485775967 0.4415539
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4000043 0.3733903 -0.9097642 0.05745627
#> lag1_var2 1.0024441 2.0872668 -2.0995256 3.34269914
#> lag1_var3 2.7752518 3.6313646 -2.6094014 6.86544669
#> lag1_var4 -1.6885338 3.5605577 -5.6878917 3.60375518
#> const 2.8534610 3.2954903 -1.0395018 7.40686860
#> exo1 -0.1597932 0.4031574 -0.7051519 0.39089174
#> exo2 -1.1367303 0.6073692 -1.9572354 -0.40589017
#> exo3 0.3552796 0.4915343 -0.3563841 0.98170296
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41193330 0.2800600 -0.72155272 -0.01947337
#> lag1_var2 0.58367986 1.4101769 -1.34351676 2.13290681
#> lag1_var3 1.20031250 2.4520122 -2.12410975 3.90005762
#> lag1_var4 -0.10305275 2.3992198 -2.75912628 3.16492037
#> const 2.72501430 2.3300314 -0.05986802 6.21996371
#> exo1 -0.21934118 0.2970149 -0.56436470 0.25546938
#> exo2 -0.72240069 0.4324872 -1.25193270 -0.24389709
#> exo3 0.03890078 0.3308378 -0.32983640 0.44943861
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001367206 0.000220313 0.001136658 0.001716204
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004626555 0.003717458 -0.009726436 -0.0003203247
#> Sigma[2,2] 0.398894408 0.072288214 0.282006046 0.4724077828
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01518605 0.006879738 0.005665263 0.02403441
#> Sigma[3,2] -0.38512331 0.111940581 -0.544684168 -0.23327703
#> Sigma[3,3] 0.69439114 0.261784604 0.429728585 1.13959609
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0128988 0.005647291 0.005190186 0.01979905
#> Sigma[4,2] -0.1495743 0.094685380 -0.296891704 -0.03719652
#> Sigma[4,3] 0.4916491 0.221790379 0.293389904 0.87585211
#> Sigma[4,4] 0.4316926 0.189011978 0.260270971 0.75719610
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991442059 0.01441207 0.97551351 1.01171408
#> lag1_var2 -0.060887091 0.03648340 -0.10802393 -0.02073404
#> lag1_var3 -0.106506421 0.06164591 -0.18526917 -0.03841325
#> lag1_var4 0.106249190 0.05710795 0.04163355 0.18039321
#> const 0.203802141 0.21689529 -0.08653941 0.46815771
#> exo1 -0.002738407 0.02322564 -0.03787619 0.02401874
#> exo2 -0.091660475 0.02417647 -0.12630329 -0.06016459
#> exo3 0.020964501 0.04377256 -0.03488621 0.08619806
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3238312 0.4178732 -0.8245358 0.32823070
#> lag1_var2 1.8797336 0.6822668 0.8424558 2.66198382
#> lag1_var3 1.5850416 1.1407152 -0.1713945 2.89466148
#> lag1_var4 -1.5296019 1.0428080 -2.7112409 0.05271573
#> const 4.6173900 5.4490489 -1.1648559 14.07341518
#> exo1 -0.3926005 0.6671538 -1.5269401 0.27553883
#> exo2 0.9601671 0.4765135 0.3465693 1.57382256
#> exo3 0.2933309 0.6653631 -0.6013794 1.07570518
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4617188 0.5237298 -0.3046317 1.00311002
#> lag1_var2 -0.9471497 0.7440637 -2.0395758 -0.06642619
#> lag1_var3 -0.7651005 1.2746319 -2.6393358 0.76665383
#> lag1_var4 1.6247729 1.1501939 0.2291761 3.30717916
#> const -3.1352282 7.0913234 -11.6224262 7.67351781
#> exo1 0.3651798 0.8831865 -0.3674720 1.89175216
#> exo2 -2.3306098 0.5202015 -3.1618855 -1.71495235
#> exo3 -0.9422295 1.0181484 -2.2007913 0.27513679
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3186834 0.3586525 -0.2176195 0.73095970
#> lag1_var2 -0.3313310 0.4671208 -0.9857452 0.28042944
#> lag1_var3 -0.6860222 0.8139844 -1.8245226 0.38588493
#> lag1_var4 1.5750606 0.7393042 0.6269403 2.59225311
#> const -1.4013968 5.9225448 -8.7832297 6.64175975
#> exo1 0.1260758 0.5494740 -0.4809935 1.03225829
#> exo2 -1.8316519 0.4611088 -2.4547943 -1.35171513
#> exo3 -0.8013213 0.6760068 -1.6885457 -0.02257425
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003509562 7.346054e-05 0.000259219 0.0004510642
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007051819 0.003379952 -0.01143248 -0.001923866
#> Sigma[2,2] 0.838995037 0.171794860 0.62433971 1.060492844
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004060246 0.001690031 0.002025943 0.006503908
#> Sigma[3,2] -0.288278409 0.068608691 -0.380020320 -0.206664584
#> Sigma[3,3] 0.238446630 0.041379415 0.180544567 0.291142565
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001029046 0.001268691 -0.0005303924 0.00283469
#> Sigma[4,2] 0.138508041 0.071525780 0.0635828667 0.25383296
#> Sigma[4,3] 0.119668101 0.036299033 0.0636129849 0.16314757
#> Sigma[4,4] 0.225144806 0.059112377 0.1327241904 0.28811894
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941286698 0.008482592 0.92905073 0.95021620
#> lag1_var2 0.105201999 0.016509971 0.08614896 0.12886534
#> lag1_var3 0.214185971 0.034062416 0.17494911 0.26353221
#> lag1_var4 -0.189249080 0.030681286 -0.23505618 -0.15382560
#> const 0.222023237 0.157578884 -0.03098431 0.37207470
#> exo1 0.007906095 0.018546951 -0.01443360 0.03459320
#> exo2 -0.092186505 0.015395439 -0.10922791 -0.06604549
#> exo3 0.010710709 0.023237917 -0.02327672 0.03814566
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7407057 0.5706786 -0.04396918 1.3849874
#> lag1_var2 -1.4453355 1.2921557 -2.92919183 0.2007441
#> lag1_var3 -4.1408889 2.8054424 -7.28979115 -0.3776046
#> lag1_var4 3.9519047 2.4746759 0.68910173 6.7069542
#> const -1.8441995 6.0379173 -8.96389093 7.1633633
#> exo1 -0.2394025 0.5764572 -0.96147121 0.6825059
#> exo2 0.3616946 1.3170129 -1.33246026 2.0260923
#> exo3 0.5376096 0.9817182 -0.80729578 1.6683714
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1298209 0.4289676 -0.60411066 0.4818602
#> lag1_var2 1.1445285 0.8497002 0.07009864 2.0620683
#> lag1_var3 2.8418327 1.7512950 0.53463529 4.7127915
#> lag1_var4 -1.8742005 1.5657981 -3.53579741 0.1270748
#> const 0.6873113 3.5378965 -4.32698788 5.3574997
#> exo1 0.5202286 0.4328937 -0.01178044 1.0742219
#> exo2 -3.2663531 0.7550522 -4.02187910 -2.0399156
#> exo3 -0.6775328 0.6139558 -1.49210098 0.1432475
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1321577 0.2623993 -0.268670775 0.42544419
#> lag1_var2 0.3965602 0.4131171 0.006050417 1.03519638
#> lag1_var3 0.6983484 0.8635852 -0.241441864 2.02467963
#> lag1_var4 0.2431379 0.7833315 -0.959883100 1.04124267
#> const -1.3508298 3.4213106 -6.221485066 3.20313538
#> exo1 0.4970813 0.4274151 -0.118876280 1.09047073
#> exo2 -3.6226721 0.7584849 -4.599233203 -2.53908152
#> exo3 -0.6012709 0.3850460 -1.076020287 -0.04543641
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001262202 0.0002837476 0.000938509 0.00169537
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01366417 0.007697912 -0.02336011 -0.001825414
#> Sigma[2,2] 1.09278873 0.324065315 0.65023237 1.525440803
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006883002 0.0084997 -0.01916253 0.0029177
#> Sigma[3,2] -0.738600566 0.3311395 -1.30756116 -0.3476103
#> Sigma[3,3] 1.413356684 0.4000544 0.88914384 1.9848292
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01498134 0.006537325 -0.0232337 -0.005694841
#> Sigma[4,2] -0.20720539 0.217185828 -0.5931826 -0.007567085
#> Sigma[4,3] 1.14356044 0.288762718 0.7794068 1.501443044
#> Sigma[4,4] 1.14207877 0.263256791 0.7758004 1.479462358
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96362926 0.01340507 0.943071639 0.979730795
#> lag1_var2 0.04898199 0.02354825 0.015470472 0.078205064
#> lag1_var3 0.06489927 0.04183337 0.007736820 0.119650977
#> lag1_var4 -0.05525309 0.03817939 -0.105841590 -0.005081497
#> const 0.38568483 0.31108108 0.008545606 0.857310821
#> exo1 -0.01787601 0.03086500 -0.062910625 0.014903254
#> exo2 -0.05430219 0.04186748 -0.115123957 -0.004311127
#> exo3 0.04404996 0.03506269 -0.005421275 0.084661988
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8195941 0.4019504 0.1763673 1.2682214
#> lag1_var2 -0.6197967 0.9466646 -2.3580970 0.1660405
#> lag1_var3 -2.2398774 1.8595915 -5.6207397 -0.7094929
#> lag1_var4 1.8199111 1.6716436 0.4127106 4.8278869
#> const 3.9513316 9.5773249 -8.6008852 16.3387925
#> exo1 -0.2740538 0.4489062 -0.9255188 0.3153222
#> exo2 0.6326447 1.0811439 -1.1008230 2.0605227
#> exo3 -0.2761372 1.0226742 -1.5973372 1.2484181
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5248240 0.3983588 0.05002245 1.1230971
#> lag1_var2 -1.0163801 0.9450723 -2.20423067 0.3304008
#> lag1_var3 -1.6518650 1.8161695 -3.84166073 0.9784461
#> lag1_var4 2.4470538 1.6366383 0.02563931 4.3906842
#> const -7.0965990 9.4500453 -20.25943861 3.5141815
#> exo1 0.3843389 1.4176306 -1.31644941 2.6985071
#> exo2 -4.2950777 1.3456970 -5.91778580 -2.1767698
#> exo3 0.6140130 1.2108369 -0.51146056 2.5809967
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0315829 0.2952625 0.7088511 1.4626370
#> lag1_var2 -1.9038332 0.6769405 -2.9081496 -1.0263018
#> lag1_var3 -3.9450358 1.2846847 -5.7804293 -2.0926521
#> lag1_var4 4.5088446 1.1652999 2.7924997 6.1473758
#> const -6.7632095 5.8769619 -14.3543418 0.6719042
#> exo1 0.2637695 1.5010058 -1.5558904 2.7712218
#> exo2 -4.5372580 1.0936812 -6.1846036 -3.1938387
#> exo3 0.5823472 1.1414214 -0.8126427 2.1229365
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008941794 0.001405126 0.0003097063 0.00298147
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004903119 0.002305109 -0.00731472 -0.001340441
#> Sigma[2,2] 0.209525333 0.041803955 0.17090957 0.276258610
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004959054 0.001769214 0.002711683 0.007103419
#> Sigma[3,2] -0.171903955 0.024935111 -0.209603197 -0.145396824
#> Sigma[3,3] 0.173451593 0.022803350 0.149116845 0.209560517
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002133252 0.001053854 0.0006917267 0.003453399
#> Sigma[4,2] -0.053002548 0.012068210 -0.0725595904 -0.041340367
#> Sigma[4,3] 0.076965379 0.018110374 0.0595427437 0.103807228
#> Sigma[4,4] 0.048091900 0.012427597 0.0349850387 0.065811681
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96655732 0.03168020 0.930247029 1.012738150
#> lag1_var2 0.07298422 0.11829838 -0.105593131 0.138907363
#> lag1_var3 0.11222749 0.19597326 -0.193722848 0.229437116
#> lag1_var4 -0.10284117 0.18715329 -0.221038149 0.197280001
#> const 0.36845955 0.18880089 0.172833851 0.661834054
#> exo1 -0.03648884 0.04378219 -0.110392467 -0.005914344
#> exo2 -0.01009152 0.03034653 -0.061888842 0.018571647
#> exo3 0.02247027 0.01935905 -0.004064791 0.050238057
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34445566 0.3213665 0.08531495 0.8930642
#> lag1_var2 0.95668290 1.0600392 -0.23076764 2.6140586
#> lag1_var3 0.42507985 1.8186375 -1.72874693 3.2244123
#> lag1_var4 -0.59935487 1.8952285 -3.47900064 1.6061228
#> const 2.03327582 3.9620312 -3.64532955 7.2928677
#> exo1 0.15168382 0.2437632 -0.17899511 0.4955124
#> exo2 0.20641219 0.3541892 -0.33757107 0.5772654
#> exo3 -0.04977233 0.2996965 -0.41927470 0.3195957
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.051504539 0.3232185 -0.5470737 0.25240444
#> lag1_var2 0.116389105 1.0063747 -1.3289034 1.44478107
#> lag1_var3 0.817761490 1.6968717 -1.5173721 3.01424473
#> lag1_var4 0.207183665 1.7293179 -2.0322037 2.53697745
#> const -0.908990287 3.1726764 -5.0628106 4.13506165
#> exo1 -0.166219235 0.2118923 -0.5082556 0.03928076
#> exo2 -0.258715195 0.3514973 -0.6381668 0.30291752
#> exo3 0.006084873 0.3164853 -0.3851293 0.48735212
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14883681 0.1686044 -0.1017482 0.3247370
#> lag1_var2 0.38610489 0.5137373 -0.3229364 1.0890044
#> lag1_var3 0.56434038 0.8492378 -0.5895607 1.7172130
#> lag1_var4 0.37282477 0.8312069 -0.7525875 1.4558323
#> const -0.53242314 1.2454827 -2.2118963 1.2376236
#> exo1 -0.07525046 0.1504437 -0.2674597 0.1284423
#> exo2 -0.13781162 0.2242352 -0.4168841 0.1934744
#> exo3 -0.01764826 0.1973380 -0.2582598 0.3015932
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002655748 5.666382e-05 0.000190316 0.0003477181
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004105867 0.0004386767 -0.0009346123 0.0002933658
#> Sigma[2,2] 0.0419724280 0.0093207644 0.0307119008 0.0553528934
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002322641 0.0009463445 -0.001025345 0.001547918
#> Sigma[3,2] -0.0392064020 0.0121488760 -0.059470557 -0.025254685
#> Sigma[3,3] 0.1012286944 0.0240046628 0.072918056 0.137142031
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -7.964017e-05 0.0007119019 -0.0009809658 0.0008218019
#> Sigma[4,2] -4.162180e-03 0.0099034708 -0.0148446191 0.0094404780
#> Sigma[4,3] 7.048132e-02 0.0191413181 0.0434082763 0.0954349906
#> Sigma[4,4] 6.931464e-02 0.0188366936 0.0431354875 0.0963131681
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994214049 0.007577693 0.983762204 1.005247675
#> lag1_var2 0.002368164 0.055331169 -0.069586756 0.075757368
#> lag1_var3 0.020492454 0.065088578 -0.066360271 0.105088746
#> lag1_var4 -0.018611665 0.064388683 -0.103295219 0.067620368
#> const 0.074054893 0.153812560 -0.083324570 0.310889663
#> exo1 0.006966466 0.006645641 -0.001315671 0.016163074
#> exo2 -0.023009851 0.014906967 -0.039589272 -0.002322668
#> exo3 -0.009015396 0.018571786 -0.034390337 0.017479833
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2747733 0.16923267 -0.5249779 -0.08320598
#> lag1_var2 0.2495599 0.52194939 -0.5219581 0.88852498
#> lag1_var3 -0.4760955 0.76224968 -1.5846164 0.35448182
#> lag1_var4 0.5571174 0.72438080 -0.2484461 1.61452112
#> const 0.5869513 1.33260729 -1.3701434 2.29946983
#> exo1 -0.2675628 0.09974592 -0.4071790 -0.14896670
#> exo2 0.2002540 0.22168828 -0.1242324 0.48943188
#> exo3 0.2337760 0.31345408 -0.1811366 0.58552657
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17881857 0.1984423 -0.4797340 0.07709761
#> lag1_var2 1.55624693 1.0051452 -0.0190547 2.80461753
#> lag1_var3 2.92754711 1.3331552 0.9489304 4.70476929
#> lag1_var4 -1.89878683 1.2847466 -3.5935309 0.01913165
#> const 2.09748662 1.7784928 -0.1565096 4.81342494
#> exo1 -0.09757118 0.3304736 -0.5594978 0.37202979
#> exo2 -1.04764937 0.3049182 -1.3698840 -0.58160819
#> exo3 0.68371860 0.3797017 0.1839895 1.21208815
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4348494 0.1062001 -0.5871576 -0.31190807
#> lag1_var2 1.4632331 0.7325587 0.2327231 2.22759031
#> lag1_var3 2.1780352 0.9245819 0.6736881 3.21463329
#> lag1_var4 -1.0651136 0.8969352 -2.0534758 0.39544982
#> const 1.8788629 2.2231859 -1.5476547 4.75286435
#> exo1 -0.3284494 0.3015280 -0.7633551 0.06168931
#> exo2 -0.9004370 0.2930123 -1.2428592 -0.49068159
#> exo3 0.8978279 0.2904393 0.4101040 1.13399883
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004222936 0.0001468916 0.0003177301 0.0006751246
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -5.129695e-05 0.0008203183 -0.0009778877 0.001291687
#> Sigma[2,2] 1.466742e-01 0.0370091860 0.1062401024 0.206611163
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005289914 0.008283451 -0.006420583 0.01545743
#> Sigma[3,2] -0.651759375 0.262194015 -1.112349889 -0.42527130
#> Sigma[3,3] 6.641107021 2.097536170 4.214475411 10.04382103
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005500626 0.008169735 -0.005522479 0.01577328
#> Sigma[4,2] -0.556357467 0.243857212 -0.986056216 -0.34799876
#> Sigma[4,3] 6.333611734 1.979344899 3.979322124 9.48812604
#> Sigma[4,4] 6.092264344 1.872432571 3.807292234 9.01382530
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994158893 0.007286184 0.982805695 1.00453931
#> lag1_var2 0.013176265 0.047825286 -0.049054537 0.07792134
#> lag1_var3 0.025557642 0.069466646 -0.066591837 0.11570620
#> lag1_var4 -0.025659855 0.067742622 -0.113487549 0.06439333
#> const 0.224402174 0.112908390 0.058796813 0.37309224
#> exo1 0.022937102 0.016728200 0.004397284 0.05095716
#> exo2 -0.078393588 0.019889655 -0.109896193 -0.06319648
#> exo3 0.005837747 0.022256922 -0.020580313 0.03552444
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17414264 0.1078447 -0.32676006 -0.03421044
#> lag1_var2 0.94180996 0.7221137 0.05220674 1.98697830
#> lag1_var3 0.38056406 1.0047159 -0.85379689 1.92807446
#> lag1_var4 -0.34429773 0.9918306 -1.86887787 0.88632427
#> const 2.43280429 2.1778142 -1.06646513 5.08831091
#> exo1 0.34303823 0.2658861 0.02163796 0.71002953
#> exo2 0.86511378 0.4490825 0.34643919 1.59045023
#> exo3 -0.08118558 0.2736050 -0.53678776 0.22543376
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.636534 0.894161 1.320621 3.67581512
#> lag1_var2 3.423221 5.233517 -1.887009 11.48040656
#> lag1_var3 5.128106 7.485346 -3.265760 16.53185273
#> lag1_var4 -4.995087 7.361260 -16.283116 3.16954527
#> const 1.797637 15.388803 -17.273262 23.62323355
#> exo1 -2.991869 2.406482 -6.437962 0.05068057
#> exo2 -0.651630 3.063677 -5.964478 2.39570198
#> exo3 1.611326 2.123424 -1.799703 3.84550813
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.56561605 0.8621401 1.315659 3.5496290
#> lag1_var2 3.89250114 4.9855043 -1.255818 11.5575381
#> lag1_var3 5.11870812 7.1632165 -2.953547 15.9877172
#> lag1_var4 -4.96680236 7.0415028 -15.719767 2.8740383
#> const 2.88470358 14.8797927 -16.513308 23.2219487
#> exo1 -2.82233485 2.3985582 -6.140142 0.3018962
#> exo2 0.03454282 2.8480518 -4.879909 2.8319946
#> exo3 1.62730861 2.0889105 -1.700140 3.7316793
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006771636 0.00114771 0.005664048 0.008573727
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02150297 0.01739109 -0.04092994 0.0001805781
#> Sigma[2,2] 0.99952212 0.18166150 0.77162596 1.2630371218
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03443462 0.008963191 0.02090916 0.04246342
#> Sigma[3,2] -0.54256631 0.136173279 -0.72725490 -0.36298427
#> Sigma[3,3] 0.50268872 0.118712709 0.35484675 0.67707507
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02469423 0.004271728 0.01999604 0.03193634
#> Sigma[4,2] 0.03324189 0.068826799 -0.06360749 0.11682735
#> Sigma[4,3] 0.21021565 0.054825837 0.14371301 0.28782580
#> Sigma[4,4] 0.25165693 0.054243103 0.18774051 0.33708161
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980373524 0.07116692 0.87892409 1.0646880
#> lag1_var2 -0.010274387 0.21189791 -0.28477112 0.2831617
#> lag1_var3 -0.053651543 0.36827895 -0.54824474 0.4477143
#> lag1_var4 0.055074108 0.33885872 -0.39813164 0.5267940
#> const 0.241780776 0.59887846 -0.60223747 0.9414739
#> exo1 0.060624859 0.06796091 -0.04021701 0.1550135
#> exo2 0.001927912 0.08565203 -0.09708745 0.1291479
#> exo3 0.006742792 0.05896101 -0.07275492 0.0934716
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7840045 0.5325472 -1.3201080 0.1342392
#> lag1_var2 1.7926398 1.6956473 -0.6764975 3.4853672
#> lag1_var3 1.6214926 2.9403244 -2.6665022 4.5720583
#> lag1_var4 -1.3474880 2.7469354 -4.1585636 2.7159164
#> const 5.4173643 6.2440388 -2.7998627 13.8060402
#> exo1 0.1051811 0.6374849 -0.8011864 0.9650831
#> exo2 1.6075168 1.0062831 0.4809540 3.0856360
#> exo3 0.6779044 0.9203371 -0.5002253 1.9722436
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35292601 0.4740341 -0.2131070 1.15839673
#> lag1_var2 0.39892290 1.5686230 -2.2231339 2.24015690
#> lag1_var3 1.60029939 2.7432416 -2.9729938 4.82801176
#> lag1_var4 -0.77683587 2.5766531 -3.8779809 3.49111156
#> const 0.43578957 5.1582491 -5.9835766 7.57870825
#> exo1 -0.07882798 0.2475747 -0.3691665 0.26523831
#> exo2 -1.88232715 0.6847180 -2.8611243 -1.06701594
#> exo3 -0.89495225 0.6419513 -1.7469236 0.02817529
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.138837684 0.4175745 -0.52398960 0.6217984
#> lag1_var2 1.154391822 1.1443110 -0.88590252 2.0268771
#> lag1_var3 2.060391472 2.0131724 -1.50346222 3.6206664
#> lag1_var4 -1.050800807 1.8637908 -2.50956360 2.2132572
#> const 2.949440270 2.4310877 -0.09150426 6.2425129
#> exo1 -0.007596921 0.4333157 -0.63167985 0.4845799
#> exo2 -1.071992197 0.7623785 -2.20740123 -0.2604872
#> exo3 -0.575280001 0.2655393 -0.91606583 -0.2063192
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001070648 0.0002138928 0.0008167248 0.001377004
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02700652 0.00875317 -0.03973884 -0.01736857
#> Sigma[2,2] 1.37296696 0.44049124 0.90002502 1.99540704
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02489988 0.00563261 0.01811794 0.03250718
#> Sigma[3,2] -1.04145657 0.28667976 -1.40687599 -0.67025327
#> Sigma[3,3] 1.34805156 0.30863988 1.00378059 1.84089034
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009515747 0.002617453 0.006027035 0.01271935
#> Sigma[4,2] -0.236012284 0.137433373 -0.416812311 -0.05189670
#> Sigma[4,3] 0.795224704 0.252912762 0.536573919 1.19279852
#> Sigma[4,4] 0.722937377 0.212005718 0.521925512 1.07265352
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92829780 0.02488747 0.89545465 0.96109194
#> lag1_var2 0.18207888 0.04431169 0.11103784 0.22510019
#> lag1_var3 0.30811305 0.07262621 0.19136901 0.37801523
#> lag1_var4 -0.28327795 0.06488119 -0.34650192 -0.17835349
#> const 0.31821996 0.26598131 -0.03553317 0.67570737
#> exo1 0.03612774 0.02839587 -0.01044250 0.06736937
#> exo2 -0.07528251 0.03088527 -0.12290109 -0.03795031
#> exo3 0.06598064 0.02997091 0.02020307 0.10315610
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.202071 0.8180312 0.3488916 2.5752914
#> lag1_var2 -2.444063 1.5835575 -4.5670602 -0.2393509
#> lag1_var3 -5.469916 2.5854884 -8.8223485 -1.7746008
#> lag1_var4 4.941856 2.3362505 1.6163686 7.9883324
#> const 3.967819 7.0397687 -5.8948246 13.0088719
#> exo1 -1.082998 1.1269498 -2.3540148 0.7525755
#> exo2 1.114694 0.8069993 0.1999837 2.3584827
#> exo3 -1.655033 1.0434832 -3.0038547 -0.2881474
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1674671 0.9667912 -1.60635145 1.1349223
#> lag1_var2 2.0010961 1.7890855 -0.57783453 4.2620015
#> lag1_var3 4.3041045 2.9618474 0.06508264 8.0559546
#> lag1_var4 -3.1961547 2.6752597 -6.64222296 0.6082787
#> const -1.9304060 7.1415751 -12.32773627 7.4172085
#> exo1 0.6363934 1.0121693 -0.52947223 2.0133777
#> exo2 -2.8603302 1.1073543 -3.96049689 -1.0772869
#> exo3 1.9589961 1.4316336 -0.23560024 3.8330168
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5331084 0.7378374 -0.2393393 1.6733889
#> lag1_var2 0.2869235 1.2603557 -1.6642411 1.5124202
#> lag1_var3 0.6248925 2.1224921 -2.6208242 2.7994502
#> lag1_var4 0.1935539 1.9195717 -1.8467089 3.1030012
#> const -0.5292063 7.1883048 -9.5221270 9.8219128
#> exo1 -0.0355988 0.7240524 -1.0569933 0.9128886
#> exo2 -2.3404561 1.0167059 -3.3191782 -0.7794239
#> exo3 1.0954422 1.1205796 -0.6202772 2.4243110
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007704694 0.001758356 0.000175155 0.003346756
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008601572 0.005556352 -0.01891712 -0.004770757
#> Sigma[2,2] 0.654811824 0.195129912 0.47016314 0.977984061
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005943826 0.002280066 0.003975548 0.009488715
#> Sigma[3,2] -0.507981354 0.148148720 -0.756006827 -0.371207914
#> Sigma[3,3] 0.429466119 0.116600644 0.316379811 0.617794905
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004009743 0.003425066 -0.00489208 0.001976497
#> Sigma[4,2] -0.0920006341 0.031862144 -0.13777302 -0.053509781
#> Sigma[4,3] 0.1090001489 0.027666666 0.07294870 0.142843533
#> Sigma[4,4] 0.0530775362 0.011998999 0.03705622 0.069322232
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981742239 0.00525948 0.975101431 0.98946258
#> lag1_var2 0.037940034 0.05707357 -0.058434649 0.09465745
#> lag1_var3 0.061233461 0.08965248 -0.090401750 0.15081841
#> lag1_var4 -0.056854421 0.08918692 -0.143643153 0.09450638
#> const 0.306351698 0.16005192 0.040853292 0.46520152
#> exo1 -0.008220179 0.02646788 -0.025616997 0.03789289
#> exo2 -0.054472147 0.03787015 -0.113450691 -0.02296649
#> exo3 0.025125143 0.01691695 0.002077554 0.04585558
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5894413 0.4039139 0.01562936 1.1465898
#> lag1_var2 -4.1895981 2.1245142 -7.11965688 -1.3235732
#> lag1_var3 -7.9223564 3.3512879 -12.66053408 -3.3715377
#> lag1_var4 7.7444068 3.2235962 3.39101164 12.2715666
#> const -5.9820199 5.7106844 -13.95576982 2.0936756
#> exo1 0.7371653 0.7888802 -0.33117936 1.6464680
#> exo2 4.2682473 0.8294264 3.30543256 5.4880890
#> exo3 -0.8675708 1.3302660 -2.56551542 0.8186444
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5821195 0.3591150 -1.0922595 -0.09432672
#> lag1_var2 4.3024384 1.7831230 1.9256787 6.76410004
#> lag1_var3 7.7122449 2.8234756 3.9385612 11.68412980
#> lag1_var4 -6.5534437 2.7107015 -10.3465491 -2.91786276
#> const 7.5268731 4.2676189 1.0320029 12.75796800
#> exo1 -0.6040074 0.6642803 -1.3469450 0.40290586
#> exo2 -3.8637043 0.6261080 -4.8249450 -3.18647039
#> exo3 0.4938795 1.0050893 -0.7983703 1.75194564
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24084743 0.1547793 -0.3970392 0.008094066
#> lag1_var2 1.41264268 0.6984936 0.4266115 2.268308024
#> lag1_var3 2.32874812 1.1142440 0.7621125 3.695277085
#> lag1_var4 -1.25685732 1.0697966 -2.5857170 0.236633786
#> const 3.11196240 1.9721234 0.2595898 5.197064506
#> exo1 -0.13376649 0.2393983 -0.4443698 0.217428463
#> exo2 -1.27695019 0.2065429 -1.5839614 -1.015694703
#> exo3 -0.04518627 0.2045761 -0.2986422 0.196009699
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007340948 0.0002536568 0.0004695501 0.001122708
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001621499 0.003989577 -0.003024739 0.00760212
#> Sigma[2,2] 0.460951519 0.127850441 0.295285207 0.62738713
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004196577 0.002934738 -0.008380612 -0.0004430333
#> Sigma[3,2] -0.240943471 0.075661428 -0.340206205 -0.1407844031
#> Sigma[3,3] 0.215498940 0.055564449 0.138007230 0.2843373166
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00335222 0.001837816 -0.006183729 -0.00115361
#> Sigma[4,2] 0.02562721 0.045482455 -0.026706361 0.09350952
#> Sigma[4,3] 0.08118363 0.035371434 0.042043553 0.13752156
#> Sigma[4,4] 0.10143972 0.034398993 0.065915635 0.15588837
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.044615229 0.01400014 1.02708056 1.06571747
#> lag1_var2 0.009470084 0.04899294 -0.06529435 0.06367770
#> lag1_var3 0.004603799 0.08749349 -0.13009152 0.10040488
#> lag1_var4 -0.027609859 0.08482352 -0.12297812 0.10227089
#> const 0.199394295 0.14776012 0.07293988 0.44260350
#> exo1 0.001865919 0.02530814 -0.03408202 0.03834706
#> exo2 -0.038471871 0.03994398 -0.09030309 0.01822749
#> exo3 -0.013957804 0.03281323 -0.05783388 0.02787643
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1144468 0.2661537 -1.5125775 -0.7762936
#> lag1_var2 -0.8256350 1.0434518 -2.4759738 0.3119956
#> lag1_var3 -2.6989618 1.8193360 -5.5777106 -0.6944128
#> lag1_var4 3.2178884 1.7938041 1.2474359 6.0582955
#> const 0.2328695 3.3222933 -4.7149302 4.6336371
#> exo1 0.1503234 0.4557755 -0.2410282 0.9150647
#> exo2 0.6229232 0.8937790 -0.4344066 1.8619920
#> exo3 1.1022787 0.6233328 0.2934479 1.9913009
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84405080 0.1592970 0.6550978 1.0539132
#> lag1_var2 0.06266082 0.8852868 -0.7035533 1.4737933
#> lag1_var3 0.87834743 1.5401363 -0.3908040 3.3348144
#> lag1_var4 -0.27474681 1.5207907 -2.7119509 0.9599956
#> const 0.67047046 3.4736947 -3.2038816 6.1035554
#> exo1 -0.09899733 0.2090441 -0.3549751 0.2217847
#> exo2 -1.55897453 0.6891423 -2.2579886 -0.5824545
#> exo3 -0.39195563 0.4022552 -0.8818930 0.1683116
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20894954 0.09023223 0.1133839 0.3548365
#> lag1_var2 -0.80847877 0.69384905 -1.7007861 0.1862234
#> lag1_var3 -1.35501323 1.19304652 -2.8625336 0.3933889
#> lag1_var4 2.26870432 1.16515924 0.5590821 3.7040314
#> const 0.01387233 2.42368465 -3.6605902 3.2085390
#> exo1 -0.01568339 0.27185408 -0.2997083 0.4363141
#> exo2 -1.26478524 0.51844123 -2.1389092 -0.8231225
#> exo3 0.24973319 0.33923138 -0.2354721 0.6678603
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007830131 0.0002259213 0.0005327842 0.001106032
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00810539 0.002897584 -0.01259097 -0.004995043
#> Sigma[2,2] 0.13782109 0.038466371 0.10673758 0.206927906
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00715517 0.002938143 0.004019496 0.01169009
#> Sigma[3,2] -0.11914562 0.037305363 -0.185892880 -0.08981591
#> Sigma[3,3] 0.11509074 0.037973103 0.086274511 0.18207998
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002276051 0.001246654 0.0009188705 0.004229472
#> Sigma[4,2] -0.035833498 0.014770086 -0.0595437017 -0.023937086
#> Sigma[4,3] 0.044504856 0.015635904 0.0327147403 0.070182105
#> Sigma[4,4] 0.024760950 0.006978579 0.0173731555 0.035903614
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990845076 0.03440922 0.94294294 1.03940958
#> lag1_var2 0.009972984 0.02248275 -0.02706879 0.03233210
#> lag1_var3 0.003528903 0.04652530 -0.07066586 0.04753615
#> lag1_var4 -0.005500349 0.03832024 -0.04236806 0.05361107
#> const 0.197259862 0.35170012 -0.26761642 0.65547244
#> exo1 -0.017236927 0.02174251 -0.04389803 0.01497115
#> exo2 -0.071564148 0.03514745 -0.10434261 -0.01577035
#> exo3 -0.005628688 0.02631454 -0.04826501 0.02061594
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1628763 0.3916656 -0.7180628 0.4047853
#> lag1_var2 1.3830875 0.2974772 1.0123351 1.7970932
#> lag1_var3 1.1244892 0.4716134 0.5742875 1.8128185
#> lag1_var4 -0.9928549 0.3664822 -1.5187630 -0.5495320
#> const 1.5137081 3.9372595 -2.9619456 7.4811308
#> exo1 -0.0756517 0.2903580 -0.4688547 0.3261456
#> exo2 1.5354331 0.4198577 0.8629167 2.0665673
#> exo3 0.1836871 0.2819059 -0.1195619 0.6054391
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43355052 0.3657389 -0.06091409 1.0225167
#> lag1_var2 -0.41749030 0.2438254 -0.80270890 -0.1642484
#> lag1_var3 -0.05729573 0.4265719 -0.75019651 0.3539101
#> lag1_var4 0.84406171 0.3443061 0.50818249 1.3993506
#> const 0.01694049 3.2298398 -4.64558320 3.7773142
#> exo1 0.08476471 0.2463577 -0.19526889 0.4379253
#> exo2 -1.83831125 0.3260586 -2.25099304 -1.3080720
#> exo3 -0.10054692 0.2625409 -0.50014984 0.1767771
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.361915673 0.2016677 0.09614102 0.66216340
#> lag1_var2 -0.112893077 0.1218596 -0.27032081 0.04692716
#> lag1_var3 -0.254149950 0.2326000 -0.57801988 0.07597822
#> lag1_var4 1.129390335 0.1913229 0.88473515 1.40887807
#> const -0.008809243 0.8447955 -1.14696150 1.02221042
#> exo1 0.047701638 0.1082393 -0.09607209 0.19158012
#> exo2 -1.007325439 0.1306713 -1.15094293 -0.83620341
#> exo3 0.027347199 0.1602199 -0.15613804 0.25668403
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008682235 0.002129738 0.005450004 0.01093466
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05913867 0.02166005 -0.089243 -0.02921113
#> Sigma[2,2] 2.18630402 0.60390029 1.461710 3.16053240
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.09608749 0.02580628 0.05609573 0.1249818
#> Sigma[3,2] -1.75531432 0.45507260 -2.43989483 -1.2174055
#> Sigma[3,3] 1.89664190 0.39040494 1.35511869 2.4221666
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.06392048 0.01983006 0.04022261 0.09552891
#> Sigma[4,2] -0.40641234 0.14623381 -0.60325864 -0.21449633
#> Sigma[4,3] 0.85821599 0.25104630 0.51390824 1.21827691
#> Sigma[4,4] 0.65679399 0.23290030 0.38863004 1.04465173
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88726115 0.06942679 0.81240708 0.99857448
#> lag1_var2 0.35920728 0.22280881 0.04563742 0.57300198
#> lag1_var3 0.55410983 0.35257678 0.05912610 0.89322554
#> lag1_var4 -0.51231921 0.32741992 -0.82593136 -0.05328964
#> const 0.25235921 0.55957638 -0.47069032 1.01738453
#> exo1 0.05782157 0.08530253 -0.05371583 0.17111476
#> exo2 -0.32110239 0.08964891 -0.45733880 -0.21772382
#> exo3 -0.08956549 0.14325236 -0.29002986 0.12326439
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4751934 1.3379987 -1.1179587 2.5143034
#> lag1_var2 -1.7464394 3.7179770 -6.8940567 3.1702866
#> lag1_var3 -4.1437190 5.9802997 -12.4025746 3.7206047
#> lag1_var4 3.9448770 5.5219969 -3.3397351 11.5953783
#> const 0.8439471 10.3913991 -14.6532228 13.7428308
#> exo1 -1.2298080 0.9136701 -2.6357085 -0.2091271
#> exo2 2.1003195 0.9501757 1.2279107 3.6272410
#> exo3 1.3971958 1.4982120 -0.8408706 2.9816346
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3133022 1.0414441 -2.7640632 0.07708888
#> lag1_var2 5.6056046 3.1330441 1.1092005 9.61004396
#> lag1_var3 9.6432916 4.9884723 2.5180387 16.02922149
#> lag1_var4 -8.1274591 4.6189191 -14.0376333 -1.51618899
#> const 0.8663644 8.0111114 -7.4326195 13.54599774
#> exo1 1.0903118 0.7307593 0.5065649 2.40486354
#> exo2 -7.5347001 1.3987726 -9.8264983 -6.00640937
#> exo3 -2.4522949 2.0262900 -4.5718800 0.51494726
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1615166 0.6994373 -2.0655997 -0.38643001
#> lag1_var2 4.6020462 2.1693759 2.0650495 7.34103779
#> lag1_var3 7.1801953 3.4575022 3.1217470 11.52014243
#> lag1_var4 -5.7158835 3.1909409 -9.7321250 -1.96372248
#> const 0.6273535 5.0665555 -6.4589336 6.33581406
#> exo1 0.3277348 0.5711949 -0.5469155 0.92049754
#> exo2 -6.8979558 1.0947951 -8.6795657 -5.68654800
#> exo3 -1.8246220 1.2761122 -3.4232032 -0.09849831
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00150226 0.0003464196 0.001095011 0.001991361
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006790083 0.002013363 -0.009852845 -0.003918766
#> Sigma[2,2] 0.128889836 0.023926199 0.096763889 0.162034746
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005986674 0.009074656 -0.008159843 0.01529146
#> Sigma[3,2] -0.207110143 0.070250352 -0.304784636 -0.10984944
#> Sigma[3,3] 2.340664466 0.803104250 1.643335911 3.79473470
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002044952 0.009960833 -0.01405839 0.01098084
#> Sigma[4,2] -0.147847048 0.069733323 -0.23951238 -0.04760764
#> Sigma[4,3] 2.502440873 0.869406021 1.76098615 4.08518468
#> Sigma[4,4] 2.725009196 0.945179953 1.94112399 4.45600128
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92482679 0.04494783 0.85310504 0.97719072
#> lag1_var2 0.09623907 0.07435993 0.01478218 0.21559165
#> lag1_var3 0.18619878 0.12947047 0.04669821 0.39624406
#> lag1_var4 -0.16264014 0.11508866 -0.34939687 -0.03879435
#> const 0.41574997 0.37473834 -0.10498765 0.97430723
#> exo1 -0.01023454 0.03158357 -0.04381478 0.03968210
#> exo2 -0.17720835 0.02405434 -0.20758599 -0.14009410
#> exo3 0.05554696 0.06091673 -0.03007695 0.14377585
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4298754 0.2933210 0.02630826 0.8161894
#> lag1_var2 0.1635056 0.5299113 -0.52309693 0.8906385
#> lag1_var3 -1.0425423 1.0050475 -2.26898810 0.3936720
#> lag1_var4 0.9315297 0.8954397 -0.34619001 2.0280236
#> const -0.5706338 1.8398419 -3.15278909 1.7016700
#> exo1 -0.2349703 0.3364420 -0.65048253 0.2287117
#> exo2 2.7784088 0.4374267 2.34445790 3.5325946
#> exo3 0.2129521 0.4332438 -0.42469290 0.7326802
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03536478 1.050508 -1.3290166 1.3304722
#> lag1_var2 0.44725128 2.232538 -2.6360443 3.2440523
#> lag1_var3 1.91544186 4.099291 -3.9402700 6.9980279
#> lag1_var4 -0.94749112 3.668537 -5.5032760 4.2733957
#> const 3.50426013 10.884520 -7.6343495 21.3142420
#> exo1 -0.24360082 1.103635 -1.8277985 1.2009651
#> exo2 -1.72809221 2.018016 -4.7456537 0.6852682
#> exo3 0.99802388 1.422534 -0.6715909 2.8333343
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1717071 1.085069 -1.0689604 1.504698
#> lag1_var2 0.1800437 2.443988 -2.8465295 3.530303
#> lag1_var3 0.7376628 4.405696 -4.9659678 6.730847
#> lag1_var4 0.1972491 3.942910 -5.1739262 5.280504
#> const 2.5979937 11.841604 -9.6512447 21.722787
#> exo1 -0.4330986 1.226086 -1.9995352 1.407097
#> exo2 -0.2859617 2.056932 -3.4058314 2.136454
#> exo3 1.2734772 1.581281 -0.6806458 3.256635
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001843108 6.563525e-05 0.000122642 0.0002852509
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001737844 0.0004359438 -0.0007447871 0.000459773
#> Sigma[2,2] 0.1023841400 0.0278075707 0.0704114447 0.144975756
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006545389 0.001494421 -0.001436015 0.002776815
#> Sigma[3,2] -0.1061739788 0.039276276 -0.173325265 -0.071239698
#> Sigma[3,3] 0.3954727868 0.090283118 0.274463332 0.519592832
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000569278 0.001384236 -0.001210041 0.002591308
#> Sigma[4,2] -0.029159878 0.029907298 -0.078980778 -0.002522199
#> Sigma[4,3] 0.320732643 0.078854788 0.217627993 0.419902893
#> Sigma[4,4] 0.304139140 0.072794600 0.207831903 0.389448651
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98697083 0.005601455 0.97834866 0.992711792
#> lag1_var2 0.04955750 0.049793966 -0.01853414 0.115743422
#> lag1_var3 0.06948006 0.074773332 -0.02965796 0.174019931
#> lag1_var4 -0.06694724 0.073308463 -0.16975796 0.029960110
#> const 0.21580671 0.077818904 0.10397618 0.330354103
#> exo1 -0.01080407 0.012523641 -0.02978062 0.004107714
#> exo2 -0.03068209 0.015695708 -0.05086147 -0.010433466
#> exo3 -0.02073571 0.013359607 -0.03518843 -0.001390316
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11213372 0.08299339 -0.2316980 -0.01710142
#> lag1_var2 0.54273305 0.88672764 -0.7088326 1.83267109
#> lag1_var3 -0.02863633 1.22551723 -1.7812304 1.65810983
#> lag1_var4 0.04435315 1.20678703 -1.6356785 1.76505909
#> const 2.45987950 2.53641495 -1.0042176 6.00767815
#> exo1 0.05583661 0.29683162 -0.3935959 0.44772328
#> exo2 0.43867695 0.17618508 0.2536560 0.72115502
#> exo3 0.66572679 0.25389560 0.3689278 1.04782318
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1184572 0.1143130 -0.02295934 0.2786429
#> lag1_var2 0.9621829 1.8823492 -1.25571792 4.0631860
#> lag1_var3 2.0452116 2.6023547 -0.94132923 6.4600164
#> lag1_var4 -1.1237141 2.6205284 -5.54759734 1.8856159
#> const 2.5277680 3.9871650 -1.79345836 9.3593531
#> exo1 0.3105767 0.7065549 -0.53423926 1.2376882
#> exo2 -2.2653793 0.3845909 -2.73709588 -1.7003272
#> exo3 -1.2493712 0.6861846 -2.31231102 -0.5323459
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02992098 0.1236575 -0.10345384 0.20461241
#> lag1_var2 1.12439886 1.6416865 -1.22509487 3.40542704
#> lag1_var3 1.70609173 2.3263700 -1.63269643 4.99817023
#> lag1_var4 -0.76265589 2.3239910 -4.06586686 2.55409820
#> const 3.73627582 3.5669647 -0.07722833 9.17064397
#> exo1 0.36577978 0.5680428 -0.45896579 0.98601637
#> exo2 -1.97003693 0.3509502 -2.42230310 -1.46999596
#> exo3 -0.76204395 0.5446568 -1.54594674 -0.09929514
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000814162 0.0003050937 0.0005974771 0.001303657
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00283405 0.001457467 -0.004642685 -0.0009036423
#> Sigma[2,2] 0.11290070 0.033343669 0.076498274 0.1684449880
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001222603 0.001434924 -0.003198423 0.0008377107
#> Sigma[3,2] 0.082290526 0.032595569 0.054816503 0.1360336450
#> Sigma[3,3] 0.208009601 0.044593196 0.158079906 0.2769787478
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003657174 0.002494638 -0.006470789 -6.632255e-05
#> Sigma[4,2] 0.174772168 0.055616705 0.118432636 2.720361e-01
#> Sigma[4,3] 0.285893551 0.069975578 0.212611500 4.006725e-01
#> Sigma[4,4] 0.440821861 0.113485482 0.326051798 6.377380e-01
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988269164 0.02200994 0.95327971 1.014789200
#> lag1_var2 0.006184381 0.08259286 -0.10228711 0.126241539
#> lag1_var3 0.008507021 0.11129903 -0.13940209 0.166651130
#> lag1_var4 -0.008040542 0.10574112 -0.15887302 0.130948047
#> const 0.231812472 0.12485066 0.05917323 0.404271381
#> exo1 0.010950063 0.01687665 -0.01869373 0.028331033
#> exo2 -0.079569605 0.02488026 -0.11685190 -0.047308273
#> exo3 -0.044317804 0.03518015 -0.08496128 0.004115756
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1895569 0.2633845 -0.2447457 0.4861436
#> lag1_var2 0.1098771 0.8473076 -0.7398899 1.3612721
#> lag1_var3 -1.2844996 1.0926498 -2.4364845 0.3396379
#> lag1_var4 1.2003421 1.0398265 -0.3478922 2.2941915
#> const 1.7518216 2.5714891 -0.9606410 5.5591920
#> exo1 -0.8079216 0.3061207 -1.1809023 -0.3345701
#> exo2 -1.3171006 0.4098061 -1.8794875 -0.7387063
#> exo3 0.6439900 0.4376621 0.1091414 1.3028796
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2481167 0.2979560 -0.1187335 0.7030839
#> lag1_var2 0.2748195 0.9628565 -1.2150593 1.4664383
#> lag1_var3 -0.0338906 1.2527993 -1.9273440 1.4977746
#> lag1_var4 0.8057422 1.1961315 -0.6583610 2.6274061
#> const 3.6421746 3.4131265 -1.9052685 6.6701069
#> exo1 -0.7710092 0.4749123 -1.4383472 -0.2215894
#> exo2 -0.1439349 0.5644069 -1.0588380 0.4807488
#> exo3 0.7925149 0.7240686 -0.2330124 1.7248090
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34560994 0.4285749 -0.20288763 0.96731522
#> lag1_var2 0.02381344 1.3593080 -2.02770334 1.86995092
#> lag1_var3 -1.52205081 1.7984970 -4.15940381 0.91056749
#> lag1_var4 2.24495460 1.7113680 -0.05979055 4.77979614
#> const 4.32397413 4.5753939 -2.50396960 9.44404462
#> exo1 -1.47518946 0.7039748 -2.48625919 -0.60035085
#> exo2 -0.99084306 0.8571104 -2.26220443 0.04341309
#> exo3 1.32533689 0.9889736 0.11141087 2.81542272
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001319624 0.0003510327 0.000873576 0.001765523
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003269446 0.003148022 -0.008060854 0.0007596125
#> Sigma[2,2] 0.332756856 0.068229522 0.248409426 0.4345854561
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003378927 0.002054867 0.0006714009 0.005844867
#> Sigma[3,2] -0.069013583 0.054908632 -0.1152528366 0.015626048
#> Sigma[3,3] 0.148355698 0.023335449 0.1232760956 0.188194542
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001530374 0.003200844 -0.003036609 0.00572895
#> Sigma[4,2] 0.121632681 0.083137313 0.065671362 0.26423438
#> Sigma[4,3] 0.120325696 0.044786105 0.075573949 0.19522669
#> Sigma[4,4] 0.203007664 0.089294698 0.135380027 0.35127803
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.026145475 0.02196417 0.99728591 1.05501444
#> lag1_var2 -0.134434950 0.06300227 -0.20742731 -0.03847709
#> lag1_var3 -0.237932630 0.11484721 -0.37177152 -0.06253354
#> lag1_var4 0.224863941 0.10994333 0.05630524 0.35219667
#> const 0.241989388 0.32263105 -0.19588267 0.70314066
#> exo1 0.003069551 0.04221018 -0.04356205 0.06837345
#> exo2 -0.037041662 0.03449064 -0.08173914 0.01074470
#> exo3 -0.062688568 0.02831549 -0.08260414 -0.01627763
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69492826 0.3800490 0.08429037 1.08561121
#> lag1_var2 -1.90247855 1.2081954 -3.12669430 -0.04471841
#> lag1_var3 -5.05396090 2.1320731 -7.16831011 -1.75872383
#> lag1_var4 4.84921009 2.0291624 1.72479691 6.87056957
#> const -1.93461446 4.0220715 -7.58980445 3.42813304
#> exo1 -0.09359537 0.4699769 -0.73665869 0.52619855
#> exo2 0.27289318 0.5922649 -0.42761437 1.21995719
#> exo3 0.33373026 0.7371815 -0.89530501 1.07855663
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3274879 0.2486632 -0.05928616 0.6122430
#> lag1_var2 -1.3797058 0.6991140 -2.12165099 -0.3109384
#> lag1_var3 -1.3098469 1.2573188 -2.66347796 0.5951407
#> lag1_var4 2.2243902 1.1869841 0.42797221 3.5036890
#> const -1.6360885 1.7259964 -3.50664755 0.9653446
#> exo1 0.1227261 0.3113864 -0.33929570 0.5187128
#> exo2 -1.4354550 0.5159556 -2.22267268 -0.8144508
#> exo3 -0.3015623 0.3172394 -0.68448182 0.1850954
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.72785064 0.2762386 0.3882240 1.1207477
#> lag1_var2 -2.84472854 0.7542840 -3.8665311 -1.7634870
#> lag1_var3 -4.82616368 1.3641401 -6.6910340 -2.8425161
#> lag1_var4 5.64086396 1.2902277 3.7638329 7.4163511
#> const -3.71504939 1.8909878 -6.3299256 -0.8373078
#> exo1 0.09427568 0.2920666 -0.3006205 0.4781309
#> exo2 -1.46792178 0.5949366 -2.2078385 -0.6160682
#> exo3 -0.17920022 0.5718733 -0.9049971 0.7147866
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004923005 0.001150749 0.003421729 0.00651344
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05557022 0.01134674 -0.06903626 -0.04006388
#> Sigma[2,2] 0.75985388 0.11522157 0.61495242 0.90516808
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05923645 0.01328383 0.04226022 0.07499415
#> Sigma[3,2] -0.77200527 0.14407615 -0.95426530 -0.61041247
#> Sigma[3,3] 0.92286429 0.18893352 0.71201349 1.15272505
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04748013 0.01116665 0.03325231 0.06070167
#> Sigma[4,2] -0.60396462 0.12461772 -0.76016274 -0.46629385
#> Sigma[4,3] 0.77764107 0.16579956 0.59458957 0.98171341
#> Sigma[4,4] 0.67556511 0.14672716 0.51434522 0.85614337
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91361272 0.02502144 0.88622689 0.95082010
#> lag1_var2 0.07756078 0.03945806 0.02675686 0.13682484
#> lag1_var3 0.15895696 0.08399991 0.06165199 0.29278349
#> lag1_var4 -0.11947117 0.07002345 -0.23289103 -0.03895573
#> const 0.34080191 0.51562881 -0.38901689 0.99532822
#> exo1 0.01882839 0.08712503 -0.08942701 0.13729829
#> exo2 -0.04029294 0.09714514 -0.19331881 0.07676132
#> exo3 0.02187401 0.04881744 -0.04693506 0.08054723
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86835453 0.3590432 0.3403933 1.2999028
#> lag1_var2 -0.05261313 0.5460965 -0.7279589 0.7107696
#> lag1_var3 -1.99973346 1.1875481 -3.5757002 -0.4657107
#> lag1_var4 1.57080130 0.9970043 0.2683666 2.9247892
#> const -0.28811983 4.7755623 -5.7444343 6.9174114
#> exo1 -0.12551886 1.0112227 -1.6322207 1.1261385
#> exo2 0.76692408 1.0854090 -0.3471696 2.3374323
#> exo3 0.39100231 0.7095480 -0.5827332 1.2565703
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2379529 0.3660335 -1.6457025 -0.6793726
#> lag1_var2 1.6884605 0.5350712 1.0334838 2.4290113
#> lag1_var3 4.8056541 1.0791968 3.5545095 6.3621903
#> lag1_var4 -3.1433844 0.9077217 -4.4316178 -2.0865137
#> const 0.6912045 4.6013485 -6.0164515 7.1269143
#> exo1 0.1969098 0.9042454 -1.0670935 1.4540199
#> exo2 -0.2914869 1.2651033 -1.9808482 1.3144984
#> exo3 -0.1351228 0.7533959 -0.9447202 1.1590949
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.09320206 0.3256824 -1.5222957 -0.6207239
#> lag1_var2 1.61135240 0.4269111 1.1270272 2.2287653
#> lag1_var3 3.78697261 0.8300495 2.9203163 5.0100727
#> lag1_var4 -2.15982949 0.7018760 -3.1482859 -1.3824375
#> const -0.49070580 3.9347996 -5.2505309 5.8618164
#> exo1 0.18089122 0.6878182 -0.8417819 1.0488676
#> exo2 -0.06248266 1.0799752 -1.4010133 1.3948219
#> exo3 -0.03635839 0.6948679 -0.8969542 1.1052290
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004139455 0.0002136235 0.0002372485 0.0007706621
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001184361 0.004731394 -0.004648193 0.007339464
#> Sigma[2,2] 0.716928987 0.201483447 0.526741973 1.052034944
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008163042 0.003440211 -0.005316482 0.002978613
#> Sigma[3,2] -0.5362465882 0.133432392 -0.746670905 -0.390903853
#> Sigma[3,3] 0.5772528613 0.122126513 0.454177964 0.761981346
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008462911 0.00193998 -0.003543973 0.001621101
#> Sigma[4,2] -0.2220209581 0.05424539 -0.295225867 -0.138930403
#> Sigma[4,3] 0.3960964718 0.10164402 0.293443138 0.563206500
#> Sigma[4,4] 0.3721202765 0.12243819 0.253463164 0.572579685
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012773393 0.02982832 0.973635892 1.05527254
#> lag1_var2 -0.023475074 0.03511499 -0.071603298 0.02832067
#> lag1_var3 -0.039685988 0.06407793 -0.127292679 0.05541701
#> lag1_var4 0.031189318 0.05179515 -0.046020050 0.10142973
#> const 0.194367592 0.18986222 -0.135894608 0.40311191
#> exo1 0.006598877 0.02033967 -0.021600297 0.03591757
#> exo2 -0.086215067 0.02506089 -0.126727443 -0.05826888
#> exo3 0.034344481 0.01844571 0.008789613 0.05965314
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.0953951 0.6178788 2.2220583 3.8976067
#> lag1_var2 -2.6404890 0.6782185 -3.4127241 -1.6548110
#> lag1_var3 -6.4515244 1.2067384 -7.9662236 -4.7248547
#> lag1_var4 5.0909208 0.9310511 3.7615397 6.2818377
#> const -4.1158941 6.9198420 -10.2155386 6.8057653
#> exo1 -0.4897935 0.6798785 -1.2378422 0.6017984
#> exo2 0.1065240 0.6534651 -0.8707401 0.9891346
#> exo3 5.9656496 1.0446302 4.5700718 7.4171114
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.479027 0.4809417 -3.0963304 -1.779345
#> lag1_var2 2.936168 0.4518291 2.3849233 3.546594
#> lag1_var3 6.096040 0.7405995 5.2383212 7.115620
#> lag1_var4 -4.053507 0.5338916 -4.7973406 -3.427795
#> const 4.479904 6.2774442 -3.5765623 13.552623
#> exo1 0.535318 0.6467322 -0.5661848 1.151841
#> exo2 -3.244587 0.5002314 -3.8956385 -2.535473
#> exo3 -2.991041 0.8026311 -4.3421086 -2.173955
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.30708535 0.2902440 -1.6877394 -0.8547910
#> lag1_var2 1.65100364 0.3357476 1.2410321 2.1704105
#> lag1_var3 2.78295212 0.6264225 1.9970776 3.7048087
#> lag1_var4 -1.24516155 0.5087168 -1.9472007 -0.5883646
#> const 1.85814223 4.6386944 -2.0945830 9.3676660
#> exo1 0.39739489 0.5038263 -0.3619068 0.9467814
#> exo2 -4.45291767 0.5508736 -5.1306071 -3.5850901
#> exo3 0.05361265 0.5687771 -0.7032753 0.9204331
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001148798 0.0003030045 0.0008250494 0.001617714
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004006307 0.008443031 -0.008826964 0.01458937
#> Sigma[2,2] 1.619576017 0.435668432 1.157022740 2.27624994
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005350827 0.006741962 -0.01542708 0.002309679
#> Sigma[3,2] -0.934334773 0.331989686 -1.50620705 -0.612814067
#> Sigma[3,3] 0.771760563 0.251755522 0.54536946 1.214641373
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003244037 0.004019447 -0.007707085 0.002508926
#> Sigma[4,2] 0.028244506 0.147694355 -0.192888765 0.206155288
#> Sigma[4,3] 0.231027621 0.093311630 0.108327326 0.359402503
#> Sigma[4,4] 0.263557620 0.070606097 0.172071034 0.365526858
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97994216 0.02073013 0.945755126 0.99886975
#> lag1_var2 0.09088769 0.08021515 -0.009281222 0.19986747
#> lag1_var3 0.15895949 0.13635666 -0.011368692 0.34498469
#> lag1_var4 -0.15437020 0.13078996 -0.333047460 0.01026380
#> const 0.27601385 0.26869566 -0.008382187 0.66466687
#> exo1 0.02636993 0.01651815 0.010137173 0.05324467
#> exo2 -0.07459754 0.03217567 -0.115887811 -0.03237929
#> exo3 0.01713723 0.02217943 -0.011632878 0.04840912
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.7520506 1.086716 -4.4587450 -1.5628432
#> lag1_var2 4.8989685 4.233876 -0.4485743 10.9060656
#> lag1_var3 7.1334816 7.201533 -1.8672709 17.4791312
#> lag1_var4 -6.1291878 6.890152 -15.7624322 2.5612112
#> const 7.9315401 7.355115 -1.6845891 18.2959229
#> exo1 -1.5541397 1.952438 -4.1508985 1.1197353
#> exo2 -0.2185175 1.655802 -2.8282338 1.3639787
#> exo3 -1.2940633 1.478197 -2.9361323 0.9741913
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1092123 0.7358555 1.4062805 3.232991529
#> lag1_var2 -3.1802365 2.9135917 -7.8542490 -0.346115178
#> lag1_var3 -4.7425560 4.9802315 -12.7660158 0.006519201
#> lag1_var4 4.9587208 4.7579542 0.3484671 12.505832676
#> const -4.8749404 7.4861978 -16.2218500 4.798165244
#> exo1 0.7597438 1.1715047 -0.6006614 2.583862793
#> exo2 1.0079151 0.9484380 0.2088485 2.613456448
#> exo3 0.2081499 0.8572749 -1.0995908 1.224209612
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4538416 0.2864252 -0.01176407 0.7695422
#> lag1_var2 -0.5151879 1.0961420 -2.21955258 0.8244738
#> lag1_var3 -0.9132171 1.8569861 -3.80730456 1.3325613
#> lag1_var4 1.7481223 1.8096554 -0.50467739 4.5300272
#> const -0.9657791 4.6044640 -7.27039195 4.4650974
#> exo1 -0.1815141 0.3686643 -0.70470206 0.3064591
#> exo2 0.9518648 0.4393801 0.23510873 1.5274406
#> exo3 -0.5854743 0.4128292 -1.06232400 -0.0514551
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004226232 0.0008976212 0.002804963 0.0052486
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006752225 0.003071608 -0.005748239 0.00285943
#> Sigma[2,2] 0.1445135378 0.031275026 0.105364734 0.18967812
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002872029 0.004058349 -0.006103569 0.004848547
#> Sigma[3,2] -0.1409399686 0.046571347 -0.219501702 -0.094025288
#> Sigma[3,3] 0.2544219935 0.073728165 0.165893718 0.365219120
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008673937 0.004341981 -0.007339328 0.003751255
#> Sigma[4,2] -0.0505322147 0.034068294 -0.103760440 -0.011994040
#> Sigma[4,3] 0.1771593311 0.052136426 0.111008446 0.254960218
#> Sigma[4,4] 0.1576344408 0.038773433 0.107670928 0.216645542
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8599348 0.05311966 0.7816245 0.92687284
#> lag1_var2 0.1438627 0.34401118 -0.3514501 0.58956700
#> lag1_var3 0.1897821 0.52353415 -0.5546853 0.87450054
#> lag1_var4 -0.1468380 0.50413358 -0.7953560 0.57298002
#> const 0.3811073 0.57259251 -0.2725127 1.21216232
#> exo1 -0.2024017 0.07020073 -0.2961700 -0.11754713
#> exo2 -0.0970149 0.05879998 -0.1625168 -0.00575012
#> exo3 0.1007618 0.09883682 -0.0205559 0.25190933
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18620833 0.3049096 -0.6492491 0.1770309
#> lag1_var2 -0.06644840 1.0486453 -1.3417070 1.4850777
#> lag1_var3 -1.54790143 1.5528250 -3.4260229 0.7036964
#> lag1_var4 1.61858463 1.4800372 -0.5462060 3.3875087
#> const 0.08235028 3.1788745 -3.8023406 3.9659430
#> exo1 0.09896242 0.2987078 -0.3186454 0.5222096
#> exo2 1.28547447 0.2572163 1.0158467 1.7044007
#> exo3 1.09240536 0.3108363 0.6541476 1.4533807
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08831480 0.3105269 -0.3710465 0.49482732
#> lag1_var2 2.66478709 1.5984558 0.2179933 4.74510421
#> lag1_var3 4.79596173 2.4212732 1.1272245 8.01341661
#> lag1_var4 -3.89704502 2.3428021 -6.9923626 -0.32033951
#> const 3.63810409 4.1274369 -1.7269140 8.97112259
#> exo1 -0.01178808 0.4384606 -0.4877139 0.67569438
#> exo2 -2.21428116 0.3818422 -2.7930818 -1.78873032
#> exo3 -0.74678045 0.5266730 -1.3895055 -0.02586371
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05318384 0.2415629 -0.4482146 0.226720882
#> lag1_var2 2.38523320 1.0902162 0.7683999 3.881341117
#> lag1_var3 3.39571751 1.6645412 0.9291414 5.700820817
#> lag1_var4 -2.43505264 1.6361497 -4.6636830 -0.007272559
#> const 3.05826284 3.2476022 -1.7907050 6.740278112
#> exo1 0.05291436 0.3781206 -0.2808222 0.685729361
#> exo2 -1.50873813 0.3415490 -1.9818149 -1.117427466
#> exo3 -0.05277853 0.3939057 -0.5090209 0.477470205
#>
#>
#>