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] 0.002130203 0.0006089956 0.001383195 0.003046399
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007330533 0.004878442 -0.01415793 -0.001266316
#> Sigma[2,2] 0.181077852 0.042336875 0.13951949 0.251351283
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01044087 0.005751888 0.003461098 0.01800325
#> Sigma[3,2] -0.18484850 0.054136402 -0.248240523 -0.11115923
#> Sigma[3,3] 0.36591307 0.074510486 0.248787577 0.45623399
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008323631 0.00435626 0.003061462 0.01438962
#> Sigma[4,2] -0.121699855 0.04744509 -0.171702714 -0.05017824
#> Sigma[4,3] 0.330951139 0.06603759 0.230594717 0.41167341
#> Sigma[4,4] 0.323569699 0.06113777 0.236409118 0.39967131
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981611569 0.02270931 0.94588678 1.01138028
#> lag1_var2 -0.005265183 0.05039964 -0.06331808 0.07409619
#> lag1_var3 0.014906677 0.09673513 -0.09708685 0.16891644
#> lag1_var4 -0.010814461 0.08365571 -0.14228859 0.08665643
#> const 0.396416474 0.36177740 0.08114967 1.01240586
#> exo1 -0.010968975 0.03413432 -0.05088475 0.04246018
#> exo2 -0.060272964 0.04672360 -0.11200616 0.01889869
#> exo3 -0.125363903 0.06968159 -0.22448311 -0.03395621
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28077673 0.1426535 0.09201469 0.468206214
#> lag1_var2 0.72772358 0.3132782 0.33066447 1.142826281
#> lag1_var3 -0.63544420 0.6975324 -1.57647193 0.323734454
#> lag1_var4 0.47962799 0.6530556 -0.42174028 1.371006047
#> const 0.76071832 2.1703272 -2.11480162 3.601900599
#> exo1 -0.17804100 0.3232529 -0.70075233 0.135359927
#> exo2 0.08255368 0.3324961 -0.28214685 0.629384548
#> exo3 -0.64183203 0.3737942 -1.03692491 -0.006510148
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14714824 0.1990835 -0.3651925 0.1863554
#> lag1_var2 0.02574492 0.4114157 -0.5118329 0.5795803
#> lag1_var3 1.81948499 0.9223445 0.5742583 3.1934950
#> lag1_var4 -0.70212354 0.8699548 -1.9740680 0.4707733
#> const 0.66085964 4.7183093 -5.3707878 6.8161865
#> exo1 0.16481590 0.4345589 -0.4332425 0.7152890
#> exo2 -1.03163019 0.5815539 -1.9648166 -0.4474311
#> exo3 1.17296114 0.6977460 0.1020152 2.0350664
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03054970 0.2032826 -0.31617242 0.2675949
#> lag1_var2 -0.01651627 0.3599913 -0.53213824 0.4767862
#> lag1_var3 0.80880694 0.8179713 -0.30734483 1.9967176
#> lag1_var4 0.28191133 0.7688837 -0.80348571 1.3097184
#> const -0.42584959 4.8662066 -6.61437970 6.4648054
#> exo1 0.09675796 0.4345543 -0.50446051 0.6577149
#> exo2 -1.07413411 0.6249198 -2.08368808 -0.4022042
#> exo3 1.08034177 0.6625153 0.08473189 1.9500073
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005352996 0.0007146443 0.004371108 0.00620172
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01125501 0.003617439 -0.01570592 -0.006693808
#> Sigma[2,2] 0.07851616 0.018468890 0.05954786 0.104844015
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008410448 0.003308341 0.003904294 0.01283042
#> Sigma[3,2] -0.040405254 0.011556579 -0.054274795 -0.02228828
#> Sigma[3,3] 0.044045992 0.009730981 0.031809966 0.05983650
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001591857 0.002057490 -0.002661032 0.002807914
#> Sigma[4,2] 0.0226446398 0.010365267 0.010504540 0.039132866
#> Sigma[4,3] 0.0157605764 0.007111024 0.007018703 0.026282902
#> Sigma[4,4] 0.0392619498 0.007542685 0.029170361 0.047629764
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01092693 0.02794178 0.97718793 1.04784532
#> lag1_var2 -0.13784517 0.13115247 -0.31419782 0.01224127
#> lag1_var3 -0.17078343 0.14701004 -0.37335215 -0.01407272
#> lag1_var4 0.17246322 0.14726268 0.02011497 0.37788358
#> const -0.26085391 0.61646243 -1.20902148 0.55551947
#> exo1 0.02971641 0.04017543 -0.02105211 0.08597760
#> exo2 -0.02265523 0.05284650 -0.10230836 0.03913484
#> exo3 0.03519892 0.10482706 -0.12546247 0.16581128
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04403371 0.1121587 -0.08460158 0.2289440
#> lag1_var2 0.38919057 0.6298619 -0.59417620 1.0828806
#> lag1_var3 -0.78721799 0.8051274 -2.05782767 0.1177446
#> lag1_var4 0.76197370 0.7978843 -0.13720888 2.0336590
#> const 0.86629011 2.5282393 -2.38706597 4.6598239
#> exo1 0.18091623 0.2091876 -0.10209423 0.4326477
#> exo2 0.36331280 0.1798827 0.10858049 0.5895411
#> exo3 -0.51770391 0.4454671 -0.98581328 0.2160786
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16066624 0.07802076 -0.2684517 -0.07478553
#> lag1_var2 0.33022822 0.42900191 -0.2360736 0.83044420
#> lag1_var3 1.36663691 0.49765113 0.6480296 1.90776481
#> lag1_var4 -0.34003655 0.50220978 -0.8776698 0.37721070
#> const 1.06321768 1.79486491 -2.0957697 2.97877230
#> exo1 -0.01716040 0.21374513 -0.2713630 0.28283566
#> exo2 0.00400643 0.16507491 -0.2659801 0.12502799
#> exo3 1.57707251 0.26496048 1.2349039 1.93891990
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17145236 0.0632307 -0.26154217 -0.09377751
#> lag1_var2 0.08488494 0.3685646 -0.42260224 0.56358646
#> lag1_var3 0.04728539 0.5112447 -0.73690953 0.59932738
#> lag1_var4 0.99314252 0.4979807 0.44841535 1.75367312
#> const 0.18023630 0.7050045 -0.71728557 1.14633234
#> exo1 0.15822720 0.1918018 -0.12492632 0.38234793
#> exo2 0.29720422 0.2606582 -0.06174924 0.62162215
#> exo3 1.37547946 0.2245004 1.12202669 1.65437297
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001498957 0.0002883774 0.001139347 0.001918041
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04779617 0.01486778 -0.07076257 -0.02887936
#> Sigma[2,2] 6.72684828 1.60280830 5.21553414 9.59112413
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02228983 0.0126127 0.003898677 0.03763474
#> Sigma[3,2] -4.27183185 1.2383549 -6.424764352 -3.02212607
#> Sigma[3,3] 4.06754542 1.1095510 2.651513684 5.74039146
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009470540 0.008730005 -0.02364659 0.001366055
#> Sigma[4,2] -0.009785048 0.507891324 -0.64332129 0.704180486
#> Sigma[4,3] 1.628302861 0.549978350 0.76858206 2.215742781
#> Sigma[4,4] 1.949269438 0.364130758 1.45334989 2.425466731
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02175153 0.01642047 1.000797799 1.045928900
#> lag1_var2 -0.03173606 0.02389828 -0.054297103 0.006333377
#> lag1_var3 -0.06346687 0.04079200 -0.101964850 0.002294981
#> lag1_var4 0.05369288 0.03565506 -0.002492368 0.087898561
#> const 0.03041005 0.18862645 -0.219856415 0.280576705
#> exo1 0.02554698 0.04738660 -0.031662246 0.089846760
#> exo2 -0.07404749 0.05956685 -0.162249266 0.007095590
#> exo3 0.03438909 0.03309661 -0.020017566 0.075066520
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.0059670 1.405117 -6.622004 -2.878914
#> lag1_var2 5.7202190 1.912252 2.978164 8.080843
#> lag1_var3 8.9605536 3.182837 4.492787 12.797111
#> lag1_var4 -7.4656361 2.791319 -10.788297 -3.491559
#> const 35.3670152 12.934798 16.110467 50.099177
#> exo1 -2.0299992 3.212714 -5.925471 3.110492
#> exo2 0.8936111 2.069706 -2.319062 3.186261
#> exo3 0.5834652 2.908681 -2.459249 5.116840
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.4960266 1.093677 1.638255 4.5733215
#> lag1_var2 -3.2827579 1.354552 -4.428991 -0.9229260
#> lag1_var3 -5.1391117 2.257022 -7.188756 -1.2512719
#> lag1_var4 4.9704711 1.997376 1.502937 6.6801784
#> const -16.6165179 14.628283 -34.561100 1.6398069
#> exo1 -0.3305519 2.458555 -4.404904 2.5498982
#> exo2 -3.0437157 2.084775 -5.519424 0.1938916
#> exo3 0.6340243 2.017844 -1.879265 2.8323948
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3132399 0.6268493 -0.5745926 1.1453044
#> lag1_var2 -0.1507522 0.6231787 -0.8402826 0.6843843
#> lag1_var3 -0.2166338 1.0388493 -1.3871135 1.1845329
#> lag1_var4 1.0106119 0.9115308 -0.2680208 2.0256856
#> const 5.1608851 12.2613482 -9.6290743 20.0171188
#> exo1 -1.6411701 1.0074656 -3.0370062 -0.3241596
#> exo2 -2.9265640 2.3168161 -6.0346891 0.4418764
#> exo3 1.2214303 1.4016660 -0.9958821 2.8953106
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001087816 0.0002043631 0.0008134366 0.001374916
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001874927 0.0009051717 -0.003258782 -0.0008751608
#> Sigma[2,2] 0.049534777 0.0200180370 0.033002997 0.0822129401
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00256363 0.003018548 -0.001532181 0.006814134
#> Sigma[3,2] -0.03841812 0.019460763 -0.070665726 -0.023634057
#> Sigma[3,3] 0.15967401 0.036499631 0.117939279 0.207188231
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0010907279 0.002584511 -0.002905178 0.00425386
#> Sigma[4,2] 0.0009207953 0.008455659 -0.009250748 0.01192240
#> Sigma[4,3] 0.1321187036 0.028488816 0.099385692 0.17696404
#> Sigma[4,4] 0.1360201983 0.024052720 0.108125049 0.17608542
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965404317 0.02464120 0.934161150 1.001275853
#> lag1_var2 0.092501104 0.06003248 0.020209694 0.190170255
#> lag1_var3 0.102196373 0.08390110 0.004358763 0.229306610
#> lag1_var4 -0.098254333 0.08226344 -0.219367137 -0.002586356
#> const 0.615257527 0.26699704 0.210071650 0.955584307
#> exo1 -0.001411185 0.04153424 -0.065280449 0.051054273
#> exo2 -0.095780532 0.03864590 -0.149173761 -0.050636441
#> exo3 -0.012663686 0.03369679 -0.067088072 0.022299676
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13333810 0.1364809 -0.001851316 0.35023524
#> lag1_var2 0.51992853 0.3198965 0.126948182 0.97307618
#> lag1_var3 -0.30568432 0.4255219 -0.840666250 0.25699471
#> lag1_var4 0.26111387 0.4301602 -0.300194396 0.81007232
#> const 0.55445402 1.5959621 -1.523163172 2.79949319
#> exo1 -0.05540085 0.2747044 -0.481014038 0.29112444
#> exo2 1.99469292 0.2583741 1.689546454 2.41289645
#> exo3 -0.49640877 0.2988584 -0.864158910 -0.03433911
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2033110 0.2075940 -0.4658410 0.09087656
#> lag1_var2 0.1269649 0.6476033 -0.9077790 0.92617006
#> lag1_var3 0.7821009 0.7914342 -0.4163002 1.81792282
#> lag1_var4 0.2786246 0.7763049 -0.7287939 1.42707759
#> const 0.2318195 2.7009331 -3.1760492 4.04891180
#> exo1 -0.1716083 0.2664755 -0.5350319 0.22368318
#> exo2 -2.4050394 0.6138864 -3.1062045 -1.52067287
#> exo3 -0.7089462 0.4479591 -1.2874099 -0.12507449
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1071323 0.1665326 -0.3825073 0.09019073
#> lag1_var2 0.2063039 0.5905920 -0.7820232 0.82574678
#> lag1_var3 0.1260697 0.7096838 -1.0674348 0.89478185
#> lag1_var4 0.9154383 0.6832367 0.1773175 2.06547386
#> const -0.3314820 1.9546654 -2.7286776 2.68312176
#> exo1 -0.2191544 0.2087315 -0.5536815 0.01584321
#> exo2 -0.8045373 0.5450602 -1.5791271 -0.11782937
#> exo3 -1.1258186 0.5152659 -1.7412057 -0.46013322
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001951024 0.0004307034 0.001511508 0.002644032
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04723081 0.01596478 -0.07129247 -0.03063466
#> Sigma[2,2] 2.63895490 0.67057707 1.79242772 3.64312859
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03482527 0.01006963 0.02405991 0.05047948
#> Sigma[3,2] -1.77793397 0.41546569 -2.40074565 -1.27032041
#> Sigma[3,3] 1.50370849 0.29753737 1.10447852 1.92527819
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007185505 0.003623166 0.001877559 0.01100957
#> Sigma[4,2] -0.195402702 0.160563565 -0.350121144 0.06997900
#> Sigma[4,3] 0.471518868 0.181792438 0.249733960 0.76844923
#> Sigma[4,4] 0.392968474 0.128971339 0.289676130 0.63096417
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.938535149 0.02931666 0.89824902 0.97747532
#> lag1_var2 0.123500268 0.06162414 0.05322778 0.22031568
#> lag1_var3 0.203826379 0.10299681 0.08545108 0.36492330
#> lag1_var4 -0.188560628 0.09110423 -0.33101111 -0.08768040
#> const 0.757654398 0.15851077 0.57313312 0.92418375
#> exo1 -0.007397655 0.04311555 -0.06865769 0.04394072
#> exo2 -0.130143465 0.05521267 -0.19513444 -0.05612363
#> exo3 0.070838977 0.02676804 0.04281321 0.11076623
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.4192712 1.273925 -4.3790683 -0.9785921
#> lag1_var2 2.6295367 2.653422 -1.1152517 6.4882890
#> lag1_var3 3.1984193 4.371792 -3.0494116 9.5103066
#> lag1_var4 -2.3040270 3.971891 -8.0411607 3.3593587
#> const 13.9288379 12.397609 -0.6179127 31.7319737
#> exo1 -0.6606431 1.098036 -1.9637398 1.0270527
#> exo2 2.2546990 1.322620 0.9656387 4.5380987
#> exo3 -0.6916054 1.806345 -2.7177471 2.0166547
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8926888 0.8145553 -0.1000454 2.0427556
#> lag1_var2 0.8545878 1.7345523 -1.5130951 3.3374783
#> lag1_var3 2.0510282 2.8575176 -1.8130207 6.2236413
#> lag1_var4 -1.5395697 2.6274136 -5.3366084 1.9648705
#> const 3.6583347 9.4488268 -9.8019868 16.1847212
#> exo1 -0.2030948 0.7062989 -1.2645326 0.6018928
#> exo2 -5.2549265 1.2033995 -7.1923567 -3.8865279
#> exo3 2.5087706 1.2317269 0.7866900 4.0321918
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.674195 0.3307966 -1.199337 -0.2954639
#> lag1_var2 2.319618 0.9589064 1.442253 3.7226924
#> lag1_var3 3.768794 1.5729529 2.289357 6.0941925
#> lag1_var4 -2.669986 1.5141840 -4.886326 -1.2108490
#> const 12.040496 6.9004533 2.863869 20.7688917
#> exo1 -0.655503 0.6316447 -1.289939 0.3611706
#> exo2 -4.404658 0.6657262 -5.125041 -3.3862321
#> exo3 2.353277 0.7980202 1.504781 3.6841313
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007490795 0.001236008 0.006101877 0.00923714
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002338867 0.01078119 -0.01182974 0.01795975
#> Sigma[2,2] 0.640489409 0.14099813 0.46910348 0.85303727
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01436064 0.007971265 -0.02690257 -0.005133537
#> Sigma[3,2] -0.35745556 0.075922055 -0.47801666 -0.274302434
#> Sigma[3,3] 0.27516251 0.064666810 0.20696917 0.382401948
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01361779 0.006015478 -0.023452238 -0.01049503
#> Sigma[4,2] 0.05094052 0.031294177 0.005400261 0.08821590
#> Sigma[4,3] 0.05608931 0.030233018 0.018187111 0.09973624
#> Sigma[4,4] 0.09881161 0.038200215 0.070870432 0.15892097
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94995971 0.02837755 0.90906612 0.97744444
#> lag1_var2 0.07439302 0.10249538 -0.03862005 0.22798764
#> lag1_var3 0.06992547 0.16912282 -0.11710910 0.32027978
#> lag1_var4 -0.06587953 0.17067740 -0.31809565 0.12345330
#> const 0.60181590 0.68615364 -0.26180373 1.57935006
#> exo1 0.01953963 0.11100869 -0.12907862 0.17557169
#> exo2 -0.07251570 0.09069330 -0.20121961 0.04730651
#> exo3 0.02848411 0.08172451 -0.07942061 0.15689789
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.385303726 0.3065877 -0.82405147 0.04530273
#> lag1_var2 1.806145943 0.8441915 0.73260580 2.88183956
#> lag1_var3 1.623154548 1.3310814 -0.09272401 3.43074782
#> lag1_var4 -1.568582682 1.2702063 -3.38084321 0.08028005
#> const 7.507486150 6.2867878 1.69829840 17.37107641
#> exo1 -0.004357138 0.7612298 -0.94721406 1.11823545
#> exo2 0.446680908 0.6907012 -0.42897164 1.47196382
#> exo3 -1.424927645 1.0205931 -2.87962413 -0.26483892
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29216079 0.1990077 -0.00949857 0.5201306
#> lag1_var2 -0.30283939 0.5078230 -1.07568862 0.3849406
#> lag1_var3 0.26978867 0.8160677 -0.99095827 1.3362190
#> lag1_var4 0.63353072 0.8045425 -0.37948890 1.8980650
#> const -2.33189457 4.0682644 -9.02205432 1.6711064
#> exo1 -0.04513538 0.5615010 -0.70887215 0.7237585
#> exo2 -0.98047848 0.5388007 -1.79208432 -0.2990081
#> exo3 1.43552298 0.7483500 0.62409115 2.6544559
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05200392 0.1070270 -0.04701523 0.2285503
#> lag1_var2 0.41655077 0.4673558 -0.15202400 1.1635801
#> lag1_var3 0.62967892 0.7786830 -0.28437229 1.9102220
#> lag1_var4 0.32935547 0.7661314 -0.93392350 1.2333166
#> const 0.97946957 1.6718369 -1.32120471 3.1863728
#> exo1 -0.05829453 0.2122575 -0.37288350 0.2119198
#> exo2 -0.77656313 0.2717884 -1.13100736 -0.4307280
#> exo3 0.62936275 0.3066714 0.19379129 1.0446610
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001366182 2.745935e-05 0.0001095802 0.0001793909
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003538686 0.001358159 -0.005521432 -0.001669496
#> Sigma[2,2] 0.287037283 0.055922699 0.223284859 0.368322821
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002139531 0.001255505 0.0004293498 0.003730251
#> Sigma[3,2] -0.243096428 0.041225937 -0.2993107776 -0.190475900
#> Sigma[3,3] 0.276043445 0.044321060 0.2208976238 0.335232640
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.847554e-05 0.0006034481 -0.0007575292 0.0008067241
#> Sigma[4,2] -6.396554e-02 0.0196612375 -0.0908376416 -0.0378945878
#> Sigma[4,3] 1.280850e-01 0.0287423954 0.0940541017 0.1722702658
#> Sigma[4,4] 9.237223e-02 0.0193666755 0.0699702072 0.1211954874
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989528501 0.011678956 0.976097660 1.00825662
#> lag1_var2 0.004412348 0.033497733 -0.048260062 0.04413386
#> lag1_var3 0.006838748 0.055065209 -0.079465655 0.07350933
#> lag1_var4 -0.007171090 0.052435586 -0.073058404 0.07244449
#> const 0.341562246 0.104343906 0.214822658 0.49949411
#> exo1 0.007174436 0.006439682 -0.002209993 0.01537366
#> exo2 -0.050118372 0.013066171 -0.063528315 -0.02942323
#> exo3 0.029374922 0.010159625 0.014070962 0.04244416
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6911328 0.6159726 -1.5314862 0.08239001
#> lag1_var2 1.4648704 1.5871433 -0.7868729 3.59218072
#> lag1_var3 0.8942399 2.6538809 -2.8566122 4.47500384
#> lag1_var4 -0.7028381 2.5207275 -4.0829750 2.85300889
#> const 7.2765518 7.1994343 -0.9127548 16.77635120
#> exo1 -0.3875612 0.3059685 -0.7599886 0.06796650
#> exo2 1.3028016 0.5764845 0.4076220 1.91530273
#> exo3 -0.8304068 0.6433949 -1.5290582 0.04185462
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81249317 0.6908701 -0.09128358 1.871215
#> lag1_var2 -0.23690915 1.4038485 -2.03751319 1.700148
#> lag1_var3 0.65602254 2.3455014 -2.30660189 3.950845
#> lag1_var4 0.05672798 2.1884691 -3.11859438 2.657454
#> const -3.61470739 5.7197027 -11.21816536 3.449604
#> exo1 0.46452317 0.3578755 0.14480386 1.086044
#> exo2 -1.75564179 0.4705500 -2.31935057 -1.067324
#> exo3 1.14705609 0.6377247 0.40056750 2.026693
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38085471 0.4337079 -0.1266811 1.0346535
#> lag1_var2 0.39296269 0.7168187 -0.5791853 1.2663640
#> lag1_var3 0.76543594 1.1823584 -0.8139176 2.2323435
#> lag1_var4 0.08287650 1.0767020 -1.2906814 1.4865688
#> const -0.01030567 2.3946248 -3.3336420 2.8398901
#> exo1 0.21886660 0.3529719 -0.2228594 0.7889869
#> exo2 -0.95337530 0.2580150 -1.2366238 -0.5727352
#> exo3 0.64974452 0.2829407 0.3539936 1.1163858
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000199993 4.558796e-05 0.0001417686 0.0002532194
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001845274 0.001009796 -0.003066857 -0.0003785608
#> Sigma[2,2] 0.238017032 0.065653080 0.140037256 0.3188382599
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001458845 0.002070755 -0.0002170902 0.005114326
#> Sigma[3,2] -0.228159502 0.089108085 -0.3653469289 -0.143669704
#> Sigma[3,3] 0.423865591 0.165445084 0.2722035383 0.679497751
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003428397 0.001920755 -0.00184348 0.003600939
#> Sigma[4,2] -0.0902753211 0.076132397 -0.19900092 0.006954675
#> Sigma[4,3] 0.3030717801 0.124727912 0.19677434 0.497980087
#> Sigma[4,4] 0.2628694716 0.097025646 0.18161643 0.417706578
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981219952 0.01672088 0.961157914 1.001724250
#> lag1_var2 0.057437039 0.03300406 0.009080940 0.098103589
#> lag1_var3 0.068661562 0.05299585 -0.002593445 0.137852200
#> lag1_var4 -0.070649178 0.04861986 -0.133356299 -0.002209103
#> const 0.553860188 0.15798202 0.337676091 0.756706475
#> exo1 0.008148866 0.01871338 -0.017163960 0.034217900
#> exo2 -0.062444739 0.01408683 -0.078959436 -0.039168120
#> exo3 0.028192034 0.01754331 0.007324228 0.053470335
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14396600 0.3538999 -0.6494957 0.3923579
#> lag1_var2 -0.08968773 1.0633663 -1.5346178 1.2816137
#> lag1_var3 -0.82763847 1.6028608 -2.8755864 1.2127284
#> lag1_var4 0.93162820 1.5547307 -1.0155012 2.8792408
#> const 0.61880612 4.7414863 -5.3017285 7.6160155
#> exo1 -0.71570046 0.3071167 -1.0551322 -0.2220854
#> exo2 0.32941639 0.5975666 -0.4069852 1.1615247
#> exo3 1.26158132 0.5560517 0.5898810 2.0854670
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9654915 0.4349569 0.3346814 1.4941899
#> lag1_var2 -0.2696134 1.7166241 -2.4136502 2.2313690
#> lag1_var3 -0.1698114 2.4940437 -3.2274352 3.4276369
#> lag1_var4 0.7839822 2.4386067 -2.7471230 3.7818556
#> const -4.6177166 5.6535845 -12.2628009 3.4496442
#> exo1 0.2883120 0.5112921 -0.4319173 0.9526286
#> exo2 -0.9060933 0.7759019 -2.0592385 -0.1704409
#> exo3 -0.5305955 0.5708113 -1.3196139 0.1512403
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9094997 0.3631924 0.3714411 1.3715235
#> lag1_var2 -0.6702535 1.2308671 -2.2216435 1.0395238
#> lag1_var3 -1.2522384 1.8123443 -3.5074623 1.2923084
#> lag1_var4 1.9372594 1.7486151 -0.5494931 4.1153627
#> const -5.5793633 3.7387807 -10.7228020 -0.3643264
#> exo1 -0.1486930 0.4220509 -0.7102995 0.4299596
#> exo2 -0.7418811 0.6234447 -1.8393530 -0.1667839
#> exo3 0.2492238 0.3417534 -0.1224210 0.7468166
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003916776 0.0007806468 0.002847078 0.004982798
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001768489 0.003626024 -0.006548601 0.003093883
#> Sigma[2,2] 0.181369178 0.032753225 0.146023993 0.228973971
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01348135 0.00633428 -0.02386141 -0.007263456
#> Sigma[3,2] -0.07018936 0.05620512 -0.16000015 -0.028984021
#> Sigma[3,3] 0.49144386 0.12450058 0.39256059 0.719345300
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01516343 0.008423944 -0.028656214 -0.005897464
#> Sigma[4,2] 0.07772601 0.060988122 -0.007474581 0.158194448
#> Sigma[4,3] 0.46991627 0.110742083 0.370738180 0.663890785
#> Sigma[4,4] 0.57333650 0.123330408 0.455967820 0.776177558
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.650391e-01 0.02491072 0.93676333 1.00351530
#> lag1_var2 1.686031e-01 0.07059203 0.09328246 0.28583397
#> lag1_var3 1.697333e-01 0.09461610 0.06917315 0.32649388
#> lag1_var4 -1.747735e-01 0.08897448 -0.32202990 -0.08117694
#> const 8.949914e-01 0.51815377 0.09229270 1.45598273
#> exo1 -1.446432e-02 0.05725980 -0.08404761 0.06280674
#> exo2 8.076039e-05 0.02409216 -0.03502361 0.03400900
#> exo3 -2.213506e-02 0.06864224 -0.10724204 0.06793899
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008905761 0.1448802 -0.1997261 0.1986106
#> lag1_var2 -0.208039229 0.5440747 -0.9059274 0.5653396
#> lag1_var3 -1.271122958 0.7491047 -2.2339843 -0.2093466
#> lag1_var4 1.297682293 0.7058339 0.3068218 2.2158557
#> const 0.575719120 2.9089680 -3.2572507 4.5984273
#> exo1 0.165934879 0.2982422 -0.2487080 0.4325426
#> exo2 1.723979189 0.4153393 1.1072001 2.2738830
#> exo3 -0.768846327 0.3790165 -1.3035749 -0.2966304
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8187585 0.2909208 0.3492544 1.13931797
#> lag1_var2 -2.2539351 0.9130847 -3.4490526 -0.95750072
#> lag1_var3 -1.7661027 1.2589136 -3.3785641 0.06539328
#> lag1_var4 2.6419751 1.2010261 0.8848626 4.18935180
#> const -9.1203160 4.4815296 -15.7178589 -3.08958501
#> exo1 -0.2326748 0.9994842 -1.5720708 1.19468581
#> exo2 -3.0427130 0.6198696 -3.6788937 -2.14385929
#> exo3 1.6842654 0.4798637 1.0030166 2.29847949
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87892110 0.2910221 0.4041092 1.2079784
#> lag1_var2 -3.14157911 0.8756044 -4.0099064 -1.7119237
#> lag1_var3 -3.66045679 1.2338195 -4.8858863 -1.6133930
#> lag1_var4 4.56717456 1.1700759 2.6090804 5.7230528
#> const -10.89975275 5.6760852 -20.4580546 -5.1999730
#> exo1 -0.08042427 1.1708932 -1.6757550 1.4998747
#> exo2 -2.01516008 0.7588266 -2.9094870 -0.9297029
#> exo3 1.23328786 0.6080365 0.1397253 1.8290650
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007764566 0.0002122445 0.0004959311 0.001072486
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006479151 0.0008832966 -0.0005286849 0.001975457
#> Sigma[2,2] 0.0198939729 0.0033490757 0.0154062018 0.024811117
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006298925 0.001639681 -0.002703886 0.001683113
#> Sigma[3,2] -0.0334985842 0.007562751 -0.042981254 -0.023757792
#> Sigma[3,3] 0.0961342644 0.016859041 0.073072793 0.119618993
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000108575 0.001182429 -0.001668368 0.001529651
#> Sigma[4,2] -0.018725042 0.005403553 -0.025334918 -0.011767456
#> Sigma[4,3] 0.072349338 0.013754105 0.054261807 0.092131380
#> Sigma[4,4] 0.059667578 0.012424808 0.043351870 0.076757116
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983385291 0.009919039 0.969699460 0.996059909
#> lag1_var2 0.079276765 0.058984344 -0.006904428 0.150837144
#> lag1_var3 0.102688375 0.077925578 -0.013168273 0.201236021
#> lag1_var4 -0.105514201 0.075025453 -0.199610509 0.005632723
#> const 0.610196238 0.211102440 0.330315730 0.867901775
#> exo1 0.024116996 0.036873797 -0.018609012 0.077800676
#> exo2 -0.012460243 0.031763490 -0.057787473 0.032080726
#> exo3 0.007890942 0.030858100 -0.033208380 0.055552456
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06869715 0.17091582 -0.30599822 0.1298187
#> lag1_var2 0.35489004 0.43054377 -0.07011530 1.0151707
#> lag1_var3 -0.66924616 0.60586416 -1.28919652 0.2707042
#> lag1_var4 0.68021475 0.58556376 -0.22871383 1.2799174
#> const 0.75936874 2.21350161 -2.04039970 3.6780339
#> exo1 -0.46384917 0.09294804 -0.60217046 -0.3512020
#> exo2 0.01378235 0.18670094 -0.26192583 0.2330613
#> exo3 0.05383952 0.08373082 -0.02000433 0.1950947
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.227935621 0.2947138 -0.2079383 0.5700984
#> lag1_var2 0.008149703 0.7064751 -0.9114800 1.0839485
#> lag1_var3 1.314410698 0.9593081 0.1317164 2.7218948
#> lag1_var4 -0.360456609 0.9300316 -1.7291414 0.7948031
#> const -0.871618609 4.3413379 -6.1669244 5.9277477
#> exo1 0.697456758 0.1523282 0.4723156 0.8855939
#> exo2 -1.225588804 0.4028120 -1.7916232 -0.6865129
#> exo3 0.100859736 0.2606856 -0.1774630 0.4871349
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16720171 0.2029930 -0.14321377 0.4047954
#> lag1_var2 -0.06898676 0.5204540 -0.64266926 0.7366250
#> lag1_var3 0.34744145 0.6828137 -0.40343501 1.3944786
#> lag1_var4 0.63135949 0.6636747 -0.38928656 1.3659357
#> const -1.39149224 3.1620031 -5.58995534 3.1882909
#> exo1 0.34731217 0.1493291 0.12868002 0.5438827
#> exo2 -1.23802770 0.3006369 -1.64122901 -0.8498070
#> exo3 0.14534152 0.2393875 -0.09284136 0.5175476
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002091649 4.624593e-05 0.0001513255 0.0002812128
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003894122 0.001431311 -0.005297114 -0.001572206
#> Sigma[2,2] 0.485261203 0.123949677 0.319067267 0.636814744
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004576569 0.001442042 0.00282712 0.006898054
#> Sigma[3,2] -0.263074365 0.088096754 -0.38037304 -0.138594436
#> Sigma[3,3] 0.323139425 0.072892610 0.22691031 0.422240936
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002727725 0.001212077 0.001201679 0.004660453
#> Sigma[4,2] -0.010514799 0.062360746 -0.086170253 0.080657720
#> Sigma[4,3] 0.200043141 0.039378501 0.157729835 0.260853599
#> Sigma[4,4] 0.209748607 0.021205936 0.185242971 0.241677223
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975400763 0.009857749 0.96091899 0.987995212
#> lag1_var2 0.010053986 0.022979350 -0.02837532 0.034196311
#> lag1_var3 0.011758930 0.044668683 -0.05937279 0.062178974
#> lag1_var4 -0.007727357 0.042372374 -0.05618186 0.059234766
#> const 0.435719996 0.155600788 0.28384161 0.675898894
#> exo1 -0.013436426 0.015896739 -0.03708758 0.009340339
#> exo2 -0.063926810 0.011019027 -0.07997964 -0.048731912
#> exo3 0.050876597 0.018207999 0.02934536 0.078812259
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4349186 0.5524232 -0.1962169 1.2377950
#> lag1_var2 0.9618761 1.0462666 -0.2991790 2.2843953
#> lag1_var3 0.3045653 1.8467796 -2.0443943 2.5114543
#> lag1_var4 -0.5545766 1.6749341 -2.5384872 1.5691213
#> const 2.9286943 6.5792273 -7.5075663 9.7463914
#> exo1 0.2152429 0.4686915 -0.5145888 0.7326247
#> exo2 0.3755919 0.6237493 -0.4465958 1.3152362
#> exo3 0.3454387 0.9732052 -0.6382684 2.0208515
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2090842 0.4581461 -0.3035482 0.92961298
#> lag1_var2 -0.5594841 0.9984265 -2.1892058 0.52159022
#> lag1_var3 -0.3107537 1.7753633 -3.2926957 1.44591783
#> lag1_var4 1.2612263 1.6084690 -0.3211898 3.94507773
#> const -3.7163137 3.9303046 -9.1246267 1.08184882
#> exo1 -0.1986196 0.5713356 -0.9219395 0.58138727
#> exo2 -0.6286567 0.5244626 -1.3085383 0.03987867
#> exo3 0.4591447 0.6989828 -0.3847390 1.39631702
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4498962 0.4662439 -0.05729330 1.2494143
#> lag1_var2 -0.4026096 0.8099417 -1.60999221 0.5988826
#> lag1_var3 -0.8242857 1.5635004 -3.15828703 1.0199313
#> lag1_var4 1.6621759 1.4059593 0.01556212 3.7852763
#> const -3.5251401 5.3239788 -12.94097280 0.6085135
#> exo1 -0.1016479 0.4798940 -0.72202713 0.6150475
#> exo2 -0.4484184 0.4041003 -1.09390108 -0.0288053
#> exo3 0.6977652 0.5277368 0.08637511 1.4983913
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002310179 5.906979e-05 0.0001833017 0.0003334242
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008660034 0.001151924 -0.002642513 0.0001907609
#> Sigma[2,2] 0.0886253202 0.024580914 0.065053410 0.1309746381
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009226951 0.001132527 -0.0004294121 0.002535094
#> Sigma[3,2] -0.0597122847 0.024012091 -0.0832275441 -0.021790940
#> Sigma[3,3] 0.2497833186 0.056789609 0.1835301024 0.338278508
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003266248 0.001085729 -0.0007113261 0.002171184
#> Sigma[4,2] 0.0035860981 0.022334352 -0.0217925258 0.041788658
#> Sigma[4,3] 0.2119147942 0.048576470 0.1716945310 0.291161979
#> Sigma[4,4] 0.2194481415 0.043595224 0.1775903207 0.290572979
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9895516899 0.006295779 0.98090225 0.997950393
#> lag1_var2 0.0329187136 0.036684405 -0.02696483 0.067995339
#> lag1_var3 0.0403456152 0.053606012 -0.04890067 0.087826566
#> lag1_var4 -0.0422531151 0.053653487 -0.08899716 0.047096798
#> const 0.4110625995 0.146597703 0.19778327 0.593103303
#> exo1 -0.0004419613 0.015078383 -0.02198936 0.019914371
#> exo2 -0.0224853951 0.008410079 -0.03119857 -0.008816705
#> exo3 0.0087763248 0.020383416 -0.02149790 0.036336966
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1985121 0.1367118 0.002421114 0.3659746
#> lag1_var2 -0.5339328 0.7239245 -1.449561044 0.4910690
#> lag1_var3 -1.8697571 1.0025827 -2.932626633 -0.2923340
#> lag1_var4 1.8537718 0.9959630 0.288056921 2.9025268
#> const -3.1113040 2.4094123 -6.075919395 0.4357005
#> exo1 -0.2065306 0.3222648 -0.712878466 0.2231844
#> exo2 0.2133489 0.2846650 -0.168933433 0.5200495
#> exo3 0.2643307 0.3993958 -0.254404494 0.7768289
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5145351 0.3257645 -1.0655674 -0.22676340
#> lag1_var2 2.5106542 1.4956538 0.6435755 4.67488368
#> lag1_var3 5.3594489 2.1624637 2.5703117 8.48385580
#> lag1_var4 -4.3483760 2.1548619 -7.4734218 -1.58828009
#> const 11.3795441 7.4453233 5.4053553 24.03235736
#> exo1 -0.1103247 0.5668746 -0.8781868 0.64004637
#> exo2 -0.5140968 0.5863397 -1.3281198 0.31722560
#> exo3 -0.6769264 0.6663225 -1.7236802 0.05057226
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3744332 0.3077733 -0.8690009 -0.08703399
#> lag1_var2 1.8921395 1.3165528 0.5112095 3.81392340
#> lag1_var3 3.7152932 1.8944947 1.6806326 6.40963924
#> lag1_var4 -2.7061206 1.8858577 -5.4007730 -0.68260519
#> const 8.5304583 6.8675642 2.0333212 19.82295386
#> exo1 -0.2625555 0.4999118 -0.8754901 0.44841932
#> exo2 -0.3781091 0.5460397 -1.1350529 0.25161664
#> exo3 -0.5121231 0.4791543 -1.3100375 -0.14217660
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005284442 0.0002482606 0.0003466436 0.0009495909
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001028459 0.0007445852 -0.001799234 0.0001282551
#> Sigma[2,2] 0.032120711 0.0067767061 0.023926429 0.0416082971
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002317682 0.0009383172 -0.001465233 0.001122570
#> Sigma[3,2] -0.0131943146 0.0080476002 -0.026147770 -0.003813291
#> Sigma[3,3] 0.0638649990 0.0140797359 0.047612514 0.085619962
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009150686 0.0008154268 -0.001891619 0.0002542511
#> Sigma[4,2] 0.0099034391 0.0090470001 -0.001494973 0.0219551184
#> Sigma[4,3] 0.0540325049 0.0137197698 0.041320809 0.0726966605
#> Sigma[4,4] 0.0610596380 0.0164921132 0.043109107 0.0831251629
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0034769178 0.01528387 0.985468155 1.02858721
#> lag1_var2 -0.0529524666 0.07344734 -0.159514754 0.04456875
#> lag1_var3 -0.0668344708 0.10656827 -0.218460529 0.07863120
#> lag1_var4 0.0644436138 0.10426714 -0.078302076 0.21300330
#> const 0.1657274882 0.22131177 -0.198413260 0.41058267
#> exo1 -0.0001366777 0.01444729 -0.018351268 0.01841955
#> exo2 -0.0384842960 0.01969022 -0.070909075 -0.01552898
#> exo3 0.0250600585 0.02822831 -0.008803316 0.06885119
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03628433 0.0770044 -0.09655897 0.1165588
#> lag1_var2 0.90979977 0.3409637 0.58764828 1.4644261
#> lag1_var3 0.34154792 0.5766737 -0.31995997 1.1836951
#> lag1_var4 -0.37572212 0.5746056 -1.20884543 0.2879275
#> const 2.91259158 1.6051106 1.13177692 5.4285774
#> exo1 0.02756036 0.1232430 -0.16418018 0.1699216
#> exo2 0.21496428 0.2401744 -0.12586098 0.5189124
#> exo3 0.06777054 0.1983119 -0.22917523 0.2655257
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4930617 0.07214426 -0.56416350 -0.37791027
#> lag1_var2 2.0380512 0.22174882 1.76070612 2.34795176
#> lag1_var3 3.3359740 0.36891118 2.85295421 3.82289538
#> lag1_var4 -2.2757464 0.36381265 -2.75679996 -1.79759139
#> const 4.8944898 1.39238487 3.02024615 6.77921044
#> exo1 -0.1913311 0.21663221 -0.44831839 0.13284033
#> exo2 -0.5101021 0.32164297 -0.74052138 0.01035361
#> exo3 0.3798716 0.32925688 -0.07528936 0.79351671
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4600009 0.1046380 -0.601996879 -0.30653298
#> lag1_var2 2.3062720 0.2946996 1.939303139 2.73526869
#> lag1_var3 3.0652736 0.4204773 2.633077129 3.66015885
#> lag1_var4 -2.0149510 0.4140765 -2.606895390 -1.59550623
#> const 5.7839787 1.9826529 3.734205191 9.08447673
#> exo1 -0.1632064 0.2547629 -0.501685256 0.19157616
#> exo2 -0.4059070 0.3114997 -0.820541255 0.05586237
#> exo3 0.4380333 0.2900603 0.002404358 0.77840366
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001329598 2.386958e-05 9.948923e-05 0.0001645921
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 9.868394e-05 0.0006737229 -0.0008290582 0.0009297368
#> Sigma[2,2] 1.176666e-01 0.0160115395 0.0967550177 0.1405765706
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004381109 0.0006512695 -0.001318167 0.0004532233
#> Sigma[3,2] -0.0602113101 0.0255463257 -0.096596494 -0.0298597141
#> Sigma[3,3] 0.1632301023 0.0475870338 0.096184157 0.2318856370
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003922387 0.0005883261 -0.001125817 0.0004709608
#> Sigma[4,2] 0.0082789049 0.0246241137 -0.021588741 0.0409139760
#> Sigma[4,3] 0.1342418124 0.0416673282 0.082686510 0.1979620581
#> Sigma[4,4] 0.1454395689 0.0381303912 0.100027981 0.1998150917
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004803028 0.006945740 0.997580115 1.01584505
#> lag1_var2 -0.018099718 0.030337418 -0.058824351 0.02538980
#> lag1_var3 -0.038620796 0.047611143 -0.102581460 0.03005607
#> lag1_var4 0.033206922 0.047361828 -0.035435476 0.09709803
#> const 0.230540612 0.137640245 -0.010234845 0.36754559
#> exo1 0.001207367 0.009046549 -0.009515851 0.01548670
#> exo2 -0.029435646 0.007353544 -0.040056202 -0.02046378
#> exo3 0.004478505 0.009612423 -0.006615400 0.01849937
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36828470 0.1995232 0.12620477 0.6553392
#> lag1_var2 -0.03663402 0.9523574 -1.47275041 1.1012862
#> lag1_var3 -1.21707090 1.5368894 -3.56743399 0.5902370
#> lag1_var4 1.12681350 1.5216368 -0.66460908 3.4433414
#> const -2.85500635 3.9879648 -9.05608949 1.7489367
#> exo1 0.33579957 0.2198513 0.08270336 0.6229363
#> exo2 0.96913113 0.4700516 0.40740446 1.6776128
#> exo3 0.36140111 0.3583267 0.09536864 0.9555478
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008575165 0.2707916 -0.43572214 0.23636845
#> lag1_var2 1.098131698 1.0692208 -0.15151286 2.60280008
#> lag1_var3 2.755746953 1.7089935 0.74108682 5.14718267
#> lag1_var4 -1.853429746 1.6922198 -4.20399457 0.14246366
#> const 5.518660335 5.4323525 -0.93442937 13.44241493
#> exo1 -0.429300099 0.2958638 -0.84003247 -0.02650008
#> exo2 -1.096069796 0.3926729 -1.40014816 -0.41582045
#> exo3 0.417124553 0.2881916 0.08696826 0.79593005
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2051749 0.2116838 -0.10367659 0.43172729
#> lag1_var2 0.8298450 0.7564643 -0.08966892 2.00492005
#> lag1_var3 1.6236664 1.2591980 0.09402143 3.56485428
#> lag1_var4 -0.7599063 1.2349571 -2.64096177 0.74907977
#> const 3.0564530 3.7833248 -1.87579430 8.58956917
#> exo1 -0.2485923 0.3993822 -0.77594745 0.28146452
#> exo2 -0.5536311 0.3584136 -0.95067517 -0.01230881
#> exo3 0.6613716 0.2940700 0.25551799 0.99288482
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001892131 0.0003465857 0.001463217 0.0023998
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03737362 0.01394138 -0.05535585 -0.01768706
#> Sigma[2,2] 3.49601601 0.63027261 2.56032235 4.26750715
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02528191 0.007676275 0.01622556 0.03739503
#> Sigma[3,2] -1.85822787 0.360591422 -2.27865476 -1.32503255
#> Sigma[3,3] 1.48083842 0.280501084 1.11385101 1.84833639
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005827024 0.005006307 -0.0002192911 0.01288242
#> Sigma[4,2] 0.030747800 0.166187164 -0.1936903948 0.25584049
#> Sigma[4,3] 0.521845270 0.172790359 0.3173628829 0.75648351
#> Sigma[4,4] 0.591537919 0.125943019 0.4335511957 0.78098234
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990327203 0.02117574 0.9585209588 1.01435573
#> lag1_var2 0.039433572 0.02800624 -0.0006065569 0.07665523
#> lag1_var3 0.080238407 0.05345153 0.0028462348 0.15103209
#> lag1_var4 -0.080626716 0.04622855 -0.1402802002 -0.01174638
#> const 0.310908291 0.26950361 -0.1117780843 0.63626507
#> exo1 0.001689526 0.03349436 -0.0353067839 0.05274440
#> exo2 -0.089545187 0.03681335 -0.1362824509 -0.03208673
#> exo3 0.038980683 0.04330288 -0.0194301822 0.09444089
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4637118 1.801779 -3.961150 0.8013987
#> lag1_var2 2.0728384 2.623516 -1.146660 5.7017661
#> lag1_var3 2.0894825 4.987423 -3.940342 9.0310873
#> lag1_var4 -1.6612809 4.334507 -7.785745 3.5625279
#> const 13.1065116 9.924489 -1.494464 25.3188833
#> exo1 0.1228275 1.701378 -1.831038 2.7767888
#> exo2 1.2087831 2.372854 -2.505241 3.9861061
#> exo3 0.2532156 2.213231 -2.993839 3.2804164
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7193250 0.9689525 0.4303059 2.9285832
#> lag1_var2 -1.3995655 1.3527331 -2.9097324 0.6559776
#> lag1_var3 -1.5242509 2.6011657 -4.3586193 2.4484242
#> lag1_var4 1.9429708 2.2725820 -1.5864422 4.3393886
#> const -10.1875398 7.4720667 -19.2304720 1.0679957
#> exo1 0.4633705 0.9452136 -0.6970711 1.8192673
#> exo2 -1.5621755 1.1547087 -2.8751985 0.2291210
#> exo3 -0.7287757 1.3521754 -2.3921069 1.1638117
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0248055 0.3741381 0.4817756 1.51274078
#> lag1_var2 -0.7623458 0.6109069 -1.4597143 0.17660655
#> lag1_var3 -1.2742163 1.1843563 -2.6470972 0.57217224
#> lag1_var4 1.9172465 1.0773473 0.2143173 3.15881317
#> const -5.0154833 5.6110843 -11.5753128 3.70285125
#> exo1 0.5697037 0.9088621 -0.8222406 1.63364984
#> exo2 -0.9358364 0.6865109 -1.8882703 -0.09869978
#> exo3 -0.6445616 1.0078432 -1.9965234 0.80439091
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005202092 0.0001649474 0.0003408534 0.0007693399
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009349496 0.0004334155 -0.001528968 -0.0004632908
#> Sigma[2,2] 0.0052004355 0.0014223958 0.003781703 0.0075991107
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001110040 0.001325571 -0.000413078 0.0030903279
#> Sigma[3,2] -0.005309376 0.003635313 -0.008922096 0.0003929845
#> Sigma[3,3] 0.105216132 0.013471296 0.086089533 0.1214071426
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004791342 0.001327103 -0.001139004 0.002385239
#> Sigma[4,2] -0.0018906948 0.003740101 -0.005632424 0.003582482
#> Sigma[4,3] 0.1026164927 0.012738876 0.084363435 0.116869753
#> Sigma[4,4] 0.1023381814 0.012686012 0.082380245 0.114956771
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970747287 0.01354789 0.95258311 0.98902248
#> lag1_var2 0.032937706 0.05077721 -0.03781095 0.08596761
#> lag1_var3 0.034575589 0.07328832 -0.05998039 0.12853834
#> lag1_var4 -0.032171504 0.07088382 -0.12118111 0.05899581
#> const 0.560359655 0.11625816 0.41174780 0.73551653
#> exo1 0.012319264 0.02389724 -0.01138866 0.04850622
#> exo2 -0.084692271 0.02067831 -0.11448970 -0.05683589
#> exo3 -0.003340129 0.02142057 -0.03278299 0.02507429
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002001421 0.04502871 -0.05874116 0.06367511
#> lag1_var2 0.353877603 0.13420166 0.20622753 0.57855419
#> lag1_var3 -0.240580222 0.19451164 -0.47849298 0.04219994
#> lag1_var4 0.240832806 0.18374443 -0.02916795 0.46529571
#> const 0.484980872 0.47453290 -0.18414017 1.14588696
#> exo1 -0.057564607 0.05482354 -0.12413424 0.01729825
#> exo2 0.557773229 0.08608081 0.47497035 0.69675146
#> exo3 0.058803989 0.07536657 -0.03629064 0.16589390
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2117369 0.2416418 -0.1399251 0.5105869
#> lag1_var2 -0.5641163 0.6361903 -1.5041703 0.3263088
#> lag1_var3 -0.2406237 0.9858232 -1.5444794 1.1655396
#> lag1_var4 1.1972310 0.9494327 -0.1643899 2.4504323
#> const -2.1483834 2.2990592 -4.5106554 1.0918185
#> exo1 0.7031585 0.2302310 0.3281923 0.9715248
#> exo2 -1.6957578 0.2474134 -1.9865017 -1.2960189
#> exo3 0.0202413 0.2676376 -0.2023175 0.4817163
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22513240 0.2340665 -0.1271587 0.5065803
#> lag1_var2 -0.56843544 0.6207797 -1.4356612 0.3554306
#> lag1_var3 -0.76206674 1.0111756 -1.9944530 0.7173574
#> lag1_var4 1.72560221 0.9764850 0.2915963 2.9129085
#> const -2.55773645 2.2849924 -4.7321097 0.8390120
#> exo1 0.66699353 0.2352375 0.3136728 0.9612562
#> exo2 -1.31760814 0.2665759 -1.6359083 -0.8947340
#> exo3 0.06037019 0.2555077 -0.1556862 0.5092550
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001164615 0.0002921996 0.0008856883 0.001663991
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03554387 0.01116144 -0.04848746 -0.01887089
#> Sigma[2,2] 3.11548679 0.49060577 2.31068725 3.69406139
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03198803 0.009011556 0.01876607 0.04375324
#> Sigma[3,2] -2.44403748 0.368473884 -2.83638988 -1.81631530
#> Sigma[3,3] 1.98975568 0.276606067 1.51366948 2.25254817
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006430471 0.001610156 0.004918807 0.009137934
#> Sigma[4,2] -0.151320812 0.060558640 -0.232043143 -0.072612945
#> Sigma[4,3] 0.199253995 0.047490310 0.134729879 0.264676667
#> Sigma[4,4] 0.097261884 0.017435103 0.072311684 0.120723723
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95749308 0.03116064 0.91284501 1.000318364
#> lag1_var2 0.10052459 0.06303297 0.00634849 0.180505400
#> lag1_var3 0.14125511 0.08604777 0.01298853 0.250483638
#> lag1_var4 -0.13845601 0.08122258 -0.24239326 -0.019176667
#> const 0.83325545 0.29290185 0.37022814 1.211652819
#> exo1 -0.02675528 0.02402808 -0.06061170 0.003559665
#> exo2 -0.25881430 0.03632636 -0.29779332 -0.202728526
#> exo3 0.05073532 0.04493896 -0.02353776 0.098276735
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2432426 1.287843 -0.5607236 2.792846
#> lag1_var2 -0.8138726 2.605228 -3.9053934 2.970635
#> lag1_var3 -2.1562119 3.589508 -6.3238722 3.180256
#> lag1_var4 1.9286588 3.354020 -3.2037633 5.817924
#> const -9.5130860 12.086591 -20.3107953 8.888132
#> exo1 0.1529633 1.060806 -1.2317813 1.591989
#> exo2 1.5427483 1.809835 -0.4997499 4.203705
#> exo3 -0.4867749 2.547781 -3.1607573 3.432386
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4697982 1.1401634 -2.61985152 0.1445901
#> lag1_var2 3.0641744 2.2640693 -0.37282063 5.4371703
#> lag1_var3 4.9507806 3.1053118 0.15002511 8.1458852
#> lag1_var4 -3.7268255 2.9124051 -6.69445607 0.8769661
#> const 15.9003443 10.3194341 -0.02044135 24.5247172
#> exo1 -0.2872375 0.8707758 -1.57140378 0.8300736
#> exo2 -5.4087729 1.4051441 -7.50927999 -3.8892847
#> exo3 0.6304694 2.0852572 -2.57565086 2.7093136
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6289735 0.3085468 -1.0716311 -0.1553994
#> lag1_var2 2.1929339 0.5582769 1.3281455 2.6756495
#> lag1_var3 2.9974133 0.7499058 1.8222280 3.6430912
#> lag1_var4 -1.9086638 0.7058906 -2.4682838 -0.7976541
#> const 8.2840629 2.7495423 4.0422387 12.0504280
#> exo1 -0.1883637 0.2136693 -0.4423616 0.1107327
#> exo2 -4.9213936 0.1394957 -5.1095941 -4.7251613
#> exo3 0.2764873 0.4382234 -0.2632502 0.8933909
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01312512 0.002321637 0.009655901 0.01626286
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03147442 0.03493054 -0.0910153 -0.002045919
#> Sigma[2,2] 1.66906889 0.43066048 1.2486365 2.362716938
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0217348 0.02101834 0.00392661 0.05413984
#> Sigma[3,2] -0.7708803 0.26935944 -1.19021164 -0.58402273
#> Sigma[3,3] 0.4454425 0.16550041 0.31953392 0.70110673
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008745929 0.00912440 -4.320202e-05 0.02297499
#> Sigma[4,2] -0.008714869 0.13528497 -2.002168e-01 0.16306058
#> Sigma[4,3] 0.118177876 0.06899578 4.026185e-02 0.21907182
#> Sigma[4,4] 0.148127821 0.03794749 8.973934e-02 0.18831302
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97494620 0.05152099 0.90694617 1.05008025
#> lag1_var2 0.04979178 0.05013784 -0.02522326 0.10913598
#> lag1_var3 0.12034139 0.10019518 -0.01895971 0.23467537
#> lag1_var4 -0.11851159 0.07165634 -0.19561229 -0.01278827
#> const 0.65215744 0.85035869 -0.40196697 1.86075788
#> exo1 0.03204427 0.08988844 -0.10791216 0.14567022
#> exo2 -0.01382520 0.12887384 -0.22017101 0.13292656
#> exo3 0.03025442 0.09755716 -0.10419544 0.15547660
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6940442 0.8120712 -1.5945342 0.4433238
#> lag1_var2 2.1919699 0.7441858 1.0802776 3.1789289
#> lag1_var3 2.6024118 1.5661966 0.3839807 4.8901033
#> lag1_var4 -2.4334082 1.1928657 -4.3308600 -0.9085377
#> const 7.5561141 7.5317347 -3.3985834 17.4417108
#> exo1 -4.4500508 0.9136923 -5.4505994 -3.0889374
#> exo2 1.2089122 0.9760800 -0.4584056 2.2168830
#> exo3 0.4482982 1.1230218 -1.2930071 1.8201926
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8009450 0.4539013 0.2505822 1.4428018
#> lag1_var2 -0.8154426 0.3911843 -1.3616233 -0.2539281
#> lag1_var3 -0.7292322 0.8135201 -1.9343733 0.4008246
#> lag1_var4 1.4536807 0.6133865 0.6691263 2.4313065
#> const -4.9629124 4.3142311 -10.1822861 1.0806963
#> exo1 2.2946738 0.4207161 1.7623420 2.8919169
#> exo2 -1.1507982 0.4421116 -1.6495321 -0.4238388
#> exo3 1.9059557 0.4999555 1.1671009 2.5443506
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5678830 0.1952744 0.3554385 0.87972918
#> lag1_var2 -0.2481502 0.1596776 -0.4708773 -0.03668437
#> lag1_var3 -0.5000558 0.3230967 -0.9663038 -0.09590858
#> lag1_var4 1.2956616 0.2417067 0.9924368 1.65890672
#> const -3.2950971 1.6758658 -5.6913366 -1.23308617
#> exo1 0.4315489 0.2568229 0.1896637 0.80722461
#> exo2 -0.6236365 0.2528168 -0.9900065 -0.30386841
#> exo3 2.5502370 0.4639400 2.0012421 3.21619189
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00283801 0.0009288122 0.002084393 0.004513302
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06206788 0.03134334 -0.1148167 -0.03515657
#> Sigma[2,2] 4.50504499 1.30976604 3.3892998 6.53372334
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03966343 0.01912487 0.0238874 0.07189492
#> Sigma[3,2] -2.71225844 0.75354214 -3.8574206 -2.03586355
#> Sigma[3,3] 1.66851101 0.43448655 1.2551909 2.30684983
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003365181 0.00261128 -8.667136e-05 0.007370429
#> Sigma[4,2] -0.052900681 0.09169714 -1.682666e-01 0.068708457
#> Sigma[4,3] 0.071583616 0.06237349 3.145159e-04 0.158178930
#> Sigma[4,4] 0.045349664 0.01597560 2.951387e-02 0.069471985
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009934993 0.03171357 0.96037926 1.04470418
#> lag1_var2 -0.133321989 0.08655766 -0.26015861 -0.02034622
#> lag1_var3 -0.242988649 0.14848888 -0.46062686 -0.04894376
#> lag1_var4 0.238234894 0.13853099 0.05863112 0.44491409
#> const -0.050209946 0.32025190 -0.37896942 0.49674439
#> exo1 0.040258395 0.05990464 -0.03834615 0.12266144
#> exo2 -0.001506672 0.04091183 -0.05722948 0.04673365
#> exo3 0.039152239 0.05974510 -0.04410782 0.12237171
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8609120 1.159711 -2.543807 0.5150528
#> lag1_var2 5.6134009 2.375954 2.551722 9.0317105
#> lag1_var3 8.4774665 4.035840 3.255196 14.3304373
#> lag1_var4 -8.4698949 3.773641 -13.808758 -3.4640895
#> const 25.3207049 14.851558 6.981075 46.1464028
#> exo1 -0.3323579 1.731995 -2.754375 2.1991235
#> exo2 -0.3864669 1.711811 -3.087392 1.5751477
#> exo3 -0.9491310 2.482897 -4.667560 1.6844962
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9485809 0.7028178 0.01410814 1.962982
#> lag1_var2 -3.6032629 1.4614168 -5.76041228 -1.827289
#> lag1_var3 -5.4921475 2.4843373 -9.18897133 -2.463437
#> lag1_var4 6.3427508 2.3288026 3.43429359 9.737297
#> const -16.7676148 9.7445933 -29.92666459 -3.407782
#> exo1 0.3242251 1.0954197 -1.25409210 1.895919
#> exo2 0.0119396 1.0476869 -1.15495874 1.565887
#> exo3 0.6200505 1.3738098 -0.93530972 2.662294
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51088938 0.1577993 0.2870800 0.71832927
#> lag1_var2 -0.75404457 0.3285029 -1.2977238 -0.40708642
#> lag1_var3 -1.27259984 0.5643966 -2.2102000 -0.68364318
#> lag1_var4 2.12369464 0.5281955 1.5823823 3.00797232
#> const -3.24483315 2.1664198 -6.0030846 -0.07498111
#> exo1 0.13518206 0.2317588 -0.1512446 0.49754307
#> exo2 -0.23209596 0.2111066 -0.4285915 0.09282712
#> exo3 0.04933668 0.1705463 -0.1495765 0.31384447
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001058163 0.0003506446 0.0007146405 0.001668628
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01068686 0.007000727 -0.02116619 -0.003613438
#> Sigma[2,2] 0.69381260 0.143431258 0.55851995 0.948317311
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007691703 0.004562099 0.002315456 0.01453313
#> Sigma[3,2] -0.489246727 0.114686101 -0.693412411 -0.39266687
#> Sigma[3,3] 0.439214584 0.100888619 0.326209070 0.60818429
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001680253 0.00120670 -0.0002045261 0.003059212
#> Sigma[4,2] -0.083348621 0.04413440 -0.1399919459 -0.022771012
#> Sigma[4,3] 0.160804948 0.03962645 0.1016856412 0.210237638
#> Sigma[4,4] 0.121100716 0.02290013 0.0894257842 0.151137448
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00677620 0.02921821 0.96593682 1.04050638
#> lag1_var2 -0.02889199 0.03539551 -0.07713349 0.01901370
#> lag1_var3 -0.06245969 0.06397487 -0.14826636 0.02564184
#> lag1_var4 0.05401301 0.05794576 -0.02520536 0.13233859
#> const 0.32092069 0.27516404 -0.05141396 0.70034134
#> exo1 -0.03125995 0.04659964 -0.06967380 0.04863782
#> exo2 -0.17086783 0.03446014 -0.22610409 -0.13242145
#> exo3 0.10035652 0.03300381 0.05660721 0.14656580
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.421852262 0.5137203 -0.9434448 0.4220312
#> lag1_var2 2.651108857 0.6905150 1.7948693 3.6720084
#> lag1_var3 3.381109434 1.2389892 1.7654848 5.1795455
#> lag1_var4 -3.251222024 1.1432876 -4.9185892 -1.8056432
#> const 4.764986519 6.0520525 -5.0202275 9.8875581
#> exo1 -0.463887386 0.8909378 -1.5501658 0.5135369
#> exo2 2.150687785 0.8910197 1.4204252 3.6513830
#> exo3 -0.004202771 0.4987725 -0.7020333 0.6120857
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5967843 0.4973806 -0.1867506 1.1988333
#> lag1_var2 -1.4349540 0.7301481 -2.6424625 -0.6143588
#> lag1_var3 -1.9048509 1.3156777 -4.0745093 -0.3939113
#> lag1_var4 2.7010862 1.1864371 1.3701015 4.6678679
#> const -3.0699245 4.6242936 -6.8058541 4.5182401
#> exo1 0.2636231 0.6293993 -0.4284722 1.1743179
#> exo2 -3.2787001 0.5733251 -4.1172729 -2.5816156
#> exo3 0.1362955 0.4431549 -0.4688034 0.8390860
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35818978 0.3513638 -0.06974742 0.8532217
#> lag1_var2 -0.29571079 0.4717139 -0.96471894 0.2843977
#> lag1_var3 -0.64865330 0.8291669 -1.87649625 0.3721336
#> lag1_var4 1.54329458 0.7265007 0.64206284 2.6325694
#> const -1.84490654 2.3583221 -4.85033045 1.9317747
#> exo1 -0.00581812 0.2386522 -0.37416333 0.2757574
#> exo2 -2.16145818 0.2883489 -2.54818697 -1.8574912
#> exo3 0.15763226 0.2892504 -0.21238894 0.5466514
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002721374 0.0001205101 0.0001907551 0.0004823603
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001149037 0.001467101 -0.002565114 0.001146322
#> Sigma[2,2] 0.117395243 0.021588443 0.090868987 0.152117529
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004072956 0.00969727 -0.01912798 0.008097361
#> Sigma[3,2] -0.309163592 0.10198026 -0.45113662 -0.202845581
#> Sigma[3,3] 3.295458600 0.89613410 2.43479828 4.817682871
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005026688 0.009003542 -0.01887743 0.0064957
#> Sigma[4,2] -0.233944758 0.093276058 -0.36785336 -0.1394690
#> Sigma[4,3] 3.171334003 0.863880911 2.35463357 4.6611678
#> Sigma[4,4] 3.097716568 0.834914297 2.32119769 4.5534303
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00137519 0.003201808 0.996538980 1.0048206175
#> lag1_var2 -0.04089733 0.027792872 -0.078375308 -0.0001829686
#> lag1_var3 -0.05365972 0.041861887 -0.110966742 0.0067636343
#> lag1_var4 0.05066989 0.041986095 -0.010080397 0.1084467477
#> const 0.22404094 0.102690960 0.078280962 0.3678727803
#> exo1 0.01752987 0.012635955 -0.001990837 0.0331939095
#> exo2 -0.11418364 0.012766826 -0.133399299 -0.0975398567
#> exo3 0.03026893 0.021905527 -0.004400708 0.0539696554
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14638109 0.1447328 -0.01768863 0.3606443
#> lag1_var2 0.67354794 0.9015063 -0.69205968 1.6656960
#> lag1_var3 0.25857816 1.3546791 -1.86042548 1.7466621
#> lag1_var4 -0.30094568 1.3660917 -1.82027224 1.8423857
#> const 0.90266420 4.1518821 -6.26709371 4.8961052
#> exo1 -0.03563285 0.1989054 -0.30015827 0.2433735
#> exo2 4.27150784 0.2806127 3.93246072 4.6631191
#> exo3 -0.03394043 0.5203376 -0.88322120 0.4401605
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2465640 0.7606563 0.07141056 2.068600
#> lag1_var2 -0.1552861 4.6049447 -6.64541805 6.228172
#> lag1_var3 -0.2473004 6.8065374 -10.24626642 8.944002
#> lag1_var4 0.7627160 6.7641057 -8.21469004 10.756944
#> const 2.6472403 16.3889083 -11.72580986 29.536112
#> exo1 0.8488226 1.3734960 -0.90605166 2.425648
#> exo2 -5.3972425 1.5068319 -7.66702926 -3.788859
#> exo3 -4.9693523 3.3897917 -9.47239420 -0.858955
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.389393722 0.7215464 0.2651765 2.1694401
#> lag1_var2 -0.006383493 4.3088952 -6.2012722 5.9632097
#> lag1_var3 -0.546372278 6.3537656 -10.0709150 7.9819246
#> lag1_var4 1.032266544 6.2917929 -7.2718105 10.5181217
#> const 2.282996335 14.3307920 -11.4842581 25.8470937
#> exo1 0.845851963 1.3983776 -0.9681456 2.5003278
#> exo2 -2.506781350 1.4568463 -4.6412325 -0.8097569
#> exo3 -5.183057502 3.2305965 -9.6312065 -1.4963325
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004656488 9.179658e-05 0.0003702827 0.0005991481
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01463298 0.004187225 -0.0210483 -0.01025499
#> Sigma[2,2] 1.12351256 0.356830111 0.7446665 1.65577816
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00734542 0.002794635 0.003856624 0.01168654
#> Sigma[3,2] -0.63442345 0.249973985 -1.033659813 -0.39100248
#> Sigma[3,3] 0.60052927 0.234932532 0.383830879 0.96265813
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002206111 0.001853715 -0.004724376 0.0002093477
#> Sigma[4,2] 0.088722912 0.126006565 -0.083287160 0.2455899516
#> Sigma[4,3] 0.216725066 0.110826389 0.079987914 0.3914469130
#> Sigma[4,4] 0.301172932 0.062207138 0.218801992 0.3861241564
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97626747 0.01019134 0.95980441 0.98806488
#> lag1_var2 -0.00833236 0.02977303 -0.04995486 0.02731068
#> lag1_var3 -0.01612112 0.04701377 -0.08020366 0.03894317
#> lag1_var4 0.02118736 0.04393847 -0.02867911 0.08197109
#> const 0.34280534 0.11872444 0.15730029 0.47700348
#> exo1 0.01332341 0.02375858 -0.01951391 0.04424195
#> exo2 -0.05449372 0.02906888 -0.10418982 -0.02654184
#> exo3 0.04642166 0.02101414 0.01513649 0.07231329
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5141002 0.8831364 -1.4331562 0.9554353
#> lag1_var2 1.5196252 2.5296994 -2.6455431 3.8093301
#> lag1_var3 1.1711196 3.8578213 -5.0968878 4.7052240
#> lag1_var4 -1.0001899 3.5958144 -4.3246513 4.7707139
#> const 5.6398128 8.5014047 -3.6633066 18.3055103
#> exo1 -1.2053296 1.2065965 -2.7637741 0.2176951
#> exo2 2.0935365 1.2786426 0.7130812 4.0406868
#> exo3 0.4595329 1.1946159 -0.7357307 2.4276641
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06188809 0.5875089 -1.06768792 0.4843995
#> lag1_var2 1.28178039 1.7782111 -0.49504662 4.0050723
#> lag1_var3 2.59979993 2.7552265 -0.18191207 6.8575317
#> lag1_var4 -1.67109416 2.5695387 -5.64462024 0.9885428
#> const 3.93667483 4.3226892 -1.98082068 9.6130618
#> exo1 0.87466424 0.7163204 0.06481574 1.8568878
#> exo2 -5.11162141 0.8217740 -6.46887407 -4.3353830
#> exo3 0.07869137 1.1709391 -1.46724334 1.7789585
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4370146 0.2622532 -0.7150525 0.00958088
#> lag1_var2 2.0116575 0.5733816 1.2507367 2.73735875
#> lag1_var3 2.9481017 0.9088719 1.7377494 4.06620664
#> lag1_var4 -1.8794257 0.8447841 -2.9443043 -0.72497582
#> const 6.7612178 4.5356136 2.3753238 14.65507231
#> exo1 0.1105427 0.2879563 -0.2410265 0.55881855
#> exo2 -4.3497504 0.4049729 -4.6669873 -3.71039648
#> exo3 0.4236728 0.8541432 -0.4953067 1.75437359
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001060051 0.0001986898 0.0008502414 0.001372293
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02273183 0.008007058 -0.03488615 -0.01340464
#> Sigma[2,2] 1.79749073 0.627502721 1.29866669 2.81614174
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01871648 0.006512877 0.0115212 0.02849216
#> Sigma[3,2] -1.31647298 0.549414884 -2.2499783 -0.82118672
#> Sigma[3,3] 1.51915162 0.593784374 0.9223929 2.47949279
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004148802 0.004581976 -0.001991332 0.0101157
#> Sigma[4,2] -0.125394691 0.276529259 -0.455942647 0.2748727
#> Sigma[4,3] 0.718499899 0.278674394 0.416429937 1.1045103
#> Sigma[4,4] 0.717636111 0.176480350 0.535483366 0.9911717
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970458813 0.05032003 0.89445389 1.03578496
#> lag1_var2 0.037281535 0.08473123 -0.07751132 0.15776437
#> lag1_var3 0.056639197 0.12823480 -0.11720891 0.23881604
#> lag1_var4 -0.054317822 0.11698786 -0.22006855 0.10488141
#> const 0.521042283 0.37564330 0.05279076 1.13616984
#> exo1 0.002090851 0.03448729 -0.04124439 0.05083850
#> exo2 -0.156409386 0.04209076 -0.21705531 -0.09982972
#> exo3 -0.034320554 0.03801889 -0.07437976 0.02820718
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9765708 1.309060 -3.5173822 0.1894758
#> lag1_var2 4.7069784 2.365841 1.0680562 7.7701472
#> lag1_var3 5.7525627 3.516441 0.3122262 10.2507351
#> lag1_var4 -5.2487917 3.263139 -9.4422203 -0.2455943
#> const 11.4943105 11.862075 -7.3051214 22.8977728
#> exo1 -0.1895733 1.154893 -1.9419556 0.9678273
#> exo2 1.4459168 1.644891 -1.1575331 3.2037338
#> exo3 -1.0528981 1.476279 -3.1291244 0.8033375
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4771309 0.9600577 -0.9694823 1.5217222
#> lag1_var2 -0.8062954 1.9596358 -3.0020052 2.3705625
#> lag1_var3 -0.3594440 2.9256846 -3.5450198 4.4277277
#> lag1_var4 1.1996209 2.7806043 -3.3679451 4.2224910
#> const -1.0573087 10.2507915 -9.9206557 15.2746284
#> exo1 0.1666009 1.1673770 -1.1777541 1.7959833
#> exo2 -1.7792225 1.6775170 -3.7117444 0.8805814
#> exo3 1.0279430 1.7116967 -1.8097595 3.0653518
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.00537388 0.7326827 -1.6911563 0.2511980
#> lag1_var2 2.18896476 1.5304797 -0.1390851 4.1141740
#> lag1_var3 3.25924251 2.3264781 -0.3070808 6.1582013
#> lag1_var4 -2.02289541 2.1765984 -4.8129832 1.2352664
#> const 6.22149972 5.9633833 -2.2947839 13.1086908
#> exo1 0.05194096 0.6693252 -0.9250024 0.7790318
#> exo2 -0.98440084 1.1105529 -2.3070507 0.6747512
#> exo3 0.33666130 1.2236613 -1.6023474 1.4218753
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005003757 0.0001645931 0.0003440961 0.0007536074
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003516636 0.001680375 -0.005314725 -0.001002531
#> Sigma[2,2] 0.242810240 0.076387142 0.147826674 0.352242713
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002922413 0.001545924 0.0008591712 0.005125912
#> Sigma[3,2] -0.215010438 0.072689956 -0.3246039508 -0.119218223
#> Sigma[3,3] 0.424867449 0.098285654 0.3112596298 0.547289936
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006962834 0.001224644 -0.001203885 0.002381984
#> Sigma[4,2] -0.0648243171 0.039504435 -0.121741362 -0.019144807
#> Sigma[4,3] 0.3111478192 0.069522117 0.222429135 0.387742890
#> Sigma[4,4] 0.2920691262 0.057694551 0.210141151 0.353516925
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94942539 0.02522954 0.9200210945 0.98567629
#> lag1_var2 0.05330501 0.05504825 -0.0237780512 0.13243252
#> lag1_var3 0.07630813 0.07969396 -0.0333268082 0.19081549
#> lag1_var4 -0.06495844 0.07439952 -0.1716981254 0.03684886
#> const 0.41774312 0.21836035 0.1152986567 0.70855066
#> exo1 -0.03499612 0.02630100 -0.0809288571 -0.01010391
#> exo2 0.01793195 0.01569639 0.0001673116 0.04397147
#> exo3 -0.01267274 0.01853664 -0.0380888984 0.01357801
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2230674 0.2765652 -0.06796599 0.6574429
#> lag1_var2 0.8473532 0.8989707 -0.45414735 1.8635255
#> lag1_var3 0.1285367 1.4784047 -1.95335136 1.7837534
#> lag1_var4 -0.2344917 1.4465188 -1.86753634 1.7538366
#> const 3.3006680 3.9893638 -2.23407084 8.1387643
#> exo1 0.1605097 0.4880376 -0.30099091 0.9445971
#> exo2 0.2414580 0.4879517 -0.55322296 0.8479253
#> exo3 -2.1800719 0.5058067 -2.80903930 -1.4482439
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6573228 0.3880333 -1.1778802 -0.1155287
#> lag1_var2 2.1561370 1.3646723 -0.3522401 3.3378102
#> lag1_var3 4.2980850 2.1723263 0.2659737 6.0618162
#> lag1_var4 -3.1634946 2.1144307 -4.7858720 0.7748050
#> const 6.3610901 4.8945680 -1.0985001 11.8490869
#> exo1 0.1261452 0.4765009 -0.3745339 0.8607352
#> exo2 -0.9005369 0.6132569 -1.8149895 -0.1193160
#> exo3 1.3415030 1.0509604 -0.2406497 2.5658747
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56986363 0.4290025 -1.0792876 0.06376359
#> lag1_var2 2.49698554 1.2833867 0.3303713 3.82855295
#> lag1_var3 4.06973207 1.9792416 0.6982888 6.19881100
#> lag1_var4 -2.97155473 1.9104124 -5.0054837 0.30504202
#> const 7.77274332 5.2135663 0.3173529 14.20799253
#> exo1 0.25748676 0.3371741 -0.1102400 0.77340859
#> exo2 -0.79355905 0.5762468 -1.3950627 0.07934893
#> exo3 -0.05838738 0.8371065 -1.2964168 0.96217451
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007846614 0.0003515718 0.0005390785 0.001346718
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001766158 0.001351932 -0.00231171 0.001320929
#> Sigma[2,2] 0.1564079700 0.034279116 0.11328172 0.206466454
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001239749 0.00416228 -0.006423714 0.005336857
#> Sigma[3,2] 0.031639068 0.06350289 -0.067157063 0.092720945
#> Sigma[3,3] 0.876459001 0.25216351 0.561586530 1.248161841
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001383261 0.004085431 -0.006196918 0.005036544
#> Sigma[4,2] 0.142261471 0.059832379 0.064014845 0.215975064
#> Sigma[4,3] 0.924995940 0.269795332 0.591983361 1.340111485
#> Sigma[4,4] 1.052721300 0.297227545 0.681792589 1.512421063
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982281445 0.01104528 0.96848647 0.996791449
#> lag1_var2 0.007017370 0.06608125 -0.07922626 0.104570867
#> lag1_var3 -0.004207920 0.09305824 -0.12644531 0.130118732
#> lag1_var4 0.004373624 0.09113411 -0.12544602 0.126903799
#> const 0.394666829 0.23190027 0.08425344 0.709903191
#> exo1 -0.028908450 0.04670958 -0.10947706 0.008872865
#> exo2 -0.069107931 0.02636806 -0.10060209 -0.027327144
#> exo3 -0.088496607 0.03074912 -0.11996111 -0.039161221
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.367915861 0.2563917 -0.003007274 0.6555006
#> lag1_var2 -0.723988135 0.9009380 -1.678441154 0.7879172
#> lag1_var3 -2.253156975 1.1347081 -3.448894486 -0.3512657
#> lag1_var4 2.227842835 1.1380611 0.323102129 3.4255810
#> const -5.349016253 5.5748075 -11.927210791 2.0483858
#> exo1 0.004899553 0.3031192 -0.369769654 0.4574270
#> exo2 1.899148063 0.2474055 1.553529238 2.2350345
#> exo3 -0.209770018 0.2481156 -0.523791685 0.1198939
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43002735 0.4079860 -0.9388870 0.2141958
#> lag1_var2 2.60652282 1.5710329 0.1830911 4.3669684
#> lag1_var3 4.65310741 2.0647661 1.4401956 6.9417500
#> lag1_var4 -3.67880598 2.0537134 -6.0018425 -0.5137124
#> const 10.16524751 8.2049019 0.7402653 22.2832045
#> exo1 -0.00791701 0.7011732 -1.0968081 0.7473891
#> exo2 0.44708066 1.0128178 -0.5873654 2.0698947
#> exo3 1.44760982 1.1290204 0.2002405 2.9415356
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.183435650 0.4045080 -0.60691197 0.5262980
#> lag1_var2 1.840027424 1.7813146 -0.96374413 3.8868691
#> lag1_var3 2.705233352 2.3461115 -0.96686499 5.4594465
#> lag1_var4 -1.733711666 2.3338296 -4.47431645 1.8920646
#> const 5.592824711 8.1963557 -6.75840624 16.9155146
#> exo1 -0.005275958 0.8341541 -1.34306590 0.8956147
#> exo2 1.784545752 0.9889118 0.63497495 3.3098386
#> exo3 1.343902322 1.1999407 0.08270716 3.0404468
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001945385 0.0004721514 0.001399097 0.002614472
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003311803 0.01044297 -0.003709411 0.02264041
#> Sigma[2,2] 1.499900827 0.31762678 1.082117699 1.99617484
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007580636 0.008250695 -0.02219569 -0.0003609818
#> Sigma[3,2] -0.914272093 0.239844681 -1.24152541 -0.5771898668
#> Sigma[3,3] 0.787124511 0.208566621 0.48658914 1.0671097370
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006410839 0.005063135 -0.01480112 -0.0003221859
#> Sigma[4,2] -0.044411299 0.115699540 -0.22073848 0.0766775253
#> Sigma[4,3] 0.303047798 0.101914338 0.18288640 0.4549937243
#> Sigma[4,4] 0.333592101 0.067690219 0.25876926 0.4253101295
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96079033 0.03005344 0.91814286 0.99899939
#> lag1_var2 0.02087099 0.02121479 -0.01532927 0.04096582
#> lag1_var3 0.02770745 0.03689779 -0.03439374 0.06434677
#> lag1_var4 -0.02158191 0.02955476 -0.04765667 0.02496704
#> const 0.49067130 0.31184050 0.12693315 0.96504005
#> exo1 0.00591726 0.03995427 -0.05453539 0.05661267
#> exo2 -0.12241543 0.04925599 -0.19642812 -0.06662998
#> exo3 0.07515362 0.04262121 0.01212534 0.12697562
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9583935 1.0422932 -2.49422040 0.3219684
#> lag1_var2 1.0310753 0.7068586 0.03655518 2.0083842
#> lag1_var3 0.4823908 1.0928329 -1.05748376 2.0021133
#> lag1_var4 -0.1601189 0.8037446 -1.21771513 1.0800484
#> const 8.0166510 6.0522442 -2.30516367 14.2529679
#> exo1 -1.2048864 0.9268510 -2.72160558 -0.1009513
#> exo2 0.3303679 0.8835240 -1.10081786 1.4097308
#> exo3 1.8310387 1.0722578 0.32826548 3.1544686
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5812762 0.9239209 0.13299680 2.7604668
#> lag1_var2 -0.7727488 0.6229556 -1.52689601 0.2287424
#> lag1_var3 -0.5925048 0.9911325 -1.80152824 0.9720468
#> lag1_var4 1.0318165 0.7235275 -0.07522935 1.9186854
#> const -6.3513983 4.9741863 -10.77257054 2.7238514
#> exo1 1.2249155 0.5089143 0.60459844 1.9851280
#> exo2 -1.6404360 0.6690054 -2.57539379 -0.6183745
#> exo3 -0.2142563 1.0382442 -1.62896390 1.1843923
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2194464 0.5310513 0.35485090 1.8052116
#> lag1_var2 -0.8152007 0.3435914 -1.23945717 -0.2991687
#> lag1_var3 -1.4204838 0.6111814 -2.20185778 -0.6029369
#> lag1_var4 2.0103869 0.4563441 1.44377529 2.5709522
#> const -4.0294227 2.6308976 -6.75053351 0.4048074
#> exo1 0.5879207 0.4275618 -0.06098037 1.0541168
#> exo2 -1.7864449 0.7922686 -3.01937621 -0.8636246
#> exo3 1.2212493 0.6313865 0.39944976 1.9702327
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007093699 0.001200505 0.005459836 0.008591702
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -6.309033e-05 0.001190519 -0.001937019 0.001335354
#> Sigma[2,2] 8.194517e-03 0.002630666 0.005500978 0.011895003
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004335487 0.001646412 -0.002762051 0.001735426
#> Sigma[3,2] -0.0063017603 0.002544295 -0.010091671 -0.003355461
#> Sigma[3,3] 0.0176046614 0.004969234 0.012447808 0.025062058
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005005090 0.001639928 -0.002348984 0.002062651
#> Sigma[4,2] -0.0006565836 0.001469034 -0.002301444 0.001826660
#> Sigma[4,3] 0.0139306765 0.003981441 0.009908682 0.020300998
#> Sigma[4,4] 0.0142244869 0.004128924 0.010212478 0.020922700
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.895372964 0.06196167 0.80236286 0.96027050
#> lag1_var2 0.115842448 0.32556385 -0.35573035 0.51443355
#> lag1_var3 0.120052746 0.47562513 -0.59233317 0.63598069
#> lag1_var4 -0.101580229 0.48527124 -0.62820054 0.63085169
#> const 0.762950549 1.41062826 -1.33689774 2.77130870
#> exo1 -0.005145689 0.05010968 -0.06918253 0.06774398
#> exo2 0.034908606 0.08457441 -0.10277791 0.14776775
#> exo3 -0.017411405 0.13835107 -0.19467348 0.14077117
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05610099 0.08523584 -0.1862319 0.05044008
#> lag1_var2 0.13297921 0.26349764 -0.2157210 0.48338821
#> lag1_var3 -0.91126704 0.38329942 -1.4572657 -0.37409237
#> lag1_var4 0.94862604 0.38410817 0.4067423 1.49661465
#> const -0.15471768 0.85420413 -1.2067657 1.26175558
#> exo1 -0.09598661 0.06306752 -0.2089618 -0.03851316
#> exo2 0.58822001 0.04338620 0.5310592 0.65499273
#> exo3 0.35301217 0.05897325 0.2978895 0.45400028
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32709905 0.1055495 0.19646877 0.4941043
#> lag1_var2 0.98467372 0.3811636 0.44940091 1.5088686
#> lag1_var3 2.07399487 0.5374590 1.34456813 2.8286690
#> lag1_var4 -1.22433681 0.5459652 -1.98255821 -0.4766105
#> const 2.34311950 0.9190663 0.91563342 3.4523521
#> exo1 0.05738896 0.1055254 -0.07438099 0.2032009
#> exo2 -1.02989221 0.1536775 -1.28136472 -0.8476534
#> exo3 -0.35532778 0.1270132 -0.57233208 -0.2343538
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.299234011 0.07596051 0.1753842 0.38626560
#> lag1_var2 0.781733121 0.39869436 0.1883143 1.22444812
#> lag1_var3 1.005084207 0.55429644 0.1271350 1.67387827
#> lag1_var4 -0.119366216 0.56188090 -0.8029247 0.76865268
#> const 1.277702174 1.36422362 -0.7205750 2.92381787
#> exo1 -0.008625954 0.08352778 -0.1214400 0.09406077
#> exo2 -0.657102145 0.14946102 -0.8896750 -0.47553888
#> exo3 -0.124026662 0.12367682 -0.3216182 -0.01364803
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002730124 8.663586e-05 0.0001851307 0.0004044713
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007581864 0.001666703 -0.009518941 -0.0052112
#> Sigma[2,2] 0.450529563 0.082326696 0.350964497 0.5793752
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00629621 0.001806513 0.003459957 0.008345112
#> Sigma[3,2] -0.33797243 0.066829249 -0.438609385 -0.265435466
#> Sigma[3,3] 0.35194858 0.060573596 0.281325032 0.446885063
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001374368 0.001233269 -2.794893e-05 0.0032078096
#> Sigma[4,2] -0.044453475 0.031385785 -8.651185e-02 -0.0002684965
#> Sigma[4,3] 0.138728174 0.035141595 8.876867e-02 0.1851870531
#> Sigma[4,4] 0.117374202 0.031163106 7.417144e-02 0.1584781308
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995478947 0.01029445 0.984154309 1.01200444
#> lag1_var2 0.022139277 0.03527560 -0.031859141 0.06267475
#> lag1_var3 0.030946594 0.05566150 -0.053049650 0.09390682
#> lag1_var4 -0.034752900 0.05492415 -0.098485564 0.04808604
#> const 0.387048215 0.22725161 0.077902879 0.70984714
#> exo1 0.004075645 0.01730129 -0.019660098 0.02875099
#> exo2 -0.063215315 0.01663678 -0.083671209 -0.03897668
#> exo3 0.021866237 0.01042466 0.006719951 0.03298469
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1299517 0.4642154 -1.7765817 -0.52449179
#> lag1_var2 1.8653483 1.3064485 0.2608953 3.79282570
#> lag1_var3 1.6398092 2.0787714 -1.0341808 4.53631291
#> lag1_var4 -1.2315184 2.0459052 -4.0825095 1.34154593
#> const 6.0826451 10.1002761 -6.7673003 21.22586036
#> exo1 -0.5899906 0.7826174 -1.8287620 0.43243535
#> exo2 3.4977139 0.6893552 2.6436775 4.54012929
#> exo3 -0.8279509 0.7234313 -1.9302564 0.05015605
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6680874 0.4275189 0.1210979 1.268624
#> lag1_var2 0.2323183 0.9994038 -1.2196247 1.364700
#> lag1_var3 1.3029572 1.5753339 -0.9347636 3.147892
#> lag1_var4 -0.5910347 1.5118244 -2.3288533 1.597270
#> const 0.2751326 7.9428258 -11.6391422 10.728881
#> exo1 0.5317162 0.7147711 -0.3256404 1.580851
#> exo2 -3.8012380 0.5827623 -4.5705518 -3.023148
#> exo3 1.4171967 0.7019480 0.7410046 2.577372
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1052951 0.3431675 -0.5136235 0.3794905
#> lag1_var2 1.1608001 0.7722105 0.1594936 2.2810682
#> lag1_var3 1.9503759 1.2145154 0.3723236 3.6738422
#> lag1_var4 -0.9405351 1.0959949 -2.5130825 0.4456212
#> const 3.3045134 2.5824496 -0.4008125 6.7870995
#> exo1 0.1479956 0.2854489 -0.1621321 0.5633319
#> exo2 -1.6678378 0.2081555 -2.0071251 -1.4323664
#> exo3 0.9691614 0.3718226 0.6059377 1.6203817
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002491008 6.242902e-05 0.0001854968 0.0003480161
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003850957 0.001518128 -0.006503213 -0.002228035
#> Sigma[2,2] 0.197073662 0.051826475 0.138753872 0.263284015
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002037212 0.001154968 0.00080178 0.003841682
#> Sigma[3,2] -0.117514102 0.039141031 -0.16525214 -0.074014633
#> Sigma[3,3] 0.125165980 0.030498354 0.08830458 0.162538483
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000286340 0.0004668191 -0.0008075212 0.0004096429
#> Sigma[4,2] -0.001052613 0.0174191845 -0.0258528053 0.0230555581
#> Sigma[4,3] 0.059151691 0.0110925513 0.0440240417 0.0728203570
#> Sigma[4,4] 0.062264629 0.0083560986 0.0500299575 0.0708918812
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96349276 0.014767469 9.431664e-01 0.982413171
#> lag1_var2 0.02565012 0.020624840 9.914595e-05 0.053428492
#> lag1_var3 0.03554433 0.034299456 -6.268357e-03 0.082656244
#> lag1_var4 -0.03016232 0.030573885 -7.358569e-02 0.006552620
#> const 0.48130069 0.122485953 3.385860e-01 0.662163260
#> exo1 -0.01442364 0.009431036 -2.762596e-02 -0.001569215
#> exo2 -0.11649547 0.017112236 -1.405553e-01 -0.093016688
#> exo3 0.06103257 0.012424169 4.675225e-02 0.078841293
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07881410 0.3227294 -0.3759451 0.5032396
#> lag1_var2 0.88782475 0.5952801 0.1134510 1.6690414
#> lag1_var3 -0.03125155 1.0753959 -1.6042665 1.2639381
#> lag1_var4 0.05842990 1.0475383 -1.1571512 1.6337369
#> const 0.76695050 3.0573368 -3.7571286 4.5307335
#> exo1 -0.05667463 0.3464510 -0.4735469 0.4227065
#> exo2 0.40394697 0.4687207 -0.2346577 0.9835330
#> exo3 0.01752329 0.3650227 -0.3612530 0.6044546
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05899056 0.3035456 -0.52876180 0.2974900
#> lag1_var2 0.73406120 0.6649595 -0.05018628 1.6913137
#> lag1_var3 2.28462356 1.1733770 1.00533699 4.1090194
#> lag1_var4 -1.31499842 1.1196816 -3.09034535 -0.1063483
#> const 3.28063475 3.2879233 -1.48766734 6.7313131
#> exo1 0.18453246 0.3432109 -0.21971043 0.7199764
#> exo2 -1.11036421 0.2035583 -1.35235521 -0.8033142
#> exo3 0.12065368 0.2501208 -0.28427093 0.3252516
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1217283 0.1743828 -0.35139649 0.1161206
#> lag1_var2 0.9581744 0.4435347 0.38234989 1.5543590
#> lag1_var3 1.7629032 0.8065972 0.74698952 2.9163446
#> lag1_var4 -0.7534677 0.7937614 -1.92720535 0.2229558
#> const 2.7102483 2.6914812 -0.93650638 6.3910259
#> exo1 0.1669740 0.2186854 -0.06147200 0.5107514
#> exo2 -0.9323751 0.2316587 -1.23565631 -0.6385354
#> exo3 0.1386420 0.1672265 -0.05097089 0.3946934
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001740334 4.690759e-05 0.0001200724 0.0002449247
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00189905 0.00143364 -0.003883368 -0.000436654
#> Sigma[2,2] 0.17210356 0.03934492 0.136826936 0.238026986
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004103683 0.001238919 -0.001158272 0.002263708
#> Sigma[3,2] -0.0622824622 0.040705222 -0.120851024 -0.009563072
#> Sigma[3,3] 0.4597816504 0.216052889 0.285867845 0.859334894
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009120446 0.00126853 -0.002369952 0.001072139
#> Sigma[4,2] 0.0550087016 0.03815180 0.003073940 0.108796259
#> Sigma[4,3] 0.4327379993 0.21563059 0.270705597 0.833949909
#> Sigma[4,4] 0.4862753727 0.22315490 0.319060870 0.899439088
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97536395 0.01382516 0.953315767 0.98925023
#> lag1_var2 0.02166192 0.03783775 -0.031585681 0.06711906
#> lag1_var3 0.01914694 0.05397753 -0.056274581 0.08611159
#> lag1_var4 -0.01547339 0.05141631 -0.076887702 0.05712867
#> const 0.40311036 0.12359725 0.272568694 0.59267467
#> exo1 0.01260046 0.01091165 -0.003783177 0.02286391
#> exo2 -0.04569817 0.01136843 -0.061152682 -0.03000477
#> exo3 0.03582677 0.01169327 0.024057381 0.05434657
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1776765 0.3752370 -0.2798776 0.72386525
#> lag1_var2 -0.4928102 1.0836229 -2.1541415 0.70283162
#> lag1_var3 -1.6709905 1.5262099 -4.0363879 -0.06119101
#> lag1_var4 1.6732995 1.4396963 0.1175614 3.88671968
#> const -3.4478355 4.3216767 -9.9881386 2.33402927
#> exo1 -0.3164461 0.3395803 -0.7809309 0.05091289
#> exo2 0.5090506 0.4451256 -0.1083005 0.97416078
#> exo3 0.3268595 0.3974204 -0.2088543 0.83788107
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07235565 0.4151906 -0.5185259 0.64951281
#> lag1_var2 1.87611059 1.4818954 -0.2039953 3.73565653
#> lag1_var3 3.52517144 2.2214369 0.6009996 6.33309323
#> lag1_var4 -2.68730798 2.1795058 -5.5710309 0.15710889
#> const 8.21465616 4.2592167 1.6268415 12.87674805
#> exo1 0.85289230 0.8401361 -0.1806024 2.06280029
#> exo2 -0.40942938 0.5112394 -1.2615054 0.07974671
#> exo3 -0.37400121 0.6185258 -1.1028440 0.55114060
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19308131 0.4412230 -0.4895341 0.7394697
#> lag1_var2 1.26668796 1.3099851 -0.4907413 3.0712583
#> lag1_var3 1.98738420 1.9185145 -0.6943313 4.4523810
#> lag1_var4 -1.13586427 1.9145238 -3.6681356 1.5193668
#> const 5.04883566 4.6349400 -1.2462753 10.8263770
#> exo1 0.65852009 0.9043174 -0.4856543 1.9279794
#> exo2 -0.07129216 0.6143124 -0.8147745 0.6814574
#> exo3 -0.16284657 0.5218777 -0.8399973 0.6467210
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004720928 8.871622e-05 0.0003396988 0.0005870988
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01645758 0.004435345 -0.02228264 -0.01058321
#> Sigma[2,2] 1.14761623 0.289253447 0.75844701 1.55055547
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0123055 0.004195115 0.007449872 0.01851341
#> Sigma[3,2] -0.8008343 0.245079510 -1.182406432 -0.46475414
#> Sigma[3,3] 0.8048015 0.230724946 0.556275436 1.18376695
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003110347 0.002631093 -0.0003638415 0.006272949
#> Sigma[4,2] -0.157865719 0.157602011 -0.3795146540 0.050814043
#> Sigma[4,3] 0.380236091 0.122816418 0.2468478553 0.560514285
#> Sigma[4,4] 0.318668378 0.068576024 0.2237578280 0.417800282
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0054080603 0.02363138 0.97273701 1.03737357
#> lag1_var2 -0.0014873512 0.03276328 -0.04030784 0.04140397
#> lag1_var3 -0.0001764021 0.05842374 -0.07001854 0.07623883
#> lag1_var4 -0.0081695647 0.05116330 -0.07542994 0.05013636
#> const 0.3907224557 0.17590818 0.18410847 0.64380384
#> exo1 0.0075121131 0.02156788 -0.02009149 0.03756701
#> exo2 -0.0820028052 0.02368317 -0.11221053 -0.05393175
#> exo3 0.0673521992 0.01214247 0.05055775 0.08421986
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5155147 1.0323259 -2.739649 0.09883208
#> lag1_var2 3.3927810 1.2917315 1.631849 4.81141474
#> lag1_var3 4.6330522 2.2282717 1.588448 7.18528335
#> lag1_var4 -4.0943186 1.9219492 -6.391714 -1.54746978
#> const 10.3531362 9.2315520 -2.638886 21.47753489
#> exo1 0.3980102 0.9080893 -1.136014 1.29752353
#> exo2 3.6279225 1.1038660 2.183500 4.79124150
#> exo3 -0.4584294 0.7018002 -1.547947 0.35374145
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.6777219 0.8798703 1.4566848 3.639157
#> lag1_var2 -4.0000363 1.4825258 -6.1709805 -2.216054
#> lag1_var3 -6.1012851 2.6521252 -10.0673303 -3.063860
#> lag1_var4 6.1331214 2.3470105 3.5108015 9.749969
#> const -13.8758823 6.2066996 -23.1437768 -6.089973
#> exo1 0.2413001 0.6192521 -0.5788367 1.145584
#> exo2 -5.2844039 1.0865010 -6.5115567 -3.548318
#> exo3 0.5171071 0.6474901 -0.3127214 1.289176
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9855858 0.5162246 1.21462962 2.4821961
#> lag1_var2 -2.7057709 1.0468841 -4.21949337 -1.4707179
#> lag1_var3 -4.5655985 1.8783035 -7.35348837 -2.4467383
#> lag1_var4 4.8666771 1.6968518 2.98021138 7.4252330
#> const -10.1382271 3.9092517 -15.11611141 -4.7611889
#> exo1 0.5357037 0.3681165 -0.05885015 0.8216581
#> exo2 -3.5039537 0.6373989 -4.18647222 -2.5421986
#> exo3 0.2862647 0.6188165 -0.48397311 1.1994643
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002998613 7.574979e-05 0.00019138 0.0003893934
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006556212 0.0004968121 -0.001449812 -7.082875e-05
#> Sigma[2,2] 0.0335332822 0.0077641593 0.026312715 4.524519e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002120551 0.0004048912 -0.0007296201 0.00044011
#> Sigma[3,2] -0.0273377484 0.0092774190 -0.0412080109 -0.01637444
#> Sigma[3,3] 0.0467241823 0.0121837753 0.0298066986 0.06117056
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007307226 0.0004006465 -0.00122910 -0.0001663551
#> Sigma[4,2] -0.0025798931 0.0073682755 -0.01159750 0.0083927421
#> Sigma[4,3] 0.0274494784 0.0073062386 0.01738733 0.0355537031
#> Sigma[4,4] 0.0266370934 0.0032744193 0.02247162 0.0313941478
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971770387 0.008590261 0.957723337 0.978560520
#> lag1_var2 0.063070524 0.035549517 0.023283386 0.118243080
#> lag1_var3 0.062047825 0.040713026 0.017861102 0.119663974
#> lag1_var4 -0.057974890 0.039652996 -0.112957940 -0.014732673
#> const 0.541188256 0.166431519 0.366725915 0.815394621
#> exo1 0.001077885 0.013815921 -0.018904558 0.018736438
#> exo2 -0.032140348 0.016168647 -0.051303622 -0.009581112
#> exo3 0.022986734 0.016217943 0.002045629 0.046819463
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1792187 0.1098666 0.04382341 0.3378962
#> lag1_var2 -0.2760402 0.5013078 -1.01773203 0.3115393
#> lag1_var3 -1.4889658 0.5888976 -2.35879265 -0.8263968
#> lag1_var4 1.4546633 0.5746417 0.81288064 2.3008885
#> const -1.8856528 2.3800533 -5.75539239 0.6205354
#> exo1 0.1506356 0.1031341 0.01785783 0.3000093
#> exo2 0.4346237 0.2299920 0.11654568 0.7235406
#> exo3 -0.2679378 0.1540757 -0.49988986 -0.0625167
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1926632 0.09224921 -0.3320849 -0.07185791
#> lag1_var2 1.3228996 0.38807495 0.8778906 1.89900819
#> lag1_var3 2.8593188 0.47812966 2.4296661 3.61970853
#> lag1_var4 -1.8416723 0.47184963 -2.5950285 -1.43003847
#> const 4.0251710 2.30497713 1.6775505 7.47475099
#> exo1 -0.2008631 0.13717211 -0.3577291 0.02838191
#> exo2 -1.1829044 0.18425753 -1.4655760 -1.00423312
#> exo3 1.3509016 0.14329055 1.1766758 1.55249691
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07508825 0.06055373 -0.1574436 0.005684452
#> lag1_var2 0.77292005 0.25612905 0.4008791 1.129153671
#> lag1_var3 1.27793230 0.31544724 0.8302256 1.722960421
#> lag1_var4 -0.26544444 0.30835731 -0.7017825 0.167124025
#> const 1.50855476 1.20623159 -0.3435256 2.964701241
#> exo1 -0.09822105 0.10915570 -0.2316346 0.069183491
#> exo2 -0.93877432 0.11900744 -1.0602937 -0.754953977
#> exo3 1.21710379 0.12727882 1.0280946 1.356684060
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00155707 0.0002986209 0.001182715 0.001977855
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01771202 0.005358874 -0.0249461 -0.01089615
#> Sigma[2,2] 0.56241455 0.122023756 0.3945684 0.71810697
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01119759 0.003628667 0.006784077 0.01607982
#> Sigma[3,2] -0.36457152 0.082595448 -0.475894682 -0.26017533
#> Sigma[3,3] 0.24147232 0.055908446 0.176804450 0.32078382
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003371299 0.0004105026 -0.0007868197 0.0002404419
#> Sigma[4,2] 0.0003971012 0.0088843264 -0.0107566929 0.0132118630
#> Sigma[4,3] 0.0050822394 0.0060070570 -0.0032465474 0.0127526460
#> Sigma[4,4] 0.0055802355 0.0012223605 0.0037674038 0.0069517980
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.013704044 0.02175841 0.984797738 1.04677289
#> lag1_var2 -0.031604866 0.13529825 -0.264563935 0.10267869
#> lag1_var3 -0.038536190 0.20731819 -0.393328769 0.17538638
#> lag1_var4 0.031042419 0.21011960 -0.187179744 0.39011880
#> const 0.224396165 0.46851049 -0.373197843 0.98336893
#> exo1 0.027819442 0.03033658 -0.007334942 0.07257702
#> exo2 -0.061045657 0.03244847 -0.104290069 -0.01599899
#> exo3 0.009874088 0.02755340 -0.032940959 0.03832845
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3451059928 0.4147692 -0.8365979 0.2835349
#> lag1_var2 1.3008484218 2.0533435 -1.4833339 4.3133303
#> lag1_var3 0.6626408244 3.2119775 -3.8075985 5.3396554
#> lag1_var4 -0.5645062009 3.2004927 -5.2593543 3.8120121
#> const 2.4620566182 9.6431288 -12.3233455 15.2081589
#> exo1 0.1649546041 0.7247964 -0.7459437 1.2150291
#> exo2 0.2712833045 0.4527987 -0.3639481 0.8226765
#> exo3 -0.0009683407 0.8480071 -1.2590461 0.9771911
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28703589 0.2710988 -0.1277991 0.6035508
#> lag1_var2 0.20886393 1.2974123 -1.5845777 2.1077778
#> lag1_var3 1.18376565 2.0493590 -1.6171127 4.2349604
#> lag1_var4 -0.31545010 2.0337566 -3.2903669 2.5037194
#> const 1.24355202 6.5832380 -6.8345406 11.8791174
#> exo1 -0.11835661 0.4829538 -0.8582205 0.4970768
#> exo2 -0.76003638 0.3256198 -1.2223257 -0.3298569
#> exo3 0.03784735 0.5278305 -0.5821177 0.7999570
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06019620 0.04302169 -0.001995631 0.12053988
#> lag1_var2 0.77697288 0.20781927 0.541893809 1.10236473
#> lag1_var3 1.18928483 0.32087648 0.835147256 1.68512426
#> lag1_var4 -0.24256102 0.32360513 -0.751451103 0.11870960
#> const 1.95913127 1.04216165 0.830900982 3.65246199
#> exo1 -0.01436372 0.07100680 -0.120484570 0.08768345
#> exo2 -0.59865978 0.08323187 -0.737745527 -0.54146016
#> exo3 0.03804812 0.07505462 -0.063065675 0.12386066
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006026525 0.0001313625 0.0004573361 0.0008087925
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003169458 0.000926034 -0.004644396 -0.002167766
#> Sigma[2,2] 0.085553147 0.026025970 0.051836380 0.120325779
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003999804 0.00197345 0.001239798 0.00657821
#> Sigma[3,2] -0.162098561 0.06283804 -0.251681552 -0.08615227
#> Sigma[3,3] 0.454921446 0.12722208 0.305273813 0.63840411
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001462724 0.001589556 -0.001203451 0.003353109
#> Sigma[4,2] -0.096526983 0.045126822 -0.161293822 -0.044922998
#> Sigma[4,3] 0.336926750 0.083637898 0.229436570 0.452092665
#> Sigma[4,4] 0.269614690 0.054226764 0.195807538 0.335385145
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967190497 0.01723906 0.940419864 0.9848446446
#> lag1_var2 0.076591516 0.07477697 -0.005844010 0.1852445209
#> lag1_var3 0.103722119 0.09376260 0.001068316 0.2381665329
#> lag1_var4 -0.100334896 0.09110731 -0.230914120 -0.0005699471
#> const 0.581594286 0.24060463 0.288708682 0.9553403102
#> exo1 -0.010808505 0.02503218 -0.044585717 0.0241868410
#> exo2 -0.024493379 0.02269968 -0.053930012 0.0068371201
#> exo3 0.003715675 0.02307932 -0.031383961 0.0282139979
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2721738 0.1667623 0.07335287 0.5467791
#> lag1_var2 -0.1272272 0.6191129 -1.11431669 0.6770097
#> lag1_var3 -1.4262343 0.7513936 -2.62128195 -0.4368627
#> lag1_var4 1.3548864 0.7367697 0.39573050 2.5329725
#> const -1.1187098 3.1385410 -6.15657650 2.4727465
#> exo1 0.5104680 0.4428484 -0.20660215 1.0126922
#> exo2 0.1685995 0.2643551 -0.19563555 0.5016578
#> exo3 0.1068316 0.3195484 -0.16985318 0.6782892
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1908279 0.4386462 -0.489840 0.6754544
#> lag1_var2 0.2680685 1.4651467 -1.638012 2.3456005
#> lag1_var3 1.0545159 1.7824046 -1.295661 3.5769439
#> lag1_var4 -0.1054231 1.7528839 -2.602259 2.1833583
#> const -1.9867278 8.7054963 -10.225057 11.8395578
#> exo1 -0.6118827 0.6642947 -1.525385 0.3043794
#> exo2 -0.9450392 0.5117217 -1.642462 -0.2649657
#> exo3 -0.1317766 0.7446231 -1.277487 0.6540719
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41771061 0.3584552 -0.09815779 0.8435680
#> lag1_var2 -0.23991432 1.1506707 -1.61548710 1.1892243
#> lag1_var3 -0.62190874 1.3966994 -2.32618534 1.0847198
#> lag1_var4 1.52625779 1.3752315 -0.16173394 3.2022171
#> const -4.21588492 7.1959224 -12.10305149 6.2141396
#> exo1 -0.18998566 0.3565754 -0.72167738 0.1788469
#> exo2 -0.86867180 0.3368841 -1.33517493 -0.4126107
#> exo3 -0.06318322 0.5574218 -0.92114489 0.5578512
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002302596 0.001036193 0.001421791 0.004087393
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009518739 0.001975050 -0.004166661 0.0009729464
#> Sigma[2,2] 0.0208214449 0.006490196 0.013573272 0.0318584035
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006511852 0.002942292 -0.01058960 -0.002726061
#> Sigma[3,2] -0.042921659 0.013389745 -0.06378117 -0.027648265
#> Sigma[3,3] 0.173736112 0.038216255 0.12364710 0.233903440
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007472191 0.002481479 -0.01094348 -0.003994502
#> Sigma[4,2] -0.029727101 0.010428351 -0.04632587 -0.016756816
#> Sigma[4,3] 0.149096625 0.031041601 0.10796175 0.197506625
#> Sigma[4,4] 0.132944769 0.025309960 0.09987841 0.171624506
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95514328 0.04162689 0.89797404 1.00548956
#> lag1_var2 0.23596782 0.16637186 0.06682949 0.48502111
#> lag1_var3 0.34036671 0.24905542 0.11772295 0.71320403
#> lag1_var4 -0.34146865 0.24624357 -0.70910228 -0.12001525
#> const 1.16579700 0.83088975 0.35966266 2.56296445
#> exo1 0.03513378 0.03810860 -0.02285807 0.08694799
#> exo2 -0.03910845 0.04671327 -0.10699106 0.02818778
#> exo3 -0.01956040 0.06606333 -0.11988698 0.04583318
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1541340 0.07021313 0.05885378 0.2451237
#> lag1_var2 0.8253407 0.37686487 0.33045676 1.3342463
#> lag1_var3 0.4875851 0.63026371 -0.35455490 1.3833701
#> lag1_var4 -0.5536003 0.62708706 -1.45146410 0.2809670
#> const 2.8645820 1.12148666 1.59305362 4.6410079
#> exo1 0.1400920 0.13870465 0.01448463 0.3638038
#> exo2 0.7408742 0.15510172 0.55145266 0.9870953
#> exo3 0.2266129 0.13190560 0.08366939 0.4368001
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0168738 0.1506946 -0.24288611 0.1606493
#> lag1_var2 -0.7167880 0.6698002 -1.46137969 0.2812869
#> lag1_var3 -0.6985204 1.0370382 -1.72451587 1.0181367
#> lag1_var4 1.7207619 1.0300844 0.01923556 2.7268613
#> const -3.8665719 3.3174511 -8.22759818 0.9518405
#> exo1 -0.7075956 0.2697055 -1.09548036 -0.3986135
#> exo2 -0.9491716 0.4371104 -1.62513233 -0.3766556
#> exo3 0.2092113 0.3079481 -0.19041537 0.6266928
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1174724 0.1348219 -0.11772689 0.236328966
#> lag1_var2 -0.4932204 0.4540635 -0.95858528 0.214871050
#> lag1_var3 -0.8663790 0.7104371 -1.74538665 0.237895589
#> lag1_var4 1.8615363 0.7092885 0.76986643 2.724455421
#> const -3.0493614 3.1935202 -7.21214504 1.150379887
#> exo1 -0.6225939 0.2419204 -0.97153882 -0.358715210
#> exo2 -0.4923450 0.3917245 -1.08429691 0.004024165
#> exo3 0.3738109 0.3005427 -0.03239411 0.805468974
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002010671 0.0004695316 0.001440728 0.002690321
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005993048 0.001898273 -0.008789523 -0.003556028
#> Sigma[2,2] 0.067009161 0.017502229 0.049145638 0.095040435
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004006232 0.001355533 0.002031928 0.005895652
#> Sigma[3,2] -0.050840918 0.013151553 -0.071423876 -0.036142604
#> Sigma[3,3] 0.044550459 0.011205010 0.032084088 0.059288883
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001780548 0.0007956877 -0.000896384 0.001035324
#> Sigma[4,2] -0.0065722722 0.0039999113 -0.012176129 -0.001407317
#> Sigma[4,3] 0.0116487478 0.0048173968 0.007302370 0.019222558
#> Sigma[4,4] 0.0082670209 0.0034603499 0.005373555 0.013604670
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93499212 0.01950669 0.90299600 0.957629542
#> lag1_var2 0.21599073 0.10661809 0.07796069 0.373012528
#> lag1_var3 0.34785016 0.17151310 0.11148891 0.589127836
#> lag1_var4 -0.33658923 0.16927284 -0.57217462 -0.101967315
#> const 1.14571618 0.41320174 0.45712581 1.573031807
#> exo1 0.01858608 0.02914660 -0.02169927 0.055472606
#> exo2 -0.05447964 0.03358407 -0.09793262 -0.004059851
#> exo3 -0.01668252 0.05175039 -0.09196054 0.049115373
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4512537 0.1955103 0.1924808 0.7186836
#> lag1_var2 -0.5533525 0.5435995 -1.3198496 0.1320633
#> lag1_var3 -1.6411612 0.8399183 -2.8568843 -0.5706109
#> lag1_var4 1.6761879 0.8116172 0.6700933 2.8407325
#> const -3.9258254 2.1037272 -6.4560938 -0.6757872
#> exo1 0.0710326 0.2521007 -0.1925768 0.4531602
#> exo2 1.9353303 0.2079208 1.7391623 2.3100336
#> exo3 1.0889574 0.2001157 0.8006710 1.3594771
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26695380 0.1479190 -0.4953244 -0.08970959
#> lag1_var2 1.37627728 0.3929067 0.8627455 1.91848112
#> lag1_var3 2.55655831 0.6257445 1.7391839 3.44088790
#> lag1_var4 -1.63446685 0.6104846 -2.4840809 -0.84245499
#> const 5.02182107 1.7562933 2.4055291 7.12922096
#> exo1 -0.05365331 0.2233594 -0.3782257 0.21990927
#> exo2 -1.98955719 0.1715034 -2.2796182 -1.81757914
#> exo3 -0.59467013 0.1582461 -0.8544923 -0.41558994
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.024208702 0.03943001 -0.03640384 0.07475886
#> lag1_var2 0.636924149 0.09167117 0.52054182 0.76875813
#> lag1_var3 0.901038767 0.13253730 0.71292179 1.07205738
#> lag1_var4 0.066182549 0.13513945 -0.11356507 0.26010302
#> const 1.185272214 0.84277224 0.05314969 2.41968003
#> exo1 -0.005367696 0.09476364 -0.09430003 0.13108879
#> exo2 -0.864191625 0.09679865 -0.94608859 -0.69978499
#> exo3 0.158585418 0.08415206 0.05431333 0.28202594
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004890077 0.0001402635 0.0003181953 0.000704456
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02410006 0.009439581 -0.03986038 -0.01355137
#> Sigma[2,2] 2.92539763 1.000135380 1.70131236 4.38870785
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01309869 0.00630245 0.004916897 0.02243668
#> Sigma[3,2] -1.99155922 0.66526947 -2.816012917 -1.18332194
#> Sigma[3,3] 1.76250233 0.59812896 1.030477869 2.45743414
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003441671 0.00274399 -0.007785668 -0.0004629099
#> Sigma[4,2] -0.030111957 0.26940066 -0.371934487 0.3213372095
#> Sigma[4,3] 0.475916362 0.27680053 0.166081788 0.8312956295
#> Sigma[4,4] 0.510925209 0.13813921 0.341861821 0.6856552884
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97539631 0.01873466 0.948334603 0.99416010
#> lag1_var2 0.05614648 0.04434831 0.006485156 0.12007276
#> lag1_var3 0.08633255 0.06624781 0.011987484 0.18143677
#> lag1_var4 -0.08338344 0.06238786 -0.172888140 -0.01289691
#> const 0.49510409 0.25653372 0.184507597 0.90716581
#> exo1 -0.01927230 0.01852912 -0.039015618 0.01253042
#> exo2 -0.11786698 0.01985511 -0.142681129 -0.08819798
#> exo3 0.04457295 0.02034949 0.016312509 0.07390417
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1173031 0.5429015 -0.8008041 0.6591209
#> lag1_var2 -0.7865966 2.0028554 -3.8701311 1.7778472
#> lag1_var3 -2.3561629 3.0726491 -7.0862339 1.6307196
#> lag1_var4 2.4657600 2.8781411 -1.3641486 6.8343833
#> const -1.9944624 5.2911696 -6.8247261 6.4994353
#> exo1 1.0690585 1.0214573 -0.3621161 2.4168163
#> exo2 6.0363562 1.0728150 4.6435925 7.5996582
#> exo3 0.4961924 2.1398611 -2.3517509 3.5136124
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48838509 0.3997626 -0.89444735 0.1420100
#> lag1_var2 2.54324175 1.5108079 -0.08261633 4.1499362
#> lag1_var3 4.60087307 2.3084800 0.58156522 7.0363672
#> lag1_var4 -3.56467694 2.1665644 -5.82643698 0.2167849
#> const 8.69291638 4.6720137 2.80278254 15.1538508
#> exo1 -0.83065231 0.9323038 -1.91394706 0.5004898
#> exo2 -4.43630155 0.8196115 -5.41318209 -3.2003049
#> exo3 -0.02319773 1.6709853 -2.22301765 2.4237022
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6402652 0.3321256 -1.0570809 -0.16784511
#> lag1_var2 1.7192189 0.7546746 0.6304303 2.64437850
#> lag1_var3 2.5794259 1.1361895 0.9666366 3.97943198
#> lag1_var4 -1.4300490 1.0229839 -2.6670540 0.02859397
#> const 6.5907376 3.8046779 0.4028785 11.10429879
#> exo1 -0.1566410 0.5960047 -0.9344661 0.66894467
#> exo2 -0.6690430 0.7252521 -1.2741354 0.49765466
#> exo3 0.3698460 0.4529814 -0.1694125 1.04103704
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000629662 9.562952e-05 0.0005024183 0.0007703388
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001202549 0.0005013903 -0.001705151 -0.000351999
#> Sigma[2,2] 0.015013414 0.0033812330 0.010278349 0.019299353
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009741634 0.0007312608 -0.0001231761 0.0017781325
#> Sigma[3,2] -0.0070679559 0.0045446598 -0.0125725882 -0.0002364487
#> Sigma[3,3] 0.0336924435 0.0066752675 0.0240525103 0.0425793368
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004443167 0.0006433253 -0.0004425322 0.001161659
#> Sigma[4,2] -0.0001216423 0.0044164740 -0.0056760509 0.006337053
#> Sigma[4,3] 0.0318564287 0.0063687081 0.0223729444 0.039647546
#> Sigma[4,4] 0.0334263401 0.0068575707 0.0238185347 0.043246057
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980047136 0.02293980 0.94291818 1.00429818
#> lag1_var2 0.035745028 0.06642382 -0.04930879 0.12971755
#> lag1_var3 0.047071709 0.11041238 -0.09505383 0.19245632
#> lag1_var4 -0.046644395 0.10927963 -0.19121919 0.09985758
#> const 0.340214677 0.26328420 -0.03870688 0.68112188
#> exo1 0.006103471 0.01774170 -0.02191661 0.02589039
#> exo2 -0.041850351 0.02308140 -0.07238318 -0.01196311
#> exo3 -0.004210392 0.03418067 -0.04977628 0.03633861
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04158574 0.06355051 -0.04435052 0.1216254
#> lag1_var2 0.50033612 0.18353707 0.20214187 0.7106771
#> lag1_var3 -0.57070173 0.26358467 -1.00423899 -0.2887035
#> lag1_var4 0.59035021 0.28050885 0.26948863 1.0487398
#> const -0.45368636 0.61538607 -1.39982893 0.2203337
#> exo1 -0.03927921 0.10378872 -0.14464105 0.1216706
#> exo2 0.76752061 0.09188229 0.63416849 0.8932896
#> exo3 0.20946229 0.12759251 0.03700073 0.3839628
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24603235 0.1232798 0.07337879 0.3923326
#> lag1_var2 0.04524259 0.4066308 -0.62923989 0.4976215
#> lag1_var3 0.72170786 0.7225482 -0.40869651 1.6216610
#> lag1_var4 0.16877871 0.7253749 -0.70397158 1.3001851
#> const -1.08388403 1.4712670 -3.20453580 0.7801354
#> exo1 0.02063500 0.1780565 -0.25923172 0.2112846
#> exo2 -0.83649685 0.1646105 -1.12333704 -0.6770567
#> exo3 0.06186111 0.1774869 -0.15418618 0.2984528
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.267596680 0.1508393 0.09028859 0.4582696
#> lag1_var2 0.026989681 0.3941189 -0.64839829 0.4403316
#> lag1_var3 -0.083155446 0.7009328 -1.23657533 0.7131479
#> lag1_var4 1.001099084 0.6936158 0.24281986 2.1485634
#> const -2.202090310 1.6012856 -4.65932935 -0.2485101
#> exo1 0.009286368 0.1901340 -0.25351498 0.2719912
#> exo2 -0.524952812 0.1889891 -0.84525316 -0.3042508
#> exo3 0.163593171 0.1519356 -0.05733890 0.3571208
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001273638 0.0003388303 0.001006035 0.001815843
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005349102 0.003734928 -0.005771652 0.003734634
#> Sigma[2,2] 0.2511458851 0.060012949 0.189550703 0.343549657
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002183786 0.003618661 -0.00164883 0.008060205
#> Sigma[3,2] -0.153169989 0.048611326 -0.21504653 -0.092734077
#> Sigma[3,3] 0.378404293 0.093283003 0.29857387 0.524814240
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002163956 0.00331204 -0.001429966 0.007652198
#> Sigma[4,2] -0.006062623 0.03983704 -0.059760897 0.044312850
#> Sigma[4,3] 0.327666799 0.08461980 0.245140272 0.456276613
#> Sigma[4,4] 0.368634194 0.08715479 0.265497340 0.494613582
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.938535219 0.02585458 0.89768775 0.96853710
#> lag1_var2 0.113236787 0.04871941 0.05952179 0.18537860
#> lag1_var3 0.168196375 0.09394438 0.05728879 0.30268387
#> lag1_var4 -0.160821865 0.08673938 -0.28237182 -0.05867005
#> const 0.738620139 0.31121606 0.28560579 1.09715549
#> exo1 0.005119379 0.01856912 -0.02039650 0.02896490
#> exo2 -0.261529820 0.03620138 -0.31895353 -0.22356692
#> exo3 -0.086154843 0.04490516 -0.16078696 -0.04108262
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08329764 0.2924577 -0.5131198 0.3013810
#> lag1_var2 0.55132251 0.6356312 -0.1236833 1.4345231
#> lag1_var3 -0.15659449 1.2564389 -1.6228065 1.4569468
#> lag1_var4 0.27685890 1.1862838 -1.2568154 1.6444253
#> const -0.94171165 3.4968023 -5.3951682 3.4713705
#> exo1 0.30022271 0.4588851 -0.1964926 0.9737322
#> exo2 2.63674614 0.5471641 2.1327037 3.5307377
#> exo3 0.55401966 0.5937553 -0.4377115 1.1929442
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.61975944 0.2753017 -1.1101111 -0.3840301
#> lag1_var2 2.62742044 0.5025695 2.1380738 3.4040226
#> lag1_var3 5.05988439 1.0314681 4.0684196 6.6907125
#> lag1_var4 -4.08113667 0.9620394 -5.6054121 -3.2044642
#> const 11.37859444 4.3895255 6.3069362 17.6412476
#> exo1 -0.02634304 0.4932904 -0.7300704 0.5140490
#> exo2 -3.89139405 0.6228845 -4.7700009 -3.0051652
#> exo3 -1.92686694 0.7244394 -2.9236019 -1.0035359
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7792188 0.2450654 -1.1674667 -0.4970213
#> lag1_var2 2.8925546 0.6142031 2.0291674 3.6814652
#> lag1_var3 4.8608681 1.1396638 3.3122053 6.3856875
#> lag1_var4 -3.7714925 1.0930508 -5.2345629 -2.3044013
#> const 10.7637208 4.0985920 5.4453150 16.8828129
#> exo1 0.1784979 0.4545755 -0.5593263 0.6685568
#> exo2 -2.7783579 0.6204326 -3.6034576 -1.9276477
#> exo3 -1.8396419 0.6202116 -2.6840425 -1.1308621
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002853935 5.489619e-05 0.0002259188 0.0003535124
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007923736 0.003763809 -0.01251863 -0.002920322
#> Sigma[2,2] 0.988415295 0.280175524 0.61219098 1.353807054
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005331123 0.002967056 0.0007086854 0.008532374
#> Sigma[3,2] -0.009853917 0.231888737 -0.3781222707 0.233669000
#> Sigma[3,3] 1.588465234 0.446141868 1.1161111685 2.254821736
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005977542 0.00317284 -0.004163685 0.003978003
#> Sigma[4,2] 0.6491449055 0.28886255 0.261687139 0.998080482
#> Sigma[4,3] 1.7179493028 0.54211992 1.244493419 2.594687557
#> Sigma[4,4] 2.2997764041 0.72246102 1.656454521 3.454419773
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9766121010 0.009853821 0.964402187 0.98878372
#> lag1_var2 0.0468011063 0.021826365 0.011793466 0.07390496
#> lag1_var3 0.0705270753 0.034267832 0.015359446 0.11361831
#> lag1_var4 -0.0691323345 0.032594408 -0.109650485 -0.01672570
#> const 0.5004160195 0.138175200 0.345267206 0.68945968
#> exo1 0.0115701724 0.012666290 -0.001982761 0.03010654
#> exo2 -0.0777890764 0.016640769 -0.094372109 -0.05395856
#> exo3 0.0001837263 0.015650079 -0.022771911 0.02084173
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2986839 0.6983566 0.3842354 2.29800731
#> lag1_var2 -2.5700285 1.2669157 -4.3498823 -0.97017696
#> lag1_var3 -4.9907967 1.9619687 -7.8286217 -2.55446128
#> lag1_var4 4.7751134 1.8745884 2.4365037 7.52819598
#> const -14.9297613 8.3553093 -26.9539322 -4.47467440
#> exo1 -0.7647784 0.6260476 -1.6749674 0.05263073
#> exo2 6.1396514 0.8195311 4.9736106 7.32057888
#> exo3 3.1768464 1.2423630 1.6602203 4.85690010
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3225196 1.0342870 -1.230791 1.793122
#> lag1_var2 1.3282194 2.1155834 -1.605317 4.418458
#> lag1_var3 2.7807719 3.2627625 -1.649491 7.633609
#> lag1_var4 -2.0622677 3.0073718 -6.509439 2.016633
#> const 7.3899523 8.9566382 -5.055489 20.063286
#> exo1 0.1578884 1.2214287 -1.382833 2.006634
#> exo2 -5.6844958 0.7933604 -6.740938 -4.654292
#> exo3 -0.7803668 1.6943415 -2.961558 1.516903
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1806373 1.441552 -0.9991337 3.1447265
#> lag1_var2 -0.6491814 2.751029 -4.5319860 3.1744072
#> lag1_var3 -0.9284681 4.244693 -6.7934672 5.0005174
#> lag1_var4 1.5112058 3.907083 -3.8810062 6.9203488
#> const -3.0545430 13.722222 -21.1009359 17.2487647
#> exo1 -0.3112098 1.366500 -2.0202025 1.7394929
#> exo2 -2.1953727 1.090025 -3.7618908 -0.8195679
#> exo3 1.3153901 2.370096 -1.6776918 4.5460084
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001870011 0.0003275475 0.00145025 0.002351879
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00642131 0.002511054 -0.01038644 -0.003907533
#> Sigma[2,2] 0.22278551 0.073011349 0.15272422 0.343080440
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006577538 0.002529682 0.002915108 0.009487191
#> Sigma[3,2] -0.123712814 0.051652909 -0.202662887 -0.070470508
#> Sigma[3,3] 0.216402499 0.054926685 0.164952903 0.302455239
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003749009 0.002158533 0.001203869 0.006960967
#> Sigma[4,2] -0.007897782 0.027332664 -0.039614610 0.031794210
#> Sigma[4,3] 0.155146880 0.040526518 0.114734740 0.217438240
#> Sigma[4,4] 0.154510940 0.039577957 0.111650334 0.208836324
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99754977 0.03602720 0.960971375 1.056153626
#> lag1_var2 0.09766232 0.06963171 -0.003911598 0.198377473
#> lag1_var3 0.21572343 0.13804918 0.014278785 0.413737533
#> lag1_var4 -0.22586775 0.12984478 -0.414443707 -0.039515393
#> const 0.69607118 0.41255590 0.035204109 1.123401892
#> exo1 -0.01211544 0.03400691 -0.045492416 0.048649876
#> exo2 -0.13596204 0.04139383 -0.190441224 -0.077250432
#> exo3 -0.06088890 0.04486973 -0.109825490 0.005334419
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18171291 0.4868540 -0.8816933 0.4155342
#> lag1_var2 0.46397612 0.4827492 -0.2363561 1.0459177
#> lag1_var3 -0.98954910 0.9570200 -2.3538680 0.2150022
#> lag1_var4 1.06054545 0.9038248 -0.1266560 2.2936518
#> const 0.48120540 6.0853351 -7.1372376 9.6245804
#> exo1 0.15261253 0.3603979 -0.2498349 0.6451057
#> exo2 0.04696333 0.4644378 -0.4712536 0.7542035
#> exo3 0.15946322 0.5441210 -0.5171702 0.9426678
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57692709 0.4369517 -0.12534498 1.13263378
#> lag1_var2 0.10451944 0.6400034 -0.62509950 0.92838945
#> lag1_var3 1.43441843 1.2410403 0.06504832 3.00035441
#> lag1_var4 -0.70532914 1.2206165 -2.28692303 0.58724834
#> const 1.10908260 5.9880517 -7.29234849 9.03107708
#> exo1 -0.34202863 0.2423746 -0.59654066 0.05597954
#> exo2 -3.51635988 0.4431156 -4.07059283 -2.88335801
#> exo3 0.07575181 0.4849156 -0.57369766 0.70554752
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5140566 0.3890718 -0.07651159 0.9273414
#> lag1_var2 0.0901645 0.5553098 -0.59940004 0.9281338
#> lag1_var3 0.4330906 1.0553918 -0.85430452 2.0306250
#> lag1_var4 0.3362853 1.0023484 -1.20340976 1.5275291
#> const 0.4238000 4.4745172 -5.77390431 6.7350977
#> exo1 -0.2594577 0.2374820 -0.59262321 0.0843443
#> exo2 -3.5513597 0.3577051 -4.01904383 -3.1525585
#> exo3 0.1465173 0.4079245 -0.47019469 0.6436841
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008968766 0.000293261 0.0006131549 0.00140634
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03284536 0.01332602 -0.05306657 -0.01875466
#> Sigma[2,2] 1.85959326 0.60859396 1.21039991 2.76087404
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02341177 0.008893469 0.01127724 0.03534873
#> Sigma[3,2] -1.36525818 0.423827417 -1.95346090 -0.85327806
#> Sigma[3,3] 1.28528265 0.316244281 0.89137545 1.72948536
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002521336 0.002390777 -0.00114062 0.005017518
#> Sigma[4,2] -0.192891266 0.107328988 -0.36387395 -0.085179354
#> Sigma[4,3] 0.446123934 0.111930512 0.31674400 0.618193297
#> Sigma[4,4] 0.348832757 0.070627111 0.25744053 0.462434029
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974572381 0.04078697 0.91280598 1.028659672
#> lag1_var2 0.077641794 0.08113633 -0.04639110 0.190111690
#> lag1_var3 0.123215356 0.12864008 -0.07391128 0.301402326
#> lag1_var4 -0.123299598 0.11867567 -0.28581635 0.059247214
#> const 0.634875946 0.37168085 0.22325771 1.196292952
#> exo1 0.004975351 0.03277036 -0.04398572 0.052489972
#> exo2 -0.042428367 0.03016961 -0.08000638 0.002781447
#> exo3 0.066480339 0.02102500 0.03290237 0.087106922
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10620179 1.724308 -1.668592 3.079893
#> lag1_var2 -1.51994376 3.311113 -7.074357 2.347039
#> lag1_var3 -3.78335769 5.222462 -12.567505 2.330860
#> lag1_var4 3.87712883 4.879705 -1.977140 11.954514
#> const -7.26959541 19.173811 -33.024895 17.731081
#> exo1 -0.25313949 1.265287 -2.016643 1.232778
#> exo2 -0.04514731 2.004157 -2.715296 2.622020
#> exo3 -0.15633852 1.134315 -1.760780 1.365680
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3926870 1.481064 -1.704880 2.100741
#> lag1_var2 0.9312168 2.722110 -2.582320 4.818935
#> lag1_var3 2.3966866 4.298408 -3.142991 8.530654
#> lag1_var4 -1.5948375 4.008776 -7.329049 3.731128
#> const 2.7963315 16.378438 -18.769641 27.132207
#> exo1 -0.2740415 1.023925 -1.473767 1.300993
#> exo2 -0.1763155 1.515860 -2.234981 1.643953
#> exo3 0.7630615 0.813443 -0.270377 1.939087
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4742145 0.7424943 -0.6378740 1.28581967
#> lag1_var2 -0.4173000 1.3644929 -1.9201725 1.67216979
#> lag1_var3 -0.5999645 2.1702263 -3.0218033 2.71056268
#> lag1_var4 1.4771527 2.0168668 -1.6029878 3.70157251
#> const -3.1056460 7.8528346 -11.3386001 8.69284679
#> exo1 -0.4849079 0.3405385 -0.9866911 -0.01982353
#> exo2 -0.2371261 0.6809933 -1.3526744 0.38770474
#> exo3 0.7256921 0.3417127 0.1521305 1.05978594
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005725312 0.0001250024 0.0004553346 0.0007867853
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0142442 0.004301119 -0.02097631 -0.01029124
#> Sigma[2,2] 0.7929538 0.223472408 0.61027889 1.17391574
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007967454 0.002714451 0.005548651 0.01236676
#> Sigma[3,2] -0.470801535 0.142676974 -0.709930309 -0.34705273
#> Sigma[3,3] 0.333971757 0.090201701 0.248602634 0.47707814
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005816804 0.0008965286 -0.002048901 0.0004075407
#> Sigma[4,2] 0.0047300410 0.0208966301 -0.023532531 0.0312334816
#> Sigma[4,3] 0.0552550465 0.0142664563 0.036455950 0.0754534920
#> Sigma[4,4] 0.0621062029 0.0098013404 0.051311225 0.0770821874
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996029794 0.01348314 0.97806933 1.01213616
#> lag1_var2 -0.038419210 0.05342808 -0.09025928 0.04422856
#> lag1_var3 -0.070480986 0.08935240 -0.15720416 0.06517157
#> lag1_var4 0.069961274 0.08689428 -0.06125115 0.15518296
#> const 0.138232853 0.29855090 -0.19328253 0.56274214
#> exo1 0.009012339 0.02220806 -0.02044575 0.04126794
#> exo2 -0.078117929 0.02370890 -0.11159477 -0.05184062
#> exo3 0.030747969 0.01843600 0.00238154 0.05370276
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5886419 0.5968894 -1.2520282 0.2342257
#> lag1_var2 1.6756989 2.6470129 -2.7518468 4.2629982
#> lag1_var3 1.2501420 4.3806554 -5.9862277 5.5088838
#> lag1_var4 -1.1082616 4.3098671 -5.1918122 5.9941723
#> const 7.0227655 13.3860240 -16.1595213 19.5161213
#> exo1 -0.7726659 0.9524427 -1.9172024 0.6842265
#> exo2 0.6667071 0.7942680 -0.4383775 1.7323340
#> exo3 -0.1501541 0.6811248 -1.1312551 0.7344258
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33851732 0.3059457 -0.06428869 0.7093941
#> lag1_var2 0.23439305 1.5438409 -0.97998396 2.8257991
#> lag1_var3 1.42655525 2.5486147 -0.54710787 5.6281013
#> lag1_var4 -0.56281984 2.5279823 -4.71505102 1.3486099
#> const -0.46158274 7.8462763 -8.56810073 12.7080872
#> exo1 0.25686400 0.7572119 -0.86970628 1.2939307
#> exo2 -1.18900431 0.5729187 -1.90588931 -0.3895891
#> exo3 0.05248816 0.5894992 -0.63892923 0.8877385
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02668735 0.07909885 -0.1065270 0.09825614
#> lag1_var2 0.95645012 0.47823792 0.2051015 1.50703434
#> lag1_var3 1.71209765 0.82102649 0.4305748 2.66708242
#> lag1_var4 -0.74157083 0.81471385 -1.6898794 0.54097597
#> const 2.77951939 1.30210456 0.8638649 4.23958080
#> exo1 -0.20367871 0.26653381 -0.5972303 0.17605871
#> exo2 -0.81699498 0.20647318 -1.0063567 -0.48603836
#> exo3 -0.03483457 0.24228316 -0.4071239 0.25665267
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003620361 8.510573e-05 0.0002651138 0.000498053
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004629544 0.001661249 -0.007158482 -0.002684392
#> Sigma[2,2] 0.379125063 0.127477696 0.260262571 0.601857525
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003219083 0.002244543 -0.0001460209 0.006199345
#> Sigma[3,2] -0.323089376 0.101121653 -0.4868660535 -0.202073722
#> Sigma[3,3] 0.433093094 0.149527847 0.2839713919 0.681722418
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005078818 0.001614754 -0.001823545 0.00255548
#> Sigma[4,2] -0.1091056809 0.048987222 -0.178367503 -0.05081290
#> Sigma[4,3] 0.2616342537 0.116633057 0.161828404 0.45283483
#> Sigma[4,4] 0.2120366921 0.101112028 0.133886954 0.37969840
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972856021 0.01999664 0.93716925 0.991136937
#> lag1_var2 -0.003459997 0.04178807 -0.05438668 0.062275478
#> lag1_var3 -0.013730611 0.07225248 -0.10291152 0.097860446
#> lag1_var4 0.021461964 0.06750082 -0.07845773 0.107783374
#> const 0.303824219 0.24332127 0.00629658 0.636209461
#> exo1 -0.007659441 0.01272956 -0.02534269 0.009803499
#> exo2 -0.046220180 0.01375613 -0.06435338 -0.030316215
#> exo3 0.026725749 0.01382674 0.01202253 0.048223193
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4143564 0.8733626 -0.5758177 1.66812076
#> lag1_var2 3.3613080 1.8650026 0.5187482 5.91984306
#> lag1_var3 4.5383237 3.1390108 -0.2775993 8.82202051
#> lag1_var4 -4.9268429 2.8727699 -8.8459631 -0.49490946
#> const 13.1155103 7.8998046 0.6463085 20.50844776
#> exo1 -0.2500549 0.4397555 -0.7433995 0.48349842
#> exo2 0.8797357 0.4124582 0.4222221 1.43194385
#> exo3 -0.4084906 0.4770742 -1.1886588 0.06082196
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27534965 0.6629183 -1.0758800 0.5529727
#> lag1_var2 -1.79775573 1.5884804 -3.7959641 0.6935457
#> lag1_var3 -2.39301222 2.7203976 -5.8240961 1.8492186
#> lag1_var4 3.65389571 2.5472048 -0.2950688 6.8382653
#> const -8.70776340 5.2645855 -15.1128630 -2.4660799
#> exo1 0.04491254 0.4700874 -0.6080891 0.6389287
#> exo2 -1.90685222 0.3847084 -2.3877029 -1.4562790
#> exo3 0.02101831 0.6708606 -0.9565529 0.9325992
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06800755 0.4581247 -0.6810126 0.5769477
#> lag1_var2 -0.15622136 1.0337096 -1.2558169 1.2568456
#> lag1_var3 -0.30709928 1.7489154 -2.2689999 2.0717459
#> lag1_var4 1.37686741 1.6462206 -0.9273767 3.3208730
#> const -2.21367884 4.1790438 -6.3005847 4.4712612
#> exo1 -0.10261876 0.3714013 -0.4934952 0.5366737
#> exo2 -1.44831096 0.4585964 -2.0378847 -0.8378537
#> exo3 -0.21562993 0.5221930 -1.1012557 0.3221992
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004154542 0.0001103226 0.0002640281 0.0005725391
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001495216 0.000716411 -0.002617752 -0.0005596602
#> Sigma[2,2] 0.035316622 0.010508326 0.023234062 0.0498524777
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001097432 0.0004380145 -0.0006314313 0.0004990483
#> Sigma[3,2] -0.0195004985 0.0057670653 -0.0286108423 -0.0136693726
#> Sigma[3,3] 0.0220107624 0.0050694731 0.0170520924 0.0306462476
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007443356 0.0004976162 -0.001435348 -0.000110573
#> Sigma[4,2] -0.0097844160 0.0049657931 -0.016304392 -0.003620671
#> Sigma[4,3] 0.0199283171 0.0048450361 0.014603425 0.027333947
#> Sigma[4,4] 0.0225854714 0.0050704690 0.017008096 0.030394116
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994400776 0.02474574 0.957793541 1.019217181
#> lag1_var2 0.004685768 0.02446378 -0.022225112 0.038494082
#> lag1_var3 0.048928752 0.04355155 0.006914145 0.118347423
#> lag1_var4 -0.048177415 0.03688022 -0.106457494 -0.013591177
#> const 0.449096547 0.10507656 0.337597385 0.602139180
#> exo1 0.016319073 0.02101304 -0.008341673 0.045621859
#> exo2 -0.040523682 0.02208574 -0.063098083 -0.005358208
#> exo3 -0.013157453 0.02346822 -0.044083609 0.019524890
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15037371 0.1659347 -0.1080988 0.3104441
#> lag1_var2 0.65780123 0.1679025 0.4819667 0.9005024
#> lag1_var3 0.14638262 0.3678882 -0.1257127 0.7344255
#> lag1_var4 0.01674609 0.2976257 -0.4617324 0.2482006
#> const 1.57671861 0.9323294 0.3374523 2.8031703
#> exo1 -0.08214152 0.1848447 -0.3243639 0.1502514
#> exo2 1.41506192 0.2609837 0.9474705 1.6488629
#> exo3 0.57923550 0.1964207 0.2944167 0.8104221
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06627146 0.1399296 -0.10119974 0.28990833
#> lag1_var2 0.07834530 0.1148725 -0.11443750 0.19820992
#> lag1_var3 0.47286547 0.3100616 0.07970662 0.92859844
#> lag1_var4 0.31284332 0.2446674 -0.04130050 0.64574615
#> const -1.04093084 1.2521938 -2.77351684 0.87825980
#> exo1 -0.10012163 0.1084303 -0.27375275 0.01094945
#> exo2 -0.90984626 0.1554230 -1.09066678 -0.65372660
#> exo3 -0.31675089 0.1190485 -0.49305632 -0.17397601
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09666955 0.1715415 -0.1157854 0.34323509
#> lag1_var2 0.06549008 0.1426410 -0.1434843 0.24242397
#> lag1_var3 -0.30268197 0.3622252 -0.7495060 0.26981850
#> lag1_var4 1.16677348 0.2943889 0.7055527 1.53367921
#> const -2.04601066 1.3272600 -3.9889447 -0.13810170
#> exo1 -0.18620082 0.1381102 -0.3716365 -0.01292711
#> exo2 -0.61211226 0.1181962 -0.7526902 -0.44655739
#> exo3 -0.18729323 0.1236363 -0.3851502 -0.05124425
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003086599 7.005452e-05 0.0002319394 0.0004252296
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01057742 0.002175859 -0.01408894 -0.007987246
#> Sigma[2,2] 0.63767165 0.059561701 0.57485338 0.734435990
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008983712 0.001848047 0.006413924 0.01104784
#> Sigma[3,2] -0.441218167 0.086344571 -0.539358512 -0.30864947
#> Sigma[3,3] 0.573553076 0.129552114 0.381293978 0.73674138
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002171466 0.001676867 -0.0001827152 0.004463739
#> Sigma[4,2] -0.021533184 0.093954489 -0.1186118825 0.119680435
#> Sigma[4,3] 0.308206634 0.088565497 0.1919075058 0.422532214
#> Sigma[4,4] 0.321689346 0.057351345 0.2366300775 0.386060467
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992359085 0.01575937 0.97023768 1.01223878
#> lag1_var2 -0.006751559 0.04914621 -0.07370911 0.05957707
#> lag1_var3 -0.016069730 0.07732865 -0.11945316 0.08796201
#> lag1_var4 0.013870410 0.07316550 -0.08472388 0.11254676
#> const 0.339987957 0.18013446 0.09997040 0.57547779
#> exo1 -0.006455779 0.01524513 -0.02545677 0.01532073
#> exo2 -0.045130908 0.01351873 -0.06514562 -0.02737902
#> exo3 0.046359080 0.01575982 0.02406513 0.06762892
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008536479 0.6939007 -0.8786429 0.8119860
#> lag1_var2 0.217836081 2.0327296 -2.3344738 2.9132263
#> lag1_var3 -0.830527464 3.1226272 -4.6100133 3.4287416
#> lag1_var4 0.841116557 2.9358594 -3.1393085 4.3884398
#> const 0.927503138 7.0760863 -9.4853986 9.5953173
#> exo1 -0.652833000 0.6623100 -1.6736410 -0.0102621
#> exo2 0.583993996 0.7698119 -0.6343216 1.5264375
#> exo3 -0.302361650 0.9148306 -1.4825637 0.9801207
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10197754 0.6521251 -0.7356820 0.9268155
#> lag1_var2 0.59798260 1.9726512 -1.8664838 3.3460544
#> lag1_var3 1.94804447 3.0061435 -1.8347408 6.1170196
#> lag1_var4 -1.00704038 2.8421155 -4.9496705 2.5770976
#> const 1.13830567 6.9429759 -7.2236296 10.2899092
#> exo1 -0.02629943 0.4477797 -0.4516446 0.7188725
#> exo2 -0.68103633 0.7221103 -1.7419073 0.2152539
#> exo3 0.55547414 0.5655722 -0.2472447 1.3154289
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08290972 0.3331922 -0.330543836 0.5098200
#> lag1_var2 0.38522025 1.0295247 -0.925336876 1.7787776
#> lag1_var3 0.88390890 1.5538612 -1.055664324 3.0232410
#> lag1_var4 0.08684480 1.4856639 -1.956062179 1.9564838
#> const 0.67908562 5.1374739 -6.657047634 7.5514794
#> exo1 -0.47011936 0.4021402 -0.932346637 0.1107951
#> exo2 -0.30584623 0.5506139 -1.111087084 0.4407426
#> exo3 0.40171143 0.4174776 -0.007854299 1.0796955
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005928546 8.655337e-05 0.0004740095 0.0007054815
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002727159 0.001654757 -0.005074457 -0.0008854168
#> Sigma[2,2] 0.244237549 0.046244712 0.166847383 0.2992185876
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009834352 0.003099586 0.004667402 0.01300196
#> Sigma[3,2] -0.101889590 0.055625191 -0.188526823 -0.03787040
#> Sigma[3,3] 0.611867480 0.136374283 0.456031926 0.81501670
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008876152 0.002955455 0.004515413 0.01282016
#> Sigma[4,2] 0.048298350 0.044648899 -0.020163667 0.09539482
#> Sigma[4,3] 0.591127259 0.152912564 0.454591758 0.83984340
#> Sigma[4,4] 0.666100311 0.179593448 0.502393302 0.96622439
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989186727 0.009621829 0.97712369 1.004419408
#> lag1_var2 -0.009210329 0.015365647 -0.02763567 0.012437807
#> lag1_var3 -0.032067374 0.027919943 -0.07219650 0.002895983
#> lag1_var4 0.029849101 0.024804241 -0.00215145 0.064011969
#> const 0.386741154 0.102519921 0.22318511 0.489750032
#> exo1 -0.007862447 0.023251545 -0.04500502 0.019031701
#> exo2 -0.090463910 0.013423059 -0.11058545 -0.075382150
#> exo3 0.055039195 0.020363488 0.02419519 0.075094760
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03662177 0.1829023 -0.2343678 0.25232090
#> lag1_var2 0.75160851 0.3618546 0.1482825 1.18069010
#> lag1_var3 0.60093222 0.5774200 -0.2991415 1.08210638
#> lag1_var4 -0.56415728 0.5298241 -0.9934110 0.29328321
#> const 2.51603540 2.6285289 -0.5119060 6.53870030
#> exo1 -0.82476702 0.3881005 -1.4279253 -0.41476049
#> exo2 -0.34852883 0.5050414 -1.1686961 0.07042761
#> exo3 1.39428718 0.3365855 0.8989271 1.83991028
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66756467 0.3223472 0.2160939 1.1426091
#> lag1_var2 -1.53129295 0.9911586 -3.0419218 -0.3821361
#> lag1_var3 -2.03718307 1.6189731 -4.2625159 0.1758879
#> lag1_var4 2.84844392 1.4973599 0.7922400 4.9200417
#> const -6.55386645 3.4040917 -10.7892414 -1.7304770
#> exo1 0.07998659 0.7233272 -1.0537392 0.7713918
#> exo2 -4.30349850 0.7690067 -5.6327514 -3.4658732
#> exo3 0.85030511 0.6817138 -0.1083458 1.6515267
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6779614 0.3331218 0.2540599 1.12830392
#> lag1_var2 -1.5412334 0.9344838 -2.9656463 -0.38193623
#> lag1_var3 -2.4288724 1.6461515 -4.4940182 -0.03436665
#> lag1_var4 3.2764432 1.5127421 1.0753587 5.21293217
#> const -6.6122840 3.7058097 -10.5265671 -1.22179995
#> exo1 -0.4422309 0.7509865 -1.5097029 0.40877489
#> exo2 -4.7969007 0.6647200 -5.9815942 -4.10945895
#> exo3 1.8474541 0.7227034 0.9380295 2.76554175
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003683297 6.137725e-05 0.0002776849 0.000441488
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009929065 0.004536897 -0.01723369 -0.005046013
#> Sigma[2,2] 3.809879019 1.069721042 2.35377562 5.264593004
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001154049 0.002449834 -0.002163119 0.004754973
#> Sigma[3,2] -1.375934291 0.463347882 -2.065558480 -0.923287745
#> Sigma[3,3] 0.716822588 0.239556965 0.513823324 1.104224656
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003915966 0.002057069 -0.006804132 -0.002057545
#> Sigma[4,2] 0.345521490 0.244612933 0.051132162 0.710136571
#> Sigma[4,3] 0.128703348 0.103564250 -0.005008448 0.280494145
#> Sigma[4,4] 0.325264653 0.050829443 0.266489693 0.410219217
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98552018 0.01357129 0.968928696 1.004066217
#> lag1_var2 0.02170418 0.01968405 -0.004848574 0.045005171
#> lag1_var3 0.04714737 0.04557358 -0.014056298 0.101097740
#> lag1_var4 -0.04939246 0.04048010 -0.098911241 0.004325583
#> const 0.47237630 0.11074292 0.302546917 0.604719594
#> exo1 -0.01207489 0.01441322 -0.028319982 0.011808301
#> exo2 -0.07941619 0.02884281 -0.115154155 -0.041371262
#> exo3 -0.01845556 0.02246518 -0.040294659 0.016765206
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5508588 1.607786 -2.9723882 1.357202
#> lag1_var2 -1.4049810 2.584830 -4.4254066 2.324158
#> lag1_var3 -4.9357091 6.007654 -12.1021534 3.620012
#> lag1_var4 5.4452176 5.274487 -2.2094488 11.524604
#> const -3.3295183 9.769123 -15.8475423 9.774062
#> exo1 -1.1835273 1.803823 -3.5681155 1.219880
#> exo2 2.0712506 2.105076 -0.1262184 5.739229
#> exo3 2.7793393 1.720035 0.7299942 5.286324
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8704409 0.5879610 0.2546570 1.8170686
#> lag1_var2 0.8665207 0.9559557 -0.7034066 1.9204028
#> lag1_var3 2.5881219 2.2107335 -1.0554645 4.9919830
#> lag1_var4 -2.2399301 1.9643972 -4.4290283 0.9234589
#> const 2.6390085 3.8593727 -3.0653961 7.0913918
#> exo1 0.2907739 0.8934505 -0.6767700 1.7081653
#> exo2 -3.0450163 0.8370498 -4.2789797 -1.9366450
#> exo3 -1.8317527 0.5771874 -2.6352926 -1.0366605
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68364012 0.5037187 0.002203933 1.3619755
#> lag1_var2 -0.08483821 0.6009522 -1.014247286 0.6090898
#> lag1_var3 -0.35338831 1.4162194 -2.552733139 1.2802011
#> lag1_var4 0.91725149 1.2469887 -0.522651205 2.8330330
#> const -0.01031467 5.2839522 -5.393834922 8.5742024
#> exo1 -0.21782565 0.5193429 -0.842619830 0.4319868
#> exo2 -2.51198478 0.8084262 -3.297919411 -1.1203498
#> exo3 -0.67313732 0.6020764 -1.582761837 0.0787255
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005142773 0.0001155659 0.0003709316 0.0006793811
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004331912 0.001709929 -0.007203631 -0.002755256
#> Sigma[2,2] 0.177717855 0.025435175 0.136794881 0.205776078
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002534541 0.004415348 -0.003329788 0.008417574
#> Sigma[3,2] -0.111028003 0.078483205 -0.202558067 0.002361822
#> Sigma[3,3] 1.241556698 0.312078506 0.870819659 1.621548261
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000239532 0.004630551 -0.006602184 0.00628212
#> Sigma[4,2] 0.004537378 0.086585531 -0.105839163 0.12963350
#> Sigma[4,3] 1.220911037 0.312753666 0.887402435 1.59468022
#> Sigma[4,4] 1.277821461 0.318678820 0.916120756 1.65995087
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.015205570 0.01268484 1.00087609 1.03513612
#> lag1_var2 -0.027440169 0.04915997 -0.09474445 0.02406738
#> lag1_var3 -0.072613524 0.08196840 -0.18056100 0.02368805
#> lag1_var4 0.063480852 0.07934398 -0.02815295 0.16879964
#> const 0.158917434 0.17298765 -0.06774452 0.41282490
#> exo1 0.057875321 0.01936398 0.03611787 0.08855135
#> exo2 -0.100417388 0.01453059 -0.11333737 -0.07682471
#> exo3 0.002753772 0.01574426 -0.01362228 0.02669904
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4486292 0.1811510 -0.7061945 -0.2159439
#> lag1_var2 2.0620299 0.5612772 1.4504340 2.9808500
#> lag1_var3 2.3871709 0.8581975 1.5456920 3.7911087
#> lag1_var4 -2.2904151 0.8144124 -3.6043123 -1.4756532
#> const 6.9070653 2.8860677 3.5637250 10.8890486
#> exo1 0.1687124 0.3524837 -0.4585243 0.4819034
#> exo2 2.0107396 0.4611767 1.3994752 2.5830365
#> exo3 -0.5551498 0.5831931 -1.3537117 0.2070368
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2672017 0.8035333 0.2072850 2.471271
#> lag1_var2 -0.9611152 2.0169006 -4.3348845 1.276653
#> lag1_var3 -1.9383906 3.4125153 -7.6589619 1.533057
#> lag1_var4 2.4840029 3.2653514 -0.7900934 7.939510
#> const -6.0288039 12.0918425 -24.7961927 7.654621
#> exo1 0.8700291 0.9624806 -0.7402358 1.832068
#> exo2 -6.7059111 0.7336510 -7.4929241 -5.532529
#> exo3 2.6131931 1.1618870 1.2997424 4.260882
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02067978 0.7953425 0.02603057 2.225007
#> lag1_var2 0.04465914 1.9372030 -3.22141193 2.100061
#> lag1_var3 -0.94893747 3.3187788 -6.38285664 2.297074
#> lag1_var4 1.55721673 3.1784904 -1.50907158 6.737851
#> const -2.77888023 12.2652915 -22.49468296 10.583909
#> exo1 1.03651519 0.9376822 -0.45357449 2.087495
#> exo2 -5.72284305 0.8403158 -6.82735983 -4.533369
#> exo3 2.37602981 1.0173845 0.84741524 3.562502
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002529678 4.288954e-05 0.0001948241 0.0003087507
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00913609 0.003022206 -0.01356356 -0.006397246
#> Sigma[2,2] 0.89521765 0.219236791 0.58196355 1.212833155
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005272535 0.002476969 0.001840704 0.008950158
#> Sigma[3,2] -0.368716022 0.189321328 -0.677703421 -0.170274071
#> Sigma[3,3] 0.910115834 0.224716114 0.631266346 1.257190018
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001040163 0.001951541 -0.002078922 0.0032674
#> Sigma[4,2] 0.058586803 0.164641738 -0.158494782 0.2462336
#> Sigma[4,3] 0.808600329 0.195063102 0.593187961 1.1215704
#> Sigma[4,4] 0.919119381 0.225426342 0.739858299 1.3066532
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99637831 0.005402126 0.9882874176 1.003170052
#> lag1_var2 -0.01201392 0.012497139 -0.0312825038 0.002406689
#> lag1_var3 -0.02188598 0.023591837 -0.0554743720 0.006920843
#> lag1_var4 0.01862446 0.022344273 -0.0089054277 0.050067491
#> const 0.30935979 0.063603861 0.2391405877 0.412211830
#> exo1 0.01569622 0.011507167 -0.0008088265 0.027979657
#> exo2 -0.02092818 0.020508070 -0.0447563458 0.008428453
#> exo3 -0.01187147 0.015374952 -0.0332838851 0.007476178
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.118891332 0.3695451 -0.5255124 0.4342398
#> lag1_var2 0.286354241 0.8496516 -0.9488592 1.2825741
#> lag1_var3 -0.936352418 1.7009571 -3.3660513 1.0682127
#> lag1_var4 1.065817023 1.5857232 -0.8023122 3.3677383
#> const -0.250616729 5.2781098 -6.0797694 7.4115083
#> exo1 -0.007918132 0.7160537 -0.7918554 1.1136658
#> exo2 0.602023905 1.0928387 -0.6441835 2.2580889
#> exo3 0.117775248 1.0609968 -1.2281989 1.5200877
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.132734841 0.3162978 -0.5821638 0.3061405
#> lag1_var2 0.522126337 0.6312109 -0.2471051 1.4521397
#> lag1_var3 2.024394584 1.3498460 0.5427306 4.1542944
#> lag1_var4 -1.063018213 1.2839816 -3.0690075 0.2889890
#> const 4.762803532 7.0617502 -2.1184279 17.2551805
#> exo1 0.002450031 0.7560880 -0.6545594 1.2502401
#> exo2 -0.987652649 0.9231687 -2.2049731 0.3590247
#> exo3 0.922695947 0.9669067 -0.4127427 2.2631600
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.199056040 0.4618469 -0.80579756 0.5044659
#> lag1_var2 0.338597941 0.9863002 -0.94299112 1.6888969
#> lag1_var3 0.933367570 2.0210658 -1.63281568 3.7282894
#> lag1_var4 0.117672600 1.8919306 -2.57979319 2.4876270
#> const 3.674926822 8.4218997 -5.95609782 17.5080926
#> exo1 -0.006144005 0.8694533 -0.85045222 1.2503816
#> exo2 -0.748662620 0.9515516 -1.77333875 0.5649597
#> exo3 1.087335895 0.8605986 0.03443563 2.1910730
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006734768 0.001612569 0.004748911 0.008931924
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009350402 0.0009986176 -0.002330400 0.000415101
#> Sigma[2,2] 0.0074721890 0.0016510993 0.005011929 0.009272428
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001226873 0.005506217 -0.009127611 0.005242245
#> Sigma[3,2] -0.013831253 0.004631348 -0.019180526 -0.006939102
#> Sigma[3,3] 0.106771608 0.020260289 0.073511559 0.128312944
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002048594 0.005262677 -0.009386327 0.003666884
#> Sigma[4,2] -0.008926610 0.004299716 -0.014042789 -0.002917795
#> Sigma[4,3] 0.101834537 0.021342283 0.067423791 0.125073356
#> Sigma[4,4] 0.100438186 0.022441559 0.065534540 0.125082649
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83062954 0.06774387 0.71575189 0.90004503
#> lag1_var2 0.27006780 0.26593865 -0.06727912 0.69970126
#> lag1_var3 0.24823918 0.41543965 -0.27951693 0.89919976
#> lag1_var4 -0.22890034 0.40516921 -0.86269080 0.28859315
#> const 1.69753187 0.98436238 0.55923870 3.28549953
#> exo1 -0.01029293 0.06751552 -0.10291589 0.08095725
#> exo2 0.01495675 0.06083303 -0.06109209 0.09214720
#> exo3 -0.01448966 0.06290264 -0.10806028 0.06625723
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09624071 0.07436912 -0.01391398 0.18640632
#> lag1_var2 0.51214110 0.22019192 0.28036593 0.86219842
#> lag1_var3 -0.05727257 0.22935862 -0.27404158 0.32706000
#> lag1_var4 0.04952540 0.22347095 -0.32536579 0.25868749
#> const 1.07490374 0.88265513 -0.09406124 2.35939363
#> exo1 -0.02408402 0.05968161 -0.11469799 0.04883922
#> exo2 0.51745776 0.06682036 0.42077101 0.60179429
#> exo3 0.23156101 0.10074318 0.08772043 0.35557872
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19468781 0.2340260 -0.5634989 0.08984728
#> lag1_var2 1.15352685 0.6516660 0.3622029 2.11588803
#> lag1_var3 2.08278752 1.0042604 0.8078057 3.59124181
#> lag1_var4 -1.09694695 0.9817302 -2.5832561 0.14010881
#> const 3.54893230 3.3211734 -0.5535341 8.20690992
#> exo1 -0.04676536 0.2831731 -0.5306826 0.26312886
#> exo2 -1.22256684 0.3036234 -1.5484475 -0.75325468
#> exo3 0.07449501 0.3313353 -0.2293683 0.65115575
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14947017 0.2246275 -0.480882375 0.1360011
#> lag1_var2 1.20041383 0.6424286 0.353257272 2.1297247
#> lag1_var3 1.58899004 1.0428689 0.188880824 3.0251355
#> lag1_var4 -0.58665985 1.0178151 -2.001011601 0.7674799
#> const 3.28843439 3.2363251 -0.851891165 7.6760621
#> exo1 -0.07806777 0.2998085 -0.564900068 0.2926614
#> exo2 -0.87932754 0.2940070 -1.228312716 -0.4603888
#> exo3 0.26239230 0.3015887 0.003568545 0.7799373
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002938394 4.316102e-05 0.0002467753 0.0003517897
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001772525 0.000674591 -0.002712796 -0.0008819845
#> Sigma[2,2] 0.059063158 0.010610956 0.045319011 0.0752259001
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001396725 0.0008650079 0.0000955026 0.002415748
#> Sigma[3,2] -0.054842867 0.0132317336 -0.0729601676 -0.039890508
#> Sigma[3,3] 0.116299730 0.0222522578 0.0885152561 0.145726236
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005225023 0.0008471785 -0.0006452396 0.001490064
#> Sigma[4,2] -0.0251907754 0.0105092522 -0.0415028555 -0.014835640
#> Sigma[4,3] 0.0948158094 0.0216640519 0.0692864091 0.125240266
#> Sigma[4,4] 0.0889409196 0.0234617182 0.0628487897 0.123294414
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010933702 0.008472906 0.99767653 1.020263250
#> lag1_var2 -0.022257441 0.017043263 -0.04299266 0.003677658
#> lag1_var3 -0.016180192 0.031403853 -0.04667092 0.035017011
#> lag1_var4 0.008500136 0.028615039 -0.03747119 0.036571562
#> const 0.353204194 0.159575710 0.10625016 0.566180099
#> exo1 -0.002366088 0.016296169 -0.02545889 0.019391438
#> exo2 -0.068802884 0.020135423 -0.09627453 -0.043493563
#> exo3 -0.001704024 0.012777684 -0.01992950 0.013292430
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55530506 0.1879853 -0.8037758 -0.30093298
#> lag1_var2 1.26693718 0.2257578 1.0235424 1.61339531
#> lag1_var3 0.59234662 0.4167746 0.1441049 1.24212026
#> lag1_var4 -0.41750735 0.3670978 -0.9969209 -0.00768066
#> const 2.17950391 1.4167313 0.1371810 3.97655920
#> exo1 0.01614804 0.3291826 -0.4756928 0.39684946
#> exo2 0.73674745 0.2914007 0.3835971 1.15617718
#> exo3 0.11179348 0.1704523 -0.1049235 0.32439933
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3767114 0.2731613 0.9793239 1.7014856
#> lag1_var2 -1.1361288 0.3477471 -1.6309878 -0.7296342
#> lag1_var3 -1.1122461 0.5614560 -1.9609403 -0.4869734
#> lag1_var4 1.6775855 0.4801972 1.1691932 2.4123180
#> const -4.1307606 1.6193247 -6.5075660 -2.2759010
#> exo1 0.1327843 0.4458272 -0.3792227 0.7421453
#> exo2 -3.2128320 0.2741704 -3.5843839 -2.8661449
#> exo3 -0.1620200 0.2988646 -0.5084264 0.3157701
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.15111509 0.2783217 0.8312494 1.5390437
#> lag1_var2 -0.89188173 0.3148657 -1.3085555 -0.5955406
#> lag1_var3 -1.60724035 0.5184259 -2.2850633 -1.0437000
#> lag1_var4 2.26915102 0.4394630 1.7641944 2.8688460
#> const -4.55160842 1.4893399 -6.3801245 -2.3847088
#> exo1 0.14859543 0.3398399 -0.2488973 0.6983210
#> exo2 -3.05599594 0.1836799 -3.2866503 -2.7753754
#> exo3 -0.09966566 0.2932348 -0.4846392 0.3257566
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004629235 0.0001533753 0.0003193527 0.0007013277
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04075388 0.01108236 -0.05791705 -0.02761048
#> Sigma[2,2] 4.86312348 1.08487932 3.34718107 6.42582782
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02427447 0.007392003 0.01544717 0.03528367
#> Sigma[3,2] -2.67363574 0.660664430 -3.60687222 -1.71622863
#> Sigma[3,3] 1.59686387 0.404187168 1.00506258 2.14836605
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001780863 0.001526877 0.0000999325 0.003993673
#> Sigma[4,2] 0.021156453 0.118213918 -0.1469816950 0.146759930
#> Sigma[4,3] 0.128694263 0.067670700 0.0373968234 0.214198830
#> Sigma[4,4] 0.164531950 0.041024553 0.1165798011 0.225823854
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994465489 0.006446614 0.984850577 1.002759718
#> lag1_var2 -0.006546486 0.006875149 -0.014220755 0.003787008
#> lag1_var3 -0.010188143 0.012981224 -0.024821891 0.008629174
#> lag1_var4 0.006055697 0.010815691 -0.009436341 0.018633567
#> const 0.418950534 0.165249544 0.231545310 0.684545063
#> exo1 -0.003669803 0.016425792 -0.026056043 0.018858410
#> exo2 -0.124952573 0.022369614 -0.149092953 -0.092979295
#> exo3 0.031339336 0.024751109 -0.007503245 0.059119027
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0642802 1.4016799 -2.8016765 0.9034253
#> lag1_var2 2.1861615 0.8505518 1.0166090 3.3831872
#> lag1_var3 2.2295937 1.6632770 -0.2062889 4.3949775
#> lag1_var4 -1.6715304 1.2900550 -3.3484720 0.2100445
#> const -0.8010040 20.1293396 -31.6129452 22.4547166
#> exo1 0.8290781 2.1893512 -1.3788476 4.3616676
#> exo2 1.1384523 2.8562803 -2.5592917 4.8717598
#> exo3 -0.1506504 2.5758229 -3.3494386 3.9105549
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8647596 0.6044537 -0.02286392 1.6774902
#> lag1_var2 -0.9092173 0.3535290 -1.45578882 -0.5152062
#> lag1_var3 -0.5873676 0.7211257 -1.64988839 0.3021488
#> lag1_var4 1.1502051 0.5984263 0.45432712 2.0296320
#> const 1.1130652 10.4392787 -10.37685500 17.6095329
#> exo1 -0.5085251 1.0252016 -2.12304816 0.5662203
#> exo2 -1.7116405 1.5470908 -3.40411020 0.4730237
#> exo3 0.6673123 1.3518646 -1.51755668 2.0856156
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28136189 0.2617921 -0.1551073 0.5895179
#> lag1_var2 -0.16218990 0.3063727 -0.5958892 0.3105043
#> lag1_var3 -0.17576433 0.5618734 -0.9659114 0.6917373
#> lag1_var4 1.07625759 0.4522896 0.3891729 1.7235647
#> const -0.89740525 2.2170163 -4.0746788 1.5382436
#> exo1 -0.02068138 0.2974590 -0.4465988 0.3695924
#> exo2 -1.32983024 0.4319762 -1.9256116 -0.7561116
#> exo3 0.61465797 0.3246631 0.1279705 0.9924910
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002035157 0.0006699549 0.001205613 0.002990719
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05608257 0.02050383 -0.08919039 -0.03115861
#> Sigma[2,2] 3.81817080 1.35214029 2.48369044 5.96631601
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04541472 0.01684495 0.02542752 0.07174004
#> Sigma[3,2] -2.76007448 1.09222592 -4.54502808 -1.80620145
#> Sigma[3,3] 2.32530964 0.92886214 1.67012853 3.86005032
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01229051 0.005747724 0.004629685 0.02024983
#> Sigma[4,2] -0.49710048 0.325212909 -1.026823987 -0.24828735
#> Sigma[4,3] 0.71331562 0.308639846 0.500117499 1.26291492
#> Sigma[4,4] 0.44560427 0.134305905 0.332855009 0.68727576
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983688316 0.01876086 0.961474819 1.012772867
#> lag1_var2 0.029884296 0.02967365 -0.016049065 0.064408732
#> lag1_var3 0.039817385 0.05230003 -0.039704094 0.102192114
#> lag1_var4 -0.041252309 0.05020641 -0.101471254 0.032893484
#> const 0.455434262 0.18889557 0.206974236 0.736160471
#> exo1 -0.049865602 0.03176872 -0.093879656 -0.006470265
#> exo2 -0.005521706 0.03792860 -0.059867130 0.042835889
#> exo3 0.045740524 0.03532695 0.006468835 0.106180230
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7247683 0.5968649 -1.6191490 -0.07639043
#> lag1_var2 2.1798127 0.9664710 0.8980698 3.52355638
#> lag1_var3 2.5381593 1.7735780 0.1833627 5.08493497
#> lag1_var4 -2.4681106 1.8144546 -5.0817885 -0.06216266
#> const 15.8623522 11.6246509 1.8390000 31.14985491
#> exo1 -0.3150631 1.2994845 -2.1486952 1.32979367
#> exo2 0.5224103 2.2156170 -2.6886376 3.65313662
#> exo3 -0.1962913 2.0076298 -2.2824606 2.88778134
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.72440526 0.3557179 1.352357 2.3038785
#> lag1_var2 -2.51093170 1.0278622 -3.938155 -1.3227850
#> lag1_var3 -3.40575505 1.8923276 -6.001854 -1.1877999
#> lag1_var4 3.98214482 1.8980097 1.726530 6.6146257
#> const -16.07450760 7.9879777 -25.323547 -4.7590023
#> exo1 -0.04850709 0.9854114 -1.214300 1.5515786
#> exo2 -1.03191632 1.2637273 -2.753085 0.6026705
#> exo3 -0.40321994 1.1456523 -1.769095 1.0547892
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3440956 0.2173723 0.9830521 1.59291867
#> lag1_var2 -1.6703508 0.8751645 -3.0627925 -0.61467139
#> lag1_var3 -2.6502898 1.4657112 -4.9884406 -0.92166528
#> lag1_var4 3.2755160 1.3826614 1.6524897 5.47408641
#> const -8.1789417 3.0156677 -12.7442084 -4.09963295
#> exo1 -0.2414177 0.6468187 -1.2205890 0.65591093
#> exo2 -0.7114739 0.6065016 -1.5630377 0.10388162
#> exo3 -0.5768909 0.4835944 -1.1766510 0.06195156
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001955609 0.0005869792 0.001294566 0.002938783
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00288147 0.001527254 -0.005038597 -0.001281385
#> Sigma[2,2] 0.02264827 0.004456463 0.017424211 0.029615819
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002628371 0.001665841 0.001247326 0.005310616
#> Sigma[3,2] -0.013574535 0.005908036 -0.022517392 -0.007377727
#> Sigma[3,3] 0.030719444 0.008102254 0.022883419 0.044058951
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000284319 0.0007571181 -0.0003545891 0.001445826
#> Sigma[4,2] 0.004458532 0.0033997466 -0.0006766835 0.008439505
#> Sigma[4,3] 0.020703736 0.0048517180 0.0142075115 0.027218437
#> Sigma[4,4] 0.025188975 0.0040632323 0.0186701181 0.028816740
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.005981911 0.01082016 0.98829714 1.01883465
#> lag1_var2 -0.077074447 0.07803532 -0.19129204 0.02067189
#> lag1_var3 -0.057332670 0.11477478 -0.22935171 0.07607027
#> lag1_var4 0.059048829 0.11808552 -0.07704086 0.23362754
#> const -0.121589522 0.34621956 -0.67871466 0.25496118
#> exo1 0.004488648 0.01845267 -0.01858379 0.02874219
#> exo2 -0.015712899 0.07498737 -0.11816929 0.08683063
#> exo3 0.006245940 0.02015848 -0.02082174 0.03300679
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03864146 0.05315923 -0.03938992 0.1126636
#> lag1_var2 0.99457404 0.22441888 0.69549534 1.3338594
#> lag1_var3 0.22275141 0.29231487 -0.15424387 0.6548619
#> lag1_var4 -0.26136707 0.29557036 -0.69321907 0.1336601
#> const 2.68159628 0.92737154 1.14690411 3.7900261
#> exo1 0.01462477 0.08595334 -0.13474656 0.1102607
#> exo2 1.06901872 0.11720609 0.91456423 1.2172175
#> exo3 0.01118503 0.15420330 -0.17245562 0.2148543
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2122451 0.04574469 -0.28284834 -0.159475425
#> lag1_var2 -0.1065597 0.32006712 -0.60865698 0.293019793
#> lag1_var3 0.4293730 0.42435572 -0.21137961 0.972031367
#> lag1_var4 0.6300303 0.42488226 0.08884372 1.279638482
#> const -0.5460266 0.98377325 -2.06671316 0.450230622
#> exo1 -0.1479609 0.11608280 -0.29722881 0.009044629
#> exo2 -1.5178917 0.20207438 -1.82010071 -1.304531270
#> exo3 0.4114614 0.19198651 0.12383829 0.647007413
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1842567 0.04705017 -0.2532726 -0.12895499
#> lag1_var2 0.3140709 0.35440060 -0.1485272 0.83555328
#> lag1_var3 0.1303239 0.49080882 -0.4750694 0.86195401
#> lag1_var4 0.9124089 0.49272776 0.1838033 1.51589482
#> const 0.5139881 1.11176343 -0.8578244 2.11397179
#> exo1 -0.1411478 0.13496327 -0.3458481 0.03638081
#> exo2 -0.6876972 0.15907131 -0.9365811 -0.54012149
#> exo3 0.4431733 0.16718224 0.2137345 0.64441509
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004926001 0.0001213263 0.0003765277 0.0006629796
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01361056 0.003264147 -0.0176568 -0.008995724
#> Sigma[2,2] 1.11225543 0.211127672 0.8374967 1.401213418
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01223331 0.003852329 0.006983646 0.01700144
#> Sigma[3,2] -0.88757576 0.189329761 -1.152865715 -0.62314462
#> Sigma[3,3] 0.82388926 0.184672138 0.568213455 1.05391101
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004370331 0.002189101 0.001678863 0.007299456
#> Sigma[4,2] -0.231139226 0.093445841 -0.352354862 -0.106109637
#> Sigma[4,3] 0.313685290 0.089495143 0.184141994 0.432349222
#> Sigma[4,4] 0.192891736 0.042024851 0.133599232 0.249717041
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002188039 0.01640292 0.985905215 1.029052378
#> lag1_var2 -0.004803114 0.04832945 -0.079140130 0.052840453
#> lag1_var3 -0.018201955 0.08018431 -0.142195004 0.076334730
#> lag1_var4 0.010436933 0.07640584 -0.079684630 0.128512081
#> const 0.367066969 0.21621570 0.019505057 0.598509908
#> exo1 0.012429795 0.01356200 -0.006241458 0.030217028
#> exo2 -0.035425680 0.02170897 -0.061325489 -0.003141824
#> exo3 0.018927340 0.01814707 -0.006789719 0.041150832
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.260798 1.0916588 -3.85987454 -0.9299388
#> lag1_var2 2.282532 3.2007594 -1.08672835 7.6212223
#> lag1_var3 2.564110 5.3768327 -3.26343467 11.4817018
#> lag1_var4 -1.677806 5.1132762 -10.23655945 3.7377990
#> const 8.107383 13.1199647 -6.17526075 29.2146289
#> exo1 -1.612555 1.0114134 -2.88614862 -0.1779473
#> exo2 1.732848 1.1026956 0.09320287 3.1834524
#> exo3 0.305552 0.9040375 -0.85682836 1.7601453
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6618450 0.8647150 0.6487876 2.9660813
#> lag1_var2 -0.3497321 2.5818710 -4.5499667 2.3468482
#> lag1_var3 0.1367129 4.3280343 -6.8593214 4.6441146
#> lag1_var4 0.1652904 4.1312620 -4.1929483 6.9195569
#> const -2.9763368 10.9042444 -21.1772220 7.6568137
#> exo1 1.3448722 0.8272407 0.2216269 2.3832546
#> exo2 -1.8027356 0.7933178 -2.8488887 -0.6431551
#> exo3 0.4764505 0.7600986 -0.7764892 1.3821193
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2358875 0.2502808 -0.1138084 0.5907604
#> lag1_var2 0.8246287 0.8000133 -0.3408048 1.7866802
#> lag1_var3 1.3594531 1.3284958 -0.6021343 2.9713152
#> lag1_var4 -0.4844188 1.2790891 -2.0338046 1.3727316
#> const 1.2889210 3.6551831 -4.6095403 5.4452481
#> exo1 0.3717901 0.3315009 -0.1167194 0.8378322
#> exo2 -0.8358307 0.3108274 -1.3265328 -0.4374311
#> exo3 0.7322214 0.3198338 0.2590105 1.0993691
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001246023 0.0001968693 0.0009572433 0.001487358
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004246722 0.0008345187 -0.001332704 0.0007193545
#> Sigma[2,2] 0.0235239147 0.0048324112 0.017669992 0.0302643754
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007691354 0.004687896 0.001739111 0.01472128
#> Sigma[3,2] 0.016805934 0.018604924 -0.004669537 0.04109640
#> Sigma[3,3] 0.451197414 0.135117733 0.305699764 0.64300987
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007766506 0.005113803 0.001130241 0.01556965
#> Sigma[4,2] 0.031800818 0.020705497 0.008274707 0.06029077
#> Sigma[4,3] 0.481714371 0.140530083 0.326024215 0.68113792
#> Sigma[4,4] 0.522724721 0.147742176 0.354116952 0.73123209
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002962918 0.02818052 0.96600100 1.03704299
#> lag1_var2 0.004175475 0.09200281 -0.11738943 0.12887982
#> lag1_var3 -0.053552382 0.16326902 -0.27589503 0.17694214
#> lag1_var4 0.044810333 0.15741354 -0.17698022 0.26017007
#> const 0.322136674 0.28831761 -0.12454763 0.67431348
#> exo1 -0.015469800 0.02720082 -0.04980498 0.02587388
#> exo2 -0.205562632 0.02215664 -0.22638810 -0.17554497
#> exo3 -0.085052310 0.03720267 -0.12942366 -0.03096906
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12798384 0.1390756 -0.32256614 0.03588462
#> lag1_var2 0.77954598 0.4288343 0.29906794 1.34782366
#> lag1_var3 0.21631934 0.7201335 -0.73717959 1.11910628
#> lag1_var4 -0.17804281 0.6896140 -1.03353234 0.72815704
#> const 2.09238240 1.5059494 0.16503929 4.00871468
#> exo1 -0.07648974 0.1082714 -0.20183193 0.10793356
#> exo2 0.35608043 0.1713298 0.15763614 0.60891087
#> exo3 0.22523699 0.1417632 0.06373061 0.43353808
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1857075 0.6195615 -0.99385166 0.6188712
#> lag1_var2 1.6119051 2.1604357 -1.51229458 4.4340388
#> lag1_var3 4.0068920 3.9829382 -1.57799133 9.3437022
#> lag1_var4 -3.0688004 3.8754457 -8.24534325 2.3782972
#> const 8.5130670 7.4047803 1.08464741 20.4561777
#> exo1 0.7972109 0.5195841 0.07078058 1.4780202
#> exo2 -2.1822272 0.5292181 -2.72785012 -1.3379053
#> exo3 -0.5543575 0.7052356 -1.39737037 0.3825893
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2842812 0.6786022 -1.173344631 0.6383595
#> lag1_var2 1.8548199 2.3657007 -1.460782222 5.0277047
#> lag1_var3 3.7967693 4.3278173 -2.139242689 9.7479785
#> lag1_var4 -2.8162864 4.2072054 -8.593335674 2.9745740
#> const 9.1685507 7.8270291 0.894942999 21.8978066
#> exo1 0.7857541 0.5557509 0.005438512 1.4825203
#> exo2 -2.0681844 0.5913249 -2.695227690 -1.1387147
#> exo3 -0.4494469 0.7573439 -1.393963671 0.4780841
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001868879 4.690492e-05 0.0001177718 0.0002448047
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004496487 0.001927774 -0.007293153 -0.001999875
#> Sigma[2,2] 0.441205438 0.086832105 0.313819295 0.548601684
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002268947 0.001066223 0.001047655 0.003764675
#> Sigma[3,2] -0.243549128 0.064982991 -0.322235283 -0.152168381
#> Sigma[3,3] 0.178310421 0.046612290 0.117458090 0.235167856
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002572345 0.0002679111 -0.0006460069 0.000106212
#> Sigma[4,2] 0.0021370247 0.0231563961 -0.0358881722 0.025031915
#> Sigma[4,3] 0.0466231963 0.0169104808 0.0252917817 0.069130570
#> Sigma[4,4] 0.0521974587 0.0120943672 0.0388540989 0.070700259
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9980830242 0.011745644 0.98162325 1.010138265
#> lag1_var2 0.0039621714 0.039205195 -0.05490088 0.057922472
#> lag1_var3 0.0003650181 0.072131347 -0.10741189 0.100031386
#> lag1_var4 -0.0055902385 0.072542992 -0.11190702 0.099392492
#> const 0.3254851589 0.174059680 0.11849177 0.586510206
#> exo1 -0.0056478093 0.007035453 -0.01445013 0.005868567
#> exo2 -0.0865010286 0.012798922 -0.10763295 -0.073119718
#> exo3 0.0430666586 0.017012761 0.01411438 0.059742012
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.292730567 0.9137389 -2.4399471 -0.20218214
#> lag1_var2 2.517109630 1.6391108 0.3903927 4.87228170
#> lag1_var3 3.073506921 3.0376944 -0.9213952 7.39878747
#> lag1_var4 -2.564476928 2.9527169 -6.5245215 1.36774931
#> const 10.173734658 8.4067447 -0.3454637 22.26902586
#> exo1 -0.602752738 0.5660876 -1.4057354 0.05620474
#> exo2 -0.339024580 0.6480805 -1.3337057 0.39491323
#> exo3 -0.001179668 0.9938141 -1.0905095 1.56363208
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81544048 0.5159789 0.06589193 1.4742483
#> lag1_var2 -0.53452445 0.9830624 -1.82471147 0.7483463
#> lag1_var3 -0.08021092 1.8208709 -2.45188622 2.2902218
#> lag1_var4 0.71130000 1.7487770 -1.51516711 2.9050903
#> const -3.15151327 5.2087579 -9.71456861 4.3125619
#> exo1 0.20685222 0.3329234 -0.25795895 0.6064971
#> exo2 -0.54470958 0.3968730 -0.94289287 0.1275410
#> exo3 0.78008820 0.4919713 0.05698414 1.3820099
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08490576 0.2633756 -0.2739195 0.4828276
#> lag1_var2 0.57890053 0.4363730 -0.1271392 1.0931455
#> lag1_var3 1.12385934 0.8091667 -0.1851425 2.0620871
#> lag1_var4 -0.18471933 0.8098054 -1.0636968 1.1229376
#> const 1.50962596 2.1638564 -0.9476195 4.9484546
#> exo1 -0.14261192 0.1530242 -0.3500064 0.0619405
#> exo2 -0.79805914 0.1963075 -1.0772186 -0.5519365
#> exo3 0.84039245 0.2298862 0.5417589 1.1493007
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009275318 0.0002504733 0.0006292807 0.00133394
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00368687 0.001670371 -0.00605470 -0.001556823
#> Sigma[2,2] 0.12445685 0.023539273 0.09333629 0.156352478
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001285597 0.001603478 -0.0009663649 0.003174567
#> Sigma[3,2] -0.106191863 0.031113300 -0.1533410460 -0.069662697
#> Sigma[3,3] 0.149292342 0.044430877 0.1013150444 0.221601674
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000727566 0.001145693 -0.002281084 0.0008327647
#> Sigma[4,2] -0.055972382 0.026379378 -0.097303899 -0.0294311658
#> Sigma[4,3] 0.120927740 0.038270201 0.076164279 0.1816190084
#> Sigma[4,4] 0.116716490 0.033697511 0.073842205 0.1661041870
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952428238 0.03020092 0.90822522 0.986776134
#> lag1_var2 0.019573768 0.04466982 -0.03543584 0.085261431
#> lag1_var3 0.002097589 0.09479058 -0.11365972 0.141330253
#> lag1_var4 0.003689541 0.08541603 -0.12207080 0.109030227
#> const 0.493690029 0.28140697 0.18553250 0.934961473
#> exo1 -0.047170703 0.02630187 -0.08572206 -0.017409922
#> exo2 -0.075274227 0.03293058 -0.11718463 -0.025563232
#> exo3 -0.020630458 0.03155467 -0.07224622 0.007868007
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11811472 0.4416827 -0.3778226 0.8362880
#> lag1_var2 1.01127960 0.4134113 0.4341714 1.4857395
#> lag1_var3 0.31879331 0.7787423 -0.6052275 1.4069545
#> lag1_var4 -0.35119027 0.6799592 -1.3625077 0.4628197
#> const 1.62114833 3.1944592 -3.0463103 5.6559744
#> exo1 0.66644410 0.3069873 0.1896243 1.0047875
#> exo2 1.02446363 0.5812549 0.5378977 2.0465066
#> exo3 0.06787674 0.3766293 -0.3555128 0.6508276
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1641882 0.4472611 -0.7760365 0.41745581
#> lag1_var2 0.6214309 0.5424475 -0.1148596 1.34891934
#> lag1_var3 2.1895119 1.0148158 0.7188280 3.48008050
#> lag1_var4 -1.1911476 0.8640662 -2.2615525 0.08444684
#> const 3.2226757 2.5927683 -0.2205466 7.03978973
#> exo1 -0.5155821 0.2050994 -0.8270277 -0.25736551
#> exo2 -2.6946006 0.5293220 -3.5904128 -2.14958814
#> exo3 -0.4693176 0.4809319 -1.1363470 0.23397232
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1718707 0.4139688 -0.7099585 0.48465383
#> lag1_var2 0.9461314 0.4858886 0.2401089 1.60207288
#> lag1_var3 2.0191769 0.8941752 0.7552914 3.18654710
#> lag1_var4 -0.9909581 0.7564071 -1.9705995 0.06698956
#> const 3.5239206 2.2563353 0.1928240 6.71989016
#> exo1 -0.2442786 0.1991271 -0.5556457 -0.05099036
#> exo2 -2.7817485 0.3364817 -3.2749409 -2.36598919
#> exo3 -0.5893655 0.5415538 -1.3370620 0.24284644
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003076534 0.0001238155 0.0002227405 0.0005114508
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008111866 0.004358361 -0.01554506 -0.005129899
#> Sigma[2,2] 0.426217660 0.165305208 0.29260594 0.685150918
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004927796 0.002483689 0.00294465 0.009019961
#> Sigma[3,2] -0.270763837 0.090901596 -0.41441842 -0.190503178
#> Sigma[3,3] 0.200825045 0.047187946 0.14465848 0.270598646
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001399842 0.0005817301 -0.001061011 0.000525492
#> Sigma[4,2] -0.0056298573 0.0186011112 -0.022690263 0.023933035
#> Sigma[4,3] 0.0340355277 0.0194233360 0.007215557 0.059626771
#> Sigma[4,4] 0.0323376949 0.0123289508 0.020610016 0.051142882
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99675091 0.01419292 0.97597355 1.0179273564
#> lag1_var2 0.02473098 0.04120048 -0.02844212 0.0784521574
#> lag1_var3 0.03690202 0.06603801 -0.04865673 0.1245952371
#> lag1_var4 -0.04239759 0.06616417 -0.12537641 0.0441654014
#> const 0.44538487 0.11131490 0.30683334 0.5970289979
#> exo1 -0.01794098 0.01507793 -0.04106429 0.0003024935
#> exo2 -0.11572942 0.01750981 -0.13933332 -0.0943809119
#> exo3 0.06065132 0.01729878 0.04118951 0.0864344253
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91250687 0.7276221 -1.72639659 0.2582748
#> lag1_var2 0.54475473 1.5645976 -1.44609197 2.7585115
#> lag1_var3 -0.52629788 2.5382174 -3.79509691 3.0528166
#> lag1_var4 0.95302002 2.4669746 -2.69132833 3.8889761
#> const 0.06411333 4.1281865 -6.30918215 3.3735866
#> exo1 0.34023825 0.5960299 -0.41739581 1.1496122
#> exo2 0.61614751 0.5191634 0.08978995 1.4512874
#> exo3 0.24337334 0.4696247 -0.49437075 0.6859377
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00964220 0.5552131 0.1262197 1.4952966
#> lag1_var2 0.43534214 1.2507206 -1.2279699 2.1966616
#> lag1_var3 1.62500891 2.0450754 -1.0673286 4.5494512
#> lag1_var4 -1.11558359 1.9378083 -3.7433045 1.5281653
#> const 1.59821211 4.0737623 -2.3779288 7.9825089
#> exo1 -0.06244878 0.3882087 -0.5467524 0.4911137
#> exo2 -0.76769485 0.2986506 -1.0972663 -0.3169796
#> exo3 -0.66828939 0.4002033 -0.9518256 0.0190954
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46144128 0.2045323 0.17150219 0.74540587
#> lag1_var2 0.46449887 0.4595168 -0.10037085 1.14109938
#> lag1_var3 0.80435139 0.7668715 -0.10793769 1.94488284
#> lag1_var4 -0.02138983 0.7230841 -1.08469332 0.86242321
#> const 0.59921916 1.8096089 -1.40184779 3.34103718
#> exo1 0.16227325 0.1685381 -0.09356609 0.34277358
#> exo2 -0.39980306 0.1883381 -0.59468646 -0.09263618
#> exo3 -0.54539650 0.1659667 -0.71661465 -0.29143420
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01215863 0.003176774 0.008844684 0.0175411
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0221878 0.02131381 -0.05725699 -0.003380034
#> Sigma[2,2] 2.1751389 0.63946940 1.49469676 3.098598268
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03502233 0.01822504 -0.06162194 -0.01285467
#> Sigma[3,2] -1.23012261 0.48093233 -2.04208630 -0.72295026
#> Sigma[3,3] 1.53758556 0.39372262 1.10908217 2.13563726
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05637531 0.02285933 -0.08589407 -0.02628223
#> Sigma[4,2] 0.23473621 0.24727967 -0.09599748 0.60664246
#> Sigma[4,3] 0.83194311 0.26212573 0.54316796 1.22085770
#> Sigma[4,4] 1.13220099 0.27740656 0.87912247 1.58386433
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.922062111 0.05218433 0.84237932 0.99474459
#> lag1_var2 0.107034759 0.11035155 -0.01811514 0.27780839
#> lag1_var3 0.130404552 0.16609398 -0.05295395 0.39358327
#> lag1_var4 -0.123253588 0.15307700 -0.36063325 0.03693610
#> const 1.047466409 0.93548071 -0.41035451 2.19458608
#> exo1 -0.046525694 0.10322165 -0.19629259 0.06169104
#> exo2 -0.009618162 0.14502251 -0.19882243 0.19545423
#> exo3 0.104503854 0.09920115 -0.04470845 0.22453920
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6978686 0.6445885 -1.5350308 0.02702068
#> lag1_var2 2.5714910 0.9385453 1.4053309 3.83412471
#> lag1_var3 2.6005787 1.3868379 0.8804163 4.47804845
#> lag1_var4 -2.4497481 1.2799524 -4.1947798 -0.87223523
#> const 8.1066805 13.2961337 -8.5074990 27.95299917
#> exo1 3.3530112 0.9514403 2.0925038 4.78417640
#> exo2 -0.2649828 1.6642372 -2.8781248 1.69347969
#> exo3 0.7095462 1.1059983 -0.6408161 2.23077631
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28776545 0.3759093 -0.1195930 0.9002988
#> lag1_var2 -0.46334947 0.8585220 -1.8371709 0.5873717
#> lag1_var3 0.11533409 1.2623869 -1.8984679 1.6569613
#> lag1_var4 0.75087720 1.1745229 -0.6766565 2.5570218
#> const 0.38066745 9.6386922 -12.4590080 11.6105871
#> exo1 -1.93050112 1.0370968 -3.1278998 -0.4148508
#> exo2 0.61486716 1.0316511 -0.3972365 2.1864360
#> exo3 -0.02148836 0.9787525 -1.4896972 1.2688247
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2144792 0.3226176 -0.6319147 0.233335
#> lag1_var2 0.8301716 0.6211232 -0.1889774 1.529693
#> lag1_var3 1.2081862 0.9102572 -0.2531054 2.253233
#> lag1_var4 -0.2167955 0.8979183 -1.1760558 1.296284
#> const 4.8715341 7.1306747 -4.5549155 15.487219
#> exo1 0.2114519 0.9551696 -0.7362837 1.822651
#> exo2 0.5214111 1.2680383 -0.7138442 2.456523
#> exo3 0.5273711 0.9117107 -0.4686200 1.891959
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004970482 9.213561e-05 0.0003883094 0.0006398866
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009637557 0.002525134 -0.01326204 -0.00650349
#> Sigma[2,2] 0.670229493 0.121659200 0.54347239 0.87522338
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005965384 0.002222936 0.00286496 0.009080913
#> Sigma[3,2] -0.499485826 0.099479421 -0.65824814 -0.400062012
#> Sigma[3,3] 0.399470586 0.086477061 0.30186416 0.527111991
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009011837 0.0008841504 -0.002066772 0.0001736125
#> Sigma[4,2] -0.0225036885 0.0298836544 -0.069550472 0.0100418334
#> Sigma[4,3] 0.0467579030 0.0273231018 0.015428015 0.0917659749
#> Sigma[4,4] 0.0344861543 0.0106348434 0.024844833 0.0507390416
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975109667 0.006809845 0.963309447 0.98141903
#> lag1_var2 0.078722866 0.032612293 0.023569479 0.11514553
#> lag1_var3 0.108079355 0.042885552 0.036733990 0.15718292
#> lag1_var4 -0.107661369 0.041495216 -0.155258522 -0.03924874
#> const 0.623451834 0.160544624 0.410626558 0.84904841
#> exo1 0.019259533 0.017724603 -0.004953104 0.04170194
#> exo2 -0.041163591 0.021950205 -0.074942344 -0.01619169
#> exo3 -0.008429521 0.017951073 -0.035439422 0.01463263
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4635004 0.4493567 0.0412747 1.1830876
#> lag1_var2 -2.8333981 1.9838422 -5.3332485 0.1232770
#> lag1_var3 -4.9509964 2.7403153 -8.4658463 -0.9169798
#> lag1_var4 4.9646440 2.7037150 0.9821878 8.3986168
#> const -10.9440589 9.5144524 -26.3882048 -0.9198540
#> exo1 0.2328475 0.6909707 -0.7484618 1.0518699
#> exo2 0.1755877 0.9145430 -0.9232859 1.5850176
#> exo3 0.1902959 0.5811160 -0.4404304 1.0702283
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2537402 0.3905413 -0.8810703 0.1190882
#> lag1_var2 2.4884118 1.5826156 0.3914978 4.7631670
#> lag1_var3 4.1986690 2.1993412 1.3257639 7.3914112
#> lag1_var4 -3.2532833 2.1647492 -6.3742246 -0.4193802
#> const 8.9660045 8.0386627 0.4146784 21.9880023
#> exo1 -0.3100611 0.4885558 -0.8111882 0.4433452
#> exo2 -0.7023630 0.7800293 -1.9050750 0.2478883
#> exo3 -0.1498028 0.4335156 -0.7883541 0.3992967
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07562757 0.08728806 -0.05581439 0.15987528
#> lag1_var2 0.01826705 0.34357749 -0.35105547 0.55942924
#> lag1_var3 0.03765223 0.47159641 -0.46360045 0.78856567
#> lag1_var4 0.93724487 0.46311496 0.20193761 1.42321744
#> const -0.21819334 1.65456889 -2.36741786 2.10279297
#> exo1 -0.17473845 0.17346355 -0.38481890 0.06962569
#> exo2 -0.60199796 0.20736886 -0.90509879 -0.35354697
#> exo3 -0.01801880 0.14148413 -0.22194750 0.15859727
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003736889 9.045585e-05 0.000270628 0.0005082831
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009432863 0.0004392543 -0.00147391 -0.0003356664
#> Sigma[2,2] 0.0153687968 0.0033207624 0.01068581 0.0198194702
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004881738 0.0009034903 -0.0004600843 0.00176292
#> Sigma[3,2] -0.0252890502 0.0080018053 -0.0369298134 -0.01428192
#> Sigma[3,3] 0.1203959234 0.0188384149 0.0942217846 0.14651561
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.897311e-05 0.0007850284 -0.0008935912 0.0009116661
#> Sigma[4,2] -1.709647e-02 0.0068764364 -0.0267864875 -0.0083485237
#> Sigma[4,3] 1.101939e-01 0.0179804735 0.0849938775 0.1334637793
#> Sigma[4,4] 1.045644e-01 0.0177972048 0.0783250126 0.1282834558
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976181294 0.01494395 0.95200316 0.992929935
#> lag1_var2 0.059830764 0.05114137 -0.01718848 0.125000856
#> lag1_var3 0.109718417 0.08521816 -0.02079630 0.216176828
#> lag1_var4 -0.109123307 0.08210773 -0.21171142 0.016562372
#> const 0.574887120 0.19113670 0.35835108 0.860367625
#> exo1 -0.003270623 0.02119918 -0.02748308 0.030469800
#> exo2 -0.019735371 0.01768143 -0.04472353 0.004700843
#> exo3 -0.014082329 0.02083567 -0.04304529 0.008750485
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23105747 0.08784775 0.1437661 0.3787548
#> lag1_var2 0.06305408 0.29008940 -0.3623730 0.4790572
#> lag1_var3 -0.99114372 0.46329054 -1.6529486 -0.3225443
#> lag1_var4 0.94809542 0.44633701 0.3009583 1.5845808
#> const -0.97165372 1.16115836 -2.6172435 0.6007281
#> exo1 0.02396416 0.13067635 -0.1344265 0.2021791
#> exo2 0.86874167 0.12552160 0.6864429 1.0539751
#> exo3 0.06816958 0.13978812 -0.1185453 0.2684314
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6231460 0.2662534 -1.0206642 -0.2790555
#> lag1_var2 1.8044984 0.9469711 0.4478997 3.0390463
#> lag1_var3 3.8867008 1.6875911 1.4530978 6.2255071
#> lag1_var4 -2.7695915 1.6271932 -5.0260996 -0.4254499
#> const 6.3355794 3.7423611 3.0094115 12.3093130
#> exo1 -0.1720554 0.3590632 -0.6986062 0.2852161
#> exo2 -0.4026504 0.4697214 -0.9995887 0.2433827
#> exo3 0.5638262 0.3194067 0.1957344 1.0269294
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52532431 0.2547191 -0.8434589 -0.1650639
#> lag1_var2 1.60824570 0.8816103 0.2681360 2.7207165
#> lag1_var3 2.89665827 1.5593477 0.5334120 5.0567636
#> lag1_var4 -1.77786591 1.5038424 -3.8624338 0.4961575
#> const 4.98675582 3.5715234 1.2545862 10.6859337
#> exo1 -0.16279724 0.3139048 -0.6176018 0.2253562
#> exo2 0.05284245 0.4563309 -0.4953362 0.6747784
#> exo3 0.61073835 0.3092858 0.2594680 1.0763690
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009722231 0.0001361402 0.0007761847 0.001168366
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002012948 0.00179107 -0.005159698 -0.0003535679
#> Sigma[2,2] 0.176432674 0.04260764 0.125124769 0.2418174670
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001109914 0.00125981 3.754097e-05 0.003268541
#> Sigma[3,2] -0.126862364 0.03042580 -1.717073e-01 -0.092129942
#> Sigma[3,3] 0.098011981 0.02368149 7.203115e-02 0.137329298
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.630778e-05 0.0003254958 -0.0004863378 0.000421598
#> Sigma[4,2] -2.290302e-02 0.0090328001 -0.0390283556 -0.014791756
#> Sigma[4,3] 2.390927e-02 0.0085449647 0.0152831241 0.038446399
#> Sigma[4,4] 1.128166e-02 0.0040533615 0.0067968064 0.017365749
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964898324 0.02501791 0.938160566 1.005452915
#> lag1_var2 0.010816176 0.04322466 -0.047470321 0.070325304
#> lag1_var3 0.031953059 0.07903442 -0.071116498 0.143422316
#> lag1_var4 -0.024606274 0.08414075 -0.147152775 0.077165239
#> const 0.400195273 0.18295243 0.225703370 0.718898139
#> exo1 0.048939883 0.03126105 0.006903008 0.091234760
#> exo2 -0.050392282 0.03542019 -0.092351929 0.006265753
#> exo3 0.009824833 0.02668396 -0.017827985 0.052642945
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56364657 0.5129524 -0.11880010 1.2160154
#> lag1_var2 1.56930513 0.4784684 1.06337615 2.3483305
#> lag1_var3 1.07565400 0.8041863 0.20961334 2.4250080
#> lag1_var4 -1.32246161 0.7532639 -2.64114358 -0.5170572
#> const 3.22920600 2.2374653 -0.05378648 6.4279675
#> exo1 0.09350583 0.3461741 -0.37166328 0.4932026
#> exo2 1.49835339 0.5265803 0.87087761 2.2095601
#> exo3 0.42999820 0.4455118 -0.17209830 1.0198280
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1884629 0.4134360 -0.6832243 0.42551043
#> lag1_var2 -0.4642097 0.3910955 -1.1036735 -0.01044118
#> lag1_var3 0.1505931 0.6489878 -0.9500663 0.86539146
#> lag1_var4 0.9353320 0.6047869 0.2987035 1.99651303
#> const -1.2474530 1.8336917 -3.7872223 1.14105885
#> exo1 -0.1484110 0.3050112 -0.5564889 0.26813109
#> exo2 -1.5513428 0.4043844 -2.1356976 -1.13380304
#> exo3 -0.1292329 0.3473136 -0.5849884 0.37259646
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16077990 0.15242442 -0.05339770 0.3873444
#> lag1_var2 0.05701349 0.15432021 -0.14329644 0.2679556
#> lag1_var3 0.09326783 0.25839408 -0.24129295 0.4573378
#> lag1_var4 0.86476342 0.24647151 0.50975150 1.1535409
#> const -0.76359435 0.74763275 -1.73818228 0.4131482
#> exo1 -0.09941169 0.12719584 -0.27872534 0.0583935
#> exo2 -0.68074949 0.14041720 -0.86513134 -0.4901354
#> exo3 0.14408075 0.08958422 0.04458141 0.2971309
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004209822 0.0009195995 0.003265909 0.00573728
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003597555 0.00144469 -0.005232658 -0.00136173
#> Sigma[2,2] 0.012665583 0.00378673 0.008714419 0.01885771
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002174859 0.001563665 -0.0003810321 0.003979877
#> Sigma[3,2] -0.007433657 0.002098302 -0.0107269448 -0.004982737
#> Sigma[3,3] 0.011483287 0.002254021 0.0086484665 0.014327219
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001276254 0.0009792773 -0.001286762 0.001254888
#> Sigma[4,2] -0.0001281752 0.0012243761 -0.001528145 0.001756043
#> Sigma[4,3] 0.0075008408 0.0020017500 0.005610511 0.010683219
#> Sigma[4,4] 0.0077842611 0.0023670208 0.005363200 0.011630183
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98331156 0.04786439 0.93052958 1.05089472
#> lag1_var2 0.17356577 0.21887125 -0.11936720 0.48046262
#> lag1_var3 0.22019089 0.38979401 -0.29208365 0.69128231
#> lag1_var4 -0.23300758 0.39691223 -0.71864283 0.29148205
#> const 0.93787302 0.88064470 -0.34755715 2.10153276
#> exo1 -0.01649525 0.06556316 -0.08523008 0.07924034
#> exo2 -0.01145145 0.07665457 -0.11862863 0.07151639
#> exo3 -0.03645201 0.05425146 -0.11329218 0.02840061
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001104446 0.06873909 -0.07190709 0.1032251
#> lag1_var2 0.235692745 0.41874337 -0.46444253 0.6932259
#> lag1_var3 -0.429218040 0.67069170 -1.52284397 0.2598522
#> lag1_var4 0.451149833 0.68388506 -0.25831527 1.5701599
#> const 0.406545126 1.51167247 -1.65479547 2.6077723
#> exo1 0.096112426 0.06671019 0.01587673 0.1856849
#> exo2 0.452026796 0.10685889 0.30901605 0.5834785
#> exo3 0.248310736 0.12855319 0.05575359 0.4064639
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.003947643 0.05813079 -0.09154898 0.05930228
#> lag1_var2 0.723831737 0.34239996 0.16424315 1.10275548
#> lag1_var3 1.677688869 0.51915576 0.94664382 2.37005064
#> lag1_var4 -0.732830189 0.52656585 -1.43907343 0.01187288
#> const 2.069361770 1.00992663 0.86495691 3.54267903
#> exo1 -0.117216231 0.08049369 -0.21255890 0.01615370
#> exo2 -0.716927502 0.08027730 -0.83314159 -0.61210537
#> exo3 0.159194586 0.08074962 0.04002063 0.27524946
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006124265 0.05397204 -0.09464778 0.05175065
#> lag1_var2 0.604504653 0.26485529 0.22801054 0.98973766
#> lag1_var3 0.974433261 0.35027408 0.60321731 1.52600437
#> lag1_var4 -0.001412788 0.35741229 -0.56135275 0.38400781
#> const 1.439372746 1.15060985 0.26796392 3.30609377
#> exo1 -0.067829477 0.06384121 -0.14243075 0.03041675
#> exo2 -0.478570026 0.07959397 -0.58069253 -0.39562355
#> exo3 0.305555420 0.06991055 0.23179725 0.40763348
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02307186 0.005246993 0.01748149 0.03064458
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001481860 0.002403378 -0.004786496 0.001925921
#> Sigma[2,2] 0.008793869 0.001650011 0.007035785 0.011593152
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002235699 0.004162287 -0.00654815 0.004838229
#> Sigma[3,2] -0.0094147542 0.003457833 -0.01518028 -0.005452320
#> Sigma[3,3] 0.0521240391 0.011535911 0.03776407 0.066823272
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000448276 0.003704393 -0.006236309 0.003718964
#> Sigma[4,2] -0.005037507 0.003722035 -0.011343108 -0.001264029
#> Sigma[4,3] 0.050796784 0.010582030 0.037156263 0.064925949
#> Sigma[4,4] 0.052001165 0.009636782 0.039669108 0.065854234
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93004910 0.02989766 0.88582060 0.96112697
#> lag1_var2 -0.15085350 0.21960653 -0.43814873 0.13567060
#> lag1_var3 -0.39303171 0.46053727 -1.04417022 0.07879598
#> lag1_var4 0.41961454 0.45985713 -0.04848341 1.06006171
#> const -0.40324536 1.20075798 -1.91225536 1.17850425
#> exo1 0.16490695 0.17991783 -0.01950094 0.42819728
#> exo2 -0.04558147 0.14257027 -0.22515251 0.13801789
#> exo3 0.03070283 0.14135760 -0.18020470 0.21562066
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03845377 0.01744344 0.01587804 0.06630556
#> lag1_var2 0.65690324 0.18556063 0.36764388 0.85611293
#> lag1_var3 0.06010893 0.37545566 -0.50342230 0.49307128
#> lag1_var4 -0.04625558 0.36807108 -0.46773767 0.50365236
#> const 1.43953322 0.43921999 0.78958072 1.99908354
#> exo1 -0.13081545 0.11322397 -0.26338905 0.03600233
#> exo2 0.68462468 0.07870013 0.60173828 0.81490275
#> exo3 0.42082521 0.13811381 0.26655724 0.64416081
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2074378 0.05454262 -0.26321071 -0.1153412
#> lag1_var2 1.9200768 0.30380398 1.58485697 2.4351492
#> lag1_var3 3.3159096 0.59318354 2.67249553 4.2661834
#> lag1_var4 -2.4343703 0.59449509 -3.39868452 -1.7780891
#> const 6.3139064 2.23335502 2.76486148 8.8513396
#> exo1 0.1949520 0.17947803 -0.03263426 0.4508564
#> exo2 -2.8889863 0.19408215 -3.13671420 -2.6196795
#> exo3 -0.9038595 0.37502208 -1.45225470 -0.5126844
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2043112 0.05436368 -0.26418995 -0.1126271
#> lag1_var2 2.1026771 0.31308680 1.65024288 2.5572858
#> lag1_var3 2.9686750 0.59904025 2.14716300 3.7367114
#> lag1_var4 -2.0644407 0.59950913 -2.85844400 -1.2309416
#> const 6.4807518 2.32280120 2.89467204 9.3035127
#> exo1 0.1384015 0.17570847 -0.07541837 0.3974880
#> exo2 -2.7584863 0.22292188 -3.02822112 -2.4311965
#> exo3 -0.7539955 0.36446525 -1.25717466 -0.2916346
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001530111 0.0004900765 0.0009951774 0.002361624
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06498948 0.02339663 -0.1028605 -0.03693519
#> Sigma[2,2] 3.88039231 1.32585443 2.4091195 5.93807581
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03691198 0.01359146 0.02201658 0.05936676
#> Sigma[3,2] -2.08279396 0.73246191 -3.25749664 -1.28190762
#> Sigma[3,3] 1.20347621 0.41360182 0.75815441 1.87561104
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003455855 0.002543992 -0.00010944 0.006878949
#> Sigma[4,2] -0.073091387 0.119317826 -0.23849361 0.098724502
#> Sigma[4,3] 0.136579726 0.068296634 0.04067200 0.233266503
#> Sigma[4,4] 0.112449138 0.016983234 0.09341288 0.138257038
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93137029 0.03961099 0.880929130 0.98345895
#> lag1_var2 0.10001662 0.06645230 0.010609961 0.18960148
#> lag1_var3 0.19672046 0.12833964 0.024780362 0.36987517
#> lag1_var4 -0.17825299 0.11613775 -0.332435814 -0.02009169
#> const 0.86436607 0.37030380 0.276212436 1.22936039
#> exo1 -0.01538270 0.02552051 -0.054069845 0.01689380
#> exo2 -0.11701917 0.02822289 -0.156896222 -0.08158661
#> exo3 0.04677915 0.03340205 0.001024002 0.09147534
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.8533010 2.363536 -0.1455286 5.9468980
#> lag1_var2 -5.0755664 3.384246 -9.1875072 -0.1857558
#> lag1_var3 -11.6782331 6.566999 -19.6267420 -2.1910554
#> lag1_var4 10.7137966 5.800165 2.2218214 17.6152691
#> const -23.4148018 22.137306 -53.1148090 5.6063523
#> exo1 -0.7347856 1.377426 -2.6374386 1.1051650
#> exo2 -0.2961507 1.156374 -2.0101673 1.0803697
#> exo3 -0.8419954 1.188375 -1.9173094 1.0047879
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1035775 1.2592680 -2.9544194 0.4251738
#> lag1_var2 3.5404951 1.8299123 1.0937316 5.9032455
#> lag1_var3 7.8458917 3.5519430 3.1028276 12.4576625
#> lag1_var4 -6.5703150 3.1411964 -10.5636802 -2.2978338
#> const 14.3095292 12.3743721 -0.8786330 31.9221626
#> exo1 0.3091584 0.7049333 -0.5250353 1.3011056
#> exo2 -0.7820131 0.6617521 -1.6285183 0.1981684
#> exo3 0.2676009 0.8571714 -1.0551646 1.2555660
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37871810 0.2697367 -0.008846822 0.7321742
#> lag1_var2 0.65203657 0.3942004 0.127316801 1.1888704
#> lag1_var3 1.30412435 0.7536077 0.311201255 2.3445500
#> lag1_var4 -0.50833500 0.6620642 -1.444112969 0.3573753
#> const 1.10633703 2.7433503 -2.756335808 5.0176300
#> exo1 -0.08869344 0.2133719 -0.406475717 0.1402629
#> exo2 -1.09246046 0.3581044 -1.583189120 -0.5567778
#> exo3 -0.16925516 0.4611974 -0.796525210 0.5145017
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001485981 4.426716e-05 0.0001025904 0.0002109584
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006290308 0.0004673973 -0.001253472 -7.302596e-05
#> Sigma[2,2] 0.0470499088 0.0124938484 0.031222269 6.733729e-02
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001305425 0.001684874 -0.00383552 0.0009297862
#> Sigma[3,2] -0.071945172 0.052902033 -0.15018964 -0.0072278865
#> Sigma[3,3] 0.908130632 0.238524772 0.62977004 1.2776704970
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001741234 0.001759287 -0.004071001 0.0007854089
#> Sigma[4,2] -0.044737128 0.048772317 -0.116031757 0.0170927559
#> Sigma[4,3] 0.888987944 0.221906184 0.640211566 1.2439835459
#> Sigma[4,4] 0.886253467 0.208090015 0.666891842 1.2282548257
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985461932 0.003930827 0.97952762 0.990495297
#> lag1_var2 0.025455512 0.029538553 -0.01470293 0.064075102
#> lag1_var3 0.031319187 0.044072616 -0.03159691 0.087105229
#> lag1_var4 -0.032155745 0.044547007 -0.08828501 0.031452676
#> const 0.428025771 0.111160603 0.26051632 0.566378990
#> exo1 -0.002246801 0.009826239 -0.01718097 0.008560643
#> exo2 -0.042139384 0.017078256 -0.06255948 -0.018236896
#> exo3 0.038292777 0.010139331 0.02194317 0.049217979
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0503239 0.1464707 -0.16524394 0.2205574
#> lag1_var2 0.1544781 0.6015128 -0.71850816 0.8563563
#> lag1_var3 -0.7696909 0.9783489 -2.03234719 0.4864522
#> lag1_var4 0.7787502 0.9754662 -0.46168705 2.0418483
#> const -0.7786164 3.4454500 -4.54809080 4.6852933
#> exo1 0.1280129 0.1295547 -0.07050007 0.2670631
#> exo2 0.5584160 0.1302307 0.41493789 0.7499779
#> exo3 -0.4991997 0.2405924 -0.77184313 -0.1152161
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6024837 0.3383812 -1.009910 -0.1236327
#> lag1_var2 6.2514962 2.4348104 2.681986 9.4568738
#> lag1_var3 9.6431245 3.9566574 3.410613 14.2768393
#> lag1_var4 -8.8487641 4.0161466 -13.474167 -2.4458618
#> const 24.9336592 13.1689696 1.810578 37.8584569
#> exo1 -0.6051587 0.6745734 -1.455447 0.2864321
#> exo2 -1.1848636 1.3426921 -2.875343 0.4659729
#> exo3 -0.5238629 1.1232115 -2.123251 0.9897230
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5873472 0.3375372 -0.9780535 -0.09952727
#> lag1_var2 6.2321818 2.3433772 2.7591922 9.43405151
#> lag1_var3 8.9451205 3.9049472 2.7662552 13.60634449
#> lag1_var4 -8.1357291 3.9598728 -12.7803559 -1.79296842
#> const 24.1975648 12.9508139 1.0730640 35.01033980
#> exo1 -0.5409348 0.6889564 -1.3554974 0.33961927
#> exo2 -0.8781723 1.3178715 -2.5739223 0.75798749
#> exo3 -0.8384929 1.0785999 -2.2517057 0.65308243
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000289585 5.985489e-05 0.000199317 0.0003643367
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003553035 0.002928121 -0.00664291 0.001566368
#> Sigma[2,2] 2.818654273 0.503884994 2.25323632 3.479993636
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002186062 0.001612673 -0.0002939597 0.003912276
#> Sigma[3,2] -1.593999384 0.352085365 -2.1818958306 -1.188770523
#> Sigma[3,3] 1.938225946 0.414983043 1.5341320495 2.544537074
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002448197 0.001815479 -0.001412046 0.002990557
#> Sigma[4,2] 0.2729580822 0.263991380 -0.089587250 0.640810172
#> Sigma[4,3] 0.9811137979 0.385953609 0.583833360 1.631124831
#> Sigma[4,4] 1.2740862761 0.518571541 0.851898701 2.184429549
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969693479 0.008863127 0.9581197825 0.982527548
#> lag1_var2 0.019139168 0.015206167 -0.0006869903 0.038187713
#> lag1_var3 0.025483049 0.022952772 -0.0029019232 0.055716493
#> lag1_var4 -0.021822400 0.021789598 -0.0511731383 0.004878763
#> const 0.435730272 0.179537207 0.1248788996 0.621367834
#> exo1 0.008258646 0.023740698 -0.0189064394 0.045514282
#> exo2 -0.114013785 0.025066534 -0.1439633970 -0.075407413
#> exo3 0.001105840 0.014695636 -0.0187892079 0.022500940
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1358381 0.9045133 -1.510381 0.9014667
#> lag1_var2 -0.8309164 1.7797128 -3.415978 1.5362239
#> lag1_var3 -2.2695718 2.6348180 -6.000563 1.3295520
#> lag1_var4 2.2292721 2.4750710 -1.101968 5.7635414
#> const 8.6192189 17.4257758 -16.785801 30.0493817
#> exo1 0.7280969 1.4789823 -1.034992 3.0251044
#> exo2 -0.4452405 1.6502926 -2.869279 1.7777170
#> exo3 -0.9233988 1.8475329 -3.019863 2.2176094
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1665941 0.7006374 -1.07144379 0.8008818
#> lag1_var2 1.8314086 1.6204162 -0.11293578 4.2570102
#> lag1_var3 3.6190101 2.4286359 0.68929812 7.2008117
#> lag1_var4 -2.6089581 2.2824045 -5.98086425 0.1197575
#> const 1.5688182 15.0145455 -21.42226950 19.8717954
#> exo1 0.7825268 1.4260927 -0.45295356 3.3651716
#> exo2 -0.2801019 1.3659150 -2.09083904 1.6944052
#> exo3 1.0434679 0.8283501 -0.03517395 2.2238000
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2933871 0.5833547 -1.05539101 0.5598441
#> lag1_var2 0.9271800 1.2130273 -0.91199187 2.3641828
#> lag1_var3 1.6037090 1.8498034 -1.22311172 3.8212826
#> lag1_var4 -0.5918593 1.7362108 -2.68003644 2.0602069
#> const 6.2911590 11.1525996 -9.24993852 23.4684042
#> exo1 1.3466881 1.0353626 -0.08398245 2.9434120
#> exo2 -0.6023944 1.1843641 -2.08364373 1.0562970
#> exo3 0.4435690 0.8108425 -0.69201326 1.5593354
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004654558 0.001075056 0.003170855 0.006185938
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01790326 0.007474727 -0.03015994 -0.009902486
#> Sigma[2,2] 0.17794451 0.063518166 0.11144532 0.287867758
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02273734 0.009520159 0.007125102 0.03324330
#> Sigma[3,2] -0.10754012 0.050184919 -0.176165666 -0.05165024
#> Sigma[3,3] 0.37027318 0.083559393 0.257962983 0.47252680
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01541698 0.009080107 0.0002436329 0.02533880
#> Sigma[4,2] -0.01569822 0.041493665 -0.0806333267 0.02866285
#> Sigma[4,3] 0.36318423 0.088022403 0.2538216141 0.45764832
#> Sigma[4,4] 0.41145514 0.094445966 0.2883028655 0.53142917
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94775661 0.04223546 0.89085952 0.99544601
#> lag1_var2 0.18329317 0.06802480 0.11143629 0.29445238
#> lag1_var3 0.32114889 0.13208374 0.18129302 0.52905740
#> lag1_var4 -0.31567809 0.12120264 -0.50439398 -0.18692413
#> const 0.86143586 0.66513346 -0.07326712 1.74594869
#> exo1 -0.05204385 0.04780826 -0.11422439 0.01825164
#> exo2 0.09964535 0.05958049 0.01079224 0.16799308
#> exo3 -0.10658636 0.06349878 -0.19030874 -0.01319998
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6567194 0.2787829 0.30040832 1.0333861
#> lag1_var2 -0.5266668 0.5771244 -1.35329953 0.1171582
#> lag1_var3 -2.4721545 1.1284959 -4.13912138 -1.1783808
#> lag1_var4 2.3100239 1.0544342 1.09055830 3.8629902
#> const -3.6590978 3.5703952 -8.03969009 1.6983646
#> exo1 0.1766000 0.2949962 -0.13464629 0.6385340
#> exo2 2.9552152 0.5138727 2.29211349 3.6586311
#> exo3 0.7243316 0.5469442 -0.09857598 1.3328536
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6637397 0.3342177 -1.0570801 -0.1527967
#> lag1_var2 1.7457439 0.4204499 1.0825386 2.2452661
#> lag1_var3 4.5840710 0.9105947 3.2333565 5.6013515
#> lag1_var4 -3.3533992 0.8496012 -4.2932831 -2.1039756
#> const 4.6129396 6.8730640 -5.2292373 13.5274813
#> exo1 -0.4400096 0.6369467 -1.4345355 0.1137427
#> exo2 -1.7697887 0.6451688 -2.5853634 -0.8678794
#> exo3 -0.2458907 0.4236579 -0.8248767 0.3173646
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39720763 0.4216237 -0.9577647 0.15099925
#> lag1_var2 1.28808227 0.5866495 0.4836620 2.02881732
#> lag1_var3 3.01031929 1.2671702 1.0898579 4.53760061
#> lag1_var4 -1.80515938 1.1765691 -3.2323991 -0.02452681
#> const 1.78474987 7.0712845 -8.1714052 11.79359348
#> exo1 -0.39943956 0.7610726 -1.5475357 0.28414035
#> exo2 -0.36144541 0.8213976 -1.6119695 0.62872494
#> exo3 0.09589681 0.3422711 -0.3829016 0.57577490
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008123317 0.0001522922 0.000606148 0.001018914
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01471649 0.003486394 -0.02030949 -0.01069006
#> Sigma[2,2] 0.60468174 0.144378860 0.48254409 0.84327276
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009760108 0.003219944 0.005934137 0.01475825
#> Sigma[3,2] -0.312680650 0.105377290 -0.484836257 -0.22370994
#> Sigma[3,3] 0.369435029 0.078400285 0.263082359 0.48714787
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007088983 0.002803983 -0.003467581 0.004547355
#> Sigma[4,2] 0.0624262186 0.038813538 0.005636063 0.110850353
#> Sigma[4,3] 0.1841385248 0.062084074 0.125960269 0.288644981
#> Sigma[4,4] 0.2319688839 0.059576666 0.164487995 0.328985029
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971875882 0.01946863 0.943476759 0.99811383
#> lag1_var2 0.026554013 0.06491352 -0.054215002 0.13141040
#> lag1_var3 0.032868272 0.10419592 -0.093981221 0.20300187
#> lag1_var4 -0.026638287 0.10067515 -0.190491295 0.09636457
#> const 0.359454297 0.25686202 0.081965086 0.75561223
#> exo1 -0.005253006 0.02116643 -0.036568674 0.01951719
#> exo2 -0.079780182 0.03371080 -0.126838876 -0.03441280
#> exo3 0.039951459 0.04002149 -0.008706923 0.09007831
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20244731 0.3509299 -0.4669647 0.3675012
#> lag1_var2 -0.08214530 1.5352453 -2.2843803 1.7945251
#> lag1_var3 -1.48747237 2.4071577 -5.0347690 1.3932669
#> lag1_var4 1.55924053 2.3719999 -1.2593290 5.0373877
#> const 1.59913266 5.6091850 -7.2466968 6.8658377
#> exo1 -0.43491103 0.7879127 -1.7490343 0.4201850
#> exo2 2.65364167 1.0227270 1.1324291 4.0090956
#> exo3 -0.03999541 1.2097272 -1.7546826 1.5544621
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.118601331 0.2724792 -0.2431259 0.5056622
#> lag1_var2 1.033167302 1.5336960 -1.5293157 2.6402987
#> lag1_var3 2.601516669 2.4558703 -1.5482061 5.0143129
#> lag1_var4 -1.714951911 2.4286619 -4.0198898 2.3871697
#> const 3.468184732 5.0877288 -3.7686955 9.8266620
#> exo1 0.191212688 0.5605142 -0.7107821 0.8223115
#> exo2 -2.384627805 0.7745249 -3.3833213 -1.3934655
#> exo3 0.008087401 0.6830374 -0.9842210 0.9359705
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01088940 0.2108931 -0.2223256 0.3049121
#> lag1_var2 0.70932857 1.2187123 -1.1471854 2.4335472
#> lag1_var3 1.24792374 1.9455812 -1.7455802 4.0042888
#> lag1_var4 -0.30189259 1.9292706 -3.0870319 2.6398176
#> const 3.64398812 4.6094051 -2.3761095 9.5996261
#> exo1 -0.07798279 0.4400214 -0.6716835 0.5172706
#> exo2 -0.82264790 0.5629902 -1.7534584 -0.3536095
#> exo3 -0.02742712 0.5140630 -0.8403487 0.5439284
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004533219 0.0001531556 0.0002926691 0.0006984943
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002800895 0.004827142 -0.01117319 0.002217577
#> Sigma[2,2] 0.531716502 0.147928474 0.36904057 0.744179640
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005633175 0.004074628 -0.0123414 -0.001559485
#> Sigma[3,2] -0.018822304 0.148743178 -0.2297886 0.175132143
#> Sigma[3,3] 1.316381990 0.488985811 0.9074443 2.163518424
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007749587 0.006894527 -0.02037806 -0.002135822
#> Sigma[4,2] 0.332363109 0.202961698 0.13732362 0.675009319
#> Sigma[4,3] 1.363244521 0.533644929 0.84853967 2.251180905
#> Sigma[4,4] 1.645143120 0.580953153 0.97923269 2.511638057
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9744024459 0.01150932 0.958076403 0.98817912
#> lag1_var2 0.0508678246 0.03999272 -0.005279024 0.09819075
#> lag1_var3 0.0712015011 0.05968279 -0.016923167 0.14043153
#> lag1_var4 -0.0693406338 0.05917419 -0.138770838 0.01759066
#> const 0.4926693587 0.24359982 0.248670742 0.88652728
#> exo1 0.0003485415 0.01847251 -0.023565536 0.02891229
#> exo2 -0.1199056124 0.01194066 -0.134942365 -0.10654466
#> exo3 0.0246206107 0.02678997 -0.019892242 0.05649609
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7632145 0.3619141 0.2974137 1.30570104
#> lag1_var2 -1.3556731 1.3069805 -3.4194426 0.09517447
#> lag1_var3 -3.0688959 2.0032412 -6.1799715 -0.72801234
#> lag1_var4 2.9346412 1.9669979 0.6622467 6.00095006
#> const -7.4821649 6.7821715 -17.6431961 1.59811031
#> exo1 -0.6169331 0.7260760 -1.3181558 0.64902886
#> exo2 4.8447845 0.4003089 4.3939010 5.34420068
#> exo3 0.0457477 0.9757505 -1.3378490 1.29740351
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03490324 0.6642877 -1.03579263 0.8507645
#> lag1_var2 1.33915170 1.6520084 -0.85601178 3.8718079
#> lag1_var3 2.88267186 2.5019927 -0.23672664 6.6816848
#> lag1_var4 -1.95981472 2.4793312 -5.71518253 1.1445587
#> const 4.93196094 14.8271533 -14.92500772 24.9532743
#> exo1 0.49669072 0.8605102 -0.53682252 1.7737894
#> exo2 -6.49374253 0.9590248 -7.77663752 -5.0382573
#> exo3 1.16091954 0.8223799 0.07918885 2.1886010
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4577835 0.795529 -0.6551822 1.694578
#> lag1_var2 0.1821916 2.266407 -3.2969688 3.294381
#> lag1_var3 0.4692413 3.459298 -4.6466097 5.278291
#> lag1_var4 0.3811632 3.408324 -4.3776140 5.417222
#> const -0.8218189 16.268334 -24.1682966 22.250674
#> exo1 0.1265659 1.175535 -1.0862170 1.988916
#> exo2 -3.7598024 1.050935 -5.1204171 -2.241833
#> exo3 1.2641831 1.212975 -0.1542118 3.056596
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001161702 0.000339051 0.0007595625 0.001596381
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01877766 0.006250443 -0.02770468 -0.01003795
#> Sigma[2,2] 1.94825632 0.499993830 1.43776696 2.79123915
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007331898 0.004022458 0.001631665 0.0126876
#> Sigma[3,2] -1.072859719 0.264300805 -1.486208316 -0.8253093
#> Sigma[3,3] 1.094588515 0.198658089 0.873437984 1.4158974
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002994489 0.002472171 -0.006774852 0.0001671206
#> Sigma[4,2] -0.064273290 0.177522447 -0.258584346 0.2364361105
#> Sigma[4,3] 0.607486012 0.200156468 0.374297233 0.9177287787
#> Sigma[4,4] 0.652410008 0.237999441 0.496902779 1.0484970814
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94501801 0.02791594 0.90600346 0.98142768
#> lag1_var2 0.09507238 0.05663735 0.02410457 0.18174745
#> lag1_var3 0.18558216 0.10845262 0.05019840 0.35306484
#> lag1_var4 -0.17321437 0.09826271 -0.32592827 -0.05115147
#> const 0.75040001 0.21885375 0.44567750 1.05524111
#> exo1 0.00520657 0.02894829 -0.03436498 0.04229558
#> exo2 -0.10485791 0.03610862 -0.16087403 -0.06148398
#> exo3 0.08201257 0.02783038 0.04298840 0.11446823
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4762137 1.1263799 -2.2625575 0.8588202
#> lag1_var2 1.1321709 1.8305098 -1.1089900 3.7311773
#> lag1_var3 0.3575627 3.5510674 -4.0717622 5.3717224
#> lag1_var4 -0.1893345 3.2542636 -4.6845373 3.8641347
#> const 3.2211522 11.2479991 -11.2206128 19.8486742
#> exo1 -0.8653258 1.3547436 -2.7908451 0.8613630
#> exo2 0.1145450 1.5361975 -1.7078206 2.2121206
#> exo3 0.5611931 0.8638017 -0.8811452 1.5116698
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07304045 0.7539437 -0.8865936 1.215522
#> lag1_var2 0.75213912 1.4338013 -1.2975126 2.772636
#> lag1_var3 2.50008074 2.7743621 -1.3901083 6.430469
#> lag1_var4 -1.63221429 2.5289988 -5.1781009 1.962740
#> const 5.57958837 5.9310296 -2.8386078 12.203921
#> exo1 0.73398234 1.3636133 -0.7959991 2.881174
#> exo2 -0.43988650 1.3780749 -2.2762440 1.464992
#> exo3 0.12666551 0.8444852 -0.9379827 1.381085
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2244121 0.5956359 -0.9698248 0.6407505
#> lag1_var2 1.1273973 1.0776922 -0.3988797 2.4628359
#> lag1_var3 2.2930237 2.0931343 -0.6881656 4.8791390
#> lag1_var4 -1.3059588 1.9062473 -3.6738747 1.4164839
#> const 6.9330923 7.3132818 -1.8881577 19.0043932
#> exo1 0.2974763 1.1525008 -0.8984112 2.0657258
#> exo2 -0.4389848 0.9659532 -1.6874205 1.0057303
#> exo3 0.4617096 0.8084312 -0.6750291 1.2367935
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001526013 0.0007163715 0.001012569 0.002674206
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007430857 0.004548311 -0.01502038 -0.004819629
#> Sigma[2,2] 0.175493351 0.036816863 0.14185603 0.237544657
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00348255 0.002006023 0.001636157 0.006716686
#> Sigma[3,2] -0.09751481 0.017884915 -0.122634798 -0.075463681
#> Sigma[3,3] 0.07219060 0.012176502 0.058923225 0.091255766
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001472937 0.001546446 -0.0039861623 -0.0001392879
#> Sigma[4,2] 0.015420389 0.014797678 -0.0034965290 0.0383792443
#> Sigma[4,3] 0.011019978 0.007283579 -0.0007443667 0.0194802535
#> Sigma[4,4] 0.022894979 0.006202741 0.0163548355 0.0314106308
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9997426579 0.03908890 0.95189182 1.04747910
#> lag1_var2 0.0036301390 0.07855992 -0.11506530 0.08513800
#> lag1_var3 -0.0003754548 0.12056224 -0.18421493 0.12758089
#> lag1_var4 -0.0078074099 0.11245911 -0.12755962 0.16537703
#> const 0.4988179966 0.35154989 -0.01047454 0.96675153
#> exo1 0.0032947831 0.03245094 -0.03709029 0.04357186
#> exo2 -0.0539959649 0.02298554 -0.08889520 -0.02762125
#> exo3 -0.0093918502 0.03541591 -0.05499548 0.03419317
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2683669 0.5018750 -0.5030778 0.86685101
#> lag1_var2 2.3722081 0.8247746 1.3932533 3.65850913
#> lag1_var3 2.1542631 1.2594970 0.6411244 4.08647410
#> lag1_var4 -2.3278844 1.1314931 -4.0591758 -0.97268393
#> const 5.6111269 4.0639865 -0.8015234 10.93568032
#> exo1 -0.6629113 0.5258139 -1.3232193 0.04360361
#> exo2 1.5770805 0.2414946 1.2439493 1.87256572
#> exo3 -0.4572395 0.4657319 -1.1254080 0.09484284
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2118860 0.2571644 -0.56910556 0.13362622
#> lag1_var2 -0.4634033 0.3810762 -1.01121724 0.09782779
#> lag1_var3 0.1568064 0.5825327 -0.67158832 1.02299527
#> lag1_var4 0.9165845 0.5249167 0.13472252 1.65147515
#> const -1.0332276 2.6268242 -3.48213625 3.39672712
#> exo1 0.3853137 0.2815836 -0.05134742 0.65193755
#> exo2 -1.5697219 0.1361264 -1.72328820 -1.35760044
#> exo3 0.3807443 0.2799065 0.06025171 0.80137897
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05677931 0.1904045 -0.36661669 0.1474375
#> lag1_var2 0.65166922 0.2126027 0.39636394 0.9890710
#> lag1_var3 0.88844988 0.3220157 0.50724484 1.4055414
#> lag1_var4 0.09886398 0.2836065 -0.33559785 0.4396835
#> const 1.23044156 1.3599452 -0.37700744 3.2621906
#> exo1 -0.04809439 0.1365055 -0.24648653 0.1139421
#> exo2 -0.62450116 0.1368356 -0.83339446 -0.4584151
#> exo3 0.10955921 0.1063777 -0.04229822 0.2302263
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006390365 0.0002331169 0.0003721532 0.0009717476
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01590032 0.007140708 -0.02632364 -0.006633279
#> Sigma[2,2] 1.03312885 0.232300311 0.75470466 1.352956509
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01131757 0.005074958 0.004374073 0.0182111
#> Sigma[3,2] -0.79106444 0.145288759 -0.997486333 -0.5920662
#> Sigma[3,3] 0.98316503 0.166866726 0.777449258 1.2070660
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003249025 0.001953063 0.000830901 0.00573087
#> Sigma[4,2] -0.278930386 0.108022794 -0.433482759 -0.14542553
#> Sigma[4,3] 0.623910489 0.146396095 0.454209571 0.84039210
#> Sigma[4,4] 0.522486277 0.124918288 0.362223671 0.68879353
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9947414020 0.007306811 0.984266930 1.00449234
#> lag1_var2 -0.0002239878 0.020439758 -0.031091984 0.02005859
#> lag1_var3 0.0098113418 0.039717321 -0.050702853 0.04800386
#> lag1_var4 -0.0117464080 0.037801453 -0.047077501 0.04628539
#> const 0.2971453928 0.122797112 0.145174624 0.45797199
#> exo1 -0.0091655332 0.031535034 -0.061844495 0.01396471
#> exo2 -0.0839566535 0.026711425 -0.126596600 -0.05324280
#> exo3 0.0296294306 0.019507453 0.005120474 0.06097485
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04476658 0.4740071 -0.5189272 0.7651349
#> lag1_var2 0.27483492 0.8253890 -0.8663096 1.3253286
#> lag1_var3 -1.35902498 1.5663794 -3.5308527 0.6366603
#> lag1_var4 1.31454725 1.4640292 -0.5423243 3.3325712
#> const 1.15468954 7.1069124 -8.3948760 11.0314788
#> exo1 0.18372901 1.0450735 -1.0590745 1.6536670
#> exo2 1.33822464 0.7167155 0.6033331 2.4803707
#> exo3 0.24071038 0.7912562 -0.8627239 1.2936141
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5705376 0.3440986 0.04028881 0.9070322
#> lag1_var2 -0.3848751 1.0451836 -1.57885736 1.2615009
#> lag1_var3 0.4815704 1.9376360 -1.76092310 3.4669288
#> lag1_var4 0.4127470 1.8162484 -2.37689285 2.5261375
#> const -7.7592895 5.3231617 -16.81287767 -2.3187961
#> exo1 -0.6355661 0.7723958 -1.60517261 0.5664362
#> exo2 -1.5726624 0.9523319 -2.99233132 -0.2993626
#> exo3 1.4639352 0.7700716 0.39757429 2.4158383
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6608717 0.2200737 0.3659130 1.00639314
#> lag1_var2 -0.6668619 0.8785226 -1.8546009 0.52547110
#> lag1_var3 -1.0289582 1.6606213 -3.2933095 1.16484974
#> lag1_var4 1.9021880 1.5666508 -0.1542942 4.04412207
#> const -8.9161153 3.6742657 -14.8339711 -5.01703394
#> exo1 -0.5552043 0.4989387 -1.2214085 0.08065068
#> exo2 -0.8845438 0.7972821 -1.8754277 0.25626879
#> exo3 1.6283264 0.5910435 0.7627578 2.30875782
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00129343 0.0002029481 0.001009439 0.001553295
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00518839 0.003271832 -0.01013051 -0.001064923
#> Sigma[2,2] 0.23164873 0.049145204 0.16382309 0.287797031
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007840658 0.002822669 -0.004057516 0.003232013
#> Sigma[3,2] -0.0924091794 0.047759602 -0.145714443 -0.016520600
#> Sigma[3,3] 0.3517865773 0.068661602 0.251917828 0.435058383
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004510427 0.003613963 -0.009662813 0.000196638
#> Sigma[4,2] 0.063063903 0.049334357 -0.004304344 0.129496027
#> Sigma[4,3] 0.308945922 0.073993375 0.216789280 0.403985299
#> Sigma[4,4] 0.371813360 0.084027158 0.284985231 0.510131954
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998202500 0.01091481 0.98595623 1.013720685
#> lag1_var2 -0.027854077 0.07068672 -0.11535240 0.064159235
#> lag1_var3 -0.042072806 0.11004338 -0.17398261 0.102399284
#> lag1_var4 0.040193697 0.11020230 -0.10155365 0.174974758
#> const 0.219207090 0.25085997 -0.11805155 0.555999642
#> exo1 0.011703218 0.03408059 -0.02929411 0.058310893
#> exo2 -0.061572374 0.03528733 -0.09672343 -0.008925391
#> exo3 -0.006307722 0.02177456 -0.03565878 0.020420271
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55585272 0.2715200 -0.9820977 -0.2845243
#> lag1_var2 2.83451499 1.1661538 1.6695988 4.7274837
#> lag1_var3 2.94488798 1.7793227 1.1212341 5.8387661
#> lag1_var4 -2.84894283 1.7553745 -5.6263609 -0.9392604
#> const 9.28830004 3.1767855 5.3075177 13.5550781
#> exo1 -0.53395350 0.4215237 -1.0924274 0.0742120
#> exo2 0.99420698 0.4788974 0.2742436 1.4909180
#> exo3 0.06341934 0.5089212 -0.6453468 0.6728628
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75235938 0.2417683 0.4591210 1.1117798
#> lag1_var2 0.09146802 1.0810060 -1.3641882 1.5844591
#> lag1_var3 1.26363365 1.6564876 -0.9412418 3.5326725
#> lag1_var4 -0.59356075 1.6182073 -2.8094269 1.5841246
#> const 2.10462026 2.7136736 -0.9210347 5.9268286
#> exo1 0.36653500 0.5013072 -0.3856226 0.9945475
#> exo2 -1.46410746 0.5673527 -2.2173409 -0.8208872
#> exo3 -1.35930921 0.7219507 -2.2200095 -0.2652690
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39310486 0.3279557 -0.04382835 0.87356358
#> lag1_var2 1.70079073 0.9757367 0.70095640 3.19446897
#> lag1_var3 2.82544039 1.4848500 1.26338707 5.12341080
#> lag1_var4 -2.08389537 1.4422201 -4.36963216 -0.53258121
#> const 7.55146135 3.8081036 1.92508496 12.12018264
#> exo1 0.02511835 0.3615955 -0.35524211 0.60952541
#> exo2 -0.82998237 0.4922153 -1.53878198 -0.19233144
#> exo3 -1.36839042 0.7540455 -2.13158515 -0.05713095
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002958935 7.873489e-05 0.0002250211 0.0004323089
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004279818 0.0004614301 -8.751017e-05 0.001157041
#> Sigma[2,2] 0.0617668392 0.0108087176 5.172652e-02 0.080457733
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002127957 0.0007601824 0.001141226 0.003104151
#> Sigma[3,2] -0.041731274 0.0176110792 -0.062529460 -0.015971701
#> Sigma[3,3] 0.157046306 0.0377505101 0.095559129 0.195827620
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002511751 0.000838415 0.001396305 0.003618579
#> Sigma[4,2] -0.010519678 0.017986906 -0.035672604 0.012888275
#> Sigma[4,3] 0.145224823 0.035502227 0.086323032 0.179041924
#> Sigma[4,4] 0.149994946 0.033515379 0.095070426 0.183449239
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998005669 0.005085107 0.992811493 1.006271431
#> lag1_var2 -0.009508555 0.012485930 -0.026975410 0.007444536
#> lag1_var3 -0.019197402 0.021714847 -0.052506547 0.009669898
#> lag1_var4 0.015423713 0.021549090 -0.014090981 0.047507004
#> const 0.318607049 0.137605507 0.091579514 0.493339878
#> exo1 -0.026740577 0.014204790 -0.043579878 -0.003120570
#> exo2 -0.117923169 0.020244240 -0.143722661 -0.088948405
#> exo3 0.018119132 0.008768420 0.004657711 0.026924523
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.291232787 0.07091842 -0.3961833 -0.1932161
#> lag1_var2 1.198335202 0.34135706 0.8680802 1.7648628
#> lag1_var3 0.216366127 0.59063928 -0.4010130 1.1870697
#> lag1_var4 -0.117577190 0.58623760 -1.0812839 0.4899086
#> const 2.008673801 2.12889361 -1.2260890 4.7732200
#> exo1 -0.003479412 0.25922488 -0.3355183 0.3510100
#> exo2 1.752669782 0.17850744 1.5122431 1.9872339
#> exo3 -0.775444336 0.21705365 -1.0614257 -0.4956668
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5343726 0.1368124 0.3480738 0.7119131
#> lag1_var2 -1.9185066 0.4556938 -2.5032056 -1.2560033
#> lag1_var3 -1.1293506 0.7464247 -2.0766895 -0.0264089
#> lag1_var4 2.0558761 0.7270123 0.9911290 2.9842719
#> const -4.8659091 4.1014354 -10.1275952 0.4716576
#> exo1 0.4204078 0.5247225 -0.3076424 1.0558873
#> exo2 -2.5216854 0.3223912 -2.9373919 -2.0664155
#> exo3 1.2694406 0.4182104 0.7846033 1.9059337
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3875986 0.1349990 0.1960780 0.5444879
#> lag1_var2 -1.6937641 0.4876461 -2.3914064 -1.0915954
#> lag1_var3 -1.7113460 0.8164664 -2.9056706 -0.6999189
#> lag1_var4 2.7178875 0.7926674 1.7404481 3.8803358
#> const -5.1608099 3.8996832 -9.9939028 0.4502969
#> exo1 0.4550161 0.4733495 -0.2349796 1.0051545
#> exo2 -1.7134367 0.3089949 -2.1306455 -1.2779673
#> exo3 0.9404876 0.4153068 0.5044985 1.5212729
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00180878 0.0003154474 0.001498666 0.002304348
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02675653 0.006341394 -0.03440819 -0.01836484
#> Sigma[2,2] 1.28031233 0.342669303 0.90442291 1.84843725
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02277361 0.004833724 0.01614441 0.02949877
#> Sigma[3,2] -1.16445967 0.306028156 -1.66418707 -0.79970014
#> Sigma[3,3] 1.32889002 0.276946129 0.99631242 1.77823942
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006743809 0.002809316 0.003035242 0.01056154
#> Sigma[4,2] -0.392869512 0.105230803 -0.551989194 -0.24512624
#> Sigma[4,3] 0.647235539 0.100740630 0.539187086 0.80757910
#> Sigma[4,4] 0.435165826 0.053410157 0.386793764 0.52886007
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0274349908 0.01645895 1.008310937 1.054091028
#> lag1_var2 -0.0460638135 0.02096583 -0.073978279 -0.014727490
#> lag1_var3 -0.0701952614 0.03425747 -0.113151126 -0.016701984
#> lag1_var4 0.0532021033 0.03062967 0.005145254 0.090430126
#> const 0.4189891519 0.27790717 0.051241551 0.785474766
#> exo1 -0.0427054535 0.02751263 -0.080472327 -0.008995111
#> exo2 -0.0008454481 0.04478539 -0.063299045 0.057355546
#> exo3 0.0347519135 0.04480113 -0.037060408 0.085419609
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0066656 0.4855925 -2.7281069 -1.4101948
#> lag1_var2 2.6055614 0.7484793 1.7857248 3.8367551
#> lag1_var3 2.5206482 1.1973559 1.1789965 4.4748761
#> lag1_var4 -1.7318417 0.9996042 -3.3381580 -0.5765034
#> const 2.5487454 6.7926778 -7.7645082 10.5359644
#> exo1 -0.2540756 0.8619883 -1.5492903 0.8267715
#> exo2 2.2569818 1.1643832 0.8176047 4.0201383
#> exo3 2.3119200 1.0817978 0.9267710 3.8792604
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8243302 0.5044481 1.18307035 2.6245421
#> lag1_var2 -1.2137492 0.7490252 -2.35120822 -0.4763826
#> lag1_var3 -0.7157915 1.2223019 -2.56066129 0.5001979
#> lag1_var4 0.9857113 1.0467567 -0.05334356 2.6422952
#> const -0.5037954 4.0551203 -5.91992459 5.5879270
#> exo1 -0.3681503 0.8784200 -1.65310571 0.7733719
#> exo2 -3.4078021 1.0711052 -5.07806954 -2.0096990
#> exo3 -0.6845871 1.0679022 -2.31228779 0.7641581
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63180964 0.3433438 0.16580419 1.09670255
#> lag1_var2 -0.08271612 0.3487271 -0.62938438 0.24143633
#> lag1_var3 0.08339147 0.5781809 -0.83278725 0.59051460
#> lag1_var4 0.67753568 0.5170976 0.23557979 1.54838863
#> const -0.28854133 2.5836219 -4.38630953 2.65029416
#> exo1 -0.52562279 0.6379054 -1.60679593 -0.04522447
#> exo2 -2.13022365 0.5259020 -2.75258716 -1.28020508
#> exo3 0.76668023 0.5510611 0.06331685 1.64998916
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001124271 0.0002509394 0.0007472286 0.001462202
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004647877 0.004343649 -0.000168142 0.0117264
#> Sigma[2,2] 0.580193450 0.178632807 0.406683468 0.8799083
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000872754 0.003136303 -0.00387127 0.004073112
#> Sigma[3,2] -0.142469518 0.063968026 -0.20603651 -0.027799681
#> Sigma[3,3] 0.312197971 0.059266493 0.25238728 0.402772858
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001220425 0.004677877 -0.002228231 0.008932826
#> Sigma[4,2] 0.120106002 0.102519023 0.015416273 0.281028721
#> Sigma[4,3] 0.282491651 0.059320041 0.204990578 0.368603803
#> Sigma[4,4] 0.376327492 0.078623887 0.276429982 0.480854020
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99279212 0.01695456 0.97155869 1.01783934
#> lag1_var2 -0.01369497 0.02324912 -0.04583085 0.01708983
#> lag1_var3 -0.03438596 0.05037054 -0.10547976 0.03102442
#> lag1_var4 0.03398510 0.04639258 -0.02444683 0.10043794
#> const 0.22051024 0.25773767 -0.20680334 0.53164046
#> exo1 -0.02396590 0.03266486 -0.06275892 0.02371932
#> exo2 0.03063050 0.03263464 -0.01978647 0.07173550
#> exo3 0.02844729 0.03623040 -0.02263579 0.07249676
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24728848 0.2194906 -0.5789573 0.05045696
#> lag1_var2 1.34712750 0.5975455 0.6419543 2.17585820
#> lag1_var3 1.27389620 1.3822100 -0.3727095 3.27016073
#> lag1_var4 -1.25637677 1.2901973 -3.1297098 0.28445986
#> const 8.00634495 4.3393459 1.7886104 13.27862665
#> exo1 -0.04585471 0.5324760 -0.9739416 0.48886568
#> exo2 -0.77890755 0.5881916 -1.5417918 -0.01966884
#> exo3 -0.84363720 1.0863156 -2.2167368 0.88773225
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6677340 0.4089965 0.2191215 1.33450650
#> lag1_var2 -0.9022039 0.6433061 -1.9061628 -0.09768721
#> lag1_var3 -0.9496632 1.3731991 -2.9590375 0.82019554
#> lag1_var4 1.6651515 1.2646528 0.0293816 3.49063596
#> const -4.6235360 5.3971524 -12.8693283 1.84403602
#> exo1 -1.6889820 0.3117701 -2.1390696 -1.27152454
#> exo2 -2.2419782 0.6530863 -2.9748529 -1.26210231
#> exo3 -0.5336453 0.4262113 -1.1316373 -0.04972603
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6028641 0.4620718 0.04353299 1.2900337
#> lag1_var2 -0.6688886 0.8035748 -1.93087826 0.2949876
#> lag1_var3 -1.1665601 1.6671182 -3.75242104 0.9418673
#> lag1_var4 1.8969248 1.5255627 -0.05709816 4.2573307
#> const -2.3907934 5.2114670 -9.20368577 5.0523446
#> exo1 -1.9207784 0.4171458 -2.36782415 -1.2217428
#> exo2 -2.8539883 0.5718550 -3.53315012 -2.0268154
#> exo3 -0.9783887 0.4054089 -1.51016767 -0.3968824
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01677554 0.005054681 0.01193236 0.0246692
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01961854 0.01683120 -0.0457071 0.0016556
#> Sigma[2,2] 0.26284219 0.08899442 0.1711440 0.4067281
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01091268 0.01200489 0.0004772166 0.03137833
#> Sigma[3,2] -0.14052535 0.06291457 -0.2362226052 -0.08517269
#> Sigma[3,3] 0.16888175 0.05253053 0.1155051380 0.25220027
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003118267 0.009697262 -0.009422937 0.01722976
#> Sigma[4,2] -0.033379303 0.040157555 -0.092572175 0.01032325
#> Sigma[4,3] 0.122542228 0.031756878 0.089118850 0.16939870
#> Sigma[4,4] 0.121492770 0.025252522 0.093753532 0.15794221
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90638731 0.03572500 0.86168926 0.96481252
#> lag1_var2 0.09383628 0.10640163 -0.06938256 0.22258328
#> lag1_var3 0.20411223 0.24415327 -0.14748603 0.50606713
#> lag1_var4 -0.17478685 0.24242604 -0.48540453 0.16989227
#> const 1.12860986 0.95874186 -0.02322748 2.63935772
#> exo1 -0.05236599 0.08935823 -0.18086845 0.04157280
#> exo2 -0.16697528 0.10826255 -0.33365756 -0.02329154
#> exo3 -0.04216817 0.11417983 -0.18025550 0.13066675
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4948621 0.2179408 0.3197837 0.8566318
#> lag1_var2 -0.3041360 0.5268699 -1.0422979 0.2730721
#> lag1_var3 -3.0234444 1.2476953 -4.7765671 -1.6543010
#> lag1_var4 2.9024299 1.1869687 1.5970576 4.5640076
#> const -6.9301882 4.5506780 -13.9931395 -1.8941662
#> exo1 -0.1933291 0.5576913 -0.9224872 0.5409844
#> exo2 1.2349856 0.3333837 0.7546109 1.6468527
#> exo3 0.9615167 0.4714186 0.3994037 1.6646608
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20388849 0.1543475 -0.4354085 -0.02308138
#> lag1_var2 1.23252339 0.4145027 0.7612360 1.87318583
#> lag1_var3 3.92645744 0.9801400 2.8710107 5.39265712
#> lag1_var4 -2.96637128 0.9104790 -4.3123563 -1.99954589
#> const 6.71053833 3.3061707 1.9684725 11.09510240
#> exo1 -0.04932297 0.5172863 -0.7359308 0.66653004
#> exo2 -2.32917449 0.2996195 -2.8033011 -2.01592106
#> exo3 -0.84471735 0.4324138 -1.4660052 -0.34239110
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00262075 0.1110444 -0.16751897 0.15038682
#> lag1_var2 0.92500314 0.3554140 0.48035321 1.45503796
#> lag1_var3 2.23087790 0.8630002 1.13928570 3.51077875
#> lag1_var4 -1.30143582 0.8189904 -2.50861868 -0.26898757
#> const 3.12617546 2.3605660 0.08860399 6.21830298
#> exo1 -0.14831813 0.3564682 -0.63530503 0.35925513
#> exo2 -2.15057873 0.3056351 -2.59680032 -1.82236898
#> exo3 -0.56491591 0.3997210 -1.10484273 -0.04026897
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001297313 0.000356708 0.000858981 0.001856741
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03087897 0.007489503 -0.04176631 -0.02142155
#> Sigma[2,2] 1.02033831 0.223536236 0.73344441 1.31163045
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03082773 0.007839388 0.01923945 0.04110366
#> Sigma[3,2] -1.09679309 0.257873758 -1.40075345 -0.70155916
#> Sigma[3,3] 1.69123779 0.353454467 1.19190888 2.12661238
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007880473 0.003878786 0.002142312 0.01203916
#> Sigma[4,2] -0.341197188 0.134129301 -0.512346210 -0.15491014
#> Sigma[4,3] 0.898301864 0.242902788 0.573402648 1.24944497
#> Sigma[4,4] 0.665919528 0.190625993 0.440903953 0.93761810
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00114873 0.01476758 0.98012769 1.02171799
#> lag1_var2 -0.02461678 0.04138872 -0.09506230 0.02183809
#> lag1_var3 -0.02946770 0.06062160 -0.13390648 0.03649007
#> lag1_var4 0.02676629 0.06119884 -0.04174663 0.13072130
#> const 0.21989753 0.31267870 -0.23214004 0.57901024
#> exo1 -0.01233914 0.02396575 -0.05127994 0.01508529
#> exo2 -0.11584202 0.04091582 -0.16955210 -0.05581275
#> exo3 0.01961811 0.03391681 -0.03024252 0.05716658
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05707287 0.5442450 -0.5562928 0.894510
#> lag1_var2 1.06199774 1.7008186 -0.8654611 3.846434
#> lag1_var3 0.50597380 2.2798261 -2.0904205 4.237676
#> lag1_var4 -0.51913271 2.2774065 -4.2521378 2.076311
#> const 0.92375762 10.3230449 -14.1895880 12.463781
#> exo1 0.14594831 0.8999688 -0.5614230 1.682573
#> exo2 2.18014042 0.9690831 0.6387402 3.283463
#> exo3 0.92619543 0.8416252 -0.1677591 1.991817
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1230198 0.6089552 -0.9455614 0.5423851
#> lag1_var2 2.7188770 2.6679027 -1.4002852 5.5513985
#> lag1_var3 4.4188626 3.5871446 -1.0147851 8.3012353
#> lag1_var4 -3.5792966 3.6224216 -7.5174239 1.8868218
#> const 14.6107003 10.7232200 -0.5018251 27.0827966
#> exo1 -0.3154476 1.5419168 -2.7985210 1.1849352
#> exo2 -3.5991836 1.0648491 -5.1675711 -2.3581429
#> exo3 -1.4367062 1.1016747 -2.9250090 0.1148584
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08042315 0.3059264 -0.57190677 0.24399448
#> lag1_var2 3.27554729 2.0183732 0.07443982 5.49135317
#> lag1_var3 4.48442719 2.7524191 0.13853922 7.40613827
#> lag1_var4 -3.64687467 2.7803307 -6.62407712 0.72916180
#> const 14.75036150 6.0917547 7.41662506 23.69220625
#> exo1 -0.20851753 0.9720868 -1.63535606 0.87422822
#> exo2 -2.06416838 0.7030352 -3.18677827 -1.46213145
#> exo3 -0.79118154 0.6913243 -1.92055011 -0.03104993
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004542479 0.0001385335 0.0002660641 0.0006191326
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0128591 0.007219533 -0.02417816 -0.005802276
#> Sigma[2,2] 0.8606885 0.347694400 0.56273341 1.417393764
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01169836 0.005479828 0.006661497 0.02091965
#> Sigma[3,2] -0.82099053 0.267368829 -1.277057923 -0.57487848
#> Sigma[3,3] 0.98223181 0.240452194 0.664080045 1.30188076
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00413745 0.00146942 0.002486802 0.006475894
#> Sigma[4,2] -0.31631630 0.09382368 -0.435718532 -0.208839906
#> Sigma[4,3] 0.51669602 0.16247635 0.295890723 0.739286277
#> Sigma[4,4] 0.34894041 0.13486629 0.182835090 0.540517942
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965259977 0.01559330 0.94242088 0.98645105
#> lag1_var2 0.019382286 0.02643472 -0.02373158 0.04943075
#> lag1_var3 0.031509575 0.04483110 -0.04005193 0.08061852
#> lag1_var4 -0.025226768 0.04438569 -0.07138469 0.04491414
#> const 0.556358832 0.11449482 0.41105875 0.71895076
#> exo1 -0.003943883 0.01511514 -0.02555879 0.01449799
#> exo2 -0.052332512 0.02653963 -0.08730139 -0.01995952
#> exo3 0.060406702 0.02055655 0.03067098 0.08840166
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.745393337 0.5687895 0.05080661 1.52143066
#> lag1_var2 1.943132238 0.9719574 0.37295998 2.64071081
#> lag1_var3 1.845524498 1.6538397 -0.77437907 3.03533184
#> lag1_var4 -2.149459883 1.6078689 -3.44325655 0.38119778
#> const 1.118922175 7.7302237 -8.17093868 12.80134220
#> exo1 -0.671134614 0.5457172 -1.39847213 -0.02815608
#> exo2 -0.008949555 1.1189253 -1.64580579 1.48986310
#> exo3 0.088078355 0.5316168 -0.48347472 0.87118276
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07255666 0.6504851 -1.0488789 0.762695141
#> lag1_var2 -0.64009034 1.1787536 -2.1008825 1.095449827
#> lag1_var3 -0.19571870 1.9578144 -2.5735728 2.686891648
#> lag1_var4 1.20549570 1.8686525 -1.6202202 3.407329644
#> const 0.70657428 8.2550101 -11.5570775 11.697744904
#> exo1 0.03251747 0.6532531 -0.9321077 0.854931153
#> exo2 -1.52634533 1.2829652 -3.5451296 -0.003678887
#> exo3 -0.52120303 0.7660181 -1.4777301 0.476998923
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39609755 0.4061955 -0.1348357 1.0121395
#> lag1_var2 0.15939114 0.8143739 -1.0225997 1.1888596
#> lag1_var3 0.28392374 1.3234603 -1.6357441 2.0023308
#> lag1_var4 0.55517939 1.2412887 -1.0678397 2.3424996
#> const 0.07226889 4.1219311 -5.8965599 5.3610065
#> exo1 -0.41689091 0.4725261 -1.0148992 0.2162909
#> exo2 -1.56739190 0.7400157 -2.7530043 -0.6742633
#> exo3 -0.44380614 0.5464955 -1.1707830 0.3439201
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003414498 8.91937e-05 0.0002554891 0.0004922514
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009607889 0.003315186 -0.01457498 -0.006116705
#> Sigma[2,2] 0.588337469 0.170635907 0.38599856 0.810728262
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004793357 0.002144677 0.002097689 0.007930707
#> Sigma[3,2] -0.327587410 0.110543734 -0.456780047 -0.191289267
#> Sigma[3,3] 0.337751782 0.087876101 0.238557157 0.472289425
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000852175 0.001042892 -0.001042461 0.001646904
#> Sigma[4,2] -0.0447469368 0.059658476 -0.134758932 0.026465901
#> Sigma[4,3] 0.1970569825 0.071607553 0.121458094 0.312094058
#> Sigma[4,4] 0.1943176773 0.058431338 0.110767003 0.274892794
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975693311 0.02271964 0.93894534 1.00162206
#> lag1_var2 0.026819254 0.04531526 -0.02706737 0.09552737
#> lag1_var3 0.048758734 0.09439749 -0.06346409 0.19259608
#> lag1_var4 -0.044016776 0.08546835 -0.17194033 0.06072878
#> const 0.432940537 0.19283040 0.21361245 0.72587085
#> exo1 -0.003713704 0.01312763 -0.02312820 0.01312482
#> exo2 -0.093538367 0.01343917 -0.10971006 -0.07565062
#> exo3 0.074379570 0.02034480 0.05008169 0.10359057
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16475960 0.8223454 -0.7350700 1.3701669
#> lag1_var2 1.14966674 1.7401947 -1.6034423 3.0313293
#> lag1_var3 0.50020164 3.6326106 -5.3284160 4.3381258
#> lag1_var4 -0.72018346 3.2926199 -4.1318294 4.5638302
#> const 6.91747544 6.7013060 -3.0059085 13.5945346
#> exo1 0.30408476 0.6304065 -0.7830102 0.9710787
#> exo2 -0.66426099 0.3955110 -1.2644581 -0.1592906
#> exo3 -0.01604282 1.0309159 -1.4367921 1.5008670
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74662478 0.5203103 -0.1272908 1.265315020
#> lag1_var2 -0.47649569 1.1977378 -1.7059247 1.501681606
#> lag1_var3 -0.09040814 2.4823619 -2.5938204 4.048929858
#> lag1_var4 0.77785556 2.2838741 -3.0131428 3.106452021
#> const -6.35013782 4.9907202 -11.3379204 1.196594742
#> exo1 -0.11254101 0.4543266 -0.6306851 0.608229573
#> exo2 -0.61530096 0.6032164 -1.5204546 -0.007194924
#> exo3 0.06444556 0.5291857 -0.7738219 0.764459092
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89248600 0.3317517 0.3940321 1.3553875
#> lag1_var2 -0.26112741 0.7363805 -1.3752362 0.5210201
#> lag1_var3 -0.55367060 1.5429854 -2.8487977 1.0970987
#> lag1_var4 1.12741462 1.4127655 -0.4121621 3.2388850
#> const -4.51214306 2.9942012 -8.0920140 -0.4435424
#> exo1 0.03127742 0.3014399 -0.3262999 0.4564352
#> exo2 -1.03769177 0.5527697 -1.8120203 -0.3855335
#> exo3 0.06233574 0.2661913 -0.3066802 0.4301837
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005185621 0.0001219787 0.0003396826 0.0006870329
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005726947 0.002250677 -0.00812988 -0.002684775
#> Sigma[2,2] 0.283546715 0.098619577 0.18500889 0.435742930
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007737867 0.003401715 0.002830955 0.01201496
#> Sigma[3,2] -0.281917639 0.091135616 -0.403831407 -0.18103621
#> Sigma[3,3] 0.766992294 0.134346575 0.606802158 0.98040952
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004287778 0.003359446 -0.00119129 0.007927596
#> Sigma[4,2] -0.105557218 0.076053976 -0.20240196 0.007395877
#> Sigma[4,3] 0.630548828 0.121534941 0.50264586 0.818139282
#> Sigma[4,4] 0.607307989 0.110643342 0.47629319 0.756167482
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95226394 0.01888539 0.926301183 0.97666596
#> lag1_var2 0.06331942 0.03675499 0.009520977 0.10794122
#> lag1_var3 0.10100565 0.05653131 0.013774074 0.16842515
#> lag1_var4 -0.09273417 0.05240823 -0.155550646 -0.01172610
#> const 0.60254997 0.20815550 0.417411264 0.92639723
#> exo1 -0.01513468 0.02178186 -0.045340370 0.01181417
#> exo2 -0.12538088 0.02273490 -0.160057883 -0.09807731
#> exo3 0.03345018 0.02120136 0.006145611 0.06071137
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16091088 0.5914338 -0.9682565 0.6452660
#> lag1_var2 1.38389455 1.3290549 -0.2425180 3.4187628
#> lag1_var3 0.82836967 2.0622096 -1.5955053 4.1124497
#> lag1_var4 -0.82652633 1.9265514 -3.9062880 1.4327193
#> const 4.63305324 5.7883076 -3.0590376 12.4169166
#> exo1 0.04964316 0.3528062 -0.4229524 0.5636783
#> exo2 1.25109553 0.6585961 0.3848545 2.1477421
#> exo3 -1.32413662 0.2685907 -1.5110979 -0.8944561
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20246295 1.0405316 -1.5461464 1.10860245
#> lag1_var2 0.81086666 2.2256114 -1.8469763 3.74751719
#> lag1_var3 1.61152737 3.4295907 -2.5892077 6.03409545
#> lag1_var4 -0.57659817 3.2098317 -4.6969028 3.35977939
#> const -0.51962345 10.5603251 -15.3641310 12.22827987
#> exo1 0.07014831 0.7130763 -0.9544558 1.07608655
#> exo2 -1.73210138 1.0430213 -2.8939688 -0.05106578
#> exo3 2.86358829 0.8427427 1.5702749 3.96490754
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3592159 0.8991504 -1.367173 0.9731927
#> lag1_var2 1.4158140 1.9248314 -1.621173 3.5912031
#> lag1_var3 1.6554891 2.9881111 -3.114324 4.8350895
#> lag1_var4 -0.5854574 2.8089961 -3.550619 3.9045050
#> const 1.2966201 10.0901983 -14.507879 10.2385496
#> exo1 0.1254913 0.6685260 -0.747462 1.0284824
#> exo2 -0.9494593 0.9239991 -2.229537 0.3438585
#> exo3 2.1356174 0.7999604 1.022184 3.2646020
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004245048 0.0001004885 0.0003154376 0.0005697522
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002238991 0.003062726 -0.007072837 0.0005756379
#> Sigma[2,2] 0.816874768 0.140056572 0.639574515 0.9974126044
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001434455 0.002218048 -0.001601514 0.00453685
#> Sigma[3,2] -0.163229330 0.055886372 -0.243478941 -0.09563930
#> Sigma[3,3] 0.324732775 0.044997952 0.262208218 0.39097397
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000519601 0.002544678 -0.002855546 0.003963859
#> Sigma[4,2] 0.183222564 0.090411800 0.048731676 0.290370712
#> Sigma[4,3] 0.301395294 0.061354316 0.226058656 0.396526592
#> Sigma[4,4] 0.432774113 0.094138413 0.303582738 0.557041823
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971526961 0.007757816 0.96190866 0.983027377
#> lag1_var2 0.036657102 0.016180466 0.01407835 0.058288863
#> lag1_var3 0.086699900 0.039335012 0.03316601 0.138546243
#> lag1_var4 -0.085326379 0.037260748 -0.13518540 -0.031111672
#> const 0.626118229 0.133162912 0.44703173 0.804414473
#> exo1 0.041095279 0.018997181 0.01545026 0.063742730
#> exo2 -0.033991148 0.020820910 -0.06258502 -0.005362347
#> exo3 0.002750016 0.016403924 -0.02236483 0.022387887
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2924451 0.4687033 -0.4147892 0.7867288
#> lag1_var2 0.5702069 0.9097235 -0.5954230 1.7682676
#> lag1_var3 -0.5244155 2.4066187 -3.6415894 2.6001005
#> lag1_var4 0.4562876 2.2228120 -2.3874874 3.3489147
#> const -1.1363786 7.6277277 -10.1911092 10.7157529
#> exo1 -0.7795969 0.5114782 -1.5811613 -0.1559248
#> exo2 2.6962392 1.0197799 0.9989684 3.7922817
#> exo3 1.0517440 1.0454539 -0.4014316 2.2090205
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009816089 0.3529799 -0.3891514 0.55256256
#> lag1_var2 0.547751179 0.5424570 -0.3561927 1.19726171
#> lag1_var3 2.069925078 1.4307642 -0.3366349 3.71309756
#> lag1_var4 -1.193756504 1.2626592 -2.6048730 0.96163835
#> const 2.665824796 3.8370971 -2.8283866 7.58424207
#> exo1 0.214178799 0.8086166 -0.8938935 1.09541548
#> exo2 -0.710764623 0.5167985 -1.3173610 -0.09917125
#> exo3 -0.974350838 0.7877366 -2.0760041 0.09532938
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1344132 0.3329052 -0.3709600 0.5964312
#> lag1_var2 0.5702861 0.5181264 -0.3123091 1.1014774
#> lag1_var3 1.3350123 1.3682412 -1.0223485 2.6863191
#> lag1_var4 -0.4696078 1.2553703 -1.7569654 1.6974143
#> const 1.2451856 4.9720023 -3.5231734 8.8806220
#> exo1 -0.1047702 0.9300336 -1.4487799 0.8899969
#> exo2 0.4574413 0.6600819 -0.3825318 1.3907721
#> exo3 -0.7030305 0.7963714 -1.7773909 0.4772239
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002931184 7.948488e-05 0.0002089931 0.0004100651
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003051746 0.001103701 -0.004858259 -0.001753031
#> Sigma[2,2] 0.090886596 0.021219634 0.065714058 0.119836959
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002930809 0.001173681 0.001870386 0.004823301
#> Sigma[3,2] -0.087349640 0.020787120 -0.117909600 -0.064616812
#> Sigma[3,3] 0.114246289 0.018501446 0.090855616 0.138589455
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001115467 0.0007254868 0.0005912027 0.002352349
#> Sigma[4,2] -0.033037358 0.0104669136 -0.0479344179 -0.020056480
#> Sigma[4,3] 0.063457012 0.0109427808 0.0496153245 0.077789966
#> Sigma[4,4] 0.045286829 0.0101606505 0.0340432496 0.062533155
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97630042 0.00655199 0.96705586 0.98519895
#> lag1_var2 0.03834980 0.03305094 -0.00574684 0.09009192
#> lag1_var3 0.05642783 0.05562200 -0.01458563 0.14431442
#> lag1_var4 -0.05322375 0.05489872 -0.13965452 0.01697352
#> const 0.48651631 0.14573145 0.28439934 0.69318844
#> exo1 -0.01323545 0.01762208 -0.03628563 0.01271219
#> exo2 -0.04688486 0.01881099 -0.06946360 -0.01833071
#> exo3 0.02493502 0.01777215 0.00430499 0.04829364
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1733486 0.09578864 -0.31327399 -0.06295669
#> lag1_var2 0.4639283 0.33467365 0.09562452 0.97028394
#> lag1_var3 -0.8194833 0.52755000 -1.35009391 -0.02147340
#> lag1_var4 0.8968737 0.52400086 0.10590022 1.39961574
#> const 0.4120378 2.41511323 -3.01133017 3.63395658
#> exo1 0.1907941 0.23999696 -0.12130539 0.50830666
#> exo2 0.4636845 0.35529553 -0.03833826 0.94199877
#> exo3 -0.1445255 0.29146223 -0.51090263 0.22372122
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45289529 0.1679327 0.2404890 0.7179245
#> lag1_var2 -0.23094448 0.5693712 -1.0936072 0.5232621
#> lag1_var3 1.08161759 0.9032551 -0.2899093 2.2531954
#> lag1_var4 -0.26796677 0.8710029 -1.3708091 1.0650186
#> const -0.67215135 3.5923293 -5.9877116 3.4394790
#> exo1 -0.27870202 0.4122892 -0.8854983 0.2286355
#> exo2 -0.81631718 0.3017785 -1.1009351 -0.3088442
#> exo3 0.08186911 0.2434342 -0.2635174 0.4055283
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.356256697 0.1405901 0.1753279 0.5551264
#> lag1_var2 -0.270961974 0.5026664 -0.9239786 0.4112428
#> lag1_var3 0.064459449 0.8123851 -0.9827337 1.1859405
#> lag1_var4 0.810472247 0.7857614 -0.2710457 1.8235065
#> const -1.517699727 2.7184750 -5.2306311 1.1730826
#> exo1 -0.164808946 0.3172729 -0.5962409 0.1945522
#> exo2 -0.546325018 0.1930146 -0.7940591 -0.3087608
#> exo3 -0.009827087 0.1796738 -0.2451825 0.2428139
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00141636 0.0003977983 0.0008476577 0.001961991
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02398737 0.005546253 -0.03272072 -0.01829554
#> Sigma[2,2] 1.32986825 0.270981887 1.07931959 1.78177265
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01563874 0.004580207 0.01059727 0.02316182
#> Sigma[3,2] -0.88113630 0.189471200 -1.18899203 -0.70390886
#> Sigma[3,3] 0.62805817 0.134065577 0.48900452 0.83764316
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0017135848 0.001739037 -0.004046548 0.0004984929
#> Sigma[4,2] 0.0698187719 0.037987776 0.031000053 0.1267631908
#> Sigma[4,3] 0.0009855721 0.013261956 -0.016756461 0.0178676143
#> Sigma[4,4] 0.0543141546 0.018976018 0.041962204 0.0851112920
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.055004438 0.01307656 1.03688983 1.07180309
#> lag1_var2 0.052685074 0.06423246 -0.03289411 0.11958751
#> lag1_var3 0.053517385 0.09270325 -0.07064601 0.14861506
#> lag1_var4 -0.081647188 0.09258017 -0.17821334 0.03545942
#> const 0.510763270 0.27373343 0.12402500 0.86805815
#> exo1 -0.006637518 0.02554869 -0.04549820 0.02617459
#> exo2 -0.061795751 0.04408092 -0.13074560 -0.01017527
#> exo3 -0.029398348 0.04181719 -0.07719723 0.03366986
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.300562651 0.7004625 -2.146634 -0.3875972
#> lag1_var2 0.002236939 1.9223882 -2.569039 2.2030789
#> lag1_var3 -0.992866220 2.7790876 -4.733177 2.2717740
#> lag1_var4 1.491625024 2.5897558 -1.564018 5.0025033
#> const 0.064319425 6.3812385 -9.571304 7.9371898
#> exo1 -0.324895309 0.8961739 -1.537145 0.8208491
#> exo2 0.124635888 1.4351870 -2.305572 1.2670118
#> exo3 0.878738606 1.7066387 -1.690474 2.7435624
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7145813 0.4255821 0.20719650 1.2806533
#> lag1_var2 1.1751749 1.2137085 -0.21322749 2.9698163
#> lag1_var3 2.4173897 1.7597609 0.34543066 4.9996949
#> lag1_var4 -1.7462193 1.6483386 -4.20492350 0.1858162
#> const 3.7175800 3.7528077 -1.71750568 8.4516827
#> exo1 0.7001633 0.4832449 0.05478638 1.3164972
#> exo2 -0.8428990 0.9006429 -1.66333607 0.6860675
#> exo3 -0.3518941 1.1586613 -1.46828054 1.3829654
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2230931 0.1234011 -0.40931290 -0.06196896
#> lag1_var2 0.8211798 0.3620619 0.20426128 1.12685580
#> lag1_var3 1.2160241 0.5096484 0.35119555 1.64434034
#> lag1_var4 -0.1697921 0.4938924 -0.57506078 0.68216260
#> const 2.6556659 1.9957686 0.80757007 5.24976229
#> exo1 0.4973999 0.2137012 0.23083473 0.80372860
#> exo2 -0.7850952 0.2611129 -1.20987644 -0.48669888
#> exo3 0.2759340 0.1824004 0.04712396 0.51509066
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003860859 9.655877e-05 0.0002751975 0.0005098459
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006719946 0.001004551 -0.00227190 0.0004906618
#> Sigma[2,2] 0.0468054818 0.007513217 0.03686232 0.0562913153
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001101447 0.001031804 6.016793e-06 0.002740564
#> Sigma[3,2] -0.047863982 0.006800711 -5.774912e-02 -0.039481651
#> Sigma[3,3] 0.059004093 0.008302360 4.911914e-02 0.070646181
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006459291 0.0003829936 0.0002666975 0.001258491
#> Sigma[4,2] -0.0135451645 0.0048148832 -0.0204727307 -0.007687673
#> Sigma[4,3] 0.0242188752 0.0050364616 0.0192627973 0.031864463
#> Sigma[4,4] 0.0146818809 0.0031397745 0.0116759836 0.019942895
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02687339 0.01526376 1.004240395 1.046458242
#> lag1_var2 -0.05085100 0.04447765 -0.104538978 0.022480279
#> lag1_var3 -0.06821903 0.05693577 -0.136575761 0.027375147
#> lag1_var4 0.05719144 0.05794734 -0.039942336 0.126736604
#> const 0.18709019 0.21201218 -0.128804092 0.410750532
#> exo1 -0.02873637 0.01755615 -0.054835889 -0.009870263
#> exo2 -0.04537218 0.01606655 -0.059374132 -0.018422956
#> exo3 0.02062469 0.02627884 -0.001004928 0.066472290
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27434103 0.1653108 0.04752880 0.48438451
#> lag1_var2 -0.59984154 0.4055305 -1.19160000 -0.05981996
#> lag1_var3 -2.11006763 0.4832235 -2.81243520 -1.43242716
#> lag1_var4 2.06481207 0.4720126 1.42119130 2.75227726
#> const -3.19627272 2.0831257 -5.88071479 -0.83602558
#> exo1 -0.01935293 0.1860254 -0.32857450 0.15142901
#> exo2 0.38301923 0.2735495 0.05262969 0.72380475
#> exo3 -0.03683892 0.2373910 -0.32362203 0.34994099
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07276332 0.2230395 -0.2313078635 0.3464573
#> lag1_var2 1.35995482 0.5299389 0.8233302213 2.0702951
#> lag1_var3 2.89351379 0.6767663 2.1798688107 3.8601286
#> lag1_var4 -1.97926523 0.6862783 -2.9627158562 -1.2420356
#> const 4.56407720 2.1718586 2.2374808340 7.5745793
#> exo1 0.04231716 0.1693391 -0.1722662774 0.2936069
#> exo2 -0.87297300 0.2995141 -1.2269220862 -0.5440159
#> exo3 0.41776351 0.3206886 0.0005100145 0.8712248
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.279741009 0.12441546 0.10244333 0.4290281
#> lag1_var2 0.593797375 0.39449489 0.06494024 1.1778328
#> lag1_var3 0.902487435 0.53525662 0.19687718 1.6930830
#> lag1_var4 -0.008822466 0.56097744 -0.83242869 0.7392541
#> const 1.157405140 1.24958757 -0.28148088 3.1232451
#> exo1 0.029115830 0.07326565 -0.06381578 0.1208630
#> exo2 -0.622427584 0.12106293 -0.74686217 -0.4516729
#> exo3 0.412502753 0.18041766 0.15459417 0.6541430
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002603493 0.000656092 0.001822194 0.003547738
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001415741 0.001144029 -0.0002370442 0.003051157
#> Sigma[2,2] 0.014359987 0.002694866 0.0109127645 0.018074960
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01717486 0.004908239 -0.02237451 -0.009908918
#> Sigma[3,2] -0.02157169 0.019398150 -0.04522947 0.010183002
#> Sigma[3,3] 0.52790576 0.136528558 0.35896550 0.740667498
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01647762 0.004726904 -0.02188639 -0.009889282
#> Sigma[4,2] -0.01237105 0.019962415 -0.03634535 0.020625460
#> Sigma[4,3] 0.52697915 0.133649977 0.35440573 0.728070985
#> Sigma[4,4] 0.53244100 0.131780199 0.35680050 0.721453096
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.925414627 0.04430434 0.87101127 0.99167448
#> lag1_var2 0.104508296 0.17932477 -0.15435087 0.33855141
#> lag1_var3 0.002896078 0.24217380 -0.34163487 0.31550754
#> lag1_var4 0.009239675 0.23756704 -0.29700676 0.34641368
#> const 0.576908821 0.59479765 -0.34305774 1.32001844
#> exo1 0.036125386 0.04349898 -0.01287084 0.10242443
#> exo2 -0.175085568 0.05453871 -0.24423842 -0.09944300
#> exo3 -0.060181854 0.05285160 -0.11936375 0.02314771
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.116661642 0.04133437 0.06207739 0.1684350
#> lag1_var2 0.327887521 0.13964200 0.17910396 0.5424172
#> lag1_var3 -0.844061510 0.18149234 -1.04633395 -0.5727905
#> lag1_var4 0.810134480 0.17682237 0.54308706 1.0080177
#> const 0.101118019 0.60088480 -0.80155390 0.9066491
#> exo1 -0.008586773 0.11342915 -0.17273172 0.1585192
#> exo2 0.364309722 0.11436512 0.24062245 0.5379778
#> exo3 -0.391577271 0.11345150 -0.50035908 -0.2094630
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14869918 0.6116154 -0.53255233 1.1270307
#> lag1_var2 1.58760553 2.4379075 -2.33697481 4.2278725
#> lag1_var3 4.62270144 3.3126419 -0.70006447 8.2202255
#> lag1_var4 -3.71379184 3.2478508 -7.23334197 1.5157474
#> const 5.09344108 9.1750660 -10.11237036 14.5874724
#> exo1 0.08826827 0.5206232 -0.58446282 0.7974084
#> exo2 0.78446034 0.3506139 0.33606952 1.2760048
#> exo3 1.12827611 0.8677736 -0.08136034 2.2282705
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23702550 0.6291129 -0.4777664 1.2332555
#> lag1_var2 1.48146682 2.5083655 -2.5362626 4.2321244
#> lag1_var3 3.57471111 3.3938897 -1.8562961 7.2719759
#> lag1_var4 -2.67591303 3.3263604 -6.2872609 2.6594204
#> const 4.07756121 9.3777402 -11.3480522 13.9141169
#> exo1 0.09539343 0.5343847 -0.6122399 0.8380452
#> exo2 1.03722767 0.3326758 0.5889305 1.4916258
#> exo3 0.87756223 0.8900979 -0.3412525 1.9689569
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007912933 0.002643142 0.005248281 0.01188698
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003062646 0.003608425 -0.009046342 -0.0001140974
#> Sigma[2,2] 0.036281539 0.011145130 0.023239587 0.0524991850
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04106496 0.01287399 -0.06041869 -0.02670694
#> Sigma[3,2] -0.02942320 0.04004997 -0.08399002 0.02359616
#> Sigma[3,3] 0.70139025 0.17376961 0.51287164 0.95612002
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.043873896 0.01419886 -0.06502072 -0.02734526
#> Sigma[4,2] -0.002517103 0.03507788 -0.04601903 0.04712374
#> Sigma[4,3] 0.683595839 0.15602935 0.49504248 0.91454249
#> Sigma[4,4] 0.685954926 0.14658395 0.49237365 0.89829702
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998919909 0.02721676 0.9612604 1.02641631
#> lag1_var2 -0.003046703 0.26034940 -0.3177592 0.34559267
#> lag1_var3 -0.029753885 0.37790351 -0.4790695 0.47301751
#> lag1_var4 0.025757842 0.37883813 -0.4788887 0.47571121
#> const 0.356782194 0.75682802 -0.5293999 1.36648977
#> exo1 -0.017817244 0.05646846 -0.1007434 0.05679892
#> exo2 -0.055817804 0.05999628 -0.1448008 0.02642066
#> exo3 -0.019640401 0.10529393 -0.2008382 0.06579404
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11772459 0.08211013 -0.21801122 -0.00545144
#> lag1_var2 0.81375725 0.59388621 0.02844642 1.59639966
#> lag1_var3 0.21027560 0.91155614 -1.07162654 1.39117690
#> lag1_var4 -0.20835494 0.91265061 -1.38764761 1.07242196
#> const 2.77444837 1.81102981 0.14224976 4.99748423
#> exo1 -0.09563046 0.24058742 -0.37759627 0.24209848
#> exo2 0.03705987 0.21780158 -0.20069722 0.36772110
#> exo3 0.17227535 0.28544516 -0.27711794 0.45486615
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33786180 0.2186514 0.04092931 0.6139007
#> lag1_var2 -1.35901459 1.5487134 -3.47523883 0.6537284
#> lag1_var3 0.21496403 2.1708690 -2.83373141 3.0031201
#> lag1_var4 0.77124394 2.1731410 -2.00902598 3.8440881
#> const -6.22517453 6.2554313 -13.66826833 2.6023019
#> exo1 0.16288945 0.8686031 -1.08823382 1.1577667
#> exo2 -1.36976013 1.0180626 -2.80040725 0.1353943
#> exo3 -0.09466277 0.7013619 -0.84223001 1.0162968
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25920590 0.2425555 -0.1121438 0.527703268
#> lag1_var2 -1.00786821 1.7492633 -3.4882244 1.187414251
#> lag1_var3 0.03638057 2.5986991 -3.8109648 3.400570755
#> lag1_var4 0.95736015 2.6056307 -2.4324761 4.830202808
#> const -4.81605461 7.0644740 -13.1833223 5.722447575
#> exo1 0.08505574 0.7817520 -1.0853028 0.952005526
#> exo2 -1.36936676 0.9537956 -2.6689803 -0.001310077
#> exo3 0.02255148 0.6525671 -0.5539514 1.074290190
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005470401 0.0001034565 0.000430124 0.0006843775
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01364836 0.003554878 -0.01921598 -0.00987264
#> Sigma[2,2] 0.60568005 0.153758143 0.44119129 0.86779642
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01517819 0.004495113 0.01074852 0.02269305
#> Sigma[3,2] -0.65746011 0.201583230 -1.01315536 -0.46188125
#> Sigma[3,3] 0.82323315 0.267053476 0.54896344 1.28265239
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007075481 0.00266634 0.004155628 0.01140181
#> Sigma[4,2] -0.298286878 0.11946374 -0.501333822 -0.18488560
#> Sigma[4,3] 0.436997520 0.15347467 0.274432618 0.68869289
#> Sigma[4,4] 0.263963476 0.08746994 0.157929138 0.39680466
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980218332 0.01057407 0.96210506 0.98977267
#> lag1_var2 0.086577939 0.04618094 0.01387755 0.13658344
#> lag1_var3 0.130808886 0.07222727 0.01685588 0.21260812
#> lag1_var4 -0.133053878 0.07307922 -0.21763829 -0.01937900
#> const 0.714319634 0.21395881 0.38665830 0.98149879
#> exo1 -0.007014493 0.02444918 -0.03224153 0.02729749
#> exo2 -0.030768108 0.02062071 -0.06759940 -0.01359883
#> exo3 0.005361543 0.02215251 -0.02719818 0.03287475
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70732502 0.3733128 -1.2988922 -0.2675277
#> lag1_var2 0.80016799 1.7038750 -1.4132831 3.3541044
#> lag1_var3 0.14556031 2.7501378 -3.4703569 4.2870251
#> lag1_var4 0.17999619 2.7945299 -4.0892258 3.8854957
#> const 0.23439080 6.4697051 -8.5109838 9.2414858
#> exo1 0.14281800 0.7072526 -0.6998376 1.3140741
#> exo2 0.05236458 0.5351770 -0.8492049 0.6184421
#> exo3 0.24770290 0.5794311 -0.5477223 0.9829589
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95703524 0.4392147 0.326552 1.50823017
#> lag1_var2 0.06268062 2.0163565 -3.232690 2.33727351
#> lag1_var3 0.81498418 3.2358736 -4.467642 4.61770268
#> lag1_var4 -0.26414860 3.2476947 -4.031806 5.07749508
#> const 1.12513177 8.4081201 -10.131226 11.70757274
#> exo1 -0.65196298 0.7052095 -1.843646 0.07006866
#> exo2 -0.79251072 0.7613342 -1.687288 0.34177478
#> exo3 -0.34313749 0.6845761 -1.263973 0.56618116
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5425209 0.2902122 0.1292885 0.86019873
#> lag1_var2 0.2644118 1.1071323 -1.5435284 1.52994134
#> lag1_var3 0.4316686 1.7531644 -2.4348662 2.49098610
#> lag1_var4 0.3255622 1.7268200 -1.6596226 3.18271350
#> const 0.3345797 4.8651680 -6.2056066 7.15665495
#> exo1 -0.5868088 0.3416931 -1.0792287 -0.18369399
#> exo2 -0.7776488 0.4784308 -1.3420400 -0.07821773
#> exo3 -0.1953911 0.3733679 -0.6916088 0.30955696
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009088106 0.001908397 0.007224549 0.01216827
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000031724 0.003442509 -0.00416739 0.003794766
#> Sigma[2,2] 0.067131452 0.014270393 0.04978846 0.088661621
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005168718 0.005382269 -0.01271312 0.002450518
#> Sigma[3,2] -0.043899083 0.022740127 -0.08200727 -0.024956696
#> Sigma[3,3] 0.258985402 0.057038242 0.19567254 0.343040459
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004821321 0.006155198 -0.01193215 0.00473737
#> Sigma[4,2] 0.002344061 0.018181790 -0.02802726 0.01948862
#> Sigma[4,3] 0.232553246 0.048566069 0.17661070 0.30282864
#> Sigma[4,4] 0.238180279 0.044489978 0.18607740 0.30487690
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86669038 0.06930358 0.7690483 0.96277006
#> lag1_var2 0.58578354 0.22169878 0.2698468 0.91749833
#> lag1_var3 0.79866570 0.34741663 0.2920727 1.31199800
#> lag1_var4 -0.79494846 0.33421420 -1.2931536 -0.31104281
#> const 3.10555813 0.61767215 2.1454025 3.78386182
#> exo1 -0.00934584 0.08380074 -0.1314800 0.09618232
#> exo2 -0.04420021 0.06021340 -0.1319517 0.03588374
#> exo3 -0.03412843 0.08618768 -0.1130016 0.11325267
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14756060 0.1507907 -0.05537374 0.3334744
#> lag1_var2 -0.20995068 0.3767497 -0.67879727 0.3091151
#> lag1_var3 -1.33466168 0.5603385 -2.06145569 -0.5042648
#> lag1_var4 1.33444782 0.5377502 0.53938574 2.0142264
#> const -3.21785049 2.0611879 -6.10901141 -0.7338808
#> exo1 0.18331915 0.2837100 -0.26927640 0.4906161
#> exo2 1.28009875 0.1847289 0.98938526 1.4600689
#> exo3 -0.03390275 0.2361318 -0.26038209 0.3376923
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8033879 0.2717505 0.379934 1.0704751
#> lag1_var2 -0.8526894 1.6461730 -2.919737 1.6327304
#> lag1_var3 -1.1812494 2.1497860 -3.846832 2.1138940
#> lag1_var4 1.9018759 2.1184831 -1.342938 4.5144799
#> const -1.6942281 4.9557089 -7.448095 5.6628022
#> exo1 -0.7685620 0.3038612 -1.122578 -0.3712754
#> exo2 -4.1813833 0.2950420 -4.577184 -3.8592162
#> exo3 -0.1039447 0.6822266 -1.079819 0.8036098
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9151345 0.2436324 0.5414349 1.1868520
#> lag1_var2 -1.2697259 1.5613117 -3.2518851 0.9749884
#> lag1_var3 -2.4970275 2.0689205 -5.0497228 0.4653425
#> lag1_var4 3.2259591 2.0321718 0.3214977 5.7485411
#> const -4.7315704 4.1497640 -9.3878863 0.9565254
#> exo1 -0.6632363 0.3335062 -1.0255881 -0.1772795
#> exo2 -3.3670247 0.3259756 -3.7612511 -2.9592143
#> exo3 -0.1149300 0.6090022 -0.8846904 0.7401737
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002531729 7.188764e-05 0.0001773866 0.00036597
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00186999 0.0009239617 0.0007609545 0.003191863
#> Sigma[2,2] 0.07948764 0.0263280127 0.0483900036 0.121207157
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003239783 0.001263629 -0.005112567 -0.00154424
#> Sigma[3,2] -0.079393900 0.032852102 -0.132667452 -0.04321708
#> Sigma[3,3] 0.106064584 0.042408596 0.059677475 0.17477502
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002190992 0.000848093 -0.003337606 -0.001052114
#> Sigma[4,2] -0.032242335 0.018359631 -0.062128985 -0.011947368
#> Sigma[4,3] 0.060187692 0.024432198 0.031149436 0.098432379
#> Sigma[4,4] 0.042387805 0.014574012 0.024878649 0.063491661
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989591434 0.01036284 0.973994121 1.002155121
#> lag1_var2 0.022620364 0.06922689 -0.056687920 0.134532325
#> lag1_var3 0.047121974 0.11121323 -0.078222149 0.226226994
#> lag1_var4 -0.047323063 0.11142733 -0.226151110 0.078882860
#> const 0.324479188 0.26370823 -0.032753557 0.674694653
#> exo1 0.009108489 0.01182009 -0.004220464 0.025365002
#> exo2 -0.053951987 0.01397885 -0.070064024 -0.034767456
#> exo3 -0.024439113 0.01882281 -0.048641273 0.001650658
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05306475 0.1557112 -0.1214448 0.25837850
#> lag1_var2 0.61346106 1.0393537 -0.6101259 2.00101917
#> lag1_var3 -0.45746220 1.7476025 -2.6042239 1.77205970
#> lag1_var4 0.45685467 1.7440038 -1.7762060 2.59736981
#> const -0.98685037 3.5352142 -5.6777926 3.48696424
#> exo1 -0.14634358 0.1922703 -0.3975293 0.10423253
#> exo2 -0.15449966 0.2223698 -0.4491363 0.18318893
#> exo3 -0.30673285 0.2987192 -0.7270288 0.06514219
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06729853 0.2157623 -0.3569294 0.2227970
#> lag1_var2 0.51507436 1.5179602 -1.9236360 2.1460808
#> lag1_var3 1.63517158 2.4949738 -2.3150664 4.4181504
#> lag1_var4 -0.68137447 2.4981132 -3.4660732 3.2714045
#> const 4.03220041 5.3778044 -2.8992375 11.5362300
#> exo1 -0.02934916 0.1463623 -0.2057207 0.1873544
#> exo2 -0.48744762 0.2181791 -0.8589097 -0.2779685
#> exo3 -0.02926469 0.4023127 -0.6260570 0.4725831
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02856221 0.12758642 -0.1923616 0.158633390
#> lag1_var2 0.59763082 0.95368123 -1.0358157 1.502696016
#> lag1_var3 0.87289311 1.55972539 -1.7869646 2.382666921
#> lag1_var4 0.09306650 1.56053846 -1.4054224 2.752808692
#> const 2.51010399 3.27101574 -1.8266612 7.173252151
#> exo1 -0.12394159 0.07078429 -0.1871557 0.001510478
#> exo2 -0.59735844 0.17552905 -0.8913076 -0.421355425
#> exo3 -0.21632242 0.30193054 -0.6157718 0.170706963
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001255377 0.0003613291 0.0007216439 0.001686799
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00774426 0.003536972 -0.01257625 -0.003070208
#> Sigma[2,2] 0.13294404 0.029415263 0.09128870 0.166607352
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003254426 0.001689862 0.001041947 0.005625971
#> Sigma[3,2] -0.074144497 0.013464749 -0.091771817 -0.053328019
#> Sigma[3,3] 0.097276415 0.016135772 0.078508885 0.122325095
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003348957 0.001648070 -0.002913709 0.001421631
#> Sigma[4,2] -0.0157427532 0.009929968 -0.027568368 -0.002316911
#> Sigma[4,3] 0.0719388451 0.014945198 0.052230484 0.094221434
#> Sigma[4,4] 0.0734023582 0.017171988 0.052541892 0.098029841
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94051743 0.02113159 0.912215470 0.96734684
#> lag1_var2 0.09081458 0.04112840 0.041466702 0.14684328
#> lag1_var3 0.23204468 0.08402215 0.128623149 0.34304179
#> lag1_var4 -0.21290225 0.07690525 -0.317660620 -0.11531027
#> const 0.73290008 0.24804272 0.367078911 1.04894232
#> exo1 0.03656860 0.02968837 -0.009568156 0.07393226
#> exo2 -0.24951512 0.02362725 -0.288161283 -0.22381983
#> exo3 -0.05479889 0.04158442 -0.103455620 0.00477570
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08651876 0.1725446 -0.3912532 0.09481649
#> lag1_var2 0.15505750 0.3220088 -0.3092104 0.50815065
#> lag1_var3 -1.33308941 0.6169895 -2.2873913 -0.58191796
#> lag1_var4 1.46526248 0.5980186 0.7441227 2.34864749
#> const -1.64071912 2.7568588 -5.3092818 1.99723963
#> exo1 -0.68127651 0.2522287 -0.9953883 -0.35142608
#> exo2 1.49396544 0.3165433 1.0787913 1.91624286
#> exo3 0.45765421 0.5026260 -0.1721645 1.20143365
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42698378 0.2311112 0.07378812 0.7141141
#> lag1_var2 -0.41616248 0.2284288 -0.77750071 -0.1377268
#> lag1_var3 -0.09423377 0.4785875 -0.82414211 0.4928437
#> lag1_var4 0.88938106 0.4402147 0.41001798 1.5995134
#> const -1.68702776 2.8947589 -5.89622230 1.2574800
#> exo1 0.50332743 0.1635978 0.32166062 0.7579743
#> exo2 -4.96654662 0.4370256 -5.41813792 -4.2779681
#> exo3 0.68345120 0.3059899 0.26865454 1.1269476
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4075242 0.2216205 0.08011848 0.6501103
#> lag1_var2 -0.7228814 0.1647096 -0.98765858 -0.5518170
#> lag1_var3 -1.5232319 0.4238954 -2.13825554 -1.0076978
#> lag1_var4 2.4020267 0.3674166 1.94996586 2.9739066
#> const -3.9357659 2.3133845 -7.35166782 -1.8351165
#> exo1 0.2326741 0.1457060 0.03799173 0.4089645
#> exo2 -4.8437737 0.4289465 -5.29073127 -4.1374582
#> exo3 1.0191893 0.2564647 0.75789309 1.4646741
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005844699 0.001919672 0.003874694 0.008742729
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005819684 0.004042538 -0.01226111 -0.001788785
#> Sigma[2,2] 0.034570342 0.013038373 0.02183180 0.055748365
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00534557 0.003531399 0.001046927 0.01050404
#> Sigma[3,2] -0.03268495 0.010702407 -0.050293930 -0.02189548
#> Sigma[3,3] 0.04035741 0.010533753 0.027597338 0.05734452
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008909033 0.001215302 -0.0005099902 0.002818349
#> Sigma[4,2] -0.0065858465 0.002723131 -0.0100090439 -0.003176877
#> Sigma[4,3] 0.0158980604 0.003981934 0.0108779041 0.020707621
#> Sigma[4,4] 0.0112235411 0.002478732 0.0080045752 0.014659216
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99620769 0.04314184 0.94315818 1.06233620
#> lag1_var2 0.06255125 0.17615055 -0.22689142 0.25387150
#> lag1_var3 0.06941656 0.23546737 -0.31179795 0.32831160
#> lag1_var4 -0.07343430 0.23940474 -0.33971353 0.31111935
#> const 0.40074330 1.03010669 -1.20930418 1.49759009
#> exo1 0.02913716 0.04817820 -0.03702579 0.09192715
#> exo2 -0.06643067 0.06365862 -0.13304677 0.03921684
#> exo3 -0.01944033 0.08517995 -0.15137008 0.08384470
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11956886 0.07879134 0.009533048 0.2109496
#> lag1_var2 0.12425824 0.29697562 -0.198318725 0.5436743
#> lag1_var3 -0.79294122 0.40745059 -1.197153977 -0.2546929
#> lag1_var4 0.78672577 0.40718446 0.246744431 1.1977750
#> const -1.45347551 1.68898766 -3.645958971 0.1943290
#> exo1 -0.08857257 0.16814476 -0.279257559 0.1821360
#> exo2 1.06839828 0.21188836 0.763944486 1.3571099
#> exo3 0.15450216 0.19792989 -0.124128317 0.4120973
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06501970 0.1022803 -0.1786718 0.0773856
#> lag1_var2 1.03448352 0.4637877 0.4646891 1.6242581
#> lag1_var3 2.04393187 0.6235085 1.2978168 2.8540338
#> lag1_var4 -1.09318732 0.6289717 -1.9189535 -0.3309132
#> const 4.63133822 2.6710093 1.6016288 8.4611475
#> exo1 0.09411157 0.1862016 -0.2160455 0.2911360
#> exo2 -1.55433747 0.1921192 -1.8043806 -1.2727247
#> exo3 0.08434038 0.2046449 -0.1771936 0.3968869
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02909571 0.05218122 -0.03601861 0.09917936
#> lag1_var2 0.80249344 0.25329532 0.46511269 1.14403322
#> lag1_var3 1.00973573 0.35397900 0.58208519 1.54353664
#> lag1_var4 -0.05123743 0.36431993 -0.60410566 0.39687756
#> const 2.50611706 1.69746915 0.28410951 5.06200457
#> exo1 0.02550471 0.07718110 -0.08798762 0.11813713
#> exo2 -0.76870033 0.10047078 -0.90233380 -0.63440178
#> exo3 0.21371774 0.10906241 0.05535024 0.33950414
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02852254 0.007092918 0.02196049 0.04018991
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01680728 0.004690359 -0.02366031 -0.01088287
#> Sigma[2,2] 0.04073529 0.006322877 0.03331695 0.05014855
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01260965 0.004246614 0.006569107 0.01794939
#> Sigma[3,2] -0.03838438 0.010196479 -0.052633215 -0.02509856
#> Sigma[3,3] 0.05971050 0.014694638 0.038604224 0.08104924
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005010669 0.004005443 -0.000716587 0.010000593
#> Sigma[4,2] -0.022571708 0.009624395 -0.037098117 -0.009928207
#> Sigma[4,3] 0.050147468 0.012692409 0.031782715 0.067779699
#> Sigma[4,4] 0.048195135 0.010802011 0.032946958 0.061934356
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58997513 0.1096840 0.41217759 0.707723004
#> lag1_var2 0.26364147 0.1616955 0.04722353 0.462865785
#> lag1_var3 0.59081528 0.3754593 0.12566933 1.100352208
#> lag1_var4 -0.42145861 0.3393573 -0.87779550 -0.004377785
#> const 2.48788935 1.1921532 1.09163706 4.305393436
#> exo1 0.08162247 0.1034350 -0.06096969 0.211374235
#> exo2 -0.36892530 0.1910466 -0.64356110 -0.088856414
#> exo3 0.11945384 0.1988677 -0.08165040 0.449303491
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34900570 0.1537457 0.1313830 0.5274837
#> lag1_var2 0.67415406 0.2135081 0.3833991 0.9632703
#> lag1_var3 -0.08303925 0.5279308 -0.9219208 0.4199517
#> lag1_var4 -0.01202017 0.4574517 -0.4983202 0.7128107
#> const 1.28824782 1.3631816 -0.3544066 3.1971578
#> exo1 0.08142910 0.1702608 -0.1502301 0.3116520
#> exo2 0.50495253 0.2519143 0.2248935 0.8937742
#> exo3 0.20777070 0.2733674 -0.1660512 0.5246993
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07826821 0.2660593 -0.3427469 0.29692402
#> lag1_var2 0.44260038 0.2258306 0.1873158 0.80844768
#> lag1_var3 1.34405009 0.4706195 0.7749795 2.00509604
#> lag1_var4 -0.43191962 0.3610383 -0.9852673 -0.04872144
#> const 0.85006030 1.6774613 -1.2869261 3.07099915
#> exo1 -0.02603719 0.2706290 -0.4169916 0.36170937
#> exo2 -1.48375389 0.3118059 -1.9844458 -1.13053757
#> exo3 -0.23412636 0.2421912 -0.5433569 0.08262118
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07522141 0.2466587 -0.2094406 0.3992113
#> lag1_var2 0.49238034 0.2007064 0.3039776 0.8353115
#> lag1_var3 0.71251805 0.4528000 0.1663740 1.3859125
#> lag1_var4 0.18102089 0.3628966 -0.3690609 0.6300143
#> const 0.31178214 1.8125565 -2.3796209 2.6372416
#> exo1 0.01803079 0.2551953 -0.3427488 0.3846699
#> exo2 -1.54599877 0.2475327 -1.9063195 -1.2529634
#> exo3 -0.17472092 0.2421229 -0.4764350 0.1218261
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001133139 0.0002835386 0.000753902 0.001470277
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03247067 0.015235 -0.05486805 -0.01485724
#> Sigma[2,2] 4.28546531 1.501422 3.03733264 6.71508206
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02496469 0.01034324 0.01314782 0.04007938
#> Sigma[3,2] -2.61170326 0.96572648 -4.21995514 -1.80614607
#> Sigma[3,3] 1.77839123 0.60783245 1.26523000 2.81475623
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003723586 0.003818723 -0.001820673 0.008865818
#> Sigma[4,2] 0.293268979 0.113489468 0.153644150 0.458582084
#> Sigma[4,3] 0.049144573 0.098957236 -0.094930068 0.176316907
#> Sigma[4,4] 0.301210821 0.050690692 0.224879417 0.359638377
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95336093 0.04737039 0.880486075 0.99779554
#> lag1_var2 0.02366354 0.03415588 -0.009228191 0.07923206
#> lag1_var3 0.02776589 0.05330987 -0.019648539 0.11589655
#> lag1_var4 -0.02042219 0.04056654 -0.085894071 0.01865783
#> const 0.42446865 0.27964930 0.024929669 0.80767399
#> exo1 0.03351819 0.03265643 -0.017883308 0.07303074
#> exo2 -0.25019153 0.05036320 -0.319703653 -0.18404728
#> exo3 0.03769523 0.04011273 -0.017230151 0.09747832
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7322087 3.865838 -3.016675 7.8720162
#> lag1_var2 -0.2904616 3.155657 -4.968569 3.8606906
#> lag1_var3 -1.5090349 4.839453 -8.777362 4.7576213
#> lag1_var4 0.9613278 3.716614 -3.881209 6.4954767
#> const 4.7605902 19.292676 -25.612919 24.9429032
#> exo1 -1.8462916 2.017582 -4.014276 0.9432159
#> exo2 8.3326258 2.204988 5.712774 11.2245445
#> exo3 -1.7609358 2.550405 -4.580381 2.5027489
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3715702 2.517795 -4.4208819 2.759963
#> lag1_var2 0.2634890 2.019044 -2.3864695 3.242224
#> lag1_var3 0.9829122 3.104773 -3.0321350 5.578297
#> lag1_var4 0.1101284 2.366141 -3.3701202 3.153096
#> const -3.0887248 10.689869 -13.3977787 13.212645
#> exo1 1.3497141 1.146041 -0.3609065 2.602044
#> exo2 -7.8807189 1.454192 -9.9876761 -6.362137
#> exo3 2.1211080 1.761683 -0.5798638 4.621405
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9389050 0.7349974 -0.04344855 1.71694868
#> lag1_var2 -0.5925441 0.4799140 -1.16493722 0.10466545
#> lag1_var3 -1.0541405 0.7511661 -1.96271297 0.02030493
#> lag1_var4 1.7543388 0.5918914 0.91551807 2.46100180
#> const -1.8075588 6.0439880 -11.15503211 4.14871257
#> exo1 0.1644152 0.5733186 -0.50215672 1.11674357
#> exo2 -2.7565715 0.4859936 -3.47309880 -2.16692519
#> exo3 1.1724258 0.6703170 0.15202824 1.98069291
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009558988 0.0003354599 0.0005481662 0.001390676
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007797788 0.003239278 -0.01200575 -0.003243971
#> Sigma[2,2] 0.215287644 0.033537644 0.17315947 0.266182357
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008812935 0.005763288 0.001442245 0.01677395
#> Sigma[3,2] -0.167422519 0.067012932 -0.244646897 -0.07871592
#> Sigma[3,3] 0.801885263 0.123011826 0.651424388 0.97584766
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005135907 0.00584434 -0.003321628 0.01227844
#> Sigma[4,2] -0.056487017 0.06772828 -0.139123627 0.03036721
#> Sigma[4,3] 0.772534580 0.13854724 0.579350346 0.94842328
#> Sigma[4,4] 0.806149772 0.16424706 0.570242006 0.97911824
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954389629 0.01721296 0.930456864 0.97820410
#> lag1_var2 0.022775643 0.03996868 -0.035504655 0.06615145
#> lag1_var3 0.055375385 0.07625941 -0.056722724 0.13999144
#> lag1_var4 -0.042393500 0.06943033 -0.117260104 0.06053764
#> const 0.518576416 0.15723116 0.275849827 0.72120637
#> exo1 0.007066362 0.02036312 -0.021057302 0.03168613
#> exo2 -0.051672995 0.05075115 -0.105197789 0.03084208
#> exo3 0.042642564 0.03678953 -0.008272366 0.08879118
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3496412 0.3492822 -0.1648360 0.8301268
#> lag1_var2 0.1056785 0.7350765 -0.8394717 1.2413453
#> lag1_var3 -1.5494301 1.3815227 -3.3253348 0.5482062
#> lag1_var4 1.4128446 1.2925471 -0.5917795 3.0656779
#> const -1.1551409 3.7434600 -5.7802336 3.8610026
#> exo1 -0.3217487 0.3903921 -0.8849985 0.2293977
#> exo2 0.3574429 0.6544619 -0.5578714 1.2115625
#> exo3 -0.1426829 0.6118794 -0.7899472 0.7380449
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3776428 0.4773944 -1.1085746 0.1613364
#> lag1_var2 2.6634353 1.1075693 1.1152063 3.8916765
#> lag1_var3 5.5583934 2.0438701 2.7805088 7.8448915
#> lag1_var4 -4.5816722 1.9330189 -6.7232949 -1.8798081
#> const 9.4739554 4.5468223 3.4329145 15.2161669
#> exo1 0.2229532 0.7317707 -0.8642202 1.0179193
#> exo2 -1.9199143 0.6961747 -2.7903716 -0.8774929
#> exo3 -0.2208785 1.1847140 -1.5720235 1.6617073
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23189147 0.4368686 -0.8362225 0.3015891
#> lag1_var2 2.62437292 1.0252060 1.1503653 3.6073306
#> lag1_var3 4.51841175 1.8752355 1.8874996 6.3917634
#> lag1_var4 -3.59256193 1.7852905 -5.3152358 -1.0628703
#> const 8.60686975 4.4110372 2.3201991 13.9924673
#> exo1 0.03648319 0.9054037 -1.4075237 0.9939420
#> exo2 -1.83147590 0.6187156 -2.6561467 -0.9202417
#> exo3 -0.30048249 1.1680479 -1.6644273 1.4641928
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004627735 0.0001352257 0.0002544705 0.0006308256
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00283307 0.001422199 -0.004937051 -0.0009427379
#> Sigma[2,2] 0.04588614 0.016894940 0.028915931 0.0732165983
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001383855 0.001617192 -0.0003556268 0.004000909
#> Sigma[3,2] -0.044222920 0.021424450 -0.0806501409 -0.025285941
#> Sigma[3,3] 0.091271354 0.031752909 0.0602219381 0.142959427
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005970652 0.001138863 -0.001798371 0.0011679232
#> Sigma[4,2] -0.0174431209 0.016766449 -0.043001412 0.0003560532
#> Sigma[4,3] 0.0747664197 0.025168620 0.043024955 0.1113270956
#> Sigma[4,4] 0.0759770414 0.020622006 0.051755534 0.1067383778
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95525908 0.02201589 0.92303256 0.98381897
#> lag1_var2 0.02598798 0.03119236 -0.01340196 0.06672858
#> lag1_var3 0.04274827 0.04619926 -0.02490082 0.10327679
#> lag1_var4 -0.03629743 0.04137648 -0.09049428 0.02435064
#> const 0.59051873 0.20984642 0.32499749 0.84650082
#> exo1 0.01445535 0.02194902 -0.01677363 0.04267895
#> exo2 -0.06907169 0.02806876 -0.10826588 -0.03682324
#> exo3 0.00856461 0.02541421 -0.02497471 0.03787714
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39156996 0.2468716 0.13717452 0.8043711
#> lag1_var2 0.44430685 0.3630406 -0.08908103 0.9107468
#> lag1_var3 -0.08232207 0.5978962 -0.93350830 0.7296455
#> lag1_var4 0.07417964 0.5278830 -0.63494800 0.8273725
#> const 0.22824320 1.9038127 -2.08008673 2.9213328
#> exo1 -0.08042955 0.1944648 -0.31312014 0.2034141
#> exo2 1.71113266 0.2413473 1.33746182 1.9659184
#> exo3 0.75828800 0.3269492 0.32349310 1.2262954
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60818515 0.2970272 -1.0584241 -0.2730500
#> lag1_var2 0.80332748 0.4635321 0.2358043 1.4751972
#> lag1_var3 1.39531762 0.7944330 0.1826906 2.3729145
#> lag1_var4 -0.36751739 0.6945818 -1.2234317 0.6858377
#> const 2.26231125 2.2876270 -0.7619394 5.2838439
#> exo1 -0.02059035 0.3338328 -0.4307729 0.4718902
#> exo2 -1.59961500 0.3274679 -2.0659095 -1.1467264
#> exo3 -0.86684505 0.5116646 -1.5102178 -0.1652046
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.44796283 0.2425246 -0.8190898 -0.13039735
#> lag1_var2 0.69086171 0.3510493 0.2513311 1.19426756
#> lag1_var3 0.65552398 0.5940943 -0.2056069 1.36445825
#> lag1_var4 0.40884348 0.5187976 -0.2093999 1.15811639
#> const 0.96273638 1.8488802 -2.0267455 3.06618153
#> exo1 -0.08217146 0.2926248 -0.4321623 0.33298835
#> exo2 -0.60735898 0.2526135 -1.0119575 -0.34628963
#> exo3 -0.46642485 0.4156053 -0.9250318 0.09936383
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002096802 0.0007724714 0.001193794 0.003260685
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08364048 0.03856857 -0.1402038 -0.04191993
#> Sigma[2,2] 8.37439066 2.87821925 6.3300376 13.73211554
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04592966 0.02345476 0.01995369 0.08086824
#> Sigma[3,2] -4.97087444 1.75259483 -8.22871044 -3.61471217
#> Sigma[3,3] 3.48649728 1.17533818 2.38513798 5.61420001
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002221751 0.004849968 -0.008918251 0.003643546
#> Sigma[4,2] 0.051493681 0.354985302 -0.310002582 0.597999252
#> Sigma[4,3] 0.546269629 0.251154803 0.180038110 0.861979785
#> Sigma[4,4] 0.636788210 0.133129889 0.526847108 0.874542142
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9811471147 0.02781655 0.939084595 1.01102762
#> lag1_var2 0.0189508080 0.03218696 -0.024195395 0.06578703
#> lag1_var3 0.0251495010 0.05451058 -0.048159877 0.10412896
#> lag1_var4 -0.0258101224 0.05022569 -0.098511828 0.04124363
#> const 0.4856374022 0.44465503 0.009290550 1.13140650
#> exo1 -0.0004186919 0.05746939 -0.073315775 0.08395604
#> exo2 -0.0118336049 0.02640857 -0.047622705 0.01560413
#> exo3 0.0515077348 0.03836232 0.009810742 0.11264406
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.035598 1.067484 -2.61496806 0.2373752
#> lag1_var2 2.218824 1.225798 0.57473838 3.7877109
#> lag1_var3 2.673005 2.119017 -0.09888037 5.3850913
#> lag1_var4 -2.217067 1.948928 -4.82100044 0.1998107
#> const 1.934226 20.274459 -22.26016739 32.8807597
#> exo1 1.192524 3.050465 -3.05065379 4.6316928
#> exo2 1.920259 2.129782 -0.91581652 5.1122530
#> exo3 -2.100230 2.649339 -5.29817002 1.8475261
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1424550 0.6360882 0.4899397 2.1395346
#> lag1_var2 -1.2101869 0.7608723 -2.1998125 -0.2282941
#> lag1_var3 -1.3578310 1.2924455 -3.0335270 0.3183778
#> lag1_var4 1.9498823 1.1694739 0.4910733 3.5067170
#> const -5.4978947 12.5280930 -25.5326874 6.3334497
#> exo1 -0.6886425 1.9127594 -3.1385567 2.3957648
#> exo2 -1.1090810 0.8983228 -2.2739823 0.2086091
#> exo3 1.2385648 1.9323218 -1.8895661 3.3278661
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.496146582 0.1461432 0.3293250 0.7047539
#> lag1_var2 -0.242322410 0.3308970 -0.6496538 0.2610826
#> lag1_var3 -0.345532815 0.5371224 -1.0126354 0.4600483
#> lag1_var4 1.246703893 0.5024105 0.4775967 1.8582930
#> const -5.782846672 4.1581966 -10.6821665 0.5558023
#> exo1 0.005757258 0.9668480 -1.3694132 1.2112358
#> exo2 0.069386323 0.6509089 -0.7972742 0.9940552
#> exo3 -0.032724749 0.8056845 -0.9653521 1.1986927
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005228549 0.0001630055 0.0003197654 0.0007115214
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002616928 0.003258588 -0.007790262 0.0003713094
#> Sigma[2,2] 0.287240937 0.100358225 0.197496776 0.4474389961
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003155694 0.001716837 -0.005895222 -0.0009138748
#> Sigma[3,2] -0.086504631 0.065996250 -0.160788240 -0.0036828361
#> Sigma[3,3] 0.523339759 0.162179421 0.335222299 0.7715792865
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004864127 0.001926613 -0.007632031 -0.002429519
#> Sigma[4,2] 0.077410384 0.103256143 -0.019538747 0.241636197
#> Sigma[4,3] 0.494711521 0.154240172 0.333878177 0.753989337
#> Sigma[4,4] 0.560975307 0.149416320 0.415597921 0.814520299
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00657887 0.01782392 0.979131496 1.026207354
#> lag1_var2 -0.02136047 0.04355922 -0.079951392 0.038958489
#> lag1_var3 -0.04132526 0.07726575 -0.147127097 0.063773372
#> lag1_var4 0.03518299 0.07358300 -0.065426098 0.135740397
#> const 0.20445911 0.22244632 -0.088376140 0.523179484
#> exo1 -0.01748933 0.02304307 -0.048958836 0.009446775
#> exo2 -0.03131750 0.02933893 -0.069463022 0.010444218
#> exo3 0.04209092 0.02408764 0.008833757 0.076627135
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3597043 0.4511879 -0.9065537 0.35308587
#> lag1_var2 0.9416665 0.9814481 -0.5542882 2.03491204
#> lag1_var3 0.5368011 1.7425477 -2.2017218 2.36880826
#> lag1_var4 -0.3638182 1.6387026 -2.0910363 2.19035019
#> const 0.7006312 5.7340881 -6.6981022 10.00530719
#> exo1 0.7330002 0.4214785 0.2009789 1.32684481
#> exo2 1.1786916 0.8255677 0.1085398 2.30067254
#> exo3 -1.2049255 0.7331589 -1.8916532 -0.00928327
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6986104 0.5013441 0.2164456 1.4871259
#> lag1_var2 -1.1893805 1.3192395 -2.8735250 0.5857363
#> lag1_var3 -1.4735816 2.3818364 -4.5239209 1.5410946
#> lag1_var4 2.2262515 2.2523704 -0.6968192 5.0818589
#> const -3.9994001 5.0768969 -11.7101644 1.3508062
#> exo1 -0.7118337 0.8990052 -1.8382785 0.5866393
#> exo2 -0.4235949 0.6874494 -1.3445873 0.3883810
#> exo3 1.5583706 0.6980860 0.8514254 2.6857438
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5084530 0.5075282 0.004295378 1.2951031
#> lag1_var2 -0.9724939 1.3108320 -2.902511023 0.6803365
#> lag1_var3 -1.7307478 2.3152681 -5.175668335 1.1054250
#> lag1_var4 2.5965284 2.1993933 -0.148088670 5.8302848
#> const -4.7749926 5.8013018 -14.846873609 0.8873235
#> exo1 -0.3295185 0.8347379 -1.351211379 0.8574802
#> exo2 0.3100445 0.5967715 -0.450470116 1.1751614
#> exo3 0.9074498 0.7797902 0.080629919 2.2459168
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00200574 0.0006549312 0.001414137 0.003156951
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1001658 0.04191673 -0.1740572 -0.06084206
#> Sigma[2,2] 6.8755093 3.41852459 3.9972706 12.23820479
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06829957 0.02734717 0.04076723 0.115311
#> Sigma[3,2] -4.52486571 2.24767130 -7.95063144 -2.488816
#> Sigma[3,3] 3.32177955 1.43910765 2.00495820 5.508603
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009259681 0.003793577 0.004024702 0.01473804
#> Sigma[4,2] -0.450682207 0.282249157 -0.894193168 -0.09437223
#> Sigma[4,3] 0.685597372 0.172755451 0.485614377 0.93344914
#> Sigma[4,4] 0.470896617 0.103456602 0.354304133 0.61679964
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.044204930 0.02046460 1.01597561 1.06904964
#> lag1_var2 0.005014939 0.05991645 -0.06480348 0.09788195
#> lag1_var3 0.001394313 0.10218310 -0.11690046 0.16013187
#> lag1_var4 -0.026369686 0.09340630 -0.16807480 0.08423698
#> const 0.404812116 0.30505752 -0.04701430 0.77973650
#> exo1 -0.015129125 0.02113350 -0.03758885 0.02020843
#> exo2 -0.024528399 0.05171733 -0.07587694 0.05286192
#> exo3 0.086033912 0.06024178 0.01465935 0.18108056
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.9078395 1.248458 -6.292298 -3.3852978
#> lag1_var2 6.0060625 2.501649 2.175201 8.7690219
#> lag1_var3 9.1485560 4.330778 2.574915 13.9605863
#> lag1_var4 -7.4180076 3.922074 -11.990667 -1.5719432
#> const 19.0403224 17.804420 -9.425848 36.6743103
#> exo1 -1.1593631 1.732611 -3.678830 1.3684071
#> exo2 0.5318349 2.259577 -3.381299 2.5533370
#> exo3 -2.2620783 3.365515 -7.868324 0.8196963
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.5379207 0.9324598 2.46433758 4.6767912
#> lag1_var2 -3.3622671 1.8601687 -5.72508067 -0.5661802
#> lag1_var3 -5.0013647 3.2144779 -9.01688174 -0.1910803
#> lag1_var4 4.6985359 2.8874264 0.41238254 8.3604522
#> const -9.0894593 14.5831538 -23.33883228 14.3980553
#> exo1 1.3442030 1.1988558 0.08086367 3.1938060
#> exo2 -0.2993286 1.8352664 -2.55034397 2.6288679
#> exo3 0.1478866 2.1364310 -2.08109979 3.7587181
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68496601 0.3095187 0.3376887 1.1658593
#> lag1_var2 -0.25356286 0.7765198 -1.4448171 0.6609995
#> lag1_var3 -0.32852539 1.3182823 -2.3364737 1.1964085
#> lag1_var4 1.05121853 1.1690941 -0.2553905 2.8996392
#> const 0.95685684 5.0470910 -5.6407775 8.2328684
#> exo1 0.71405537 0.7223501 -0.4198504 1.4023196
#> exo2 0.04640792 0.8669586 -1.2007636 1.2431658
#> exo3 -1.27554874 0.5496954 -2.0044711 -0.4609146
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01903191 0.003563016 0.01470061 0.02459796
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0291200 0.01167175 -0.04638371 -0.0156899
#> Sigma[2,2] 0.3198964 0.10861405 0.23689796 0.4981786
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03681669 0.02282654 0.001618999 0.06078305
#> Sigma[3,2] -0.23583241 0.13511353 -0.446177362 -0.11793330
#> Sigma[3,3] 0.81866367 0.22775904 0.625401369 1.19576609
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01767716 0.02184682 -0.01332991 0.04545461
#> Sigma[4,2] -0.02846328 0.08995145 -0.15642127 0.08460788
#> Sigma[4,3] 0.69394250 0.17041297 0.54615231 1.00155553
#> Sigma[4,4] 0.70532855 0.14022864 0.57625931 0.94733337
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98537685 0.07788211 0.89944719 1.1013481
#> lag1_var2 0.01872676 0.26598288 -0.42120621 0.3121265
#> lag1_var3 0.01430314 0.42547244 -0.67726173 0.5030459
#> lag1_var4 -0.01583729 0.41157726 -0.48813448 0.6522079
#> const 0.46467734 0.91755887 -0.93194932 1.5274175
#> exo1 -0.04131519 0.13551702 -0.23766891 0.1356976
#> exo2 -0.78827226 0.15400099 -0.94624186 -0.5703043
#> exo3 0.09295190 0.14111072 -0.09612001 0.2644686
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.05293208 0.4167155 -1.5411793 -0.4407845
#> lag1_var2 2.76046620 1.3446730 0.6817614 4.1814887
#> lag1_var3 2.99145282 2.0963647 -0.2473175 5.2202487
#> lag1_var4 -2.76978311 2.0055716 -4.9091636 0.3223266
#> const 11.16718433 4.4495241 5.7319138 17.1784603
#> exo1 -0.04599719 0.5250752 -0.7736059 0.6191851
#> exo2 0.92957042 0.5442169 0.2215351 1.7900916
#> exo3 -0.70519945 0.4144018 -1.3295577 -0.1704194
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9308845 0.7270835 0.9269423 2.827326
#> lag1_var2 -3.1412154 2.2014064 -5.9529421 -0.344394
#> lag1_var3 -3.7904065 3.4327843 -8.1460191 0.620749
#> lag1_var4 4.3007943 3.2865234 0.1230579 8.511441
#> const -13.3182345 8.5173552 -25.8006793 -3.311300
#> exo1 0.4352817 0.9270020 -0.6460257 1.654500
#> exo2 -3.2913141 0.7492721 -4.5818019 -2.645310
#> exo3 0.3183031 0.8103715 -0.8176376 1.227750
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2845016 0.5560367 0.5837238 2.01667354
#> lag1_var2 -1.6738733 1.6648597 -4.3444032 -0.07040174
#> lag1_var3 -2.3374588 2.5754786 -6.4462038 0.17030945
#> lag1_var4 2.9954902 2.4782200 0.6047265 6.95731616
#> const -7.1565077 6.7800195 -17.8831162 1.35621400
#> exo1 0.4227396 0.7044281 -0.6149801 1.23576661
#> exo2 -2.7515926 0.6410933 -3.8422043 -2.11952480
#> exo3 -0.1586714 0.8176887 -1.3964296 0.72435819
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001208521 0.0005220435 0.0006725288 0.002141827
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008005635 0.004790721 -0.01617685 -0.003576562
#> Sigma[2,2] 0.247549929 0.090402810 0.14152004 0.393891268
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002092842 0.001499553 -0.001898138 0.002121955
#> Sigma[3,2] -0.0761269038 0.041719115 -0.140703005 -0.023536633
#> Sigma[3,3] 0.1087334863 0.027047656 0.078320192 0.151711026
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00445700 0.00253613 -0.008517572 -0.001676013
#> Sigma[4,2] 0.05481341 0.04290813 0.013541614 0.120803031
#> Sigma[4,3] 0.07748850 0.01315240 0.060834885 0.095984712
#> Sigma[4,4] 0.11668912 0.02102020 0.093650526 0.147180466
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.005678432 0.03050834 0.96178727 1.03971637
#> lag1_var2 -0.055241312 0.06333886 -0.13073817 0.03532905
#> lag1_var3 -0.106453200 0.12664571 -0.25738144 0.07511264
#> lag1_var4 0.099989000 0.11912741 -0.07106049 0.24237421
#> const 0.233903345 0.42882762 -0.16633303 0.95610115
#> exo1 -0.002227063 0.04115800 -0.06239339 0.04771677
#> exo2 -0.093381428 0.03424622 -0.13399470 -0.03804040
#> exo3 0.062514503 0.03317494 0.01317599 0.10420907
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68344005 0.4055056 -1.3549724 -0.3519136
#> lag1_var2 2.04558308 0.8298450 1.4271273 3.4300292
#> lag1_var3 2.29824851 1.7018022 1.0064155 5.0066251
#> lag1_var4 -2.10544904 1.5688569 -4.6413217 -0.9100668
#> const 8.52835896 4.7313528 1.8688071 14.5334575
#> exo1 -0.03489443 0.4766657 -0.8663791 0.3339220
#> exo2 1.90596316 0.5090922 1.1318113 2.4918913
#> exo3 -0.57150961 0.6398822 -1.3303657 0.3925306
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06604598 0.3270808 -0.3368798 0.5276552
#> lag1_var2 -0.04007105 0.7003637 -1.0109664 0.8397035
#> lag1_var3 0.71768806 1.4387824 -1.2746174 2.5795317
#> lag1_var4 0.24840322 1.3276531 -1.4721090 2.0607386
#> const -1.21907674 2.9997705 -5.5120925 2.6705260
#> exo1 0.20158114 0.2799406 -0.1442006 0.6185997
#> exo2 -1.57685084 0.3197802 -2.1054366 -1.2532475
#> exo3 0.85034379 0.3698064 0.3758954 1.3438695
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3491171 0.2435450 -0.72183548 -0.03579281
#> lag1_var2 0.7951363 0.4687133 0.19465768 1.43778973
#> lag1_var3 1.4759058 0.9528134 0.24431415 2.81124907
#> lag1_var4 -0.3649709 0.8852871 -1.59973272 0.78192420
#> const 2.3627610 3.3327191 -2.11944984 7.15959668
#> exo1 0.2107885 0.2295962 -0.09318295 0.50148371
#> exo2 -0.7948145 0.3218180 -1.24905729 -0.40166080
#> exo3 0.5971335 0.3672751 0.04395034 0.99549235
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005506661 0.001577305 0.003706686 0.00767123
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04255981 0.01579803 -0.06945849 -0.02657245
#> Sigma[2,2] 1.13660821 0.25052056 0.89001257 1.55006698
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03885164 0.0251636 0.01368155 0.07720781
#> Sigma[3,2] -0.95695512 0.2552580 -1.33359272 -0.66191766
#> Sigma[3,3] 2.11641691 0.5165067 1.56571991 2.99993668
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01324749 0.01943779 -0.004819544 0.04479593
#> Sigma[4,2] -0.28131472 0.21239896 -0.637996175 -0.04519200
#> Sigma[4,3] 1.59180906 0.41063295 1.125860949 2.25727473
#> Sigma[4,4] 1.47160653 0.30546350 1.108469894 1.94009210
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93193182 0.03038167 0.88895573 0.96884459
#> lag1_var2 0.15308953 0.07732819 0.05230046 0.24244009
#> lag1_var3 0.25607139 0.13077626 0.08370393 0.41540801
#> lag1_var4 -0.24789365 0.12743438 -0.40514281 -0.07937880
#> const 1.04150906 0.48640426 0.40261093 1.66437004
#> exo1 0.03049509 0.06276489 -0.03066867 0.12751735
#> exo2 -0.14996429 0.08253793 -0.25329242 -0.04938208
#> exo3 0.11731132 0.08526576 0.04242339 0.24641503
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02626448 0.4724930 -0.5642692 0.6713569
#> lag1_var2 0.16542330 1.1534378 -1.1536604 1.9081647
#> lag1_var3 -1.19053418 2.0064390 -3.4883065 1.8924315
#> lag1_var4 1.14702155 1.9750830 -1.8914125 3.4066113
#> const 2.64189242 10.4227899 -8.0842713 16.1527762
#> exo1 -0.83963987 0.8846385 -1.8625162 0.1919975
#> exo2 -0.13025770 1.2212051 -2.2859092 1.1547433
#> exo3 -0.74571535 1.1874162 -2.4555156 0.7976987
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8702509 0.6104221 0.09885043 1.640525
#> lag1_var2 -1.4240688 1.5472855 -3.12420771 0.563612
#> lag1_var3 -1.1689669 2.6810471 -4.23392287 2.154611
#> lag1_var4 1.9782426 2.6246617 -1.30046147 5.024253
#> const -6.9526502 12.9791680 -25.52069697 7.949382
#> exo1 0.4142139 1.2221038 -1.15236898 2.346474
#> exo2 -0.3018958 1.2962325 -2.45805224 1.218460
#> exo3 3.4568467 1.7591976 1.06793936 5.678685
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95164521 0.5119045 0.1421569 1.49301030
#> lag1_var2 -1.74858579 1.4045880 -3.6199914 0.02611727
#> lag1_var3 -2.58215040 2.3885432 -5.6545799 0.42858557
#> lag1_var4 3.36614912 2.3316320 0.3924832 6.32912840
#> const -6.87269627 10.1749335 -18.5446031 9.12373955
#> exo1 -0.09320569 1.0442016 -1.5069589 1.52601658
#> exo2 -0.42403799 1.0240993 -1.9377427 0.93969377
#> exo3 2.98976274 1.3266999 1.1287477 4.45792713
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001267566 0.000401978 0.0008090103 0.001867306
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004656231 0.003181182 -0.009580548 -0.00105046
#> Sigma[2,2] 0.300159523 0.068726909 0.209380979 0.39805059
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004082556 0.002751548 0.0004652542 0.007993926
#> Sigma[3,2] -0.254903232 0.058822811 -0.3422354894 -0.179890297
#> Sigma[3,3] 0.225691049 0.051487223 0.1632167922 0.305961573
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.287008e-05 0.0005809606 -0.0008253687 0.0007036858
#> Sigma[4,2] 4.911157e-03 0.0042318025 0.0005690234 0.0117743642
#> Sigma[4,3] 5.043955e-03 0.0040234105 -0.0001071630 0.0107039197
#> Sigma[4,4] 9.500164e-03 0.0024658696 0.0064247505 0.0128736495
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97530899 0.02809517 0.935982134 1.00425670
#> lag1_var2 0.06309115 0.09244996 -0.059833802 0.17150563
#> lag1_var3 0.07918138 0.11021123 -0.068621956 0.21149373
#> lag1_var4 -0.07825488 0.10822570 -0.203079543 0.06824113
#> const 0.53185353 0.46431650 -0.181427510 1.13844477
#> exo1 0.01099896 0.02623857 -0.025612468 0.04583316
#> exo2 -0.07810081 0.03698276 -0.110223893 -0.01114475
#> exo3 0.02885269 0.02758461 -0.004733409 0.06828046
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17038672 0.3089803 -0.5545795 0.2771386
#> lag1_var2 0.85908115 0.9417186 -0.1265095 2.2608711
#> lag1_var3 -0.05317689 1.0933400 -1.2405934 1.5621239
#> lag1_var4 0.08407023 1.1299309 -1.5442480 1.2253485
#> const 1.47339714 5.4191478 -5.2565421 9.3585481
#> exo1 0.29309249 0.5735972 -0.5498937 1.0769700
#> exo2 0.62294398 0.5087341 -0.1355885 1.2396233
#> exo3 0.54723073 0.7402956 -0.3550335 1.6739842
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25253340 0.2556852 -0.1347570 0.5324786
#> lag1_var2 0.02897694 0.9216627 -1.3890095 1.0205515
#> lag1_var3 0.88874590 1.0671774 -0.7455485 2.0642726
#> lag1_var4 0.03635557 1.0902946 -1.0997078 1.6815023
#> const 0.28189634 4.7063317 -6.5848337 6.0705531
#> exo1 -0.20505418 0.5144460 -0.9886420 0.4826118
#> exo2 -1.41249118 0.4446482 -1.9648470 -0.7911177
#> exo3 -0.20235276 0.6171086 -1.1580317 0.5235536
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10778422 0.06277351 0.04149410 0.1847308
#> lag1_var2 0.38086566 0.17139621 0.21157630 0.6584925
#> lag1_var3 0.39037026 0.19262311 0.18352092 0.6947969
#> lag1_var4 0.57416732 0.19402814 0.26344861 0.7775624
#> const 0.39505632 0.42205328 -0.21150495 0.8869415
#> exo1 0.04951617 0.08946999 -0.06259551 0.1841641
#> exo2 -0.90506805 0.06453140 -0.97354623 -0.8081617
#> exo3 0.27699486 0.08387544 0.16162415 0.3820577
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004306797 0.001757754 0.002302417 0.007005482
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007065618 0.01025892 -0.01609944 0.008429106
#> Sigma[2,2] 0.406107643 0.11965369 0.29317347 0.580585258
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01490228 0.01194401 0.000304336 0.03116691
#> Sigma[3,2] -0.46909704 0.13745684 -0.700766111 -0.35389852
#> Sigma[3,3] 0.68147099 0.16822029 0.512604012 0.97157438
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01174796 0.008293387 0.001991313 0.02453645
#> Sigma[4,2] -0.27558737 0.087124821 -0.432660846 -0.21200347
#> Sigma[4,3] 0.46189052 0.119485471 0.324889916 0.64556377
#> Sigma[4,4] 0.33512391 0.091810952 0.211129183 0.46618915
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96390754 0.03617086 0.91237550 1.0040243
#> lag1_var2 -0.01904486 0.06968077 -0.12298664 0.0581818
#> lag1_var3 -0.03814348 0.12993898 -0.23221099 0.1078905
#> lag1_var4 0.04427006 0.12125743 -0.09729564 0.2228732
#> const 0.50119358 0.48602324 -0.07952299 1.1662952
#> exo1 0.03314058 0.07221999 -0.04900026 0.1334552
#> exo2 -0.44700033 0.09067825 -0.50945782 -0.2863269
#> exo3 0.20112473 0.08378142 0.08432608 0.3177192
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.10487380 0.5108342 -1.969668353 -0.6222394
#> lag1_var2 3.80086082 0.8136903 3.053006349 5.0262248
#> lag1_var3 5.24487991 1.4713389 3.835752030 7.4274611
#> lag1_var4 -4.94866607 1.3467838 -6.927081875 -3.6410273
#> const 8.24986951 4.5932640 3.640509501 15.2774721
#> exo1 0.67381833 0.4443968 0.004136449 1.2043400
#> exo2 1.10177463 0.5941636 0.239896313 1.7630957
#> exo3 -0.03404818 0.6794928 -1.019646626 0.9309150
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3028016 0.6695393 0.5384795 2.3158146
#> lag1_var2 -3.7284238 1.0009816 -5.2805359 -2.4948671
#> lag1_var3 -5.9283491 1.7863968 -8.7149346 -3.7695958
#> lag1_var4 6.5940421 1.6263272 4.6310925 9.1427361
#> const -9.9051367 6.3896191 -19.6970017 -3.8164209
#> exo1 -0.7080635 0.7733462 -1.7576575 0.4131769
#> exo2 -5.2031306 0.7351738 -6.2061219 -4.4558284
#> exo3 0.6418274 0.9381453 -0.8385511 1.6771095
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7902957 0.4651112 0.2043827 1.4494499
#> lag1_var2 -2.1892514 0.6808593 -3.1643134 -1.2705050
#> lag1_var3 -4.0430956 1.2129240 -5.8002779 -2.4263057
#> lag1_var4 4.8637092 1.1069434 3.3889719 6.4812926
#> const -6.9648500 4.7099158 -14.1405822 -2.0469772
#> exo1 -0.4208305 0.5856423 -1.2228137 0.4103229
#> exo2 -4.7534949 0.5385529 -5.5426503 -4.0998153
#> exo3 0.6839804 0.6948337 -0.4651017 1.4427745
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007354613 0.0001866729 0.000544061 0.001060333
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01337647 0.003660835 -0.01936497 -0.009380505
#> Sigma[2,2] 0.46364730 0.066969050 0.37383592 0.551707020
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01120702 0.002945597 0.00738413 0.01532209
#> Sigma[3,2] -0.31176087 0.057736218 -0.38382634 -0.22909852
#> Sigma[3,3] 0.42447630 0.084457727 0.30936617 0.53802637
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003328274 0.001825978 0.0007402698 0.00561228
#> Sigma[4,2] -0.036526815 0.048945234 -0.0773174663 0.05029624
#> Sigma[4,3] 0.248154503 0.070626299 0.1786703903 0.37055330
#> Sigma[4,4] 0.235635959 0.060064348 0.1660670187 0.33812966
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976932887 0.02519758 0.94143984 1.01125504
#> lag1_var2 0.044703717 0.06783478 -0.03817462 0.15260740
#> lag1_var3 0.063718925 0.11903359 -0.08101189 0.24918983
#> lag1_var4 -0.061386348 0.11319152 -0.23946421 0.07552511
#> const 0.494104550 0.31602229 0.04281390 0.91726694
#> exo1 -0.007120983 0.02143357 -0.03886609 0.02201803
#> exo2 -0.088039819 0.03813448 -0.15228231 -0.05010565
#> exo3 0.016187892 0.03658895 -0.01904984 0.07880697
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24026595 0.7558535 -1.3608385 0.6318096
#> lag1_var2 1.17273059 1.9153880 -1.0843135 4.4166106
#> lag1_var3 0.69205546 3.3521747 -3.2093783 6.3091771
#> lag1_var4 -0.67093160 3.1913941 -6.0030563 3.1769064
#> const 6.31486403 8.2974781 -3.7584605 18.8777781
#> exo1 0.13527928 0.7442210 -0.7071976 1.2346237
#> exo2 0.60199330 0.8031535 -0.1314616 1.8591750
#> exo3 0.09426877 0.9569648 -1.3413396 1.3671893
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92152565 0.6628621 0.03459095 1.8905139
#> lag1_var2 0.38006350 2.0005123 -1.87339098 3.6714673
#> lag1_var3 1.03564646 3.3733294 -2.69747118 6.5804019
#> lag1_var4 -0.44793693 3.3070182 -5.92757643 3.1772913
#> const -2.02932917 11.5195698 -14.01859797 16.1839908
#> exo1 0.03037392 0.6505198 -1.03223772 0.7318939
#> exo2 -4.15060543 0.8460688 -5.30956089 -3.1228460
#> exo3 0.98208439 0.9356299 0.06503267 2.4903045
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8011285 0.5288047 -0.05281268 1.4645903
#> lag1_var2 0.8108103 1.3755893 -0.80801416 2.8797229
#> lag1_var3 0.9826843 2.3255622 -1.93353149 4.4543525
#> lag1_var4 -0.3773798 2.2564153 -3.69657679 2.4205645
#> const 0.7806444 8.5812749 -8.27411431 15.1822593
#> exo1 0.1155983 0.4800304 -0.69864585 0.5363554
#> exo2 -3.9588440 0.5369586 -4.69943033 -3.3305017
#> exo3 1.0969707 0.7120674 0.06824783 1.9049883
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006353458 0.0002027486 0.0004224339 0.0009501509
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01135967 0.009328712 -0.02442957 0.001414502
#> Sigma[2,2] 3.31338240 0.734768968 2.49668717 4.277044782
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006305876 0.004497984 0.001027465 0.01284954
#> Sigma[3,2] -1.739484480 0.324397846 -2.105174398 -1.31529163
#> Sigma[3,3] 1.078170719 0.156805058 0.855698109 1.26126731
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.572937e-05 0.002400154 -0.002559984 0.003617721
#> Sigma[4,2] 1.196907e-01 0.176618278 -0.032513390 0.413236688
#> Sigma[4,3] 1.702902e-01 0.092009159 0.037195305 0.280570894
#> Sigma[4,4] 3.375934e-01 0.066109481 0.248030358 0.418632149
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.046919841 0.01567156 1.023630215 1.065886455
#> lag1_var2 -0.017854077 0.01627557 -0.035559566 0.006491559
#> lag1_var3 -0.037328653 0.03157584 -0.073650397 0.009411492
#> lag1_var4 0.013345708 0.02643204 -0.021875240 0.046692259
#> const 0.182695134 0.22638850 -0.154348272 0.450593766
#> exo1 0.001058942 0.02758239 -0.029905951 0.041998042
#> exo2 -0.046906168 0.02372587 -0.078849612 -0.019100889
#> exo3 0.044876579 0.03256842 0.005248794 0.093124401
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.7857245 1.716020 -6.16438021 -1.3903529
#> lag1_var2 2.8471315 1.381256 1.01563945 4.5906401
#> lag1_var3 3.5343548 2.618230 0.04674778 6.8573818
#> lag1_var4 -2.2485933 1.998739 -4.67402613 0.3321521
#> const 18.2028991 10.753820 3.31228258 31.9763675
#> exo1 -0.7636890 1.156380 -2.59627784 0.2870480
#> exo2 -0.9918132 2.000878 -3.54849851 1.4423094
#> exo3 0.2148048 1.898828 -2.38171511 2.3443371
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2697276 0.9133409 0.94170257 3.50922740
#> lag1_var2 -1.0218458 0.7849417 -1.99741945 0.07397337
#> lag1_var3 -0.9851287 1.4825007 -2.80327315 1.07899036
#> lag1_var4 1.1608009 1.1793615 -0.42109254 2.72698230
#> const -8.4948625 6.3995086 -16.25182449 0.46161536
#> exo1 0.8145869 0.8943646 0.01451288 2.32622884
#> exo2 0.2597103 1.1643898 -1.19590859 1.88079009
#> exo3 -0.1902768 1.1864045 -1.49929035 1.52175075
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24216121 0.3693000 -0.10940482 0.8063808
#> lag1_var2 0.11658510 0.3376381 -0.42861198 0.5272239
#> lag1_var3 0.18791105 0.6590029 -0.88782259 1.0012492
#> lag1_var4 0.70014396 0.5676283 0.01390740 1.6073938
#> const 0.04064307 3.8151737 -5.45300458 4.4784471
#> exo1 0.61592867 0.5562706 -0.01872705 1.3285001
#> exo2 -0.38845122 0.6203560 -1.23648716 0.3829701
#> exo3 -0.15012144 0.5731285 -0.94966861 0.5544177
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009099084 0.0002385754 0.0006477478 0.001283113
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001401027 0.001338740 -0.003135469 0.0004359854
#> Sigma[2,2] 0.032666804 0.009231091 0.024847038 0.0495213247
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006466912 0.001409471 -0.00108301 0.002777338
#> Sigma[3,2] -0.0262352098 0.008909220 -0.03941904 -0.015753896
#> Sigma[3,3] 0.1079503657 0.023180230 0.07755687 0.140353559
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003294053 0.001179418 -0.002026346 0.0009819942
#> Sigma[4,2] -0.0039696526 0.005458719 -0.010844847 0.0028872006
#> Sigma[4,3] 0.0913237417 0.020260147 0.066950872 0.1219879418
#> Sigma[4,4] 0.0899325858 0.018847506 0.066296402 0.1179579792
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991948138 0.01033096 0.974189983 1.00026654
#> lag1_var2 0.010122037 0.04498098 -0.063064562 0.05856122
#> lag1_var3 0.013634308 0.06978659 -0.101480408 0.08528157
#> lag1_var4 -0.015033736 0.07118662 -0.088506782 0.10184871
#> const 0.325536728 0.26943858 0.009479421 0.73475861
#> exo1 0.003725384 0.02308810 -0.029602781 0.03299784
#> exo2 -0.062229896 0.03267757 -0.102864720 -0.01302341
#> exo3 -0.017053758 0.03506220 -0.067788199 0.02054319
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24678192 0.07227916 0.1685186 0.3199922
#> lag1_var2 0.83116011 0.32595894 0.3143546 1.2620916
#> lag1_var3 0.32776696 0.51547955 -0.3615592 1.0260813
#> lag1_var4 -0.44977996 0.53072808 -1.1750212 0.2636063
#> const 3.52680773 1.56894209 1.8456929 5.8481670
#> exo1 0.03247309 0.12117685 -0.1343188 0.1910825
#> exo2 0.94669991 0.20099423 0.6918309 1.2346826
#> exo3 -1.03912277 0.25432389 -1.3659261 -0.6343983
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41539947 0.1059165 -0.567175464 -0.2744233
#> lag1_var2 0.83119973 0.6527229 -0.170140467 1.6505272
#> lag1_var3 1.29272430 0.9925540 0.007474739 2.6230645
#> lag1_var4 -0.19383405 1.0131244 -1.541966241 1.1257850
#> const 1.59097894 3.0914548 -2.769504086 5.9428165
#> exo1 0.04012615 0.2045529 -0.158037043 0.3771448
#> exo2 -2.20794718 0.4333904 -2.730717093 -1.5292717
#> exo3 0.30259281 0.3992350 -0.391781379 0.7058708
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2486507 0.1351021 -0.4475449 -0.05445975
#> lag1_var2 1.1217362 0.7147947 0.1376045 2.12604880
#> lag1_var3 1.1007958 1.0508282 -0.1378409 2.71446742
#> lag1_var4 -0.0721329 1.0623195 -1.7009672 1.18615922
#> const 3.1254798 2.5981406 -0.3186364 6.90691227
#> exo1 0.0618084 0.2073513 -0.1883296 0.38280965
#> exo2 -1.6186842 0.3456795 -1.9468693 -1.01225870
#> exo3 -0.3951129 0.3455098 -0.9657255 -0.01282730
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009849074 0.0002127965 0.0007573243 0.001349112
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003063163 0.001589301 -0.005503553 -0.001586841
#> Sigma[2,2] 0.081147158 0.015300336 0.057656161 0.097492940
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001611899 0.002764376 -0.001660669 0.005771172
#> Sigma[3,2] -0.084341363 0.026686007 -0.118298596 -0.045854859
#> Sigma[3,3] 0.292312655 0.062630887 0.205180184 0.376995927
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002339795 0.002272972 -0.002620318 0.00328948
#> Sigma[4,2] -0.0457297326 0.022826492 -0.077430896 -0.01274762
#> Sigma[4,3] 0.2689024586 0.055949708 0.192001255 0.35155745
#> Sigma[4,4] 0.2657301020 0.051941584 0.193814968 0.34491504
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970418805 0.02097876 0.944777116 1.000219824
#> lag1_var2 -0.023637164 0.04314404 -0.094558358 0.031943559
#> lag1_var3 -0.072625056 0.07249570 -0.181459289 0.009743357
#> lag1_var4 0.077808760 0.06926057 -0.006857404 0.176192335
#> const 0.372994809 0.15851380 0.159710488 0.556187673
#> exo1 -0.001091185 0.04098703 -0.044758981 0.061047821
#> exo2 -0.151162088 0.02968902 -0.182895304 -0.108077201
#> exo3 0.025813166 0.03630317 -0.026162828 0.077477767
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07077298 0.1794358 -0.13150403 0.3285140
#> lag1_var2 1.19872907 0.4715668 0.63104033 1.8949468
#> lag1_var3 1.09235556 0.9054441 -0.09140049 2.4413857
#> lag1_var4 -1.16469648 0.8580746 -2.44416858 -0.0431511
#> const 4.19318855 1.8561769 1.03177778 6.1571804
#> exo1 -0.46622856 0.1963756 -0.77761646 -0.2637755
#> exo2 1.00413120 0.2458722 0.67402304 1.3140897
#> exo3 -0.15624925 0.2250964 -0.51400002 0.1202032
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6527779 0.1489430 0.4573270 0.8546577
#> lag1_var2 -1.6088321 0.5412830 -2.2848388 -0.8587697
#> lag1_var3 -1.7901085 1.2940065 -3.2148704 0.1919386
#> lag1_var4 2.7039357 1.2689854 0.7325437 4.0755407
#> const -8.6960235 2.2511961 -11.5389822 -5.4663241
#> exo1 -0.1577925 0.4526412 -0.8834728 0.3553609
#> exo2 -1.2764213 0.5614390 -1.8438589 -0.4240238
#> exo3 -0.1809418 0.4334024 -0.9297536 0.3014899
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7336906 0.1398973 0.5570749 0.91913006
#> lag1_var2 -1.3803208 0.4876675 -2.1364464 -0.86914556
#> lag1_var3 -1.9748495 1.1607468 -3.4876288 -0.36787600
#> lag1_var4 2.8602586 1.1446507 1.2392178 4.30819514
#> const -7.9669683 2.0619260 -11.1343471 -5.62097135
#> exo1 -0.4053365 0.4396329 -1.0936151 0.14651067
#> exo2 -0.7007083 0.4908975 -1.1618018 0.05158454
#> exo3 -0.3364260 0.4865531 -1.1433325 0.18459370
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007787973 0.0001963761 0.0005427259 0.001053997
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003597265 0.001810306 -0.006714486 -0.001648256
#> Sigma[2,2] 0.083274507 0.029455318 0.056556323 0.128211558
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004676574 0.003613988 0.0006639429 0.01045233
#> Sigma[3,2] -0.098332500 0.038047884 -0.1524521428 -0.04474265
#> Sigma[3,3] 0.304271752 0.061933115 0.2254842974 0.37032588
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002653207 0.002837578 -0.0004523885 0.007548176
#> Sigma[4,2] -0.051103228 0.025371764 -0.0809675876 -0.011321986
#> Sigma[4,3] 0.250491481 0.058380682 0.1783309052 0.324893295
#> Sigma[4,4] 0.223651756 0.060261137 0.1551902927 0.314137433
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986312892 0.01326279 0.97199386 1.00619209
#> lag1_var2 0.037685480 0.08445106 -0.07630055 0.16176531
#> lag1_var3 0.125878354 0.15167903 -0.07608221 0.35169287
#> lag1_var4 -0.125726951 0.15196691 -0.35134862 0.07727099
#> const 0.439276243 0.39483025 -0.19182773 0.83664352
#> exo1 0.004547176 0.01456873 -0.01145178 0.02741865
#> exo2 -0.109809008 0.03761362 -0.15956680 -0.05595800
#> exo3 -0.143024688 0.02477942 -0.17801775 -0.11283940
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001236656 0.09667239 -0.1153692 0.1395323
#> lag1_var2 0.395622143 0.48182397 -0.2956228 1.0829840
#> lag1_var3 -0.438157159 0.84023624 -1.5914638 0.7925193
#> lag1_var4 0.419456319 0.84476706 -0.8179147 1.5790740
#> const 1.513351772 2.70393592 -2.3901950 4.8536024
#> exo1 0.069653363 0.25513640 -0.2992144 0.4126008
#> exo2 0.657677115 0.44829390 0.1384624 1.3737757
#> exo3 2.533541400 0.30442802 2.1371287 2.9818837
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23172261 0.2751229 -0.61428107 0.1417401
#> lag1_var2 1.89307544 1.4941577 0.06429921 4.2963798
#> lag1_var3 3.62740713 2.7404529 0.23876738 7.9940185
#> lag1_var4 -2.60815254 2.7481382 -6.97792085 0.7892622
#> const 3.58127335 7.9956269 -6.34936011 15.9205737
#> exo1 -0.04799366 0.4157840 -0.48886343 0.6493767
#> exo2 -0.03580683 0.6115751 -1.00430130 0.6911245
#> exo3 -5.11128067 0.4948766 -5.66213400 -4.3203683
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.217038361 0.2299511 -0.5230008 0.09515549
#> lag1_var2 1.882259197 1.2284763 0.4031042 3.86669803
#> lag1_var3 2.951500618 2.2726098 0.2525032 6.61526468
#> lag1_var4 -1.935732255 2.2772718 -5.5989290 0.76824586
#> const 3.657428891 6.6770177 -4.4986762 13.82133916
#> exo1 -0.009798082 0.3881775 -0.2958198 0.69704438
#> exo2 0.375701921 0.4457949 -0.1929829 1.05346672
#> exo3 -3.746637741 0.4273403 -4.2405531 -3.09797965
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001252101 0.000242009 0.0008967987 0.001562937
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03457057 0.008618632 -0.04862723 -0.02564447
#> Sigma[2,2] 2.24414655 0.434851208 1.73416977 2.87646725
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01533283 0.00427243 0.009880782 0.02109304
#> Sigma[3,2] -1.17276926 0.26653440 -1.565839344 -0.85804020
#> Sigma[3,3] 0.87272403 0.24518031 0.629282149 1.27071845
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002457336 0.002990017 -0.006787869 0.0009749967
#> Sigma[4,2] -0.071161459 0.194835816 -0.381267879 0.1547550828
#> Sigma[4,3] 0.349610446 0.167516053 0.201077456 0.6138448759
#> Sigma[4,4] 0.378890456 0.104195410 0.267452788 0.5568660402
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97821245 0.02814587 0.93913091 1.01719292
#> lag1_var2 -0.01329422 0.03154691 -0.05588220 0.03010297
#> lag1_var3 -0.02788256 0.06489784 -0.11438988 0.06192795
#> lag1_var4 0.02991538 0.05389528 -0.04489266 0.09987640
#> const 0.38210501 0.15798417 0.19475748 0.61667281
#> exo1 0.04946128 0.02478118 0.02265974 0.08950953
#> exo2 -0.20936122 0.04361795 -0.27935635 -0.15758842
#> exo3 0.07466439 0.02934387 0.04221832 0.11485802
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4638968 1.587174 -2.9583964 1.2832898
#> lag1_var2 1.6330407 1.648252 -0.5701098 3.8708788
#> lag1_var3 1.3382002 3.428659 -3.2805406 5.9750612
#> lag1_var4 -1.1175275 2.872440 -5.0286389 2.7808484
#> const -0.5979287 9.529558 -14.1492040 11.6518823
#> exo1 -1.3441786 1.808580 -4.4053012 0.6562357
#> exo2 2.4005894 1.409121 1.0085763 4.8397087
#> exo3 -0.7365400 1.359812 -2.6641179 0.7650151
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6139189 0.9429785 -0.3720419 1.8380167
#> lag1_var2 -0.8413846 1.0134429 -2.1429256 0.4604285
#> lag1_var3 -0.6701869 2.1547169 -3.4568902 2.0863636
#> lag1_var4 1.4459074 1.8565815 -0.9179323 3.8728833
#> const -1.4556814 7.2538404 -10.6740001 8.3727280
#> exo1 0.4205620 1.2215699 -0.9075406 2.3580830
#> exo2 -5.3979931 0.9175843 -6.8001167 -4.1954406
#> exo3 0.4244260 0.9558929 -0.8815713 1.6656241
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39783513 0.6146064 -0.3851975 1.2834502
#> lag1_var2 -0.44725263 0.6734796 -1.5125313 0.2419764
#> lag1_var3 -0.82671898 1.4165548 -3.0646646 0.6352134
#> lag1_var4 1.74328367 1.2037030 0.5388423 3.6550030
#> const -3.34566125 4.9302942 -7.6898253 3.5382973
#> exo1 -0.29498506 0.6387113 -1.2887995 0.5195833
#> exo2 -4.83326168 0.4824281 -5.4578567 -4.1454309
#> exo3 0.06271251 0.4915082 -0.6498717 0.6687710
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001991894 0.0004280947 0.001470968 0.002621033
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01099409 0.00754106 -0.01888024 0.001953144
#> Sigma[2,2] 0.90545548 0.24634917 0.59492622 1.233941504
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004890381 0.004832402 -0.0006598592 0.01273378
#> Sigma[3,2] -0.303117831 0.132904630 -0.4617957595 -0.13177960
#> Sigma[3,3] 0.529596879 0.107294661 0.4216591336 0.71541230
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001869088 0.006462292 -0.009975298 0.00774339
#> Sigma[4,2] 0.264688799 0.088948104 0.139323125 0.36531559
#> Sigma[4,3] 0.374062864 0.130317842 0.234349924 0.58943314
#> Sigma[4,4] 0.577576095 0.155726009 0.410638298 0.81699705
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02131276 0.01352051 0.99861949 1.03653671
#> lag1_var2 -0.02224423 0.06710526 -0.11915689 0.06866235
#> lag1_var3 -0.04489315 0.11489289 -0.21292871 0.09829087
#> lag1_var4 0.03563973 0.11516676 -0.10749128 0.20251944
#> const 0.09893244 0.37893788 -0.41746430 0.56324389
#> exo1 0.02308497 0.03626894 -0.02324285 0.06900847
#> exo2 -0.11875355 0.04650022 -0.18265918 -0.06276203
#> exo3 -0.04086407 0.04627600 -0.09488913 0.02966257
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0997752162 0.3786589 -0.3537534 0.65212298
#> lag1_var2 0.4324426788 1.6137221 -1.6303394 2.43616717
#> lag1_var3 -0.0120870568 2.6740662 -3.2199059 3.35426784
#> lag1_var4 0.0007940002 2.5780226 -3.2236513 3.06160318
#> const 1.8971427425 6.5383145 -6.0218578 12.25923831
#> exo1 -0.9730531848 0.7411194 -2.0062442 0.05034557
#> exo2 -1.1482772690 1.4410324 -2.8656192 0.93778563
#> exo3 1.3552978743 0.9659107 0.3383101 2.75578116
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10878699 0.2205186 -0.2299879 0.3977608
#> lag1_var2 2.15565652 1.0933742 0.5926787 3.5433205
#> lag1_var3 3.98691565 1.7793575 1.3715030 6.3011014
#> lag1_var4 -3.16983770 1.7912648 -5.5424537 -0.5668020
#> const 6.44082842 6.7605182 -1.1016758 16.5747848
#> exo1 -0.59947242 0.7726048 -1.6943132 0.3405892
#> exo2 -0.06921283 1.1320249 -1.7704237 1.3296848
#> exo3 -2.54580039 0.5070975 -3.3242394 -1.9286009
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1816039 0.3302960 -0.26556036 0.6315299
#> lag1_var2 2.1967389 1.4214873 -0.03968928 3.7308339
#> lag1_var3 3.6210252 2.4013398 -0.06831666 6.2577624
#> lag1_var4 -2.8027342 2.3690456 -5.45884507 0.8430653
#> const 6.8418754 6.2317022 -1.28110369 14.7481672
#> exo1 -1.2492435 0.8868130 -2.65746581 -0.3683940
#> exo2 -0.8224884 0.9781171 -2.27703976 0.3406922
#> exo3 -1.8569563 0.4816624 -2.54811012 -1.2635604
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001446256 0.0004159358 0.0008244421 0.001924909
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001614839 0.0008256623 -0.002496131 -0.0004295429
#> Sigma[2,2] 0.007147311 0.0017314665 0.005274217 0.0096042625
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -6.958532e-05 0.001712877 -0.002943263 0.00186318
#> Sigma[3,2] -8.641694e-03 0.004064165 -0.014220750 -0.00297399
#> Sigma[3,3] 4.755128e-02 0.011908816 0.033755814 0.06562703
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001423256 0.001979409 -0.004981606 0.0003589613
#> Sigma[4,2] -0.003419125 0.004088428 -0.007853315 0.0032743631
#> Sigma[4,3] 0.042141293 0.011995631 0.029630974 0.0612850695
#> Sigma[4,4] 0.040645241 0.013254539 0.028678738 0.0618217188
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99234953 0.01695092 0.966446572 1.01446894
#> lag1_var2 0.07833555 0.13989625 -0.102739087 0.27206253
#> lag1_var3 0.15258595 0.20334389 -0.117305165 0.43403830
#> lag1_var4 -0.15378185 0.20613008 -0.440695321 0.11929435
#> const 0.47400653 0.64490612 -0.204876254 1.53464843
#> exo1 0.01910953 0.01925895 -0.008243954 0.04396941
#> exo2 -0.07736456 0.04548884 -0.146326537 -0.02090821
#> exo3 -0.00626991 0.03312255 -0.054159478 0.03702454
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13548433 0.03221643 0.09029931 0.17885869
#> lag1_var2 0.27171696 0.18837275 -0.01593243 0.50716646
#> lag1_var3 -0.44212963 0.25606483 -0.77851794 -0.15907042
#> lag1_var4 0.41720050 0.25698222 0.13774034 0.75005781
#> const 0.10419533 0.76055506 -0.86793588 1.10088526
#> exo1 -0.03208327 0.07232247 -0.11036033 0.05936817
#> exo2 0.29557548 0.07896904 0.15023837 0.35837429
#> exo3 0.19925612 0.07983211 0.09890247 0.29851389
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20449274 0.1286731 -0.3941686 -0.04688462
#> lag1_var2 0.80221285 0.8359727 -0.2868639 2.05833995
#> lag1_var3 1.32043140 1.2375548 -0.1608587 3.28715901
#> lag1_var4 -0.31249909 1.2494091 -2.2995416 1.17374894
#> const 2.17308307 4.1638596 -3.1600695 8.24640966
#> exo1 -0.09511963 0.2180087 -0.3974816 0.20608599
#> exo2 -0.79896207 0.2384713 -1.1423670 -0.50065414
#> exo3 -0.20161617 0.2449675 -0.4335757 0.17185037
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10171306 0.1248117 -0.2868648 0.04495923
#> lag1_var2 0.68212048 0.7530033 -0.2965216 1.76383200
#> lag1_var3 0.54902291 1.1089542 -0.7771118 2.20896057
#> lag1_var4 0.45310675 1.1206869 -1.2238841 1.79026705
#> const 1.26230427 3.9011904 -3.9735774 6.75725850
#> exo1 -0.12565084 0.1800044 -0.3835293 0.11652733
#> exo2 -0.59715129 0.2131334 -0.9157660 -0.36746245
#> exo3 -0.04818884 0.2006953 -0.2519710 0.25441642
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001484679 0.0004247947 0.001011082 0.002200335
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003764896 0.001168541 -0.005626559 -0.00261033
#> Sigma[2,2] 0.022893216 0.004668769 0.016964234 0.02980729
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001707362 0.001047572 0.000616216 0.003315369
#> Sigma[3,2] -0.018737186 0.005006851 -0.024311851 -0.010213509
#> Sigma[3,3] 0.048101025 0.013105495 0.027666425 0.063473937
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.126492e-06 0.0009384493 -0.001416488 0.0011034946
#> Sigma[4,2] -9.247742e-03 0.0050396647 -0.013736701 -0.0006929428
#> Sigma[4,3] 4.391771e-02 0.0124716785 0.025555899 0.0597106080
#> Sigma[4,4] 4.422520e-02 0.0119246567 0.028161891 0.0601250204
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97064217 0.01404211 0.958454200 0.99524040
#> lag1_var2 0.03901711 0.02348289 0.002075068 0.06264771
#> lag1_var3 0.05572606 0.06492816 -0.024417711 0.15003000
#> lag1_var4 -0.05726471 0.06203579 -0.148343267 0.01777163
#> const 0.61175209 0.23285426 0.315014084 0.94357906
#> exo1 -0.03385622 0.05275464 -0.115639189 0.02683785
#> exo2 -0.05629749 0.04772930 -0.111597632 0.02023577
#> exo3 -0.02296589 0.03364107 -0.057194634 0.02931168
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17062210 0.0899635 0.02832493 0.2547245
#> lag1_var2 0.58657195 0.1678058 0.41772535 0.8280654
#> lag1_var3 -0.10342153 0.3325252 -0.52588328 0.4199164
#> lag1_var4 0.08444062 0.3100012 -0.40116041 0.4756545
#> const 0.71574075 1.0852230 -0.62815048 2.2478677
#> exo1 0.06484931 0.1552320 -0.17894766 0.2588048
#> exo2 0.65083340 0.1900923 0.40474942 0.9049178
#> exo3 0.21875056 0.1119963 0.06219150 0.3645169
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36671054 0.1579319 -0.5485129 -0.15263586
#> lag1_var2 0.66796939 0.3184833 0.2026341 1.06676105
#> lag1_var3 1.59996010 0.5974514 0.6561240 2.21171098
#> lag1_var4 -0.55148030 0.5529317 -1.1189210 0.31718123
#> const 1.83394520 1.6291947 -0.2662862 4.10063909
#> exo1 0.05410299 0.3066045 -0.3312298 0.48669481
#> exo2 -0.48056561 0.2573053 -0.8227858 -0.09348600
#> exo3 -0.25306752 0.1880602 -0.4806283 -0.00371788
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35380971 0.1541380 -0.5377189 -0.15992563
#> lag1_var2 0.73024476 0.3121076 0.3140691 1.10681662
#> lag1_var3 1.05715090 0.5765860 0.1918917 1.61992813
#> lag1_var4 0.02703406 0.5339575 -0.5033541 0.81778101
#> const 1.34417112 1.6914059 -0.7260528 3.64542876
#> exo1 0.10175070 0.2877220 -0.2213341 0.54186786
#> exo2 -0.24080942 0.2499523 -0.5329804 0.13223819
#> exo3 -0.19032329 0.2059367 -0.4198456 0.09186312
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002673247 4.470496e-05 0.0002126815 0.0003258834
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002237887 0.001016815 -0.003965244 -0.00128182
#> Sigma[2,2] 0.125093355 0.024845952 0.096927299 0.15842923
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002749311 0.002008493 0.0004194412 0.00552323
#> Sigma[3,2] -0.065624733 0.035444495 -0.1131363638 -0.02142467
#> Sigma[3,3] 0.441636296 0.115908735 0.2939091516 0.60938960
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001600726 0.002038963 -0.0008578117 0.004501441
#> Sigma[4,2] 0.007096719 0.032146784 -0.0374176264 0.045899402
#> Sigma[4,3] 0.438532212 0.127177111 0.2815950789 0.615782068
#> Sigma[4,4] 0.480814548 0.141712202 0.3111265313 0.670841563
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995798292 0.009802989 0.97992726 1.006551e+00
#> lag1_var2 0.007220973 0.027074304 -0.01688355 5.228353e-02
#> lag1_var3 0.005315203 0.051940661 -0.04322624 9.171317e-02
#> lag1_var4 -0.009839665 0.048883726 -0.09115616 3.591345e-02
#> const 0.369585242 0.099238258 0.24744304 4.848401e-01
#> exo1 0.004696511 0.012346171 -0.01302616 2.134923e-02
#> exo2 -0.184006649 0.013548952 -0.19487301 -1.617159e-01
#> exo3 -0.020285960 0.015553218 -0.04264178 6.754767e-05
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7440220 0.2799945 -0.9944272 -0.2558892
#> lag1_var2 1.5675144 0.6762203 0.4592186 2.2942858
#> lag1_var3 1.4726660 1.3165287 -0.7327064 2.8120423
#> lag1_var4 -1.2261266 1.2298645 -2.4881776 0.8342128
#> const 4.8406841 3.3434964 0.6771231 9.3212278
#> exo1 -0.8258043 0.1045548 -0.9916282 -0.6969411
#> exo2 2.1668743 0.2283508 1.8216541 2.4222862
#> exo3 -0.0141582 0.3895265 -0.3906152 0.5963131
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2811249 0.5051436 -0.48475009 0.9928273
#> lag1_var2 1.1723979 0.9632694 -0.18047255 2.6349004
#> lag1_var3 2.8223491 2.0257912 -0.01306849 5.9195471
#> lag1_var4 -2.0666991 1.8456802 -4.89603971 0.5053928
#> const 7.1197330 4.1265817 1.74680524 12.3804837
#> exo1 0.2668818 0.6687586 -0.64631709 1.1454635
#> exo2 -4.4429420 0.3959128 -4.85923642 -3.8159684
#> exo3 -3.2644222 0.5654754 -3.89133125 -2.3508484
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1879149 0.4623847 -0.7994767 0.5403210
#> lag1_var2 1.8942683 0.8639535 0.6953847 3.0733327
#> lag1_var3 3.3654129 1.8275941 0.8087517 5.8448118
#> lag1_var4 -2.4457798 1.6737117 -4.7481407 -0.1310613
#> const 9.6447083 4.1475094 4.0587759 15.0825742
#> exo1 -0.2287308 0.7069834 -1.2201984 0.6648751
#> exo2 -3.4600239 0.4041798 -3.7747655 -2.7730371
#> exo3 -3.5477655 0.6087155 -4.4143452 -2.6969718
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002399513 0.0006549013 0.001580145 0.003379939
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004117506 0.001324575 -0.00621838 -0.002775856
#> Sigma[2,2] 0.016146857 0.002998622 0.01283326 0.020842718
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004477892 0.005851925 -0.01386898 0.001166552
#> Sigma[3,2] -0.001210855 0.013628096 -0.01650244 0.018594009
#> Sigma[3,3] 0.253601946 0.037196598 0.19680907 0.301376557
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008166063 0.006836336 -0.019172931 -0.001209834
#> Sigma[4,2] 0.011533929 0.014884237 -0.004411053 0.033986754
#> Sigma[4,3] 0.265979897 0.043424780 0.199772123 0.319320290
#> Sigma[4,4] 0.289276692 0.052784590 0.211596261 0.355776999
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980681542 0.05259374 0.8980164991 1.02889410
#> lag1_var2 0.015488982 0.17441981 -0.1598114827 0.28660160
#> lag1_var3 -0.006730106 0.26589426 -0.2727846020 0.42425970
#> lag1_var4 0.004787955 0.25577033 -0.4101846130 0.25913773
#> const 0.514818930 0.67204196 0.0222295229 1.66680489
#> exo1 0.051988415 0.03336030 -0.0008883003 0.08549759
#> exo2 -0.021133220 0.04816530 -0.0879579710 0.03798285
#> exo3 -0.022754777 0.05994465 -0.1189818357 0.04639196
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006747308 0.1468940 -0.19683873 0.23022313
#> lag1_var2 0.657395379 0.4356486 0.06494651 1.32637605
#> lag1_var3 0.302545157 0.7069936 -0.58933532 1.38735656
#> lag1_var4 -0.285252569 0.6805281 -1.32813311 0.57856907
#> const 1.685527595 2.0667171 -1.94464263 3.56189455
#> exo1 -0.119511451 0.0760009 -0.19838552 0.01210676
#> exo2 0.653343616 0.1546882 0.43886444 0.82418963
#> exo3 0.348745438 0.1916680 0.07842814 0.57006948
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53254997 0.3314184 -1.08227073 -0.14430764
#> lag1_var2 1.58946128 1.2926156 -0.08364707 3.25179669
#> lag1_var3 1.68094639 2.0574147 -1.03449674 4.30468024
#> lag1_var4 -0.66185485 1.9823681 -3.19308089 1.94906610
#> const 4.83505365 4.0553296 0.04678232 11.81865988
#> exo1 -0.65265170 0.3986594 -1.13409119 -0.06796752
#> exo2 0.06048512 0.5181551 -0.53349455 0.80131578
#> exo3 -0.08404942 0.4924828 -0.71507415 0.57125884
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5894211 0.3749574 -1.22453648 -0.1590505
#> lag1_var2 1.7923032 1.4800970 -0.29731482 3.7968913
#> lag1_var3 1.4791138 2.3578060 -1.70701437 4.6815936
#> lag1_var4 -0.4213017 2.2728339 -3.52107389 2.6381919
#> const 5.1637913 4.4397546 1.53033184 13.3533295
#> exo1 -0.7825504 0.4122801 -1.29534125 -0.1438761
#> exo2 0.5245723 0.5551250 -0.01750867 1.3999943
#> exo3 0.1691788 0.5679180 -0.46502421 0.9551572
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007333991 0.0002668906 0.0004520088 0.001146976
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004311797 0.001650381 -0.006815241 -0.002441174
#> Sigma[2,2] 0.068572114 0.011624076 0.056496295 0.086459235
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003199539 0.00251552 0.0007632282 0.007482268
#> Sigma[3,2] -0.052505833 0.01920629 -0.0811732222 -0.024888753
#> Sigma[3,3] 0.181006324 0.04818967 0.1192500848 0.245298638
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005325167 0.002621049 -0.002437825 0.004795748
#> Sigma[4,2] -0.0103548272 0.020285252 -0.036658454 0.018204397
#> Sigma[4,3] 0.1538540713 0.047117596 0.090995483 0.211804311
#> Sigma[4,4] 0.1528643045 0.047070111 0.094975450 0.213292353
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9684664458 0.01446943 0.94543381 0.98573914
#> lag1_var2 0.0506011000 0.04582871 -0.00861354 0.10310460
#> lag1_var3 0.0269165650 0.06826838 -0.06686273 0.11096831
#> lag1_var4 -0.0218752607 0.06612542 -0.10192299 0.07004039
#> const 0.4425827514 0.15305662 0.29752690 0.68560025
#> exo1 -0.0005783323 0.01931616 -0.02273770 0.02800305
#> exo2 -0.0879506378 0.01765111 -0.10921263 -0.06171220
#> exo3 -0.0450225650 0.02055514 -0.07224295 -0.01771917
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04642588 0.1302752 -0.1964468 0.1438027
#> lag1_var2 0.69923383 0.4735186 0.1709719 1.4284108
#> lag1_var3 0.27116194 0.6491148 -0.5411052 1.2562574
#> lag1_var4 -0.24679476 0.6325002 -1.2201087 0.5238715
#> const 1.27224919 1.8371991 -1.5599985 3.2557425
#> exo1 0.11238565 0.2409519 -0.1474206 0.4988881
#> exo2 1.14942758 0.1665264 0.9080710 1.3865954
#> exo3 0.56902354 0.2183586 0.2120149 0.7836777
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.361347513 0.1892879 0.1142239 0.5915462
#> lag1_var2 -0.672641444 0.9660820 -1.9625466 0.4799399
#> lag1_var3 -0.188036399 1.3715477 -2.0602371 1.4661392
#> lag1_var4 1.090120976 1.3810206 -0.4941496 2.9948025
#> const -3.382475820 2.9097046 -8.1409459 0.1860970
#> exo1 -0.564626705 0.5678176 -1.3299542 0.2966555
#> exo2 -1.241232404 0.4544835 -1.7909754 -0.5706851
#> exo3 -0.000521638 0.4249164 -0.6559220 0.4518821
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3403569 0.1735841 0.1207249 0.56441795
#> lag1_var2 -0.5620726 0.7768024 -1.5915394 0.45621622
#> lag1_var3 -0.5325029 1.1574494 -2.0889178 0.97359799
#> lag1_var4 1.4642263 1.1643123 0.0334869 3.03722529
#> const -3.6748643 2.3847287 -7.3332861 -0.40492473
#> exo1 -0.5064717 0.5406800 -1.2436745 0.35773545
#> exo2 -0.5060622 0.3990355 -0.9502841 0.05826004
#> exo3 0.3928440 0.3951620 -0.2586990 0.84743161
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007375593 0.0003093436 0.0004330686 0.00128015
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002017291 0.00488763 -0.009707371 0.002438443
#> Sigma[2,2] 1.194725318 0.16348362 0.974134481 1.358367138
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004077325 0.00499133 -0.00167342 0.01234541
#> Sigma[3,2] -0.658371523 0.11685367 -0.85473553 -0.56279003
#> Sigma[3,3] 0.612618322 0.14957974 0.46533613 0.86992733
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003618121 0.003540302 -0.00046429 0.009098001
#> Sigma[4,2] 0.030174764 0.125321090 -0.13104874 0.221180374
#> Sigma[4,3] 0.296906918 0.121046826 0.16386157 0.490467016
#> Sigma[4,4] 0.396315473 0.080645099 0.31999786 0.534400628
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0026015520 0.014676798 0.98678303 1.027683162
#> lag1_var2 -0.0024555460 0.006829885 -0.01093433 0.008153561
#> lag1_var3 0.0035439250 0.011155464 -0.01027225 0.019947523
#> lag1_var4 -0.0067277293 0.009844783 -0.02009282 0.005102931
#> const 0.2493804989 0.262445569 -0.10360185 0.586329702
#> exo1 -0.0003104966 0.024818209 -0.03148641 0.036410918
#> exo2 -0.1234012958 0.027953005 -0.15973553 -0.085484741
#> exo3 -0.0023618799 0.031888460 -0.04175962 0.041705449
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4583877 0.9238235 -1.8051181 0.7378613
#> lag1_var2 1.3503279 0.9488989 0.2750341 2.6385519
#> lag1_var3 1.1972360 1.7085149 -0.8581939 3.5244047
#> lag1_var4 -0.9560561 1.3604809 -2.8443041 0.7217302
#> const 3.3646852 4.2028168 -1.0823543 9.1980094
#> exo1 0.8228014 0.5147477 0.1811874 1.5551468
#> exo2 0.9438502 0.8547986 -0.2196494 2.0768613
#> exo3 0.6734088 0.6700261 -0.4075412 1.2548933
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7068743 0.8968175 0.5321661 2.9690069
#> lag1_var2 -0.9129307 0.7999829 -2.0225771 0.1182890
#> lag1_var3 -0.4767173 1.3919280 -2.3754452 1.3301146
#> lag1_var4 0.9032805 1.0760812 -0.4868451 2.3283488
#> const -4.4323362 3.1831857 -9.2689635 -0.3410776
#> exo1 -0.1528578 0.5225388 -0.7556595 0.7107313
#> exo2 -2.0758441 0.5114825 -2.7202401 -1.4448942
#> exo3 -0.3117194 0.8529691 -1.3032692 0.9587671
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.78882595 0.6193348 0.8403192 2.5855801
#> lag1_var2 -0.78702641 0.3846165 -1.2458537 -0.2213844
#> lag1_var3 -0.81067945 0.6227282 -1.5227527 0.1624264
#> lag1_var4 1.30572999 0.4462414 0.5967166 1.8042793
#> const -5.02770880 4.6658104 -8.6888170 2.7942486
#> exo1 0.38053105 0.5325924 -0.2089855 1.2793986
#> exo2 -1.90728966 0.6022398 -2.6454159 -1.0598507
#> exo3 0.09251278 0.6888561 -0.9119833 1.0134565
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003472505 4.99789e-05 0.0002706477 0.0004037484
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001237277 0.001429539 -0.001935905 0.001688789
#> Sigma[2,2] 0.1596872209 0.032852252 0.121865733 0.198235527
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002058159 0.001707462 -0.0005750371 0.003584842
#> Sigma[3,2] -0.035541481 0.028822629 -0.0793442926 0.002379881
#> Sigma[3,3] 0.107950703 0.026917518 0.0679646842 0.142835088
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002192176 0.001815056 -0.0005806391 0.00375354
#> Sigma[4,2] 0.074527221 0.037591006 0.0213432816 0.12080128
#> Sigma[4,3] 0.097028108 0.025186086 0.0635699371 0.13171883
#> Sigma[4,4] 0.164125753 0.037159393 0.1233490154 0.22005142
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.951031752 0.02449405 0.91722899 0.987388163
#> lag1_var2 0.034559596 0.03656957 -0.02286350 0.082317388
#> lag1_var3 0.061887132 0.05800407 -0.02853005 0.139162757
#> lag1_var4 -0.051562362 0.05115002 -0.11858469 0.028335163
#> const 0.550549411 0.14123003 0.33314001 0.718303570
#> exo1 -0.002757199 0.01540215 -0.01980152 0.020441300
#> exo2 -0.021299479 0.01664078 -0.04295198 0.003394769
#> exo3 -0.020894507 0.01892430 -0.04898084 0.005130860
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1660881 0.3669587 -0.33738397 0.6371720
#> lag1_var2 0.3063142 0.3165551 -0.07367302 0.7749731
#> lag1_var3 -1.0593385 0.5602920 -1.70897264 -0.2484281
#> lag1_var4 1.0158499 0.4823112 0.30710987 1.5676071
#> const -1.0518415 4.8590237 -8.73195513 4.9409495
#> exo1 -0.1871468 0.2255933 -0.52998997 0.1114943
#> exo2 3.1039040 0.3113528 2.67634907 3.5215984
#> exo3 0.0238718 0.3338046 -0.34901869 0.5332733
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1494639 0.3270887 -0.6775141 0.2212415
#> lag1_var2 0.3907194 0.5789665 -0.3377564 1.2073601
#> lag1_var3 1.4291478 0.9022982 0.3450851 2.7545088
#> lag1_var4 -0.4314662 0.8083851 -1.5846190 0.5543561
#> const 1.6721303 1.6519775 -0.3859297 4.3260287
#> exo1 0.2809650 0.3665905 -0.1592263 0.8347889
#> exo2 -1.2834759 0.4357109 -1.8385903 -0.6271780
#> exo3 -0.2052345 0.3770440 -0.7674129 0.2597997
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07639633 0.4352105 -0.53719626 0.6039619
#> lag1_var2 0.18523781 0.6092187 -0.65473821 0.9219039
#> lag1_var3 0.08272320 0.9379377 -1.17001448 1.2048339
#> lag1_var4 0.91380692 0.8441225 -0.07728810 2.0483425
#> const -0.38214413 4.4578471 -7.00381788 5.5050652
#> exo1 0.19035747 0.4361154 -0.31932302 0.8998512
#> exo2 0.60210738 0.5747161 -0.07695443 1.4382212
#> exo3 -0.25671128 0.3475074 -0.55957348 0.3469776
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009654161 0.0003505909 0.0006994787 0.001587648
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00125545 0.001596567 -0.001114606 0.003144674
#> Sigma[2,2] 0.16715257 0.053856905 0.112929519 0.249465509
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004896806 0.004172145 -0.009426798 0.0004089448
#> Sigma[3,2] -0.145907684 0.059397729 -0.215298048 -0.0625007853
#> Sigma[3,3] 0.531852557 0.174598557 0.357375745 0.8110679529
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003980509 0.003647295 -0.008422264 0.000420252
#> Sigma[4,2] -0.015526988 0.050558756 -0.086864970 0.052263673
#> Sigma[4,3] 0.423722029 0.148773932 0.297233751 0.671481724
#> Sigma[4,4] 0.417544146 0.132944678 0.302211026 0.629917225
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00977025 0.01945651 0.983696659 1.03690713
#> lag1_var2 -0.03653774 0.13620372 -0.237332165 0.11775982
#> lag1_var3 -0.04971592 0.17489165 -0.303164900 0.15061846
#> lag1_var4 0.04605752 0.17674211 -0.155494303 0.30255556
#> const 0.10008704 0.58637894 -0.705974910 0.79743071
#> exo1 0.02006193 0.02520645 -0.008576672 0.05968128
#> exo2 -0.02097848 0.03565694 -0.068224338 0.02673044
#> exo3 -0.03112744 0.03423883 -0.075486185 0.01919140
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1669780 0.1209871 -0.31480342 0.02265800
#> lag1_var2 -0.3540598 0.9808333 -1.98435633 0.67058340
#> lag1_var3 -1.2071971 1.2709717 -3.29067112 0.03378036
#> lag1_var4 1.2748752 1.2676247 0.03282684 3.36037303
#> const -0.9369815 3.2357839 -5.89864086 2.45466764
#> exo1 -0.4204689 0.2108811 -0.67240780 -0.11436241
#> exo2 0.1996043 0.6256193 -0.86262156 0.90120217
#> exo3 0.3756156 0.3405754 -0.16333353 0.72632948
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02987928 0.2925491 -0.496595137 0.3447368
#> lag1_var2 0.79054638 2.0858008 -1.645933225 3.6674293
#> lag1_var3 1.66661382 2.7256455 -1.542103461 5.4416833
#> lag1_var4 -0.73704731 2.7337222 -4.481502497 2.5001284
#> const 5.64324957 8.1223504 -5.769022567 16.5838748
#> exo1 0.70751339 0.5044427 0.006287129 1.2235802
#> exo2 -0.63695311 0.5522718 -1.173654238 0.2196996
#> exo3 -0.50766504 0.7686868 -1.619852196 0.3470596
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1423265 0.2667195 -0.4737602 0.2479030
#> lag1_var2 0.1967244 1.5514064 -1.6166044 2.3533885
#> lag1_var3 0.3167774 2.0599396 -2.1323335 3.1308085
#> lag1_var4 0.6722155 2.0755448 -2.1561449 3.1658078
#> const 3.9962500 7.8907177 -7.1662516 13.8437025
#> exo1 0.3812774 0.5272249 -0.2588013 1.0576294
#> exo2 -0.4914380 0.3967772 -0.8801125 0.1252725
#> exo3 -0.2336941 0.6794763 -1.2843010 0.5653896
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001057528 0.0002237637 0.0008211984 0.001389336
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003613942 0.002143942 -0.006612327 -0.001107887
#> Sigma[2,2] 0.097882356 0.022915180 0.076310002 0.138846817
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002972938 0.001748884 0.0009931667 0.005483782
#> Sigma[3,2] -0.079984905 0.017437921 -0.1080207166 -0.061723471
#> Sigma[3,3] 0.075371046 0.015222730 0.0579919529 0.099596330
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008671337 0.0006120191 7.760552e-05 0.001605763
#> Sigma[4,2] -0.0230808889 0.0058344718 -3.119176e-02 -0.014740804
#> Sigma[4,3] 0.0293003169 0.0067888245 2.132505e-02 0.040196195
#> Sigma[4,4] 0.0163650217 0.0040889005 1.236964e-02 0.022683911
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99938932 0.01251546 0.984313712 1.01547331
#> lag1_var2 -0.02540449 0.04125517 -0.064042087 0.04769965
#> lag1_var3 -0.01770524 0.06921269 -0.101191121 0.09372143
#> lag1_var4 0.01535240 0.06988645 -0.097639881 0.10176528
#> const 0.25737039 0.26412447 -0.002454693 0.71751370
#> exo1 0.03476720 0.03555908 -0.007070701 0.08752914
#> exo2 -0.02837829 0.04330814 -0.099797848 0.01100597
#> exo3 0.02016102 0.01979041 0.000442860 0.05270426
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0009514986 0.1398490 -0.16014722 0.2154609
#> lag1_var2 0.2277881620 0.9731580 -1.23023631 1.4602845
#> lag1_var3 -0.7427409346 1.6542190 -3.12437491 1.4781895
#> lag1_var4 0.7731353323 1.6699324 -1.46612072 3.1326793
#> const -0.5926341366 3.9119548 -4.33699700 5.4836169
#> exo1 -0.2007823043 0.3149903 -0.68661342 0.1250769
#> exo2 0.9924169144 0.3056690 0.58562170 1.4458253
#> exo3 0.4803040551 0.4174095 -0.05986334 1.0922438
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07040577 0.1268549 -0.27136447 0.08153739
#> lag1_var2 1.12355836 0.9060225 0.03697421 2.40384906
#> lag1_var3 2.52624551 1.5788163 0.55210754 4.58099335
#> lag1_var4 -1.57402530 1.5940688 -3.62862030 0.43536471
#> const 3.87035989 3.4545191 -1.46601385 8.11082192
#> exo1 0.23767136 0.2540747 -0.03610558 0.63689303
#> exo2 -1.12202137 0.1862871 -1.36637891 -0.84159825
#> exo3 -0.14599131 0.3290499 -0.63855565 0.31526211
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07554005 0.05880344 -0.155663522 -0.0001292375
#> lag1_var2 1.00601637 0.46853425 0.404215425 1.6412745914
#> lag1_var3 1.65535698 0.81720869 0.554432235 2.8005638154
#> lag1_var4 -0.66847859 0.82682501 -1.824258514 0.4588685207
#> const 2.67398262 1.83253479 0.051578967 4.9623894417
#> exo1 0.12210179 0.08830142 0.005382295 0.2412321814
#> exo2 -0.57157216 0.09002446 -0.691046909 -0.4290680239
#> exo3 0.13724627 0.11738573 -0.008206617 0.2851769074
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007584496 0.0002642602 0.0003841547 0.001133104
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01277785 0.004324457 -0.01755095 -0.006217948
#> Sigma[2,2] 0.41346702 0.112743779 0.26748560 0.576828272
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01100939 0.004112604 0.005099707 0.01591046
#> Sigma[3,2] -0.30806660 0.096418802 -0.435302654 -0.17593238
#> Sigma[3,3] 0.26447085 0.086862584 0.142211529 0.36318356
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003141865 0.00160635 0.001099001 0.005480929
#> Sigma[4,2] -0.047519831 0.03344563 -0.088732807 -0.003326761
#> Sigma[4,3] 0.073331400 0.03272064 0.031247206 0.117608047
#> Sigma[4,4] 0.046922587 0.01438486 0.030666714 0.069954640
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986259750 0.04022980 0.93577064 1.04197684
#> lag1_var2 -0.022524218 0.05498850 -0.09419259 0.04873653
#> lag1_var3 -0.045070384 0.08684866 -0.16030925 0.06848752
#> lag1_var4 0.045454463 0.07719082 -0.05442249 0.14792588
#> const 0.290138194 0.26616604 -0.11096511 0.57333004
#> exo1 -0.003846065 0.03049868 -0.05129456 0.03144160
#> exo2 -0.047943603 0.03016638 -0.07878447 0.00214073
#> exo3 0.056539756 0.02071030 0.02512021 0.07915747
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1448700 0.9880912 -1.022507740 1.576882
#> lag1_var2 1.3879079 1.3359508 -0.932373492 2.475423
#> lag1_var3 1.1909160 2.2095632 -2.684944941 2.883353
#> lag1_var4 -1.2637853 1.9821560 -2.830228539 2.225942
#> const 3.1909513 7.8295671 -7.154920426 13.847527
#> exo1 0.9201473 0.6627108 0.004393809 1.766950
#> exo2 0.9490150 0.8090004 -0.263411737 2.036379
#> exo3 0.4512259 0.7054453 -0.327261421 1.579473
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3795226 0.7998118 -0.8190805 1.3960854
#> lag1_var2 -1.0993517 1.0877419 -1.9660238 0.6949037
#> lag1_var3 -1.1856841 1.7702087 -2.5758668 1.7311171
#> lag1_var4 2.0862686 1.5768867 -0.5168391 3.2398252
#> const -3.7311695 6.3078374 -12.2726154 5.0380371
#> exo1 -0.4893475 0.5948949 -1.3579156 0.3085299
#> exo2 -1.4634366 0.6616962 -2.3422636 -0.6063900
#> exo3 -0.4228742 0.5831185 -1.3326623 0.1630615
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4847175 0.2962380 0.04095487 0.84332008
#> lag1_var2 -0.6576270 0.4685519 -1.20026519 0.02457832
#> lag1_var3 -1.1302593 0.7479068 -2.02830665 -0.10146666
#> lag1_var4 2.0034289 0.6729048 1.07002546 2.83527458
#> const -3.2306981 2.0999110 -6.02732092 -0.27647300
#> exo1 0.1086056 0.2751709 -0.32686741 0.40873713
#> exo2 -0.9005403 0.3138728 -1.26931175 -0.47665347
#> exo3 -0.1324643 0.2118820 -0.48547332 0.07333031
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003186859 0.0001065875 0.000170101 0.0004681129
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006156286 0.002721522 -0.0100890 -0.003511157
#> Sigma[2,2] 0.502484367 0.114323588 0.3583617 0.653290138
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005204129 0.002557611 0.002138158 0.00898565
#> Sigma[3,2] -0.453938629 0.126696903 -0.621778004 -0.29183861
#> Sigma[3,3] 0.722369100 0.160911621 0.491155409 0.94797538
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001354485 0.001962469 -0.001793972 0.003826582
#> Sigma[4,2] -0.146566257 0.062362249 -0.244705851 -0.071445690
#> Sigma[4,3] 0.456548360 0.122816503 0.318617623 0.640308700
#> Sigma[4,4] 0.379576749 0.121380487 0.282229450 0.566577120
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994292953 0.01577870 0.97113709 1.01228249
#> lag1_var2 -0.006254729 0.03270183 -0.04764046 0.03896683
#> lag1_var3 -0.009831701 0.05131055 -0.07681730 0.05827198
#> lag1_var4 0.007183592 0.04745231 -0.05597563 0.06942565
#> const 0.343557024 0.18394121 0.17117213 0.63380178
#> exo1 0.010966050 0.01131423 -0.00488915 0.02528563
#> exo2 -0.052720849 0.01279514 -0.06824100 -0.03363162
#> exo3 0.039475645 0.01856765 0.01434324 0.06616063
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7589755 0.8423946 -1.6472510 0.5596687
#> lag1_var2 2.0459109 2.0293157 -0.9133275 4.4528033
#> lag1_var3 1.7272015 3.2497451 -3.0199365 5.5999422
#> lag1_var4 -1.5098735 2.9923524 -5.1318165 2.8724149
#> const 7.0600537 7.7454617 -4.5332922 16.3930786
#> exo1 -0.5793148 0.5924932 -1.2441899 0.1669519
#> exo2 0.2545124 0.4852275 -0.4902909 0.9284384
#> exo3 0.1899626 0.7478480 -0.8153514 1.1972588
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3557257 0.9523366 -0.15083725 2.3492326
#> lag1_var2 -1.6540480 2.2300601 -4.25667086 1.8271204
#> lag1_var3 -1.2779098 3.5616424 -5.48014154 4.2639342
#> lag1_var4 1.8832797 3.2729752 -3.20807274 5.7518067
#> const -10.5163570 9.0913347 -22.14909549 3.4995468
#> exo1 0.8409788 0.5485926 0.08483473 1.4579924
#> exo2 -0.9373287 0.4543243 -1.61798859 -0.3239579
#> exo3 -0.3674443 0.6896848 -1.39206019 0.4758639
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8683799 0.5729227 -0.07561201 1.4356933
#> lag1_var2 -0.6771355 1.3444111 -2.02192214 1.4830390
#> lag1_var3 -0.6802066 2.1136551 -2.84288296 2.7264175
#> lag1_var4 1.4458870 1.9428355 -1.68238985 3.4555423
#> const -7.2687865 5.2221817 -13.63056835 0.9800383
#> exo1 0.4801786 0.6199603 -0.20682876 1.4861971
#> exo2 -0.7989810 0.3348913 -1.35143191 -0.5107520
#> exo3 -0.2550343 0.4095593 -0.81398204 0.2464771
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001758808 3.061578e-05 0.0001364888 0.0002174519
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001405836 0.0007756767 -0.002525848 -0.0003207402
#> Sigma[2,2] 0.233599572 0.0367055251 0.189013794 0.2816894443
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003485994 0.001076441 0.002152909 0.004925952
#> Sigma[3,2] -0.231577465 0.061893894 -0.314299042 -0.144662772
#> Sigma[3,3] 0.474756079 0.091784171 0.350307014 0.590340961
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002694793 0.0007561614 0.001812124 0.003965328
#> Sigma[4,2] -0.084526477 0.0475475295 -0.137918515 -0.010538285
#> Sigma[4,3] 0.339874109 0.0673695935 0.269652515 0.434358760
#> Sigma[4,4] 0.298191867 0.0609059682 0.231244120 0.379818155
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984177015 0.006604942 0.97638502 0.994079927
#> lag1_var2 0.012432977 0.021921983 -0.02152829 0.037939760
#> lag1_var3 0.004929119 0.038431669 -0.05617142 0.047889425
#> lag1_var4 -0.004790916 0.037896958 -0.04625308 0.056299603
#> const 0.394681028 0.110124341 0.25310622 0.562368211
#> exo1 -0.004306462 0.008176850 -0.01715491 0.004917542
#> exo2 -0.034487143 0.014196768 -0.05021915 -0.013192739
#> exo3 0.025957168 0.011893225 0.01157852 0.043201931
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3013602 0.3853503 -0.8901151 0.1113328
#> lag1_var2 2.4633308 1.0680214 1.2928063 4.0697984
#> lag1_var3 2.9401122 1.7025599 1.2575923 5.6336058
#> lag1_var4 -2.9704195 1.6408781 -5.5665037 -1.3637786
#> const 11.7586060 5.6378924 6.0169920 21.5921105
#> exo1 -0.2795027 0.4078209 -0.8521451 0.2507821
#> exo2 0.3199281 0.3399603 -0.2180340 0.6505269
#> exo3 -0.1995970 0.3769205 -0.5265538 0.4213764
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1471911 0.5403906 -0.5741899 0.8875882
#> lag1_var2 -0.4960446 1.9279486 -3.4247438 1.7598503
#> lag1_var3 -0.4102800 3.1811217 -5.1852672 3.2735079
#> lag1_var4 1.3975741 3.1025946 -2.2206817 6.1376666
#> const -4.7398505 8.3081021 -16.7178002 5.5781967
#> exo1 0.9871924 0.6051167 0.2895314 1.9398356
#> exo2 -0.6568401 0.6682614 -1.4784887 0.3555779
#> exo3 2.3608656 0.6240822 1.6145091 3.2748136
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04959934 0.3810563 -0.6483662 0.4168644
#> lag1_var2 0.76255236 1.4905447 -1.4123066 2.4906344
#> lag1_var3 0.96805130 2.4493734 -2.6130104 3.7900811
#> lag1_var4 0.01747240 2.3956327 -2.7689824 3.5232226
#> const 1.74416320 6.0048449 -6.2941513 10.1717908
#> exo1 0.82177412 0.4512028 0.2177344 1.4929968
#> exo2 -0.47709041 0.5435006 -1.1357254 0.2118108
#> exo3 2.33868444 0.5327676 1.6897289 3.1501603
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003638733 9.387579e-05 0.0002605262 0.0005239868
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002623336 0.000469392 -0.0009969158 0.0002755174
#> Sigma[2,2] 0.0239783869 0.009654018 0.0136102242 0.0399882997
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004043795 0.0005522338 -6.531023e-05 0.001261568
#> Sigma[3,2] -0.0127804673 0.0034346833 -1.827374e-02 -0.009189793
#> Sigma[3,3] 0.0187647565 0.0044533777 1.295336e-02 0.025202695
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000311197 0.0004135689 4.899605e-06 0.0009509791
#> Sigma[4,2] -0.003192352 0.0026361604 -5.860069e-03 0.0010722435
#> Sigma[4,3] 0.014654453 0.0040677751 9.630226e-03 0.0203638682
#> Sigma[4,4] 0.014655862 0.0043146294 9.745817e-03 0.0208244922
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991589933 0.008208761 0.97915467 1.00157112
#> lag1_var2 0.003734824 0.024227437 -0.02572047 0.04096065
#> lag1_var3 -0.001331104 0.042513845 -0.06305602 0.05076088
#> lag1_var4 -0.002922982 0.041945336 -0.05451173 0.05836685
#> const 0.367446122 0.095388596 0.24004758 0.48719836
#> exo1 0.006778996 0.015137907 -0.01210905 0.02902765
#> exo2 -0.066537484 0.018926231 -0.09427259 -0.04187671
#> exo3 -0.006610511 0.033768594 -0.05505956 0.03359541
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18317739 0.1178730 0.06798343 0.38796282
#> lag1_var2 0.10825920 0.1816645 -0.20188566 0.26523814
#> lag1_var3 -0.42906520 0.3953468 -1.03079345 -0.07498066
#> lag1_var4 0.51018544 0.3743856 0.18125067 1.08729696
#> const 0.03080329 1.4858535 -2.13378757 1.86594313
#> exo1 0.00994935 0.1313968 -0.18175430 0.15356389
#> exo2 2.34357799 0.1701468 2.12768354 2.58089378
#> exo3 0.91948732 0.2230956 0.65615192 1.23255229
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.022320914 0.10225137 -0.19426654 0.06373973
#> lag1_var2 0.340761485 0.22863154 0.08039883 0.71529941
#> lag1_var3 0.915720901 0.43131529 0.45596244 1.67842908
#> lag1_var4 -0.004901877 0.40221446 -0.70258978 0.44263830
#> const 0.140570710 0.66410234 -0.93532896 0.93508080
#> exo1 -0.091289997 0.12986729 -0.25330873 0.07462750
#> exo2 -1.343273581 0.07563526 -1.47193249 -1.26662173
#> exo3 -0.404557183 0.17401958 -0.63322262 -0.13818999
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04081900 0.06786252 -0.06388684 0.12679893
#> lag1_var2 0.15422715 0.20677372 -0.12723957 0.43478226
#> lag1_var3 0.14356626 0.40898949 -0.38145253 0.77008803
#> lag1_var4 0.82783171 0.39528487 0.25180265 1.34590533
#> const -0.83861134 0.90269377 -2.21119917 0.16601716
#> exo1 -0.09780878 0.10560552 -0.21944334 0.04024068
#> exo2 -0.44896906 0.07492598 -0.56594893 -0.38467836
#> exo3 -0.03631170 0.12887192 -0.19704788 0.14537926
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002383487 4.253784e-05 0.0001807852 0.0002982241
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007249169 0.00180775 -0.009922979 -0.005315475
#> Sigma[2,2] 0.477218833 0.10984873 0.350015227 0.651455274
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007877574 0.001960448 0.005306404 0.01064688
#> Sigma[3,2] -0.476192238 0.119874775 -0.667967814 -0.34001056
#> Sigma[3,3] 0.602468621 0.129888528 0.465469821 0.80455712
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003252045 0.001052033 0.001825263 0.004741878
#> Sigma[4,2] -0.169494108 0.055607568 -0.258400203 -0.104789453
#> Sigma[4,3] 0.303659822 0.060330805 0.227077871 0.381256407
#> Sigma[4,4] 0.202895457 0.034671201 0.153337227 0.237807675
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994603645 0.01160636 0.97615718 1.006043358
#> lag1_var2 -0.007798842 0.02755635 -0.04378045 0.037139715
#> lag1_var3 -0.013969665 0.04098322 -0.06711757 0.052770773
#> lag1_var4 0.011646908 0.03924245 -0.05119952 0.062509316
#> const 0.315899513 0.12051457 0.19647324 0.491649549
#> exo1 -0.032067945 0.01157324 -0.04809917 -0.017413583
#> exo2 -0.035339113 0.02133610 -0.06646702 -0.009313343
#> exo3 0.028105184 0.01300000 0.01466851 0.047949196
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30574486 0.3852151 -0.8584411 0.18052030
#> lag1_var2 0.95295493 0.9504444 -0.4441739 2.31920011
#> lag1_var3 0.13039305 1.5055425 -2.0691872 2.35195791
#> lag1_var4 -0.05534303 1.4452892 -2.1736732 2.06760408
#> const 3.32079994 5.1719558 -4.4047754 9.75071791
#> exo1 0.39952038 0.7322475 -0.5420675 1.39829424
#> exo2 0.40499995 0.6036591 -0.2077360 1.33284224
#> exo3 -0.73588154 0.4759377 -1.3656420 -0.08334785
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53057158 0.4516752 -0.1313293 1.0865443
#> lag1_var2 0.02407715 0.9012431 -1.1466456 1.1437325
#> lag1_var3 1.07086479 1.4052011 -0.7607846 2.7813782
#> lag1_var4 -0.22980298 1.3364591 -1.7957506 1.5408412
#> const -2.33062523 5.6142495 -8.2329462 6.9464084
#> exo1 -0.55603833 0.9572354 -1.9131044 0.7461823
#> exo2 -0.87290839 0.6941293 -1.9002419 -0.1490613
#> exo3 0.86901100 0.5385048 0.1824136 1.5887142
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3643544 0.2734565 -0.02431325 0.7503105504
#> lag1_var2 0.2533921 0.7448665 -0.96419952 0.9967174324
#> lag1_var3 0.5664326 1.1607193 -1.29722239 1.7863420934
#> lag1_var4 0.3323199 1.1128632 -0.83032643 2.1270996898
#> const -1.5078243 2.9351988 -4.93784813 3.1485650226
#> exo1 -0.3101172 0.5509050 -1.02720013 0.4357319198
#> exo2 -0.6134190 0.4314965 -1.19809745 0.0009350866
#> exo3 0.3772819 0.3030687 0.01299735 0.8205942383
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006067575 0.0001450988 0.0004778918 0.0008675725
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007095566 0.0004058862 -0.00128762 -0.0001823335
#> Sigma[2,2] 0.0414930718 0.0099370400 0.03168382 0.0578888470
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007847181 0.003258474 0.005104068 0.013588219
#> Sigma[3,2] -0.032515742 0.030466372 -0.078475948 -0.001004674
#> Sigma[3,3] 0.510318242 0.126140177 0.377582609 0.710189311
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007916978 0.003441463 0.005025262 0.01393056
#> Sigma[4,2] -0.004897102 0.027297779 -0.045602506 0.02618540
#> Sigma[4,3] 0.515394792 0.132998744 0.377926806 0.72927148
#> Sigma[4,4] 0.540587895 0.144063437 0.394114520 0.76947211
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9787914005 0.01465597 0.956424350 0.995330027
#> lag1_var2 0.0143290914 0.04956348 -0.050106187 0.090062354
#> lag1_var3 0.0028520002 0.08330645 -0.109003069 0.121155262
#> lag1_var4 -0.0007573866 0.08020557 -0.113300334 0.106316723
#> const 0.3820059666 0.16981503 0.207600106 0.664834655
#> exo1 0.0349420738 0.01824566 0.009893886 0.059218319
#> exo2 -0.0399927684 0.03627695 -0.095366216 0.006691882
#> exo3 0.0120247148 0.02386446 -0.023815328 0.036874510
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001676937 0.1406801 -0.2421049 0.12039931
#> lag1_var2 0.970586043 0.3400227 0.5489739 1.44281810
#> lag1_var3 0.203036242 0.5396692 -0.4193995 1.00907184
#> lag1_var4 -0.237871126 0.5178557 -1.0157794 0.35630405
#> const 2.662928720 2.1743233 0.4558199 6.13261452
#> exo1 -0.141487551 0.1944435 -0.4147224 0.09652664
#> exo2 0.951968707 0.1894318 0.6680884 1.13766392
#> exo3 -0.772841422 0.1273343 -0.9483373 -0.61463779
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2658803 0.4320522 0.5923730 1.8019732
#> lag1_var2 -4.2835197 1.0631198 -5.4923302 -2.5075146
#> lag1_var3 -6.1699713 1.6830859 -8.0673440 -3.4971903
#> lag1_var4 6.9299517 1.6092645 4.3959397 8.7875075
#> const -16.2243939 5.8579914 -23.0321481 -7.4884751
#> exo1 0.3323653 0.5465011 -0.5295579 0.9987745
#> exo2 -4.0524047 0.5978801 -4.9221736 -3.3540383
#> exo3 -0.2655055 0.6772117 -1.1108648 0.6652905
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3149503 0.4747179 0.6145345 1.89603291
#> lag1_var2 -4.1691878 1.1384237 -5.3501539 -2.21535330
#> lag1_var3 -6.8654124 1.7366178 -8.6468532 -3.99003640
#> lag1_var4 7.6098943 1.6536673 4.8845988 9.27843742
#> const -16.2697246 6.5385351 -23.4759391 -6.81086341
#> exo1 0.2678480 0.5331028 -0.5368465 0.96780875
#> exo2 -3.4949684 0.5699638 -4.3603530 -2.85314478
#> exo3 -0.7906437 0.6547901 -1.6346469 0.08242913
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003791679 8.221606e-05 0.0003024815 0.000515834
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001363972 0.001412777 -0.003701435 0.0002794709
#> Sigma[2,2] 0.456451674 0.119249153 0.325072444 0.6263321266
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004420025 0.001376014 -0.002612941 0.001094078
#> Sigma[3,2] -0.1743894575 0.071468328 -0.274584572 -0.090594157
#> Sigma[3,3] 0.1910810853 0.056275935 0.115380289 0.268484729
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001231469 0.001377696 -0.002936428 0.0004764389
#> Sigma[4,2] 0.060032395 0.042733635 0.010684230 0.1245608016
#> Sigma[4,3] 0.104506827 0.029184570 0.061079642 0.1405119649
#> Sigma[4,4] 0.138568170 0.034241411 0.091755104 0.1846435928
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966700037 0.02047800 0.93990789 0.995360794
#> lag1_var2 0.021241967 0.05941790 -0.05868883 0.109770216
#> lag1_var3 0.040515268 0.10958904 -0.10772891 0.203080345
#> lag1_var4 -0.029294833 0.10790713 -0.18918507 0.117393871
#> const 0.341787895 0.29255497 -0.03257313 0.819300064
#> exo1 -0.001324852 0.01308059 -0.02192829 0.012139535
#> exo2 -0.035183324 0.02165543 -0.06536847 -0.008333051
#> exo3 0.026270487 0.02454815 -0.01388086 0.055484512
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59008723 0.5706553 -0.1631535 1.3732633
#> lag1_var2 -0.09119487 1.7556449 -2.6919559 2.3138741
#> lag1_var3 -1.84328001 3.2042811 -6.5786995 2.4944910
#> lag1_var4 1.65828428 3.1321510 -2.5935926 6.2597412
#> const -5.64274380 5.8808346 -15.4552241 1.0779585
#> exo1 -0.37752974 0.4845493 -1.0318575 0.2827926
#> exo2 0.85723619 0.8015367 -0.3132025 1.9299469
#> exo3 0.43656510 0.6846114 -0.2395418 1.5722360
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38087387 0.2214129 0.1004435 0.7139937
#> lag1_var2 0.21687750 1.0767697 -0.7186688 1.9877769
#> lag1_var3 1.19247810 1.9971198 -0.5650096 4.4896437
#> lag1_var4 -0.45851162 1.9832791 -3.7286198 1.3531623
#> const 3.31568292 3.9042246 -1.9101946 9.1540252
#> exo1 0.04180411 0.3506714 -0.3546845 0.5717934
#> exo2 -0.55743572 0.4066043 -0.9401518 0.1060153
#> exo3 0.40105372 0.4629834 -0.2136784 0.9851792
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.70288526 0.3146072 0.3021873 1.0870569
#> lag1_var2 -0.07760643 0.6284946 -0.7327317 0.9284616
#> lag1_var3 -0.23841730 1.2004223 -1.4860912 1.6407818
#> lag1_var4 0.88204257 1.1357390 -0.9517941 2.0648784
#> const -0.31404481 3.4527396 -5.1609884 4.0244486
#> exo1 -0.15375351 0.2558615 -0.4589166 0.2002628
#> exo2 -0.11954655 0.3109286 -0.5505891 0.2540309
#> exo3 0.67655436 0.3938230 0.2506860 1.2937611
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007767005 0.0002134988 0.0005557028 0.001118598
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009797969 0.003569625 -0.01532942 -0.006115536
#> Sigma[2,2] 0.298255036 0.074473379 0.23134857 0.420034367
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004496264 0.003416027 -0.003264282 0.005578314
#> Sigma[3,2] -0.1306458792 0.086798417 -0.266235249 -0.007457768
#> Sigma[3,3] 0.4280456971 0.100692784 0.284215207 0.522820468
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00598997 0.003548938 -0.01122615 -0.001782838
#> Sigma[4,2] 0.05830104 0.077976591 -0.02153461 0.193955274
#> Sigma[4,3] 0.36906684 0.078295489 0.25548582 0.455883251
#> Sigma[4,4] 0.43149257 0.074985477 0.31646172 0.516235825
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02101609 0.01335203 1.003422722 1.040931257
#> lag1_var2 -0.04594084 0.04193446 -0.110601564 0.005893633
#> lag1_var3 -0.07985147 0.06867230 -0.187793827 0.003230654
#> lag1_var4 0.07138570 0.06539262 -0.005688106 0.176570738
#> const 0.05354034 0.11073568 -0.062239007 0.221004515
#> exo1 0.02075209 0.01369675 0.004833402 0.042614426
#> exo2 -0.24722007 0.02602960 -0.278368373 -0.207384135
#> exo3 0.04195830 0.03256710 0.002938628 0.086610741
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5925152 0.2985159 -0.9267880 -0.1093542
#> lag1_var2 1.6420624 0.8053221 0.8303828 2.8920742
#> lag1_var3 1.5909957 1.3284456 0.2412394 3.6586743
#> lag1_var4 -1.4121558 1.2858591 -3.4037850 -0.1431128
#> const 5.1453586 3.0037286 0.6778031 9.3382867
#> exo1 0.1679723 0.4130238 -0.4793833 0.6160031
#> exo2 7.9186202 0.5573143 7.4108070 8.8545672
#> exo3 -0.2254635 0.7146809 -0.9652805 0.8999694
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0395731 0.4158910 0.3744014 1.5491563
#> lag1_var2 0.2615922 0.5204841 -0.3416252 1.0183691
#> lag1_var3 1.2304722 0.8729024 0.1674428 2.5259086
#> lag1_var4 -0.6673357 0.7615477 -1.7721217 0.3046136
#> const 1.7455318 4.6997761 -4.7710178 8.0670835
#> exo1 0.9141539 0.5670753 0.2012379 1.7018398
#> exo2 -8.3861001 0.8683326 -9.6444729 -7.1779166
#> exo3 0.4416138 0.5527754 -0.1143253 1.3222602
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7082662 0.3585298 0.1933380 1.19708448
#> lag1_var2 0.9469646 0.4881629 0.3253151 1.70613835
#> lag1_var3 1.6843467 0.8390074 0.7705561 3.03869142
#> lag1_var4 -1.0063099 0.8178918 -2.2930768 -0.09176624
#> const 3.8543769 4.9910857 -3.4028426 9.69228151
#> exo1 1.0764385 0.4462014 0.3615391 1.63171468
#> exo2 -3.7775205 0.8239837 -4.9603450 -2.75205168
#> exo3 0.3473899 0.5209850 -0.1288851 1.09982224
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007720973 0.0001717567 0.0005537169 0.001049721
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004113911 0.00168459 -0.005898358 -0.001727403
#> Sigma[2,2] 0.127951775 0.03144055 0.079322747 0.155752137
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007997712 0.004303819 0.002109669 0.014005862
#> Sigma[3,2] -0.091888183 0.055754686 -0.154824476 -0.003662877
#> Sigma[3,3] 1.031197568 0.167989080 0.827471485 1.268422295
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0053717008 0.004556498 -0.0003624984 0.01208780
#> Sigma[4,2] 0.0007306224 0.062388963 -0.0569886919 0.09965614
#> Sigma[4,3] 1.0121563840 0.178996229 0.8007004133 1.24424937
#> Sigma[4,4] 1.0628430374 0.209160127 0.8373495071 1.36632004
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96034355 0.01459594 0.942278228 0.981675932
#> lag1_var2 0.06124324 0.04838707 0.002727666 0.127329464
#> lag1_var3 0.09007330 0.07653899 -0.004967063 0.193646807
#> lag1_var4 -0.08393107 0.07299512 -0.182138440 0.007288648
#> const 0.62530353 0.18860088 0.377632877 0.889832846
#> exo1 0.02995198 0.02657628 -0.006474180 0.058710318
#> exo2 -0.13349413 0.02076200 -0.159002280 -0.103401646
#> exo3 0.08075208 0.03892876 0.051922425 0.148135821
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15431885 0.2740722 -0.1103665 0.5772037
#> lag1_var2 0.51726631 0.9195420 -0.8481914 1.4974715
#> lag1_var3 0.04080379 1.3329683 -1.9573028 1.4921825
#> lag1_var4 -0.08800787 1.2658674 -1.4619593 1.8054662
#> const 1.57575436 2.6887744 -1.9617713 4.4614022
#> exo1 0.10194253 0.2428887 -0.1564148 0.4805990
#> exo2 3.39669864 0.4466643 2.9534331 4.1378458
#> exo3 -0.58750566 0.5012824 -1.1505923 0.1525122
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1384652 0.5991144 -0.7581326 0.8379158
#> lag1_var2 0.1154913 1.5486866 -2.2013477 1.8764811
#> lag1_var3 -0.1001821 1.8773761 -2.6895792 2.1453179
#> lag1_var4 1.0680273 1.7422519 -1.0269139 3.4627483
#> const 2.6546648 9.1910268 -11.6037028 13.2753052
#> exo1 -0.3010343 0.6270841 -1.1648789 0.5923971
#> exo2 -9.4664510 0.9581099 -11.0941304 -8.4765322
#> exo3 0.4010694 1.0046383 -0.9917486 1.7379695
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03352446 0.7239477 -0.7686786 1.2238076
#> lag1_var2 0.08376494 1.9313184 -2.8699445 2.0425508
#> lag1_var3 -0.67280583 2.3020831 -4.1121925 1.8106274
#> lag1_var4 1.62306107 2.1374153 -0.7050759 4.8215344
#> const 2.65579162 9.4150140 -11.0818536 13.2638129
#> exo1 -0.22507701 0.6806080 -1.2912641 0.6060684
#> exo2 -7.37980465 0.8550468 -8.8345621 -6.5356399
#> exo3 0.02062187 0.9809207 -1.1547719 1.4150859
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003993282 0.0001159088 0.0002782442 0.0005939205
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001689304 0.00125392 -0.003662746 -0.0006975878
#> Sigma[2,2] 0.045089172 0.01140080 0.034394824 0.0636690079
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005181795 0.001272438 -0.00225141 0.001128504
#> Sigma[3,2] -0.0001560348 0.014959716 -0.01457209 0.023616873
#> Sigma[3,3] 0.2337990444 0.035167661 0.20114702 0.281806266
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001613484 0.001516747 -0.003535469 0.000402167
#> Sigma[4,2] 0.028116744 0.019759548 0.008468644 0.057796500
#> Sigma[4,3] 0.240529709 0.039758011 0.202256422 0.299476717
#> Sigma[4,4] 0.265251678 0.047245122 0.217718902 0.342889874
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01404418 0.01084284 1.00178033 1.03053949
#> lag1_var2 -0.07277608 0.05858369 -0.16654331 -0.01622909
#> lag1_var3 -0.12438251 0.10440295 -0.28957119 -0.02664943
#> lag1_var4 0.11808518 0.10304483 0.02247966 0.28141743
#> const 0.05695419 0.20309110 -0.23855369 0.28551270
#> exo1 -0.01211218 0.02190080 -0.04435991 0.01384668
#> exo2 -0.13840489 0.02299602 -0.17261565 -0.11286694
#> exo3 -0.01894355 0.02396039 -0.04843043 0.01561058
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28847102 0.1076704 -0.435465970 -0.1485772
#> lag1_var2 0.72630115 0.5709292 -0.005571145 1.4394332
#> lag1_var3 0.08859036 1.0057415 -1.319543295 1.2281456
#> lag1_var4 0.01241358 0.9975688 -1.126908215 1.3962598
#> const 2.38505010 2.2606693 -0.484090543 5.3398991
#> exo1 0.35989531 0.2063918 0.091458804 0.6222913
#> exo2 0.25310417 0.2625361 -0.154850257 0.5825474
#> exo3 1.26069028 0.1586960 1.128226477 1.5276153
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4780109 0.2394890 0.2315543 0.8618887
#> lag1_var2 2.9274785 1.0684436 1.1536072 3.9944236
#> lag1_var3 3.9522028 1.8931648 0.8152823 5.9926260
#> lag1_var4 -3.4007912 1.8705541 -5.3331285 -0.2887271
#> const 11.1150129 6.1206835 1.8132741 17.2980307
#> exo1 -0.0784704 0.3175763 -0.3911882 0.3943094
#> exo2 -4.3740191 0.5681159 -5.1726457 -3.6702740
#> exo3 -1.1171262 0.6927507 -2.1349670 -0.2514164
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3114709 0.2709802 0.03561351 0.7608177
#> lag1_var2 3.1903175 1.3043351 1.03330708 4.4396035
#> lag1_var3 3.6624119 2.2337338 -0.10289887 5.7731497
#> lag1_var4 -3.0460959 2.2281279 -5.17363172 0.6908422
#> const 12.0259695 7.3926772 1.29059503 20.1629244
#> exo1 0.1443408 0.3349624 -0.26499881 0.6313927
#> exo2 -4.3323201 0.6533972 -5.12734298 -3.4396026
#> exo3 -0.3975856 0.7396279 -1.47754638 0.5330691
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00189835 0.0005006991 0.00126766 0.002632086
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003352743 0.001106361 -0.005007117 -0.002059122
#> Sigma[2,2] 0.021285705 0.005189539 0.013832139 0.027810804
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007211937 0.01201018 -0.02643185 0.00761497
#> Sigma[3,2] 0.085875855 0.03347089 0.04469194 0.12597306
#> Sigma[3,3] 0.936079295 0.24966403 0.60194908 1.28997387
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009485781 0.01263959 -0.03013157 0.005369839
#> Sigma[4,2] 0.100407146 0.03632283 0.05644412 0.143233733
#> Sigma[4,3] 1.009293369 0.26711902 0.64623534 1.374885570
#> Sigma[4,4] 1.093065787 0.28673003 0.69769870 1.470231306
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92478362 0.04190175 0.85306653 0.97142538
#> lag1_var2 0.24697814 0.17125516 0.05180462 0.51397210
#> lag1_var3 0.40856121 0.26325610 0.06351484 0.79590601
#> lag1_var4 -0.40003409 0.25808690 -0.78061283 -0.06219676
#> const 1.29268414 0.68480573 0.55502111 2.48196996
#> exo1 -0.06196309 0.03721590 -0.11609062 -0.01053116
#> exo2 -0.06212901 0.03923278 -0.11179961 -0.01248630
#> exo3 -0.03261466 0.04212955 -0.07611454 0.04160381
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2136578 0.1166393 0.06933893 0.39202879
#> lag1_var2 -0.2745160 0.4979925 -1.02972228 0.20357101
#> lag1_var3 -1.4767177 0.8322383 -2.72239941 -0.54455267
#> lag1_var4 1.4455141 0.8136738 0.53409430 2.66556280
#> const -2.1487971 1.7928450 -4.79455811 0.21383452
#> exo1 -0.1240459 0.1286666 -0.29389462 0.04158317
#> exo2 0.2022472 0.1074734 0.02803915 0.32505390
#> exo3 0.1838573 0.1695801 -0.05574949 0.38394758
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66822780 0.8056114 -0.1750354 1.9313523
#> lag1_var2 -1.29271560 3.6944190 -7.5330652 1.7654458
#> lag1_var3 -3.12845063 6.3305311 -13.8258868 2.8347909
#> lag1_var4 4.01615632 6.1810366 -1.8034664 14.4655009
#> const -12.69241901 11.5932525 -29.6318638 3.2155916
#> exo1 -1.17246303 0.6943243 -2.1815249 -0.2839452
#> exo2 -0.30909373 0.8585542 -1.6686839 0.7506924
#> exo3 0.09577442 0.6816526 -0.9713607 0.9145586
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8210267 0.8950657 -0.1089579 2.2132062
#> lag1_var2 -1.7855710 4.0865834 -8.6759751 1.5785706
#> lag1_var3 -4.6088385 6.9934429 -16.3964754 1.9565134
#> lag1_var4 5.4884661 6.8289959 -0.9197361 17.0044788
#> const -15.2835795 12.9176760 -34.0400930 2.3816072
#> exo1 -1.2618883 0.7462589 -2.3645725 -0.3128477
#> exo2 -0.2217954 0.8981318 -1.6471249 0.9058392
#> exo3 0.1768105 0.7794638 -1.0545874 1.1294390
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003042461 0.0001446493 0.0001723378 0.0005399486
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01349769 0.008836008 -0.02669491 -0.003836122
#> Sigma[2,2] 2.68872677 0.795803841 1.62689140 3.630291635
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006626768 0.004537834 0.001797873 0.01310204
#> Sigma[3,2] -1.248237787 0.387533737 -1.722763885 -0.71675387
#> Sigma[3,3] 0.688741530 0.197609866 0.431195957 0.95634701
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001188928 0.0009467095 -0.002512567 0.0001449401
#> Sigma[4,2] 0.294286237 0.1142896529 0.171496006 0.4708886058
#> Sigma[4,3] -0.011681418 0.0639764105 -0.109676289 0.0592979384
#> Sigma[4,4] 0.176636639 0.0611075583 0.123766682 0.2704218437
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977488524 0.01745795 0.949105691 0.996572184
#> lag1_var2 0.026768021 0.03303378 -0.006081898 0.080011149
#> lag1_var3 0.048761205 0.06032617 -0.011775910 0.145835978
#> lag1_var4 -0.044236238 0.05336086 -0.129851801 0.009866547
#> const 0.391469051 0.10631163 0.237782538 0.523979370
#> exo1 -0.008933303 0.02059288 -0.035484499 0.017689385
#> exo2 -0.052252344 0.01228217 -0.070793038 -0.038916050
#> exo3 0.030110979 0.02553199 -0.009279521 0.062330327
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25171205 1.295571 -2.162418 1.5655397
#> lag1_var2 0.54683054 2.629356 -3.504730 4.1257017
#> lag1_var3 -0.71067859 4.801289 -8.124182 5.8231923
#> lag1_var4 0.75541723 4.252016 -5.018220 7.3613588
#> const 4.48083757 7.636391 -5.535602 14.9375147
#> exo1 -1.32908043 1.380407 -3.339973 0.1929655
#> exo2 -0.01326163 1.367717 -1.433437 2.3443994
#> exo3 0.43023286 1.941129 -2.602361 2.8543292
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52741383 0.6182045 -0.42986143 1.2878592
#> lag1_var2 -0.16525614 1.2697603 -1.54115433 1.9072822
#> lag1_var3 0.70755312 2.3251270 -1.84146610 4.5044083
#> lag1_var4 0.09425022 2.0589082 -3.28198590 2.3783139
#> const -2.69837867 4.2907324 -8.54265478 3.7138550
#> exo1 0.88800137 0.7618186 0.02822657 2.0174115
#> exo2 -0.47765498 0.7052973 -1.42540375 0.4387969
#> exo3 0.45933318 1.0144824 -0.65750967 2.2136959
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3730644 0.3630029 -0.08635846 0.83838431
#> lag1_var2 -0.2241172 0.5518447 -0.99643300 0.53724031
#> lag1_var3 -0.3357417 1.0090043 -1.75001214 1.05372165
#> lag1_var4 1.1906886 0.8963316 -0.05820261 2.44061952
#> const -1.3755566 3.4917116 -5.81627969 3.31995417
#> exo1 0.2178882 0.2514470 -0.17165531 0.50091823
#> exo2 -0.5184516 0.5687617 -1.45004552 -0.05055665
#> exo3 0.7115920 0.5739029 -0.16661627 1.46309676
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006446795 0.0001446996 0.0004579475 0.0008523423
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009036301 0.003413044 -0.01390395 -0.004879954
#> Sigma[2,2] 1.195768579 0.219410528 0.93212781 1.519570985
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007192365 0.003881947 0.001729194 0.01212077
#> Sigma[3,2] -0.639106269 0.140090302 -0.814159271 -0.44183078
#> Sigma[3,3] 0.692295192 0.119045753 0.525069350 0.85251433
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003647039 0.004512598 -0.003202829 0.008564371
#> Sigma[4,2] -0.133393214 0.123696197 -0.323783523 0.003360642
#> Sigma[4,3] 0.484255773 0.076117777 0.386431077 0.588121627
#> Sigma[4,4] 0.502131650 0.054014551 0.433511550 0.590900258
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98262104 0.01895448 0.957280890 1.004100182
#> lag1_var2 -0.01283198 0.02382292 -0.047682779 0.019253308
#> lag1_var3 -0.03439773 0.05693742 -0.117214729 0.041976331
#> lag1_var4 0.03596026 0.04930205 -0.031576067 0.107204527
#> const 0.35451489 0.22642832 -0.001787969 0.653490397
#> exo1 -0.02936974 0.02180089 -0.057380574 0.006151967
#> exo2 -0.03318638 0.02582126 -0.063857983 0.003107178
#> exo3 0.02484343 0.02963288 -0.017149010 0.067182090
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8978879 1.1655316 -2.4989864 0.6639190
#> lag1_var2 1.9367816 1.7132370 -0.1487330 4.5668382
#> lag1_var3 2.3638623 4.1197011 -2.6558461 8.8014078
#> lag1_var4 -2.0187167 3.5596047 -7.5619341 2.3360169
#> const 8.4953054 9.8008511 -3.4147336 20.8575023
#> exo1 0.3787697 0.9609807 -0.9150067 1.6715149
#> exo2 0.7535757 1.2262398 -0.8822685 2.4166503
#> exo3 -0.6486124 1.1955638 -2.3051545 0.9600983
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7901539 1.0553760 -0.9062129 1.90796782
#> lag1_var2 -1.1893091 1.4341362 -2.7938999 0.98348994
#> lag1_var3 -1.7289563 3.4417790 -5.5822570 3.48572822
#> lag1_var4 2.3581845 2.9760837 -2.1323823 5.68787368
#> const -3.8056451 7.8510528 -11.3773570 8.78752866
#> exo1 -1.0402785 0.6864969 -1.8603547 -0.04993469
#> exo2 -0.8734629 0.8143284 -2.2488716 -0.11042303
#> exo3 0.4262561 1.1762460 -1.3759142 1.89018250
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4152810 0.9368691 -1.152538 1.1916605
#> lag1_var2 -0.7098139 1.2387037 -1.644428 1.3037195
#> lag1_var3 -1.5173096 2.9629968 -3.726997 3.2458973
#> lag1_var4 2.3128655 2.5646236 -1.792336 4.2252347
#> const -1.1265242 8.0205244 -11.921559 10.6378906
#> exo1 -0.9809433 0.8357835 -1.792845 0.3829436
#> exo2 -0.5903973 0.5280637 -1.384681 -0.1094527
#> exo3 0.2130846 0.9107334 -1.179553 1.3390043
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006256211 0.0001450029 0.0004451457 0.0008490228
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007331813 0.0002561061 0.0003986933 0.001099487
#> Sigma[2,2] 0.0054356383 0.0016019218 0.0035998253 0.007893677
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003611437 0.0008987793 -0.004808869 -0.002369778
#> Sigma[3,2] -0.008509956 0.0038843424 -0.013773791 -0.003059201
#> Sigma[3,3] 0.065986184 0.0188084079 0.040891396 0.091474282
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003160748 0.0009033627 -0.004292135 -0.0018119662
#> Sigma[4,2] -0.004877840 0.0034897027 -0.010018939 -0.0002076622
#> Sigma[4,3] 0.061677202 0.0178436285 0.038695025 0.0874363710
#> Sigma[4,4] 0.059875313 0.0176031153 0.038359865 0.0863458241
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95359544 0.02031479 0.929568311 0.978708375
#> lag1_var2 -0.01581639 0.06279900 -0.090230069 0.080097275
#> lag1_var3 -0.09193822 0.09318732 -0.195142247 0.055387623
#> lag1_var4 0.10239093 0.09369524 -0.047800541 0.203746888
#> const 0.15524967 0.35963233 -0.402881568 0.578611538
#> exo1 0.01681028 0.01272664 -0.002228073 0.030360673
#> exo2 -0.05213816 0.03908083 -0.104981876 0.001091749
#> exo3 0.02097851 0.02243031 -0.007770264 0.053799943
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16549386 0.04648761 -0.23367308 -0.10204712
#> lag1_var2 0.28685506 0.19620010 0.02154036 0.52433015
#> lag1_var3 -0.48492066 0.27471217 -0.85317480 -0.16045383
#> lag1_var4 0.54988303 0.27176876 0.22031343 0.91476617
#> const 0.09839202 0.76091827 -0.77205015 1.40321120
#> exo1 -0.03363807 0.02749860 -0.05077142 0.01407782
#> exo2 0.11670932 0.09855051 -0.03399593 0.22630562
#> exo3 0.17762775 0.07267442 0.07792767 0.27922468
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33140172 0.3392742 -0.16900798 0.7232322923
#> lag1_var2 1.27255921 0.9247824 0.08917933 2.5940949976
#> lag1_var3 2.54493021 1.4458614 0.66052756 4.5484373460
#> lag1_var4 -1.72012977 1.4119992 -3.66240897 0.1586040735
#> const 4.95305151 4.5934576 0.42330270 12.6554076471
#> exo1 -0.19886402 0.1892285 -0.51502995 -0.0005665803
#> exo2 -1.54459956 0.3350035 -1.98396086 -1.0526191125
#> exo3 -0.05248668 0.2049950 -0.34393926 0.1918904034
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20814522 0.3625494 -0.31053205 0.6708799
#> lag1_var2 1.18369990 0.9425513 0.08173896 2.4814319
#> lag1_var3 1.79070810 1.4915508 0.03404212 3.8264594
#> lag1_var4 -0.90468857 1.4492009 -2.93021916 0.8415684
#> const 4.10051980 4.6001015 -0.28832095 11.7520737
#> exo1 -0.22921647 0.1944466 -0.56307142 -0.0374014
#> exo2 -1.50136385 0.3235301 -1.91767964 -1.0268688
#> exo3 0.08087784 0.2053725 -0.19499440 0.3339944
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003890308 0.0001322335 0.0002443108 0.0006079116
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01069742 0.003290205 -0.01595448 -0.006923762
#> Sigma[2,2] 0.88448100 0.183691591 0.61242771 1.088741343
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009906623 0.00371649 0.00652143 0.01581452
#> Sigma[3,2] -0.745407597 0.19649212 -0.97461369 -0.48465543
#> Sigma[3,3] 0.893219809 0.21342178 0.65934616 1.18315461
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003764403 0.002109016 0.001334379 0.007021131
#> Sigma[4,2] -0.227961870 0.116424560 -0.385990960 -0.073579187
#> Sigma[4,3] 0.475350755 0.126364015 0.319922895 0.675377304
#> Sigma[4,4] 0.361895833 0.084250974 0.271017293 0.503605025
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000397658 0.01826255 0.974672703 1.02824562
#> lag1_var2 0.022268771 0.03087327 -0.027169060 0.05650363
#> lag1_var3 0.042090140 0.05236966 -0.041733330 0.09932090
#> lag1_var4 -0.048897950 0.04726048 -0.098011285 0.02591027
#> const 0.437919625 0.15440114 0.231388423 0.64578193
#> exo1 0.003883888 0.01625498 -0.016273485 0.02522669
#> exo2 -0.111251655 0.02738306 -0.147401791 -0.07024728
#> exo3 0.018801053 0.01719660 -0.006807398 0.03445337
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3005675 1.1524213 -1.2742618 1.93102270
#> lag1_var2 -2.8361623 2.3787190 -6.3487630 -0.01229075
#> lag1_var3 -6.3510367 4.0441147 -12.3468378 -1.62476976
#> lag1_var4 6.3553234 3.7081497 2.0870821 11.88265238
#> const -7.7691818 10.9297785 -23.8940538 5.40609590
#> exo1 -0.9315233 0.7944302 -2.1144608 -0.05471491
#> exo2 0.6765872 1.2697065 -1.2744234 2.16536134
#> exo3 0.4865221 0.8556390 -0.7317815 1.58726828
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6769146 0.8493410 -0.6011873 1.6609886
#> lag1_var2 1.5304916 1.9282120 -0.4623428 4.8594053
#> lag1_var3 3.6745590 3.2961590 0.2789185 9.3917948
#> lag1_var4 -2.9907116 3.0579609 -8.2990657 0.1093218
#> const 1.9477381 9.4893030 -8.9654985 14.7352009
#> exo1 0.7048950 0.7081573 -0.3012891 1.6726170
#> exo2 -1.8813959 1.0759837 -3.0849740 -0.3209313
#> exo3 -0.7643908 0.7615283 -1.7354321 0.2755637
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9135337 0.3905694 0.3743348 1.5039112
#> lag1_var2 -0.6122935 1.0356786 -2.3298651 0.6424412
#> lag1_var3 -0.8552178 1.7324606 -3.6780575 1.3269605
#> lag1_var4 1.5453399 1.6240183 -0.5066276 4.1597291
#> const -4.3215781 4.3591034 -9.7993411 1.5588779
#> exo1 0.1606612 0.4164177 -0.4311596 0.7219076
#> exo2 -1.5759898 0.6065607 -2.3673693 -0.7916305
#> exo3 -0.5080717 0.3640902 -0.9948302 -0.1074170
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009029469 0.0001957799 0.0006696881 0.00122844
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01324366 0.005327906 -0.02001197 -0.005621409
#> Sigma[2,2] 1.32956264 0.189849017 1.06211969 1.545886350
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006384643 0.006952653 -0.01007269 0.006166669
#> Sigma[3,2] -0.9670096552 0.197674129 -1.23260632 -0.687104473
#> Sigma[3,3] 1.6922755601 0.389116062 1.27497299 2.257039224
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008936421 0.006412876 -0.01892273 -0.003327551
#> Sigma[4,2] -0.044111124 0.169440699 -0.30022551 0.197772140
#> Sigma[4,3] 1.078189473 0.353728570 0.74216686 1.641800747
#> Sigma[4,4] 1.108339406 0.332178974 0.78787164 1.629819075
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0013976787 0.01167618 0.985044359 1.01675834
#> lag1_var2 -0.0013304231 0.05383997 -0.074651704 0.06481525
#> lag1_var3 -0.0001906407 0.07700870 -0.109038819 0.09342897
#> lag1_var4 -0.0049739785 0.07666533 -0.096099687 0.10374105
#> const 0.3624457489 0.21934451 0.035578630 0.62374657
#> exo1 0.0274520025 0.02599514 -0.007436546 0.06151458
#> exo2 -0.0391715478 0.03378944 -0.081831091 0.01053278
#> exo3 0.0079861261 0.03197481 -0.031984952 0.05523202
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08087387 0.4804700 -0.8743214 0.4613109
#> lag1_var2 -0.23430869 1.3056195 -2.1657710 1.4688928
#> lag1_var3 -0.70972567 1.9306632 -3.3681860 1.8260630
#> lag1_var4 0.79333745 1.8732829 -1.6121637 3.4187726
#> const 0.26631647 8.3740167 -9.8710423 12.7363463
#> exo1 -0.78805578 0.7725612 -1.6812569 0.4239867
#> exo2 1.50403580 1.2552965 -0.5050760 3.0047721
#> exo3 1.46252532 1.3299783 -0.2326087 3.3620248
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3225146 0.3872559 0.9029182 1.8462899
#> lag1_var2 1.5310186 1.7423117 -1.0244472 3.7577794
#> lag1_var3 2.3935672 2.5035122 -1.2634876 5.5748595
#> lag1_var4 -1.9737420 2.4595783 -5.2088971 1.5628769
#> const 5.4643386 7.1666554 -1.8257462 17.2683266
#> exo1 0.6551628 0.9745740 -0.7242166 1.8775695
#> exo2 -1.9863243 1.3931792 -4.2264415 -0.4608346
#> exo3 0.2221186 1.4076491 -1.0135871 2.4605458
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3367433 0.2686901 1.0132879 1.758738
#> lag1_var2 1.0027909 2.0896478 -1.7562760 3.949264
#> lag1_var3 1.3723167 2.9207719 -2.3861439 5.590075
#> lag1_var4 -0.9032980 2.9498846 -5.2016794 2.896532
#> const 4.5711169 5.1861250 -2.7130802 11.376796
#> exo1 0.1117644 1.1277169 -1.7078674 1.513673
#> exo2 -0.9968135 1.3336270 -2.6585627 1.183157
#> exo3 1.3491203 1.0807099 -0.0949846 2.764414
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003937944 0.0009107253 0.002874588 0.005386326
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08577483 0.02501462 -0.1283716 -0.05740971
#> Sigma[2,2] 6.22376014 1.54685690 4.6902864 8.73777993
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04564187 0.01814568 0.02314091 0.07502579
#> Sigma[3,2] -3.70370589 0.98964771 -5.31129923 -2.55153610
#> Sigma[3,3] 2.45863167 0.67340631 1.60231124 3.52821980
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01656956 0.01186179 0.001009187 0.03278909
#> Sigma[4,2] -1.58229325 0.51170225 -2.335771379 -0.85571909
#> Sigma[4,3] 1.26394799 0.37228780 0.744795016 1.79754132
#> Sigma[4,4] 0.81584428 0.22643281 0.506913399 1.13534266
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90972299 0.04208608 0.849403409 0.96398207
#> lag1_var2 0.06208259 0.03221206 0.027641772 0.11117002
#> lag1_var3 0.13725002 0.07604130 0.054333593 0.24984372
#> lag1_var4 -0.10217053 0.05244906 -0.182348983 -0.04948187
#> const 0.55864237 0.24552291 0.186507319 0.82043582
#> exo1 0.02989377 0.05531594 -0.021833051 0.11624242
#> exo2 -0.11511311 0.05272645 -0.177745656 -0.02984929
#> exo3 0.02510060 0.02253223 -0.002694367 0.05363458
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5583027 2.061544 -1.544676917 4.3159791
#> lag1_var2 -0.9814576 1.526614 -3.096306731 1.1163334
#> lag1_var3 -4.3000654 3.636833 -9.500486555 0.5340980
#> lag1_var4 3.4990776 2.644110 0.002308098 7.3504338
#> const 1.8484337 16.774570 -21.790799340 22.6892913
#> exo1 2.9015514 2.035662 -0.334386629 5.2143281
#> exo2 -2.2319153 1.982776 -4.322211975 0.9005821
#> exo3 0.5283786 1.924258 -1.246749273 3.6497030
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7722382 1.2290213 -2.4464886 0.9464825
#> lag1_var2 1.0613398 0.9258055 -0.2044265 2.3364549
#> lag1_var3 3.1936013 2.2273584 0.1874364 6.3551003
#> lag1_var4 -1.8301901 1.6435296 -4.2157051 0.3761452
#> const -0.3830915 11.1369915 -14.3531378 15.7960259
#> exo1 -1.6620026 1.5309563 -3.2464541 0.9591415
#> exo2 -1.2718920 1.2335150 -3.2392577 0.1666921
#> exo3 1.0484773 1.3313839 -1.2031708 2.1390947
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2933001 0.5793346 -1.0424480 0.5491501
#> lag1_var2 0.4871857 0.4428653 -0.1686331 1.0493959
#> lag1_var3 0.9469485 1.0826359 -0.6358595 2.3679190
#> lag1_var4 0.2029307 0.8120098 -0.8696124 1.3591965
#> const -1.1230415 6.3775806 -8.9226983 8.4932944
#> exo1 -0.6472063 0.9953780 -1.8187511 1.0061945
#> exo2 -2.8714406 0.6560333 -3.8387861 -1.9358453
#> exo3 1.7682797 0.7294745 0.5735056 2.4745498
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004254668 0.0001047011 0.0003321623 0.0005999133
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002229326 0.000683127 -0.003328819 -0.001577526
#> Sigma[2,2] 0.019095502 0.005243799 0.013681721 0.027149490
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008640884 0.0003999537 0.000238162 0.001324747
#> Sigma[3,2] -0.0109175216 0.0032134042 -0.016112646 -0.006885868
#> Sigma[3,3] 0.0294049874 0.0042347293 0.023877352 0.035379639
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004679248 0.000501644 -0.001216357 0.000173185
#> Sigma[4,2] -0.0001489089 0.002946044 -0.004410687 0.003503953
#> Sigma[4,3] 0.0264628798 0.004867970 0.020366937 0.032319984
#> Sigma[4,4] 0.0301246190 0.006339052 0.022458306 0.038198914
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012260626 0.02694535 0.97108731 1.03399000
#> lag1_var2 -0.0183189591 0.04035407 -0.07415486 0.02501575
#> lag1_var3 -0.0111598583 0.08538788 -0.12123722 0.09386359
#> lag1_var4 0.0075184346 0.07713043 -0.08556497 0.10735286
#> const 0.3284478260 0.28704776 -0.07873218 0.62548184
#> exo1 -0.0004689712 0.01472132 -0.02163464 0.01977314
#> exo2 -0.0881801143 0.01231585 -0.10097094 -0.06811170
#> exo3 0.0309599724 0.02790338 -0.01361220 0.05873480
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.082675845 0.20887027 -0.36782082 0.1668659
#> lag1_var2 0.880865282 0.32893687 0.48356368 1.3589222
#> lag1_var3 0.397355583 0.60417721 -0.29075354 1.2780587
#> lag1_var4 -0.328599054 0.55342609 -1.12798306 0.3147534
#> const 1.990342396 2.08709666 -0.47452800 4.6342355
#> exo1 0.042241737 0.08084970 -0.05687121 0.1548785
#> exo2 1.256572883 0.09108002 1.15018474 1.3779302
#> exo3 -0.001266599 0.10936701 -0.11136932 0.1821472
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04847149 0.2470474 -0.2731920 0.3823642
#> lag1_var2 0.16658605 0.3742179 -0.3587629 0.6708733
#> lag1_var3 0.59635634 0.8142017 -0.4725721 1.6910754
#> lag1_var4 0.30800659 0.7269387 -0.6580222 1.2551566
#> const -0.40834084 2.0525978 -3.0128962 2.6056494
#> exo1 0.05270633 0.1826257 -0.2069224 0.2791339
#> exo2 -1.04843965 0.1644995 -1.3458164 -0.8914046
#> exo3 0.05710423 0.2154644 -0.2513615 0.3081257
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03324687 0.2733289 -0.32139342 0.3780389
#> lag1_var2 0.30115810 0.3881341 -0.30258826 0.7830398
#> lag1_var3 0.13548008 0.7940598 -1.05895065 1.0746360
#> lag1_var4 0.83981664 0.7035069 0.02042422 1.8972254
#> const -0.60743758 2.2801169 -3.53640895 2.6643605
#> exo1 0.08563836 0.2073055 -0.20132986 0.3630637
#> exo2 -0.39106870 0.1893057 -0.73238135 -0.2092878
#> exo3 0.06477027 0.2534128 -0.33825461 0.2990879
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004778909 0.001339679 0.002900181 0.006551527
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000421594 0.001204310 -0.002276129 0.0008915669
#> Sigma[2,2] 0.008003148 0.001647279 0.005464422 0.0100375432
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006475859 0.004647203 0.001324843 0.01349168
#> Sigma[3,2] -0.018280099 0.006244311 -0.028546987 -0.01143919
#> Sigma[3,3] 0.222296924 0.036031967 0.188691140 0.28308368
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006436624 0.004076122 0.002234054 0.012266066
#> Sigma[4,2] -0.011586040 0.005389126 -0.020070519 -0.004584383
#> Sigma[4,3] 0.207600626 0.033330766 0.174881799 0.259936524
#> Sigma[4,4] 0.198846325 0.032186158 0.164963693 0.244531823
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019780747 0.03152255 0.97685731 1.05897541
#> lag1_var2 -0.203892432 0.08386750 -0.31265603 -0.07908783
#> lag1_var3 -0.415145600 0.13287105 -0.60586333 -0.24129980
#> lag1_var4 0.415323215 0.13313435 0.24168100 0.61093786
#> const -0.517528203 0.25492888 -0.82949562 -0.14476851
#> exo1 0.075384456 0.07533437 -0.03925079 0.16372033
#> exo2 -0.034526486 0.06851779 -0.12968408 0.05038409
#> exo3 0.006462331 0.07774194 -0.08696162 0.11639623
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0655323331 0.02868521 -0.1009868 -0.02698441
#> lag1_var2 0.7137306728 0.15737673 0.4951489 0.92733774
#> lag1_var3 -0.0087274557 0.21255584 -0.3239819 0.28667701
#> lag1_var4 -0.0011600307 0.21736277 -0.3034668 0.31937411
#> const 2.6076641079 0.79837884 1.3957983 3.42158572
#> exo1 -0.1532491816 0.06731465 -0.2326618 -0.04408433
#> exo2 0.0101551357 0.10095602 -0.1085292 0.16589388
#> exo3 0.0000407136 0.08699080 -0.1143701 0.11128556
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.723847591 0.2440880 0.46249942 1.1232104
#> lag1_var2 -0.496957009 1.1902547 -1.97891067 1.1737617
#> lag1_var3 0.065731415 2.0911504 -2.37887702 3.1392317
#> lag1_var4 0.762117018 2.1766268 -2.45033196 3.2858724
#> const -3.431865461 6.8045813 -12.39453183 6.2708280
#> exo1 0.744365593 0.4454912 0.05742237 1.2431115
#> exo2 -0.002807721 0.3579909 -0.59951707 0.3921665
#> exo3 -0.112209466 0.2279920 -0.42523341 0.1979707
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67154263 0.2393302 0.43041433 1.0720555
#> lag1_var2 -0.18558437 1.2307839 -1.73169173 1.5615497
#> lag1_var3 -0.30689845 2.1117839 -2.84464684 2.8276138
#> lag1_var4 1.13274754 2.1918283 -2.14179896 3.7452730
#> const -1.85637717 6.3779192 -10.36596026 7.4355938
#> exo1 0.60827921 0.3875352 0.02986331 1.0338703
#> exo2 0.00643689 0.2867970 -0.46183574 0.3340859
#> exo3 -0.12372048 0.2431620 -0.51152885 0.1374299
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001656414 0.0004410064 0.001193734 0.002341261
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003316274 0.005986761 -0.01428994 0.001584348
#> Sigma[2,2] 0.354371159 0.090719495 0.25832503 0.505283397
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0100798 0.01214504 -0.02371671 0.009204645
#> Sigma[3,2] -0.3459085 0.16341018 -0.59324923 -0.177768694
#> Sigma[3,3] 1.6100163 0.35508872 1.11729293 2.110789962
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01267152 0.01260817 -0.02970275 0.004811199
#> Sigma[4,2] -0.14546541 0.14617641 -0.37134588 0.024894807
#> Sigma[4,3] 1.51229643 0.31351606 1.04226589 1.885799068
#> Sigma[4,4] 1.53657171 0.31305475 1.08340805 1.871777267
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987261310 0.01751917 0.968092583 1.01342051
#> lag1_var2 0.008097724 0.03380252 -0.041110354 0.04831282
#> lag1_var3 0.007227918 0.05714944 -0.077732682 0.07536588
#> lag1_var4 -0.009790280 0.05431669 -0.074220479 0.07070302
#> const 0.476384768 0.33268647 -0.022067694 0.84353359
#> exo1 0.049475407 0.03163372 0.009353616 0.09229305
#> exo2 -0.075209372 0.04151842 -0.134706165 -0.01912531
#> exo3 0.041316174 0.03114925 -0.006905789 0.08341438
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3142508 0.1910460 -0.5838652 -0.05808577
#> lag1_var2 1.3541549 0.7942811 0.4166402 2.40122853
#> lag1_var3 0.8626825 1.3813012 -0.7805004 2.63419597
#> lag1_var4 -0.7888329 1.2965476 -2.4412276 0.75136198
#> const 4.6821740 2.3562995 1.6404047 8.18570678
#> exo1 -0.7846101 0.4807674 -1.4498883 -0.12946210
#> exo2 1.1145299 0.7821977 0.1697751 2.31540756
#> exo3 0.5187977 0.9374946 -0.7182758 1.61712993
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7202824 0.4387727 0.2450697 1.4681912
#> lag1_var2 -1.2369148 1.0731495 -2.4593221 0.3165912
#> lag1_var3 -1.1932030 1.7558756 -3.4709456 1.1807944
#> lag1_var4 2.0170637 1.6375835 -0.2317041 4.1168802
#> const -8.8081451 7.6125835 -18.9035483 2.1783684
#> exo1 0.5669215 1.2967578 -1.2481938 2.2552593
#> exo2 -1.0003545 1.6023100 -3.2494069 0.9820728
#> exo3 -3.3397712 1.2521921 -4.9758615 -1.5834537
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5924866 0.4771993 0.003790022 1.3748546
#> lag1_var2 -0.9472147 1.0952464 -2.321168239 0.5495049
#> lag1_var3 -1.5372887 1.7778364 -3.809007005 0.8576179
#> lag1_var4 2.4134810 1.6650896 0.144433832 4.5273855
#> const -8.0216723 7.5204563 -18.833106182 2.9808999
#> exo1 0.1241668 1.1400040 -1.460928663 1.6269246
#> exo2 -0.4074683 1.3940306 -2.435932242 1.2690915
#> exo3 -3.2283746 1.1292075 -5.021563197 -1.7676258
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001965769 0.0004208028 0.001576232 0.002637797
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02774698 0.009657541 -0.04342973 -0.01934354
#> Sigma[2,2] 0.85390256 0.245172813 0.63662958 1.23591481
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02583058 0.008666971 0.01683643 0.03963822
#> Sigma[3,2] -0.78026019 0.289527139 -1.21380479 -0.57597167
#> Sigma[3,3] 1.08851731 0.420404921 0.77448938 1.78483978
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01002436 0.004966155 0.003869973 0.01705835
#> Sigma[4,2] -0.28924766 0.191634324 -0.592948224 -0.11622051
#> Sigma[4,3] 0.68237656 0.284711587 0.423823696 1.17381851
#> Sigma[4,4] 0.56422535 0.196030649 0.364376645 0.90013824
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.092507074 0.02777877 1.06004002 1.13401676
#> lag1_var2 -0.158371465 0.06876876 -0.26529941 -0.07397426
#> lag1_var3 -0.268785615 0.11740254 -0.45007731 -0.12143484
#> lag1_var4 0.227752963 0.10876223 0.08866919 0.39331531
#> const -0.064798172 0.34860370 -0.41375075 0.49403723
#> exo1 0.004542123 0.04738407 -0.07018560 0.04937674
#> exo2 -0.029393330 0.05184850 -0.10640433 0.02725361
#> exo3 0.054148002 0.03482064 0.01224234 0.10294956
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5282665 0.8247211 -2.5104367 -0.5250044
#> lag1_var2 5.1546105 1.9973337 2.6910666 7.6849641
#> lag1_var3 7.1908534 3.4587418 2.8078645 11.5419582
#> lag1_var4 -6.7647257 3.2641945 -10.9131135 -2.5152890
#> const 17.8814207 11.8812654 3.7610254 34.8404069
#> exo1 0.4920855 0.8292884 -0.5533746 1.5900991
#> exo2 0.8110008 0.9985452 -0.4350463 2.2565995
#> exo3 -1.0958240 0.7512691 -2.2616348 -0.1653506
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.604124 0.8981897 0.55800181 2.9252478
#> lag1_var2 -2.361837 2.2191282 -5.74268090 -0.1882139
#> lag1_var3 -3.090942 3.7635287 -8.80503061 0.5348718
#> lag1_var4 3.533271 3.4696562 0.21660303 8.7633426
#> const -11.222074 8.6634596 -24.20793376 -0.4438482
#> exo1 0.204480 0.9420135 -1.18537553 1.2545880
#> exo2 -0.696505 1.3279700 -2.99590400 0.8097999
#> exo3 1.053489 0.8356659 -0.03799764 2.1104692
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6759263 0.5804282 -0.02838021 1.556345
#> lag1_var2 0.5312033 1.5014241 -1.53092919 2.570520
#> lag1_var3 0.8941638 2.5231375 -2.53933325 4.322863
#> lag1_var4 -0.1778097 2.3184573 -3.38830322 2.912850
#> const -1.2434722 4.7426786 -6.85612748 5.039407
#> exo1 0.5402898 0.6361652 -0.47252661 1.251863
#> exo2 -0.2062619 0.9997136 -1.88309963 0.814014
#> exo3 0.3957780 0.5466802 -0.29795291 1.050411
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01727809 0.0028629 0.01257662 0.02059147
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001510302 0.006577318 -0.009929062 0.007991244
#> Sigma[2,2] 0.115123963 0.019212914 0.096113297 0.143986644
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005796013 0.01104133 -0.01703552 0.01250082
#> Sigma[3,2] -0.1233448867 0.03134518 -0.16126146 -0.07557469
#> Sigma[3,3] 0.2789337798 0.06848114 0.18385888 0.35455977
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007495696 0.01018662 -0.01534438 0.01230610
#> Sigma[4,2] -0.0611697857 0.02851590 -0.09975512 -0.02082068
#> Sigma[4,3] 0.2315463513 0.06344459 0.15131876 0.30800637
#> Sigma[4,4] 0.2204532197 0.06177349 0.13867232 0.29680151
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95586173 0.04454751 0.8964546 1.01609707
#> lag1_var2 0.26244213 0.11601537 0.1149282 0.44368532
#> lag1_var3 0.48944071 0.18681515 0.2756216 0.76935433
#> lag1_var4 -0.48967140 0.18786085 -0.7686864 -0.27777113
#> const 1.48698768 0.88470551 0.3722567 2.61690947
#> exo1 0.06601489 0.19557873 -0.1906607 0.29796589
#> exo2 -0.17091960 0.16915356 -0.3950741 0.05828272
#> exo3 0.14025610 0.18621963 -0.1386450 0.36016832
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.231860476 0.1828120 -0.07655065 0.43083887
#> lag1_var2 0.002048491 0.5578548 -0.60895592 0.88263914
#> lag1_var3 -1.405771232 0.9128031 -2.50315945 -0.06194908
#> lag1_var4 1.386753619 0.8601326 0.11372186 2.40554690
#> const -2.365825487 1.6390114 -4.56124230 -0.34786472
#> exo1 -0.121039013 0.2939655 -0.57670626 0.17923278
#> exo2 0.858898711 0.2381643 0.53905669 1.15276262
#> exo3 3.157443310 0.3756515 2.52543051 3.60780078
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4904268 0.3268283 -0.8224892 0.06965835
#> lag1_var2 2.2569489 1.0021047 0.5514452 3.15398758
#> lag1_var3 4.1786662 1.7222488 1.3403053 5.81935493
#> lag1_var4 -3.2085864 1.6378826 -4.7741380 -0.48925040
#> const 8.9151392 3.7063199 2.9161497 13.41604690
#> exo1 0.1934871 0.5255408 -0.5582647 0.86305436
#> exo2 2.7039949 0.6998013 1.7628685 3.70388483
#> exo3 -4.4463921 0.5812202 -5.0615123 -3.57951772
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4082530 0.2577616 -0.6955936 -0.001298666
#> lag1_var2 2.0929048 0.7629177 0.8288793 2.842568702
#> lag1_var3 2.9935065 1.3421821 0.8165800 4.386968110
#> lag1_var4 -2.0118847 1.2794219 -3.3516111 0.083752316
#> const 6.9635611 3.2025589 1.6660113 10.559429305
#> exo1 0.1332916 0.4610709 -0.5752923 0.636608284
#> exo2 3.6203650 0.7279794 2.6903421 4.742934102
#> exo3 -2.9486576 0.4723619 -3.4787498 -2.199923390
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001185223 0.0003163177 0.0007885133 0.001665023
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001070881 0.002677458 -0.002223445 0.004868411
#> Sigma[2,2] 0.114776224 0.017398480 0.092067137 0.142406588
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008299553 0.004608076 0.002958982 0.01586116
#> Sigma[3,2] -0.041305846 0.043369450 -0.106099329 0.01529615
#> Sigma[3,3] 0.429644396 0.082549249 0.346799327 0.56153679
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009416989 0.005636313 0.004317754 0.01893339
#> Sigma[4,2] 0.022964557 0.040560372 -0.036161984 0.07925275
#> Sigma[4,3] 0.430183321 0.091205521 0.347619886 0.58093114
#> Sigma[4,4] 0.468440252 0.105778104 0.385406449 0.64205567
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984651694 0.02831509 0.93927782 1.01738433
#> lag1_var2 -0.006680509 0.05938943 -0.08936873 0.07609026
#> lag1_var3 -0.013345556 0.12148235 -0.17599624 0.16366610
#> lag1_var4 0.015206451 0.11156189 -0.14588178 0.16540388
#> const 0.338880330 0.33036939 -0.04339698 0.77516553
#> exo1 0.008167372 0.02393590 -0.02897332 0.03899580
#> exo2 -0.083576699 0.03497686 -0.11714713 -0.02926541
#> exo3 0.023691622 0.04279591 -0.03167731 0.08266419
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09934327 0.2902692 -0.54308398 0.2915821
#> lag1_var2 1.13178617 0.6914583 0.08818175 1.9051542
#> lag1_var3 0.83542512 1.4689968 -1.42509643 2.5305243
#> lag1_var4 -0.79448594 1.3500374 -2.36913228 1.2747567
#> const 2.21126230 2.6366329 0.09258810 6.5056743
#> exo1 -0.27362682 0.3073089 -0.62216813 0.2247956
#> exo2 1.86883544 0.3219258 1.44581647 2.3673906
#> exo3 0.20381725 0.4292632 -0.30954951 0.7845398
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6392361 0.5514941 -0.14328548 1.5006403
#> lag1_var2 -1.7607667 1.0686685 -3.29032570 -0.2136401
#> lag1_var3 -2.0432682 2.1836093 -5.15518352 1.0304716
#> lag1_var4 2.8628271 2.0007320 0.09409381 5.7222834
#> const -6.5784905 5.9775682 -16.95653783 -0.7674015
#> exo1 -0.3037531 0.5140099 -1.03297684 0.3643495
#> exo2 -0.3368913 0.6399208 -1.25858589 0.4709938
#> exo3 1.5474406 0.6387127 0.84755711 2.5333608
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6481439 0.6515316 -0.25793732 1.61875319
#> lag1_var2 -1.5933125 1.2602245 -3.34380594 0.24766502
#> lag1_var3 -2.3861372 2.5964435 -5.91658478 1.36805669
#> lag1_var4 3.2302581 2.3705384 -0.15859987 6.46420145
#> const -7.1109852 6.4704470 -18.09390792 -0.87441192
#> exo1 -0.4794367 0.4669402 -1.10395596 0.07774957
#> exo2 0.8624685 0.6210709 0.01593598 1.77242002
#> exo3 1.7918894 0.7921534 1.07116926 2.99483531
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003175696 0.0006137274 0.002286451 0.003930212
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01681661 0.01095209 -0.03456631 -0.005309323
#> Sigma[2,2] 1.50601993 0.85933282 0.80832801 2.853407233
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009445154 0.006223191 0.001730777 0.0185549
#> Sigma[3,2] -0.830697314 0.463919876 -1.580280788 -0.4372879
#> Sigma[3,3] 0.479501671 0.251718431 0.256257225 0.8961582
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00140767 0.002014705 -0.001243835 0.003981229
#> Sigma[4,2] -0.10829165 0.065907100 -0.218577509 -0.035690227
#> Sigma[4,3] 0.08404890 0.038098842 0.040418323 0.145212844
#> Sigma[4,4] 0.03568052 0.007966951 0.025627470 0.046565022
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.936741349 0.03317181 0.89130892 0.98849831
#> lag1_var2 0.014445114 0.09182742 -0.11406606 0.16104728
#> lag1_var3 0.006367033 0.18852766 -0.25868749 0.30594051
#> lag1_var4 0.013565970 0.17450103 -0.26177832 0.26071799
#> const 0.443324421 0.47807759 -0.27619777 1.05639323
#> exo1 0.038525850 0.06144037 -0.04935926 0.12400492
#> exo2 0.008913541 0.03912704 -0.02265124 0.07587034
#> exo3 0.045946630 0.07988962 -0.07270143 0.11611415
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68490821 1.139128 -0.668421 2.3802860
#> lag1_var2 -1.19631228 2.376259 -4.991389 1.3487934
#> lag1_var3 -3.84115991 4.852071 -11.477360 1.4617206
#> lag1_var4 3.73346654 4.527101 -1.219206 10.8461003
#> const -7.66117855 14.385838 -24.597562 14.3964881
#> exo1 -0.01816204 1.319849 -1.846215 1.8190870
#> exo2 -0.36923691 1.092504 -1.704177 0.9526286
#> exo3 -0.94448452 1.273333 -2.871226 0.4083604
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54944789 0.6164800 -1.44717592 0.2225683
#> lag1_var2 1.40981235 1.3170659 -0.07884162 3.5306470
#> lag1_var3 3.46023930 2.6833814 0.38243709 7.7151427
#> lag1_var4 -2.38310018 2.5039073 -6.35666518 0.4865767
#> const 7.12093844 7.5467610 -4.35896324 15.5646675
#> exo1 0.07724717 0.7528725 -1.02958514 1.0246829
#> exo2 -0.03567246 0.5779990 -0.77529796 0.6629635
#> exo3 0.90909230 0.6755084 0.12912157 1.8847456
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28016479 0.1156329 -0.4484342 -0.12630583
#> lag1_var2 0.57542873 0.2849257 0.2657755 0.98635282
#> lag1_var3 1.05717526 0.5789770 0.4240329 1.89036816
#> lag1_var4 0.01447382 0.5318304 -0.7310915 0.60595042
#> const 2.60662386 1.0742475 1.0582886 3.91736479
#> exo1 0.08011203 0.1677358 -0.1586838 0.26624746
#> exo2 -0.25290556 0.1244131 -0.4019000 -0.05436971
#> exo3 0.50804234 0.1442014 0.3355820 0.72355766
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003205264 0.0001049636 0.0002171155 0.0004998427
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -9.373479e-05 0.001653818 -0.002520245 0.001872696
#> Sigma[2,2] 2.527471e-01 0.056677130 0.189830897 0.341557633
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004349867 0.004180243 -0.0111099 -0.0003451753
#> Sigma[3,2] -0.475264812 0.138595443 -0.6795086 -0.3116873056
#> Sigma[3,3] 1.543498627 0.422188015 1.0863589 2.2063941573
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004606934 0.003938982 -0.01081641 -0.0006407791
#> Sigma[4,2] -0.373583414 0.120996637 -0.54566465 -0.2306699978
#> Sigma[4,3] 1.377718695 0.380954651 0.96849243 1.9842659535
#> Sigma[4,4] 1.254029467 0.345033883 0.89083546 1.8076947904
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004604459 0.009523243 0.993230006 1.0195504932
#> lag1_var2 -0.034373414 0.027737665 -0.076883151 -0.0004566579
#> lag1_var3 -0.084993997 0.056334798 -0.171967107 -0.0189147160
#> lag1_var4 0.080374129 0.054230992 0.016908295 0.1639455950
#> const 0.135848872 0.128601845 -0.034320389 0.3126254340
#> exo1 -0.006941535 0.014120199 -0.028085460 0.0086916663
#> exo2 -0.025139465 0.020699069 -0.053182437 0.0067177457
#> exo3 0.020107740 0.014953639 -0.001106027 0.0413321178
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05962425 0.1916565 -0.1341714 0.3798908
#> lag1_var2 1.21836800 0.8010932 -0.0848869 2.1210716
#> lag1_var3 1.15783654 1.6445263 -1.3142521 3.0561701
#> lag1_var4 -1.24385335 1.6146607 -3.1562943 1.1634305
#> const 4.02402159 2.7154004 0.1511913 7.4752948
#> exo1 0.08552841 0.2205324 -0.2286153 0.3222084
#> exo2 0.25169207 0.4928249 -0.2188039 1.1347634
#> exo3 0.16278518 0.4472826 -0.5267223 0.7464158
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5003152 0.4494126 -0.9996133 0.1930195
#> lag1_var2 2.6940606 1.4738539 0.7594311 5.0851481
#> lag1_var3 5.9239756 2.8169745 2.7042476 10.5936866
#> lag1_var4 -4.9518457 2.7464574 -9.4901428 -1.8781738
#> const 12.0459737 6.6863252 5.1443255 20.6110656
#> exo1 -0.5386070 0.7247851 -1.6404484 0.2684747
#> exo2 0.1070594 1.3711298 -2.0599253 1.7311284
#> exo3 1.0382085 0.9879004 -0.0748186 2.4715677
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4909047 0.4168608 -0.89102794 0.1708303
#> lag1_var2 3.1517733 1.1969708 1.51230089 5.0177771
#> lag1_var3 6.1981229 2.2421783 3.45775316 9.8800697
#> lag1_var4 -5.2515137 2.1790213 -8.82747960 -2.6309115
#> const 13.6422212 6.6764217 6.18684273 22.5518243
#> exo1 -0.5229145 0.7218638 -1.59185159 0.2878498
#> exo2 0.2533013 1.2846184 -1.58630372 1.8591456
#> exo3 1.1537719 0.9134835 -0.03472812 2.3270949
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007267727 0.0001801211 0.0005376969 0.001000388
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008390512 0.004413304 -0.01404956 -0.00175313
#> Sigma[2,2] 0.536972653 0.159484792 0.36157737 0.78922641
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007865951 0.003570664 0.002857877 0.01249692
#> Sigma[3,2] -0.417106416 0.119225439 -0.563190818 -0.25680835
#> Sigma[3,3] 0.563546119 0.169215667 0.371258998 0.81484405
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002424783 0.001421155 0.0007119229 0.004666205
#> Sigma[4,2] -0.062189357 0.057145792 -0.1584634132 -0.002972411
#> Sigma[4,3] 0.298591946 0.116831883 0.1886177939 0.492219197
#> Sigma[4,4] 0.268892596 0.091127536 0.1685658538 0.404215641
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000889308 0.03461611 0.95464668 1.047686849
#> lag1_var2 0.010695291 0.08252099 -0.10633391 0.116038215
#> lag1_var3 -0.009742227 0.12812302 -0.18713383 0.156907481
#> lag1_var4 0.002451593 0.11843021 -0.14863666 0.167372721
#> const 0.452021233 0.26955651 0.04161012 0.831414455
#> exo1 -0.016494152 0.01884097 -0.04405021 0.011237596
#> exo2 -0.036849350 0.02969891 -0.07399572 0.008440662
#> exo3 0.064406071 0.02279776 0.03360558 0.094086887
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30921373 0.7535246 -1.1076176 0.8404794
#> lag1_var2 1.63904993 1.8282847 -0.5080936 4.5996200
#> lag1_var3 1.50558775 2.6269940 -1.7241816 5.8046322
#> lag1_var4 -1.43141217 2.4443764 -5.4577988 1.5405169
#> const 4.51310375 7.1992719 -7.2154482 12.5832511
#> exo1 -0.05141173 0.5924355 -0.7808359 0.7414809
#> exo2 0.47099479 1.0164878 -0.8768844 1.8230429
#> exo3 0.08707058 0.8351950 -0.8333158 1.2001109
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8494428 1.0539069 -0.63100108 2.164725
#> lag1_var2 -1.1278383 2.1815490 -4.11370377 1.642805
#> lag1_var3 -1.1053236 3.1945666 -5.35013578 2.897733
#> lag1_var4 1.8149291 2.9269638 -1.84332735 5.708728
#> const -3.4647636 8.8483096 -14.60747514 10.054127
#> exo1 0.7118097 0.6884645 -0.31721078 1.599045
#> exo2 -0.2983406 0.8797834 -1.37863664 1.075911
#> exo3 0.8667145 0.7551673 0.05195812 2.030004
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.65036876 0.6686313 -0.1007878 1.5800086
#> lag1_var2 -0.36915780 1.3561023 -2.1194625 1.1520968
#> lag1_var3 -0.60261244 2.0381294 -3.1787045 1.6720794
#> lag1_var4 1.37492138 1.8667931 -0.7429284 3.7109122
#> const -1.51304769 5.6269240 -9.6698236 4.5010481
#> exo1 0.70863179 0.5466917 0.0623136 1.4918182
#> exo2 0.04672281 0.4159414 -0.4266864 0.7363497
#> exo3 0.99550419 0.5434955 0.2145696 1.6605818
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002038315 0.0004554075 0.001511722 0.002696225
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00304858 0.001562663 -0.005247988 -0.001090475
#> Sigma[2,2] 0.03447465 0.007011313 0.026579276 0.045204277
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0057351752 0.002193953 -0.009181606 -0.003236066
#> Sigma[3,2] 0.0005358767 0.004802626 -0.005608594 0.007490931
#> Sigma[3,3] 0.0436574323 0.014543293 0.028317168 0.066082554
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00850342 0.002287218 -0.01189513 -0.00534150
#> Sigma[4,2] 0.02974323 0.006152440 0.02279631 0.03941244
#> Sigma[4,3] 0.04496354 0.014259933 0.02998185 0.06628242
#> Sigma[4,4] 0.07118617 0.014767648 0.05291954 0.09290269
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90429431 0.03291623 0.863585578 0.95840163
#> lag1_var2 0.08022616 0.08633502 -0.050426586 0.19252415
#> lag1_var3 0.13774223 0.10693237 -0.005802371 0.28977846
#> lag1_var4 -0.12072590 0.10865724 -0.275543258 0.02711510
#> const 0.64152342 0.27740486 0.315348355 1.01936637
#> exo1 0.01144001 0.04585867 -0.040242318 0.07493311
#> exo2 -0.05842604 0.05838201 -0.133390738 0.02519043
#> exo3 0.01445198 0.03500059 -0.038578376 0.05626857
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2570484 0.1690555 0.002338669 0.4612930
#> lag1_var2 0.3521357 0.3014114 -0.055410484 0.7273901
#> lag1_var3 -0.8169262 0.3750281 -1.389460486 -0.4072327
#> lag1_var4 0.7420795 0.3625177 0.326689476 1.2856316
#> const 0.8771210 1.2589363 -0.852077020 2.7042373
#> exo1 0.1027756 0.1922314 -0.092326763 0.4239975
#> exo2 0.1099366 0.1200521 -0.062332827 0.2733602
#> exo3 -0.1160838 0.1964460 -0.397897681 0.1539202
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40942578 0.2316702 0.16356394 0.73712801
#> lag1_var2 0.18281843 0.5285200 -0.54574576 0.92547063
#> lag1_var3 1.00628289 0.7136324 0.07889163 1.97001256
#> lag1_var4 -0.10332157 0.7002954 -1.03939471 0.81174157
#> const -0.54740244 1.5357645 -2.63204253 0.98862974
#> exo1 -0.10449489 0.1489445 -0.34643135 0.03189062
#> exo2 -0.87569525 0.2170112 -1.23650417 -0.66029889
#> exo3 -0.08614399 0.1113780 -0.20787391 0.09462013
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62728294 0.2717607 0.29184642 0.98909675
#> lag1_var2 0.13162445 0.5159718 -0.48805626 0.91074115
#> lag1_var3 -0.09013585 0.6486482 -0.90587922 0.93881382
#> lag1_var4 0.94243554 0.6424906 -0.06215892 1.71064950
#> const -0.87081183 1.3920204 -2.83899014 0.73760577
#> exo1 -0.02073034 0.2431687 -0.31623620 0.33798855
#> exo2 -0.79600695 0.2612051 -1.14984281 -0.46970101
#> exo3 -0.17237784 0.1951329 -0.45722008 0.05555179
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007580018 0.001233633 0.005714901 0.009009991
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002988908 0.003168125 -0.006466555 0.00130368
#> Sigma[2,2] 0.035273979 0.006281457 0.027182828 0.04403537
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007780194 0.006459172 -0.01676626 0.0008711121
#> Sigma[3,2] -0.066181555 0.017410187 -0.08902312 -0.0437272315
#> Sigma[3,3] 0.298269946 0.065392984 0.21090843 0.3855818158
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01008806 0.005880836 -0.01719312 -0.001241402
#> Sigma[4,2] -0.04710562 0.014939986 -0.06694940 -0.028469325
#> Sigma[4,3] 0.26825132 0.059715201 0.18451656 0.344923769
#> Sigma[4,4] 0.24888267 0.055779190 0.16858687 0.320524961
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97411188 0.04530954 0.90777619 1.02957545
#> lag1_var2 0.04253391 0.12563124 -0.14828208 0.20488589
#> lag1_var3 0.09031783 0.22859222 -0.25549455 0.37905447
#> lag1_var4 -0.09004776 0.22278448 -0.37015499 0.24630773
#> const 0.62743348 0.76512132 -0.24095159 1.89379190
#> exo1 0.02621015 0.10572893 -0.11624434 0.14341816
#> exo2 -0.05732402 0.08267383 -0.17025989 0.03854653
#> exo3 0.02614048 0.06977020 -0.07615143 0.10295364
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17214934 0.1605622 -0.02533297 0.4011942
#> lag1_var2 0.03119447 0.5290184 -0.55219141 0.7811578
#> lag1_var3 -1.39246752 0.8750112 -2.45434317 -0.1966306
#> lag1_var4 1.37782260 0.8518764 0.20893476 2.4145362
#> const -2.43064303 2.5329189 -6.20233576 0.4515525
#> exo1 0.05350017 0.1535289 -0.17907127 0.2330888
#> exo2 0.40997166 0.1929484 0.13081626 0.6793187
#> exo3 0.19311214 0.1271169 0.03443692 0.3781705
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5450119 0.3841393 -0.8380991 0.07688794
#> lag1_var2 1.3319135 1.4635547 -1.0881937 2.79779905
#> lag1_var3 3.7364757 2.3324586 -0.1312809 6.18965589
#> lag1_var4 -2.6555926 2.2788523 -5.0460222 1.12700276
#> const 8.0190741 5.8281765 -1.4802632 14.64562193
#> exo1 -0.4480556 0.3905072 -0.8780582 0.11659075
#> exo2 -0.5103606 0.3992491 -1.0167551 0.06929516
#> exo3 0.3263054 0.4914693 -0.2938412 1.03831440
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4729880 0.3293380 -0.7406426 0.04544491
#> lag1_var2 1.1129113 1.2504838 -0.8657790 2.29702451
#> lag1_var3 2.5515785 2.0085979 -0.6081228 4.64316640
#> lag1_var4 -1.4561913 1.9626924 -3.4866170 1.63522824
#> const 5.9533013 4.9015381 -2.0560111 11.17644525
#> exo1 -0.4288964 0.3453860 -0.8536397 0.07466534
#> exo2 -0.2871857 0.3113465 -0.6443414 0.21095360
#> exo3 0.4496461 0.4597669 -0.1025785 1.09748843
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002732654 5.453385e-05 0.000217992 0.0003536809
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002572108 0.002558234 -0.005566678 0.001348688
#> Sigma[2,2] 0.613657580 0.112249978 0.469196366 0.780818633
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004608741 0.002611512 0.001023564 0.008357715
#> Sigma[3,2] -0.322934979 0.079808878 -0.402371729 -0.193504685
#> Sigma[3,3] 0.542557649 0.098545428 0.417769207 0.693289586
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003301017 0.002236341 0.0006552561 0.00642888
#> Sigma[4,2] 0.053032090 0.092729854 -0.0496545427 0.19616751
#> Sigma[4,3] 0.368798465 0.079985524 0.2718882523 0.48411415
#> Sigma[4,4] 0.427122657 0.070614548 0.3354720285 0.50247923
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989120266 0.009390911 0.97502276 0.999918586
#> lag1_var2 0.021361937 0.029274840 -0.02717797 0.045354581
#> lag1_var3 0.031055772 0.048211335 -0.04828128 0.071949974
#> lag1_var4 -0.033630229 0.046764419 -0.07296314 0.043589989
#> const 0.423686509 0.122692000 0.26384881 0.581306486
#> exo1 -0.006236391 0.012834151 -0.02515226 0.009163913
#> exo2 -0.086209393 0.013797102 -0.10078686 -0.066149487
#> exo3 0.071568268 0.020419584 0.03912804 0.092005155
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5591730 0.7760324 -2.80695622 -0.7555814
#> lag1_var2 3.1911709 1.7577726 1.25818104 5.8544455
#> lag1_var3 4.1143292 3.0017111 0.90527181 8.6890665
#> lag1_var4 -3.6855304 2.8584472 -7.98520627 -0.5648975
#> const 12.7316991 9.1422092 2.27760708 26.3167177
#> exo1 -0.2935153 0.7479049 -1.42988822 0.6872333
#> exo2 0.6541903 0.5339341 -0.07119046 1.3911126
#> exo3 0.2488882 0.6147641 -0.54350414 1.1041503
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5349066 0.5243434 0.6897155 2.1652348
#> lag1_var2 0.2859887 2.1066538 -2.0615842 3.3833255
#> lag1_var3 0.7354575 3.4582662 -3.0497471 5.9813323
#> lag1_var4 -0.3514666 3.3876699 -5.3835061 3.3668510
#> const -1.7044523 6.7610430 -10.5435350 6.6273002
#> exo1 -0.1544262 0.7365452 -1.2359068 0.6730978
#> exo2 -3.3189055 0.4850920 -3.9731230 -2.6352540
#> exo3 0.2291031 1.0819472 -1.3653522 1.3906646
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6029788 0.7075619 -0.3489575 1.4996132
#> lag1_var2 2.0275817 2.0108050 -0.4221598 4.5853045
#> lag1_var3 2.8851353 3.3496762 -1.1965104 7.2250281
#> lag1_var4 -2.2377020 3.2335981 -6.3707725 1.6744336
#> const 5.3970936 8.0110987 -7.4983422 13.5111693
#> exo1 -0.3576591 0.5566001 -1.2024256 0.2507979
#> exo2 -3.0818136 0.3369617 -3.5546366 -2.6777764
#> exo3 0.3930931 1.0543745 -1.2114753 1.5675857
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001477822 0.0005873749 0.0009167917 0.002440303
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004000437 0.002171508 -0.007684957 -0.002467821
#> Sigma[2,2] 0.025346268 0.008647086 0.018227328 0.039395417
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009896065 0.0008251884 0.0003439411 0.002294037
#> Sigma[3,2] -0.0106591849 0.0043688268 -0.0172465917 -0.005842755
#> Sigma[3,3] 0.0137507530 0.0056847448 0.0079832247 0.022368449
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003277642 0.0009808256 -0.001807218 0.0008860112
#> Sigma[4,2] -0.0020227691 0.0035059747 -0.007601779 0.0010225871
#> Sigma[4,3] 0.0111150339 0.0051721586 0.006018428 0.0192951071
#> Sigma[4,4] 0.0119090911 0.0052182797 0.006946131 0.0207319818
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03065470 0.01988355 1.00681498 1.05614467
#> lag1_var2 -0.09532113 0.02907711 -0.14093390 -0.05704079
#> lag1_var3 -0.17433453 0.08105207 -0.30025890 -0.07410557
#> lag1_var4 0.17820399 0.07470301 0.08258773 0.29539220
#> const -0.11993962 0.23126814 -0.38176980 0.26139255
#> exo1 -0.02605035 0.05216107 -0.08192477 0.05401228
#> exo2 -0.06279972 0.03947496 -0.12006104 -0.01637168
#> exo3 0.02226299 0.04098300 -0.03573749 0.06903650
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04722632 0.10368243 -0.15721856 0.1238478
#> lag1_var2 0.99599971 0.09942394 0.90616118 1.1664348
#> lag1_var3 0.81841055 0.23985467 0.53165789 1.1742006
#> lag1_var4 -0.72062612 0.22359611 -1.05982510 -0.4860715
#> const 3.08520699 0.97388899 1.66303306 4.2998893
#> exo1 0.04919414 0.17690470 -0.21943795 0.2694992
#> exo2 0.53787607 0.17129518 0.31455307 0.7612504
#> exo3 0.27103589 0.18412310 0.05371393 0.5535807
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.009551803 0.07428726 -0.11923195 0.06672916
#> lag1_var2 0.103138604 0.07331363 -0.00132779 0.20615617
#> lag1_var3 0.661909826 0.20803274 0.44244276 0.98165715
#> lag1_var4 0.226446802 0.21262926 -0.06072318 0.50738630
#> const -0.087192562 1.19541622 -1.64925610 1.56518151
#> exo1 0.039614209 0.10902158 -0.09212553 0.19379163
#> exo2 -0.474400988 0.12009822 -0.61896134 -0.28855926
#> exo3 -0.101481552 0.15921415 -0.38169214 0.04952585
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.045811915 0.04860244 -0.11445929 0.01155832
#> lag1_var2 0.227398365 0.04865518 0.17240273 0.30464555
#> lag1_var3 0.303165627 0.20000705 0.02388476 0.58776591
#> lag1_var4 0.660595533 0.20982463 0.37718101 0.95907460
#> const -0.049643434 1.19488751 -1.77579271 1.52048244
#> exo1 0.060323526 0.06924135 -0.01134419 0.17711606
#> exo2 -0.347618389 0.11665765 -0.49804333 -0.18754506
#> exo3 -0.005049498 0.14022016 -0.20950032 0.13950908
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001348913 0.0005101465 0.0008337371 0.002118645
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003539858 0.01393575 -0.01454658 0.02396716
#> Sigma[2,2] 2.864919398 1.09520711 1.62422913 4.52846102
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001443219 0.01001203 -0.01611131 0.01187064
#> Sigma[3,2] -2.123774507 0.87958744 -3.48503464 -1.16099145
#> Sigma[3,3] 1.815162456 0.68750136 1.07875226 2.89389476
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006551306 0.00362129 -0.0038526 0.005489029
#> Sigma[4,2] -0.7196221772 0.37488338 -1.2842728 -0.314858576
#> Sigma[4,3] 0.8066279403 0.27626667 0.5384129 1.225016305
#> Sigma[4,4] 0.4928598729 0.10498720 0.3728390 0.642767660
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988282480 0.02734358 0.94525275 1.01917323
#> lag1_var2 -0.010906677 0.03735707 -0.05569386 0.03879717
#> lag1_var3 -0.020582744 0.07253385 -0.10800505 0.06894281
#> lag1_var4 0.017980292 0.06486855 -0.05839913 0.09704364
#> const 0.449127299 0.29395158 -0.00783562 0.75825840
#> exo1 0.002401746 0.03775781 -0.05151258 0.05790702
#> exo2 -0.020327118 0.03042654 -0.06277728 0.02110726
#> exo3 0.042542699 0.05630701 -0.01197236 0.14189749
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.89084696 1.137578 -2.6942227 0.45856363
#> lag1_var2 2.59510887 1.629632 0.7518354 4.95074419
#> lag1_var3 3.43872770 3.144661 -0.1330250 7.85940607
#> lag1_var4 -3.21303173 2.798324 -7.0581679 -0.06571603
#> const 13.27580669 10.634676 -2.2019392 26.37625445
#> exo1 -2.87657869 1.596929 -4.9298832 -0.46475971
#> exo2 -1.94926673 1.732818 -4.7295308 -0.09714987
#> exo3 -0.07876457 1.221403 -1.8815599 1.31991482
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5469837 0.7200928 -0.3728334 1.634127
#> lag1_var2 -0.6776021 1.0366532 -2.2176919 0.588391
#> lag1_var3 -0.5154996 1.9837066 -3.3553527 1.939280
#> lag1_var4 1.3907443 1.7718773 -0.8294176 3.870992
#> const -8.6102461 9.5334932 -19.3796503 5.698201
#> exo1 1.1772886 1.2540729 -0.6585895 2.777713
#> exo2 0.6077765 1.2050628 -0.9502900 2.406978
#> exo3 3.0548472 0.8315914 2.0691448 4.299261
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03472261 0.2936382 -0.43821784 0.3139278
#> lag1_var2 0.34401981 0.3399719 -0.09088457 0.7595904
#> lag1_var3 0.61705251 0.6115207 -0.20232338 1.4172941
#> lag1_var4 0.42207789 0.5407423 -0.30302083 1.1776548
#> const -3.16145418 6.1775243 -11.07403627 6.1559095
#> exo1 -0.43601137 0.5109043 -1.07901843 0.1561770
#> exo2 -0.42059659 0.5535386 -1.14592673 0.2080710
#> exo3 3.46137227 0.6005358 2.76282177 4.4139517
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003697235 0.001141446 0.002618727 0.005564712
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005476773 0.002236797 -0.008801114 -0.00298616
#> Sigma[2,2] 0.048806915 0.012087169 0.035889799 0.06707954
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00478365 0.002647881 0.001485601 0.008544049
#> Sigma[3,2] -0.04301246 0.010634141 -0.058787593 -0.031401174
#> Sigma[3,3] 0.04607846 0.010758235 0.034710273 0.062312585
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001085042 0.001327174 -0.0008064268 0.002659529
#> Sigma[4,2] -0.010499000 0.004319101 -0.0167577993 -0.005672475
#> Sigma[4,3] 0.017848161 0.005487235 0.0119724493 0.026795589
#> Sigma[4,4] 0.011388590 0.004008021 0.0083825809 0.018675227
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91537122 0.03441305 0.87892637 0.96717169
#> lag1_var2 -0.10340527 0.18338192 -0.36368094 0.13407145
#> lag1_var3 -0.13431911 0.30182089 -0.57534428 0.24836058
#> lag1_var4 0.16298851 0.29597114 -0.21682258 0.59341076
#> const 0.02116811 0.71096417 -0.99843439 1.03829521
#> exo1 0.03797171 0.05511455 -0.04157908 0.11084302
#> exo2 -0.06416437 0.07512432 -0.15617928 0.03104054
#> exo3 0.07044417 0.06535923 -0.01177154 0.17410774
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2717013 0.1356770 0.08977503 0.42851691
#> lag1_var2 0.6311731 0.7065352 -0.34398811 1.55988077
#> lag1_var3 0.2857346 1.1525846 -1.17479987 1.90105996
#> lag1_var4 -0.2963245 1.1457719 -1.87910225 1.15229365
#> const 1.5393794 2.7377046 -1.12499429 5.78544401
#> exo1 -0.2288771 0.1762802 -0.48912109 0.01864964
#> exo2 1.6012262 0.2009849 1.33703331 1.87049046
#> exo3 0.7090426 0.3284399 0.21050349 1.15388152
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2609834 0.1327384 -0.43246016 -0.06126506
#> lag1_var2 0.7315722 0.7417968 -0.06857081 1.82974330
#> lag1_var3 1.4857812 1.2133370 0.01454081 3.16206144
#> lag1_var4 -0.4907603 1.2086935 -2.16298785 0.95854179
#> const 1.6081578 2.8306861 -2.22032714 5.69732988
#> exo1 0.1898428 0.1830722 -0.02286381 0.48937370
#> exo2 -1.7409888 0.1678500 -1.97580526 -1.53838751
#> exo3 -0.2811628 0.3152177 -0.71849688 0.15385768
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09157053 0.06866105 -0.17378307 0.009838626
#> lag1_var2 0.83882406 0.31892942 0.39803844 1.251671938
#> lag1_var3 1.23097372 0.48854910 0.66730719 1.888980463
#> lag1_var4 -0.21755977 0.48821878 -0.87252580 0.341943906
#> const 1.60357229 1.48297234 -0.08942011 3.851538786
#> exo1 0.03646016 0.09417237 -0.08280669 0.173639488
#> exo2 -0.72976695 0.05130501 -0.80346435 -0.670736775
#> exo3 0.24051420 0.14548184 0.06931863 0.443148771
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003451323 6.589328e-05 0.0002512575 0.000419021
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009431137 0.001249295 -0.0005676166 0.002739438
#> Sigma[2,2] 0.2804173522 0.071296652 0.1960003315 0.382049561
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007548515 0.0007921622 -0.001775597 0.0004202619
#> Sigma[3,2] -0.1620630634 0.0428648703 -0.224485320 -0.1105080548
#> Sigma[3,3] 0.1029629309 0.0250578039 0.071572395 0.1385707593
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002788831 0.0003144558 -0.0006967674 8.959371e-05
#> Sigma[4,2] -0.0115824485 0.0059766023 -0.0198910396 -3.662523e-03
#> Sigma[4,3] 0.0171212441 0.0049971582 0.0119517789 2.553110e-02
#> Sigma[4,4] 0.0122849500 0.0040762384 0.0084748515 1.871801e-02
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986360905 0.01740590 0.96741046 1.01300584
#> lag1_var2 0.032218343 0.03798737 -0.03038455 0.07894966
#> lag1_var3 0.043627254 0.07246875 -0.07486268 0.13201413
#> lag1_var4 -0.049022814 0.07029799 -0.13432516 0.06633284
#> const 0.462573843 0.25141258 0.08893294 0.73800828
#> exo1 0.010253611 0.01755913 -0.01127703 0.03719998
#> exo2 -0.006262667 0.01484198 -0.02769453 0.01085164
#> exo3 -0.018290150 0.02159731 -0.04579169 0.01194534
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.66719658 0.3235651 -1.10812383 -0.2276659
#> lag1_var2 2.18914916 0.6310382 1.18502985 2.8500029
#> lag1_var3 2.59523105 1.1435415 0.80098151 3.6900121
#> lag1_var4 -2.47970179 1.1397989 -3.51983309 -0.6654729
#> const 9.79482645 5.0367526 2.46940659 16.1699923
#> exo1 0.07894199 0.3531693 -0.39404161 0.5221157
#> exo2 0.88793460 0.4959549 0.07645857 1.3566275
#> exo3 -0.21631845 0.6980375 -0.72200155 0.9164300
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40601778 0.1684565 0.1958803 0.63663230
#> lag1_var2 -0.54013215 0.3408799 -0.9817241 -0.07800997
#> lag1_var3 -0.25641086 0.6266824 -1.1210544 0.56455326
#> lag1_var4 1.14921857 0.6253954 0.3052987 1.97662629
#> const -4.10102723 2.9198697 -8.2476573 -0.36062703
#> exo1 -0.05004635 0.2328046 -0.3675698 0.25563037
#> exo2 -0.88111657 0.2764338 -1.1520584 -0.42887191
#> exo3 0.36098082 0.4248974 -0.3153191 0.72173033
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.020456535 0.06453899 -0.06546465 0.1109766
#> lag1_var2 0.323596116 0.18125305 0.03929703 0.5090700
#> lag1_var3 0.553420190 0.35134455 0.01053472 0.9042622
#> lag1_var4 0.432246439 0.33616023 0.09629468 0.9520529
#> const 0.019359634 0.93932986 -1.04382783 1.4747384
#> exo1 -0.007346934 0.12355122 -0.11826113 0.2021276
#> exo2 -0.477255313 0.09677622 -0.58443345 -0.3316470
#> exo3 0.279157063 0.08813571 0.15224900 0.3884010
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009316467 0.000163587 0.0006815468 0.001152757
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01002514 0.003012187 -0.01419744 -0.006628845
#> Sigma[2,2] 1.11739488 0.260077856 0.84769906 1.506432547
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007464925 0.001201538 0.005670898 0.009068279
#> Sigma[3,2] -0.624525371 0.117220953 -0.822580050 -0.499199886
#> Sigma[3,3] 0.436667389 0.057126198 0.380242921 0.525194722
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002934194 0.001224542 0.00122423 0.004442658
#> Sigma[4,2] -0.095150948 0.049424896 -0.15599102 -0.014868865
#> Sigma[4,3] 0.150635600 0.020129625 0.12494377 0.179001295
#> Sigma[4,4] 0.117283338 0.021939803 0.08943562 0.149076669
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.024059159 0.02998348 0.98840873 1.07244611
#> lag1_var2 -0.050794159 0.04937442 -0.12757164 0.01835759
#> lag1_var3 -0.095235401 0.10420233 -0.25834881 0.04775861
#> lag1_var4 0.081466984 0.09455629 -0.04795115 0.22925330
#> const 0.222462569 0.25704172 -0.17627104 0.48049727
#> exo1 -0.007014943 0.01652384 -0.02705995 0.01838186
#> exo2 -0.176718087 0.02400903 -0.21063294 -0.14799084
#> exo3 -0.056770026 0.02482853 -0.09638274 -0.02666655
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2362721 0.9225817 -1.4321456 1.068699
#> lag1_var2 1.6520090 1.4862893 -0.8837242 3.334858
#> lag1_var3 2.0062760 3.0608944 -3.1354060 5.437359
#> lag1_var4 -1.9748357 2.7807018 -5.0258896 2.709428
#> const 6.7491634 9.6976451 -3.5537657 23.016013
#> exo1 -0.1960044 1.0455775 -1.8124183 1.167930
#> exo2 1.2471881 1.4700677 -0.6989747 3.214066
#> exo3 0.4446560 0.6408899 -0.3220823 1.501616
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6402295 0.5493264 -0.1394050 1.27143749
#> lag1_var2 -1.1514474 0.9236754 -2.1373092 0.33677280
#> lag1_var3 -1.6748071 1.8951507 -3.6715141 1.29509566
#> lag1_var4 2.4913353 1.7129266 -0.1854429 4.25198293
#> const -6.2329408 5.3284827 -13.6305417 0.03582535
#> exo1 0.1005048 0.5966330 -0.8281872 0.80408942
#> exo2 -3.7819791 1.0432464 -4.9815547 -2.26049807
#> exo3 0.1502253 0.3377438 -0.3156529 0.59461941
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54366075 0.2698140 0.2273187 0.9441762
#> lag1_var2 -0.69704567 0.3746012 -1.0811311 -0.0869223
#> lag1_var3 -1.41270246 0.7826871 -2.1663033 -0.1190683
#> lag1_var4 2.26539877 0.7143257 1.0699499 2.9570198
#> const -4.33265887 3.1677715 -9.9978164 -1.6014344
#> exo1 0.02771671 0.2464982 -0.3257973 0.3584910
#> exo2 -3.38008221 0.4972782 -3.9023289 -2.6147671
#> exo3 0.42207833 0.1752124 0.1280284 0.5736538
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007311491 0.0001827822 0.0004483355 0.0009569828
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02277458 0.006203228 -0.02976619 -0.01333642
#> Sigma[2,2] 2.05165700 0.445766626 1.48503598 2.75041373
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01244775 0.003806633 0.007052403 0.01716153
#> Sigma[3,2] -1.28239489 0.309960924 -1.819015135 -0.94900425
#> Sigma[3,3] 0.93324695 0.224009275 0.705888130 1.32795611
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001271377 0.001086505 -0.002979954 -0.0001160442
#> Sigma[4,2] -0.069791652 0.096373830 -0.199873074 0.0712813238
#> Sigma[4,3] 0.191601015 0.055083543 0.122626946 0.2737545504
#> Sigma[4,4] 0.169081550 0.037492417 0.112668279 0.2168470088
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984235149 0.01720752 0.959692963 1.00240050
#> lag1_var2 0.015027775 0.03613000 -0.026412008 0.06693701
#> lag1_var3 0.022293951 0.06259172 -0.048217361 0.11253496
#> lag1_var4 -0.021866840 0.05685034 -0.104432798 0.04122469
#> const 0.380445046 0.16596535 0.151152932 0.60838509
#> exo1 0.007257383 0.01932510 -0.015497452 0.03360428
#> exo2 -0.048501742 0.01849455 -0.071523076 -0.01925180
#> exo3 0.038678102 0.03066887 -0.005024586 0.07416486
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9520105 1.112174 -3.0872678 -0.3274463
#> lag1_var2 4.8482601 2.545075 0.9432284 7.3743159
#> lag1_var3 6.6147904 4.389376 -0.1201628 10.9517074
#> lag1_var4 -6.0366055 4.027090 -9.9766439 0.1266336
#> const 15.1241472 9.025655 0.5999216 24.6822443
#> exo1 -0.8697677 1.381977 -2.6452512 0.9040420
#> exo2 1.4091014 1.097221 -0.1593161 2.7368811
#> exo3 0.2616452 1.220877 -1.4881130 1.7655365
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5192913 0.6039208 0.5662754 2.1913667
#> lag1_var2 -1.7774694 1.3929705 -3.2792801 0.5334748
#> lag1_var3 -2.0760769 2.4017871 -4.6687285 1.9093270
#> lag1_var4 2.5382084 2.1935905 -1.0898089 4.9180166
#> const -6.3550533 4.1248763 -11.6586676 -0.5919214
#> exo1 0.6151920 1.0630432 -0.6877495 2.0577653
#> exo2 -1.4590400 0.5336101 -2.1499226 -0.7091755
#> exo3 0.8119328 0.7922548 -0.2112667 1.9779693
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3790189 0.2422276 0.13116796 0.7898461
#> lag1_var2 0.7904268 0.4777727 0.05660253 1.4247181
#> lag1_var3 1.3234373 0.8390951 0.02639183 2.4329529
#> lag1_var4 -0.5070234 0.7560305 -1.51914208 0.6403297
#> const 1.4762380 2.3449280 -1.54928421 4.9341161
#> exo1 0.1220602 0.4356159 -0.51657254 0.7088768
#> exo2 -0.6363217 0.3378467 -1.17806319 -0.1851487
#> exo3 1.0481488 0.4379044 0.47291316 1.6245393
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000661441 0.0001296242 0.0004933609 0.0008296085
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01350534 0.002808139 -0.01801018 -0.01015296
#> Sigma[2,2] 0.52197514 0.114319667 0.38708530 0.68800534
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01122613 0.00295225 0.007611601 0.01546051
#> Sigma[3,2] -0.39163931 0.10673339 -0.539225857 -0.27456541
#> Sigma[3,3] 0.65052481 0.18099613 0.444988244 0.93008508
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003544987 0.002612242 0.000212205 0.006986146
#> Sigma[4,2] -0.093073897 0.078262122 -0.214555399 -0.016982730
#> Sigma[4,3] 0.451686750 0.144739934 0.261457463 0.659631102
#> Sigma[4,4] 0.425540570 0.114111214 0.261334271 0.576491016
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97873719 0.02810236 0.94273923 1.01693087
#> lag1_var2 0.01392222 0.05547368 -0.04905232 0.09575107
#> lag1_var3 0.01842436 0.09931971 -0.09322076 0.16739152
#> lag1_var4 -0.01736266 0.09427780 -0.15715346 0.09145459
#> const 0.45891381 0.27666133 0.09302371 0.84757166
#> exo1 0.01453284 0.02728457 -0.02186963 0.04617287
#> exo2 -0.04228889 0.01622424 -0.06768350 -0.02227881
#> exo3 0.05353353 0.02889925 0.01828446 0.08781071
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8045926 0.6659330 -1.7160863 0.05700811
#> lag1_var2 1.1673880 0.8783208 0.1229900 2.43846734
#> lag1_var3 0.4191863 1.6442675 -1.5007339 2.88789020
#> lag1_var4 -0.1091239 1.5850508 -2.6357708 1.67416500
#> const 2.0024939 5.4700110 -6.0717474 9.56990444
#> exo1 -0.8979246 0.6995019 -1.9074164 0.05304612
#> exo2 0.4845670 0.6807404 -0.5750937 1.23466652
#> exo3 0.1903499 0.9371330 -1.0043128 1.50956608
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6672739 0.8155222 -0.24536291 1.79887328
#> lag1_var2 2.1551536 1.5790814 0.02508675 4.34196692
#> lag1_var3 4.8562242 2.9222859 0.96623227 8.95735579
#> lag1_var4 -4.3054111 2.8153554 -8.40167064 -0.76326015
#> const 10.4672975 6.0955323 2.27655566 19.00248171
#> exo1 0.6473207 0.5257104 -0.05012458 1.34825635
#> exo2 -1.1440058 0.7942220 -2.24453835 0.03644475
#> exo3 -0.2010620 0.8936763 -1.20722900 1.14702176
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2004132 0.7323792 -0.7347818 1.3224239
#> lag1_var2 2.6656768 1.5423438 1.0068163 5.0403741
#> lag1_var3 4.8316108 2.7904429 1.8293292 9.1560114
#> lag1_var4 -4.0936369 2.6540945 -8.3089266 -1.2983064
#> const 11.2849788 5.6579462 3.6171369 19.2663721
#> exo1 0.1291000 0.3452628 -0.2952412 0.6544814
#> exo2 -0.9249430 0.5749365 -1.9166668 -0.3185159
#> exo3 -0.1098510 0.5069427 -0.6813203 0.6841399
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003565793 8.31849e-05 0.0002565806 0.0004844584
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008142189 0.003933676 -0.01493242 -0.004414883
#> Sigma[2,2] 0.735388094 0.176931803 0.54597696 1.005746256
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006145846 0.0027869 0.002898149 0.01072037
#> Sigma[3,2] -0.602630115 0.1309269 -0.808091368 -0.44070889
#> Sigma[3,3] 0.641474108 0.1301855 0.477143418 0.79738161
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001050338 0.001789456 -0.0005826186 0.003969035
#> Sigma[4,2] -0.150906496 0.074809668 -0.2423502010 -0.052826799
#> Sigma[4,3] 0.283482398 0.086627487 0.1700107532 0.390566369
#> Sigma[4,4] 0.204161580 0.051627416 0.1422734031 0.279354271
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0004196667 0.009559122 0.98911447 1.013230670
#> lag1_var2 0.0061245323 0.021142602 -0.01725135 0.037025518
#> lag1_var3 0.0001555875 0.033006384 -0.03476990 0.046987635
#> lag1_var4 -0.0067063385 0.031593900 -0.05191503 0.026275888
#> const 0.3847399419 0.135062002 0.19186652 0.544413942
#> exo1 -0.0209287029 0.006603876 -0.02968791 -0.012609124
#> exo2 -0.0207778325 0.022375135 -0.05806824 0.003761309
#> exo3 0.0350833466 0.015151226 0.01083570 0.049918415
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3628246 0.3369085 -1.87711018 -1.0081673
#> lag1_var2 2.1722433 1.0614078 0.56145257 3.4871000
#> lag1_var3 2.4016219 1.6190327 -0.01652665 4.3547373
#> lag1_var4 -1.8961637 1.5771275 -3.73741959 0.4057274
#> const 6.8911342 5.6862914 -1.90780724 13.8345047
#> exo1 -0.3102448 0.6227371 -1.06088753 0.5305870
#> exo2 0.1517337 0.8420192 -1.04135761 1.2259714
#> exo3 0.6968028 0.7123187 -0.32577301 1.7169084
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.99525138 0.3620747 1.5434434 2.4708702
#> lag1_var2 -2.84788176 1.0167028 -4.1409213 -1.3511576
#> lag1_var3 -3.92766623 1.5806926 -5.8846516 -1.6079644
#> lag1_var4 4.23704195 1.5243910 1.9948414 6.0618037
#> const -11.40859135 5.0570700 -18.0442727 -5.1737101
#> exo1 0.04107106 0.6492754 -0.8321923 0.9099121
#> exo2 -0.47564015 0.7634301 -1.4202253 0.6754919
#> exo3 -0.40664726 0.7876129 -1.4749523 0.4845875
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.18751298 0.2720989 0.7583839 1.4984827
#> lag1_var2 -1.98784240 0.6696725 -2.6322280 -0.9191850
#> lag1_var3 -3.22124479 1.0845005 -4.2929125 -1.4794716
#> lag1_var4 3.85639672 1.0188407 2.1945586 4.8522842
#> const -8.87129436 2.4311704 -11.5554157 -4.8609856
#> exo1 -0.17235973 0.4579676 -0.9098245 0.3283026
#> exo2 -0.37936342 0.3570234 -0.7555896 0.2294800
#> exo3 0.06588897 0.4830251 -0.4534791 0.7450291
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002434482 0.0001127056 0.0001726708 0.0004242386
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001226119 0.001875124 -0.003841813 0.001430457
#> Sigma[2,2] 0.828705593 0.189846935 0.547848959 1.062682874
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004793589 0.0008921178 -0.0008458784 0.001663531
#> Sigma[3,2] -0.4174158323 0.0984396497 -0.5510331397 -0.278168495
#> Sigma[3,3] 0.2187603766 0.0507298645 0.1531939596 0.291608932
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002554951 0.0002746659 -0.000671972 1.306719e-05
#> Sigma[4,2] 0.0084395450 0.0215645267 -0.025384514 3.502465e-02
#> Sigma[4,3] 0.0057285556 0.0112332474 -0.007536815 2.215295e-02
#> Sigma[4,4] 0.0121779926 0.0028624959 0.008399868 1.615613e-02
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98964628 0.01481624 0.96900067 1.01039282
#> lag1_var2 -0.01384975 0.02008328 -0.04069324 0.01600532
#> lag1_var3 -0.03158645 0.03945073 -0.08372117 0.02663763
#> lag1_var4 0.02949606 0.03432975 -0.02109505 0.07479796
#> const 0.29909201 0.12668932 0.15773084 0.48969400
#> exo1 -0.01720839 0.02155140 -0.04618616 0.01126885
#> exo2 -0.03512102 0.01442694 -0.04941151 -0.01446971
#> exo3 0.05794453 0.01447059 0.03562722 0.07617441
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1241304 0.9380561 -2.1429421 0.2091699
#> lag1_var2 2.4696060 1.5076827 0.3251814 4.1893998
#> lag1_var3 2.8804596 3.0401462 -1.4513928 6.4151689
#> lag1_var4 -2.6145685 2.6693247 -5.7751381 1.1914868
#> const 11.9772206 5.0468556 4.9294045 18.8215258
#> exo1 -0.6404400 1.0140187 -2.0364508 0.8691035
#> exo2 4.2675423 0.8292399 3.0857427 5.2943359
#> exo3 0.2353312 0.7541254 -0.8556982 1.1062212
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.701588673 0.4900787 3.074488e-06 1.2209133
#> lag1_var2 -0.901866349 0.7856623 -1.708754e+00 0.3214452
#> lag1_var3 -0.791384333 1.5826601 -2.454133e+00 1.6729606
#> lag1_var4 1.584676953 1.3901010 -5.822761e-01 3.0698460
#> const -5.687423408 2.5551664 -9.343911e+00 -2.2912318
#> exo1 0.283912889 0.5276303 -4.825504e-01 1.0021097
#> exo2 -2.478804468 0.4123248 -2.976722e+00 -1.9215821
#> exo3 0.003406757 0.3581943 -4.280331e-01 0.5368259
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.071826517 0.12007395 -0.10107411 0.22010023
#> lag1_var2 -0.002791566 0.15511795 -0.21887001 0.20842438
#> lag1_var3 -0.039551107 0.30357183 -0.45964370 0.37725585
#> lag1_var4 1.015466935 0.26860741 0.65373200 1.39157389
#> const -0.876414399 0.87218329 -1.97992836 0.42142851
#> exo1 -0.058821807 0.09230804 -0.18568240 0.07477913
#> exo2 -0.480242888 0.07021562 -0.57336966 -0.38882445
#> exo3 0.116968516 0.11353761 -0.03050023 0.25872468
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006169267 0.001547137 0.004131823 0.008459711
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06414014 0.02079695 -0.0976856 -0.04279513
#> Sigma[2,2] 1.26216787 0.36190572 0.8623019 1.82118797
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05987153 0.01746602 0.04068114 0.08746136
#> Sigma[3,2] -1.01225939 0.29553027 -1.48120340 -0.73839589
#> Sigma[3,3] 1.11577504 0.25088120 0.85803488 1.50664677
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0376662 0.01014711 0.02558553 0.0525462
#> Sigma[4,2] -0.5271168 0.16702850 -0.79637374 -0.3676371
#> Sigma[4,3] 0.7733595 0.15391630 0.58578135 0.9901150
#> Sigma[4,4] 0.6268689 0.10784827 0.48007092 0.7657961
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94115359 0.02395433 0.917280648 0.98042876
#> lag1_var2 0.03509872 0.03258568 -0.009239004 0.08114574
#> lag1_var3 0.08802082 0.08960088 -0.012723576 0.22376826
#> lag1_var4 -0.07155700 0.08279888 -0.196215010 0.01975315
#> const 0.69755096 0.37563887 0.126279875 1.15564692
#> exo1 0.02266858 0.08314852 -0.082649803 0.15726715
#> exo2 0.01688188 0.09111127 -0.130561292 0.11933783
#> exo3 0.06440579 0.10242998 -0.044776971 0.23105341
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3750457 0.2823196 0.04086482 0.8159526
#> lag1_var2 0.4955518 0.5095000 -0.25142030 1.0762560
#> lag1_var3 -0.6334148 1.3371884 -2.78866100 0.7755721
#> lag1_var4 0.4827829 1.2364860 -0.79794500 2.5259882
#> const 0.2801520 5.0961930 -8.77909550 4.8471946
#> exo1 1.4112099 1.0052630 0.04717087 2.7145466
#> exo2 2.2124121 1.3360068 0.21076236 3.9102370
#> exo3 -0.1940614 1.5624892 -2.70416496 1.2104121
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8058720 0.3421468 -1.2809873 -0.3552156
#> lag1_var2 1.3146557 0.4209776 0.8151689 1.8052508
#> lag1_var3 3.8157607 1.0504950 2.5879583 5.1998189
#> lag1_var4 -2.5170410 0.9639891 -3.7775494 -1.3754913
#> const 4.4879192 6.2199433 -0.6416771 14.9411405
#> exo1 -0.8667271 0.9397587 -2.0532655 0.4646150
#> exo2 -2.4118379 1.0944839 -3.8587112 -0.9912052
#> exo3 0.0898852 1.6013381 -2.0132350 2.4317756
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.72275244 0.2979798 -1.0872441 -0.2826354
#> lag1_var2 1.34688861 0.3561031 0.8448819 1.7506593
#> lag1_var3 3.11711338 0.8086726 2.0850527 4.1437711
#> lag1_var4 -1.82482911 0.7277010 -2.7840507 -0.9216806
#> const 3.82853474 4.8542194 -0.8548304 12.4049299
#> exo1 -0.26259476 0.7816400 -1.2566446 0.5797801
#> exo2 -1.78195945 0.6764414 -2.6494414 -0.8276440
#> exo3 0.01069244 1.2436454 -1.8633384 1.4448981
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005768443 0.001144341 0.004400048 0.007265119
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002246845 0.001220972 -0.004117748 -0.0009540104
#> Sigma[2,2] 0.005255541 0.001460518 0.003401752 0.0071329947
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003176299 0.003731791 -0.009004626 0.0009864879
#> Sigma[3,2] -0.008722390 0.003843685 -0.014647182 -0.0038287691
#> Sigma[3,3] 0.084488502 0.018244134 0.062801925 0.1134014898
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004554487 0.003431223 -0.009931897 -0.0006741955
#> Sigma[4,2] -0.005511871 0.003839472 -0.011344509 -0.0005605931
#> Sigma[4,3] 0.079778492 0.017177424 0.059449488 0.1073870846
#> Sigma[4,4] 0.077096589 0.016255696 0.057361368 0.1031293567
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97448635 0.03048634 0.93323978 1.014051222
#> lag1_var2 0.06301206 0.29243102 -0.35296694 0.427959660
#> lag1_var3 0.09213296 0.44636241 -0.53416383 0.665113617
#> lag1_var4 -0.09382315 0.44587794 -0.66414021 0.530853705
#> const 0.72920426 0.67733611 -0.18795569 1.691380782
#> exo1 0.02017323 0.07872458 -0.08549335 0.108869878
#> exo2 -0.09365257 0.09195670 -0.25102872 -0.001928301
#> exo3 -0.07720663 0.08885338 -0.22199445 0.011288648
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04464109 0.03664082 -0.01419731 0.07557689
#> lag1_var2 0.31254593 0.23408644 0.10467889 0.72586867
#> lag1_var3 -0.38009598 0.32520296 -0.69094096 0.17886582
#> lag1_var4 0.36958783 0.32783531 -0.19205529 0.68521686
#> const 0.06845531 1.01094627 -1.05243596 1.58400385
#> exo1 0.03185405 0.07353653 -0.07080835 0.12983178
#> exo2 0.64061096 0.07844733 0.54835119 0.76299620
#> exo3 0.10070363 0.07399455 0.01083379 0.21329011
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2861026 0.1949858 -0.5435519 -0.04117993
#> lag1_var2 2.0083299 1.2147794 0.8120488 4.00718500
#> lag1_var3 3.0320095 1.9866454 1.3313794 6.38291456
#> lag1_var4 -2.0397398 1.9979614 -5.4099447 -0.32292324
#> const 5.9927329 5.4033036 -0.6097085 13.39234989
#> exo1 -0.1006306 0.3050400 -0.5836566 0.28562488
#> exo2 -0.6701351 0.2704729 -0.9658648 -0.27501882
#> exo3 -0.2507545 0.2428524 -0.5889445 0.07902698
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24254048 0.1845667 -0.4871514 -0.0231800
#> lag1_var2 1.95505216 1.1891384 0.7116035 3.9035067
#> lag1_var3 2.36481762 1.9199842 0.7423528 5.5958548
#> lag1_var4 -1.37198356 1.9295513 -4.6200505 0.2537463
#> const 5.20706918 5.0316270 -0.6025610 12.1866177
#> exo1 -0.07810428 0.2931506 -0.5303800 0.2826137
#> exo2 -0.29725518 0.2786135 -0.5890778 0.1422818
#> exo3 -0.20025889 0.2487280 -0.5304265 0.1249341
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002938832 0.0007664593 0.002215464 0.004200897
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006009306 0.003268107 -0.01056285 -0.001371779
#> Sigma[2,2] 0.111383614 0.024767491 0.08269627 0.146514424
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002735609 0.002594987 -0.00121180 0.005474034
#> Sigma[3,2] -0.068022542 0.014985769 -0.08920777 -0.050236495
#> Sigma[3,3] 0.050238299 0.010118379 0.03601971 0.063591475
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000890712 0.001055427 -0.002500310 3.222102e-05
#> Sigma[4,2] -0.003321855 0.002977999 -0.007404795 6.840899e-04
#> Sigma[4,3] 0.011110126 0.003462829 0.006975632 1.641635e-02
#> Sigma[4,4] 0.009626531 0.002975181 0.006155240 1.422678e-02
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987154003 0.04452589 0.92318884 1.04536010
#> lag1_var2 -0.006772450 0.15063017 -0.19289301 0.23455947
#> lag1_var3 0.012387514 0.27179929 -0.29239517 0.45674663
#> lag1_var4 -0.012532340 0.27121531 -0.45649404 0.29822444
#> const 0.374390629 0.76221613 -0.48933852 1.55453485
#> exo1 0.014997881 0.03249453 -0.02220330 0.06493569
#> exo2 -0.008461387 0.05958532 -0.06791277 0.07575633
#> exo3 0.014515364 0.04536837 -0.05079957 0.07384855
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19950989 0.2579890 -0.5320597 0.1682652
#> lag1_var2 0.62571616 0.7027544 -0.3711327 1.3331705
#> lag1_var3 -0.34676642 1.2472795 -2.1292537 0.9223862
#> lag1_var4 0.42202408 1.2153569 -0.8274431 2.1430420
#> const 0.51816141 4.0477050 -4.4989333 6.4705695
#> exo1 -0.40077045 0.1805189 -0.6294553 -0.1726004
#> exo2 0.07977295 0.2846648 -0.3379099 0.4331556
#> exo3 0.02633568 0.3705850 -0.5063757 0.3769699
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1563362 0.1571488 -0.095963863 0.30810303
#> lag1_var2 0.5026814 0.4879234 -0.009362222 1.18292629
#> lag1_var3 1.6730662 0.8492820 0.823418175 2.90120974
#> lag1_var4 -0.7742033 0.8296766 -1.977359454 0.06295507
#> const 2.0931709 2.4736253 -0.443766773 6.31182752
#> exo1 0.2560065 0.1381712 0.066810288 0.44776606
#> exo2 -0.6380209 0.2194203 -0.874882805 -0.29097438
#> exo3 0.2021262 0.2277787 -0.011005705 0.57695117
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04144464 0.07595105 -0.08296266 0.1286982
#> lag1_var2 0.60269466 0.25436327 0.31145162 0.9844050
#> lag1_var3 1.01361905 0.43910336 0.52938242 1.7064596
#> lag1_var4 -0.05607639 0.43550705 -0.73708299 0.4399039
#> const 1.49573398 1.29290978 0.44402156 3.6401140
#> exo1 0.02120516 0.09270753 -0.13815725 0.1274322
#> exo2 -0.60807915 0.09951906 -0.75896546 -0.4882611
#> exo3 0.22845594 0.08064363 0.11199988 0.3356890
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001167514 0.0004506248 0.0007163268 0.001886856
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01233042 0.006153995 -0.02245152 -0.005541964
#> Sigma[2,2] 0.26808473 0.086917946 0.15571184 0.395263909
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01203235 0.007862606 0.003109849 0.02544952
#> Sigma[3,2] -0.22061587 0.125913006 -0.409954131 -0.05853645
#> Sigma[3,3] 0.72088456 0.177284142 0.461704113 0.94408261
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003076585 0.003947914 -0.001864219 0.009256658
#> Sigma[4,2] -0.024791702 0.069105219 -0.127555875 0.056902813
#> Sigma[4,3] 0.564421055 0.103612797 0.413340410 0.690993089
#> Sigma[4,4] 0.551123427 0.075589773 0.440414547 0.637357742
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992052478 0.01658284 0.96873675 1.01494720
#> lag1_var2 -0.015026245 0.09105603 -0.15214712 0.09073564
#> lag1_var3 -0.044531111 0.13363995 -0.23638755 0.12045990
#> lag1_var4 0.043611331 0.13345759 -0.11972342 0.23670015
#> const 0.290349757 0.44301691 -0.40654393 0.85603640
#> exo1 -0.002128107 0.01752478 -0.02674443 0.02257489
#> exo2 -0.087239517 0.04100423 -0.14768848 -0.03815977
#> exo3 -0.024434951 0.03903223 -0.07537174 0.03084824
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18002732 0.3087726 -0.57656403 0.3164066
#> lag1_var2 1.16338172 1.8315527 -1.69752573 2.9249110
#> lag1_var3 0.88027514 2.7351053 -3.45981621 3.5046623
#> lag1_var4 -0.82765230 2.7407894 -3.44652335 3.5161295
#> const 1.49545183 8.6702430 -12.26437495 12.4485602
#> exo1 0.03971109 0.4090178 -0.39576037 0.6487426
#> exo2 0.39794619 0.5186014 -0.32678209 0.9827195
#> exo3 0.54944036 0.4249200 -0.09819947 0.9391379
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04981279 0.5558692 -0.5515517 0.9471713
#> lag1_var2 0.34733573 3.6770645 -5.2771115 4.4163724
#> lag1_var3 0.76097242 5.3251967 -7.4565851 6.2783409
#> lag1_var4 0.17876958 5.3078086 -5.3346795 8.3815450
#> const 2.04371299 13.5060268 -20.9195897 17.3005573
#> exo1 -0.17716580 0.6059482 -1.1293123 0.5154691
#> exo2 0.09414091 0.7301884 -0.9088394 1.0314027
#> exo3 -0.14450614 0.9931524 -1.2519094 1.3893223
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06816548 0.4439995 -0.5170368 0.7021524
#> lag1_var2 0.91725473 3.1890543 -4.1783341 4.7229006
#> lag1_var3 1.02277983 4.5867324 -6.3916916 6.3262559
#> lag1_var4 -0.03764476 4.5645194 -5.3406765 7.3457324
#> const 2.27327045 10.2793573 -16.1079776 12.7083822
#> exo1 -0.14918888 0.6668731 -1.2480157 0.5694828
#> exo2 0.36679319 0.7110175 -0.7238004 1.2638464
#> exo3 0.24046500 0.8461503 -0.7884196 1.4060208
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002413501 0.0004815747 0.001868956 0.003173145
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00325103 0.005838036 -0.01169726 0.004522179
#> Sigma[2,2] 0.72511358 0.208917696 0.46459850 1.013677667
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001666067 0.003358591 -0.005147803 0.003699816
#> Sigma[3,2] -0.300622320 0.091746962 -0.427257837 -0.193080158
#> Sigma[3,3] 0.173460568 0.041485067 0.123078933 0.239938829
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003258622 0.002034845 -0.005657121 -0.0004458083
#> Sigma[4,2] 0.024347342 0.037012654 -0.018823059 0.0822286851
#> Sigma[4,3] 0.043763242 0.020730062 0.012904340 0.0682259636
#> Sigma[4,4] 0.060487668 0.011737630 0.048188150 0.0787264983
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.083707003 0.02108144 1.05502935 1.11208271
#> lag1_var2 -0.036562567 0.05493861 -0.09062245 0.04926959
#> lag1_var3 -0.153309665 0.12264697 -0.27804549 0.03736886
#> lag1_var4 0.100180238 0.11958024 -0.08873663 0.21804776
#> const 0.145013482 0.41931972 -0.40493724 0.69311915
#> exo1 -0.022932009 0.06033223 -0.10231301 0.05683556
#> exo2 -0.007863838 0.05239906 -0.07406503 0.06522040
#> exo3 0.001326544 0.04468369 -0.06043808 0.06018419
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2788840 0.4034068 -1.78425252 -0.6346693
#> lag1_var2 1.9368104 1.1276081 0.12921601 3.1587029
#> lag1_var3 2.7393966 2.6131172 -1.44807747 5.5188714
#> lag1_var4 -2.2308625 2.5341572 -4.88644124 1.8881767
#> const 9.2914117 7.9576055 -2.35699966 19.5300938
#> exo1 -0.2673588 0.5412444 -1.10184691 0.4140875
#> exo2 1.1300434 0.5925626 0.44423279 2.0879378
#> exo3 1.1611938 0.8058777 0.09459231 2.3414609
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4742485 0.1644507 0.2165524 0.65618794
#> lag1_var2 -0.1702354 0.5448074 -0.7909866 0.62696774
#> lag1_var3 0.3503754 1.2490858 -1.0458817 2.19414922
#> lag1_var4 0.4279972 1.2046416 -1.3584091 1.77622353
#> const -2.2702622 3.3745278 -7.3326633 1.77402815
#> exo1 -0.2651933 0.2386864 -0.6678057 0.01578168
#> exo2 -0.8413786 0.3575584 -1.4514838 -0.47062752
#> exo3 -0.5767952 0.3714605 -1.1052536 -0.09023751
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10816376 0.09311754 -0.22059170 0.01722429
#> lag1_var2 0.44200050 0.25297709 0.09708756 0.81381037
#> lag1_var3 1.01219119 0.56579267 0.25166411 1.84539438
#> lag1_var4 0.01999685 0.54036800 -0.74706359 0.76553903
#> const 0.94029633 1.93465742 -1.25562493 3.91821707
#> exo1 -0.45024994 0.25135464 -0.83619387 -0.12525692
#> exo2 -0.36219387 0.16817520 -0.57581403 -0.11858478
#> exo3 -0.06485087 0.22617394 -0.39580573 0.24047454
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004470952 0.001018779 0.003312582 0.006154624
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01748281 0.01299235 -0.03665758 -0.001044071
#> Sigma[2,2] 0.62806976 0.19457215 0.44613825 0.951420994
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02318833 0.007197796 -0.0336207 -0.01593075
#> Sigma[3,2] -0.13598867 0.073221724 -0.2614555 -0.06721425
#> Sigma[3,3] 0.27283070 0.069363164 0.1993830 0.38037900
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03455031 0.006528583 -0.04379870 -0.02581572
#> Sigma[4,2] 0.21748181 0.114630162 0.09027141 0.39705092
#> Sigma[4,3] 0.21012618 0.048692486 0.15132603 0.28511103
#> Sigma[4,4] 0.34765629 0.054564438 0.27125124 0.42136632
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00469189 0.03890407 0.95957135 1.06293234
#> lag1_var2 0.08402377 0.14016352 -0.10666688 0.27044849
#> lag1_var3 0.12475935 0.25817154 -0.22885230 0.46205039
#> lag1_var4 -0.13983877 0.25347367 -0.47110529 0.20507513
#> const 0.57971649 0.71885893 -0.41075834 1.40402431
#> exo1 0.07072134 0.08059401 -0.02266573 0.18430262
#> exo2 -0.11011509 0.03996633 -0.16342416 -0.06096150
#> exo3 -0.13467480 0.03474503 -0.18212415 -0.09608384
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3241301 0.4250373 -0.2015306 0.9989799
#> lag1_var2 -2.7403922 1.5092111 -4.7859725 -0.4954619
#> lag1_var3 -6.4626587 2.8056013 -10.1797499 -2.2137609
#> lag1_var4 6.5848833 2.7688910 2.3899559 10.2520091
#> const -11.4664046 9.0851443 -25.5383005 -1.6650166
#> exo1 -0.4492430 0.7352612 -1.4037480 0.7169627
#> exo2 0.7687323 0.7711608 -0.5349225 1.4914943
#> exo3 1.0548870 0.5765829 0.3394156 1.8589306
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2214153 0.1767692 -0.5049651 -0.01848277
#> lag1_var2 1.6428252 0.6752568 0.6860924 2.47431197
#> lag1_var3 3.9774174 1.2526333 2.2215374 5.52958796
#> lag1_var4 -3.0101307 1.2199199 -4.5448704 -1.30237289
#> const 6.2654621 3.6672023 1.7597340 11.23678895
#> exo1 -0.3114840 0.5494590 -0.9472537 0.59080018
#> exo2 -1.3604130 0.3921862 -2.0234086 -1.00435808
#> exo3 -0.5383102 0.4601255 -1.2275842 -0.05431860
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04342141 0.3401040 -0.5240199 0.3754732
#> lag1_var2 -0.16603594 1.2765905 -2.0950936 1.4377938
#> lag1_var3 -0.10697819 2.3512225 -3.6418844 2.8106454
#> lag1_var4 1.16253774 2.3133993 -1.7406089 4.6350977
#> const -1.13394484 6.3005500 -7.9306236 9.0453949
#> exo1 -0.57187426 0.5839035 -1.3841742 0.2222342
#> exo2 -1.01226388 0.4775417 -1.6389160 -0.4013787
#> exo3 0.03866241 0.5710647 -0.6206509 0.8555770
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00267902 0.0006092313 0.001846309 0.003488187
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001141586 0.001161396 -0.002491611 0.0003893519
#> Sigma[2,2] 0.059721840 0.019021976 0.042272103 0.0888122671
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009215188 0.004028992 -0.01534449 -0.004342107
#> Sigma[3,2] -0.030636287 0.023482601 -0.06605494 -0.001199551
#> Sigma[3,3] 0.227756947 0.030515399 0.18863659 0.268716542
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.010327621 0.003980363 -0.01559135 -0.005023545
#> Sigma[4,2] 0.009570991 0.022987257 -0.02353808 0.035667038
#> Sigma[4,3] 0.215204079 0.028160917 0.18571157 0.256980980
#> Sigma[4,4] 0.230071095 0.031700462 0.19768981 0.279669015
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014275549 0.02963594 0.97006215 1.05237834
#> lag1_var2 -0.133599101 0.12381871 -0.30256076 0.03176085
#> lag1_var3 -0.200793239 0.18154201 -0.45644055 0.05455902
#> lag1_var4 0.198619016 0.18200876 -0.05804067 0.45177835
#> const -0.121843731 0.59712075 -0.83106737 0.73712364
#> exo1 0.052260313 0.03587321 0.01403085 0.10925827
#> exo2 -0.115152756 0.03389406 -0.16182616 -0.07214156
#> exo3 0.008600097 0.04732185 -0.06451030 0.06687999
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08719886 0.1146325 -0.23018325 0.09278946
#> lag1_var2 0.70283785 0.4922589 0.04064782 1.38793116
#> lag1_var3 -0.36052613 0.7079880 -1.39989178 0.56061404
#> lag1_var4 0.37043255 0.7100421 -0.55831402 1.42119565
#> const 1.27135986 2.6025519 -2.72724223 4.32162272
#> exo1 -0.06645823 0.2516964 -0.35251415 0.28567793
#> exo2 -0.25882324 0.2361332 -0.48769298 0.09932446
#> exo3 -0.28177422 0.2470393 -0.71509808 -0.04093578
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01608029 0.2493591 -0.30356411 0.32681978
#> lag1_var2 2.16348475 1.4256896 -0.04577436 3.93412541
#> lag1_var3 4.37299306 2.1034852 1.29494263 7.11219811
#> lag1_var4 -3.46453974 2.0813250 -6.18684057 -0.43406684
#> const 7.01069318 4.2084613 1.39772102 12.69935417
#> exo1 -0.20268328 0.4650929 -0.85631933 0.43566629
#> exo2 -0.67139077 0.4624530 -1.28220594 -0.04654513
#> exo3 -0.49072124 0.4901486 -1.19990533 0.13567932
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0804696 0.2157020 -0.3102706 0.23516474
#> lag1_var2 2.4094666 1.3115568 0.4441319 4.19582098
#> lag1_var3 3.8038585 1.9521630 1.0858925 6.64394268
#> lag1_var4 -2.8752546 1.9348850 -5.7022839 -0.20167866
#> const 7.1081276 3.8240709 2.4819135 13.17493870
#> exo1 -0.2524313 0.4386503 -0.8332204 0.35380473
#> exo2 -0.8716184 0.5079322 -1.4863232 -0.11181718
#> exo3 -0.6962867 0.5031993 -1.3349095 0.06603779
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005950869 0.0001163688 0.0004186366 0.0007286265
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002968386 0.001948701 0.0008270806 0.005912112
#> Sigma[2,2] 0.202544326 0.089278366 0.1210471379 0.346619122
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001206715 0.001856855 -0.003731648 0.001333771
#> Sigma[3,2] -0.106260869 0.062539670 -0.208952314 -0.054944715
#> Sigma[3,3] 0.205417542 0.075380725 0.132252951 0.333750289
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004926242 0.001599239 -0.001343281 0.002921624
#> Sigma[4,2] 0.0096946893 0.024589983 -0.022357123 0.043354869
#> Sigma[4,3] 0.1469805466 0.060770974 0.095164158 0.246692892
#> Sigma[4,4] 0.1550286521 0.057960336 0.107178117 0.249724516
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970354931 0.01680607 0.946620017 0.987714816
#> lag1_var2 0.022063197 0.07967549 -0.063639897 0.134429536
#> lag1_var3 0.042642964 0.13462451 -0.100738896 0.233121595
#> lag1_var4 -0.039713498 0.13298035 -0.226372779 0.103274270
#> const 0.443368880 0.26563156 0.085648851 0.806430736
#> exo1 0.036689372 0.02213392 0.009526458 0.065019517
#> exo2 -0.009108047 0.02193205 -0.037157110 0.020001678
#> exo3 -0.021788346 0.02554563 -0.059560841 0.007236501
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03611259 0.2004485 -0.2922802 0.2353246
#> lag1_var2 -0.03065455 1.0759971 -1.6446680 1.2467671
#> lag1_var3 -1.54768130 1.8322590 -4.2780433 0.5832582
#> lag1_var4 1.57756939 1.8113010 -0.5164462 4.2921439
#> const -0.57824984 2.4221326 -3.7803704 2.8930369
#> exo1 0.08529135 0.3321471 -0.2358101 0.6623389
#> exo2 0.43053541 0.3373140 0.0891250 0.9941805
#> exo3 -0.17506472 0.4429642 -0.6529400 0.5158920
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6227991 0.3876635 -1.1472311 -0.06869816
#> lag1_var2 2.9273980 1.6447931 0.9718969 5.61272764
#> lag1_var3 6.0657039 2.8267233 2.6584716 10.69727192
#> lag1_var4 -5.0410914 2.8134834 -9.6688912 -1.68194833
#> const 10.6912662 6.5221873 1.7512042 20.37065462
#> exo1 -0.2911491 0.3041188 -0.7589465 0.05144657
#> exo2 -0.7580635 0.4169663 -1.2243593 -0.05695864
#> exo3 -0.1982177 0.5807018 -1.0360415 0.62490879
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6450574 0.3675107 -1.1054202 -0.13033486
#> lag1_var2 2.6775635 1.4564053 0.9112619 4.75097750
#> lag1_var3 4.7772030 2.4811108 1.7014600 8.31013570
#> lag1_var4 -3.7213558 2.4702261 -7.2551189 -0.67103232
#> const 9.5899866 6.4117216 0.8911530 18.53555215
#> exo1 -0.2456779 0.3465425 -0.7173708 0.23231409
#> exo2 -0.5394078 0.4495166 -1.2055095 0.05904944
#> exo3 -0.2893829 0.4231475 -0.8856950 0.29837448
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001400615 0.0002470983 0.001083381 0.001781622
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0027385 0.003523572 -0.006931165 0.002531419
#> Sigma[2,2] 0.2973180 0.063737312 0.211474093 0.384818256
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01289299 0.004877739 0.007312263 0.02096992
#> Sigma[3,2] -0.19652486 0.072826152 -0.284767127 -0.10316352
#> Sigma[3,3] 0.47952079 0.148709748 0.286869114 0.68819338
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01172943 0.004485401 0.007036013 0.01867038
#> Sigma[4,2] -0.02353132 0.060967713 -0.115337614 0.04800113
#> Sigma[4,3] 0.38684178 0.121894709 0.239305476 0.55756937
#> Sigma[4,4] 0.39732846 0.104956896 0.276467560 0.54787757
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01107223 0.02816899 0.97986447 1.05296763
#> lag1_var2 -0.09994021 0.05278246 -0.18521156 -0.05425169
#> lag1_var3 -0.17613286 0.09101609 -0.32422503 -0.09591297
#> lag1_var4 0.17041427 0.08334565 0.09781716 0.30581533
#> const 0.06554313 0.26363715 -0.27100342 0.45776806
#> exo1 0.01234131 0.03132976 -0.03740168 0.04990087
#> exo2 -0.11051149 0.04909757 -0.18780968 -0.05543584
#> exo3 0.00849799 0.04499904 -0.05049370 0.07372682
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6475661 0.4762017 -1.2898125 -0.01973970
#> lag1_var2 3.2865942 0.8227118 2.1170793 4.45162615
#> lag1_var3 4.0040352 1.4295871 1.9991695 6.05113680
#> lag1_var4 -3.8844442 1.3499041 -5.8406035 -2.00216903
#> const 8.6171408 7.4659451 -1.5744729 18.81551421
#> exo1 -0.4646843 0.3914859 -0.9959323 -0.05329311
#> exo2 0.6323545 0.3436441 0.2373505 1.16120734
#> exo3 -0.1975752 0.4248151 -0.6671432 0.34836283
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8833860 0.4836541 0.25253183 1.5323017
#> lag1_var2 -2.5172842 1.0525641 -3.90976910 -1.0125787
#> lag1_var3 -3.4954811 1.7991928 -5.87974626 -0.9321436
#> lag1_var4 4.2617589 1.7006547 1.88809283 6.5380491
#> const -8.1324624 5.7193899 -14.61897835 1.1763928
#> exo1 0.4514467 0.5249241 -0.01638811 1.3029447
#> exo2 -1.9761768 0.5853656 -2.57131926 -1.0948142
#> exo3 -0.3654935 0.6876318 -1.05600859 0.6610797
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5626544 0.3669756 0.1677144 1.138027071
#> lag1_var2 -1.0696639 0.8847827 -2.4194445 -0.006328425
#> lag1_var3 -1.9851540 1.5173218 -4.3107393 -0.146972540
#> lag1_var4 2.8229186 1.4191364 1.1667722 5.002431010
#> const -4.6276508 4.0223384 -8.0087895 2.398815790
#> exo1 0.1449029 0.4851479 -0.3428296 0.901067099
#> exo2 -1.6808653 0.5657868 -2.2112532 -0.841239030
#> exo3 -0.4988842 0.7035067 -1.1048179 0.663541840
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002960561 9.43379e-05 0.0001669937 0.0004330096
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009831571 0.003286972 -0.01395048 -0.005002229
#> Sigma[2,2] 0.941370565 0.234682617 0.66372406 1.287300826
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003738795 0.001425343 0.002080046 0.005941298
#> Sigma[3,2] -0.369557890 0.117749798 -0.548648164 -0.232232492
#> Sigma[3,3] 0.242041525 0.071962222 0.161119802 0.359896849
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001091991 0.001048017 -0.002669574 0.0002598166
#> Sigma[4,2] 0.088812436 0.047992027 0.019785628 0.1553373979
#> Sigma[4,3] 0.079216891 0.035060771 0.044377968 0.1347602606
#> Sigma[4,4] 0.142858009 0.025879450 0.114238826 0.1805239329
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962475182 0.007023423 0.95369393 0.97343313
#> lag1_var2 0.038537254 0.016362011 0.01509206 0.06046501
#> lag1_var3 0.078018638 0.036626454 0.02480416 0.12324837
#> lag1_var4 -0.069046186 0.033690090 -0.11196663 -0.02035603
#> const 0.494013232 0.076382125 0.37202375 0.57997401
#> exo1 0.012884141 0.017750475 -0.00586746 0.04278394
#> exo2 -0.106698428 0.028261768 -0.13937668 -0.06066449
#> exo3 0.001457798 0.014830755 -0.01524673 0.02476463
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5719159 0.4689503 -0.1018925 1.16376753
#> lag1_var2 -0.7795882 0.8081191 -2.0307069 0.38138174
#> lag1_var3 -2.6277494 1.8940508 -5.5622915 -0.01841016
#> lag1_var4 2.6421847 1.7188660 0.2273590 5.30159956
#> const -6.4547725 6.7253837 -16.0991044 1.11853412
#> exo1 -0.7990635 1.0230376 -2.0934722 0.59779589
#> exo2 1.4559178 0.8657630 0.3043536 2.63076711
#> exo3 1.7172289 0.8472294 0.4685864 2.78502713
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3333545 0.2708495 -0.78439075 -0.04483796
#> lag1_var2 1.5413551 0.3549115 1.18243603 2.14531861
#> lag1_var3 3.4696902 0.8333844 2.57703066 4.72629417
#> lag1_var4 -2.5728093 0.7543222 -3.73794477 -1.79865194
#> const 7.3141203 4.4563490 2.01201422 14.11989151
#> exo1 0.4853900 0.4729002 -0.07443502 1.17921322
#> exo2 -2.7581192 0.5214664 -3.47804273 -2.02989624
#> exo3 -1.5860876 0.3641501 -2.12243420 -1.07144472
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1111001 0.3233518 -0.4741890 0.2671900
#> lag1_var2 1.0177924 0.5003177 0.2812335 1.5999690
#> lag1_var3 1.8507723 0.9891379 0.3900969 3.0773641
#> lag1_var4 -0.9185670 0.8930555 -1.9661140 0.4461370
#> const 3.7337309 3.9445167 -1.1065104 9.9569552
#> exo1 0.1218107 0.3013349 -0.2966854 0.5391109
#> exo2 -2.5016711 0.2491203 -2.8773607 -2.1769158
#> exo3 -0.9377217 0.2440940 -1.1802094 -0.5174001
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001252455 0.0001950515 0.0009515111 0.001466399
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01796354 0.005019641 -0.02515601 -0.01121885
#> Sigma[2,2] 1.20527897 0.261045693 0.95182830 1.66316690
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002387775 0.005654934 -0.01118441 0.004583017
#> Sigma[3,2] -0.747752762 0.208134283 -1.07243301 -0.519049807
#> Sigma[3,3] 1.359425895 0.389591387 0.94495195 1.925028438
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0124305 0.005602031 -0.02066772 -0.005478936
#> Sigma[4,2] -0.1796142 0.191402895 -0.41066345 0.076796438
#> Sigma[4,3] 1.0894139 0.322694284 0.75357111 1.529508375
#> Sigma[4,4] 1.1007569 0.283846537 0.79047890 1.479411103
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96950509 0.01697077 0.9472625617 0.992337024
#> lag1_var2 0.04064098 0.02190141 0.0143489977 0.069176339
#> lag1_var3 0.05505243 0.03694173 -0.0009634791 0.100153493
#> lag1_var4 -0.04751732 0.03318376 -0.0883117436 0.003901663
#> const 0.36679636 0.34658950 -0.0901853725 0.815104072
#> exo1 -0.03513080 0.03711631 -0.0688914872 0.024757997
#> exo2 -0.08135320 0.04296560 -0.1465553132 -0.034076200
#> exo3 0.02884420 0.05204243 -0.0343444539 0.109474816
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8264408 0.3673427 0.3282787 1.2829311
#> lag1_var2 -0.6393620 0.8548869 -1.7531368 0.3723313
#> lag1_var3 -2.4612324 1.6908376 -4.5273352 -0.3585607
#> lag1_var4 2.1185125 1.5406132 0.1968127 3.9909979
#> const -1.0566801 7.8774777 -10.3875266 11.0626661
#> exo1 0.6973786 0.7560905 -0.6397028 1.5081539
#> exo2 1.0293811 1.3923739 -0.5090280 3.1833056
#> exo3 -0.3061971 1.1517193 -1.6230075 1.6319461
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.244591405 0.6242580 -0.6768357 0.9570268
#> lag1_var2 0.001119038 1.1109112 -1.3933760 1.5559609
#> lag1_var3 0.501542524 2.1639637 -2.3021778 3.4200714
#> lag1_var4 0.401557363 1.9697223 -2.1798932 2.9687846
#> const -4.294252972 11.1082719 -14.9125134 12.6041387
#> exo1 -0.092425455 0.8941446 -1.3325337 1.0231752
#> exo2 -3.891364087 0.7132144 -4.7854356 -2.8419429
#> exo3 1.204796189 1.2184273 -0.1979205 2.9135166
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7802255 0.6331401 -0.15965785 1.5799864
#> lag1_var2 -0.8800501 0.9077566 -1.98868202 0.5095758
#> lag1_var3 -1.8812927 1.6848544 -4.02139487 0.6237650
#> lag1_var4 2.5980319 1.5178323 0.40050646 4.5656768
#> const -7.5111768 9.8030554 -17.89636113 7.4436680
#> exo1 0.2389606 0.8361206 -0.75769688 1.4260699
#> exo2 -4.0177571 0.7825370 -4.94288184 -3.1767299
#> exo3 1.1625741 1.0523161 -0.07413661 2.8830885
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000400129 0.0001343915 0.0002676937 0.0005992287
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005477945 0.002768514 -0.009687694 -0.002509591
#> Sigma[2,2] 0.214138677 0.055297391 0.146248189 0.279222879
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005114519 0.002422308 0.002626356 0.008796049
#> Sigma[3,2] -0.180646111 0.051470394 -0.246135097 -0.117105044
#> Sigma[3,3] 0.181513166 0.047802709 0.122680515 0.250267520
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002009853 0.000890499 0.001043706 0.003409536
#> Sigma[4,2] -0.058639333 0.022024362 -0.087930498 -0.033159008
#> Sigma[4,3] 0.079502043 0.020291687 0.056538052 0.112307916
#> Sigma[4,4] 0.047091560 0.009626771 0.036422404 0.063467258
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9497174451 0.005849652 0.943140327 0.958569873
#> lag1_var2 0.0795660250 0.034836703 0.040108889 0.127847340
#> lag1_var3 0.1219297299 0.061802635 0.052083091 0.211063465
#> lag1_var4 -0.1083901677 0.062514326 -0.199508511 -0.036113642
#> const 0.5767161587 0.174445129 0.397106187 0.818159538
#> exo1 -0.0333970150 0.017007892 -0.054443470 -0.008834682
#> exo2 -0.0002685892 0.010725796 -0.009213679 0.016298636
#> exo3 0.0365879047 0.017340709 0.014939511 0.060992518
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.537706237 0.4102295 -0.000203135 1.0664491
#> lag1_var2 0.672536000 1.0835629 -1.166868054 1.8083659
#> lag1_var3 -0.007547567 1.9512945 -3.240316491 2.1186413
#> lag1_var4 -0.278551575 1.9993249 -2.555903796 2.9386638
#> const 3.451673444 2.9827141 -1.361862476 7.0474948
#> exo1 0.285386335 0.3806799 -0.258147040 0.8043079
#> exo2 0.222970210 0.4622553 -0.518966091 0.7649532
#> exo3 -0.008819095 0.3241950 -0.453647197 0.4259581
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17602561 0.2839710 -0.6127693 0.1650580
#> lag1_var2 0.30443213 0.8984558 -0.5405951 1.9281631
#> lag1_var3 1.13576283 1.5860582 -0.4767129 3.9479402
#> lag1_var4 -0.04613317 1.6195982 -2.8434107 1.7329610
#> const -1.31999000 2.4089902 -4.1966244 2.1528861
#> exo1 -0.27417370 0.3184593 -0.6604263 0.2372978
#> exo2 -0.26251797 0.4386958 -0.7361021 0.3941620
#> exo3 0.23841920 0.3014949 -0.1549873 0.6473635
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1375180 0.1129748 -0.039156367 0.2513324
#> lag1_var2 0.4134305 0.3669055 0.024719148 1.0287687
#> lag1_var3 0.6386839 0.6111899 0.002648946 1.6738928
#> lag1_var4 0.3013719 0.6140911 -0.726730840 0.9615165
#> const -0.3284526 1.3171408 -2.461538594 1.3001965
#> exo1 -0.1075845 0.1606237 -0.289880202 0.1285234
#> exo2 -0.1352092 0.2024755 -0.345997479 0.2005295
#> exo3 0.2443324 0.1723721 0.069702573 0.5434898
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002430283 3.829529e-05 0.0001992657 0.0002961784
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003371564 0.0005661508 -0.001318885 0.0002756578
#> Sigma[2,2] 0.0442660322 0.0122197452 0.029993902 0.0628087894
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000484254 0.0006300359 -0.0005016464 0.001289203
#> Sigma[3,2] -0.026239851 0.0119907421 -0.0426900897 -0.011239427
#> Sigma[3,3] 0.122010706 0.0306893900 0.0886147135 0.167216781
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001892145 0.0006756083 -0.0007623247 0.001045616
#> Sigma[4,2] 0.0114656303 0.0084510785 -0.0008294463 0.022555419
#> Sigma[4,3] 0.1029454317 0.0282244814 0.0687463328 0.144100985
#> Sigma[4,4] 0.1162564469 0.0263741290 0.0832256546 0.154429062
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995213354 0.007824238 0.98347557 1.005185806
#> lag1_var2 -0.029243260 0.044546302 -0.10070652 0.024631212
#> lag1_var3 -0.005487547 0.057862063 -0.09583311 0.069027681
#> lag1_var4 0.005912413 0.056871324 -0.06671308 0.095296453
#> const 0.204809544 0.088258544 0.08999592 0.340161182
#> exo1 0.002839565 0.013338695 -0.01471593 0.023578956
#> exo2 -0.011800808 0.010483045 -0.02483553 0.005245269
#> exo3 0.003569571 0.014089369 -0.01350142 0.023710485
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1448361 0.06347884 -0.22489496 -0.07316218
#> lag1_var2 0.7848894 0.48724788 0.25703979 1.52545743
#> lag1_var3 0.1448136 0.55831748 -0.48400533 1.00940623
#> lag1_var4 -0.1120318 0.55752071 -0.97758110 0.51198377
#> const 1.6763898 1.23874144 -0.13874765 3.13132778
#> exo1 -0.1211885 0.19971604 -0.37783312 0.15001602
#> exo2 0.3336419 0.25367520 0.01706480 0.69175736
#> exo3 0.2349909 0.20527320 -0.07564175 0.46922575
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005963699 0.1834335 -0.2724989 0.2192495
#> lag1_var2 0.771404574 0.9761142 -0.6956530 1.8291570
#> lag1_var3 1.384940079 1.2590984 -0.4561784 2.8269276
#> lag1_var4 -0.440491495 1.2342357 -1.8328540 1.3594496
#> const 3.478765054 3.2758074 -1.2082398 7.4199330
#> exo1 -0.110863966 0.2264286 -0.3578093 0.2078648
#> exo2 -1.397900174 0.2091277 -1.6798429 -1.0747293
#> exo3 -0.099038912 0.4473288 -0.6848460 0.4537116
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13602947 0.1977772 -0.4145305 0.09252989
#> lag1_var2 1.07656828 0.8898337 0.0157313 2.19172036
#> lag1_var3 1.08225925 1.1473681 -0.3231356 2.49520733
#> lag1_var4 -0.09544899 1.1221568 -1.4583694 1.26796547
#> const 3.84168840 3.4780350 -1.2014684 8.37766281
#> exo1 -0.22128169 0.2300328 -0.5456015 0.08293679
#> exo2 -1.15931835 0.3532463 -1.6411343 -0.69099496
#> exo3 0.09936240 0.3632989 -0.3852050 0.55918870
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003973344 9.976272e-05 0.0002657268 0.0005326786
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001055319 0.001168938 -0.0009696862 0.001981072
#> Sigma[2,2] 0.1401529236 0.030831828 0.1122518242 0.189855167
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001450757 0.0008035029 -0.001420669 0.0004814502
#> Sigma[3,2] -0.0958033054 0.0167039200 -0.123096349 -0.0804870946
#> Sigma[3,3] 0.0725981830 0.0109515840 0.058331135 0.0869281343
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -6.635423e-05 0.0002934039 -0.000456682 0.0003030937
#> Sigma[4,2] 2.534250e-03 0.0077767952 -0.006622191 0.0148536087
#> Sigma[4,3] 5.651594e-03 0.0058961937 -0.003242783 0.0129986608
#> Sigma[4,4] 7.757915e-03 0.0016745553 0.005515695 0.0098926753
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98527345 0.005668345 0.97872811 0.99462062
#> lag1_var2 0.04382999 0.053122174 -0.04109566 0.09527910
#> lag1_var3 0.07232875 0.077480571 -0.05673388 0.15106043
#> lag1_var4 -0.07221320 0.078770217 -0.15258185 0.05831618
#> const 0.42248594 0.201748706 0.17264361 0.72239336
#> exo1 0.01509682 0.024418284 -0.01718344 0.05007531
#> exo2 -0.05188385 0.027790801 -0.09511151 -0.01517904
#> exo3 0.01749501 0.021741811 -0.01282413 0.04562831
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10680464 0.1228491 -0.2821314 0.06093074
#> lag1_var2 0.33865596 0.8460173 -0.5101744 1.78553864
#> lag1_var3 -0.34229608 1.2230548 -1.5790704 1.70528812
#> lag1_var4 0.40017987 1.2833742 -1.7570258 1.72162052
#> const -0.22892017 4.0128541 -4.6791150 6.03065420
#> exo1 0.09809005 0.3494155 -0.4595797 0.45014492
#> exo2 0.92665398 0.2873704 0.6137222 1.34068123
#> exo3 -0.23366168 0.3487761 -0.7616470 0.15637146
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08503501 0.1051337 -0.07250691 0.2197419
#> lag1_var2 0.83454873 0.6728559 -0.21046049 1.5620051
#> lag1_var3 1.77876820 0.9710488 0.30059452 2.8177316
#> lag1_var4 -0.86380308 1.0230008 -1.94554295 0.7120109
#> const 3.06886348 3.3673671 -2.03825479 6.8762500
#> exo1 -0.06226157 0.2299698 -0.33979024 0.2884656
#> exo2 -1.30924129 0.2186937 -1.60550547 -0.9919572
#> exo3 0.53188997 0.2627701 0.22063361 0.9064280
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01301017 0.03300188 -0.03846049 0.05011647
#> lag1_var2 0.77984280 0.13995351 0.57470411 0.96535976
#> lag1_var3 1.12354227 0.18158813 0.86539831 1.36643022
#> lag1_var4 -0.15602588 0.18168210 -0.38931368 0.10446578
#> const 2.00486355 0.59003293 1.09982120 2.82136800
#> exo1 0.00389309 0.06324652 -0.07295066 0.07796120
#> exo2 -0.69137100 0.07417855 -0.77897879 -0.58810583
#> exo3 0.37559933 0.09846369 0.27167123 0.53353690
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006303465 0.001502946 0.004512465 0.008200236
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01324818 0.01722683 -0.03681326 0.01127725
#> Sigma[2,2] 0.94783007 0.22319741 0.68936976 1.24469978
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02627587 0.01072484 0.01295957 0.04030908
#> Sigma[3,2] -0.51114208 0.12993065 -0.72764330 -0.37100088
#> Sigma[3,3] 0.39702922 0.07931637 0.28786057 0.51769691
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02074151 0.005562671 0.01358464 0.02876418
#> Sigma[4,2] 0.03606756 0.058532523 -0.03876807 0.11977453
#> Sigma[4,3] 0.11473018 0.034892000 0.06589625 0.15998122
#> Sigma[4,4] 0.14992412 0.043834267 0.09962426 0.21422550
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00367169 0.04921945 0.92448374 1.06347096
#> lag1_var2 -0.06719414 0.10575850 -0.21078942 0.07978011
#> lag1_var3 -0.14646925 0.19418731 -0.41195448 0.12105043
#> lag1_var4 0.13796705 0.18233810 -0.10473199 0.39587650
#> const 0.24350701 0.56016899 -0.40627691 1.09544271
#> exo1 0.04510155 0.06326628 -0.04602811 0.12892628
#> exo2 -0.06815623 0.06772826 -0.14516559 0.03893726
#> exo3 0.02897587 0.08964439 -0.09008209 0.14709063
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.65737807 0.5577707 -1.44590296 0.0497900
#> lag1_var2 1.31514756 1.5099419 -0.80199502 3.3348200
#> lag1_var3 0.78144963 2.7619584 -3.01848744 4.6064933
#> lag1_var4 -0.51336241 2.6525039 -4.25883681 3.0718425
#> const 2.63645875 9.2469641 -8.01675115 16.6280654
#> exo1 0.03829483 0.7430086 -0.93074587 0.9837174
#> exo2 1.48434057 0.7785215 0.48020015 2.5623067
#> exo3 1.00815343 0.7145549 0.05531753 1.9054238
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9087564 0.4126906 0.5088566 1.6388780
#> lag1_var2 -2.1237199 0.8848070 -3.6774476 -1.2770460
#> lag1_var3 -2.8528224 1.5897470 -5.5949413 -1.2677488
#> lag1_var4 3.5690707 1.5108124 2.0839944 6.1692188
#> const -7.6268690 6.0129628 -18.1271006 -1.1671392
#> exo1 -0.0487900 0.5251951 -0.8373836 0.6301842
#> exo2 -1.8917776 0.4859590 -2.5775459 -1.2555676
#> exo3 -0.5266322 0.5016593 -1.1275106 0.1518835
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56347613 0.3082226 0.2394742 1.0741076
#> lag1_var2 -1.91382729 0.6385902 -3.0139680 -1.1931613
#> lag1_var3 -3.35582251 1.1114493 -5.2520480 -2.0579279
#> lag1_var4 4.24506059 1.0282384 3.0106048 5.9789051
#> const -8.03645963 2.7386126 -11.9143085 -4.3684415
#> exo1 -0.02108176 0.1911894 -0.2987242 0.1904662
#> exo2 -1.15516715 0.2889827 -1.5841941 -0.7749880
#> exo3 0.03631825 0.4581125 -0.5964517 0.5862585
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001330195 0.0005322855 0.000878058 0.002181431
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03138848 0.01124487 -0.04918525 -0.01863063
#> Sigma[2,2] 1.47476343 0.24697744 1.12879363 1.79770680
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03228267 0.01690393 0.01890462 0.06220257
#> Sigma[3,2] -1.16839986 0.41285677 -1.87133759 -0.77531293
#> Sigma[3,3] 1.63078630 0.65383975 1.07778791 2.67884470
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01435085 0.01252326 0.004835251 0.03504860
#> Sigma[4,2] -0.30170574 0.35105490 -0.876452236 0.07034058
#> Sigma[4,3] 1.01119012 0.48791748 0.569867279 1.80186913
#> Sigma[4,4] 0.90863027 0.34980249 0.537279056 1.45289073
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94219679 0.02036867 0.915658729 0.97085501
#> lag1_var2 0.08348620 0.03655300 0.043828657 0.14430902
#> lag1_var3 0.14659959 0.05939126 0.084362448 0.24660883
#> lag1_var4 -0.13432186 0.05274608 -0.224153284 -0.07929605
#> const 0.74220385 0.18257897 0.503907683 1.00373048
#> exo1 0.03931632 0.02941102 0.001176326 0.07802115
#> exo2 -0.07992181 0.02714371 -0.109864921 -0.04136744
#> exo3 0.02568062 0.04179042 -0.024584519 0.09108108
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7619869 0.8103359 -0.60196169 1.5122795
#> lag1_var2 -0.1393124 1.1960400 -1.73052020 1.6110040
#> lag1_var3 -1.6362697 1.9427935 -4.27966441 1.1635199
#> lag1_var4 1.3943669 1.7270277 -1.04605412 3.7610135
#> const -2.3145855 8.5013450 -12.82524555 9.9434897
#> exo1 -0.7216785 0.9946220 -2.39388080 0.3185645
#> exo2 1.3490546 0.9469252 -0.02442383 2.6767041
#> exo3 0.4632129 1.0016598 -1.28729735 1.4499864
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.292200209 0.785253 -0.8511557 1.402337
#> lag1_var2 0.064352858 1.220235 -1.5298782 1.715563
#> lag1_var3 1.087666538 2.042119 -1.4684434 3.944106
#> lag1_var4 -0.234291245 1.845777 -2.8410767 2.074923
#> const 1.933078872 7.799073 -10.1155234 11.339690
#> exo1 1.267555567 1.172976 -0.2268493 2.847876
#> exo2 -3.134889744 1.139428 -4.8558580 -1.807324
#> exo3 0.004917478 1.037903 -0.9148059 1.597593
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8190564 0.5518106 -0.04377927 1.4225364
#> lag1_var2 -0.4668938 0.8462531 -1.94584269 0.3027224
#> lag1_var3 -0.6258604 1.4879477 -3.21654939 0.7704721
#> lag1_var4 1.3329623 1.3944913 0.02511982 3.7633990
#> const -0.9527404 7.4731909 -10.74378237 8.7550733
#> exo1 0.8785387 0.8933202 -0.09820899 2.3585810
#> exo2 -2.5179090 0.9376512 -4.04181108 -1.5629981
#> exo3 0.3195132 0.8036026 -0.73552450 1.4861410
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002205884 5.759388e-05 0.0001403685 0.000306022
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009103544 0.003964309 -0.0150990 -0.004310484
#> Sigma[2,2] 0.801869922 0.314475679 0.3903965 1.193832633
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007808906 0.003477322 0.003437019 0.01291111
#> Sigma[3,2] -0.639010978 0.274020228 -0.995870743 -0.28683278
#> Sigma[3,3] 0.562965125 0.236227671 0.262463418 0.88794119
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00207625 0.00104097 0.0007120783 0.003462571
#> Sigma[4,2] -0.13469809 0.08128422 -0.2576080278 -0.040767700
#> Sigma[4,3] 0.16378254 0.06776446 0.0843972211 0.265187165
#> Sigma[4,4] 0.08206214 0.01987021 0.0599180770 0.106125148
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97621624 0.01315218 0.95904306 0.992482277
#> lag1_var2 0.04231719 0.05731959 -0.02976453 0.111098030
#> lag1_var3 0.06779207 0.09070400 -0.04571213 0.177854178
#> lag1_var4 -0.06417047 0.08820542 -0.17180695 0.047399720
#> const 0.52116801 0.24102985 0.23261471 0.868189699
#> exo1 -0.02328799 0.01392509 -0.03980192 -0.005395133
#> exo2 -0.03924475 0.02141421 -0.06468527 -0.005033917
#> exo3 0.03822160 0.01699735 0.01624975 0.059664670
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.296106 0.6885665 -0.7842914 1.1351513
#> lag1_var2 -1.532840 3.2726509 -5.8511226 3.1259101
#> lag1_var3 -3.798675 5.1192491 -10.6025776 3.5109416
#> lag1_var4 3.826702 4.9826186 -3.2441830 10.4957385
#> const -10.330459 11.9612227 -24.4117435 8.3024771
#> exo1 1.157202 0.5754076 0.4147637 1.8554250
#> exo2 3.776924 1.0782705 1.8412861 4.8155079
#> exo3 -1.407655 0.9539602 -2.5306150 -0.3633841
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2758584 0.5777846 -0.9267612 0.6103751
#> lag1_var2 2.1301834 2.6372579 -1.5450224 5.5801829
#> lag1_var3 4.3852261 4.1311733 -1.3782616 9.8319203
#> lag1_var4 -3.4028050 4.0048293 -8.7134940 2.1604558
#> const 9.7760601 9.4319715 -5.2033305 19.6464615
#> exo1 -0.8453825 0.5323330 -1.5731495 -0.1674934
#> exo2 -3.6344772 1.1188118 -4.7565118 -1.6800416
#> exo3 1.0291818 0.7166465 0.1711415 1.8392920
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1097059 0.1728061 -0.280307414 0.1309829
#> lag1_var2 0.9016891 0.6766049 -0.118952722 1.5932824
#> lag1_var3 1.5847656 1.0531578 -0.005956054 2.6776045
#> lag1_var4 -0.5599381 1.0081891 -1.621077002 0.9520605
#> const 2.3721810 2.6191870 -0.947467072 5.8500520
#> exo1 -0.1101944 0.2106951 -0.432419223 0.1722332
#> exo2 -1.3779600 0.4815412 -1.901808001 -0.6233803
#> exo3 0.1641397 0.2472489 -0.182511292 0.5266190
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009836455 0.000140331 0.00077701 0.001158147
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00709996 0.003165021 -0.01046208 -0.002141955
#> Sigma[2,2] 0.70890903 0.159584326 0.44873529 0.841932350
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00307524 0.001655971 -0.00593343 -0.001529465
#> Sigma[3,2] -0.35905634 0.074089797 -0.45020700 -0.249265371
#> Sigma[3,3] 0.24456599 0.041261977 0.19565439 0.308071548
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007731599 0.001146551 -0.009217802 -0.00609290
#> Sigma[4,2] 0.079895684 0.039831556 0.027887257 0.12894652
#> Sigma[4,3] 0.025223676 0.021505422 0.003858283 0.06146370
#> Sigma[4,4] 0.078008199 0.011486925 0.061360570 0.08861918
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98708013 0.01148960 0.9693275 1.001921836
#> lag1_var2 0.15344054 0.05107225 0.0707361 0.214458712
#> lag1_var3 0.23299888 0.08333679 0.1022888 0.336022874
#> lag1_var4 -0.24322248 0.08274955 -0.3472559 -0.113035368
#> const 0.86299938 0.27063946 0.6624062 1.330766929
#> exo1 0.02959512 0.02643925 -0.0102631 0.061425518
#> exo2 -0.04823863 0.03756400 -0.1009670 0.001466387
#> exo3 -0.03092290 0.03875941 -0.0876602 0.013963003
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3308154 0.4122134 -0.3468699 0.81302128
#> lag1_var2 -3.7002896 2.3483820 -6.3405718 -0.06945182
#> lag1_var3 -7.2769639 3.8033508 -11.5344164 -1.38532057
#> lag1_var4 7.3776215 3.7107606 1.6114579 11.50003812
#> const -11.4278616 4.5694247 -17.7144825 -5.08381687
#> exo1 -0.1811260 0.6855246 -1.0229371 0.73966711
#> exo2 0.3886961 0.8155770 -0.5340551 1.62245175
#> exo3 0.8855574 0.8433146 -0.2724010 1.83152086
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.153071910 0.3036467 -0.5258513085 0.2887172
#> lag1_var2 1.941602401 1.5473086 -0.5426328645 3.9413070
#> lag1_var3 4.041060144 2.5302783 0.0004792611 7.3098957
#> lag1_var4 -3.089608820 2.4694236 -6.2706778848 0.8733733
#> const 5.592165762 4.5758205 -0.6536176529 11.2912938
#> exo1 -0.195254816 0.4550699 -0.8126583488 0.4301916
#> exo2 -0.967337171 0.4983665 -1.7337262034 -0.4175666
#> exo3 -0.008095036 0.3901385 -0.5198797538 0.5444675
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04164027 0.1374836 -0.18850704 0.19919919
#> lag1_var2 -0.66206484 0.5749993 -1.32180674 0.08072226
#> lag1_var3 -0.96029867 0.9386943 -2.04830087 0.28053957
#> lag1_var4 1.99519342 0.9276843 0.79711077 3.09146806
#> const -2.52900922 2.7187933 -6.36383412 0.46698921
#> exo1 -0.32007831 0.1268015 -0.49853781 -0.15329601
#> exo2 -0.78635567 0.2999002 -1.24188021 -0.38197052
#> exo3 0.54934603 0.3096492 0.08166032 0.95639106
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005689577 0.0001038374 0.0004299717 0.0007136391
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005333565 0.001193398 -0.007191351 -0.00387578
#> Sigma[2,2] 0.105432488 0.020444331 0.075163307 0.13007990
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005666467 0.001724229 0.003771778 0.00852598
#> Sigma[3,2] -0.103454773 0.027822061 -0.140829697 -0.06934161
#> Sigma[3,3] 0.129029667 0.040484363 0.080602816 0.18622287
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002771812 0.001329902 0.001155609 0.004838778
#> Sigma[4,2] -0.044771121 0.020100082 -0.072149816 -0.018648657
#> Sigma[4,3] 0.077788561 0.028913419 0.044430256 0.121809089
#> Sigma[4,4] 0.061000103 0.020865326 0.040082969 0.096217740
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.966034e-01 0.02765930 0.95720567 1.03334544
#> lag1_var2 2.872617e-03 0.02144389 -0.02650520 0.03144340
#> lag1_var3 -6.193715e-03 0.04249979 -0.06092537 0.05484734
#> lag1_var4 1.428626e-05 0.04111562 -0.05730570 0.05409059
#> const 3.579939e-01 0.21271213 0.07241403 0.67344364
#> exo1 -9.902684e-03 0.02139616 -0.04007493 0.01490408
#> exo2 -6.441505e-02 0.02207801 -0.08479811 -0.02822408
#> exo3 -2.930007e-02 0.02797243 -0.06036061 0.01505184
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35723732 0.3584031 -0.8181428 0.1246810
#> lag1_var2 1.42761441 0.2752019 1.1161400 1.8311353
#> lag1_var3 1.09793537 0.5816173 0.3474939 1.9258856
#> lag1_var4 -0.95756578 0.5807237 -1.7914244 -0.1903556
#> const 3.61767738 3.6711170 -1.2957133 8.7523455
#> exo1 0.01473190 0.2863907 -0.2845976 0.4658732
#> exo2 1.47889295 0.2893747 1.0892349 1.9178443
#> exo3 0.07094296 0.3430489 -0.3743794 0.5275738
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.856462008 0.4059003 0.328184193 1.41960776
#> lag1_var2 -0.354077734 0.3030139 -0.813758637 -0.04832987
#> lag1_var3 0.046806407 0.5621503 -0.820501552 0.65661663
#> lag1_var4 0.632464553 0.5868083 0.001878698 1.54020889
#> const -1.734936589 3.5405347 -6.415428465 2.78849201
#> exo1 0.047074380 0.2683782 -0.407347976 0.33080913
#> exo2 -2.769321061 0.3040937 -3.232432172 -2.35679809
#> exo3 -0.008479046 0.3314863 -0.494137691 0.39844498
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75792338 0.2709361 0.4275943 1.1503055
#> lag1_var2 0.02481194 0.2016236 -0.3064239 0.2483922
#> lag1_var3 -0.11544022 0.3361795 -0.6920781 0.2015590
#> lag1_var4 0.86733525 0.3510045 0.5860935 1.4727751
#> const -1.29954420 1.9539044 -3.6829923 1.1454493
#> exo1 0.06661471 0.1571085 -0.1875276 0.2173395
#> exo2 -2.26919585 0.2090805 -2.5298287 -1.9738679
#> exo3 0.06026796 0.2580383 -0.2268670 0.4315571
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006857113 0.001245705 0.005235418 0.008480659
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0559479 0.01493141 -0.07752591 -0.03829588
#> Sigma[2,2] 1.9857015 0.34987052 1.47811010 2.41267333
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08071096 0.01627719 0.06166255 0.1065629
#> Sigma[3,2] -1.47966804 0.22904684 -1.72865615 -1.1482056
#> Sigma[3,3] 1.56108556 0.26056428 1.27752945 1.9879062
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04854909 0.01165588 0.03531793 0.06706913
#> Sigma[4,2] -0.23237548 0.10500089 -0.37528607 -0.07976089
#> Sigma[4,3] 0.66748755 0.19841658 0.49063013 0.97436992
#> Sigma[4,4] 0.56054500 0.17322003 0.35775925 0.83636535
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.917301094 0.08499944 0.78721146 1.02341244
#> lag1_var2 0.176584254 0.17549554 -0.07820646 0.39928918
#> lag1_var3 0.261171286 0.27728407 -0.13240576 0.62114243
#> lag1_var4 -0.240194087 0.25250994 -0.56557540 0.12274263
#> const 0.725929819 0.96017155 -0.40947522 1.99348693
#> exo1 0.111628748 0.06711393 0.02079075 0.20654140
#> exo2 -0.235508422 0.13380181 -0.34962001 -0.02299654
#> exo3 -0.008675945 0.09541006 -0.14171682 0.11947011
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9858868 1.295898 -2.408801 0.7535596
#> lag1_var2 1.8935226 2.543695 -1.487904 5.2372812
#> lag1_var3 1.6735727 4.049628 -3.659883 7.0352552
#> lag1_var4 -1.3528677 3.687684 -6.299008 3.5097927
#> const 7.1822116 13.200181 -14.531539 24.0512140
#> exo1 -1.9620084 1.238523 -3.265621 -0.4105172
#> exo2 1.7184335 1.079430 0.154086 3.2215298
#> exo3 0.5823295 1.757948 -1.556482 2.7045400
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1868540 1.241014 -1.737644 1.5194375
#> lag1_var2 0.8617301 2.576150 -2.688477 4.5547174
#> lag1_var3 2.0516234 4.073867 -3.478387 7.9507288
#> lag1_var4 -1.1950500 3.692412 -6.488925 3.8324742
#> const 2.1039262 12.150644 -11.235450 20.7850390
#> exo1 1.6936550 1.279486 0.161282 3.3871392
#> exo2 -4.7241471 1.210097 -5.915141 -2.7099567
#> exo3 -1.0680617 1.421356 -2.914737 0.6018794
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5010788 0.7863141 -1.5475833 0.5865731
#> lag1_var2 1.8544416 1.5656293 -0.4276081 3.6802929
#> lag1_var3 2.7740585 2.4744906 -0.8270601 5.6774703
#> lag1_var4 -1.6795345 2.2362641 -4.2638529 1.5783436
#> const 6.0492847 8.0664163 -3.0289657 17.1716792
#> exo1 0.4717721 0.7573272 -0.2964502 1.6421887
#> exo2 -4.0953398 1.1635085 -5.1995454 -2.2184981
#> exo3 -0.8190240 0.5865153 -1.6490789 -0.1487349
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00153244 0.0003197904 0.001183971 0.002024701
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007015515 0.002798499 -0.01171904 -0.0041718
#> Sigma[2,2] 0.128410753 0.023912678 0.09738423 0.1613972
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006381433 0.00972316 -0.006401796 0.02183430
#> Sigma[3,2] -0.132248525 0.14572760 -0.305594311 0.08676264
#> Sigma[3,3] 3.038166451 0.71173534 2.245127499 4.13097500
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002259934 0.01072386 -0.01323487 0.01862139
#> Sigma[4,2] -0.062411326 0.16713334 -0.25324033 0.19772655
#> Sigma[4,3] 3.376167694 0.81460592 2.48426358 4.57356049
#> Sigma[4,4] 3.810635842 0.94105488 2.80907110 5.22945498
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92731800 0.03226852 0.890213699 0.976563050
#> lag1_var2 0.08941707 0.05548474 0.002965717 0.152717439
#> lag1_var3 0.15975851 0.10519651 0.005794495 0.289216428
#> lag1_var4 -0.13965992 0.09187000 -0.252748869 -0.005412358
#> const 0.48138933 0.21093143 0.210145309 0.777060900
#> exo1 -0.01182459 0.02936092 -0.058447800 0.020705598
#> exo2 -0.03351650 0.02851534 -0.068724319 0.010080779
#> exo3 0.01473106 0.04088289 -0.023788024 0.077570841
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16765322 0.2571937 -0.20688256 0.48881283
#> lag1_var2 0.44425095 0.4432537 -0.07358662 1.08904570
#> lag1_var3 -0.58677373 0.8110151 -1.49518511 0.64275544
#> lag1_var4 0.52497802 0.7116119 -0.56463151 1.31374550
#> const 2.26287883 1.5041395 0.27254235 3.83224245
#> exo1 -0.27145198 0.2223179 -0.55888023 0.04073813
#> exo2 2.71137667 0.3021898 2.45083886 3.16041949
#> exo3 0.09824971 0.3303725 -0.39475086 0.53377705
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16229029 0.8673992 -0.9327334 1.4855288
#> lag1_var2 -0.24187653 1.2594337 -1.5587156 1.8309726
#> lag1_var3 0.82594199 2.3328024 -1.6259470 4.4950346
#> lag1_var4 0.02078344 2.0550996 -3.2133411 2.2410700
#> const 6.91066751 12.5527471 -14.0557113 18.4652838
#> exo1 -0.31442775 1.8347874 -3.0505250 2.2155410
#> exo2 -1.37552177 1.3856443 -2.8454631 0.9155245
#> exo3 -0.11197229 1.1219824 -1.6261808 1.3440508
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23445027 1.033784 -1.110597 1.765241
#> lag1_var2 -0.42279947 1.464959 -2.092939 1.787570
#> lag1_var3 -0.22255493 2.748142 -3.358249 3.882498
#> lag1_var4 1.05118138 2.420668 -2.522407 3.878711
#> const 8.05920256 14.578968 -16.626729 21.236718
#> exo1 -0.53456023 2.071771 -3.655133 2.318150
#> exo2 0.07479259 1.737990 -1.706135 2.981727
#> exo3 -0.08443508 1.270707 -1.856884 1.607594
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001611479 3.639884e-05 0.0001140669 0.0002146347
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005932335 0.0007074767 -0.001689185 -8.244705e-05
#> Sigma[2,2] 0.1026063077 0.0218540021 0.068820591 1.294559e-01
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001540684 0.0009515413 -0.0009896783 0.001603036
#> Sigma[3,2] -0.1103747919 0.0330973512 -0.1603520154 -0.067296786
#> Sigma[3,3] 0.3439394075 0.0593976603 0.2658834054 0.421624177
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002729136 0.0006858462 -0.001262097 0.0005821159
#> Sigma[4,2] -0.0341358613 0.0287206127 -0.079533952 -0.0031022080
#> Sigma[4,3] 0.2663639259 0.0474794183 0.196105660 0.3219167761
#> Sigma[4,4] 0.2456351637 0.0418015268 0.184370928 0.2899627756
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987929328 0.004949567 0.98233498 0.995272688
#> lag1_var2 0.008041638 0.034165861 -0.04349150 0.048316213
#> lag1_var3 0.013078615 0.048856626 -0.05950261 0.075079595
#> lag1_var4 -0.012720637 0.048920631 -0.07441467 0.060222580
#> const 0.351758255 0.130430216 0.19251742 0.507857288
#> exo1 -0.001513734 0.015026770 -0.02057146 0.020531498
#> exo2 -0.033322398 0.010737822 -0.04797899 -0.018526791
#> exo3 -0.021575226 0.010503658 -0.03472557 -0.008346644
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25066203 0.1218965 -0.37717528 -0.09429618
#> lag1_var2 1.50170348 0.6777137 0.67248673 2.38241425
#> lag1_var3 1.33802693 0.9611773 0.17785407 2.54129274
#> lag1_var4 -1.32912970 0.9567903 -2.52464956 -0.16761592
#> const 6.64133762 2.7664889 3.06179923 10.50851645
#> exo1 -0.03436196 0.2647899 -0.48801812 0.22838436
#> exo2 0.65743696 0.2587925 0.35437370 1.05756277
#> exo3 0.49689806 0.4379505 -0.02800878 1.14836212
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3024706 0.2941374 -0.1440327 0.5661528
#> lag1_var2 0.2367529 1.5383681 -1.9572708 2.1304360
#> lag1_var3 1.3898048 2.2051306 -1.6937409 4.2850512
#> lag1_var4 -0.4764206 2.1814179 -3.3270209 2.6076977
#> const -1.2186976 5.9169675 -8.3157860 7.4054273
#> exo1 0.7369744 0.3249376 0.2423051 1.1805379
#> exo2 -2.5534894 0.5642426 -3.1271897 -1.6693340
#> exo3 -0.3445580 0.5157275 -0.9663011 0.3393530
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12152444 0.2382706 -0.2481435 0.3623717
#> lag1_var2 1.05808278 1.2415777 -0.5764487 2.6247284
#> lag1_var3 1.98807122 1.8412200 -0.3871636 4.4324650
#> lag1_var4 -1.05813829 1.8212087 -3.4701411 1.3030264
#> const 2.83715640 4.8731427 -2.6358553 9.6832963
#> exo1 0.72346469 0.2602506 0.3515802 1.0708093
#> exo2 -2.10257172 0.5100691 -2.4549299 -1.2648901
#> exo3 0.01799973 0.2999396 -0.4003561 0.4514733
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008299845 0.0001754075 0.0006541128 0.001103371
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002901986 0.001151741 -0.004372673 -0.001396444
#> Sigma[2,2] 0.118700230 0.015754331 0.091313587 0.132476196
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008526864 0.0006977932 -0.001923651 -1.381863e-05
#> Sigma[3,2] -0.0627844885 0.0133292952 -0.082277263 -4.580699e-02
#> Sigma[3,3] 0.0507600475 0.0117435883 0.039238248 6.937562e-02
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003061538 0.0009822671 -4.554189e-03 -0.002024215
#> Sigma[4,2] 0.020626443 0.0092589486 7.485002e-03 0.031533931
#> Sigma[4,3] 0.007763077 0.0062230398 -1.980387e-05 0.017865429
#> Sigma[4,4] 0.023504658 0.0052486512 1.696195e-02 0.031142263
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97752953 0.03925072 0.92813067 1.02474493
#> lag1_var2 -0.09178089 0.13050335 -0.26500616 0.07452767
#> lag1_var3 -0.12747091 0.19160709 -0.38721312 0.12032390
#> lag1_var4 0.13614831 0.19126665 -0.10783220 0.38990586
#> const -0.10162528 0.46586451 -0.72472637 0.47579479
#> exo1 0.02347000 0.02968386 -0.02206203 0.05332884
#> exo2 -0.05942335 0.03959204 -0.11843400 -0.01498817
#> exo3 -0.02173422 0.03417317 -0.07587249 0.01391756
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2032156 0.3253947 -0.63735769 0.2499458
#> lag1_var2 0.6650049 0.5733809 0.00175728 1.5423526
#> lag1_var3 -0.3709038 0.8565433 -1.33441028 0.9505919
#> lag1_var4 0.4019482 0.8522521 -0.88205701 1.4180311
#> const 2.4175012 3.1298536 -1.12149169 7.0854305
#> exo1 -0.9471246 0.3664362 -1.45201828 -0.5372135
#> exo2 -1.2683275 0.2840896 -1.60013929 -0.7904174
#> exo3 0.5714135 0.3935048 0.04585531 1.1238567
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35551325 0.2037781 0.05873168 0.6440651
#> lag1_var2 0.83183143 0.2721366 0.54408706 1.2729932
#> lag1_var3 2.09607913 0.4015808 1.62746668 2.7337193
#> lag1_var4 -1.23952118 0.4107373 -1.92368959 -0.8248325
#> const 2.35076948 1.5293842 0.59537838 4.6249718
#> exo1 0.51697554 0.2085865 0.29402019 0.8439971
#> exo2 0.07913567 0.1355649 -0.05415097 0.2915186
#> exo3 -0.29661014 0.2378914 -0.64788683 -0.0136770
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2171706 0.1919728 -0.07293246 0.40255542
#> lag1_var2 1.0132417 0.5178737 0.41960500 1.85237738
#> lag1_var3 1.4332648 0.7740153 0.56858431 2.70022368
#> lag1_var4 -0.5433939 0.7610782 -1.77437817 0.34750861
#> const 3.1512856 2.3924135 0.07582821 6.62153363
#> exo1 -0.1441544 0.1362036 -0.30036322 0.05872832
#> exo2 -0.8380976 0.1760148 -1.06209658 -0.62259503
#> exo3 0.0984725 0.2050210 -0.13084946 0.37189648
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008708486 0.0002125234 0.0006672278 0.001141891
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00246585 0.002704092 -0.006187444 0.001036791
#> Sigma[2,2] 0.23372941 0.052382558 0.186696890 0.315252424
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001753863 0.001996485 -0.004764492 0.0004738747
#> Sigma[3,2] -0.129955268 0.029867155 -0.176720308 -0.1031384078
#> Sigma[3,3] 0.101455891 0.023129713 0.073139888 0.1334648117
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003274242 0.001172802 -0.005185866 -0.001993128
#> Sigma[4,2] -0.003755126 0.013873973 -0.021941312 0.016935506
#> Sigma[4,3] 0.033341471 0.011958753 0.018195122 0.050153775
#> Sigma[4,4] 0.033592976 0.007258602 0.023171406 0.042030894
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993565706 0.03267659 0.95645546 1.04304573
#> lag1_var2 -0.088231160 0.09911411 -0.24676120 0.03796078
#> lag1_var3 -0.165371749 0.17952275 -0.44943869 0.06205765
#> lag1_var4 0.166169605 0.17572680 -0.05474213 0.44372624
#> const 0.103857277 0.37309226 -0.47747048 0.53232180
#> exo1 0.008967308 0.02431329 -0.02193728 0.04495120
#> exo2 -0.056631926 0.01868386 -0.08873525 -0.03748007
#> exo3 -0.075907803 0.02263035 -0.11373948 -0.05378646
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41639681 0.3750556 -0.1175818 0.9109532
#> lag1_var2 0.92331487 1.4612814 -1.4929624 2.1585418
#> lag1_var3 0.06411728 2.7371942 -4.4813351 2.4158864
#> lag1_var4 -0.22563931 2.7692631 -2.5968270 4.3305437
#> const 1.35899804 6.5780243 -8.1244955 9.2976506
#> exo1 -0.25134057 0.3425660 -0.7479465 0.1319112
#> exo2 0.52367127 0.4931080 -0.2874406 1.0345673
#> exo3 0.12679639 0.5260018 -0.5936376 0.7723907
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31982155 0.3155314 -0.8183373 0.0006935628
#> lag1_var2 0.87739106 1.2509514 -0.1445546 3.0787674604
#> lag1_var3 2.48712611 2.3181988 0.5631523 6.5828132276
#> lag1_var4 -1.44802487 2.3111123 -5.5152038 0.5435467210
#> const 3.72982381 5.5371595 -0.9847600 12.4078126923
#> exo1 0.07830299 0.1728896 -0.1759499 0.3017804535
#> exo2 -0.72923908 0.3942718 -1.1917182 -0.1312340802
#> exo3 -0.12094530 0.3272505 -0.5696693 0.3083750731
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10010267 0.1889012 -0.3964923 0.05155117
#> lag1_var2 1.14253074 0.5969245 0.4938219 2.07681024
#> lag1_var3 2.08535393 1.0911482 0.8782538 3.76289132
#> lag1_var4 -1.11750368 1.0720311 -2.7659264 0.06656737
#> const 3.69786889 2.7387860 0.8756488 7.98001745
#> exo1 -0.06853409 0.1739563 -0.2823091 0.16164487
#> exo2 -0.50521610 0.1935880 -0.7828055 -0.24269218
#> exo3 -0.07376782 0.1342303 -0.2952282 0.08305078
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003676093 0.0008078244 0.002877415 0.004949974
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03694288 0.01024353 -0.05206414 -0.0253104
#> Sigma[2,2] 0.48884933 0.12236977 0.36275173 0.6769782
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03923154 0.01000252 0.02968092 0.05556846
#> Sigma[3,2] -0.49960330 0.11078686 -0.67758404 -0.39998059
#> Sigma[3,3] 0.62751248 0.11074461 0.51555739 0.80278975
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03146262 0.007846773 0.02384552 0.04437852
#> Sigma[4,2] -0.39158662 0.084953769 -0.52697968 -0.31849853
#> Sigma[4,3] 0.53880967 0.092812498 0.43564000 0.67940084
#> Sigma[4,4] 0.47918948 0.082103278 0.37909660 0.59010602
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94115887 0.01968436 0.916169849 0.971325654
#> lag1_var2 0.03511140 0.03310115 -0.017122089 0.062026166
#> lag1_var3 0.05440799 0.07934791 -0.060746639 0.138664668
#> lag1_var4 -0.03128069 0.06828708 -0.107239131 0.069285555
#> const 0.34629518 0.42864165 -0.174897971 0.908793074
#> exo1 0.04547936 0.03685372 -0.011887105 0.093103748
#> exo2 -0.04207044 0.03645655 -0.089972412 -0.002476063
#> exo3 0.05474625 0.04716887 -0.006637304 0.120647050
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52470749 0.2758474 0.1812522 0.92357426
#> lag1_var2 0.30991629 0.4099158 -0.1894993 0.93237305
#> lag1_var3 -1.12982660 0.9213953 -2.2524884 0.22102209
#> lag1_var4 0.84616065 0.7787884 -0.2791162 1.80696515
#> const 2.05830860 3.8781897 -2.9549966 7.07542505
#> exo1 -0.53688004 0.3939449 -1.0861357 -0.05741107
#> exo2 0.43865407 0.5828980 -0.3827134 1.18502005
#> exo3 -0.01453747 0.6080167 -1.0561615 0.57087438
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.94457572 0.2678687 -1.3403221 -0.5875980
#> lag1_var2 1.15547416 0.4304939 0.5646771 1.7465187
#> lag1_var3 3.44794214 0.9852371 2.0624733 4.6611525
#> lag1_var4 -1.99995637 0.8390462 -3.0578525 -0.8351086
#> const 2.09047114 5.5723291 -3.9556943 10.4968555
#> exo1 0.47563713 0.4782872 -0.1391406 1.2372764
#> exo2 -0.06101765 0.7632547 -0.9663499 1.1072207
#> exo3 -0.07192997 0.7134974 -0.8345832 1.0704204
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.87572437 0.2196950 -1.1851905 -0.5507945
#> lag1_var2 1.13270360 0.3545893 0.6501045 1.6295469
#> lag1_var3 2.55137279 0.8238858 1.4193320 3.5447585
#> lag1_var4 -1.11644278 0.7056887 -1.9925015 -0.1636515
#> const 1.81116130 5.1089210 -3.4206139 9.7048553
#> exo1 0.35514155 0.4407554 -0.2322180 1.0356301
#> exo2 0.08502285 0.6981740 -0.7132960 1.1325297
#> exo3 -0.13014251 0.5998798 -0.8610906 0.7574703
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003154363 7.236064e-05 0.0002282027 0.0004239092
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003260502 0.002001564 -0.006202982 -0.0006603456
#> Sigma[2,2] 0.479452095 0.150546254 0.289889175 0.6862071256
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002760041 0.003292118 -0.002337038 0.006287278
#> Sigma[3,2] -0.558482489 0.195363112 -0.858356885 -0.322203004
#> Sigma[3,3] 0.869201755 0.261987588 0.607100565 1.293816889
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001042307 0.003206799 -0.004124855 0.004552673
#> Sigma[4,2] -0.363963097 0.150615906 -0.599498172 -0.198480122
#> Sigma[4,3] 0.705718013 0.210030229 0.526232174 1.049263356
#> Sigma[4,4] 0.640085263 0.175883434 0.484924716 0.927357532
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9893314057 0.01094015 0.972083123 1.00286704
#> lag1_var2 0.0026097477 0.01535331 -0.015565055 0.02456550
#> lag1_var3 0.0097312135 0.02741218 -0.022635380 0.04856729
#> lag1_var4 -0.0102161850 0.02271482 -0.042757777 0.01669730
#> const 0.3988102223 0.08817709 0.286755075 0.52447709
#> exo1 -0.0006290483 0.01457212 -0.018870659 0.01935643
#> exo2 -0.0696046127 0.01790413 -0.097115502 -0.05266758
#> exo3 0.0250602433 0.01470208 0.006359289 0.04695018
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96083172 0.3817792 0.41222823 1.4079307
#> lag1_var2 0.03098019 0.5706461 -0.68449336 0.8735470
#> lag1_var3 -1.50172948 0.9842677 -2.75440673 -0.0850019
#> lag1_var4 1.19096912 0.8054812 0.03447269 2.2347977
#> const -4.87766053 5.0185755 -10.36038262 2.2598287
#> exo1 -0.77649712 0.4337806 -1.36984230 -0.1503486
#> exo2 -0.94367378 0.4567674 -1.55050787 -0.3326616
#> exo3 4.00377946 0.6015386 3.27599095 4.9906638
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4777634 0.5284804 -2.1150517 -0.7555491
#> lag1_var2 1.6493574 0.7609666 0.5109593 2.6575748
#> lag1_var3 3.4925615 1.3195343 1.4889989 5.2338662
#> lag1_var4 -2.0738898 1.0906812 -3.5163513 -0.3926419
#> const 10.1004215 6.0924127 1.7742151 17.6364144
#> exo1 0.9505755 0.6392991 0.1406710 1.9340719
#> exo2 -2.4884987 0.6277917 -3.2164293 -1.7569310
#> exo3 -2.4312873 0.9884874 -3.8707216 -1.2739481
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2455631 0.4568610 -1.87467440 -0.6688220
#> lag1_var2 1.5701634 0.6413981 0.66702213 2.5099331
#> lag1_var3 2.3676622 1.1211462 0.79022344 3.9881678
#> lag1_var4 -1.0052471 0.9321594 -2.33226018 0.3209691
#> const 7.5734831 4.4498151 1.31676071 13.4157226
#> exo1 0.6745916 0.6297669 -0.01974544 1.6701493
#> exo2 -4.0015674 0.6477613 -4.93759842 -3.1872170
#> exo3 -0.2755424 0.9335204 -1.50962603 0.9428853
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001029107 0.0001996918 0.0008149922 0.001381069
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009216679 0.006903709 -0.007391343 0.01037357
#> Sigma[2,2] 1.7164911626 0.356534777 1.271600402 2.26791319
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008755044 0.003900945 -0.005813129 0.003938742
#> Sigma[3,2] -0.9820950124 0.204391026 -1.283947732 -0.731097112
#> Sigma[3,3] 0.6025035411 0.122231031 0.455175462 0.773984101
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002864829 0.001016496 -0.001597158 0.0008509226
#> Sigma[4,2] 0.0356973907 0.042188959 -0.025246593 0.0844371336
#> Sigma[4,3] 0.0222768109 0.025645740 -0.011882879 0.0545108795
#> Sigma[4,4] 0.0457298601 0.009060119 0.037070343 0.0612415240
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985429444 0.01669093 0.96644968 1.01281654
#> lag1_var2 -0.044098825 0.08415172 -0.16849322 0.05477356
#> lag1_var3 -0.068429600 0.14240613 -0.27981167 0.09851708
#> lag1_var4 0.071392665 0.14616296 -0.09950720 0.28137757
#> const 0.246583627 0.47261078 -0.41901483 0.91918438
#> exo1 0.028849031 0.02661375 -0.00401082 0.06639442
#> exo2 -0.087333082 0.02987230 -0.12315521 -0.04425595
#> exo3 0.005516679 0.04388893 -0.06284163 0.05620011
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.39658088 0.9948244 -3.7567106 -1.08616872
#> lag1_var2 2.32765531 2.5470736 -0.6690063 5.99000806
#> lag1_var3 2.77262610 4.3648259 -2.3147280 9.03330311
#> lag1_var4 -2.03683294 4.3505583 -8.1536323 3.07815995
#> const 15.63141780 13.3220662 -0.6211204 34.03508742
#> exo1 -2.01990194 1.4223125 -3.8978107 0.01326896
#> exo2 0.02701102 1.9080050 -1.7629351 3.24927430
#> exo3 -1.63604016 1.4713618 -3.7073084 0.46613293
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4815081 0.5026210 0.82952341 2.215488
#> lag1_var2 0.4064607 1.4927807 -1.87158777 2.275252
#> lag1_var3 1.3692061 2.5474651 -2.56005305 4.550849
#> lag1_var4 -0.9321578 2.5466290 -4.12863314 2.961277
#> const -3.1884567 6.5543898 -10.77477908 5.259230
#> exo1 1.2805410 0.8164285 0.09311861 2.399446
#> exo2 1.1395078 1.0766777 -0.63534842 2.185799
#> exo3 0.7335282 0.8049706 -0.45998203 1.799788
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06725448 0.1159521 -0.06523503 0.24833049
#> lag1_var2 1.53899532 0.5118202 0.87426530 2.19929939
#> lag1_var3 2.59540247 0.8719932 1.45757222 3.70966340
#> lag1_var4 -1.71131466 0.8745730 -2.84001673 -0.56408885
#> const 5.27825643 2.5805921 1.68044437 8.62655879
#> exo1 0.08948881 0.1481907 -0.13297096 0.25265015
#> exo2 1.23270064 0.1824805 0.90743840 1.41249033
#> exo3 -0.24469084 0.1767370 -0.49399996 -0.02848636
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004713303 0.001124134 0.003311519 0.006102123
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002589432 0.007162453 -0.00849947 0.01009404
#> Sigma[2,2] 0.180431790 0.035310117 0.13390272 0.22656553
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003634379 0.00562620 -0.007683831 0.008301106
#> Sigma[3,2] -0.1166114568 0.02171753 -0.146976299 -0.087354107
#> Sigma[3,3] 0.0846046134 0.01316777 0.065662555 0.103464521
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001425160 0.001613835 -0.001194791 0.003027008
#> Sigma[4,2] 0.002323873 0.003405790 -0.002859640 0.005649659
#> Sigma[4,3] 0.008127726 0.004255907 0.003901775 0.015077774
#> Sigma[4,4] 0.010115032 0.002793839 0.007652756 0.014705708
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.907324339 0.04719831 0.83127442 0.95090177
#> lag1_var2 0.015002646 0.14159915 -0.23560899 0.13334510
#> lag1_var3 -0.005087319 0.21984300 -0.39322828 0.18690577
#> lag1_var4 0.029234080 0.21783786 -0.16858066 0.41475764
#> const 0.508189752 0.43871809 -0.04509144 1.17337495
#> exo1 -0.193415816 0.05814411 -0.28613561 -0.13668616
#> exo2 -0.079634241 0.02988089 -0.12044825 -0.03724293
#> exo3 0.039147565 0.05732991 -0.03583638 0.10831955
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09996479 0.3858493 -0.4021270 0.5289405
#> lag1_var2 -0.27708120 1.1830960 -1.8527972 1.2000963
#> lag1_var3 -1.80857202 1.7512146 -4.1785176 0.3416877
#> lag1_var4 1.78343011 1.6860436 -0.3130487 4.0917378
#> const -0.16767774 5.1214403 -5.7421042 8.0012409
#> exo1 0.30444656 0.3442381 -0.1726802 0.7628774
#> exo2 1.10862475 0.3051544 0.7026592 1.4571249
#> exo3 1.15266715 0.3700720 0.7267714 1.7403175
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01703656 0.2748975 -0.3690122 0.32378008
#> lag1_var2 1.48956428 0.8403409 0.3560683 2.55933494
#> lag1_var3 3.14188204 1.2279123 1.5066414 4.71907710
#> lag1_var4 -2.20014528 1.1787955 -3.7188582 -0.61338335
#> const 3.75395976 2.9343601 -0.5800529 7.09293712
#> exo1 -0.18677800 0.2061954 -0.4505256 0.08683166
#> exo2 -1.33591438 0.2345250 -1.6433313 -0.98971408
#> exo3 -0.61148210 0.2267129 -0.9032288 -0.37087956
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.044733654 0.10247545 -0.10040558 0.1832783
#> lag1_var2 1.019715924 0.17428957 0.79558790 1.2576077
#> lag1_var3 1.511002715 0.24257336 1.19973220 1.8304615
#> lag1_var4 -0.570057942 0.22430411 -0.85799637 -0.2811052
#> const 2.688528998 0.97449497 1.38053047 4.1095729
#> exo1 0.007186029 0.08707751 -0.08678955 0.1347649
#> exo2 -0.665752524 0.11920949 -0.84997272 -0.5102820
#> exo3 0.142128037 0.10452762 -0.01304171 0.2751372
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarPANEL$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] 0.001824149 0.0003859524 0.001276749 0.002328128
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005177643 0.001282272 -0.006897094 -0.003384682
#> Sigma[2,2] 0.165401008 0.028697442 0.122202501 0.199384564
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00545511 0.00372633 0.0008225127 0.01067001
#> Sigma[3,2] -0.14047104 0.03217996 -0.1844992967 -0.10071983
#> Sigma[3,3] 0.27003661 0.05721130 0.1912834038 0.34738943
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003656134 0.004098533 -0.001649394 0.009740868
#> Sigma[4,2] -0.078070341 0.026191085 -0.115605018 -0.052701280
#> Sigma[4,3] 0.241538144 0.054735257 0.162599346 0.309511978
#> Sigma[4,4] 0.241017264 0.057448012 0.157553262 0.317421975
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97900140 0.01686552 0.95810107 0.998275905
#> lag1_var2 0.01412715 0.01929970 -0.01320533 0.039666613
#> lag1_var3 0.05206256 0.04206127 -0.00818716 0.111852778
#> lag1_var4 -0.04258754 0.03765474 -0.09900243 0.007642226
#> const 0.19250818 0.39750728 -0.24616591 0.771846287
#> exo1 -0.03252954 0.04683396 -0.09497375 0.020071054
#> exo2 -0.04108907 0.03260993 -0.08184789 0.005341716
#> exo3 -0.10940717 0.04375839 -0.18008142 -0.064856347
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2529584 0.1142031 0.1334475 0.4088746
#> lag1_var2 0.6246144 0.2208663 0.2918036 0.9123772
#> lag1_var3 -0.8799369 0.5727737 -1.7890358 -0.2659740
#> lag1_var4 0.7194523 0.5482666 0.1524778 1.5811998
#> const 1.5598475 3.3377070 -3.8841499 4.4958267
#> exo1 -0.2341682 0.4003598 -0.8197443 0.3236000
#> exo2 -0.2048178 0.4848151 -0.9001314 0.3248999
#> exo3 -0.8317660 0.3512913 -1.2160276 -0.3533166
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1189752 0.2095342 -0.4015344 0.1519056
#> lag1_var2 0.2132763 0.3493702 -0.1339655 0.7958976
#> lag1_var3 2.3210256 0.6399356 1.5483039 3.2468195
#> lag1_var4 -1.1798327 0.5475079 -1.9724350 -0.4575146
#> const -0.7272688 4.8447363 -7.1211094 6.5712098
#> exo1 0.1955538 0.6482262 -0.8518492 0.9415592
#> exo2 -0.8911128 0.3701716 -1.5190083 -0.5459595
#> exo3 1.4435106 0.4863363 0.9312988 2.2903130
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01170411 0.2008739 -0.2881550 0.2665877
#> lag1_var2 0.17831328 0.4095060 -0.2528816 0.8338424
#> lag1_var3 1.32602377 0.7922411 0.4451576 2.5406193
#> lag1_var4 -0.20200119 0.6811265 -1.2543417 0.5987962
#> const -2.02810615 4.7902770 -9.0406199 4.0740705
#> exo1 0.10939265 0.6329936 -0.9546696 0.7889472
#> exo2 -1.06494120 0.3990611 -1.7159067 -0.5972216
#> exo3 1.28989700 0.4505491 0.8638274 2.0705383
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005024309 0.001136175 0.003403962 0.006595941
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008283201 0.004250194 -0.01411901 -0.002833572
#> Sigma[2,2] 0.080804899 0.024825395 0.05730574 0.123199860
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008078009 0.002987290 0.003537393 0.01159726
#> Sigma[3,2] -0.036606500 0.014047891 -0.058055888 -0.01940743
#> Sigma[3,3] 0.040939062 0.007643712 0.031433970 0.05127693
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002097057 0.002191719 -0.0005817575 0.005502631
#> Sigma[4,2] 0.029285775 0.014935649 0.0126470417 0.052484507
#> Sigma[4,3] 0.015464656 0.007763812 0.0038273197 0.023890464
#> Sigma[4,4] 0.044770910 0.011847938 0.0339071579 0.064382627
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99982179 0.03059200 0.96004336 1.04102764
#> lag1_var2 -0.01145599 0.10432273 -0.16734912 0.13649644
#> lag1_var3 -0.02706548 0.15420865 -0.26251372 0.18847726
#> lag1_var4 0.03042403 0.14423841 -0.17331009 0.25159074
#> const -0.37203143 0.68121694 -1.30772402 0.47522808
#> exo1 0.06788234 0.07622279 -0.03654494 0.16038224
#> exo2 -0.09331503 0.07278653 -0.20545315 -0.01157038
#> exo3 -0.02428094 0.07806120 -0.13394290 0.08252903
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08914148 0.07597541 0.002241313 0.2029907
#> lag1_var2 0.11672647 0.35169705 -0.178718077 0.7350120
#> lag1_var3 -1.10058745 0.48891008 -1.455119505 -0.2383917
#> lag1_var4 1.09881482 0.45693113 0.294094074 1.4466509
#> const -1.47825749 2.70970445 -5.176205674 2.2656196
#> exo1 -0.06014721 0.24395818 -0.346807378 0.2902516
#> exo2 0.57011092 0.22767823 0.242813086 0.8526416
#> exo3 -0.43512878 0.36419262 -0.804835226 0.2015377
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2110008 0.07106273 -0.3129689 -0.11511752
#> lag1_var2 0.6663576 0.26438766 0.3253898 0.99344427
#> lag1_var3 1.7670952 0.33016607 1.3056075 2.20863286
#> lag1_var4 -0.7488164 0.31580926 -1.1869147 -0.31608108
#> const 2.4622478 1.87651739 -0.1386226 5.03673594
#> exo1 0.1074982 0.16307625 -0.1197202 0.30300918
#> exo2 -0.1681368 0.15762047 -0.3277006 0.06520149
#> exo3 1.4664356 0.22837109 1.1094864 1.73164994
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18339913 0.05093282 -0.24715028 -0.1187355
#> lag1_var2 0.20229409 0.20983811 -0.05477434 0.4430010
#> lag1_var3 0.19029936 0.31643719 -0.19362664 0.5812359
#> lag1_var4 0.86306264 0.28882423 0.53116796 1.2061189
#> const -0.61603514 2.43382768 -4.75231539 2.0073256
#> exo1 0.08351968 0.14489042 -0.16764972 0.2356145
#> exo2 0.30316183 0.20770181 -0.01203104 0.5529333
#> exo3 1.34726644 0.13215926 1.19229747 1.5349362
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001358853 0.0003615056 0.0009381951 0.001856071
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03944441 0.02184147 -0.07261458 -0.0127413
#> Sigma[2,2] 6.63228656 1.45069659 4.71618193 8.6377949
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01436145 0.008324995 0.004085291 0.02420129
#> Sigma[3,2] -3.97952614 0.769147967 -4.718122825 -2.65817567
#> Sigma[3,3] 4.02561877 0.903597936 2.633997790 5.08331683
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01291348 0.01415675 -0.03439971 0.00506123
#> Sigma[4,2] 0.27413758 0.82836257 -0.99047144 1.33404739
#> Sigma[4,3] 1.79341975 0.64734877 0.83307630 2.69145563
#> Sigma[4,4] 2.35958357 0.64736345 1.38388210 3.06144405
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014016663 0.01828132 0.99772784 1.04451860
#> lag1_var2 -0.008880586 0.02641650 -0.04763607 0.02598340
#> lag1_var3 -0.025675635 0.04383410 -0.09065711 0.03162282
#> lag1_var4 0.022224818 0.03934229 -0.02921036 0.07993184
#> const -0.178421408 0.28605471 -0.61993454 0.17800076
#> exo1 -0.002673178 0.02853009 -0.03653670 0.03976816
#> exo2 -0.043526937 0.03196214 -0.07704518 -0.00186006
#> exo3 0.072890482 0.01564480 0.05572328 0.09647197
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.2056366 0.9836159 -5.380817 -2.841940
#> lag1_var2 4.9571636 1.8938158 2.445777 7.556383
#> lag1_var3 7.7265233 3.0524338 3.752551 11.991178
#> lag1_var4 -6.4308280 2.6479298 -10.111830 -2.938772
#> const 29.4499853 12.3072804 16.079633 46.922754
#> exo1 -0.2191653 1.2413196 -1.978822 1.242049
#> exo2 -0.7424194 1.3505467 -2.384789 1.199519
#> exo3 -1.0943769 2.6128558 -4.940279 2.094018
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.726752 0.6220925 2.0516930 3.69305249
#> lag1_var2 -1.926766 0.9052856 -3.3297170 -0.86811725
#> lag1_var3 -2.956346 1.4185899 -5.1875997 -1.32837508
#> lag1_var4 3.103607 1.2393206 1.6391503 5.06705061
#> const -18.673833 13.7374902 -41.4716810 -4.50477227
#> exo1 -1.119979 1.6925102 -3.6118792 1.15189270
#> exo2 -2.281476 1.6012434 -4.4783905 -0.09289463
#> exo3 1.230951 1.6683028 -0.4972422 3.64841840
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009764293 0.6709433 -1.0201958 0.7375349
#> lag1_var2 0.925258234 0.9393823 -0.2326170 2.3514431
#> lag1_var3 1.507255199 1.4810537 -0.3322523 3.7276701
#> lag1_var4 -0.479573409 1.3134923 -2.3899350 1.1980570
#> const -2.481335003 11.0290724 -20.4159776 8.4041979
#> exo1 -1.231529693 1.3637987 -3.1048522 0.6414770
#> exo2 -3.230382355 2.0215008 -6.1840988 -0.7309018
#> exo3 0.685469220 1.5343128 -1.5230946 2.5231339
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001118558 0.0003336998 0.0007862886 0.001690227
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002020819 0.001013895 -0.003324037 -0.0006132706
#> Sigma[2,2] 0.050114320 0.020935192 0.033347050 0.0872076630
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001878058 0.002974539 -0.002426905 0.005551433
#> Sigma[3,2] -0.034118253 0.021955724 -0.072434152 -0.011084064
#> Sigma[3,3] 0.162972526 0.043116268 0.117736944 0.233712873
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002875751 0.002861862 -0.003374188 0.004365002
#> Sigma[4,2] 0.0055180478 0.010423637 -0.009153168 0.018398202
#> Sigma[4,3] 0.1386801553 0.042242941 0.094844708 0.205063732
#> Sigma[4,4] 0.1459055051 0.040229877 0.104227515 0.208650396
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954146152 0.03555655 0.902832143 0.99814430
#> lag1_var2 0.111956682 0.08453096 -0.003311577 0.23390055
#> lag1_var3 0.127455644 0.11621744 -0.031221103 0.29045020
#> lag1_var4 -0.121566343 0.11012928 -0.274883641 0.02959109
#> const 0.753441973 0.42171747 0.190166443 1.34196337
#> exo1 -0.001669503 0.03991948 -0.055039056 0.05717693
#> exo2 -0.078039961 0.03582021 -0.123247207 -0.02446049
#> exo3 -0.003314825 0.04130967 -0.055470696 0.05304506
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1277423410 0.1529904 -0.07740395 0.3389770
#> lag1_var2 0.7079668266 0.4922918 0.07840022 1.2847239
#> lag1_var3 -0.1215286032 0.6401669 -0.88123792 0.6503788
#> lag1_var4 0.0870089716 0.6119143 -0.66956076 0.8056149
#> const -0.1979080278 1.5010185 -2.01599422 1.9426963
#> exo1 0.0007816165 0.1667494 -0.25239382 0.2016343
#> exo2 1.8359765096 0.2429847 1.48061637 2.1399259
#> exo3 -0.6253485068 0.2770898 -1.09010945 -0.3271180
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09417094 0.4368928 -0.8529128 0.303542360
#> lag1_var2 -0.31941844 1.2205473 -1.6354027 1.498470887
#> lag1_var3 0.29900046 1.5398629 -1.3432225 2.643088886
#> lag1_var4 0.73661652 1.4654042 -1.4993592 2.313822762
#> const -0.52012417 5.8219722 -6.3960964 9.539953586
#> exo1 -0.37225762 0.2909986 -0.7147688 0.004286982
#> exo2 -2.37163696 0.4301627 -2.9805934 -1.768001713
#> exo3 -0.91741725 0.4665930 -1.5628664 -0.296406455
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004807372 0.4451393 -0.7345680 0.47328278
#> lag1_var2 -0.127336220 1.0783960 -1.2984420 1.50655524
#> lag1_var3 -0.254688290 1.3183186 -1.5149707 1.71224173
#> lag1_var4 1.277030077 1.2527577 -0.5798064 2.47898074
#> const -1.707684775 6.4122552 -8.6479779 8.76278688
#> exo1 -0.380979230 0.2742933 -0.7451359 -0.02165951
#> exo2 -0.884993353 0.3997279 -1.4536299 -0.34537836
#> exo3 -1.442001140 0.3737896 -1.9853859 -0.99875588
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002194747 0.0004692812 0.00158127 0.002864425
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05667707 0.01365428 -0.07681786 -0.04310271
#> Sigma[2,2] 3.23934131 0.76765567 2.33478683 4.36645910
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04230742 0.01497471 0.02410156 0.06354308
#> Sigma[3,2] -2.27734126 0.69041401 -3.22548658 -1.35300214
#> Sigma[3,3] 1.92202878 0.60136963 1.13662557 2.73539683
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009231048 0.008030013 -0.001962375 0.01941742
#> Sigma[4,2] -0.346998806 0.322535833 -0.682552849 0.16734993
#> Sigma[4,3] 0.601937869 0.231398558 0.285841016 0.88157206
#> Sigma[4,4] 0.437468687 0.090758148 0.322157944 0.55066548
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.929671021 0.03655614 0.87015660 0.96959283
#> lag1_var2 0.176648973 0.06175978 0.09276351 0.25177918
#> lag1_var3 0.289577165 0.10334819 0.14820207 0.41614324
#> lag1_var4 -0.269780455 0.09577537 -0.38314288 -0.13748941
#> const 0.711208066 0.48867875 0.16753737 1.48503917
#> exo1 0.001356627 0.03476365 -0.04118201 0.05412970
#> exo2 -0.116110073 0.03300272 -0.16575979 -0.08463006
#> exo3 -0.002617413 0.05487247 -0.06579483 0.08045857
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2738778 1.0605353 -2.7200232 0.04568054
#> lag1_var2 0.5852642 2.0383364 -1.7485066 3.60942694
#> lag1_var3 -0.2246845 3.3419124 -4.0044362 4.79529463
#> lag1_var4 0.8946381 3.1512390 -3.7618188 4.58290972
#> const -3.6486851 16.5632533 -28.8999162 15.87941952
#> exo1 -0.7007670 1.5003025 -2.9124899 1.25687124
#> exo2 1.8251940 0.5792111 1.0392094 2.60865786
#> exo3 1.7323046 1.7161436 -0.5734717 3.71082438
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3848998 1.0246551 -1.291470561 1.4249472
#> lag1_var2 1.9793318 1.9416700 -0.373813813 4.5261832
#> lag1_var3 3.9371063 3.1749830 -0.002998833 8.1265922
#> lag1_var4 -3.3119385 3.0048951 -7.106291846 0.4325678
#> const 10.6014567 17.8252040 -8.818434870 40.5736309
#> exo1 -0.1970868 0.9205604 -1.327435467 1.1641292
#> exo2 -4.7707619 0.8936887 -6.106959340 -3.7770117
#> exo3 0.6812910 1.0716630 -0.758336716 1.8899395
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4425412 0.5938968 -1.4197676 0.1588640
#> lag1_var2 2.1433752 1.2537052 0.9947674 4.2494657
#> lag1_var3 3.4778607 2.0422169 1.6008627 6.9076964
#> lag1_var4 -2.4084253 1.9314677 -5.6105549 -0.6556744
#> const 7.5353381 9.3574727 -1.3298994 23.6496058
#> exo1 -0.6859461 0.2977266 -1.0725393 -0.2430458
#> exo2 -4.1530803 0.7805676 -5.4144077 -3.3342401
#> exo3 1.9549810 0.6402576 0.9475475 2.7145753
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008204238 0.001252327 0.006776744 0.009952494
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005388122 0.01081095 -0.007135784 0.02099199
#> Sigma[2,2] 0.636031386 0.13229337 0.452184632 0.82251327
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01831746 0.00863924 -0.03327737 -0.009608974
#> Sigma[3,2] -0.33938422 0.06927304 -0.42813755 -0.241434702
#> Sigma[3,3] 0.26141252 0.05749607 0.17070183 0.326201241
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01595138 0.004089093 -0.021758971 -0.01114375
#> Sigma[4,2] 0.06795303 0.040427182 0.009213136 0.12117072
#> Sigma[4,3] 0.05303207 0.033298678 0.013634054 0.10290773
#> Sigma[4,4] 0.10674311 0.026488897 0.072058208 0.14672387
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.920566251 0.02408754 0.88900333 0.95190998
#> lag1_var2 0.041165624 0.12968526 -0.11618754 0.21329745
#> lag1_var3 0.009332966 0.20390622 -0.23074673 0.27502705
#> lag1_var4 -0.003421962 0.19691659 -0.26172585 0.22578910
#> const 1.110189781 0.67108314 0.30609842 2.07889122
#> exo1 0.054523616 0.09294783 -0.09902033 0.16371405
#> exo2 -0.130087944 0.07380502 -0.23970610 -0.05344778
#> exo3 -0.003244570 0.08178958 -0.10946983 0.11443327
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4507592 0.2252612 -0.69747471 -0.12411009
#> lag1_var2 1.9920031 0.8758398 0.93244817 3.30893857
#> lag1_var3 1.8599192 1.4556108 0.05495312 4.03381716
#> lag1_var4 -1.7736842 1.4647447 -3.96500162 0.05634313
#> const 6.6973047 6.1079517 -0.60805056 16.46868560
#> exo1 -0.1723428 0.7292952 -1.02825707 0.90220760
#> exo2 0.6190048 0.5072194 -0.11265821 1.21225315
#> exo3 -1.9165261 0.5709476 -2.68592276 -1.16389111
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3999326 0.1611071 0.1501408 0.5933397
#> lag1_var2 -0.2558202 0.5035985 -0.9163127 0.4054754
#> lag1_var3 0.3843761 0.8178329 -0.7424403 1.4311449
#> lag1_var4 0.4985031 0.8125526 -0.4963178 1.6598155
#> const -3.2979465 4.1250559 -9.5155858 1.7618054
#> exo1 -0.1206430 0.5821929 -0.7878338 0.6797990
#> exo2 -0.8651530 0.3869936 -1.4176021 -0.3429581
#> exo3 1.7777711 0.3725032 1.2898594 2.2776622
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12690299 0.1544276 -0.07852582 0.32960495
#> lag1_var2 0.59616791 0.5230467 -0.14781624 1.25885327
#> lag1_var3 0.91604591 0.8169964 -0.26855095 1.90993293
#> lag1_var4 0.04420084 0.7832423 -0.89864814 1.19970756
#> const -0.80620321 2.5135487 -3.58014234 2.99385418
#> exo1 -0.25745998 0.2464073 -0.55603039 0.12404300
#> exo2 -0.54191794 0.3626010 -0.93289314 0.05952423
#> exo3 0.65361439 0.3492933 0.17295764 1.12881365
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001229489 1.900259e-05 9.727244e-05 0.0001498456
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003442131 0.0006291307 -0.004279572 -0.002697422
#> Sigma[2,2] 0.360088303 0.0484355485 0.297339120 0.420010351
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001995446 0.0008132146 0.0009562215 0.003058729
#> Sigma[3,2] -0.316536026 0.0524105042 -0.3879710416 -0.253660686
#> Sigma[3,3] 0.342196936 0.0570119796 0.2779501530 0.415260291
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001950738 0.0005314358 -0.0008943963 0.0004051244
#> Sigma[4,2] -0.0919561780 0.0275370972 -0.1266750188 -0.0603353300
#> Sigma[4,3] 0.1480904903 0.0298687483 0.1047236704 0.1812698281
#> Sigma[4,4] 0.0944235150 0.0170916399 0.0672131453 0.1115799679
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999206005 0.012156959 0.981482509 1.01454058
#> lag1_var2 0.025383910 0.027989256 -0.008929422 0.06988655
#> lag1_var3 0.039143313 0.046076733 -0.016832980 0.11121760
#> lag1_var4 -0.039323973 0.043824715 -0.106479110 0.01311501
#> const 0.062350258 0.085853895 -0.065244914 0.16876326
#> exo1 0.005305061 0.009395912 -0.009213951 0.01682352
#> exo2 -0.047307240 0.010431822 -0.061828943 -0.03374812
#> exo3 0.028598954 0.006338611 0.019813542 0.03612268
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2839302 0.7156028 -2.1742508 -0.3448069
#> lag1_var2 2.6604696 1.6263314 0.6473086 5.2372866
#> lag1_var3 2.8257195 2.5987043 -0.3710671 6.9225525
#> lag1_var4 -2.4107557 2.3850853 -6.1260180 0.4301571
#> const 9.6229385 4.7041603 3.5010200 15.4566021
#> exo1 -0.3151148 0.4961775 -0.9560580 0.4003547
#> exo2 1.3133831 0.5551431 0.4426628 1.8518401
#> exo3 -1.1178267 0.3592815 -1.5991940 -0.6622766
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3184125 0.6738842 0.4068293 2.2753340
#> lag1_var2 -1.1555866 1.2904331 -3.1555793 0.2872883
#> lag1_var3 -0.8395987 2.0839128 -4.0261295 1.4217701
#> lag1_var4 1.3549325 1.8784775 -0.6361928 4.1940031
#> const -5.2010479 5.8762277 -12.5396818 2.9475776
#> exo1 0.3886017 0.4736162 -0.1965059 1.0403948
#> exo2 -1.8215192 0.4206085 -2.3060030 -1.2244863
#> exo3 1.2481091 0.4474968 0.6966759 1.9471468
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5264062 0.2836149 0.1669127 0.9322936
#> lag1_var2 0.2119676 0.5115466 -0.3410300 0.9843200
#> lag1_var3 0.4596580 0.8663623 -0.4881401 1.8059867
#> lag1_var4 0.3290590 0.8086278 -0.9598920 1.1587163
#> const -0.2969234 3.9814072 -4.9763699 5.8576291
#> exo1 0.1844821 0.2502747 -0.2041640 0.4549369
#> exo2 -1.0092439 0.1980175 -1.3262782 -0.7800009
#> exo3 0.5589799 0.2721403 0.1838980 0.9651908
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002223697 4.726971e-05 0.0001564408 0.0002799135
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001292298 0.0009458952 -0.002455627 9.882554e-05
#> Sigma[2,2] 0.188679078 0.0245619698 0.156863562 2.193843e-01
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001513114 0.001931828 -0.002378842 0.002363652
#> Sigma[3,2] -0.1932343299 0.036226131 -0.242272776 -0.139944716
#> Sigma[3,3] 0.4048878911 0.090810568 0.304360382 0.513293210
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006991933 0.001669502 -0.002956172 0.0009469038
#> Sigma[4,2] -0.0847502560 0.030089905 -0.128112136 -0.0471033125
#> Sigma[4,3] 0.3051353193 0.081708329 0.208098576 0.4119062857
#> Sigma[4,4] 0.2684417889 0.075246409 0.173748692 0.3695450875
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989401419 0.009338889 0.978750157 1.004460855
#> lag1_var2 0.061303201 0.025852120 0.024327598 0.097144226
#> lag1_var3 0.083040727 0.042391507 0.024940758 0.142499433
#> lag1_var4 -0.083032626 0.041658737 -0.142237734 -0.025500649
#> const 0.240384754 0.184699784 -0.033401644 0.488475463
#> exo1 -0.005661008 0.011578029 -0.025028451 0.008695769
#> exo2 -0.072367490 0.014042990 -0.089634621 -0.052672145
#> exo3 0.024944070 0.016714351 0.003583314 0.049722588
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4443451 0.3416965 -0.8187614 0.1040892
#> lag1_var2 0.8948486 0.9892233 -0.4812285 2.1215251
#> lag1_var3 0.8145086 1.6834384 -1.5842614 2.8964298
#> lag1_var4 -0.6096467 1.5832147 -2.5862080 1.6141524
#> const 2.5552676 5.1785904 -5.9203398 8.2244977
#> exo1 -0.4623033 0.5449385 -1.1457024 0.3554912
#> exo2 0.3124204 0.6214514 -0.6029040 0.9764627
#> exo3 1.3338627 0.3754012 0.7700959 1.7435522
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0814135 0.5095103 0.3886763 1.8536725
#> lag1_var2 -0.9197364 1.2636354 -2.4228669 0.8739774
#> lag1_var3 -1.1861678 2.2064594 -3.8985644 1.7220551
#> lag1_var4 1.7754859 2.0813569 -0.9884725 4.2780317
#> const -5.9926269 8.1039706 -16.2070772 5.0242393
#> exo1 0.2278759 0.8004729 -0.8509807 1.3279132
#> exo2 -0.8446736 0.8282718 -1.8149620 0.1457227
#> exo3 -0.7761010 0.4699745 -1.4263641 -0.1292607
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85509337 0.3906134 0.3958224 1.44324442
#> lag1_var2 -0.74592324 0.8335543 -1.8052682 0.37111923
#> lag1_var3 -1.30731442 1.4812892 -3.2379182 0.58722902
#> lag1_var4 2.02728896 1.4069046 0.2366829 3.78382011
#> const -6.00356775 6.2373648 -14.6705662 2.88045104
#> exo1 -0.05223455 0.5577951 -0.7493858 0.70821181
#> exo2 -0.68382721 0.5485299 -1.3164201 0.05595483
#> exo3 0.03935987 0.4393174 -0.5415191 0.66897079
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004127207 0.0009320211 0.00266695 0.005229322
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001774612 0.006696592 -0.009054192 0.007480206
#> Sigma[2,2] 0.1908093615 0.026667426 0.148967341 0.221549569
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01845938 0.008776979 -0.03404708 -0.009989003
#> Sigma[3,2] -0.05220423 0.049343201 -0.11952090 0.015663237
#> Sigma[3,3] 0.49964322 0.116409388 0.33851830 0.646866569
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0189531 0.01150523 -0.0370748 -0.008409782
#> Sigma[4,2] 0.1056189 0.06229893 0.0167794 0.186052163
#> Sigma[4,3] 0.4925227 0.12374483 0.3059957 0.637352592
#> Sigma[4,4] 0.6199201 0.13769575 0.4113113 0.760513491
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974842199 0.01540657 0.95518560 0.99589216
#> lag1_var2 0.174625846 0.05749776 0.08679441 0.23727906
#> lag1_var3 0.175434389 0.07622321 0.06365874 0.25949473
#> lag1_var4 -0.178694046 0.07300866 -0.25983687 -0.07135852
#> const 0.520241803 0.35112877 -0.05005350 0.92662477
#> exo1 -0.002768371 0.06350601 -0.07847506 0.08814860
#> exo2 0.046639407 0.09477127 -0.10907019 0.14594180
#> exo3 -0.003875996 0.05649533 -0.05626293 0.09219600
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07513217 0.1703779 -0.2885866 0.16984989
#> lag1_var2 0.03543246 0.6065021 -0.8797438 0.75606516
#> lag1_var3 -0.95913886 0.8349915 -2.2180406 0.06242681
#> lag1_var4 1.00116369 0.7854891 0.0361887 2.18337322
#> const 0.92482733 4.8595633 -6.2827391 6.43323079
#> exo1 -0.16196056 0.4998364 -0.9681772 0.43226481
#> exo2 1.74414839 0.3081944 1.3339959 2.21599218
#> exo3 -0.61370778 0.2573745 -0.9347883 -0.27983137
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7973382 0.2242005 0.5126789 1.10625706
#> lag1_var2 -2.4518700 0.6198762 -3.1695042 -1.58853211
#> lag1_var3 -1.9968476 0.8316506 -2.9820311 -0.85803127
#> lag1_var4 2.8538508 0.7791244 1.8120653 3.78182514
#> const -7.0876670 7.2920575 -18.7129255 -0.17141862
#> exo1 -0.4969927 0.4757297 -1.1408074 0.07312835
#> exo2 -3.2496585 0.5133754 -3.8229055 -2.48168867
#> exo3 1.2767811 0.5528662 0.4223114 1.76695735
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8050167 0.2980057 0.45987826 1.2736555
#> lag1_var2 -3.1937624 0.9641708 -4.43452974 -1.8827120
#> lag1_var3 -3.7072426 1.3024630 -5.40800429 -1.9150711
#> lag1_var4 4.6032706 1.2207603 2.92510973 6.1956538
#> const -8.2897833 10.7546921 -25.07282886 0.7596523
#> exo1 -0.6413928 0.7278411 -1.52403079 0.3407480
#> exo2 -2.2247909 0.3872411 -2.72691151 -1.7076594
#> exo3 0.9141250 0.5455840 0.08981125 1.4882621
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008692395 0.0002220876 0.000622612 0.001241456
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007201408 0.000910272 -0.0003683184 0.002159659
#> Sigma[2,2] 0.0229721509 0.005712960 0.0164813827 0.031108527
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009860149 0.001696337 -0.002792052 0.001738941
#> Sigma[3,2] -0.0354974159 0.010786529 -0.049266949 -0.022476237
#> Sigma[3,3] 0.0934901928 0.023434999 0.059552692 0.127084053
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003986696 0.001190502 -0.00184400 0.001508517
#> Sigma[4,2] -0.0181965348 0.007476731 -0.02799893 -0.008530811
#> Sigma[4,3] 0.0676717721 0.016314640 0.04241826 0.090672231
#> Sigma[4,4] 0.0549829910 0.011465010 0.03697282 0.070071341
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00021815 0.02730357 0.95607861 1.02335471
#> lag1_var2 0.09442732 0.10613367 -0.01650088 0.25642122
#> lag1_var3 0.11416255 0.13411101 -0.02414968 0.32262066
#> lag1_var4 -0.11786684 0.13023192 -0.31972579 0.01622337
#> const 0.30545524 0.35943476 -0.03823667 0.89617471
#> exo1 0.02075022 0.02875583 -0.01682658 0.05724916
#> exo2 -0.01867638 0.03226599 -0.06743107 0.01923314
#> exo3 0.00296532 0.02174053 -0.02244349 0.03363458
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09253913 0.1287205 -0.26143380 0.09353084
#> lag1_var2 0.69233875 0.4355464 0.06148909 1.26706334
#> lag1_var3 -0.26324314 0.5698429 -1.09367324 0.45389489
#> lag1_var4 0.28268321 0.5491259 -0.41639136 1.08238835
#> const 0.57918545 1.5582472 -2.04892493 2.46346401
#> exo1 -0.46799761 0.2064562 -0.68323129 -0.14104573
#> exo2 -0.05937556 0.2131134 -0.31503065 0.28224779
#> exo3 0.04559808 0.1501107 -0.21851991 0.20144006
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27888883 0.3304912 -0.11108647 0.8200198
#> lag1_var2 -0.55376257 1.0090630 -2.19850602 0.6365907
#> lag1_var3 0.60013868 1.3578805 -1.64418723 2.1655873
#> lag1_var4 0.33134548 1.3102340 -1.18587441 2.4942715
#> const -0.21424610 4.4719258 -5.91574187 6.2248081
#> exo1 0.70139875 0.4077255 0.09770529 1.1997507
#> exo2 -0.97118914 0.3306447 -1.44383816 -0.5269227
#> exo3 0.03852543 0.4041317 -0.55184272 0.6198284
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21710419 0.2979506 -0.14512603 0.6559041
#> lag1_var2 -0.43077636 0.9261515 -1.86672782 0.7042153
#> lag1_var3 -0.13349518 1.2561331 -2.10589280 1.3767777
#> lag1_var4 1.09374959 1.2136138 -0.36568316 2.9974693
#> const -1.04765279 3.8035839 -5.47650482 4.5949592
#> exo1 0.34905571 0.2893622 -0.01111077 0.7708851
#> exo2 -1.04288978 0.2316779 -1.33413995 -0.6841806
#> exo3 0.07621978 0.3405380 -0.44518440 0.5498004
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000215902 5.221105e-05 0.0001638531 0.000297671
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003247412 0.001267186 -0.005090603 -0.0017002
#> Sigma[2,2] 0.423486156 0.108795859 0.298431068 0.5916095
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004880124 0.001953839 0.003571087 0.008179266
#> Sigma[3,2] -0.234931478 0.078977545 -0.338310885 -0.140164648
#> Sigma[3,3] 0.343949769 0.098913875 0.247296792 0.505435685
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00340847 0.001667855 0.001858251 0.006358956
#> Sigma[4,2] -0.01356251 0.048546869 -0.082264868 0.053015006
#> Sigma[4,3] 0.23748463 0.075835189 0.159999777 0.362922855
#> Sigma[4,4] 0.24822870 0.064564202 0.178524896 0.345075533
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979244465 0.01180698 0.96501100 0.99547258
#> lag1_var2 0.045878551 0.02626252 0.01913895 0.08978506
#> lag1_var3 0.078519470 0.05028858 0.02942480 0.16286804
#> lag1_var4 -0.071200562 0.04639194 -0.14974977 -0.02608764
#> const 0.151419774 0.12425979 -0.04058240 0.29529859
#> exo1 -0.003167022 0.01068703 -0.01707960 0.01249862
#> exo2 -0.064365979 0.01761226 -0.08395988 -0.03767969
#> exo3 0.049764847 0.01534383 0.02936342 0.07237297
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81447916 0.8164497 -0.2595370 2.0141912
#> lag1_var2 0.09898307 1.3890959 -1.9097696 1.7803381
#> lag1_var3 -1.20735890 2.5977224 -5.0291326 1.8705353
#> lag1_var4 0.83985121 2.3168969 -1.8936188 4.2739520
#> const -0.44660652 7.9272486 -12.7852692 9.7622103
#> exo1 -0.41480461 0.4792318 -1.1540357 0.2088332
#> exo2 -0.05290673 0.4290147 -0.5644387 0.5819156
#> exo3 0.30959447 0.7000551 -0.7042925 1.0232284
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36917349 0.9447643 -1.6709134 0.977564325
#> lag1_var2 0.71785357 1.4071952 -1.3787745 2.697814999
#> lag1_var3 2.10498307 2.5977925 -1.8477203 5.741636849
#> lag1_var4 -0.98119535 2.2985138 -4.2286696 2.506523593
#> const 2.49267863 9.4150065 -8.9285341 16.250077218
#> exo1 0.45066013 0.6507267 -0.3285462 1.271318839
#> exo2 -0.55735556 0.4140721 -1.1830383 -0.009844799
#> exo3 0.05203904 0.5830171 -0.5287821 1.011568871
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05510309 0.7253898 -1.1506926 0.920138715
#> lag1_var2 0.48387854 1.2534320 -0.8642798 2.534366351
#> lag1_var3 0.92445253 2.3610910 -1.6630098 4.773530665
#> lag1_var4 0.03316511 2.1230717 -3.4324400 2.302791128
#> const 0.94178462 6.7705280 -5.6498334 12.760146855
#> exo1 0.24691827 0.5292918 -0.3588981 0.991401382
#> exo2 -0.62878485 0.5156759 -1.2699684 0.005999186
#> exo3 0.22966938 0.4500460 -0.2069093 1.027635879
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002838821 7.558595e-05 0.0001797488 0.0003907925
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008676798 0.0005948313 -0.001806862 -0.000265011
#> Sigma[2,2] 0.0689101647 0.0101409594 0.054117357 0.081559916
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004703312 0.001695305 -0.001796895 0.002668845
#> Sigma[3,2] -0.0479308447 0.022685568 -0.079163078 -0.018190039
#> Sigma[3,3] 0.2292695555 0.066261978 0.141559593 0.326625919
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001322618 0.001626943 -0.002612986 0.001735549
#> Sigma[4,2] 0.0011491634 0.019260556 -0.024152639 0.029868816
#> Sigma[4,3] 0.1992852120 0.055555117 0.131158334 0.280049240
#> Sigma[4,4] 0.2044136556 0.048544656 0.155108107 0.281930720
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991276146 0.00760391 0.9839861747 1.0034089595
#> lag1_var2 0.059751207 0.03696605 0.0023447069 0.1003703751
#> lag1_var3 0.077868674 0.05254001 0.0006906816 0.1336227467
#> lag1_var4 -0.078407796 0.05276202 -0.1347043811 -0.0004142034
#> const 0.272556940 0.22540941 -0.0893796013 0.5298978455
#> exo1 0.004248494 0.01719556 -0.0120427318 0.0321728440
#> exo2 -0.002525982 0.02264922 -0.0422183723 0.0184749486
#> exo3 0.015778016 0.01751088 -0.0094314314 0.0400808787
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2563423 0.08923131 0.16364569 0.3912339
#> lag1_var2 -0.4333688 0.79877357 -1.58677945 0.4425776
#> lag1_var3 -1.7564898 1.24631374 -3.67772204 -0.4731271
#> lag1_var4 1.7577054 1.24011246 0.48021474 3.6765618
#> const -5.6305864 2.06488902 -9.32948928 -3.7805882
#> exo1 -0.1096105 0.23231610 -0.41315279 0.2123411
#> exo2 -0.0512804 0.29657070 -0.37854739 0.4151721
#> exo3 0.2198755 0.21778553 -0.07475796 0.5001170
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5327043 0.2513938 -0.8126083 -0.1400842
#> lag1_var2 2.4730026 1.2236120 1.0596418 4.2838479
#> lag1_var3 5.4280970 1.7344396 3.6528848 7.9551791
#> lag1_var4 -4.4323202 1.7031540 -6.9305206 -2.6903143
#> const 12.9863336 5.8250981 3.4699139 19.6957366
#> exo1 0.1469302 0.4630949 -0.5188233 0.6659073
#> exo2 -0.4451285 0.4444633 -0.9975832 0.1541268
#> exo3 -0.6646316 0.3841714 -1.2984139 -0.2217067
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34292190 0.2310741 -0.6408968 -0.009156311
#> lag1_var2 1.88214874 1.1996022 0.4410894 3.405451135
#> lag1_var3 3.80766086 1.7125206 1.8898646 6.216926895
#> lag1_var4 -2.80154609 1.6798957 -5.1518637 -0.902125238
#> const 8.15787463 5.1290859 -0.1388238 14.500032819
#> exo1 0.06527672 0.4421268 -0.5533797 0.556937637
#> exo2 -0.49527851 0.3964359 -0.9509343 0.016237550
#> exo3 -0.53237576 0.3583594 -1.0186064 -0.043100551
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00051526 0.0001323353 0.0003583217 0.0007191698
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001285459 0.0009739423 -0.002717719 -2.376685e-05
#> Sigma[2,2] 0.037742053 0.0132708337 0.024224307 5.799637e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004284694 0.001505142 -0.001681046 0.001925042
#> Sigma[3,2] -0.0218003997 0.018494280 -0.053493509 -0.006562678
#> Sigma[3,3] 0.0690545040 0.021071240 0.045458621 0.101275742
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001296767 0.001139352 -0.002389898 0.0007339575
#> Sigma[4,2] 0.005519512 0.011901378 -0.014490436 0.0173452780
#> Sigma[4,3] 0.052924774 0.010943232 0.036457678 0.0655539213
#> Sigma[4,4] 0.056803432 0.008685817 0.046234856 0.0682289539
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.013755743 0.01036709 0.998120645 1.026240511
#> lag1_var2 -0.033290199 0.05375825 -0.123689807 0.029441161
#> lag1_var3 -0.031748363 0.08215933 -0.175671317 0.056784866
#> lag1_var4 0.030213881 0.08123566 -0.056621854 0.172873607
#> const -0.110552632 0.17423399 -0.351284309 0.122349675
#> exo1 0.005590702 0.02615352 -0.025233872 0.042514748
#> exo2 -0.031821680 0.02306107 -0.064486724 -0.003788342
#> exo3 0.018269364 0.02344630 -0.008675132 0.049660945
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06038276 0.1641166 -0.11829920 0.3212855
#> lag1_var2 0.93088027 0.5205489 0.14655783 1.5093139
#> lag1_var3 0.40976876 0.7069062 -0.62025760 1.1745437
#> lag1_var4 -0.44294041 0.6906641 -1.18533580 0.5582323
#> const 2.39886730 2.8351022 -1.49294340 6.1556486
#> exo1 0.01454873 0.1295281 -0.10078308 0.2176941
#> exo2 0.27885388 0.1683152 0.03700645 0.4677313
#> exo3 0.10344106 0.1336208 -0.05700587 0.2547473
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5362862 0.1484977 -0.7193182 -0.320716257
#> lag1_var2 1.8985157 0.4059095 1.4129618 2.472860431
#> lag1_var3 3.0209199 0.5821213 2.3073691 3.932245947
#> lag1_var4 -1.9558138 0.5737887 -2.8569630 -1.253043788
#> const 5.1947759 3.8152531 -0.2311311 10.072035441
#> exo1 -0.0562316 0.1853609 -0.3460563 0.152702453
#> exo2 -0.3534628 0.2333569 -0.6666552 -0.001611519
#> exo3 0.5405260 0.1157606 0.3892107 0.690678854
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4808199 0.1075017 -0.6355598 -0.358227074
#> lag1_var2 2.1612673 0.2783288 1.7786649 2.525874074
#> lag1_var3 2.7586781 0.4568158 2.1634426 3.341614773
#> lag1_var4 -1.7024013 0.4544488 -2.2859008 -1.114404470
#> const 5.5434509 3.0448542 1.7592841 9.924178886
#> exo1 -0.0449936 0.1336091 -0.2354065 0.113598151
#> exo2 -0.2037296 0.1783723 -0.4941990 -0.000540947
#> exo3 0.6258109 0.1091405 0.4659549 0.758192284
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001052349 2.051737e-05 7.236029e-05 0.0001275774
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 9.618717e-05 0.0003857205 -0.000380912 0.0005621806
#> Sigma[2,2] 1.086948e-01 0.0199571179 0.089474946 0.1399447017
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005437978 0.001122126 -0.002392803 0.000505371
#> Sigma[3,2] -0.0539494710 0.019757771 -0.076591482 -0.027581522
#> Sigma[3,3] 0.1717743979 0.065438860 0.108597749 0.272656780
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005077819 0.001295867 -0.002674577 0.000828383
#> Sigma[4,2] 0.0092749878 0.017266720 -0.016737048 0.029237322
#> Sigma[4,3] 0.1470277291 0.071900513 0.089889156 0.257782118
#> Sigma[4,4] 0.1593900710 0.079038710 0.104253814 0.278930101
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006788469 0.009117640 0.99364729 1.018350171
#> lag1_var2 0.013072757 0.035714366 -0.03588887 0.063031600
#> lag1_var3 0.017335836 0.055286145 -0.05923684 0.091711665
#> lag1_var4 -0.019119868 0.054198948 -0.09271844 0.055980087
#> const -0.025056295 0.158691840 -0.20378905 0.227400739
#> exo1 -0.004078955 0.008174042 -0.01755839 0.003046376
#> exo2 -0.032373461 0.009902361 -0.04337169 -0.015985168
#> exo3 -0.001710760 0.007808303 -0.01077781 0.008442950
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4270016 0.1574377 0.24398718 0.6420351
#> lag1_var2 -0.1955626 0.8455462 -1.25965085 1.0349270
#> lag1_var3 -1.3810835 1.3859292 -3.15838283 0.5954032
#> lag1_var4 1.2898860 1.4292726 -0.75064395 3.1467411
#> const -4.0853438 5.8557282 -12.52096987 3.5475313
#> exo1 0.4163659 0.2804781 0.02063719 0.8280440
#> exo2 1.1939772 0.4502351 0.63661503 1.8069900
#> exo3 0.4619150 0.1954715 0.14553524 0.6706278
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06899922 0.2340059 -0.34189589 0.24366747
#> lag1_var2 1.02905924 0.8763837 -0.24311933 2.05517975
#> lag1_var3 2.60223698 1.3268298 0.65089246 4.04874715
#> lag1_var4 -1.67621924 1.3229809 -3.11173417 0.26544965
#> const 5.65522111 4.9356444 -0.30536585 12.84207358
#> exo1 -0.51675586 0.4030404 -1.08167338 -0.01881235
#> exo2 -1.10492140 0.4315410 -1.74169159 -0.65255603
#> exo3 0.43851915 0.3395604 0.01765189 0.97211061
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1848617 0.2263790 -0.1012892 0.5206216
#> lag1_var2 0.6477656 0.9966758 -0.7271365 1.9465942
#> lag1_var3 1.3454630 1.5107224 -0.7216409 3.2963414
#> lag1_var4 -0.4564686 1.4893049 -2.3467111 1.5597383
#> const 2.2202906 4.1006912 -3.1940191 7.7107875
#> exo1 -0.2906355 0.3001016 -0.6686243 0.1231026
#> exo2 -0.4329769 0.5102252 -1.0983643 0.2906698
#> exo3 0.7486995 0.3156192 0.3352800 1.1798609
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002048649 0.0006952177 0.001243653 0.003131514
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04906844 0.02554509 -0.09124413 -0.02348053
#> Sigma[2,2] 3.67907021 1.39513753 2.49133815 6.14176059
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03246814 0.01712658 0.01572711 0.06029044
#> Sigma[3,2] -2.04836628 0.88911475 -3.61976181 -1.31437098
#> Sigma[3,3] 1.56821274 0.62435898 1.06952231 2.62833290
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006397942 0.004731657 0.0006470264 0.01417325
#> Sigma[4,2] -0.065273102 0.193357919 -0.3691758122 0.14109815
#> Sigma[4,3] 0.503790021 0.176949032 0.3036559810 0.76046105
#> Sigma[4,4] 0.516236588 0.107338863 0.4003273743 0.68825644
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02216755 0.02575547 0.98159869 1.04849879
#> lag1_var2 0.01841300 0.02564746 -0.01423994 0.05454885
#> lag1_var3 0.03333982 0.04836423 -0.02793313 0.10337655
#> lag1_var4 -0.03990821 0.04430414 -0.10357619 0.01800687
#> const -0.18198497 0.46382008 -0.62229695 0.52938705
#> exo1 0.01868495 0.03611089 -0.02610032 0.07094719
#> exo2 -0.01394946 0.04722612 -0.08053260 0.04172346
#> exo3 0.06049870 0.03011689 0.01714577 0.10011315
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7130384 1.497496 -2.95539985 0.9549645
#> lag1_var2 2.3609796 1.435242 0.07249769 4.2494622
#> lag1_var3 2.8105511 2.740517 -1.57747506 6.3355833
#> lag1_var4 -2.2462192 2.399436 -5.40251844 1.5414694
#> const 12.8359659 21.382522 -23.17606061 34.4692429
#> exo1 0.7896569 2.537431 -2.12132852 4.6785871
#> exo2 -0.5923489 2.073609 -3.29082139 2.1855971
#> exo3 -0.6618894 2.708957 -4.63374243 2.5600547
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6952905 0.9757052 -0.05899326 2.64160022
#> lag1_var2 -1.4343628 0.9248117 -2.62435037 -0.06959313
#> lag1_var3 -1.6951595 1.7422025 -3.95779499 0.87546849
#> lag1_var4 2.1210062 1.5374977 -0.13449951 4.13757569
#> const -10.5493099 15.0460251 -27.08708871 14.35455767
#> exo1 0.4885031 1.2621791 -1.26753040 1.84281290
#> exo2 -0.4994633 0.9950552 -1.74331348 0.85622650
#> exo3 -0.2012815 1.4311509 -1.85257837 1.99209341
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8860253 0.3568722 0.3969118 1.3825483
#> lag1_var2 -0.6719403 0.5412622 -1.2795162 0.1487260
#> lag1_var3 -1.1166445 1.0310724 -2.3224197 0.4428549
#> lag1_var4 1.8365523 0.9262678 0.4040889 2.8926920
#> const -5.8319835 4.9621415 -13.1957429 0.6108646
#> exo1 1.0098151 0.5076650 0.4563846 1.8646748
#> exo2 -0.8587537 0.5661431 -1.8113027 -0.2875930
#> exo3 -0.5894376 0.7277386 -1.5424566 0.4668829
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005190412 0.0001008667 0.0004172762 0.0006673165
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008193954 0.0001816094 -0.001101673 -0.000609097
#> Sigma[2,2] 0.0047926755 0.0008933094 0.003617650 0.006007254
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 4.413264e-05 0.001096644 -0.00154444 0.001264045
#> Sigma[3,2] -3.283428e-03 0.005219130 -0.01037885 0.003644106
#> Sigma[3,3] 1.162030e-01 0.016605006 0.09126354 0.134891497
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.897443e-04 0.001090313 -0.002098262 0.0007543741
#> Sigma[4,2] -8.978227e-05 0.004868820 -0.006319415 0.0066951924
#> Sigma[4,3] 1.147907e-01 0.016860519 0.090207012 0.1369822701
#> Sigma[4,4] 1.155812e-01 0.017802298 0.091241353 0.1408407705
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98704123 0.02340665 0.951105996 1.01703645
#> lag1_var2 0.07600289 0.07214812 -0.042883128 0.16264251
#> lag1_var3 0.11451761 0.10954239 -0.060079877 0.25577615
#> lag1_var4 -0.11388243 0.10567390 -0.250751704 0.05471908
#> const 0.31067078 0.24533876 0.077153631 0.72678966
#> exo1 0.01939609 0.01954985 -0.008413076 0.04557466
#> exo2 -0.08285625 0.02306039 -0.114262382 -0.05398119
#> exo3 -0.00308036 0.02237152 -0.034158622 0.03085234
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03971025 0.05276456 -0.110000400 0.03943085
#> lag1_var2 0.64584305 0.20309213 0.451068676 0.96919502
#> lag1_var3 0.14211439 0.29186157 -0.200349772 0.57713241
#> lag1_var4 -0.13131153 0.28385262 -0.555926680 0.19707296
#> const 0.71216302 0.69924978 -0.228263801 1.72481637
#> exo1 -0.06868648 0.08014475 -0.173112204 0.04836785
#> exo2 0.54861961 0.06820559 0.459402840 0.64068700
#> exo3 0.08191042 0.08913516 -0.002944345 0.23951872
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21458750 0.3980369 -0.2172206 0.8557204
#> lag1_var2 -0.16735488 0.9669045 -1.3819526 1.1416153
#> lag1_var3 0.49847360 1.7292649 -2.0903993 2.4995477
#> lag1_var4 0.45982025 1.6491088 -1.4423820 2.9652316
#> const -2.18528869 4.0058668 -9.1403922 2.1748390
#> exo1 0.49389206 0.3437649 0.0118822 0.9625372
#> exo2 -1.45960163 0.3262966 -1.8855278 -1.0177929
#> exo3 -0.03591279 0.5622005 -0.9131580 0.6134239
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21193043 0.4017562 -0.25459887 0.8446658
#> lag1_var2 -0.01372626 1.0248866 -1.25581898 1.4734548
#> lag1_var3 0.18430795 1.7512644 -2.31144959 2.4051935
#> lag1_var4 0.78527703 1.6713590 -1.33169400 3.1994501
#> const -2.53457677 4.1621015 -9.62439272 2.3224083
#> exo1 0.45328274 0.3171065 -0.01762743 0.8992919
#> exo2 -1.08912887 0.3057937 -1.52625856 -0.7001006
#> exo3 0.02118878 0.5220887 -0.74911901 0.6349087
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001127225 0.0002687277 0.0008433672 0.001531893
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03696899 0.009243144 -0.05217047 -0.02978218
#> Sigma[2,2] 3.21930391 0.517169647 2.76093880 4.07142085
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03272612 0.00727086 0.02584312 0.04530934
#> Sigma[3,2] -2.50982060 0.38260656 -3.14525068 -2.11865072
#> Sigma[3,3] 2.03195700 0.29085127 1.67440784 2.48917097
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00607872 0.002295651 0.003587236 0.01001062
#> Sigma[4,2] -0.13925652 0.075022435 -0.236552660 -0.03584024
#> Sigma[4,3] 0.19247765 0.066666599 0.108198351 0.28924597
#> Sigma[4,4] 0.09987811 0.034850566 0.065871930 0.16235863
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97532382 0.03678717 0.928079189 1.02952545
#> lag1_var2 0.09959227 0.06395983 0.003177685 0.17133598
#> lag1_var3 0.13849160 0.08584568 0.010450757 0.23392712
#> lag1_var4 -0.13543702 0.07702789 -0.223162842 -0.02234445
#> const 0.39443137 0.43072114 -0.196681501 1.02418231
#> exo1 -0.02989753 0.03445308 -0.077878007 0.01975262
#> exo2 -0.28431532 0.02924027 -0.329384222 -0.25069252
#> exo3 0.04454851 0.03340956 0.003234297 0.08236515
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03207514 2.520099 -3.2738083 3.908085
#> lag1_var2 0.90422582 3.855274 -4.3443048 5.820707
#> lag1_var3 0.25275601 5.167296 -6.6934588 6.846881
#> lag1_var4 -0.28184948 4.601517 -6.2335263 5.847023
#> const 6.00357926 21.747394 -31.8311761 23.355779
#> exo1 -0.52011850 1.855951 -3.1982156 1.622366
#> exo2 2.60937293 1.719211 0.5616401 5.107154
#> exo3 -0.74954164 2.644802 -4.2485461 2.628407
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4965371 2.043282 -3.770238 2.161398
#> lag1_var2 1.6696980 3.073980 -2.209540 6.004721
#> lag1_var3 2.9979353 4.118851 -2.214593 8.797662
#> lag1_var4 -1.9219707 3.658353 -7.083154 2.781551
#> const 3.7904925 18.105699 -11.346405 34.176021
#> exo1 0.1719099 1.464149 -1.455883 2.256431
#> exo2 -6.2466423 1.436769 -8.191766 -4.441856
#> exo3 0.8445096 1.990833 -1.740092 3.481551
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5914656 0.3110234 -1.0106436996 -0.2174910
#> lag1_var2 2.0501110 0.5066873 1.4941727714 2.8544556
#> lag1_var3 2.7992119 0.6920627 2.0384485274 3.9104216
#> lag1_var4 -1.7111595 0.6255679 -2.7267256543 -1.0389283
#> const 7.4313586 3.8320891 2.3330499705 12.9339891
#> exo1 -0.2344133 0.3986812 -0.8970532965 0.1224613
#> exo2 -4.9755661 0.2557857 -5.2835854078 -4.5927421
#> exo3 0.3172304 0.2267990 -0.0001273277 0.6227963
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01186873 0.002378887 0.008649555 0.0149672
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01226337 0.02150372 -0.03847921 0.01927935
#> Sigma[2,2] 1.54451228 0.45631570 1.01743297 2.27811675
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007534556 0.01244551 -0.009591968 0.0248841
#> Sigma[3,2] -0.683654129 0.16498506 -0.933289408 -0.4576372
#> Sigma[3,3] 0.385627834 0.07391116 0.278268108 0.4883645
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002255366 0.007427568 -0.008187882 0.01146905
#> Sigma[4,2] 0.024244899 0.108040512 -0.052849031 0.20403377
#> Sigma[4,3] 0.093372693 0.046839552 0.046846769 0.17213455
#> Sigma[4,4] 0.133540675 0.057520458 0.073433647 0.22918670
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98609218 0.04727767 0.909077047 1.03778900
#> lag1_var2 0.04639257 0.03540274 -0.001280946 0.09473371
#> lag1_var3 0.11357703 0.07546753 0.013204868 0.21915437
#> lag1_var4 -0.11727603 0.06096211 -0.199980900 -0.03732875
#> const 0.64279821 0.53198251 -0.063694116 1.36856434
#> exo1 -0.02712392 0.09060286 -0.147557449 0.09563087
#> exo2 -0.08569468 0.10895884 -0.217809632 0.08043931
#> exo3 0.04097187 0.11139957 -0.096378409 0.20253765
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4507344 0.6524821 -1.3863026 0.3204766
#> lag1_var2 1.7830746 0.6022305 0.8956190 2.4770864
#> lag1_var3 1.7270378 1.4178325 -0.2976672 3.5142369
#> lag1_var4 -1.7619572 1.1960649 -3.3934229 -0.2057886
#> const 11.5557023 12.4499250 -9.6553608 24.6777461
#> exo1 -5.1304186 0.8624498 -6.2811826 -4.1265912
#> exo2 2.0566045 1.2163619 0.1800495 3.6783451
#> exo3 0.1922585 0.9284983 -1.2898821 1.1360147
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7148715 0.2814268 0.3722075 1.1479268
#> lag1_var2 -0.5898514 0.3076548 -0.9700432 -0.1218708
#> lag1_var3 -0.2253827 0.6973405 -1.0705335 0.8374278
#> lag1_var4 1.0351292 0.5638361 0.2465015 1.7388224
#> const -6.8143982 5.6095129 -14.2320018 0.6973377
#> exo1 2.6999834 0.4955624 2.1437465 3.3532756
#> exo2 -1.4551298 0.7175977 -2.3028079 -0.4431752
#> exo3 2.0377665 0.4875448 1.4771496 2.7422919
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5927636 0.1360747 0.3756823 0.7452229688
#> lag1_var2 -0.1955644 0.1376183 -0.3643109 0.0009410161
#> lag1_var3 -0.3622290 0.3257761 -0.7818956 0.0766181039
#> lag1_var4 1.1532387 0.2663474 0.7668811 1.4757050548
#> const -3.4280988 3.1122278 -7.8605007 0.7793050397
#> exo1 0.5631629 0.2594078 0.2830249 0.9586771052
#> exo2 -0.5309688 0.4944903 -0.8767514 0.2580909906
#> exo3 2.5600921 0.3173862 2.1088145 2.9584367502
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002592514 0.0007940845 0.001825111 0.003843176
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05654262 0.01858233 -0.07885079 -0.03064572
#> Sigma[2,2] 4.00546253 1.07227846 2.79872571 5.35533322
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03686923 0.0120597 0.02105243 0.05246425
#> Sigma[3,2] -2.45047951 0.6482960 -3.20587522 -1.69620549
#> Sigma[3,3] 1.53577896 0.3979068 1.05907199 1.95975840
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003834591 0.001826820 0.001820196 0.006451769
#> Sigma[4,2] -0.092069256 0.064328371 -0.189934755 -0.009269354
#> Sigma[4,3] 0.097016116 0.041426881 0.048765335 0.166517564
#> Sigma[4,4] 0.047668364 0.009261021 0.036409716 0.062284282
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07463952 0.03987428 1.01988189 1.11938566
#> lag1_var2 -0.14215867 0.08753592 -0.24391398 -0.02030003
#> lag1_var3 -0.25559057 0.15045060 -0.42835560 -0.04367882
#> lag1_var4 0.23962189 0.13710032 0.04118637 0.39552306
#> const -0.92202556 0.43428700 -1.49045526 -0.30279496
#> exo1 0.04638577 0.05255027 -0.02605715 0.11324244
#> exo2 -0.02108282 0.05089289 -0.07585771 0.05117385
#> exo3 0.04446252 0.04107830 -0.01368705 0.09265983
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7432723 1.466881 -3.479210 0.4573767
#> lag1_var2 5.4071271 2.825869 1.801663 8.8233388
#> lag1_var3 8.1218947 4.854766 1.842208 13.8498390
#> lag1_var4 -7.9285484 4.408920 -13.153491 -2.1220540
#> const 35.0570159 12.984960 16.149112 51.8628079
#> exo1 -0.5648496 2.324251 -3.301117 3.1674193
#> exo2 -0.1726612 2.313489 -3.287982 2.6364561
#> exo3 -1.1503317 2.021795 -3.088354 2.3039004
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.65566189 0.8629632 0.3723774 2.621386
#> lag1_var2 -3.67862417 1.5648816 -5.6813543 -1.536579
#> lag1_var3 -5.61784456 2.6841486 -9.0024533 -1.900192
#> lag1_var4 6.31353878 2.4302348 2.8584298 9.374807
#> const -24.31109379 7.7790137 -33.2259393 -13.630748
#> exo1 0.39034727 1.4815903 -1.9656258 2.114434
#> exo2 -0.04724102 1.4424920 -1.7935105 1.865427
#> exo3 0.79805023 1.2180756 -1.2532791 2.030729
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73573375 0.2057817 0.4317761 0.96049793
#> lag1_var2 -0.96889284 0.3208517 -1.4044345 -0.50649424
#> lag1_var3 -1.63801287 0.5533947 -2.4042022 -0.84496560
#> lag1_var4 2.43711955 0.5073130 1.7130071 3.14657898
#> const -5.56745460 2.0759225 -8.0392185 -2.65995151
#> exo1 0.04587217 0.1721638 -0.2422620 0.20299274
#> exo2 -0.16375971 0.1539147 -0.3424948 0.05228688
#> exo3 0.08552747 0.1635689 -0.1710549 0.26866075
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008768317 0.0001378086 0.0007074352 0.001055711
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008907626 0.00333335 -0.0144391 -0.005168639
#> Sigma[2,2] 0.624352226 0.17128289 0.4062078 0.875715464
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006092078 0.002713801 0.002348414 0.009904379
#> Sigma[3,2] -0.424747029 0.122192997 -0.602716203 -0.273969092
#> Sigma[3,3] 0.376889343 0.086724063 0.276872440 0.503052591
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009850991 0.00146656 -0.0008911945 0.003207322
#> Sigma[4,2] -0.0568885114 0.02926253 -0.0996801658 -0.030029414
#> Sigma[4,3] 0.1331589213 0.02582709 0.1027011980 0.174980337
#> Sigma[4,4] 0.1071014090 0.02074758 0.0785466876 0.134928182
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.032227725 0.03584023 0.97841984 1.07920881
#> lag1_var2 -0.046117848 0.04882666 -0.09802126 0.01966435
#> lag1_var3 -0.091256436 0.08236917 -0.18006176 0.02298808
#> lag1_var4 0.079336700 0.07351134 -0.02572497 0.15846044
#> const -0.009121454 0.37276966 -0.52992627 0.52996210
#> exo1 -0.030301561 0.02556667 -0.04927185 0.01074568
#> exo2 -0.176046849 0.02249380 -0.20959062 -0.14876456
#> exo3 0.091367827 0.03379113 0.04716507 0.13759823
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3730830 0.5692634 -1.0937045 0.5160017
#> lag1_var2 2.6043282 0.9842529 1.2109744 3.7331790
#> lag1_var3 3.2148316 1.7815684 0.6898856 5.3648003
#> lag1_var4 -3.0728169 1.6606823 -5.0738923 -0.6469349
#> const 2.5085520 7.0948116 -5.8508117 11.4893354
#> exo1 -0.7884534 0.6454350 -1.6253141 0.1386514
#> exo2 1.6893327 0.5906655 1.1082541 2.6532671
#> exo3 0.3470584 0.7440862 -0.8186544 1.2380420
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8579982 0.5159721 0.009489908 1.4568211
#> lag1_var2 -1.5982870 0.7999976 -2.521345799 -0.5428973
#> lag1_var3 -2.0846715 1.4512174 -3.788760213 -0.2505095
#> lag1_var4 2.8173491 1.3646256 1.056769447 4.3846481
#> const -4.2068186 5.4265671 -10.411594515 3.0738689
#> exo1 0.4850563 0.5057965 -0.196943742 1.2089705
#> exo2 -3.0830855 0.5440123 -3.946259950 -2.4661576
#> exo3 -0.2952635 0.5910415 -0.976698055 0.6543393
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67858410 0.2808048 0.3087265 1.0604994
#> lag1_var2 -0.49759973 0.4511687 -0.9833468 0.1977262
#> lag1_var3 -0.94207541 0.7957069 -1.7769081 0.3115490
#> lag1_var4 1.77617136 0.7302289 0.6162261 2.5222280
#> const -4.68754185 1.8032489 -6.6876311 -1.8579181
#> exo1 0.01715188 0.2928263 -0.3264964 0.4673511
#> exo2 -2.25113484 0.3151471 -2.6543066 -1.8323454
#> exo3 -0.07940700 0.3551917 -0.6250514 0.3323240
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002320984 4.364087e-05 0.0001767619 0.0002958675
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001634458 0.001000008 -0.00327833 -0.000661147
#> Sigma[2,2] 0.122330646 0.036451028 0.08753428 0.182247933
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001028946 0.006535614 -0.01138335 0.007519871
#> Sigma[3,2] -0.258798082 0.133391433 -0.47195743 -0.109920037
#> Sigma[3,3] 3.172352883 0.742199801 2.26041045 4.330678896
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002254318 0.006289422 -0.01237245 0.005864727
#> Sigma[4,2] -0.178494096 0.115684315 -0.36427398 -0.047452038
#> Sigma[4,3] 3.082745468 0.732213464 2.16126270 4.233590307
#> Sigma[4,4] 3.048399422 0.739975396 2.11009207 4.219424690
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0051575130 0.006597054 0.998570061 1.01573293
#> lag1_var2 0.0101528017 0.036623620 -0.046051772 0.04951026
#> lag1_var3 0.0196693467 0.051041721 -0.058032743 0.07790830
#> lag1_var4 -0.0207259683 0.049912832 -0.078167527 0.05534223
#> const -0.0004558579 0.132584927 -0.171773028 0.17444593
#> exo1 0.0163633066 0.011248448 0.002954847 0.03342763
#> exo2 -0.1229093931 0.018190763 -0.151810515 -0.10553673
#> exo3 0.0357072024 0.028723403 -0.009486039 0.06709552
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18258562 0.1876094 -0.07147711 0.4393755
#> lag1_var2 0.81209735 0.4299867 0.11577859 1.2854485
#> lag1_var3 0.50239614 0.6496677 -0.55977032 1.2442421
#> lag1_var4 -0.56159232 0.6454812 -1.31309406 0.4839752
#> const 1.27868283 3.7550972 -2.47739381 7.9651647
#> exo1 0.09511124 0.2880598 -0.25108101 0.5022290
#> exo2 4.34054133 0.3213592 3.93912203 4.7547944
#> exo3 -0.16050419 0.6259942 -1.02130658 0.6792387
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08166292 1.048435 -0.627283 2.216309
#> lag1_var2 0.19902369 3.608993 -4.364211 3.994715
#> lag1_var3 -0.01866703 5.003522 -6.415763 5.219216
#> lag1_var4 0.61829154 4.847324 -4.606182 6.852938
#> const 0.38625667 16.074715 -17.992231 23.114163
#> exo1 0.57441790 1.788271 -2.190499 2.627875
#> exo2 -5.73961706 2.077544 -8.706424 -2.791620
#> exo3 -4.89858543 2.276595 -8.194234 -1.829365
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2481460 1.038124 -0.4441706 2.445796
#> lag1_var2 0.4400240 3.720060 -4.2816607 4.465013
#> lag1_var3 -0.1616275 5.163590 -6.5556048 5.591229
#> lag1_var4 0.7224394 4.995713 -4.9904521 6.927284
#> const 0.1441489 15.191040 -17.9809618 21.565204
#> exo1 0.6544996 1.712278 -1.9088301 2.694849
#> exo2 -2.8085314 2.136105 -5.8608044 0.195493
#> exo3 -5.2048910 2.130224 -8.2607283 -2.668191
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000528383 0.0001313321 0.0003588737 0.000702235
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01460943 0.003027891 -0.01854681 -0.0100205
#> Sigma[2,2] 1.08053190 0.149080609 0.85146962 1.2546186
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008035893 0.002671618 0.005445504 0.01231849
#> Sigma[3,2] -0.601581732 0.128553362 -0.794186559 -0.44475165
#> Sigma[3,3] 0.583144440 0.148762101 0.424729360 0.82977636
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001439229 0.002466095 -0.0043825 0.002058744
#> Sigma[4,2] 0.093597075 0.110794110 -0.0892912 0.229380192
#> Sigma[4,3] 0.220795574 0.090277379 0.1184735 0.358075366
#> Sigma[4,4] 0.308369544 0.063454444 0.2289528 0.399099113
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96456075 0.01396277 0.94278030 0.98084992
#> lag1_var2 0.06615099 0.03458920 0.01955202 0.11417699
#> lag1_var3 0.10050665 0.05443904 0.02564856 0.17427212
#> lag1_var4 -0.08813973 0.05109359 -0.15750226 -0.01833380
#> const 0.20602520 0.11305964 0.06576751 0.33486760
#> exo1 0.02551554 0.02841813 -0.01155127 0.06978380
#> exo2 -0.04479446 0.02029003 -0.07056032 -0.01522391
#> exo3 0.02147214 0.03831282 -0.04173853 0.05495550
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4210556 0.4418241 -0.2204936 0.9670571
#> lag1_var2 -1.2500620 1.1155179 -2.3587726 0.2442419
#> lag1_var3 -3.1447983 1.7228309 -4.9067493 -0.8815045
#> lag1_var4 3.0402204 1.6593674 0.7960543 4.7197661
#> const -2.8751336 8.6046042 -11.8460206 8.7398588
#> exo1 -1.3321801 0.7524512 -2.4024404 -0.2290604
#> exo2 1.7151341 1.0861683 0.3118487 3.0901422
#> exo3 1.3881500 1.3029943 -0.2037543 3.0899247
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5677474 0.3253962 -0.9861661 -0.06227871
#> lag1_var2 2.7962445 0.9376931 1.7221037 4.10371461
#> lag1_var3 4.9548748 1.4859471 3.2740600 7.09464427
#> lag1_var4 -3.8589785 1.3166323 -5.6339577 -2.25378706
#> const 7.3251108 7.5721112 -4.4030161 16.77269746
#> exo1 1.0684142 0.5645702 0.2007723 1.51834742
#> exo2 -5.1092703 0.8104243 -6.2514229 -4.05291636
#> exo3 -0.8100953 0.8103888 -2.0604983 0.04842913
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33499857 0.4400273 -1.0217612 0.2509261
#> lag1_var2 1.73743952 1.1648659 0.4132089 3.4096688
#> lag1_var3 2.51702394 1.8182691 0.4881990 5.1938987
#> lag1_var4 -1.45523683 1.6526912 -3.8486941 0.4263825
#> const 4.29888276 4.8684581 -3.4143971 9.9658654
#> exo1 0.23287425 0.5726051 -0.5503027 1.0767048
#> exo2 -4.60334125 0.6291396 -5.3541218 -3.7658402
#> exo3 0.09985411 0.4701051 -0.5736944 0.6577684
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001206137 0.0004188698 0.0008479463 0.001961213
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0233871 0.009487195 -0.03614134 -0.01218934
#> Sigma[2,2] 1.4561900 0.372754848 0.91982369 1.92977014
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01500627 0.00935999 0.004965705 0.02888504
#> Sigma[3,2] -1.06271277 0.34798991 -1.582628164 -0.62329600
#> Sigma[3,3] 1.39899614 0.37863688 0.909926488 1.91788986
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004597192 0.008954367 -0.01579779 0.006929305
#> Sigma[4,2] -0.0983073418 0.241115114 -0.48058712 0.119195769
#> Sigma[4,3] 0.7734533811 0.214358061 0.53457134 1.072078402
#> Sigma[4,4] 0.7975660319 0.155154457 0.61747012 1.027779242
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98967200 0.02942854 0.93988124 1.017479186
#> lag1_var2 0.03760571 0.05918933 -0.02605416 0.131557031
#> lag1_var3 0.05726932 0.08899924 -0.03942487 0.198669476
#> lag1_var4 -0.05598762 0.08275238 -0.18732662 0.034483904
#> const 0.16841719 0.26019472 -0.04086890 0.617629864
#> exo1 -0.01007674 0.02852393 -0.04561393 0.032743342
#> exo2 -0.15299295 0.03548936 -0.19930536 -0.095532528
#> exo3 -0.03558611 0.03354158 -0.08165949 0.008096616
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.41324603 0.9334343 -3.3894213 -0.9099482
#> lag1_var2 5.19875049 2.0869776 2.2238842 8.1020434
#> lag1_var3 6.47019621 3.1798390 1.9569529 10.9144178
#> lag1_var4 -5.83760956 2.9149036 -9.9546719 -1.7306336
#> const 12.24447016 5.4987905 3.9303157 18.6195860
#> exo1 0.59437112 1.1588210 -0.5547233 2.3933452
#> exo2 1.89881202 0.7695733 1.0180973 3.0950760
#> exo3 -0.06451365 1.7273453 -2.6682427 1.8979748
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61653199 0.9329631 -0.7177198 1.8334169
#> lag1_var2 -0.85546961 1.5543207 -2.9450082 1.2456726
#> lag1_var3 -0.45420353 2.3550742 -3.6933266 2.7258782
#> lag1_var4 1.23836363 2.1342794 -1.6555854 4.1948358
#> const -0.36651506 10.8549746 -13.7635597 14.6840126
#> exo1 0.14537523 1.0311611 -0.9686668 1.7926577
#> exo2 -2.43781879 0.9951955 -3.4220757 -0.9344339
#> exo3 -0.08204236 1.2900454 -1.9270196 1.4210871
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1564575 1.2284811 -2.80253653 0.58491935
#> lag1_var2 2.4848826 1.9472827 0.13714463 5.24152120
#> lag1_var3 3.6628948 2.9613835 0.04704435 7.81323372
#> lag1_var4 -2.3955435 2.6863660 -6.17118614 0.85671071
#> const 7.2853629 11.4259167 -8.92684640 22.39441148
#> exo1 0.6204079 0.9048128 -0.54309990 1.79719077
#> exo2 -1.3769176 0.9138572 -2.31198396 0.02386565
#> exo3 -0.1777304 0.6136774 -1.07675908 0.66179964
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003485746 5.430563e-05 0.0002676405 0.0004136112
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002053781 0.001169533 -0.003225136 -0.0003357551
#> Sigma[2,2] 0.191514937 0.024623868 0.161909689 0.2249560395
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00135098 0.001560951 -0.0007343346 0.003500862
#> Sigma[3,2] -0.14101453 0.055931446 -0.2164316443 -0.066940300
#> Sigma[3,3] 0.36426258 0.077006349 0.2686427189 0.481018575
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 2.268622e-05 0.001942437 -0.002439199 0.002965931
#> Sigma[4,2] -1.942280e-02 0.051719897 -0.088569004 0.046360782
#> Sigma[4,3] 2.979343e-01 0.081905702 0.216009434 0.428521930
#> Sigma[4,4] 3.109848e-01 0.098809137 0.239439055 0.469215653
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952004704 0.01717765 0.92564890 0.970373678
#> lag1_var2 0.074411742 0.04503961 0.01057582 0.124481016
#> lag1_var3 0.109753382 0.06786054 0.01643270 0.190321818
#> lag1_var4 -0.097517918 0.06547037 -0.17413047 -0.007126355
#> const 0.306313170 0.24487952 -0.00504169 0.684705275
#> exo1 -0.020819840 0.01432901 -0.04039187 -0.001410255
#> exo2 0.003381361 0.01729965 -0.02429982 0.024561305
#> exo3 -0.005366257 0.01618318 -0.02638519 0.017835177
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38335806 0.4831094 -0.007604629 1.1134947
#> lag1_var2 0.98324964 0.9322507 -0.146634173 2.3174221
#> lag1_var3 0.31591533 1.4173742 -1.372769645 2.3215142
#> lag1_var4 -0.39147195 1.3446995 -2.291608830 1.1882722
#> const -2.46758384 6.3878181 -11.901100128 3.4984794
#> exo1 0.07408209 0.2976879 -0.327417887 0.4833564
#> exo2 0.80012013 0.4762880 0.040810085 1.3327778
#> exo3 -2.38821709 0.3078381 -2.808440538 -1.9618952
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.80640073 0.5597410 -1.6413111 -0.1389880
#> lag1_var2 2.27427822 1.1679713 0.9330158 4.0191496
#> lag1_var3 4.47662755 1.8328468 2.4811364 7.3487661
#> lag1_var4 -3.37274727 1.7480818 -6.1525653 -1.5506711
#> const 11.90746847 6.3766216 5.7162715 21.7254101
#> exo1 -0.06341365 0.6730207 -0.8282492 1.0690818
#> exo2 -1.31241915 0.6612517 -2.3345360 -0.5754617
#> exo3 1.52359441 0.6462156 0.5496143 2.3047713
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5974557654 0.5127497 -1.3216104 0.11330184
#> lag1_var2 2.6799862400 1.3348835 0.7460871 4.50994048
#> lag1_var3 4.3329881019 2.0587309 1.4567185 7.33106155
#> lag1_var4 -3.2500799846 1.9330934 -6.1205383 -0.60464117
#> const 9.4531988560 3.9046633 5.3940481 15.41292559
#> exo1 -0.0115397729 0.6543472 -0.8680157 1.04470951
#> exo2 -0.8608797735 0.6850948 -1.9163028 -0.06364946
#> exo3 0.0007142677 0.6655826 -0.8184962 0.89157272
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006223976 0.0001048114 0.0005141796 0.0007809857
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003725987 0.001245667 -0.002102855 0.001304747
#> Sigma[2,2] 0.1850272187 0.079848751 0.130910977 0.325028755
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002424104 0.006081948 -0.006890634 0.009544365
#> Sigma[3,2] 0.0621681246 0.067607160 -0.013706134 0.163537251
#> Sigma[3,3] 0.9117804477 0.261644464 0.697976537 1.322323189
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.669218e-05 0.006644169 -0.008233496 0.009392737
#> Sigma[4,2] 1.940924e-01 0.077730614 0.092169378 0.293370317
#> Sigma[4,3] 9.822167e-01 0.267143565 0.752031080 1.403212685
#> Sigma[4,4] 1.147629e+00 0.276005876 0.864152346 1.579280408
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9953077651 0.01666215 0.97979739 1.021847242
#> lag1_var2 0.0061996018 0.06834315 -0.09601674 0.089713276
#> lag1_var3 0.0018158872 0.09264588 -0.13516642 0.117208033
#> lag1_var4 -0.0001407745 0.09241827 -0.11413800 0.137090989
#> const 0.0310681113 0.36559616 -0.55802109 0.401298791
#> exo1 -0.0249190121 0.02142573 -0.05668892 0.003147228
#> exo2 -0.0679742515 0.03458792 -0.11394243 -0.018566623
#> exo3 -0.0861047511 0.02430220 -0.12011596 -0.056035748
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33744233 0.2276288 -0.01131156 0.6669760
#> lag1_var2 -0.71909089 1.2891705 -2.45126351 1.1798639
#> lag1_var3 -2.28974370 1.7255463 -4.66122876 0.2086820
#> lag1_var4 2.27451613 1.6987147 -0.19444154 4.5785285
#> const -5.50862571 5.4024175 -13.49743437 1.0568920
#> exo1 0.01149637 0.3885602 -0.59155883 0.4623754
#> exo2 1.84724063 0.4963011 1.32333785 2.6446280
#> exo3 -0.11951754 0.4597051 -0.73024355 0.4378591
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.930239175 0.3630861 -1.4117270 -0.4091219
#> lag1_var2 3.916499233 1.6553697 1.8464183 6.2117212
#> lag1_var3 6.196060204 2.3773565 3.3636939 9.5538217
#> lag1_var4 -5.228256496 2.3419704 -8.5281883 -2.4308753
#> const 20.393270878 8.3475214 11.0439750 32.6913934
#> exo1 -0.003445027 1.0445252 -1.9027831 0.9520563
#> exo2 0.098629044 1.0927634 -1.2832809 1.7262641
#> exo3 1.263564087 0.7521806 0.1529042 2.2178070
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70988392 0.3366082 -1.19414838 -0.30716493
#> lag1_var2 3.16803569 1.7664402 0.81813003 5.52443763
#> lag1_var3 4.23941787 2.5544836 0.85788307 7.62635094
#> lag1_var4 -3.26773898 2.5287371 -6.57755668 0.09407431
#> const 15.83281167 7.0019948 9.10038707 27.84167020
#> exo1 0.01011103 1.1211233 -1.97598431 1.07940865
#> exo2 1.38699480 1.2926295 0.04705986 3.56115984
#> exo3 1.22113544 0.9114651 -0.32673794 2.20275904
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002017557 0.000571036 0.001377509 0.00283813
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005164557 0.009382174 -0.01328551 0.01040031
#> Sigma[2,2] 1.5941858464 0.351430630 1.24637526 2.16198275
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007596791 0.006604535 -0.01672374 0.0009664416
#> Sigma[3,2] -0.932893032 0.249808571 -1.32056351 -0.6856726079
#> Sigma[3,3] 0.809666766 0.184413003 0.63293901 1.1061477531
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008410287 0.004643095 -0.01631068 -0.003277777
#> Sigma[4,2] 0.001250323 0.125637437 -0.16128710 0.168369184
#> Sigma[4,3] 0.314634350 0.086896875 0.19538432 0.436591152
#> Sigma[4,4] 0.377752690 0.083849393 0.28291645 0.502923558
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986660536 0.03376511 0.95209902 1.04458249
#> lag1_var2 0.011730918 0.02730592 -0.02580413 0.04612383
#> lag1_var3 0.007507801 0.04089562 -0.04988241 0.06027352
#> lag1_var4 -0.007193666 0.03216381 -0.04987104 0.03680096
#> const 0.186469526 0.44382394 -0.45644846 0.78844162
#> exo1 0.021635524 0.04976571 -0.05133743 0.08354007
#> exo2 -0.138024810 0.03099430 -0.17817575 -0.09367915
#> exo3 0.081515670 0.05016148 0.01433623 0.14997960
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5906792 1.555486 -3.4357962 0.3973897
#> lag1_var2 1.6561913 1.245243 -0.1264067 3.4217892
#> lag1_var3 1.5287086 2.087138 -1.3956569 4.5715882
#> lag1_var4 -0.8723623 1.576607 -3.3079007 1.2532796
#> const 2.7293915 8.990089 -12.1987126 10.8488977
#> exo1 -1.7969822 1.185026 -3.3339669 -0.3754623
#> exo2 -0.1844816 1.147625 -1.4916600 1.5490115
#> exo3 1.3101567 1.470978 -0.1614908 3.4908166
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9479257 1.0665215 0.3996634 3.1193154
#> lag1_var2 -1.0378518 0.8607790 -1.9598007 0.2968786
#> lag1_var3 -0.9737179 1.4409354 -2.6083896 1.2446824
#> lag1_var4 1.2493996 1.0659942 -0.3790933 2.5788587
#> const -4.3831581 6.7334333 -10.7570146 5.6991395
#> exo1 1.5852291 0.9437689 0.6568964 3.0984688
#> exo2 -1.2235935 0.9537474 -2.7865991 -0.2352759
#> exo3 0.1955904 0.8767546 -1.1092771 1.3177917
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2219203 0.4421417 0.65897640 1.8535508
#> lag1_var2 -0.6870025 0.3507024 -1.06378339 -0.1547674
#> lag1_var3 -1.1318712 0.5653045 -1.72914267 -0.2616167
#> lag1_var4 1.7628132 0.4233579 1.10452162 2.2311842
#> const -5.7108218 3.8766490 -11.86414769 -1.9426031
#> exo1 0.6273554 0.5682844 -0.07916017 1.4321093
#> exo2 -1.6567152 0.5622333 -2.53441363 -1.0576922
#> exo3 1.3445055 0.5138585 0.66630420 2.0802499
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007188763 0.002190356 0.00527363 0.01118627
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00129519 0.0008972863 -0.002522842 -0.000113629
#> Sigma[2,2] 0.00751097 0.0018552329 0.005568769 0.010176159
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004864098 0.001478020 -0.001402752 0.002690261
#> Sigma[3,2] -0.0058366639 0.002356938 -0.009927674 -0.003128802
#> Sigma[3,3] 0.0150256741 0.003993905 0.009545602 0.020672401
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004548669 0.001392448 -0.002385681 0.001563006
#> Sigma[4,2] -0.0006594787 0.002097205 -0.003481452 0.002142352
#> Sigma[4,3] 0.0115124621 0.002882238 0.007238979 0.015558602
#> Sigma[4,4] 0.0116249010 0.002275985 0.008359064 0.014712364
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.888925628 0.09966740 0.770052413 1.0443985
#> lag1_var2 0.273560165 0.29795755 -0.002237006 0.7922881
#> lag1_var3 0.418540309 0.47847062 -0.080271760 1.2423683
#> lag1_var4 -0.407593926 0.47883105 -1.222450273 0.1116588
#> const 1.729854433 1.68395234 0.061602893 4.3095549
#> exo1 0.008920858 0.06870562 -0.088962223 0.1011082
#> exo2 -0.008068535 0.08607921 -0.088522120 0.1289686
#> exo3 -0.005164905 0.09133147 -0.133661664 0.1096642
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09380699 0.09489181 -0.20259078 0.04300477
#> lag1_var2 0.45915561 0.24703345 0.11406923 0.75994839
#> lag1_var3 -0.43664495 0.37082820 -0.95907322 0.04708049
#> lag1_var4 0.48765873 0.38069738 -0.01037417 1.02060301
#> const -0.26056509 1.17343462 -1.63710040 1.68730819
#> exo1 -0.11228875 0.06642170 -0.21518953 -0.04151988
#> exo2 0.57697121 0.09230336 0.45016358 0.70713898
#> exo3 0.34797467 0.05408481 0.26647409 0.42211750
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3527949 0.1167048 0.2454527 0.5454940
#> lag1_var2 0.5927474 0.3043700 0.1269989 0.9400332
#> lag1_var3 1.4338081 0.4786632 0.7353861 2.0148189
#> lag1_var4 -0.5974550 0.4823330 -1.1595232 0.0867791
#> const 2.3927072 1.9277078 -0.4548297 4.6043096
#> exo1 0.0757412 0.1431710 -0.1298354 0.2767940
#> exo2 -1.0733343 0.1110671 -1.2437720 -0.9362546
#> exo3 -0.4003612 0.1168188 -0.5451596 -0.2402586
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.300083836 0.10774696 0.1934919 0.46084265
#> lag1_var2 0.576120151 0.21663407 0.2394577 0.81305730
#> lag1_var3 0.635498214 0.34694855 0.1203519 1.05097874
#> lag1_var4 0.249242474 0.34885482 -0.1686775 0.75850835
#> const 1.017020765 1.31397770 -1.1587324 2.31445427
#> exo1 -0.005355073 0.14504709 -0.2388987 0.15047075
#> exo2 -0.715552841 0.09167574 -0.8408559 -0.60069314
#> exo3 -0.172908416 0.10851472 -0.3185071 -0.02425592
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002195019 5.149426e-05 0.0001730925 0.0003043259
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006038039 0.001580563 -0.008246307 -0.003955781
#> Sigma[2,2] 0.394156357 0.105703636 0.268820741 0.521619687
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00498528 0.001805178 0.002770265 0.007765359
#> Sigma[3,2] -0.27851243 0.090518881 -0.390395718 -0.172775420
#> Sigma[3,3] 0.28408591 0.084865567 0.177686147 0.396287049
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001086208 0.0009040438 0.0001575653 0.002523466
#> Sigma[4,2] -0.021465200 0.0431201691 -0.0700913822 0.045100793
#> Sigma[4,3] 0.109165297 0.0323957159 0.0636545613 0.152260767
#> Sigma[4,4] 0.102508880 0.0233815752 0.0707126615 0.133656464
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995333562 0.01544420 0.980015575 1.01910305
#> lag1_var2 0.050837797 0.04669020 -0.013456194 0.10345721
#> lag1_var3 0.075723079 0.07322699 -0.025331671 0.15825364
#> lag1_var4 -0.076326405 0.06956782 -0.155940145 0.01850644
#> const 0.186636787 0.17226143 -0.038058622 0.40218401
#> exo1 -0.001587851 0.01063083 -0.015293096 0.01188047
#> exo2 -0.074283068 0.01240287 -0.087894868 -0.05365856
#> exo3 0.012828223 0.01592195 -0.007496849 0.03192031
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2659155 0.5766223 -2.0537355 -0.5041493
#> lag1_var2 2.1510002 2.0381147 0.1512324 5.3988113
#> lag1_var3 2.0020308 3.1535268 -0.9328032 7.0435809
#> lag1_var4 -1.5381152 3.0408165 -6.4184119 1.3938884
#> const 5.7639314 8.7763875 -4.8747933 18.8179699
#> exo1 -0.1603617 0.3277149 -0.5962208 0.2661346
#> exo2 4.2249841 0.7679140 3.1237917 5.3485928
#> exo3 -0.7408726 0.6954554 -1.5869869 0.3284903
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5937350 0.4872587 -0.1911962 1.0896438
#> lag1_var2 0.3212896 1.3484753 -1.4367053 2.0723745
#> lag1_var3 1.5503129 2.0844300 -1.0987264 4.2064152
#> lag1_var4 -0.8562292 2.0069909 -3.3868744 1.7516748
#> const 4.1182294 6.9394191 -4.1029692 14.1021500
#> exo1 0.1438661 0.3746757 -0.5320558 0.5231405
#> exo2 -4.3906252 0.5906967 -5.2026862 -3.5890685
#> exo3 1.2188683 0.6609425 0.2087954 2.0064891
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26271083 0.3113626 -0.68914655 0.1170741
#> lag1_var2 1.43773214 0.7322796 0.37209638 2.4508088
#> lag1_var3 2.43664189 1.1789329 0.67300471 4.0291388
#> lag1_var4 -1.41176765 1.1320171 -2.91730400 0.2827168
#> const 7.00654499 5.5591386 0.03861006 14.7896743
#> exo1 0.03989507 0.3666751 -0.57677191 0.3374223
#> exo2 -1.79368861 0.2869708 -2.21756694 -1.4720928
#> exo3 0.80276837 0.3974489 0.17212523 1.1900587
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002817374 7.080563e-05 0.0002217045 0.0003905053
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004792236 0.001526546 -0.007225811 -0.003156456
#> Sigma[2,2] 0.219859757 0.058660705 0.145846868 0.304112632
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002602947 0.001131896 0.001597406 0.004421187
#> Sigma[3,2] -0.133965329 0.040149288 -0.191689830 -0.089417823
#> Sigma[3,3] 0.137509288 0.040662156 0.087078995 0.188976034
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002659151 0.0006860652 -0.001204227 0.0006573681
#> Sigma[4,2] -0.0042008778 0.0277889792 -0.037827002 0.0325912690
#> Sigma[4,3] 0.0622654737 0.0240294287 0.029866837 0.0942257785
#> Sigma[4,4] 0.0639235965 0.0160124569 0.043297833 0.0867577965
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97429712 0.01490189 0.959622835 0.99913195
#> lag1_var2 0.06115858 0.02278439 0.030079198 0.09088684
#> lag1_var3 0.09552490 0.03939422 0.039982969 0.14463433
#> lag1_var4 -0.08855521 0.03647380 -0.134864020 -0.03472492
#> const 0.15179967 0.10974984 0.002662541 0.30419139
#> exo1 -0.02213245 0.01479386 -0.044300805 -0.00355100
#> exo2 -0.12287692 0.02438201 -0.155580720 -0.08997236
#> exo3 0.06591610 0.02246319 0.038377805 0.09808191
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33150086 0.3716308 -0.92814099 0.1326166
#> lag1_var2 1.17382464 1.0238296 -0.06077789 2.6471674
#> lag1_var3 0.47752347 1.6829880 -1.63903426 2.7789077
#> lag1_var4 -0.43212076 1.5590306 -2.59066184 1.5152132
#> const 5.31601877 4.5528789 -0.75582745 11.0037198
#> exo1 0.06431332 0.2790137 -0.34171393 0.4324723
#> exo2 0.58689412 0.3274713 0.20165317 1.0714508
#> exo3 -0.04613533 0.4889946 -0.66743299 0.6566946
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08270704 0.3902282 -0.63417243 0.4481747
#> lag1_var2 0.76013000 0.9326544 -0.65338183 1.8243137
#> lag1_var3 2.29326794 1.5503329 -0.07250229 4.0540216
#> lag1_var4 -1.30512869 1.4448711 -2.89632300 0.9236750
#> const 2.62701820 3.8624792 -3.57947475 7.1746845
#> exo1 0.14897715 0.2033115 -0.14656561 0.4295265
#> exo2 -1.09297626 0.2202059 -1.42549755 -0.7746012
#> exo3 0.05616099 0.3634227 -0.45350049 0.5542429
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29448673 0.2722591 -0.66682624 0.08662534
#> lag1_var2 1.15965319 0.5791762 0.35979118 1.85377772
#> lag1_var3 2.08405452 0.9758601 0.69114196 3.24709038
#> lag1_var4 -1.04335212 0.9163509 -2.10198835 0.30689270
#> const 4.62523488 3.2147515 1.73234077 9.64183885
#> exo1 0.19722957 0.1389979 0.01429725 0.38057461
#> exo2 -0.80216584 0.2326429 -1.14371729 -0.48726343
#> exo3 0.02672551 0.2155262 -0.30877543 0.31797861
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001657408 2.58631e-05 0.0001362709 0.0002080908
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001409601 0.0005784401 -0.002230849 -0.0006914424
#> Sigma[2,2] 0.182133687 0.0631366090 0.109624795 0.2689697570
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003583267 0.0007177023 -0.0007748155 0.0009743142
#> Sigma[3,2] -0.0716088599 0.0725246140 -0.1828043638 0.0065585538
#> Sigma[3,3] 0.4339483145 0.0973509188 0.2947578402 0.5549185019
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006240588 0.0008246107 -0.001929602 0.0002634385
#> Sigma[4,2] 0.0518529071 0.0877618718 -0.065120264 0.1765040653
#> Sigma[4,3] 0.4000624701 0.0980882610 0.288865826 0.5440381041
#> Sigma[4,4] 0.4504707400 0.1334808939 0.322033185 0.6682485793
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97474941 0.01168059 0.956759146 0.989528708
#> lag1_var2 0.07316506 0.02092680 0.044874771 0.103133849
#> lag1_var3 0.09683526 0.03174907 0.056750737 0.143660390
#> lag1_var4 -0.09131135 0.03018389 -0.135313116 -0.054069166
#> const 0.30015019 0.15956265 0.102502263 0.519822885
#> exo1 0.01216841 0.01589661 -0.008238079 0.031095862
#> exo2 -0.03572095 0.01666824 -0.049021492 -0.008265677
#> exo3 0.02706636 0.01147022 0.014222931 0.043731040
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3319391 0.3712300 -0.15472091 0.8476894
#> lag1_var2 -0.5255842 1.3065794 -1.76823409 1.7477928
#> lag1_var3 -1.8062120 1.7925673 -3.57900675 1.2828633
#> lag1_var4 1.7546751 1.7167660 -1.21798910 3.4038826
#> const -4.2675543 4.2980687 -9.67265119 0.6990138
#> exo1 -0.2933246 0.4393278 -0.75368542 0.4039276
#> exo2 0.4277158 0.3259640 -0.06141168 0.7502902
#> exo3 0.2775139 0.4607409 -0.37354031 0.8701461
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1335571 0.4987462 -0.86078551 0.4846198
#> lag1_var2 2.5208794 1.5883720 0.23131844 4.2025516
#> lag1_var3 4.4273781 2.4127222 0.94357847 7.0343019
#> lag1_var4 -3.4934450 2.3012149 -5.89997571 -0.1405438
#> const 7.2493959 5.8319724 -0.20117903 15.7174809
#> exo1 0.7378226 0.4895505 -0.05712903 1.3070722
#> exo2 -0.4764235 0.5783197 -1.15931530 0.4113026
#> exo3 -0.5369402 0.6896962 -1.41457422 0.5338381
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09728614 0.4003092 -0.2940723 0.6803199
#> lag1_var2 1.88933421 1.8504508 -1.0311024 3.6919397
#> lag1_var3 2.79615082 2.7370039 -1.5648652 5.3147493
#> lag1_var4 -1.88339420 2.6430988 -4.3754336 2.3214973
#> const 3.26207040 4.3108980 -2.9048833 8.8969476
#> exo1 0.55812401 0.3609147 0.1634679 1.0852736
#> exo2 -0.19566047 0.6431793 -0.9143711 0.7968989
#> exo3 -0.36875705 0.5764592 -1.0372009 0.5201796
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004976897 0.0002121237 0.0002449212 0.0008383513
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01545328 0.006957509 -0.02574267 -0.006942331
#> Sigma[2,2] 1.03938086 0.257657678 0.73480103 1.375364172
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01190442 0.006348269 0.006093161 0.02232974
#> Sigma[3,2] -0.68881419 0.231953268 -1.026333589 -0.43088440
#> Sigma[3,3] 0.71876051 0.209383577 0.537543746 1.04644664
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003347955 0.003120689 0.001486163 0.008473886
#> Sigma[4,2] -0.103953098 0.116750907 -0.275429544 0.032777884
#> Sigma[4,3] 0.356295341 0.110536379 0.253805576 0.534926406
#> Sigma[4,4] 0.325655102 0.075431498 0.222641244 0.433519520
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986352028 0.01164322 0.97093599 1.00342039
#> lag1_var2 0.046898538 0.01865782 0.02528217 0.07710116
#> lag1_var3 0.087058037 0.03331876 0.04694282 0.14151450
#> lag1_var4 -0.086103528 0.02973662 -0.13462947 -0.05075112
#> const 0.362974196 0.22156512 0.02342142 0.64583039
#> exo1 0.001248526 0.01179608 -0.01150474 0.01995614
#> exo2 -0.089017091 0.02890616 -0.12059956 -0.04594408
#> exo3 0.054171092 0.01706340 0.02757019 0.07474024
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7323749 0.8375992 -1.9086420 0.4610969
#> lag1_var2 2.2600573 1.1570734 0.5562375 3.8799399
#> lag1_var3 2.5732993 2.0224426 -0.4585265 5.4102290
#> lag1_var4 -2.2863642 1.7448473 -4.7114801 0.3573672
#> const 4.2817212 8.1384971 -6.2848766 17.4887843
#> exo1 0.7438676 0.7238486 -0.1763798 1.7911750
#> exo2 2.9455227 1.2779583 0.9455280 4.5856318
#> exo3 -0.7465583 0.8675633 -1.9089232 0.5017347
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1910807 0.6171159 1.2628610 2.948252
#> lag1_var2 -3.3164322 1.0463284 -4.0720351 -1.486792
#> lag1_var3 -4.8682356 1.8334338 -6.2982499 -1.635626
#> lag1_var4 5.0783431 1.6365939 2.2168753 6.399461
#> const -11.4150440 7.1096945 -22.6544030 -2.527770
#> exo1 0.1540579 0.7381009 -0.9603871 1.081928
#> exo2 -5.0695928 0.7963544 -6.3563211 -4.247465
#> exo3 0.3971021 0.5211887 -0.4057704 1.093806
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.945887082 0.2740495 1.6267068 2.3347802
#> lag1_var2 -2.635380640 0.7426441 -3.4914241 -1.5735798
#> lag1_var3 -4.449667290 1.2889163 -5.9360109 -2.6149599
#> lag1_var4 4.792363584 1.2027578 3.0840873 6.1056150
#> const -11.547908105 3.4712034 -15.5298132 -6.3129269
#> exo1 0.656918574 0.6324749 -0.2351750 1.4641181
#> exo2 -3.695168248 0.5543007 -4.5417661 -3.0610253
#> exo3 -0.006719666 0.3905521 -0.4617494 0.5845895
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000331018 9.346846e-05 0.0002181781 0.0004568385
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008881478 0.0002986824 -0.001367958 -0.0005298807
#> Sigma[2,2] 0.0299660482 0.0056919885 0.022212491 0.0377788369
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002357038 0.0003571085 -0.0002486749 0.0006805903
#> Sigma[3,2] -0.0224453420 0.0068291695 -0.0320732734 -0.0133295970
#> Sigma[3,3] 0.0400511417 0.0087653099 0.0293312058 0.0540299751
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004170592 0.0003592343 -0.0008384273 7.892263e-06
#> Sigma[4,2] -0.0005419789 0.0046188034 -0.0074856492 4.585078e-03
#> Sigma[4,3] 0.0242821052 0.0065287990 0.0182572572 3.562428e-02
#> Sigma[4,4] 0.0246528725 0.0068633731 0.0168721088 3.450813e-02
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982431604 0.007001464 0.97118915 0.99148558
#> lag1_var2 0.051103455 0.038444941 -0.00154188 0.10746336
#> lag1_var3 0.052619322 0.057981885 -0.02126527 0.14154546
#> lag1_var4 -0.047732868 0.058159646 -0.13769967 0.02575361
#> const 0.189806796 0.222974988 -0.10889933 0.48530833
#> exo1 0.005663298 0.014823019 -0.01191269 0.02728016
#> exo2 -0.031654692 0.014583269 -0.05200449 -0.01139126
#> exo3 0.010471048 0.017622350 -0.01299453 0.02826530
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1793386 0.07424723 0.10823179 0.3066263
#> lag1_var2 -0.1417627 0.40771879 -0.80154258 0.2359102
#> lag1_var3 -1.2073256 0.50995620 -1.93765547 -0.6783727
#> lag1_var4 1.1704568 0.50048982 0.64831933 1.8802254
#> const -1.4062552 1.31136142 -3.15773926 0.3909307
#> exo1 0.1275329 0.09389252 0.00816097 0.2602613
#> exo2 0.3189587 0.15830469 0.09400109 0.5009311
#> exo3 -0.2689401 0.22726796 -0.59512196 0.0276815
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2534728 0.1005989 -0.3904286 -0.11682889
#> lag1_var2 1.4170658 0.5956577 0.4983163 2.08026875
#> lag1_var3 2.8760817 0.8172664 1.6617235 3.87136706
#> lag1_var4 -1.8553410 0.8071246 -2.8387713 -0.66245709
#> const 5.2303417 2.7245808 1.8361795 9.75217039
#> exo1 -0.2260572 0.2022532 -0.4610262 0.06590108
#> exo2 -1.1582278 0.2520190 -1.5623421 -0.86729380
#> exo3 1.3689150 0.2513029 0.9688022 1.68458038
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1289796 0.08510689 -0.2379416 -0.02380968
#> lag1_var2 0.9326400 0.53270217 0.2648666 1.74804011
#> lag1_var3 1.4584423 0.68655329 0.5811136 2.48787609
#> lag1_var4 -0.4453863 0.67250818 -1.4464366 0.41683760
#> const 2.9183701 2.00025063 0.5406879 6.11575736
#> exo1 -0.1357974 0.15603024 -0.3283853 0.10004860
#> exo2 -1.0046201 0.17293401 -1.2994370 -0.83395234
#> exo3 1.2452739 0.12364515 1.0456614 1.36209969
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001349118 0.0003840874 0.0009717543 0.001946339
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01294675 0.003585314 -0.01847106 -0.009409875
#> Sigma[2,2] 0.42859996 0.094476053 0.32750449 0.579323499
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00814032 0.002628868 0.005463247 0.01221165
#> Sigma[3,2] -0.27039276 0.061453447 -0.372007553 -0.20447623
#> Sigma[3,3] 0.17593375 0.040431756 0.133568986 0.24386362
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002826579 0.0003803075 -0.0006978483 0.000331875
#> Sigma[4,2] 0.0077276802 0.0086793103 -0.0027977688 0.020976685
#> Sigma[4,3] 0.0007118326 0.0048417434 -0.0070401687 0.006565932
#> Sigma[4,4] 0.0059961416 0.0016766310 0.0039208693 0.008481199
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00155889 0.01957969 0.97766210 1.030962251
#> lag1_var2 0.05708947 0.11779392 -0.12889092 0.201216525
#> lag1_var3 0.10441739 0.18090184 -0.17550227 0.329938302
#> lag1_var4 -0.10547487 0.18490336 -0.33929096 0.178687424
#> const 0.12083933 0.61344376 -0.41006431 1.071314862
#> exo1 0.01856221 0.02752930 -0.01953131 0.056351485
#> exo2 -0.05473364 0.04340734 -0.11139911 0.007690931
#> exo3 0.01776987 0.05285772 -0.04917214 0.090937358
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004225914 0.5037453 -0.6564393 0.6848581
#> lag1_var2 -0.035774735 1.4429359 -1.7847998 1.9365065
#> lag1_var3 -1.460900890 2.2792018 -4.1235983 1.5996710
#> lag1_var4 1.466622340 2.2657801 -1.7215003 4.0694883
#> const 0.006588755 8.8257511 -11.2252037 12.8932146
#> exo1 0.239001682 0.5129023 -0.6041786 0.7629280
#> exo2 0.118458504 0.6168925 -0.6710115 0.8854141
#> exo3 0.030717924 0.4860201 -0.5216790 0.6826965
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.045885570 0.2901822 -0.3672164 0.4391613
#> lag1_var2 1.143826789 0.9359642 -0.2566092 2.2277561
#> lag1_var3 2.672510778 1.4692849 0.5357524 4.3207911
#> lag1_var4 -1.746060323 1.4623048 -3.3483915 0.4568665
#> const 3.470705729 5.2083687 -4.0799064 10.1645560
#> exo1 -0.163914782 0.3298949 -0.5008475 0.3669808
#> exo2 -0.686097473 0.4172302 -1.1845847 -0.1167357
#> exo3 -0.007197371 0.3195457 -0.3825991 0.3950039
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.045477455 0.06313058 -0.02893513 0.13601695
#> lag1_var2 0.829707574 0.21003576 0.55953979 1.11932259
#> lag1_var3 1.275566123 0.32661924 0.84906968 1.72106623
#> lag1_var4 -0.329719575 0.32341924 -0.76957431 0.08890615
#> const 2.399876473 1.33922968 0.18654500 3.80992656
#> exo1 -0.008352801 0.06333138 -0.10180869 0.07018617
#> exo2 -0.629561847 0.09088706 -0.76974970 -0.51601673
#> exo3 0.016859130 0.09630736 -0.12459623 0.14724933
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006464059 0.000106398 0.0005065083 0.0007860396
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003090151 0.001042781 -0.004541324 -0.001809463
#> Sigma[2,2] 0.078907106 0.012972017 0.064161645 0.096867867
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00488378 0.001908398 0.002273146 0.007381999
#> Sigma[3,2] -0.14728639 0.029574541 -0.183822307 -0.113112030
#> Sigma[3,3] 0.40566471 0.081249993 0.286425857 0.498124909
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002402604 0.001323776 0.0005677571 0.003879005
#> Sigma[4,2] -0.086042048 0.021467334 -0.1122843613 -0.056769930
#> Sigma[4,3] 0.296646333 0.063044944 0.2006240221 0.363716776
#> Sigma[4,4] 0.235507917 0.050512452 0.1603554989 0.287849243
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98568753 0.01899555 0.96282774 1.015521294
#> lag1_var2 0.04937857 0.08568763 -0.05456305 0.163052722
#> lag1_var3 0.07153580 0.10407491 -0.05735011 0.207712627
#> lag1_var4 -0.06836560 0.10052140 -0.19968146 0.056058059
#> const 0.17203251 0.28611614 -0.27256383 0.469509098
#> exo1 -0.03634391 0.03194416 -0.08715543 -0.002558004
#> exo2 -0.04335139 0.03519787 -0.09286272 0.004366328
#> exo3 0.00285321 0.01362242 -0.01394220 0.021988670
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28156729 0.2365448 -0.1062343 0.5143694
#> lag1_var2 0.18376381 0.8825311 -0.8262238 1.4906040
#> lag1_var3 -1.04976420 1.1021371 -2.2911468 0.5882134
#> lag1_var4 0.98703868 1.0610551 -0.5836358 2.1894758
#> const -2.09615023 3.4170514 -6.9823235 2.2228950
#> exo1 0.69176047 0.3373918 0.2494407 1.1736877
#> exo2 0.19175645 0.4453682 -0.3116450 0.9323772
#> exo3 0.02688675 0.2519640 -0.2634645 0.3718587
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.238559143 0.6180508 -0.4365795 1.1932061
#> lag1_var2 -0.607656301 1.8412379 -3.4386718 1.7396718
#> lag1_var3 0.006093873 2.3098261 -3.5623962 2.9348771
#> lag1_var4 0.923045195 2.2268723 -1.9092544 4.3562891
#> const -1.305400305 10.6484090 -15.7134121 12.5361594
#> exo1 -1.128965688 0.7071431 -2.2048245 -0.2708584
#> exo2 -0.697513650 1.1315724 -2.5649050 0.7127007
#> exo3 -0.164432974 0.7090170 -1.1362156 0.8812772
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4880419 0.4733254 -0.05317931 1.17722386
#> lag1_var2 -0.9349073 1.2421732 -2.79867344 0.62627094
#> lag1_var3 -1.4518351 1.5562713 -3.80441167 0.51593764
#> lag1_var4 2.3410006 1.5043761 0.43825562 4.61217562
#> const -4.4942349 8.6519316 -17.48319920 6.20395437
#> exo1 -0.5749811 0.4880984 -1.32821898 -0.06102873
#> exo2 -0.5863431 0.8221885 -1.88972345 0.53587219
#> exo3 -0.1699462 0.5798371 -0.91577649 0.67436370
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002228176 0.0004670755 0.001555395 0.002794319
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 4.053067e-05 0.001661948 -0.002516996 0.002205124
#> Sigma[2,2] 2.064224e-02 0.005769949 0.014874943 0.030643301
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007986682 0.004937179 -0.01484907 -0.001039903
#> Sigma[3,2] -0.049733674 0.014503122 -0.07161455 -0.033656714
#> Sigma[3,3] 0.198559553 0.050103915 0.14247585 0.267438794
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008285806 0.004089611 -0.01439125 -0.002908218
#> Sigma[4,2] -0.036978912 0.011665268 -0.05587532 -0.024487023
#> Sigma[4,3] 0.170109656 0.043370457 0.12357916 0.225299408
#> Sigma[4,4] 0.149648404 0.038235459 0.11042728 0.197497765
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955651837 0.03798520 0.89597437 1.00083995
#> lag1_var2 0.278331859 0.10386096 0.14815345 0.42130466
#> lag1_var3 0.432587393 0.16270337 0.24366211 0.67786745
#> lag1_var4 -0.435633586 0.16367485 -0.68438047 -0.24555908
#> const 1.371407220 0.99289702 0.42720364 3.14022238
#> exo1 0.030378678 0.04845225 -0.04837535 0.08072487
#> exo2 -0.024381244 0.05632956 -0.09698205 0.05471026
#> exo3 0.005597179 0.07382722 -0.07807964 0.12838576
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2131188 0.1209686 0.04451951 0.3671366
#> lag1_var2 0.7832299 0.4138540 0.20532091 1.3235409
#> lag1_var3 0.5037591 0.7200764 -0.60200779 1.3549498
#> lag1_var4 -0.5743545 0.7204189 -1.41985497 0.5370699
#> const 1.9534002 2.8586102 -1.83163068 6.4464407
#> exo1 0.1422987 0.1431352 -0.04649203 0.3300045
#> exo2 0.7174506 0.1557952 0.55642188 0.9603268
#> exo3 0.1984779 0.1737756 -0.04019667 0.4456442
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19088977 0.2837520 -0.5083764 0.26871934
#> lag1_var2 -0.17681385 1.2805355 -1.7353759 1.60324209
#> lag1_var3 -0.33098172 2.3619583 -3.1897785 3.26164838
#> lag1_var4 1.40323799 2.3800714 -2.2454922 4.26855278
#> const -3.40283139 8.7035522 -16.0204295 7.14547370
#> exo1 -0.64589069 0.4856680 -1.3779570 0.05530818
#> exo2 -1.06933813 0.5457362 -1.9073880 -0.43386478
#> exo3 0.08874898 0.6475956 -0.6999884 1.11871105
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.044389328 0.2398612 -0.3434213 0.34120950
#> lag1_var2 0.002882291 1.1013898 -1.2711511 1.46893031
#> lag1_var3 -0.522858521 2.0032417 -2.8677292 2.52339591
#> lag1_var4 1.565899783 2.0195101 -1.5324567 3.92204344
#> const -3.446064744 7.4779217 -14.9921892 5.36395033
#> exo1 -0.563705547 0.4429248 -1.2004980 0.11388071
#> exo2 -0.632543613 0.4669273 -1.3620641 -0.09080877
#> exo3 0.229196065 0.5847594 -0.5421895 1.13598039
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002036208 0.0004916546 0.001450074 0.002758811
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00727626 0.002247497 -0.01045535 -0.004751915
#> Sigma[2,2] 0.06913544 0.014473877 0.05151401 0.091875202
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004916033 0.001658041 0.003171718 0.007398447
#> Sigma[3,2] -0.051739351 0.012034434 -0.069049297 -0.038074011
#> Sigma[3,3] 0.044904269 0.010850740 0.031608195 0.059251148
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.362288e-05 0.000558596 -0.0008845794 0.0006676217
#> Sigma[4,2] -6.048441e-03 0.004874913 -0.0126662072 -0.0000408235
#> Sigma[4,3] 1.139836e-02 0.004066265 0.0068383139 0.0171819034
#> Sigma[4,4] 8.276118e-03 0.001847553 0.0056558855 0.0110278962
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952321453 0.02882886 0.91979203 1.000484302
#> lag1_var2 0.186223342 0.16162149 -0.06336124 0.359403515
#> lag1_var3 0.307155500 0.24399147 -0.05222663 0.565189187
#> lag1_var4 -0.301781468 0.24050528 -0.55276535 0.050061744
#> const 1.198015673 0.58770580 0.46723440 1.956184738
#> exo1 -0.006974084 0.04576285 -0.07499782 0.059128289
#> exo2 -0.065340371 0.05466425 -0.15504068 -0.007087933
#> exo3 -0.008770344 0.05751290 -0.07945104 0.063609048
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4145594 0.1952477 0.12887488 0.6646735
#> lag1_var2 -0.3599043 0.7527738 -0.98093080 0.8938732
#> lag1_var3 -1.2493534 1.1135621 -2.19009511 0.5821218
#> lag1_var4 1.3246572 1.0913150 -0.46680494 2.2374842
#> const -4.3981094 2.6895300 -7.61337796 -0.7621574
#> exo1 0.2188668 0.2177837 -0.06128772 0.5018550
#> exo2 2.0449111 0.2695632 1.77304395 2.4887501
#> exo3 1.0778837 0.2350143 0.80856178 1.3856992
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2545231 0.1664761 -0.4689694 -0.01913412
#> lag1_var2 1.3073273 0.5622022 0.4266946 1.86019276
#> lag1_var3 2.3904372 0.8218267 1.1381406 3.12190772
#> lag1_var4 -1.4974529 0.8052030 -2.2060153 -0.27302599
#> const 5.8525757 2.6658335 2.9125455 9.99213801
#> exo1 -0.1634388 0.1589876 -0.4404970 -0.02655229
#> exo2 -2.0599166 0.1886966 -2.3128816 -1.81307364
#> exo3 -0.5947505 0.1794384 -0.8853361 -0.39817773
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01676259 0.06127695 -0.05062639 0.1094128
#> lag1_var2 0.66949606 0.19882024 0.33817693 0.9003735
#> lag1_var3 0.95439043 0.29759951 0.48582323 1.3276122
#> lag1_var4 0.01287914 0.28705484 -0.35397063 0.4658521
#> const 1.41950830 1.34060272 0.53230546 3.6531761
#> exo1 -0.02431036 0.10490177 -0.16253885 0.1413492
#> exo2 -0.86898994 0.06272761 -0.94070645 -0.7692534
#> exo3 0.15664399 0.08657283 0.05252243 0.2926534
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004959836 0.0001173085 0.0003433215 0.0006422157
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02234333 0.00749304 -0.03346627 -0.01480868
#> Sigma[2,2] 2.79718402 0.58389919 2.00665838 3.58510545
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01110232 0.004124654 0.00623548 0.0157521
#> Sigma[3,2] -1.89162173 0.442894798 -2.42557642 -1.2088699
#> Sigma[3,3] 1.70179876 0.410260695 1.15837873 2.2703965
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004361102 0.002442604 -0.007788751 -0.001308676
#> Sigma[4,2] -0.012808893 0.216181196 -0.385176329 0.223423489
#> Sigma[4,3] 0.480500593 0.187539332 0.279215052 0.789393684
#> Sigma[4,4] 0.527426710 0.117952370 0.368552526 0.679928719
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98395618 0.007055919 0.97465103 0.993275862
#> lag1_var2 0.06062367 0.017868199 0.03817892 0.085676465
#> lag1_var3 0.09232993 0.027125674 0.05847291 0.131031218
#> lag1_var4 -0.08653769 0.025188043 -0.12182873 -0.054399500
#> const 0.07761144 0.179882335 -0.14425665 0.353418280
#> exo1 -0.01794865 0.014983404 -0.03709546 0.003759863
#> exo2 -0.10872901 0.010872599 -0.12105495 -0.094580467
#> exo3 0.06143524 0.037189294 0.01868322 0.118686024
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.62419165 0.661806 -1.662125 0.02615756
#> lag1_var2 -0.04295092 1.643930 -2.122732 2.48084297
#> lag1_var3 -1.16468616 2.491465 -4.335786 2.56376931
#> lag1_var4 1.37303674 2.297788 -2.102247 4.40852180
#> const 5.11822161 14.500469 -16.776745 20.80490690
#> exo1 1.58887853 1.715469 -1.053389 3.54104222
#> exo2 6.49065223 1.295454 4.694219 8.10143462
#> exo3 -0.26275183 3.374759 -4.924557 4.01072384
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3360984 0.6946232 -1.076511 0.8036575
#> lag1_var2 2.5829259 1.6216493 0.223987 4.7114099
#> lag1_var3 4.6327111 2.4194801 1.189042 7.7637849
#> lag1_var4 -3.6182964 2.2688617 -6.606734 -0.3995731
#> const 6.0375761 12.0654900 -10.773106 22.5399226
#> exo1 -1.3962913 1.2645929 -3.037615 0.2522676
#> exo2 -4.9753079 1.7288880 -7.267943 -2.5257202
#> exo3 0.2191731 2.4303513 -3.112955 3.4994071
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.84367510 0.3768810 -1.3997202 -0.3534574
#> lag1_var2 2.32621890 1.0915572 1.3503758 3.9703991
#> lag1_var3 3.51555335 1.6030112 2.0510010 5.9018442
#> lag1_var4 -2.31439317 1.5029587 -4.5610160 -0.9273299
#> const 8.64283015 6.8352300 0.1854436 17.7926147
#> exo1 -0.38339304 0.6872996 -1.0730662 0.6824610
#> exo2 -0.94864029 1.1186082 -2.5424922 0.5998217
#> exo3 0.06535831 1.1034940 -1.1218058 1.6111896
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006618759 0.0001331744 0.0004727313 0.0008363432
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001185113 0.0005664145 -0.002032225 -0.0005772169
#> Sigma[2,2] 0.013986088 0.0043687651 0.009750262 0.0214307394
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006136662 0.0009375893 -0.0009583965 0.0014224535
#> Sigma[3,2] -0.0061439694 0.0058120237 -0.0145903434 0.0003070578
#> Sigma[3,3] 0.0369068648 0.0095579806 0.0242044988 0.0491572449
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001073483 0.001024565 -0.001564704 0.001065214
#> Sigma[4,2] 0.0002165745 0.005250048 -0.006319996 0.007891990
#> Sigma[4,3] 0.0354877687 0.008819221 0.024831327 0.046714749
#> Sigma[4,4] 0.0371361557 0.009137854 0.026500534 0.050564750
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98212596 0.01583946 0.96224715 1.004030692
#> lag1_var2 0.04882624 0.02549686 0.02349554 0.089992864
#> lag1_var3 0.08287604 0.04802822 0.02340038 0.150016883
#> lag1_var4 -0.07775276 0.04618726 -0.14365491 -0.024483295
#> const 0.11016198 0.24973093 -0.20700493 0.493391161
#> exo1 0.01672875 0.02507420 -0.02375918 0.043032025
#> exo2 -0.03810998 0.02392097 -0.06772650 -0.005139561
#> exo3 -0.02309163 0.01737539 -0.04281446 0.005211192
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07078636 0.1347175 -0.1022725 0.2423808
#> lag1_var2 0.64116603 0.2141224 0.2902565 0.8869481
#> lag1_var3 -0.26316741 0.3987382 -0.9038508 0.1909226
#> lag1_var4 0.28134791 0.3703124 -0.1679290 0.8652231
#> const -1.04958870 1.2608425 -2.7301472 0.3299757
#> exo1 0.01554950 0.1330232 -0.1561320 0.1903131
#> exo2 0.75460383 0.1057237 0.5885000 0.8751157
#> exo3 0.27261031 0.1509580 0.1162073 0.5193751
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20601467 0.2884631 -0.1101285 0.6486545
#> lag1_var2 0.07859445 0.2871310 -0.3107267 0.4453693
#> lag1_var3 0.67238498 0.5812589 -0.1753702 1.4255888
#> lag1_var4 0.20014178 0.4985135 -0.4552956 0.9070047
#> const 0.25545401 2.0805559 -3.0659058 2.3017862
#> exo1 0.16404050 0.2315620 -0.1380907 0.4994095
#> exo2 -0.76643398 0.2349060 -1.1006161 -0.4781504
#> exo3 -0.07342739 0.2115760 -0.3658520 0.2332601
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25454243 0.2523358 -0.02921827 0.6403779
#> lag1_var2 0.13307737 0.2660184 -0.23909188 0.4561080
#> lag1_var3 0.02117292 0.5208081 -0.75253241 0.5883440
#> lag1_var4 0.87659360 0.4517160 0.39898648 1.5689117
#> const -1.36032453 1.8227716 -4.24893053 0.8169138
#> exo1 0.18600197 0.2072357 -0.04720540 0.4719560
#> exo2 -0.46298889 0.2101632 -0.77346924 -0.2027004
#> exo3 0.05400575 0.2269941 -0.31879171 0.3307264
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001194901 0.0002775975 0.0008628662 0.001631703
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006596319 0.002092284 -0.002967644 0.002455448
#> Sigma[2,2] 0.2419017373 0.059604470 0.181179396 0.331625301
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00293973 0.002056506 -0.000246599 0.005653551
#> Sigma[3,2] -0.15339754 0.043494860 -0.213424634 -0.104248887
#> Sigma[3,3] 0.41988430 0.088006231 0.309621381 0.546980190
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002972275 0.001562473 0.001074154 0.004757065
#> Sigma[4,2] -0.013106399 0.062018039 -0.088264460 0.074096733
#> Sigma[4,3] 0.375380829 0.089851675 0.269119665 0.499296123
#> Sigma[4,4] 0.418491213 0.106273435 0.302440032 0.574384061
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.932403010 0.01221265 0.91341258 0.94844838
#> lag1_var2 0.148701894 0.03279167 0.11051521 0.19832468
#> lag1_var3 0.230119663 0.06311112 0.15863533 0.32257967
#> lag1_var4 -0.216037829 0.05511777 -0.29836585 -0.15351227
#> const 0.484875748 0.43153231 -0.05501327 1.05796319
#> exo1 0.003137011 0.02038470 -0.02194568 0.03605123
#> exo2 -0.277196926 0.03546446 -0.32121765 -0.22315373
#> exo3 -0.072251099 0.04155563 -0.14235602 -0.03033116
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20524834 0.2684670 -0.65383965 0.03064322
#> lag1_var2 0.69203566 0.5506464 -0.02223933 1.46010865
#> lag1_var3 0.07138529 0.9825066 -1.04475638 1.47425167
#> lag1_var4 0.06059161 0.9173518 -1.23861415 1.10927129
#> const 0.76277034 3.8350895 -3.45104645 7.34677110
#> exo1 0.44457857 0.6018945 -0.48217036 1.02632120
#> exo2 2.79440327 0.4842820 2.21049708 3.53582486
#> exo3 0.55554445 0.4247698 0.14187575 1.18157351
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5072523 0.4013407 -1.099696 0.0323652
#> lag1_var2 2.6178727 0.6431364 1.870370 3.5233166
#> lag1_var3 4.9805419 1.1725548 3.629746 6.8484388
#> lag1_var4 -4.0158749 1.1042034 -5.784852 -2.7038363
#> const 9.4373742 9.3195196 -1.374055 22.7999714
#> exo1 -0.4093458 0.6155050 -1.192524 0.3670841
#> exo2 -3.9548894 0.4408095 -4.574248 -3.3718083
#> exo3 -1.9380809 1.0478054 -3.285269 -0.4683838
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7271819 0.3783494 -1.3003751 -0.2937110
#> lag1_var2 2.9801428 0.6694219 2.0255487 3.8064598
#> lag1_var3 4.9253590 1.2096969 3.1898918 6.6153156
#> lag1_var4 -3.8420701 1.1720201 -5.4180481 -2.1519458
#> const 9.4170760 9.3624025 -0.3170081 23.6464824
#> exo1 -0.1681170 0.5529386 -0.7677689 0.6557662
#> exo2 -2.7472420 0.6050769 -3.6919755 -2.0297484
#> exo3 -1.8533508 1.0514117 -3.0020950 -0.3651563
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003350501 6.478751e-05 0.0002701312 0.0004391264
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009688883 0.00270727 -0.01354784 -0.006437377
#> Sigma[2,2] 1.003559826 0.17312150 0.80326498 1.227452941
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006874218 0.003783531 0.00181726 0.01195817
#> Sigma[3,2] -0.076249144 0.272567680 -0.43388805 0.25996063
#> Sigma[3,3] 1.835170571 0.564598537 1.16491923 2.72730114
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001093008 0.003727106 -0.004977368 0.005063999
#> Sigma[4,2] 0.586341047 0.319525557 0.234603126 1.040532331
#> Sigma[4,3] 1.941292541 0.607213635 1.259447044 2.897155422
#> Sigma[4,4] 2.499672053 0.727303053 1.739761480 3.643448444
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9710023911 0.01321330 0.95642436 0.99281056
#> lag1_var2 0.0799519907 0.03088678 0.03529559 0.11097911
#> lag1_var3 0.1234889564 0.04746258 0.05522267 0.17272036
#> lag1_var4 -0.1173035413 0.04389875 -0.16349090 -0.05352762
#> const 0.3416830648 0.15976204 0.12625245 0.54874885
#> exo1 0.0036883010 0.01093850 -0.01343002 0.01747927
#> exo2 -0.0575418280 0.02254933 -0.08529206 -0.02194659
#> exo3 0.0006389384 0.01704379 -0.01688940 0.02838380
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.758362 0.5494420 0.9634267 2.4489830
#> lag1_var2 -2.855869 1.7379400 -5.3321432 -0.2668847
#> lag1_var3 -5.437830 2.7282506 -9.3177938 -1.3917938
#> lag1_var4 5.086345 2.5587693 1.3436134 8.7811315
#> const -17.759939 6.3259936 -26.3599101 -9.2265742
#> exo1 -0.771260 0.5900213 -1.4112112 0.1598592
#> exo2 5.659708 1.6099026 3.3032537 7.7950801
#> exo3 3.150553 1.2617920 1.1910501 4.4145103
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3598225 1.035691 -1.1982636 1.5961729
#> lag1_var2 1.2080607 1.567738 -0.6408275 3.3481440
#> lag1_var3 2.7104753 2.453498 -0.2402038 6.1545683
#> lag1_var4 -1.9235397 2.246269 -5.1289674 0.7212571
#> const 2.9269201 13.303920 -11.1632312 23.1555037
#> exo1 -0.3472813 1.425216 -2.5737712 1.4209530
#> exo2 -5.3222581 2.001766 -6.9526752 -1.7756928
#> exo3 -0.3700153 1.942668 -3.3031430 1.7504454
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5332092 1.196569 -0.3920727 2.822698
#> lag1_var2 -0.9801945 2.353103 -3.6121784 2.429686
#> lag1_var3 -1.3171033 3.705955 -5.4220272 4.199426
#> lag1_var4 1.8838689 3.438204 -3.2289326 5.680241
#> const -9.9303394 13.656811 -23.6433139 10.425223
#> exo1 -0.8840848 1.585080 -3.1810829 1.114666
#> exo2 -2.1176011 2.162888 -3.8999457 1.407892
#> exo3 1.7547420 2.036029 -1.4771523 4.225714
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001861035 0.0005627201 0.001238568 0.002697734
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007192924 0.00532653 -0.01501597 -0.0001722818
#> Sigma[2,2] 0.215049135 0.04455427 0.16763424 0.2853647197
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006274619 0.004903982 0.0001693308 0.01362145
#> Sigma[3,2] -0.128788607 0.062185602 -0.2219102189 -0.05532430
#> Sigma[3,3] 0.223024935 0.085874580 0.1355577574 0.35734805
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003102297 0.002919672 -0.0006837912 0.007525718
#> Sigma[4,2] -0.017193296 0.050439661 -0.0932385917 0.045459411
#> Sigma[4,3] 0.158698917 0.060699989 0.0923916705 0.259927670
#> Sigma[4,4] 0.152718960 0.040520719 0.1088553498 0.220069680
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99996464 0.03492640 0.94862686 1.040950465
#> lag1_var2 0.12035443 0.05980823 0.04084660 0.203676920
#> lag1_var3 0.26331680 0.10885945 0.11542642 0.416861812
#> lag1_var4 -0.27494595 0.10481913 -0.42299298 -0.134207194
#> const 0.72871893 0.51343190 0.08786887 1.403214343
#> exo1 -0.01233759 0.03349994 -0.05662925 0.035865846
#> exo2 -0.13927970 0.04619283 -0.19536792 -0.074741136
#> exo3 -0.07667416 0.04878003 -0.13130739 -0.007348406
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.50582429 0.4953191 -1.2666363 0.007435532
#> lag1_var2 1.38273517 0.7462748 0.5859170 2.588705819
#> lag1_var3 0.70804251 1.4191961 -0.7503554 3.015516588
#> lag1_var4 -0.48223625 1.2952065 -2.6100247 0.871776738
#> const 0.08210657 6.3424658 -7.5801861 9.006932470
#> exo1 0.19863537 0.3774979 -0.3489925 0.684873308
#> exo2 0.19584155 0.4323452 -0.1500290 0.878695826
#> exo3 0.59313511 0.3385404 0.2670726 1.135746659
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1139867 0.2869570 0.7813621 1.5587595
#> lag1_var2 -1.2095522 0.7957292 -2.1934532 -0.1210777
#> lag1_var3 -1.0446148 1.5083037 -2.8478558 1.0965004
#> lag1_var4 1.5755786 1.4360774 -0.5202793 3.2776630
#> const -1.5297801 3.6788420 -7.2631291 2.5297801
#> exo1 -0.4950952 0.5314428 -1.3815613 0.1350939
#> exo2 -3.3291406 0.4035155 -3.9083144 -2.8095264
#> exo3 -0.5430308 0.2358499 -0.8300560 -0.2077911
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8844214 0.2115685 0.62126268 1.15421475
#> lag1_var2 -0.7618162 0.6786599 -1.57823608 0.15308572
#> lag1_var3 -1.1946793 1.3216813 -2.79149822 0.63878324
#> lag1_var4 1.8478345 1.2703866 0.05824793 3.39949158
#> const -2.5474156 3.1137670 -6.76591805 1.86496690
#> exo1 -0.4045540 0.4168675 -1.10552262 0.04047679
#> exo2 -3.2835140 0.3461404 -3.81252577 -2.88248429
#> exo3 -0.2381008 0.2626219 -0.59345278 0.13478432
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008864791 0.0001842741 0.0006670784 0.00118926
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03013354 0.008286261 -0.0409432 -0.01929088
#> Sigma[2,2] 1.69567006 0.393891575 1.2216554 2.29134981
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0180536 0.006733847 0.009156353 0.02670445
#> Sigma[3,2] -1.1620216 0.316425632 -1.676765839 -0.79299820
#> Sigma[3,3] 1.0874066 0.242862904 0.814102707 1.48336456
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001406232 0.002879026 -0.005362201 0.002244662
#> Sigma[4,2] -0.087761552 0.112338542 -0.240519355 0.063583211
#> Sigma[4,3] 0.373837102 0.090617108 0.239969100 0.487015455
#> Sigma[4,4] 0.343837809 0.052853106 0.295148452 0.434290930
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96995795 0.03464051 0.93253783 1.023743531
#> lag1_var2 0.13447693 0.05925063 0.04647699 0.208096433
#> lag1_var3 0.21366529 0.09447008 0.07428682 0.332606025
#> lag1_var4 -0.20972843 0.08674094 -0.31827075 -0.081277777
#> const 0.49412309 0.42987094 -0.18635531 1.013152676
#> exo1 0.01093228 0.03284423 -0.04123189 0.041536926
#> exo2 -0.04917205 0.04100621 -0.10906956 0.009404094
#> exo3 0.08002922 0.03381897 0.03982214 0.133196799
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5863011 1.338370 -1.634777 1.7550552
#> lag1_var2 -3.5947747 2.316729 -7.086565 -0.9997168
#> lag1_var3 -7.0704858 3.658958 -12.631532 -3.0214628
#> lag1_var4 7.0001580 3.399667 3.324414 12.1618142
#> const -8.3513059 17.252783 -26.311170 19.1736354
#> exo1 -0.8052764 1.168032 -2.286841 0.7899381
#> exo2 0.2729817 1.682980 -2.009841 2.5837874
#> exo3 -0.5496159 1.152353 -2.092254 0.9117591
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2749600 0.9129090 -0.7791537 1.7752046
#> lag1_var2 2.3743522 2.1345490 -0.2985476 5.4961462
#> lag1_var3 4.6774588 3.3609847 0.5424521 9.6497376
#> lag1_var4 -3.7794317 3.1681217 -8.4673062 0.1106662
#> const -0.4498076 10.7850275 -17.9688017 9.5284779
#> exo1 0.2536616 0.7772321 -0.9009334 1.2426292
#> exo2 -0.5712478 1.5230142 -2.7186654 1.5806021
#> exo3 0.8858201 0.9181218 -0.2995867 2.2421555
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6672806 0.4208302 0.06551704 1.2167788
#> lag1_var2 -0.2645875 1.1957555 -1.75071199 1.3882837
#> lag1_var3 -0.3632116 1.8947500 -2.67599464 2.2765994
#> lag1_var4 1.2342489 1.7752390 -1.19622131 3.3907870
#> const -7.3004831 3.0323620 -12.89225819 -4.7167906
#> exo1 -0.2972427 0.4219378 -0.77045631 0.3621687
#> exo2 -0.4286243 0.6693494 -1.19643221 0.5789529
#> exo3 0.5646944 0.5122868 -0.13428010 1.2253158
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005853423 0.0001381554 0.000433039 0.0007917759
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01483581 0.003391262 -0.02020025 -0.01225293
#> Sigma[2,2] 0.77177249 0.159966823 0.62620048 1.02015334
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008997361 0.002923463 0.00637417 0.01368756
#> Sigma[3,2] -0.469763439 0.108563351 -0.63787106 -0.35626992
#> Sigma[3,3] 0.342834177 0.085976743 0.24978485 0.48729523
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.913196e-05 0.001262175 -0.001497141 0.001751251
#> Sigma[4,2] -6.712566e-03 0.039291964 -0.061942679 0.046217155
#> Sigma[4,3] 6.433635e-02 0.032829097 0.022360500 0.112933172
#> Sigma[4,4] 6.400252e-02 0.012628013 0.050625650 0.083056139
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001566335 0.01878865 0.975604769 1.02666236
#> lag1_var2 -0.029174814 0.07880025 -0.137343318 0.08605957
#> lag1_var3 -0.057859510 0.13089991 -0.235079652 0.13611639
#> lag1_var4 0.059184193 0.12730323 -0.127691650 0.23390915
#> const -0.124887992 0.30614177 -0.503290817 0.28668039
#> exo1 0.005261939 0.01300079 -0.015448055 0.01975484
#> exo2 -0.052256199 0.02729065 -0.093471793 -0.01604273
#> exo3 0.033723635 0.02048280 0.005823251 0.06399960
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03124645 0.4727807 -1.6310417 -0.3703761
#> lag1_var2 3.23413584 2.0491848 0.3737907 5.8179830
#> lag1_var3 3.91214485 3.3540245 -0.7718006 8.0671027
#> lag1_var4 -3.65198133 3.2545285 -7.7383718 0.8725158
#> const 11.51578514 10.5401819 -1.6098470 25.9761825
#> exo1 -0.60585328 0.6263981 -1.3698003 0.2903055
#> exo2 0.21069654 0.8594548 -0.6086760 1.6866266
#> exo3 0.09692363 1.0727672 -1.4935265 1.3558935
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6239472 0.3344717 0.08570454 0.97254321
#> lag1_var2 -0.7994369 1.4616049 -2.69742617 1.45609153
#> lag1_var3 -0.3351724 2.4169668 -3.47565326 3.40189265
#> lag1_var4 1.1071493 2.3398346 -2.49203517 4.18130288
#> const -2.3953286 6.7093893 -12.77056525 4.44960728
#> exo1 0.0624283 0.3853383 -0.35219370 0.71291722
#> exo2 -0.6136818 0.5905340 -1.60024806 0.04065807
#> exo3 -0.1244484 0.6017552 -0.85252502 0.81567403
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003173272 0.1285437 -0.17482415 0.16362358
#> lag1_var2 0.828064060 0.5099108 0.09581005 1.43829796
#> lag1_var3 1.495972095 0.8711023 0.24435560 2.56168051
#> lag1_var4 -0.547546217 0.8491777 -1.61439700 0.67258159
#> const 3.358406224 2.9162838 -1.05644861 6.50719678
#> exo1 -0.299931232 0.1974493 -0.57021650 -0.08300172
#> exo2 -0.500348563 0.1867042 -0.73732841 -0.25086507
#> exo3 -0.070515174 0.2194797 -0.35048970 0.22286929
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003664255 8.688303e-05 0.000270917 0.0005058822
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004222581 0.0009732871 -0.005494369 -0.002813235
#> Sigma[2,2] 0.324580713 0.1303559371 0.245540755 0.521532754
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002801166 0.0022838 -0.0001287963 0.006187593
#> Sigma[3,2] -0.286232617 0.1460876 -0.5254355011 -0.177604974
#> Sigma[3,3] 0.422023706 0.1769078 0.2814460382 0.733927721
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003121925 0.001990268 -0.002178698 0.003250136
#> Sigma[4,2] -0.1023312611 0.078149393 -0.233025672 -0.027072999
#> Sigma[4,3] 0.2716805318 0.102283575 0.182857119 0.452829606
#> Sigma[4,4] 0.2266242290 0.066766376 0.162756030 0.336876396
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980292264 0.01469682 0.958938034 0.999474432
#> lag1_var2 0.019037003 0.02111089 -0.002089273 0.053680369
#> lag1_var3 0.027255298 0.03563165 -0.007618447 0.082525429
#> lag1_var4 -0.019936441 0.03504349 -0.075962993 0.018344835
#> const 0.125739555 0.11944086 -0.003331857 0.333003532
#> exo1 -0.009217141 0.01299885 -0.026724895 0.007776549
#> exo2 -0.060895620 0.01572182 -0.078714960 -0.035494709
#> exo3 0.021763962 0.02260910 -0.004828691 0.055231821
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07589526 0.4787264 -0.54462077 0.7480663
#> lag1_var2 3.05901076 0.8894601 1.83629790 4.2259738
#> lag1_var3 3.87205167 1.4579901 1.90109971 5.8218147
#> lag1_var4 -4.09457253 1.2898667 -5.80463694 -2.3841320
#> const 12.33664166 6.1988271 4.38713638 21.0154107
#> exo1 -0.25742222 0.3256057 -0.73512981 0.1748471
#> exo2 0.90856846 0.6429933 -0.09414716 1.7321057
#> exo3 -0.13223045 0.4174544 -0.71140721 0.4246882
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08447751 0.6383804 -0.7469778 0.96573565
#> lag1_var2 -1.41859046 1.4376092 -3.4945805 0.05792143
#> lag1_var3 -1.59862262 2.4581762 -5.1798032 0.92542345
#> lag1_var4 2.69189069 2.2702058 0.4495240 5.99561142
#> const -8.44389176 7.7281439 -19.7951994 1.03684712
#> exo1 0.20333289 0.5312442 -0.2980091 0.94372172
#> exo2 -1.73849458 0.8268251 -2.5170270 -0.40351634
#> exo3 -0.09551508 0.5981909 -0.7174028 0.76291573
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12725601 0.5768052 -0.7183848 0.8698079
#> lag1_var2 0.01773334 1.3018535 -1.6799777 1.5820132
#> lag1_var3 0.05113374 2.2534573 -2.8784586 2.7138646
#> lag1_var4 0.93936917 2.1180352 -1.4657036 3.7291466
#> const -2.83856318 7.6931496 -13.0325575 7.0692884
#> exo1 0.06835748 0.4916675 -0.4720348 0.8619629
#> exo2 -1.23924792 0.5608431 -1.9287817 -0.4400929
#> exo3 -0.17374220 0.5419504 -0.6717070 0.7182272
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000424856 7.347292e-05 0.0003246327 0.000525455
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001568965 0.0005876111 -0.002387979 -0.0008793104
#> Sigma[2,2] 0.032983432 0.0078918065 0.024016632 0.0459956410
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003172313 0.000334890 -0.0001552626 0.0007598863
#> Sigma[3,2] -0.0184080099 0.005152752 -0.0268112485 -0.0128975519
#> Sigma[3,3] 0.0217587328 0.004850584 0.0160642800 0.0290682863
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004904523 0.0003754926 -0.0009769928 1.908311e-05
#> Sigma[4,2] -0.0088323445 0.0055772734 -0.0160298252 -9.581004e-04
#> Sigma[4,3] 0.0198902517 0.0043366201 0.0147046320 2.543021e-02
#> Sigma[4,4] 0.0226841002 0.0035806409 0.0170790156 2.658853e-02
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98017309 0.01497474 0.95800709 0.9983685325
#> lag1_var2 0.02413388 0.01449705 0.00380087 0.0423711111
#> lag1_var3 0.08873716 0.03261479 0.04681209 0.1345790183
#> lag1_var4 -0.08003676 0.02519423 -0.11686786 -0.0490844650
#> const 0.32345254 0.16256198 0.07358816 0.5072911050
#> exo1 0.01353300 0.02294004 -0.01527198 0.0462160291
#> exo2 -0.04642282 0.03174771 -0.08587219 0.0002571774
#> exo3 -0.01093808 0.02135556 -0.03796063 0.0199931309
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30095444 0.13765326 0.07800521 0.4814756
#> lag1_var2 0.53034254 0.09707971 0.40966129 0.6744493
#> lag1_var3 -0.10472867 0.33785632 -0.57128571 0.3203723
#> lag1_var4 0.23607595 0.25378475 -0.08569256 0.5876828
#> const 0.58592470 1.93293504 -2.20176726 2.8107060
#> exo1 -0.03071436 0.18001199 -0.24451173 0.2546907
#> exo2 1.42838403 0.29062875 1.06973309 1.9010003
#> exo3 0.61515805 0.17401091 0.35173843 0.7983537
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04113344 0.1683882 -0.28099060 0.17484540
#> lag1_var2 0.14725318 0.1051458 0.01910663 0.30160864
#> lag1_var3 0.62497658 0.3464346 0.17713502 1.07548407
#> lag1_var4 0.17651613 0.2731607 -0.18619378 0.53697282
#> const 0.25284436 1.8162267 -2.20458269 2.68707175
#> exo1 -0.12580312 0.1388517 -0.25672137 0.08721995
#> exo2 -0.92271627 0.1839687 -1.15268393 -0.63504766
#> exo3 -0.30906009 0.1866798 -0.53154315 -0.03161464
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04374172 0.1944666 -0.22554032 0.32616299
#> lag1_var2 0.10291894 0.1250224 -0.06192109 0.26958695
#> lag1_var3 -0.19893342 0.3489473 -0.69075284 0.22630556
#> lag1_var4 1.07754421 0.2839209 0.72034528 1.47911232
#> const -1.46294350 2.0527135 -4.41234486 1.32237348
#> exo1 -0.19847976 0.1340954 -0.36332590 0.00239274
#> exo2 -0.62584386 0.1783216 -0.76905997 -0.33102111
#> exo3 -0.14520826 0.1954769 -0.38228527 0.16641514
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002977299 4.455633e-05 0.0002397754 0.0003628737
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01029882 0.002322126 -0.01355665 -0.006915682
#> Sigma[2,2] 0.73363827 0.117737926 0.56573786 0.898954548
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008633449 0.002567569 0.006165594 0.01298621
#> Sigma[3,2] -0.501118668 0.164672629 -0.778390481 -0.34212704
#> Sigma[3,3] 0.672873560 0.212035910 0.500923843 1.03581811
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001992022 0.00205679 -0.0005342502 0.004810923
#> Sigma[4,2] -0.018077894 0.13707349 -0.2303198842 0.134267272
#> Sigma[4,3] 0.372725932 0.15309431 0.2346929109 0.618849793
#> Sigma[4,4] 0.393602536 0.11911589 0.2559428490 0.573272695
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99485292 0.01146025 0.98098241 1.0116356516
#> lag1_var2 0.01908662 0.03202468 -0.02996656 0.0594687525
#> lag1_var3 0.02373581 0.04892816 -0.05135152 0.0851777214
#> lag1_var4 -0.02237362 0.04675330 -0.08053800 0.0490799257
#> const 0.04163858 0.18627412 -0.26307092 0.2472304525
#> exo1 -0.01540372 0.01214317 -0.03000727 0.0004520576
#> exo2 -0.04315745 0.01538361 -0.06599849 -0.0302720243
#> exo3 0.04663930 0.01739754 0.01658243 0.0628405182
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1204684 0.8126526 -1.13200133 1.1875786
#> lag1_var2 0.3026204 2.7186217 -3.05333047 4.4462481
#> lag1_var3 -0.7181133 4.2560909 -5.94921769 5.7428209
#> lag1_var4 0.7314747 4.0361144 -5.39679092 5.6479990
#> const -2.7052566 9.9264983 -16.38442515 9.9000649
#> exo1 -0.2723913 0.8037559 -1.24436215 0.8931341
#> exo2 0.7561633 0.7201841 -0.07067225 1.9833992
#> exo3 -0.3028368 0.7390420 -0.99537064 1.0034758
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2121549 0.5927322 -1.1554153 0.3959108
#> lag1_var2 0.7658733 1.8545170 -1.7913685 3.1743503
#> lag1_var3 2.1780451 2.8808561 -1.7520109 5.9275935
#> lag1_var4 -1.2176690 2.6535107 -4.7008867 2.3859773
#> const 8.0406962 7.8712297 -1.9315453 20.8244780
#> exo1 -0.1840914 1.0373993 -1.4193177 1.2625760
#> exo2 -0.6733252 0.8068383 -1.7618404 0.4163656
#> exo3 0.3316157 0.7168130 -0.8882381 1.0374373
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1478556 0.5974632 -1.1088981 0.5831970
#> lag1_var2 0.6125643 1.6184511 -1.5488895 3.0911915
#> lag1_var3 1.1899805 2.5605001 -2.2242401 5.1012228
#> lag1_var4 -0.1970757 2.3987124 -3.8188949 3.0268317
#> const 5.1555549 8.7407842 -3.1543326 17.7307657
#> exo1 -0.3637530 0.7401262 -1.3434204 0.6512232
#> exo2 -0.1916278 0.5874632 -0.8298001 0.7069790
#> exo3 0.1530467 0.5760840 -0.6672751 0.9286246
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006476794 0.0001217808 0.0004775156 0.0007872501
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002309079 0.001181176 -0.003624833 -0.0008212077
#> Sigma[2,2] 0.242574551 0.049325086 0.172155961 0.3021387515
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008534899 0.00264479 0.004814019 0.01197936
#> Sigma[3,2] -0.106184859 0.08633907 -0.206133047 0.03262105
#> Sigma[3,3] 0.532875675 0.08934119 0.427350070 0.65892039
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007732361 0.002647335 0.004219596 0.01123711
#> Sigma[4,2] 0.042431550 0.092283698 -0.054648841 0.19733844
#> Sigma[4,3] 0.502965289 0.112346327 0.384740176 0.68514801
#> Sigma[4,4] 0.566869971 0.162240199 0.430498393 0.85291548
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99978113 0.01623196 0.979306122 1.02113071
#> lag1_var2 0.01831376 0.02629200 -0.009631211 0.05785908
#> lag1_var3 0.01705192 0.04321936 -0.034085979 0.08502461
#> lag1_var4 -0.01787945 0.03972277 -0.078965564 0.03188699
#> const 0.05493908 0.21476225 -0.287565840 0.33724761
#> exo1 -0.01302426 0.02023918 -0.045515049 0.01138028
#> exo2 -0.10557267 0.03066409 -0.142076618 -0.05905923
#> exo3 0.05717040 0.03521662 0.006532748 0.09791292
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27805521 0.3116406 -0.6670855 0.1751838
#> lag1_var2 1.42714021 0.5448195 0.6895009 2.1737139
#> lag1_var3 1.67972507 0.8826752 0.6013629 2.9462920
#> lag1_var4 -1.54256024 0.7868697 -2.6675488 -0.6049075
#> const 2.27043016 2.7229180 -0.9465885 6.0782615
#> exo1 -1.05716597 0.6254367 -1.9458016 -0.2375761
#> exo2 -0.05758249 0.6698320 -1.0334565 0.8419903
#> exo3 1.74454661 0.4330632 1.2328003 2.3933994
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7004773 0.4910672 0.01267011 1.32293166
#> lag1_var2 -1.3450116 0.9060670 -2.57310046 -0.07060308
#> lag1_var3 -1.9177787 1.3718387 -3.81420826 -0.09858793
#> lag1_var4 2.7076377 1.2434130 1.03155051 4.44681354
#> const -6.8891652 4.6050854 -11.83462150 -0.50333781
#> exo1 0.6867083 0.6905625 -0.09712321 1.72255443
#> exo2 -4.4376304 0.9562070 -5.64186786 -2.92112459
#> exo3 0.7444575 0.5751419 -0.07215599 1.44181450
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56863541 0.5071670 -0.1491582 1.13981821
#> lag1_var2 -0.90554649 0.7879013 -1.8238233 0.24315832
#> lag1_var3 -1.60436903 1.1752351 -2.9612186 0.09237043
#> lag1_var4 2.49302919 1.0592381 1.0036890 3.75683240
#> const -7.36287679 5.6271204 -14.3951423 0.44752764
#> exo1 0.07226021 0.9246831 -1.0034066 1.47351893
#> exo2 -4.76672365 1.1260263 -6.1912524 -3.17281499
#> exo3 1.95722675 0.4627338 1.3159283 2.48967914
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003489187 6.647694e-05 0.0002754276 0.0004506874
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004765087 0.006507052 -0.01441967 0.003042609
#> Sigma[2,2] 3.298929716 1.188619217 2.05413543 5.106376615
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003699206 0.002431335 -0.002357248 0.004015124
#> Sigma[3,2] -1.1746650537 0.517449896 -1.996917549 -0.783276262
#> Sigma[3,3] 0.6321803185 0.229526386 0.457603018 1.004410779
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002243772 0.0008137253 -0.003114886 -0.0008351123
#> Sigma[4,2] 0.314802786 0.1544106295 0.130447412 0.5333081317
#> Sigma[4,3] 0.133096922 0.0556205894 0.040020696 0.1858538022
#> Sigma[4,4] 0.312723315 0.0630115493 0.229209618 0.3972665051
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995601605 0.01158489 0.975202064 1.005770849
#> lag1_var2 0.021778748 0.02218781 -0.004525454 0.053857483
#> lag1_var3 0.047325920 0.05120334 -0.013214872 0.122503353
#> lag1_var4 -0.046272741 0.04432255 -0.108108720 0.005763657
#> const 0.073166754 0.18147729 -0.195559366 0.280813945
#> exo1 -0.004772025 0.01466222 -0.022139456 0.015964025
#> exo2 -0.070338233 0.01540994 -0.090459586 -0.046981402
#> exo3 -0.002669729 0.02601302 -0.041172846 0.029572194
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8453876 1.477114 -2.584266457 1.3850381
#> lag1_var2 -0.7981832 2.152194 -4.376890115 1.4558335
#> lag1_var3 -3.6003301 5.071242 -11.999895965 1.7650849
#> lag1_var4 4.0397361 4.183223 -0.367117168 11.0789166
#> const 6.8345153 13.974387 -12.705483622 27.3395552
#> exo1 -1.6507918 1.480490 -3.946454936 -0.1514033
#> exo2 1.6501271 1.640864 -0.538106447 4.0047513
#> exo3 2.3786522 1.840962 0.008929897 5.3221227
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9166101 0.7599840 -0.28111719 1.7428632
#> lag1_var2 0.7261172 1.0353225 -0.15339222 2.5215050
#> lag1_var3 2.2812487 2.4473078 0.15274873 6.5064728
#> lag1_var4 -1.8730247 2.0154270 -5.41593964 -0.1909434
#> const -0.9863694 7.2372506 -10.36246045 8.1008397
#> exo1 0.5001040 0.4056290 0.04484918 1.1389922
#> exo2 -3.0239196 0.8591356 -4.23112962 -2.0208749
#> exo3 -1.9306571 0.9887110 -3.42140287 -0.6894845
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59060209 0.2331295 0.26631525 0.8798527
#> lag1_var2 0.08017777 0.2340687 -0.29588431 0.3310366
#> lag1_var3 0.01315431 0.5335691 -0.83639407 0.5610477
#> lag1_var4 0.59027952 0.5082957 0.03217153 1.4105788
#> const 0.62526867 3.1653725 -4.08101987 4.3671920
#> exo1 -0.22222275 0.5557075 -0.89244539 0.6624255
#> exo2 -2.71853884 0.5442939 -3.30924949 -1.8906616
#> exo3 -0.98112223 0.4852445 -1.54365793 -0.2994676
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005621126 0.0001258798 0.0004140128 0.0007216943
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004715048 0.00155033 -0.006518149 -0.002741133
#> Sigma[2,2] 0.176205463 0.02729427 0.139690017 0.213323041
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007513471 0.00600845 -0.001887892 0.01504824
#> Sigma[3,2] -0.104930867 0.10167117 -0.244481340 0.03672229
#> Sigma[3,3] 1.533552364 0.48746664 0.913480756 2.27529753
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004679072 0.006381699 -0.005858311 0.01193999
#> Sigma[4,2] 0.009971808 0.106261017 -0.148320991 0.14719053
#> Sigma[4,3] 1.530660437 0.513628103 0.910506092 2.33385139
#> Sigma[4,4] 1.605708845 0.546683683 0.989268436 2.46891667
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0115229033 0.01436380 0.9926779507 1.03134444
#> lag1_var2 0.0106240664 0.04293919 -0.0508784129 0.07005688
#> lag1_var3 -0.0053088510 0.06437551 -0.1006959562 0.08176915
#> lag1_var4 0.0008192426 0.06149644 -0.0828677440 0.09065055
#> const -0.0275743492 0.19809572 -0.2834064327 0.22435696
#> exo1 0.0459051135 0.03095461 0.0000153817 0.07917215
#> exo2 -0.1174395734 0.01334997 -0.1382764748 -0.10156630
#> exo3 0.0130872041 0.02765182 -0.0154602043 0.05551220
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6483118 0.2577708 -0.9868492 -0.2953656
#> lag1_var2 2.5190677 0.4089150 2.0353207 3.0679808
#> lag1_var3 3.1749143 0.7551002 2.2020942 4.1883143
#> lag1_var4 -3.0470638 0.7167822 -4.0036825 -2.1116906
#> const 10.0675383 4.2833061 4.5748473 16.8341396
#> exo1 0.1455129 0.4264235 -0.5285641 0.5916340
#> exo2 2.3450527 0.2483984 1.9659251 2.6387351
#> exo3 -0.4789457 0.5447599 -1.2716343 0.2034257
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0889674 0.6712172 0.3943904 2.2634743
#> lag1_var2 -1.7923366 1.5985363 -4.5353209 -0.3854348
#> lag1_var3 -3.3331040 2.4065568 -7.0734387 -0.2798573
#> lag1_var4 3.8854592 2.3532868 0.9760175 7.5463056
#> const -2.3186093 11.4300846 -22.2437727 8.8119161
#> exo1 0.6879104 0.8695304 -0.5508728 1.6862756
#> exo2 -6.7128829 1.7207270 -9.1505027 -4.4150077
#> exo3 2.7973055 1.6650849 0.7596736 5.1797093
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7003318 0.7775998 -0.2320213 1.971162
#> lag1_var2 -0.5189710 1.8344341 -3.6558507 1.312611
#> lag1_var3 -1.8776402 2.9311393 -6.2318161 1.978460
#> lag1_var4 2.5146514 2.8547292 -1.1544866 6.795608
#> const 3.1756671 13.2460646 -18.3125331 19.079754
#> exo1 0.8255202 0.9691477 -0.3941995 2.149614
#> exo2 -5.5100186 1.8180225 -8.0771740 -3.091382
#> exo3 2.6177904 1.7811477 0.4034884 5.290177
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000202869 4.15528e-05 0.0001644795 0.0002753786
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006361297 0.001691119 -0.008540824 -0.003968735
#> Sigma[2,2] 0.709214003 0.193366732 0.536813832 1.033481426
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003161743 0.001977538 0.0002788353 0.005577487
#> Sigma[3,2] -0.285285621 0.099368070 -0.4383642877 -0.165423104
#> Sigma[3,3] 0.708208507 0.165555492 0.5116296519 0.950056147
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001823438 0.001880489 -0.002577583 0.00275443
#> Sigma[4,2] 0.0519672167 0.052249448 -0.035409830 0.10699987
#> Sigma[4,3] 0.6328865927 0.149719929 0.436508480 0.82543274
#> Sigma[4,4] 0.7247460991 0.155265588 0.524023260 0.94522627
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995762644 0.008415273 0.983897539 1.00605849
#> lag1_var2 0.015287678 0.019281933 -0.011109464 0.04323950
#> lag1_var3 0.035830107 0.039199843 -0.017614697 0.09292249
#> lag1_var4 -0.034355852 0.036844025 -0.087520696 0.01607559
#> const 0.100860001 0.139812130 -0.033529242 0.34964500
#> exo1 0.021792727 0.013584582 0.004626762 0.03925174
#> exo2 -0.008462313 0.017491229 -0.037156704 0.01260268
#> exo3 -0.019712769 0.008159000 -0.032554781 -0.01270360
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15346681 0.5996234 -0.6992226 0.9398306
#> lag1_var2 -0.02986804 1.0279232 -1.5506378 1.1904109
#> lag1_var3 -1.60318159 2.0321271 -4.6053637 0.8616326
#> lag1_var4 1.73444783 1.8858949 -0.4991747 4.5461049
#> const -7.32607154 9.4529106 -20.0440604 5.7979734
#> exo1 -0.80907367 1.1791408 -2.0098334 1.1348083
#> exo2 0.30859802 0.9900644 -0.8425500 1.7449168
#> exo3 0.30474893 1.2436313 -1.3597914 2.1550198
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1931609 0.4751674 -0.8444155 0.5017118
#> lag1_var2 0.2842746 1.1477505 -1.3960458 1.9276885
#> lag1_var3 1.5999622 2.3552899 -1.8522703 4.9464633
#> lag1_var4 -0.6650503 2.1618479 -3.7243187 2.4924652
#> const 8.0442681 7.8722915 -2.7508030 18.8165974
#> exo1 0.2677201 1.1343663 -1.1962916 1.8794681
#> exo2 -1.1655695 1.1852985 -2.4696595 0.7026387
#> exo3 0.2532027 0.9528089 -0.6540859 1.8660241
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12253417 0.4444491 -0.6143704 0.5799264
#> lag1_var2 -0.06444664 0.9695188 -1.6953872 1.0448752
#> lag1_var3 0.16996481 2.0089291 -3.1541041 2.5302769
#> lag1_var4 0.85893652 1.8239069 -1.2856017 3.8778670
#> const 3.29466886 7.6390406 -6.2498688 13.9436093
#> exo1 -0.14302030 0.8200336 -1.2503049 1.0089662
#> exo2 -1.10320121 1.0979418 -2.4019706 0.4961439
#> exo3 0.45403786 1.1880225 -1.0727417 2.3185906
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007877761 0.001601329 0.005725706 0.01013981
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001064125 0.001547335 -0.002990111 0.0009848031
#> Sigma[2,2] 0.007176626 0.001555945 0.005472549 0.0096136286
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003194731 0.006387865 -0.01251678 0.005593729
#> Sigma[3,2] -0.012095357 0.006276536 -0.01947322 -0.002790401
#> Sigma[3,3] 0.100481098 0.025911657 0.06951024 0.138816029
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004273743 0.005867034 -0.01236675 0.003557980
#> Sigma[4,2] -0.007235343 0.006230446 -0.01432147 0.002482144
#> Sigma[4,3] 0.096560803 0.023493711 0.07138681 0.132108741
#> Sigma[4,4] 0.096242217 0.021235090 0.07552125 0.128765175
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88940492 0.06470346 0.82015409 0.96407507
#> lag1_var2 0.27163512 0.19962139 0.07088159 0.54254376
#> lag1_var3 0.35795160 0.28198145 0.05951690 0.77900732
#> lag1_var4 -0.33950115 0.27378220 -0.74708666 -0.05215633
#> const 0.99812036 0.86756368 -0.31813274 1.89266605
#> exo1 -0.10199404 0.06009314 -0.19378826 -0.03505747
#> exo2 -0.01645192 0.08938104 -0.14360225 0.10793840
#> exo3 0.06865102 0.06964738 -0.03505003 0.13629865
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11016947 0.03428119 0.06061054 0.15118824
#> lag1_var2 0.55462228 0.19795002 0.30643556 0.82412033
#> lag1_var3 0.01077758 0.31725881 -0.41805748 0.39436316
#> lag1_var4 -0.01398580 0.30942941 -0.38268037 0.40673077
#> const 0.48745389 0.68438774 -0.64726854 1.23644467
#> exo1 -0.04528976 0.08441294 -0.19709391 0.03161404
#> exo2 0.54867393 0.07834787 0.44024352 0.66419355
#> exo3 0.22163308 0.07332849 0.10837984 0.30401480
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2363548 0.2274243 -0.5349272 0.08080046
#> lag1_var2 1.2022183 1.0324898 -0.1458118 2.58479092
#> lag1_var3 2.1550428 1.6492551 0.2632715 4.58955654
#> lag1_var4 -1.1492126 1.5989481 -3.4991737 0.69440032
#> const 2.8569975 3.6262224 -2.0601626 6.93901381
#> exo1 0.1039876 0.2233698 -0.2157083 0.39478595
#> exo2 -1.1454390 0.2901220 -1.4997298 -0.70652602
#> exo3 -0.1106380 0.3652003 -0.5580536 0.40522584
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17322574 0.2327339 -0.4713605 0.1554758
#> lag1_var2 1.25570117 1.0252073 -0.1059670 2.6042332
#> lag1_var3 1.68182234 1.5940128 -0.2299063 4.0235664
#> lag1_var4 -0.65531839 1.5448804 -2.9127757 1.2088821
#> const 1.93784641 3.5717211 -3.0823714 6.1504371
#> exo1 0.07105695 0.1965687 -0.2379982 0.3031676
#> exo2 -0.76902274 0.2927990 -1.0604092 -0.2916035
#> exo3 0.06376524 0.3551488 -0.3450785 0.5749666
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003280673 9.645768e-05 0.0002029968 0.000446473
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002424676 0.0008772767 -0.003768514 -0.001430375
#> Sigma[2,2] 0.074908406 0.0176999105 0.049268171 0.093944055
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001526605 0.0007554039 0.0004572161 0.00266422
#> Sigma[3,2] -0.071538977 0.0255658981 -0.0990283546 -0.03845364
#> Sigma[3,3] 0.136517824 0.0398176166 0.0798680206 0.17756660
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003164458 0.0007311768 -0.0007013022 0.001325018
#> Sigma[4,2] -0.0342315461 0.0181680910 -0.0535270357 -0.011803990
#> Sigma[4,3] 0.1062120279 0.0298350642 0.0641612528 0.140682891
#> Sigma[4,4] 0.0950042511 0.0241331070 0.0619397569 0.126893914
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008841247 0.01893875 0.98080589 1.034558616
#> lag1_var2 0.006604173 0.01911163 -0.02085827 0.029864603
#> lag1_var3 0.037236537 0.03499601 -0.01271652 0.081767243
#> lag1_var4 -0.040785674 0.03095867 -0.08183156 0.002468937
#> const 0.173481395 0.18678357 -0.08701947 0.438528575
#> exo1 -0.004961178 0.01651910 -0.02325576 0.016818590
#> exo2 -0.072416352 0.01311575 -0.09397873 -0.058359342
#> exo3 -0.004997986 0.01867061 -0.02170032 0.024915697
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.359474345 0.2801587 -0.6987617 0.02894237
#> lag1_var2 1.179481606 0.2656453 0.8457036 1.55485847
#> lag1_var3 0.507399400 0.4838661 -0.1047976 1.19493198
#> lag1_var4 -0.383315893 0.4283894 -1.0023808 0.15462940
#> const 1.251582543 2.2812816 -2.3393130 3.97414570
#> exo1 0.006347151 0.1800577 -0.2197402 0.27082149
#> exo2 1.104404946 0.2675165 0.7839678 1.50497948
#> exo3 0.197989831 0.2584927 -0.1745711 0.50472966
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.26121487 0.3925066 0.8699149 1.81743756
#> lag1_var2 -1.07797038 0.4615102 -1.7028252 -0.40341188
#> lag1_var3 -0.97028944 0.8560211 -2.0632797 0.33310894
#> lag1_var4 1.56519912 0.7409533 0.4007121 2.45361375
#> const -3.21268880 2.9627103 -6.8439837 0.60824614
#> exo1 -0.08221864 0.3254748 -0.5782030 0.29404598
#> exo2 -3.43810009 0.2983303 -3.9183045 -3.09839443
#> exo3 -0.32820682 0.3694232 -0.9463440 0.08579795
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.16371482 0.3205958 0.8342109 1.617145625
#> lag1_var2 -0.87280346 0.4241654 -1.3688541 -0.197120423
#> lag1_var3 -1.48890495 0.7794621 -2.3848532 -0.257775011
#> lag1_var4 2.15010898 0.6800992 1.0609671 2.881062698
#> const -4.40330249 2.7517917 -7.2567858 -0.005490963
#> exo1 -0.08950232 0.2827670 -0.4723879 0.255965094
#> exo2 -3.08099280 0.1863239 -3.3669970 -2.873235071
#> exo3 -0.23778759 0.2993375 -0.7404438 0.073227096
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004236801 8.969751e-05 0.0003396754 0.0005699803
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03827636 0.00977537 -0.05457826 -0.02790538
#> Sigma[2,2] 4.88070684 1.30440323 3.44549679 6.90333605
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02201114 0.005294414 0.01582204 0.030154
#> Sigma[3,2] -2.60799074 0.690608897 -3.64344574 -1.800715
#> Sigma[3,3] 1.51951371 0.378621962 1.05536050 2.037494
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007501465 0.001320458 -0.001250009 0.00231641
#> Sigma[4,2] 0.1254834927 0.169058870 -0.087205637 0.38412314
#> Sigma[4,3] 0.0766880810 0.085318593 -0.047247058 0.18746164
#> Sigma[4,4] 0.1772230817 0.027537190 0.151328115 0.22673358
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006945805 0.010075937 0.992031721 1.018181296
#> lag1_var2 -0.006275671 0.009905050 -0.019485941 0.007150247
#> lag1_var3 -0.010496727 0.017340438 -0.033527465 0.013528221
#> lag1_var4 0.006106739 0.014178262 -0.013238032 0.024691618
#> const 0.078746164 0.230818712 -0.237488562 0.340928931
#> exo1 -0.001212556 0.017888519 -0.025716691 0.026755595
#> exo2 -0.128531967 0.009634685 -0.140598116 -0.115129699
#> exo3 0.032035076 0.024620519 -0.001513274 0.065921573
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7660933 1.2223825 -2.1299695 0.9161574
#> lag1_var2 2.3081466 0.9648951 1.0074557 3.6924499
#> lag1_var3 2.5042451 1.6366439 0.3476147 4.8274636
#> lag1_var4 -1.9394810 1.3547914 -3.8434390 -0.2051094
#> const -8.7741744 28.9638798 -43.8413099 27.8746710
#> exo1 0.9983986 1.8098204 -1.0093645 3.9565638
#> exo2 1.1382627 1.1190937 -0.5652831 2.6123271
#> exo3 -0.4930172 2.9254717 -4.8707920 2.6406752
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8183583 0.6523916 -0.1893012 1.4815065
#> lag1_var2 -1.0260273 0.4897492 -1.7510959 -0.3894607
#> lag1_var3 -0.8257233 0.8362150 -2.0451200 0.2784604
#> lag1_var4 1.3590663 0.6873593 0.4781559 2.3443204
#> const 3.6778771 15.6887804 -17.4498101 23.0152105
#> exo1 -0.3151581 0.8409742 -1.6006867 0.4423936
#> exo2 -1.9160196 0.5955129 -2.7811788 -1.2057367
#> exo3 0.8148503 1.4567695 -0.4773708 3.2730536
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4115696 0.1413194 0.2558173 0.61201568
#> lag1_var2 -0.1944915 0.2442782 -0.5036880 0.16550548
#> lag1_var3 -0.2319173 0.4264005 -0.7800462 0.39362536
#> lag1_var4 1.1087644 0.3419179 0.5952159 1.53391855
#> const -3.2075714 2.9922384 -7.9772235 -0.02656485
#> exo1 0.3269291 0.4144704 -0.2967715 0.79638481
#> exo2 -1.4853466 0.3358618 -1.9260503 -0.99376623
#> exo3 0.6218842 0.5339717 -0.0181419 1.38848298
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001952302 0.0005200792 0.00135531 0.002760426
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06695149 0.01958631 -0.09277551 -0.04016075
#> Sigma[2,2] 4.22190346 0.78526941 3.07669038 5.23478717
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04632674 0.01607674 0.02571371 0.06731775
#> Sigma[3,2] -2.81856586 0.65156992 -3.58892799 -1.86119343
#> Sigma[3,3] 2.19981067 0.55331858 1.40490652 2.79925167
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00621262 0.006649044 -0.002692524 0.01506315
#> Sigma[4,2] -0.29633155 0.265861115 -0.608310929 0.11357728
#> Sigma[4,3] 0.53884289 0.211935835 0.262601637 0.82992714
#> Sigma[4,4] 0.38759248 0.097650497 0.276549173 0.53871512
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984831993 0.01586410 0.960190464 1.004378412
#> lag1_var2 0.061880176 0.04249730 -0.001094248 0.106952936
#> lag1_var3 0.093214589 0.06904097 -0.010071886 0.162043277
#> lag1_var4 -0.091549297 0.06572816 -0.153176990 0.005401451
#> const 0.239200285 0.48578594 -0.465870347 0.884154753
#> exo1 -0.042368234 0.04508193 -0.107741736 0.022084863
#> exo2 -0.004521997 0.05267946 -0.048772603 0.079041944
#> exo3 0.056090190 0.04406877 -0.005634385 0.116459875
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8561202 0.8687021 -1.8834915 0.2300508
#> lag1_var2 1.9711159 1.7697912 -0.3729831 4.0042563
#> lag1_var3 2.0864185 2.8438997 -1.6069342 5.4671525
#> lag1_var4 -1.9605657 2.7264542 -5.2591579 1.4845557
#> const 15.2677945 18.0901321 -6.6941361 42.3724622
#> exo1 -0.5946351 2.2584224 -3.5257283 2.8985646
#> exo2 1.2919274 2.6972726 -2.3875249 4.6753488
#> exo3 -0.8420374 2.0938114 -3.6906947 2.0055075
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.88586116 0.5986341 1.129799 2.6410060
#> lag1_var2 -2.61277524 1.3607659 -4.318351 -0.6356193
#> lag1_var3 -3.51812644 2.1949726 -6.349506 -0.3964136
#> lag1_var4 4.08830281 2.1055327 1.149081 6.8405967
#> const -19.43461763 11.1239369 -35.295158 -6.0072766
#> exo1 0.08471977 1.6762878 -2.402607 2.1875703
#> exo2 -1.02513079 1.8782656 -3.393697 1.7296185
#> exo3 0.16831211 1.6068459 -2.046394 2.3607081
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4414718 0.2247692 1.1719685 1.7947270
#> lag1_var2 -1.8949928 0.6848461 -2.6060170 -0.7720772
#> lag1_var3 -3.0298759 1.1325688 -4.2026346 -1.1577711
#> lag1_var4 3.6855360 1.0729510 1.9028566 4.7759101
#> const -12.4381027 3.4243704 -16.4721603 -7.3880791
#> exo1 -0.2970979 0.4985796 -0.8186175 0.4401265
#> exo2 -0.2302237 0.5368612 -1.0146193 0.3548361
#> exo3 -0.3647763 0.5614825 -1.2459824 0.2890103
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001896951 0.0003166459 0.001551608 0.002340743
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002252347 0.0009604126 -0.003890312 -0.001246572
#> Sigma[2,2] 0.020977332 0.0046481806 0.015717752 0.028248628
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001604433 0.001225772 0.0002038496 0.003442047
#> Sigma[3,2] -0.012219728 0.004458962 -0.0172120044 -0.005312681
#> Sigma[3,3] 0.033031317 0.005066118 0.0276787612 0.040891465
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001939419 0.001312121 -0.0014816673 0.001998885
#> Sigma[4,2] 0.0045396087 0.003684636 -0.0009469471 0.009443951
#> Sigma[4,3] 0.0244117923 0.006222103 0.0178776603 0.034192820
#> Sigma[4,4] 0.0293167477 0.007644969 0.0202117279 0.040751327
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008900150 0.01422910 0.98553270 1.02664337
#> lag1_var2 -0.054277029 0.11552555 -0.24503526 0.04620436
#> lag1_var3 -0.049987683 0.15068588 -0.29959371 0.06133488
#> lag1_var4 0.054037424 0.15049043 -0.05714989 0.30256688
#> const -0.432180913 0.60198111 -1.40838299 0.27789575
#> exo1 0.009035420 0.06187547 -0.06874900 0.09091382
#> exo2 -0.013604650 0.02097599 -0.04185976 0.01540338
#> exo3 0.005367647 0.06041911 -0.08797126 0.06947137
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06709460 0.02500059 0.03414349 0.101625812
#> lag1_var2 1.09831649 0.23323004 0.76246055 1.391120388
#> lag1_var3 0.41856989 0.29119571 -0.02620370 0.759187596
#> lag1_var4 -0.47525793 0.29934826 -0.82147437 -0.008529709
#> const 3.60714287 1.57563209 1.34260361 5.845237519
#> exo1 0.08086087 0.13153613 -0.11822297 0.214728162
#> exo2 0.99408211 0.13148784 0.81973892 1.188312391
#> exo3 0.05291155 0.15475618 -0.09292581 0.293599344
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2228989 0.05192431 -0.30508237 -0.16915065
#> lag1_var2 0.0226435 0.35957290 -0.47838897 0.49397306
#> lag1_var3 0.5543861 0.48372429 -0.09119845 1.26818769
#> lag1_var4 0.5100020 0.48738222 -0.22661846 1.14178170
#> const -0.7813971 1.84214658 -3.50226593 1.45797028
#> exo1 -0.1921601 0.11502835 -0.32568161 -0.01903959
#> exo2 -1.3877111 0.16726384 -1.62961313 -1.16488562
#> exo3 0.3823314 0.24941743 -0.02817615 0.69525503
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1706003 0.06466581 -0.27195049 -0.09417571
#> lag1_var2 0.5092247 0.35806981 -0.05607525 0.93547130
#> lag1_var3 0.3912601 0.50437594 -0.36438411 1.02951371
#> lag1_var4 0.6421703 0.51044228 -0.02367768 1.39131633
#> const 0.9696286 1.01179717 -0.75102279 2.03784818
#> exo1 -0.1339881 0.12213280 -0.34034868 -0.01376322
#> exo2 -0.6190400 0.18528313 -0.86982758 -0.35593663
#> exo3 0.4378671 0.24610939 0.09060586 0.76862337
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004738642 8.160977e-05 0.0003739809 0.0005794816
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01129783 0.004091677 -0.01708816 -0.006376348
#> Sigma[2,2] 1.07290615 0.272246179 0.74891935 1.458977586
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01053219 0.004444572 0.005147533 0.01705458
#> Sigma[3,2] -0.88242158 0.246820321 -1.229170816 -0.57686768
#> Sigma[3,3] 0.84125706 0.236467407 0.533365660 1.16891683
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004055798 0.002389891 0.001360141 0.007569537
#> Sigma[4,2] -0.252566127 0.094943017 -0.395192881 -0.129450361
#> Sigma[4,3] 0.336093978 0.099295373 0.203812293 0.479298864
#> Sigma[4,4] 0.202451892 0.051308433 0.139355457 0.280746707
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0122596377 0.01915570 0.98040195 1.032302773
#> lag1_var2 0.0020974776 0.03909463 -0.03902663 0.062709668
#> lag1_var3 -0.0078557695 0.06581103 -0.07683502 0.093879320
#> lag1_var4 0.0009716319 0.06208567 -0.09383214 0.066668472
#> const 0.0450572458 0.28820577 -0.37541701 0.444067499
#> exo1 0.0032650230 0.01861301 -0.02499019 0.023957871
#> exo2 -0.0358254452 0.02540008 -0.06921124 0.001360937
#> exo3 0.0070035589 0.02285470 -0.01832392 0.039026840
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3852615 0.8973169 -3.47876183 -1.4212360
#> lag1_var2 2.8670039 2.4144345 0.05139207 5.7940610
#> lag1_var3 3.4920125 4.0478459 -1.23822177 8.4295534
#> lag1_var4 -2.6310505 3.7953570 -7.24465492 1.6799730
#> const 12.6030855 13.0945842 -4.05247653 32.3596173
#> exo1 -0.9935464 1.0216761 -2.70994737 0.1328774
#> exo2 1.7848870 0.8094178 0.61250452 2.9705194
#> exo3 0.4790683 0.6106253 -0.35805552 1.3362642
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.81277642 0.6756892 1.0906967 2.7552082
#> lag1_var2 -1.01948279 2.0680033 -4.0024202 1.3725303
#> lag1_var3 -0.94448418 3.4513320 -5.9484123 3.0212746
#> lag1_var4 1.22577703 3.2806324 -2.5658261 6.0463095
#> const -5.50290631 9.9218643 -19.7530930 7.6285524
#> exo1 0.87521864 1.0711360 -0.5119924 2.4966318
#> exo2 -1.67647365 0.6584613 -2.5505356 -0.7240052
#> exo3 0.07845482 0.5606216 -0.5950161 0.7630387
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33039905 0.2434374 -0.05367086 0.6428814
#> lag1_var2 0.47155939 0.8460517 -0.92970022 1.3698966
#> lag1_var3 0.77867958 1.4187272 -1.57125635 2.2639645
#> lag1_var4 0.05748458 1.3724594 -1.38621452 2.3209587
#> const 1.15745637 4.0208561 -3.40278263 7.7196031
#> exo1 0.26319292 0.5882304 -0.55609037 1.0801945
#> exo2 -0.66234890 0.3677251 -1.13917883 -0.1874892
#> exo3 0.40381118 0.3333646 -0.09718478 0.7522753
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001359553 0.0003620664 0.0009313256 0.001925358
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000269618 0.001319637 -0.001379676 0.002104842
#> Sigma[2,2] 0.024093703 0.004410507 0.018007001 0.029270289
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006364048 0.007023336 -0.002131204 0.01608686
#> Sigma[3,2] 0.017368426 0.023674193 -0.015578170 0.04969704
#> Sigma[3,3] 0.471117963 0.150486518 0.229486636 0.63284733
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006812846 0.007270619 -0.001842681 0.01687623
#> Sigma[4,2] 0.032807160 0.026118697 -0.002642026 0.06867737
#> Sigma[4,3] 0.503217042 0.159693083 0.245002414 0.66072869
#> Sigma[4,4] 0.546190728 0.170785032 0.270195861 0.69818824
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001195856 0.02909472 0.95352073 1.02869783
#> lag1_var2 0.054677814 0.09125546 -0.03754902 0.20766532
#> lag1_var3 0.036017041 0.14730570 -0.10295733 0.28720416
#> lag1_var4 -0.039551862 0.14143156 -0.28040182 0.09274776
#> const 0.064326898 0.31970197 -0.24166053 0.54556325
#> exo1 -0.009504393 0.02594320 -0.05105300 0.02029867
#> exo2 -0.217716013 0.03897452 -0.26013414 -0.15439461
#> exo3 -0.102085022 0.02692235 -0.14139464 -0.06732601
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17156382 0.14108548 -0.36294612 0.02878715
#> lag1_var2 1.03312541 0.41151356 0.53108676 1.66013620
#> lag1_var3 0.68839430 0.75379303 -0.24081523 1.79907285
#> lag1_var4 -0.63722283 0.72079955 -1.70164808 0.24691611
#> const 2.40640804 1.63156804 0.40013191 4.84004059
#> exo1 -0.01643554 0.07473774 -0.12472116 0.06774240
#> exo2 0.34216613 0.13330077 0.19681776 0.54691140
#> exo3 0.28391270 0.13780461 0.03678741 0.41097133
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1848123 0.3212040 -0.6502092 0.2601842
#> lag1_var2 2.0996848 0.8019455 1.3191078 3.4112128
#> lag1_var3 4.8649333 1.7350358 3.3858746 7.6394916
#> lag1_var4 -3.9109881 1.6713223 -6.5874157 -2.4181141
#> const 7.6266938 6.9409446 -2.4996138 14.4899096
#> exo1 0.7419951 0.4809659 0.1427655 1.4942769
#> exo2 -1.9934351 0.7400629 -3.0343299 -1.1245921
#> exo3 -0.9150500 0.7966869 -1.8769658 0.2397557
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3011886 0.3787687 -0.8135156 0.2398411
#> lag1_var2 2.5176529 0.8629160 1.7185380 3.8089973
#> lag1_var3 4.9691762 1.8711761 3.0546999 7.9621693
#> lag1_var4 -3.9641775 1.8058496 -6.8444612 -2.1000704
#> const 8.2110420 7.8462045 -2.9510712 16.0111130
#> exo1 0.7655251 0.5190341 0.1458352 1.6006892
#> exo2 -1.8817141 0.7947809 -2.9801894 -0.9465905
#> exo3 -0.7891609 0.8573393 -1.8929892 0.3900441
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001589454 4.520836e-05 0.0001012899 0.0002158686
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003713829 0.001705466 -0.006292939 -0.0015352
#> Sigma[2,2] 0.427256071 0.103929261 0.314063779 0.5855157
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001739503 0.0009981194 0.0004862098 0.003316759
#> Sigma[3,2] -0.223934912 0.0684834329 -0.3320977884 -0.162343838
#> Sigma[3,3] 0.157150167 0.0469308105 0.1181278384 0.236590377
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003736988 0.0004285925 -0.001053745 -3.282281e-05
#> Sigma[4,2] 0.0157918869 0.0186897549 -0.013561475 3.457226e-02
#> Sigma[4,3] 0.0352372313 0.0149076028 0.015765238 5.658485e-02
#> Sigma[4,4] 0.0482349104 0.0083441787 0.036821086 5.969259e-02
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999601694 0.01634649 0.97881955 1.02282114
#> lag1_var2 0.013261900 0.02566354 -0.01651212 0.05158405
#> lag1_var3 0.017953784 0.04737653 -0.03707637 0.09040324
#> lag1_var4 -0.018436127 0.04542133 -0.08358722 0.03537993
#> const 0.022633479 0.16595984 -0.23950951 0.19473892
#> exo1 -0.005890313 0.01028063 -0.01696565 0.00804894
#> exo2 -0.089384130 0.01346813 -0.11006515 -0.07426558
#> exo3 0.049694793 0.01785076 0.01761984 0.06630264
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8789104 0.7611699 -3.1103439 -0.97149814
#> lag1_var2 3.0580714 1.1698044 1.3378579 4.39847616
#> lag1_var3 3.9781820 2.1605378 0.7525662 6.41121806
#> lag1_var4 -3.2467977 2.1356942 -5.8791132 -0.18423213
#> const 14.0117361 10.4228409 -1.9440048 24.96727109
#> exo1 -0.7523554 0.4725725 -1.3049642 -0.03325539
#> exo2 0.1385075 0.8908623 -1.1163682 1.36696361
#> exo3 0.2931368 0.4991443 -0.3163895 1.10850877
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.218700423 0.3638033 0.82602665 1.7210988
#> lag1_var2 -0.299884169 0.8240571 -1.48871814 0.8110699
#> lag1_var3 0.402280870 1.5399895 -1.77712344 2.4957645
#> lag1_var4 0.009695558 1.5608657 -2.02129183 2.2934598
#> const -2.055701123 6.2746921 -11.38303348 6.2171457
#> exo1 0.438410988 0.2430230 0.08132143 0.7325849
#> exo2 -0.941906217 0.5251686 -1.74351078 -0.2984090
#> exo3 0.366011616 0.4448637 -0.37010041 0.7672258
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1829467 0.2091145 -0.08536972 0.4751748
#> lag1_var2 1.1530909 0.3672079 0.61207723 1.5940232
#> lag1_var3 2.1802502 0.6837433 1.17319021 2.9820548
#> lag1_var4 -1.3471086 0.6625875 -2.11461546 -0.3594916
#> const 4.7418042 3.4300896 0.01519713 9.1637891
#> exo1 0.0163508 0.1860302 -0.21954723 0.2827698
#> exo2 -0.9441869 0.2455005 -1.25614931 -0.6263592
#> exo3 0.5681448 0.2842677 0.08161711 0.8947943
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009618211 0.0003139493 0.0005690255 0.001422899
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003189656 0.001776156 -0.005607401 -0.0008714608
#> Sigma[2,2] 0.112077086 0.028975165 0.079555565 0.1546724487
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008935472 0.001871617 -0.002126259 0.002465714
#> Sigma[3,2] -0.0970535355 0.028685592 -0.144071976 -0.070855340
#> Sigma[3,3] 0.1378641099 0.027367317 0.110013431 0.183714317
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008882591 0.001466382 -0.003413453 0.0003546217
#> Sigma[4,2] -0.0522453194 0.020206448 -0.086092922 -0.0340399890
#> Sigma[4,3] 0.1124814949 0.018959450 0.093338760 0.1414079538
#> Sigma[4,4] 0.1085836298 0.014267193 0.094804629 0.1316850363
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964493168 0.02628117 0.92958309 0.997269187
#> lag1_var2 0.028314847 0.03382617 -0.01340509 0.078985947
#> lag1_var3 0.020124373 0.07270347 -0.07086410 0.128348766
#> lag1_var4 -0.008178477 0.06420793 -0.10063547 0.073138600
#> const -0.088075287 0.26214620 -0.44523030 0.219080461
#> exo1 -0.025065439 0.02428268 -0.05846002 0.006119117
#> exo2 -0.063723089 0.03729513 -0.12281371 -0.027245549
#> exo3 -0.011559711 0.04138144 -0.06790081 0.043006370
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01557337 0.4175889 -0.6520978 0.4549129
#> lag1_var2 1.01069587 0.4390959 0.3828824 1.6295670
#> lag1_var3 0.18918278 0.8457252 -1.0127219 1.4225657
#> lag1_var4 -0.19266726 0.7287819 -1.2522695 0.8254734
#> const 1.37270513 3.1981131 -1.9804963 6.4252257
#> exo1 0.60578445 0.2721499 0.2530159 0.9581337
#> exo2 0.97649684 0.2937757 0.6098872 1.3775784
#> exo3 0.03778668 0.4669209 -0.5076251 0.7690751
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07344118 0.3034946 -0.43145410 0.343514497
#> lag1_var2 0.64198506 0.4427112 -0.02044052 1.200326358
#> lag1_var3 2.35197802 0.8736874 0.99661664 3.365157352
#> lag1_var4 -1.38858044 0.7570605 -2.21827743 -0.174310402
#> const 3.97909702 3.8366585 -1.34695044 8.019393964
#> exo1 -0.46610617 0.2971670 -0.75783154 -0.001614465
#> exo2 -2.82571368 0.4523586 -3.42213988 -2.221508384
#> exo3 -0.60217205 0.4334052 -1.38310810 -0.223943493
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1114122 0.2161354 -0.3753100 0.2495482
#> lag1_var2 0.9788191 0.3361237 0.4117778 1.3141631
#> lag1_var3 2.1603320 0.6803652 0.9879879 2.7332280
#> lag1_var4 -1.1539918 0.6011334 -1.6845892 -0.1153409
#> const 3.9072551 4.2559185 -2.1721082 8.0296705
#> exo1 -0.2121480 0.2524057 -0.5048154 0.1460704
#> exo2 -2.9742589 0.4496410 -3.5439995 -2.3582157
#> exo3 -0.7707901 0.3204906 -1.3136482 -0.4652547
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003869578 0.000176076 0.0002513513 0.0006813459
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01021758 0.007203917 -0.02224745 -0.004941059
#> Sigma[2,2] 0.54373665 0.268014826 0.40605153 0.980639860
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006289121 0.004174388 0.002823097 0.01305871
#> Sigma[3,2] -0.341623344 0.150803641 -0.592870375 -0.25415490
#> Sigma[3,3] 0.245993996 0.087668413 0.177013503 0.38830817
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000108302 0.000787699 -0.001019124 0.001066308
#> Sigma[4,2] -0.002758160 0.031289163 -0.042325646 0.042319626
#> Sigma[4,3] 0.034876969 0.025679103 0.002291641 0.073846168
#> Sigma[4,4] 0.035099076 0.010697735 0.023052225 0.052132455
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99898728 0.01593457 0.97167312 1.01232314
#> lag1_var2 0.06339624 0.04438292 0.01563812 0.13003328
#> lag1_var3 0.09949069 0.07526457 0.01687927 0.21442794
#> lag1_var4 -0.10181900 0.07263866 -0.21227808 -0.02166154
#> const 0.18510573 0.21906805 -0.06114872 0.46922711
#> exo1 -0.01492936 0.01914666 -0.03918656 0.01466027
#> exo2 -0.11449992 0.01394751 -0.13077181 -0.09421463
#> exo3 0.06953894 0.02030759 0.03888686 0.09035676
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.84984589 0.5056720 -1.3813282 -0.06494055
#> lag1_var2 0.32024378 1.8278726 -1.7513353 2.62735529
#> lag1_var3 -0.90073977 2.9713306 -4.3624616 2.86034096
#> lag1_var4 1.30191636 2.9482193 -2.5253801 4.52322363
#> const -0.13456719 7.5461022 -8.7434915 10.73092402
#> exo1 0.30058033 0.4771921 -0.4114055 0.86965861
#> exo2 0.44002886 0.6303435 -0.4662584 1.34218627
#> exo3 0.01868323 0.5509979 -0.6208606 0.85458652
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77811715 0.3480440 0.2896690 1.237288572
#> lag1_var2 0.83394001 1.2245293 -0.6847153 2.402275804
#> lag1_var3 2.29356309 1.9858692 -0.1644160 4.843357875
#> lag1_var4 -1.70371666 1.9567846 -4.1891530 0.789855444
#> const 3.27958049 4.8523674 -3.1067660 9.211667125
#> exo1 0.02299075 0.3279619 -0.4349233 0.506360295
#> exo2 -0.63126258 0.4590108 -1.3014395 -0.003125672
#> exo3 -0.53008303 0.4240144 -0.9951867 0.004860761
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2631477 0.1687224 0.01340869 0.4638615
#> lag1_var2 0.7220904 0.3311249 0.28628544 1.2183409
#> lag1_var3 1.2387675 0.5547831 0.50482887 2.0754803
#> lag1_var4 -0.3861663 0.5219768 -1.21359102 0.2700335
#> const 2.0072671 1.9133587 -0.66585752 4.9063732
#> exo1 0.2254738 0.1120038 0.08896556 0.3726250
#> exo2 -0.3747658 0.1388804 -0.58545095 -0.2196212
#> exo3 -0.5430500 0.1753993 -0.83388647 -0.3797588
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01022637 0.002689547 0.007185185 0.01404562
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02196077 0.01698964 -0.04650834 -0.002294963
#> Sigma[2,2] 2.04543213 0.54465027 1.45168338 2.923993011
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01922257 0.01309188 -0.0366952 -0.003441152
#> Sigma[3,2] -1.08351650 0.41615805 -1.7071347 -0.636250378
#> Sigma[3,3] 1.29185623 0.23469491 0.9718100 1.601079665
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03769961 0.01921877 -0.06554539 -0.01648224
#> Sigma[4,2] 0.30587613 0.21716157 -0.01221970 0.58360089
#> Sigma[4,3] 0.65983017 0.22278763 0.32922621 0.92370888
#> Sigma[4,4] 0.98784361 0.30727863 0.56948383 1.38686868
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.904875823 0.03355664 0.85631829 0.94665831
#> lag1_var2 0.124622006 0.05321086 0.04394259 0.18616682
#> lag1_var3 0.156083109 0.08170253 0.03402021 0.24602075
#> lag1_var4 -0.148795404 0.07479157 -0.22557253 -0.03304215
#> const 1.433107812 1.01012984 0.05544839 2.60462781
#> exo1 0.005987051 0.08399335 -0.08807819 0.14246063
#> exo2 -0.058112083 0.10244415 -0.17267543 0.07338044
#> exo3 0.130116323 0.11932332 -0.02088007 0.29376332
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6397792409 0.6880179 -1.63970439 0.2247140
#> lag1_var2 2.2661543343 1.1489703 0.82473081 3.9588715
#> lag1_var3 2.1416677068 1.6879538 0.04196047 4.5916203
#> lag1_var4 -2.0177239602 1.5675141 -4.33482542 -0.1043528
#> const 8.7606946810 14.3610605 -7.23319788 33.1836814
#> exo1 3.4043435888 1.4546017 1.18185173 5.0413379
#> exo2 0.0078720513 1.4058694 -1.77310662 2.0395891
#> exo3 -0.0005546324 0.8741261 -1.42561325 0.9492560
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3197778 0.4448227 -0.3458666 0.8498841
#> lag1_var2 -0.2536510 0.8947286 -1.3085553 1.0588927
#> lag1_var3 0.4357050 1.3250595 -1.1091465 2.3931971
#> lag1_var4 0.4681306 1.2595716 -1.3983483 1.9563680
#> const -2.9674199 6.5631674 -13.7075165 4.7452499
#> exo1 -2.2191500 0.8979892 -3.3191982 -1.0759359
#> exo2 0.7182961 0.9464004 -0.5599485 1.9333011
#> exo3 0.2109756 1.0105897 -0.9681809 1.8558823
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13388926 0.4100821 -0.60312250 0.5483216
#> lag1_var2 0.85817481 0.9518888 -0.45213515 2.1971641
#> lag1_var3 1.25660940 1.4486473 -0.70843257 3.3117943
#> lag1_var4 -0.24032501 1.3045538 -2.07823452 1.5208245
#> const 1.38849623 7.0763874 -8.60929032 10.9159987
#> exo1 -0.07377457 1.0027670 -1.67706662 0.9817318
#> exo2 0.83147844 0.7667379 -0.06988968 1.9284102
#> exo3 0.26132761 0.7260174 -0.64925514 1.2627302
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004641005 0.0001302673 0.0002882765 0.0006219563
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008739777 0.002372984 -0.01249269 -0.00602663
#> Sigma[2,2] 0.624059992 0.144528627 0.42059294 0.82720453
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00514902 0.001708589 0.003160738 0.007829173
#> Sigma[3,2] -0.44255893 0.101565941 -0.587811731 -0.297345579
#> Sigma[3,3] 0.34239664 0.076344990 0.230487593 0.451181284
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001122800 0.0006674325 -0.001792288 -4.203611e-05
#> Sigma[4,2] 0.002073612 0.0148441254 -0.019273745 1.907357e-02
#> Sigma[4,3] 0.029922337 0.0132366715 0.015786214 4.919398e-02
#> Sigma[4,4] 0.035116208 0.0078874440 0.023495264 4.352717e-02
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984032059 0.007227075 0.974128387 0.99357386
#> lag1_var2 0.080725214 0.040196488 0.021789550 0.12974749
#> lag1_var3 0.110419308 0.054704430 0.028532721 0.17623478
#> lag1_var4 -0.108678447 0.053426553 -0.173292634 -0.02896583
#> const 0.309885326 0.186851193 0.033978352 0.50710903
#> exo1 0.029185105 0.017838318 0.008562902 0.04983147
#> exo2 -0.043346733 0.015884406 -0.064538607 -0.02479573
#> exo3 -0.005130109 0.016096404 -0.029075957 0.01381219
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40517420 0.3580898 -0.09294174 0.9030605
#> lag1_var2 -2.63596330 0.8224999 -3.52149575 -1.3385533
#> lag1_var3 -4.67705880 1.1611689 -5.83581366 -2.8431137
#> lag1_var4 4.71045579 1.1188658 2.92559985 5.8186562
#> const -10.96498643 8.5376024 -22.57324925 -0.8208058
#> exo1 -0.11834295 0.6243462 -1.13649089 0.5304232
#> exo2 -0.03402997 0.6055349 -0.59744488 0.9932651
#> exo3 0.51312250 0.9988827 -0.68639375 2.0518681
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24032453 0.2775467 -0.5897288 0.15920097
#> lag1_var2 2.40247473 0.6001035 1.3838816 2.86928739
#> lag1_var3 4.08035155 0.8872272 2.6073320 4.90372655
#> lag1_var4 -3.14512454 0.8504130 -3.9281413 -1.71903364
#> const 9.40610798 6.6598377 1.9036902 18.97215602
#> exo1 0.02105068 0.4723015 -0.4732950 0.78898399
#> exo2 -0.50135731 0.5126685 -1.3439347 -0.05271468
#> exo3 -0.32765376 0.8173875 -1.5823780 0.64731378
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05289375 0.1159194 -0.07121738 0.2333223
#> lag1_var2 0.05828903 0.2923966 -0.43374919 0.3507561
#> lag1_var3 0.09308954 0.4102078 -0.60320073 0.5059808
#> lag1_var4 0.88662487 0.3995502 0.48552502 1.5651168
#> const 0.01244716 2.3534761 -3.15022575 2.9797387
#> exo1 -0.07374032 0.1793557 -0.25170518 0.2013858
#> exo2 -0.54702753 0.1503585 -0.77486268 -0.4108120
#> exo3 0.06649161 0.1830783 -0.20641233 0.2950459
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003868135 6.826777e-05 0.0002835771 0.0004696045
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001106831 0.0002592715 -0.001433819 -0.0007914757
#> Sigma[2,2] 0.014851517 0.0037506381 0.010508489 0.0208973433
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000701453 0.0008410432 -0.0003647205 0.002045388
#> Sigma[3,2] -0.024408801 0.0079899569 -0.0364220352 -0.013548734
#> Sigma[3,3] 0.114638205 0.0311492440 0.0634036955 0.151265101
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.128297e-05 0.0008254735 -0.001029253 0.001320337
#> Sigma[4,2] -1.646553e-02 0.0066207960 -0.025751344 -0.007192422
#> Sigma[4,3] 1.044214e-01 0.0289329508 0.057660682 0.139476849
#> Sigma[4,4] 9.861542e-02 0.0271849742 0.055653280 0.132477273
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986479116 0.008229986 0.9730361362 0.99345611
#> lag1_var2 0.062865288 0.026393025 0.0321267918 0.10544917
#> lag1_var3 0.102797750 0.062625939 0.0410369063 0.21250891
#> lag1_var4 -0.100864156 0.061003924 -0.2076211387 -0.04024754
#> const 0.225137194 0.199163230 0.0001921167 0.53152717
#> exo1 -0.002780267 0.017692011 -0.0258943742 0.02297939
#> exo2 -0.004153531 0.021210326 -0.0304684619 0.02813328
#> exo3 -0.010877065 0.023122041 -0.0379119259 0.02416122
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.242273060 0.11532818 0.08415524 0.41139466
#> lag1_var2 0.137967501 0.35246585 -0.28707342 0.66232283
#> lag1_var3 -0.806390663 0.68781938 -1.71929748 0.23374788
#> lag1_var4 0.768977611 0.66526311 -0.23877424 1.65343252
#> const -1.378710828 1.62621298 -3.62056517 0.88983691
#> exo1 0.004644549 0.07820147 -0.11728940 0.08030917
#> exo2 0.845085346 0.10454945 0.72353493 0.99645634
#> exo3 0.063187373 0.13227742 -0.12672438 0.25791273
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9613756 0.3144117 -1.36728118 -0.5120168
#> lag1_var2 2.5615630 0.7171920 1.44401925 3.1457728
#> lag1_var3 5.0420093 1.4104193 2.74994790 6.1905091
#> lag1_var4 -3.8775439 1.3692855 -4.97898861 -1.6397572
#> const 10.8062786 5.6613790 2.58846833 18.9163406
#> exo1 -0.1763491 0.2629459 -0.53232215 0.2033787
#> exo2 -0.3040460 0.4187119 -0.92482533 0.1272645
#> exo3 0.3987749 0.3661059 -0.08371634 0.9639942
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8581778 0.2854699 -1.26817067 -0.4755947
#> lag1_var2 2.4327704 0.6294861 1.44252527 3.0699083
#> lag1_var3 4.1992216 1.2059938 2.17372681 5.2890086
#> lag1_var4 -3.0273509 1.1685436 -4.07396658 -1.0677483
#> const 9.0991593 5.2109481 1.90535060 17.1445901
#> exo1 -0.1787334 0.2463930 -0.54240131 0.1653730
#> exo2 0.1356986 0.3881095 -0.43041611 0.5256079
#> exo3 0.4390795 0.3160282 0.03910569 0.9415668
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001131649 0.0003565888 0.0006942829 0.001586591
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004172106 0.00161370 -0.006288815 -0.001898448
#> Sigma[2,2] 0.178507443 0.04151813 0.118647001 0.232402899
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00273434 0.001054625 0.001255452 0.004017044
#> Sigma[3,2] -0.12656894 0.029167623 -0.162500559 -0.085074081
#> Sigma[3,3] 0.09493195 0.021280342 0.065880276 0.120764828
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000287238 0.0004402114 -0.0002730034 0.0009439352
#> Sigma[4,2] -0.021281809 0.0059667347 -0.0299756742 -0.0145685911
#> Sigma[4,3] 0.020813290 0.0048607145 0.0153974222 0.0269829795
#> Sigma[4,4] 0.008930731 0.0018346189 0.0065016241 0.0113742312
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97968375 0.04593844 0.926747686 1.04855737
#> lag1_var2 0.03564251 0.04760464 -0.024473478 0.10375306
#> lag1_var3 0.07211259 0.08258751 -0.029132969 0.18932461
#> lag1_var4 -0.06448807 0.07649874 -0.168302736 0.02381048
#> const 0.06454183 0.25324699 -0.319612532 0.35391538
#> exo1 0.02159839 0.01553631 -0.003033717 0.03434134
#> exo2 -0.04761614 0.03425194 -0.083185341 0.00449447
#> exo3 0.01008493 0.04746522 -0.066016050 0.06011007
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4296857 0.7105281 -0.47416452 1.482583306
#> lag1_var2 1.5613732 0.5685443 0.63514102 2.180508231
#> lag1_var3 1.0386037 0.9568874 -0.51273852 2.101926005
#> lag1_var4 -1.2420465 0.7507575 -2.01588460 -0.004257274
#> const 3.3278539 3.2147584 0.04014206 8.480569339
#> exo1 -0.2127866 0.3578564 -0.73284897 0.266088163
#> exo2 1.3374380 0.3722112 0.87408916 1.849147521
#> exo3 0.3800060 0.4275417 -0.24008103 0.934639148
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04369327 0.5168534 -0.8393013 0.65294399
#> lag1_var2 -0.55923811 0.3919643 -0.9993328 0.08427871
#> lag1_var3 0.01586396 0.6516674 -0.7465864 1.07616209
#> lag1_var4 1.01821368 0.4996797 0.2019370 1.57128878
#> const -1.05044364 2.5805907 -5.6164441 1.09084021
#> exo1 0.13397537 0.2401403 -0.1749739 0.51126000
#> exo2 -1.47020316 0.2991107 -1.8864739 -1.13157589
#> exo3 -0.06613750 0.2975795 -0.3984814 0.35008620
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24512217 0.14440294 0.037943092 0.42747303
#> lag1_var2 -0.04657576 0.10680790 -0.176546621 0.10763888
#> lag1_var3 -0.06834046 0.18402379 -0.262005845 0.21774391
#> lag1_var4 0.99724157 0.16024160 0.742995985 1.16309375
#> const -0.71804674 0.93806292 -2.399558884 0.14366427
#> exo1 0.01112838 0.05730681 -0.051972482 0.09762426
#> exo2 -0.70543791 0.11116835 -0.874668731 -0.56357750
#> exo3 0.17806719 0.10922326 0.004438238 0.29493660
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00429422 0.0007606838 0.00364708 0.005431973
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004315796 0.001531851 -0.006314410 -0.002629373
#> Sigma[2,2] 0.012578571 0.002647182 0.009131914 0.016353136
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002238972 0.001289363 0.0009017448 0.004388492
#> Sigma[3,2] -0.007969044 0.002412662 -0.0118934782 -0.005947811
#> Sigma[3,3] 0.011571601 0.003366529 0.0078914331 0.016763821
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002461969 0.0008647243 -0.001642721 0.0007673824
#> Sigma[4,2] -0.0006842941 0.0017935619 -0.003203245 0.0018416519
#> Sigma[4,3] 0.0072199309 0.0022884759 0.004647331 0.0106175965
#> Sigma[4,4] 0.0071206837 0.0019486416 0.005042769 0.0102526385
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978551055 0.02435230 0.947588142 1.014256650
#> lag1_var2 0.197021060 0.15748471 0.026897406 0.452765856
#> lag1_var3 0.253875550 0.26672929 -0.002689885 0.712890883
#> lag1_var4 -0.255114383 0.26693219 -0.716500167 0.002729304
#> const 0.363585115 0.55530907 -0.307380887 1.159523133
#> exo1 0.006384121 0.06066530 -0.074783349 0.095901190
#> exo2 0.001379557 0.07442618 -0.108169448 0.086230925
#> exo3 0.004652773 0.05368738 -0.058365500 0.091448389
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.010133774 0.07057061 -0.11539561 0.07214126
#> lag1_var2 0.338548658 0.23149143 0.01567117 0.62070148
#> lag1_var3 -0.284971552 0.41716653 -0.82346685 0.29643878
#> lag1_var4 0.304194561 0.41207618 -0.25997273 0.83905632
#> const 0.717544312 1.02528323 -0.53317086 2.27312072
#> exo1 0.007853396 0.11822749 -0.18390149 0.13693693
#> exo2 0.374089473 0.13734070 0.24870178 0.58332132
#> exo3 0.231561134 0.07904518 0.11154392 0.31781002
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004700291 0.05433640 -0.07011456 0.08177739
#> lag1_var2 0.758218211 0.19071891 0.46225648 1.00500186
#> lag1_var3 1.739382114 0.33710532 1.20089479 2.15460297
#> lag1_var4 -0.794689740 0.33033774 -1.19592740 -0.25503084
#> const 2.098674025 1.69168272 -0.05474999 4.56163639
#> exo1 -0.032126709 0.09900969 -0.15087870 0.10427842
#> exo2 -0.675582012 0.12469259 -0.83650548 -0.53553909
#> exo3 0.211202866 0.09257076 0.07267727 0.32793866
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005253025 0.04263393 -0.0775144 0.03775327
#> lag1_var2 0.686886727 0.11565099 0.5221604 0.80500661
#> lag1_var3 1.098097762 0.20580109 0.8587896 1.42070496
#> lag1_var4 -0.125497781 0.20516023 -0.4354699 0.12270916
#> const 1.404593861 1.58330185 -0.5655107 3.75341235
#> exo1 -0.031140786 0.05561005 -0.1026560 0.05102534
#> exo2 -0.482286166 0.06854578 -0.5695985 -0.38765003
#> exo3 0.350532337 0.06675894 0.2504268 0.42295850
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02692703 0.006241851 0.01913302 0.0365037
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -8.606098e-05 0.004687695 -0.005838299 0.007092298
#> Sigma[2,2] 1.022889e-02 0.003393932 0.007267556 0.015791997
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002434774 0.004191613 -0.008163678 0.002743482
#> Sigma[3,2] -0.011475578 0.006256777 -0.022169982 -0.005888370
#> Sigma[3,3] 0.049797401 0.017186213 0.032965356 0.076417426
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002603825 0.003782407 -0.007691273 0.002147600
#> Sigma[4,2] -0.006190434 0.004834528 -0.014373151 -0.001626519
#> Sigma[4,3] 0.047080217 0.015447634 0.030615573 0.070991103
#> Sigma[4,4] 0.047420422 0.014517452 0.031067070 0.069242053
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93337924 0.02847602 0.88963149 0.96373680
#> lag1_var2 -0.18093954 0.26806812 -0.52401331 0.19323691
#> lag1_var3 -0.55450297 0.51273940 -1.33008993 0.09548531
#> lag1_var4 0.58261405 0.50802571 -0.05335340 1.35011435
#> const -1.05905909 1.28840842 -2.96197672 0.41701031
#> exo1 0.10719641 0.11646217 -0.04904283 0.28714317
#> exo2 -0.01756311 0.18304497 -0.28561218 0.21019526
#> exo3 0.16161732 0.26991360 -0.12395304 0.57428248
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03145830 0.008388586 0.02194127 0.04415060
#> lag1_var2 0.78632801 0.148798076 0.54015838 0.95216015
#> lag1_var3 0.25865094 0.328505195 -0.26932204 0.60666461
#> lag1_var4 -0.22915674 0.317834526 -0.57146953 0.28527851
#> const 0.56358486 1.157057472 -1.21063330 1.73767171
#> exo1 -0.07078912 0.080281741 -0.19063321 0.02785568
#> exo2 0.76695028 0.144166884 0.55258769 0.94535176
#> exo3 0.33791713 0.119912494 0.15406194 0.46319668
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20128901 0.03590655 -0.2455669 -0.1524909
#> lag1_var2 1.79563136 0.32134768 1.3426259 2.2439782
#> lag1_var3 3.19336860 0.65412764 2.2261691 4.0976112
#> lag1_var4 -2.32791762 0.65471650 -3.2487635 -1.3678959
#> const 7.54061966 2.11770611 4.8922387 10.8279955
#> exo1 0.09450801 0.19994119 -0.1668043 0.3809979
#> exo2 -2.88652703 0.25774869 -3.1814360 -2.5201391
#> exo3 -0.91289475 0.21069604 -1.1548662 -0.6026881
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20234130 0.03848428 -0.2497061 -0.1514959
#> lag1_var2 2.05514171 0.29899912 1.6359990 2.4434419
#> lag1_var3 2.95846251 0.55585050 2.1394051 3.7056495
#> lag1_var4 -2.05856200 0.55688652 -2.8192335 -1.2435956
#> const 7.02301775 1.85049982 4.8818584 9.7727209
#> exo1 0.06340031 0.19236227 -0.1777709 0.3636569
#> exo2 -2.70766505 0.24649417 -2.9634639 -2.3444245
#> exo3 -0.80773453 0.20825614 -1.0683618 -0.5304057
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001173385 0.0001915065 0.0009552907 0.001462532
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05119756 0.01459762 -0.06779187 -0.02984945
#> Sigma[2,2] 3.61630106 1.31782997 1.91732839 5.49977648
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03018601 0.007659643 0.01990244 0.04016271
#> Sigma[3,2] -1.96211869 0.713275238 -3.02052915 -1.07897377
#> Sigma[3,3] 1.16468765 0.392990330 0.69291300 1.75077416
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004085543 0.001625191 0.00169717 0.005741742
#> Sigma[4,2] -0.098746471 0.078964021 -0.20541800 0.008314600
#> Sigma[4,3] 0.167277711 0.042525596 0.10324280 0.219382409
#> Sigma[4,4] 0.132104521 0.018702631 0.11286177 0.163988896
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.939839603 0.03381593 0.904147911 0.99768767
#> lag1_var2 0.114333427 0.04723896 0.041285843 0.15544032
#> lag1_var3 0.224412226 0.09230414 0.080145757 0.30337256
#> lag1_var4 -0.203976092 0.08042663 -0.275587889 -0.08367801
#> const 0.542751599 0.30550473 0.096090237 1.00361230
#> exo1 0.001346751 0.02407958 -0.029466758 0.03512608
#> exo2 -0.102362842 0.02744404 -0.146140788 -0.07467847
#> exo3 0.047840029 0.02756583 0.007815454 0.07766748
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.8892283 2.274699 -0.000525686 6.1209472
#> lag1_var2 -5.4715835 3.143200 -9.155815051 -0.5485731
#> lag1_var3 -12.4434739 6.171104 -19.741881725 -2.7797185
#> lag1_var4 11.5330142 5.307885 3.215330703 17.4263800
#> const -27.2245982 16.770846 -46.722662939 -0.3447540
#> exo1 -1.8238240 1.564590 -3.837278909 0.5072397
#> exo2 -0.8342516 1.565980 -2.830766412 1.4950068
#> exo3 0.3383758 2.031664 -1.510094938 3.3929658
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0834877 1.0639253 -2.41833780 0.5566891
#> lag1_var2 3.4307794 1.5889576 1.15928746 5.0761317
#> lag1_var3 7.6337282 3.1214128 3.18301621 10.8375037
#> lag1_var4 -6.4035409 2.7301428 -9.12348132 -2.5392985
#> const 16.1850672 8.9373160 -0.09680279 22.6251620
#> exo1 0.9687222 0.7519775 -0.11270241 1.7781505
#> exo2 -0.5294885 0.8026080 -1.72538075 0.4510179
#> exo3 -0.3086240 1.0034451 -1.94773254 0.4602412
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4411738 0.3965806 -0.0356359 1.0802363
#> lag1_var2 0.2958879 0.5888319 -0.4152300 1.0481959
#> lag1_var3 0.6159729 1.1428764 -0.7644169 2.0846579
#> lag1_var4 0.1592798 1.0137502 -1.1599085 1.3665421
#> const 0.5499481 4.3983566 -5.2125666 6.1233931
#> exo1 0.0130785 0.3755028 -0.5481866 0.5605359
#> exo2 -1.1284614 0.3133246 -1.5662944 -0.7082966
#> exo3 -0.1498251 0.3116369 -0.5368105 0.3058239
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001744694 5.974993e-05 0.0001099842 0.0002712939
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009831555 0.000734944 -0.002015483 -0.0000100435
#> Sigma[2,2] 0.0460877244 0.013368110 0.029313467 0.0642637551
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007491163 0.00183593 -0.003277775 0.001516298
#> Sigma[3,2] -0.0495056387 0.02729717 -0.079359851 -0.005940599
#> Sigma[3,3] 0.8909436277 0.17894482 0.670480159 1.148458487
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001383301 0.00173985 -0.004049363 0.0005226606
#> Sigma[4,2] -0.022325144 0.03124647 -0.050516222 0.0242594886
#> Sigma[4,3] 0.885478619 0.18416586 0.655074894 1.1496453550
#> Sigma[4,4] 0.896751166 0.19187198 0.653846664 1.1681915245
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994581409 0.01047828 0.98479109 1.01172785
#> lag1_var2 0.032692796 0.04084852 -0.03184165 0.07615784
#> lag1_var3 0.053802777 0.06825505 -0.05410475 0.12837291
#> lag1_var4 -0.053691891 0.06806662 -0.12885572 0.05381324
#> const 0.163000913 0.24448477 -0.22578012 0.43032734
#> exo1 -0.003712601 0.01134581 -0.01762906 0.01338985
#> exo2 -0.053103024 0.01731089 -0.07440988 -0.02837689
#> exo3 0.034243954 0.01223688 0.01880489 0.05171023
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.018617563 0.05899574 -0.0664836 0.09047998
#> lag1_var2 0.622125290 0.38860531 0.1506748 1.20680127
#> lag1_var3 0.079837873 0.58884775 -0.7035303 0.90737511
#> lag1_var4 -0.065867571 0.56925725 -0.8721759 0.68145622
#> const -0.146975589 1.38297042 -2.1603654 1.69251031
#> exo1 0.002132573 0.22223160 -0.3136821 0.31102931
#> exo2 0.359947446 0.38199934 -0.1458062 0.84585616
#> exo3 -0.543023416 0.25161774 -0.8229105 -0.12797481
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6790328 0.4653363 -1.2463209 -0.0974881
#> lag1_var2 4.6378838 3.0703289 -0.2130380 8.0593932
#> lag1_var3 6.9044094 4.7909065 -0.6321886 12.4911891
#> lag1_var4 -6.1616921 4.7496186 -11.7661433 1.2703946
#> const 29.8350864 11.5182179 13.0207709 43.0007288
#> exo1 -0.3380236 0.5819416 -1.1510408 0.4616160
#> exo2 -1.4064544 1.2671992 -2.9038135 0.6746999
#> exo3 -0.2452711 1.4039796 -2.0397161 1.9581852
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6812948 0.4831037 -1.23070192 -0.07731318
#> lag1_var2 4.8659981 3.1928372 -0.08386413 8.54812850
#> lag1_var3 6.6629036 4.9879404 -1.00613369 12.76585049
#> lag1_var4 -5.9028584 4.9532495 -12.02069622 1.66915521
#> const 29.4805210 12.1423332 11.99380828 43.49691877
#> exo1 -0.3480834 0.5882193 -1.09754582 0.53935586
#> exo2 -1.2293103 1.1470070 -2.57454582 0.61203227
#> exo3 -0.5772358 1.3985299 -2.37568824 1.56684491
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002521017 6.257108e-05 0.0001814179 0.0003489415
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000485375 0.00520143 -0.004890814 0.008707352
#> Sigma[2,2] 3.197017369 0.77564972 2.170862775 4.216642634
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001116501 0.004077644 -0.006850471 0.004411472
#> Sigma[3,2] -1.807989839 0.603645127 -2.574938291 -0.892709645
#> Sigma[3,3] 1.840376123 0.504528695 1.092977129 2.401498200
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005436268 0.003848525 -0.006862388 0.002249191
#> Sigma[4,2] 0.3129284747 0.270535855 0.032838346 0.743206983
#> Sigma[4,3] 0.7146157288 0.279885276 0.264532765 1.024771407
#> Sigma[4,4] 1.0062784666 0.232027396 0.715902692 1.369425630
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9854125844 0.007055626 0.975311193 0.99454608
#> lag1_var2 0.0129612188 0.012753452 -0.005182040 0.02830147
#> lag1_var3 0.0167736187 0.019767499 -0.011280144 0.03988565
#> lag1_var4 -0.0128511120 0.018815308 -0.034974552 0.01372306
#> const 0.0728739542 0.117923604 -0.090076109 0.23046534
#> exo1 0.0098399681 0.011581227 -0.001908193 0.02928909
#> exo2 -0.1229977433 0.022042961 -0.146888064 -0.08978635
#> exo3 0.0006889866 0.015185487 -0.013278686 0.02597131
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29497423 0.7154576 -1.289939 0.7180515
#> lag1_var2 0.35125092 1.0682092 -1.126540 1.8109015
#> lag1_var3 -0.59774884 1.5867804 -2.755580 1.6533882
#> lag1_var4 0.63081435 1.4777312 -1.474071 2.6396734
#> const 6.69306358 15.4580839 -14.507042 27.9538306
#> exo1 1.00769933 1.3762892 -1.216088 2.5409260
#> exo2 -0.01158611 1.3629998 -1.959632 1.9496590
#> exo3 -0.05147339 1.0998659 -1.841886 1.2091698
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01198778 0.7134336 -1.12110276 0.80577870
#> lag1_var2 1.08844981 1.2111874 -0.02697969 3.02208316
#> lag1_var3 2.57008172 1.8452693 0.89415458 5.55112499
#> lag1_var4 -1.61864954 1.6869045 -4.33189020 -0.02570472
#> const 2.30254556 10.3430998 -13.67205226 13.57734587
#> exo1 0.68267676 0.9402742 -0.83720428 1.74238399
#> exo2 -1.01116278 1.3468039 -2.77028865 0.99254207
#> exo3 0.63744784 1.4556415 -1.54084004 2.75588793
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2152850 0.5596964 -1.0877305 0.3603316
#> lag1_var2 0.9287031 1.0253284 -0.4622514 2.3873094
#> lag1_var3 1.6091250 1.5618639 -0.4154538 3.8893150
#> lag1_var4 -0.6113331 1.4536997 -2.7223428 1.2943764
#> const 5.3909896 8.0596443 -3.8533283 16.5698820
#> exo1 1.4304639 0.7084448 0.2470598 2.1790054
#> exo2 -1.1411346 1.1729428 -2.8289039 0.4325203
#> exo3 0.6271873 1.5232878 -1.5765734 2.5205575
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004439262 0.001559183 0.003020375 0.006984346
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01975301 0.006642537 -0.03025585 -0.0136612
#> Sigma[2,2] 0.20793346 0.043666859 0.16414407 0.2758764
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02528749 0.01084009 0.01222154 0.04166661
#> Sigma[3,2] -0.13997473 0.04691999 -0.21643616 -0.09757059
#> Sigma[3,3] 0.44553809 0.10671973 0.28284249 0.59703981
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01726173 0.01016994 0.002919111 0.03035324
#> Sigma[4,2] -0.03537995 0.04676800 -0.100529365 0.03333260
#> Sigma[4,3] 0.43036389 0.10232753 0.266872889 0.57199219
#> Sigma[4,4] 0.47673255 0.10148673 0.314404705 0.61246816
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944657972 0.07000304 0.83746138 1.022605706
#> lag1_var2 0.207264776 0.12296151 0.06742554 0.369456613
#> lag1_var3 0.370183160 0.23404664 0.08598868 0.696154949
#> lag1_var4 -0.358905875 0.21584653 -0.66318567 -0.099357203
#> const 0.642515253 0.87767248 -0.12410036 2.042044648
#> exo1 -0.002895798 0.06366847 -0.09766808 0.063444797
#> exo2 0.091356167 0.07150031 0.01369260 0.212062430
#> exo3 -0.112635311 0.08615214 -0.22801515 0.002573096
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88272510 0.4584930 0.30810971 1.52771788
#> lag1_var2 -0.99927036 0.9179313 -2.31466042 0.09070048
#> lag1_var3 -3.29036941 1.7848387 -5.94242169 -1.13876051
#> lag1_var4 3.04405545 1.6537761 1.06961356 5.50392507
#> const -3.70294132 5.5499911 -10.88535661 3.80847826
#> exo1 0.04421323 0.3643896 -0.36381753 0.60256020
#> exo2 3.04674785 0.5729277 2.13628811 3.63552030
#> exo3 0.84957635 0.5667111 -0.04897702 1.41244567
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.61447626 0.5404455 -1.31245911 0.1712757
#> lag1_var2 1.43412429 1.1208523 0.03466172 3.1145729
#> lag1_var3 4.03329723 2.2394655 1.33397947 7.4072383
#> lag1_var4 -2.86516148 2.0737552 -5.99046219 -0.3916393
#> const 7.10579885 5.5119326 -2.22102513 12.6298990
#> exo1 -0.08505142 0.6173158 -1.07511861 0.6179866
#> exo2 -2.16956974 0.6560074 -2.87961786 -1.1478301
#> exo3 -0.30396010 1.0260624 -1.67121859 1.0875447
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19048119 0.5220832 -1.0269039 0.5290332
#> lag1_var2 0.64566676 1.1346066 -0.8151257 2.4205741
#> lag1_var3 1.88415288 2.1764317 -1.0102114 5.1599608
#> lag1_var4 -0.79934204 2.0024694 -3.8241745 1.8280821
#> const 4.18425540 4.5179173 -3.1397722 9.2660431
#> exo1 -0.07734661 0.5987827 -0.8814346 0.6819933
#> exo2 -0.76832050 0.7115736 -1.6225734 0.1923469
#> exo3 0.11229522 1.1002950 -1.5650875 1.3836977
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000783032 0.0001218833 0.0006309422 0.0009725865
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01672027 0.002954468 -0.0219247 -0.01372279
#> Sigma[2,2] 0.73637201 0.124245628 0.6054997 0.93371516
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01140447 0.003305964 0.007597698 0.01626475
#> Sigma[3,2] -0.38597053 0.139625948 -0.627584602 -0.25995001
#> Sigma[3,3] 0.42665112 0.148333631 0.290826969 0.69489359
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001137712 0.002474256 -0.001902895 0.004764528
#> Sigma[4,2] 0.070058318 0.088215498 -0.072803675 0.169407874
#> Sigma[4,3] 0.196650475 0.085429655 0.107338129 0.326799894
#> Sigma[4,4] 0.249485785 0.066547170 0.162600862 0.345893040
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978499830 0.01410292 0.967072422 1.00090269
#> lag1_var2 0.030705582 0.07996390 -0.092847688 0.12006041
#> lag1_var3 0.036698764 0.12855246 -0.158942993 0.18189810
#> lag1_var4 -0.028650103 0.12542330 -0.171661771 0.16181914
#> const 0.067406488 0.20936433 -0.295593039 0.27587507
#> exo1 0.001205972 0.01529549 -0.014973634 0.02684210
#> exo2 -0.077457442 0.02399979 -0.107223528 -0.04140418
#> exo3 0.013376514 0.01838426 -0.009469023 0.03798709
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.287187452 0.3055211 -0.6144229 0.1835767
#> lag1_var2 1.249095621 2.2887410 -2.3594904 3.4676464
#> lag1_var3 0.782688001 3.7880421 -5.1673703 4.4429301
#> lag1_var4 -0.666426370 3.7328987 -4.2525755 5.1974299
#> const 1.291279496 7.1261801 -8.7112075 10.7302105
#> exo1 -0.472217396 0.5598912 -0.8558351 0.4293750
#> exo2 2.536381359 0.6497604 1.9159467 3.6959975
#> exo3 0.008481139 0.5776138 -0.7885445 0.7040019
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2472320 0.2797163 -0.1638920 0.5998954
#> lag1_var2 -0.5970948 1.7537834 -2.9699243 1.9398634
#> lag1_var3 -0.1171435 2.8282908 -3.8572558 3.9959115
#> lag1_var4 0.9909567 2.7752220 -3.0751583 4.5964171
#> const 0.7476114 6.6640532 -7.9839229 9.1753713
#> exo1 0.1616603 0.4548841 -0.3778823 0.8168755
#> exo2 -2.2312104 0.6666534 -3.0643791 -1.3151082
#> exo3 -0.2215728 0.5464341 -0.8542087 0.5539497
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07454813 0.1794430 -0.1785785 0.294731178
#> lag1_var2 -0.13807384 1.0046668 -1.5811375 1.158748642
#> lag1_var3 -0.13238628 1.6090203 -2.4016271 1.976829819
#> lag1_var4 1.09479741 1.5841517 -1.0111792 3.348081277
#> const 0.39392053 5.2190060 -7.3790902 5.648972372
#> exo1 -0.13190361 0.5714894 -0.7210589 0.845987039
#> exo2 -0.73712170 0.5581998 -1.5729155 0.006284626
#> exo3 -0.23334284 0.5165477 -0.9441167 0.403108675
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004084736 9.955517e-05 0.0003029796 0.0005561643
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00330863 0.003119431 -0.007964136 -0.0002845953
#> Sigma[2,2] 0.54632455 0.139108999 0.383130138 0.7542017359
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001904394 0.006145574 -0.01154724 0.002411545
#> Sigma[3,2] -0.004156635 0.223149172 -0.15547199 0.381908374
#> Sigma[3,3] 1.183375919 0.484867644 0.72889963 2.056870558
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004151793 0.008211678 -0.01670461 0.001533762
#> Sigma[4,2] 0.354517152 0.302601943 0.14377678 0.894989899
#> Sigma[4,3] 1.232505397 0.588913791 0.72750201 2.306156319
#> Sigma[4,4] 1.519712397 0.754398837 0.92617535 2.856083099
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97244003 0.01006320 0.95710645 0.98474664
#> lag1_var2 0.08812325 0.03157805 0.03693315 0.12619073
#> lag1_var3 0.12750278 0.04810244 0.05055382 0.18711595
#> lag1_var4 -0.12390004 0.04641735 -0.18239055 -0.05085413
#> const 0.42129992 0.22791557 0.15949211 0.76821331
#> exo1 0.01104869 0.01947658 -0.02299895 0.03009223
#> exo2 -0.12159598 0.02424115 -0.14585577 -0.08039260
#> exo3 0.01665265 0.02422292 -0.02041171 0.04131827
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8567008 0.2381794 0.5336424 1.2042253
#> lag1_var2 -1.2264651 0.9681460 -2.4542243 0.2309398
#> lag1_var3 -2.8835495 1.5284976 -4.9292827 -0.6657564
#> lag1_var4 2.7562305 1.4968198 0.6384893 4.7984270
#> const -10.1732793 5.9518806 -19.9236865 -3.1754701
#> exo1 -0.3002673 0.8975591 -1.2249700 1.0645884
#> exo2 5.0114033 0.5528469 4.3055382 5.8350878
#> exo3 -0.2993910 0.5134985 -1.0815119 0.2135648
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1619562 0.5970055 -1.0444368 0.6522581
#> lag1_var2 1.3117153 1.9954366 -0.6303032 4.7306603
#> lag1_var3 2.6214444 3.1491021 -0.3439281 7.9797419
#> lag1_var4 -1.7488187 3.0601793 -6.9528392 1.1784127
#> const 10.5141809 11.5085938 -2.1704050 26.4763782
#> exo1 0.4777648 0.9881337 -0.4503394 2.0707000
#> exo2 -6.8565954 1.2193423 -8.5492924 -5.3735642
#> exo3 1.0959952 1.4411898 -0.6022799 3.0636417
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4053368 0.6869091 -0.5579861 1.372919
#> lag1_var2 0.2032981 2.4005491 -2.4002099 4.026426
#> lag1_var3 0.2687819 3.8305815 -3.7335411 6.298696
#> lag1_var4 0.5328891 3.7508749 -5.3883799 4.510908
#> const 2.8697278 13.9178813 -16.2536298 20.869573
#> exo1 0.3021289 1.5724257 -1.2677654 2.780729
#> exo2 -4.0473933 1.0837962 -5.4291945 -2.733311
#> exo3 1.0026674 1.5890535 -1.1326071 3.282887
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001255425 0.0003747935 0.0007447685 0.001676021
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02443449 0.01201288 -0.0400349 -0.008045922
#> Sigma[2,2] 1.80463213 0.31017959 1.3787380 2.259973148
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01042414 0.008900043 0.00263377 0.02606704
#> Sigma[3,2] -0.90789289 0.327551354 -1.40559357 -0.57387728
#> Sigma[3,3] 0.94664205 0.249025280 0.63288903 1.27015455
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002769913 0.005420139 -0.00878885 0.006099639
#> Sigma[4,2] 0.034917297 0.267680186 -0.28507282 0.356049473
#> Sigma[4,3] 0.537891926 0.117589502 0.35390754 0.674315976
#> Sigma[4,4] 0.631098526 0.124934059 0.49422697 0.837031498
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94885450 0.03398225 0.89922361 0.994816695
#> lag1_var2 0.09127414 0.06353109 0.00465824 0.174003961
#> lag1_var3 0.17795878 0.12257259 0.01076575 0.339258266
#> lag1_var4 -0.16540384 0.11228740 -0.31234868 -0.009544533
#> const 0.63945383 0.47760745 -0.01268561 1.149853970
#> exo1 0.01379315 0.03371016 -0.02966408 0.065146239
#> exo2 -0.08519831 0.05139631 -0.15041873 -0.011080427
#> exo3 0.08211741 0.02266594 0.04753475 0.112127342
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6783779 1.280815 -2.174773 1.3353978
#> lag1_var2 1.8204193 2.640468 -2.317791 4.7705592
#> lag1_var3 1.6154113 5.201305 -6.560192 7.3397944
#> lag1_var4 -1.3271149 4.781389 -6.560485 6.2364386
#> const 1.7194386 13.544620 -17.064437 20.9881854
#> exo1 -1.5225933 1.452754 -3.395857 0.3004263
#> exo2 0.7427381 1.898373 -1.971379 3.2147846
#> exo3 0.2270606 1.563881 -2.279971 1.7143123
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3080791 0.7156852 -0.7168246 1.240728
#> lag1_var2 0.1259920 1.3567682 -1.7253051 1.916847
#> lag1_var3 1.3697006 2.6371591 -2.1702410 4.916560
#> lag1_var4 -0.6091446 2.4135967 -3.9094011 2.626041
#> const 5.7341628 9.9160115 -6.1817232 20.106510
#> exo1 1.4853477 0.8720573 0.2350087 2.516022
#> exo2 -0.7374996 1.1429765 -2.0073071 1.204337
#> exo3 0.4129076 1.0912204 -1.0708503 1.592076
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06060317 0.4832142 -0.6253444 0.6131508
#> lag1_var2 0.82091353 0.8593482 -0.3518804 2.1111907
#> lag1_var3 1.74771901 1.6670166 -0.5583158 4.2429459
#> lag1_var4 -0.81101108 1.5057304 -3.0757850 1.2651079
#> const 5.78671337 6.4702692 -4.2967026 13.8598111
#> exo1 0.76587129 0.6020571 0.0891379 1.7279861
#> exo2 -0.39048268 0.9211958 -1.4982837 0.9745596
#> exo3 0.58137079 0.8434899 -0.5527609 1.7573186
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001568414 0.0003469396 0.001072998 0.001930504
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007027753 0.002171424 -0.00948536 -0.003992539
#> Sigma[2,2] 0.189280182 0.033420438 0.13834775 0.228738497
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003166757 0.00130059 0.001440095 0.004770505
#> Sigma[3,2] -0.108396910 0.01896777 -0.133932193 -0.083671825
#> Sigma[3,3] 0.078188292 0.01730326 0.060448463 0.107922689
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001443924 0.0009057651 -0.0030090137 -0.000501951
#> Sigma[4,2] 0.012647250 0.0089413159 0.0016553961 0.023476237
#> Sigma[4,3] 0.010138471 0.0103934582 0.0004214021 0.027998222
#> Sigma[4,4] 0.019725828 0.0085698656 0.0121915723 0.034195336
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968895136 0.04935787 0.9177375514 1.043916151
#> lag1_var2 0.078552248 0.06890824 0.0001970194 0.191327764
#> lag1_var3 0.115116520 0.10402666 -0.0034488532 0.285462180
#> lag1_var4 -0.110790659 0.09572822 -0.2674242518 0.001204207
#> const 0.403373154 0.66348933 -0.3301277345 1.466860173
#> exo1 -0.015499187 0.02270524 -0.0454628464 0.015816216
#> exo2 -0.025231633 0.04159455 -0.0862195263 0.025585773
#> exo3 0.002044301 0.03400210 -0.0241325601 0.059833544
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4428213 0.5091644 -0.3026678 1.0859648
#> lag1_var2 2.2095657 0.6385462 1.4276085 3.2195855
#> lag1_var3 1.8961150 0.9589646 0.7099905 3.4104913
#> lag1_var4 -2.1323522 0.8386751 -3.4418394 -1.0686448
#> const 5.5562867 3.9490776 0.6269549 11.5066487
#> exo1 -0.6226543 0.3332988 -1.0431074 -0.1788293
#> exo2 1.6682066 0.3976229 1.0724539 2.1028423
#> exo3 -0.4453688 0.5070070 -1.0292456 0.3646619
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2796638 0.3866975 -0.76480035 0.3050959
#> lag1_var2 -0.4329208 0.5494117 -1.25374320 0.3092923
#> lag1_var3 0.2062652 0.8216535 -1.02430160 1.3168302
#> lag1_var4 0.8836700 0.7211974 -0.09409967 1.9442339
#> const -0.4962602 2.4518846 -4.02908329 3.0052554
#> exo1 0.3375331 0.2511807 -0.03856850 0.6639381
#> exo2 -1.6485206 0.2834253 -2.02850145 -1.2869027
#> exo3 0.4096460 0.3187143 -0.04886014 0.7669107
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.006942502 0.09027472 -0.09157157 0.14489596
#> lag1_var2 0.556419871 0.23272668 0.21351902 0.83443286
#> lag1_var3 0.739552305 0.35616559 0.21707681 1.16780016
#> lag1_var4 0.221012334 0.33773403 -0.18356070 0.72436685
#> const 1.482861125 0.73227291 0.24255318 2.10811995
#> exo1 -0.064489218 0.08883079 -0.17107115 0.06931538
#> exo2 -0.652011698 0.13121939 -0.83513695 -0.45886279
#> exo3 0.148471590 0.14099662 0.00874232 0.36623071
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006328332 0.0001351943 0.0004256394 0.0008161009
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01723557 0.004650342 -0.02392228 -0.01129918
#> Sigma[2,2] 1.11619382 0.233512543 0.79797070 1.40673201
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01177947 0.003545815 0.007173205 0.01678039
#> Sigma[3,2] -0.82657053 0.214118389 -1.119890674 -0.54911516
#> Sigma[3,3] 0.95389410 0.258203503 0.662258812 1.34343490
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002884763 0.002979786 -0.001300296 0.006726662
#> Sigma[4,2] -0.263420710 0.160701017 -0.492923442 -0.047421914
#> Sigma[4,3] 0.563033792 0.179952216 0.377245883 0.836463269
#> Sigma[4,4] 0.459361068 0.155734682 0.296567365 0.721006228
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0010933879 0.02453904 0.97334672 1.035201443
#> lag1_var2 0.0143416097 0.04120143 -0.04762548 0.056981196
#> lag1_var3 0.0377885308 0.08019320 -0.08510674 0.123253994
#> lag1_var4 -0.0371605510 0.07384534 -0.11595637 0.076950783
#> const -0.0006044728 0.30196372 -0.42384692 0.432571483
#> exo1 -0.0158480957 0.01618200 -0.03295132 0.008348355
#> exo2 -0.0874947615 0.02402176 -0.12491816 -0.057271354
#> exo3 0.0442004605 0.02641690 0.01213819 0.084902135
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2629176 0.8254088 -0.9077951 1.300151
#> lag1_var2 0.2537476 1.4278568 -1.6343047 1.888836
#> lag1_var3 -1.3114386 2.7815740 -5.1538621 1.902259
#> lag1_var4 1.1874936 2.5879927 -1.7979977 4.853497
#> const 0.1874133 12.2015133 -19.1315910 16.113741
#> exo1 0.5184660 0.9510559 -0.8388054 1.911990
#> exo2 0.7823632 1.0719391 -0.7143644 2.323943
#> exo3 -0.4621706 1.5529320 -2.7808422 1.103697
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3709846 0.7176601 -0.5120601 1.3621162
#> lag1_var2 -0.5002607 1.4724656 -2.2174293 1.6379948
#> lag1_var3 0.1885339 2.8679664 -3.0800467 4.4129569
#> lag1_var4 0.7807655 2.6750653 -3.2246789 3.7974375
#> const -6.9696067 9.2157982 -19.1947806 6.6641665
#> exo1 -1.0525818 0.5942623 -1.9658328 -0.3513858
#> exo2 -0.9641536 1.3934228 -3.1354937 0.8380978
#> exo3 2.1303819 1.4212378 0.5123868 4.2621214
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5833424 0.4112463 0.1351204 1.2503474
#> lag1_var2 -0.7978881 0.9144685 -1.9558903 0.4893775
#> lag1_var3 -1.3063518 1.7553770 -3.5146492 1.1608799
#> lag1_var4 2.2148485 1.6391633 -0.1111133 4.2709293
#> const -8.9406059 5.0405568 -16.9782575 -4.9752063
#> exo1 -0.8469741 0.4740870 -1.4678237 -0.2404897
#> exo2 -0.5378629 0.9576059 -2.0035046 0.6692695
#> exo3 1.9825191 0.7844934 0.9821855 3.0751034
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001331738 0.0004669429 0.0007781306 0.001980126
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005132616 0.002761524 -0.008258926 -0.0009281819
#> Sigma[2,2] 0.245091163 0.083499976 0.157290188 0.3754282908
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002770367 0.002834173 -0.001438178 0.00656876
#> Sigma[3,2] -0.126518330 0.083123290 -0.246611537 -0.05070455
#> Sigma[3,3] 0.382489988 0.121438765 0.232156999 0.52871363
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006710066 0.002587254 -0.004483475 0.002754929
#> Sigma[4,2] 0.0367854284 0.043448603 -0.018667353 0.093609590
#> Sigma[4,3] 0.3179833547 0.082167978 0.211139471 0.431690477
#> Sigma[4,4] 0.3636735076 0.069200152 0.276100246 0.450400014
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00999928 0.01873788 0.98167365 1.034275387
#> lag1_var2 0.03765167 0.05754150 -0.02049125 0.131543804
#> lag1_var3 0.06229395 0.09022789 -0.02815360 0.209426412
#> lag1_var4 -0.06685362 0.08629201 -0.20952582 0.020298267
#> const 0.09769698 0.36448464 -0.45171676 0.537817838
#> exo1 0.02336268 0.03839126 -0.01330986 0.081201676
#> exo2 -0.06118591 0.04426085 -0.11760318 -0.005818863
#> exo3 -0.01448561 0.03815303 -0.06934456 0.036412984
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4404426 0.2021720 -0.7230860 -0.1721229
#> lag1_var2 2.4466378 0.8175475 1.4138821 3.7466164
#> lag1_var3 2.3682865 1.2997440 0.6416686 4.3914279
#> lag1_var4 -2.2984311 1.2527273 -4.1997484 -0.6098947
#> const 7.9682510 3.7987150 3.6381347 13.0944233
#> exo1 -0.6887308 0.5933682 -1.3996028 0.2191488
#> exo2 0.6343765 0.3615794 0.1665146 1.1294459
#> exo3 -0.1062536 0.3727753 -0.6954793 0.3398349
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73685342 0.2359193 0.3861013 1.0480830
#> lag1_var2 -0.29362557 1.3734085 -2.4025026 1.5766531
#> lag1_var3 0.71526073 2.1214212 -2.5966710 3.5384279
#> lag1_var4 -0.02491293 2.0757176 -2.8020630 3.1877388
#> const 1.25548081 3.7602781 -4.3347325 6.4130447
#> exo1 0.75296478 0.6183339 -0.0845968 1.6429526
#> exo2 -1.33120905 0.6787237 -2.2364121 -0.4577376
#> exo3 -1.40354974 0.6114855 -2.3683854 -0.6466653
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4591164 0.3588616 -0.04124038 0.97117854
#> lag1_var2 1.0271786 1.7820070 -1.68289857 3.43300716
#> lag1_var3 1.8487230 2.7919427 -2.47074870 5.54294892
#> lag1_var4 -1.1021886 2.6910183 -4.63901974 3.05726830
#> const 5.5612692 3.7273094 1.24956100 11.00862624
#> exo1 0.3153597 0.6496033 -0.46650082 1.20998797
#> exo2 -0.9499809 0.6851554 -1.90014311 -0.05445406
#> exo3 -1.5284852 0.5793407 -2.45958607 -0.97442550
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002873691 6.57594e-05 0.0002131305 0.0003858169
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -5.661292e-05 0.0005312789 -0.0005945067 0.0007369161
#> Sigma[2,2] 7.468510e-02 0.0262493177 0.0514119270 0.1148699072
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002791213 0.001130167 0.001263093 0.004252959
#> Sigma[3,2] -0.062201761 0.019436015 -0.087155895 -0.037073187
#> Sigma[3,3] 0.187144183 0.035089609 0.136362808 0.233654407
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002919478 0.001213348 0.001286634 0.004558512
#> Sigma[4,2] -0.025484213 0.015151011 -0.047915415 -0.009614847
#> Sigma[4,3] 0.165696804 0.033720598 0.113334966 0.207933765
#> Sigma[4,4] 0.163036261 0.032141043 0.114556702 0.204326429
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99639164 0.007356957 0.989052320 1.0086965575
#> lag1_var2 0.02252457 0.029249742 -0.022011400 0.0636550095
#> lag1_var3 0.03094682 0.046071240 -0.038209259 0.0939845049
#> lag1_var4 -0.03156627 0.044030224 -0.092547141 0.0343109470
#> const 0.15202793 0.154246982 -0.069623132 0.3574348041
#> exo1 -0.02681032 0.018084492 -0.046928412 0.0002619901
#> exo2 -0.12389465 0.016526280 -0.148499942 -0.1026237516
#> exo3 0.02852135 0.018722264 0.002086658 0.0517516801
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32580708 0.1091329 -0.4651349 -0.1748726
#> lag1_var2 1.38925740 0.5064914 0.7335757 2.1180012
#> lag1_var3 0.51944259 0.8415791 -0.5115824 1.7964438
#> lag1_var4 -0.39753278 0.7954859 -1.5936155 0.5644665
#> const 1.52309356 1.8064070 -0.7215887 4.1986657
#> exo1 -0.04888738 0.2051533 -0.3861042 0.1435340
#> exo2 1.87848073 0.3069080 1.6466905 2.4219337
#> exo3 -0.84796369 0.2526090 -1.1186007 -0.4294859
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5358773 0.1786357 0.2909978 0.7354181
#> lag1_var2 -1.8979595 0.7037722 -2.9546437 -0.9446698
#> lag1_var3 -1.1103580 1.2377229 -2.9918596 0.5389239
#> lag1_var4 2.0160058 1.1926483 0.4353861 3.8511241
#> const -3.9630784 3.9260227 -9.0610827 2.3544391
#> exo1 0.4503031 0.2602643 0.1407954 0.8560241
#> exo2 -2.4872014 0.3260851 -2.9596895 -2.0845941
#> exo3 1.2525792 0.4763840 0.5886699 1.8183273
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3735968 0.1690556 0.1305216 0.55326037
#> lag1_var2 -1.5486998 0.5648481 -2.3214344 -0.71520852
#> lag1_var3 -1.4870465 1.0268602 -2.8585850 0.02066345
#> lag1_var4 2.4875196 0.9880398 1.0445794 3.84609667
#> const -4.7324353 3.8689109 -9.1676129 1.71010144
#> exo1 0.4502091 0.2767255 0.2220827 0.93590663
#> exo2 -1.6068413 0.2424670 -1.9106236 -1.27460883
#> exo3 0.8798969 0.4462272 0.1833299 1.33172433
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001852139 0.000469222 0.001315378 0.002606375
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02592944 0.0100084 -0.03813428 -0.01379306
#> Sigma[2,2] 1.24203536 0.3256631 0.82369831 1.65798525
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02489765 0.01052118 0.0115750 0.03913362
#> Sigma[3,2] -1.15847294 0.35185025 -1.6610540 -0.73696258
#> Sigma[3,3] 1.37880741 0.40788017 0.9474496 2.00927713
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00954089 0.005913168 0.00262271 0.01672552
#> Sigma[4,2] -0.41061930 0.166200449 -0.66992396 -0.23115122
#> Sigma[4,3] 0.70446211 0.208240700 0.50421292 1.03866962
#> Sigma[4,4] 0.48523441 0.115970104 0.35043398 0.66457915
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03756585 0.01662536 1.01487384 1.059635034
#> lag1_var2 -0.02989436 0.02595537 -0.05650078 0.008228625
#> lag1_var3 -0.04436003 0.04210974 -0.08854854 0.019554310
#> lag1_var4 0.02789484 0.03510542 -0.02659078 0.064486226
#> const 0.12338203 0.20806885 -0.15969046 0.415184216
#> exo1 -0.04520585 0.05467014 -0.11533637 0.025249410
#> exo2 -0.05281651 0.03140758 -0.10470991 -0.021164184
#> exo3 0.03735984 0.03912779 -0.01190510 0.082498658
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9146236 0.3815606 -2.437216 -1.4161995
#> lag1_var2 2.5787809 0.5612600 1.841146 3.3913573
#> lag1_var3 2.4594324 0.9160787 1.273330 3.8616492
#> lag1_var4 -1.6655256 0.8237965 -2.966341 -0.6129243
#> const -0.4741380 6.0145128 -8.739054 8.6881111
#> exo1 0.1829741 1.2257001 -1.312733 2.1216352
#> exo2 2.3805661 1.0887871 1.041266 3.8418951
#> exo3 3.0511561 0.7784299 2.151169 4.1570419
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7746853 0.4487616 1.0690918 2.30839345
#> lag1_var2 -1.2628078 0.6993258 -2.1884710 -0.47403820
#> lag1_var3 -0.7707835 1.1506043 -2.3239590 0.55422795
#> lag1_var4 1.0154611 1.0337804 -0.1818598 2.44275697
#> const 2.7936766 7.7267107 -8.9844389 13.05884924
#> exo1 -0.5910707 1.2690934 -2.6668115 0.79910827
#> exo2 -3.5206581 1.2508651 -5.4978631 -1.97388190
#> exo3 -1.3375353 0.8866345 -2.6283481 -0.08814122
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6573205052 0.3805247 0.0912255 1.0791006
#> lag1_var2 -0.1424585885 0.5514097 -0.7003601 0.6742638
#> lag1_var3 -0.0009604169 0.8887278 -0.9285796 1.3358109
#> lag1_var4 0.7366088964 0.7763828 -0.4607724 1.5872294
#> const 0.8703172040 5.9134960 -7.2205462 8.6743968
#> exo1 -0.4822906226 0.7232340 -1.7004316 0.2650307
#> exo2 -2.1834234006 0.7860123 -3.4390003 -1.3938118
#> exo3 0.5681161881 0.7639721 -0.2496968 1.7012219
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0010714 0.0002415955 0.0007389592 0.001335647
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003889602 0.004582499 -0.003149682 0.009490637
#> Sigma[2,2] 0.665856942 0.201672803 0.425695925 0.986411419
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004442387 0.003257008 -0.004589313 0.004788881
#> Sigma[3,2] -0.1091917345 0.061009457 -0.176857817 -0.010782846
#> Sigma[3,3] 0.2972235074 0.060375666 0.209222462 0.376810062
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001338502 0.005075426 -0.005422139 0.008840324
#> Sigma[4,2] 0.200837652 0.099270132 0.064751416 0.335335894
#> Sigma[4,3] 0.281746787 0.061836443 0.192680592 0.366810934
#> Sigma[4,4] 0.415401005 0.065657427 0.325495053 0.498246845
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01145498 0.01476707 0.98829543 1.031205684
#> lag1_var2 -0.03356397 0.02827310 -0.06500727 0.009267117
#> lag1_var3 -0.08009761 0.06274094 -0.14720970 0.015321396
#> lag1_var4 0.07680790 0.05799189 -0.01202626 0.139145517
#> const -0.14822001 0.30474831 -0.66760852 0.120359716
#> exo1 -0.01986214 0.02123700 -0.04634486 0.011188229
#> exo2 -0.01188048 0.02376383 -0.05391671 0.010549747
#> exo3 0.01050422 0.03074159 -0.03388105 0.050101531
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19854298 0.2809598 -0.09973710 0.6521106
#> lag1_var2 0.79963959 0.6058154 -0.01992943 1.6211353
#> lag1_var3 0.30568065 1.3523461 -1.35450372 2.3150897
#> lag1_var4 -0.33394544 1.2249751 -2.10967893 1.1981499
#> const -0.32784664 6.6836005 -8.04618141 10.0966157
#> exo1 -0.09234476 0.6515592 -0.85526004 0.7575690
#> exo2 -1.06780595 0.5792831 -1.87823696 -0.3754611
#> exo3 -0.66159676 0.5395678 -1.32348956 0.1367514
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4334619 0.3651374 -0.07927935 0.91606439
#> lag1_var2 -0.4881560 0.8314374 -1.31147181 0.70227431
#> lag1_var3 -0.1655773 1.8516793 -2.02381159 2.41839526
#> lag1_var4 0.9523907 1.7052244 -1.39938426 2.68201442
#> const -2.4059850 4.6778522 -9.34452296 3.55803037
#> exo1 -1.7371130 0.3594328 -2.31353499 -1.29801661
#> exo2 -2.2726803 0.6634745 -3.23712613 -1.48956201
#> exo3 -0.6577276 0.4479695 -1.33317485 -0.07938594
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5716797 0.4033810 -0.05753948 1.0224409
#> lag1_var2 -0.4676378 0.9474924 -1.36596679 0.9515805
#> lag1_var3 -0.7462148 2.1413420 -2.83705016 2.3571511
#> lag1_var4 1.5376459 1.9861686 -1.32186941 3.4759428
#> const -4.4707702 6.4239367 -13.47066976 4.2426375
#> exo1 -1.9862917 0.5376367 -2.88228859 -1.4326740
#> exo2 -3.0394481 0.7738994 -4.17555549 -2.1502344
#> exo3 -1.0382577 0.4287389 -1.67673565 -0.4931517
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01913495 0.004936939 0.01277344 0.02617092
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01275654 0.01362096 -0.03536508 0.0029940
#> Sigma[2,2] 0.20941315 0.03869765 0.17780473 0.2708225
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009102911 0.01006361 -0.002057279 0.02355176
#> Sigma[3,2] -0.096931123 0.02663143 -0.135434602 -0.06817937
#> Sigma[3,3] 0.149462589 0.03334442 0.105549690 0.19904956
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004142481 0.007185357 -0.005828519 0.01395948
#> Sigma[4,2] -0.011169836 0.026884692 -0.050002700 0.02322047
#> Sigma[4,3] 0.122161525 0.027132361 0.083779269 0.15989313
#> Sigma[4,4] 0.131722835 0.024983596 0.097637636 0.15924495
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.879594635 0.04261491 0.81925583 0.9331524
#> lag1_var2 0.104293610 0.14974189 -0.04189235 0.3458198
#> lag1_var3 0.213757118 0.36135918 -0.14166698 0.7990529
#> lag1_var4 -0.167164357 0.33832624 -0.69144247 0.1824805
#> const 1.018893819 1.50280405 -1.05503064 3.0012552
#> exo1 0.054832435 0.10597766 -0.10563755 0.1804368
#> exo2 -0.126284603 0.12730079 -0.28212895 0.0489561
#> exo3 -0.005604575 0.18720410 -0.22387072 0.2927596
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48907595 0.1390068 0.3293790 0.7165117
#> lag1_var2 0.06599721 0.4656457 -0.5959403 0.5781429
#> lag1_var3 -2.12083586 1.0921791 -3.7352305 -0.9320522
#> lag1_var4 2.03346039 1.0477481 0.8555624 3.5611329
#> const -8.08431231 3.5310043 -11.6948168 -2.4558974
#> exo1 -0.22596469 0.2782306 -0.6171096 0.1853369
#> exo2 1.23277252 0.5041012 0.4571978 1.7919529
#> exo3 0.56506855 0.4640504 0.0439450 1.3190988
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23257883 0.1080130 -0.3994568 -0.1189769
#> lag1_var2 1.07106925 0.4606868 0.5793318 1.7830465
#> lag1_var3 3.50958288 1.0826115 2.3397450 5.1986218
#> lag1_var4 -2.56763912 0.9912373 -4.1222082 -1.5004405
#> const 8.07965152 3.3383165 3.7954389 12.2168108
#> exo1 -0.04102812 0.2247368 -0.3048746 0.2983312
#> exo2 -2.37044210 0.2185044 -2.6313725 -2.0643989
#> exo3 -0.73720531 0.2754067 -1.1345628 -0.4008503
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03702548 0.09201346 -0.1529164 0.09300144
#> lag1_var2 0.94294907 0.35276951 0.5127870 1.45400495
#> lag1_var3 2.24605654 0.82744929 1.2306148 3.42732465
#> lag1_var4 -1.31357651 0.76186609 -2.3793699 -0.36355570
#> const 3.78386727 3.33602747 -0.6409881 7.75873370
#> exo1 -0.14790048 0.24525585 -0.4408279 0.20484898
#> exo2 -2.21025544 0.17764614 -2.3536993 -1.89645971
#> exo3 -0.62665604 0.20365538 -0.8455103 -0.34515263
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001154719 0.0001808378 0.0009878258 0.001456493
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02921358 0.006251382 -0.03917886 -0.02174491
#> Sigma[2,2] 1.02246762 0.246595965 0.70597744 1.37242003
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03065401 0.00925409 0.02007128 0.04631595
#> Sigma[3,2] -1.12440509 0.34919152 -1.68971490 -0.74691389
#> Sigma[3,3] 1.71864051 0.51361714 1.18106629 2.46168766
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008963498 0.005378367 0.002984239 0.01739808
#> Sigma[4,2] -0.367032813 0.189677655 -0.677860157 -0.18848107
#> Sigma[4,3] 0.904147356 0.289363435 0.587787607 1.29389416
#> Sigma[4,4] 0.651606353 0.176741095 0.458890760 0.92901772
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00750961 0.01492259 0.983768005 1.024186465
#> lag1_var2 -0.04949386 0.05975866 -0.149373199 0.001959341
#> lag1_var3 -0.06533612 0.07965836 -0.197734982 0.007575523
#> lag1_var4 0.06749358 0.07896661 -0.008459232 0.197028197
#> const -0.30674351 0.19584206 -0.545275014 -0.027386335
#> exo1 -0.01289217 0.02948624 -0.049801516 0.031378652
#> exo2 -0.12373284 0.03634786 -0.184812071 -0.093363695
#> exo3 0.02042156 0.03314703 -0.017782203 0.075570768
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25690005 0.4083482 -0.7268902 0.2935156
#> lag1_var2 2.61637222 2.0265769 -0.1490234 5.1520473
#> lag1_var3 2.63906349 2.7042201 -1.1271344 6.0074905
#> lag1_var4 -2.69058151 2.6928205 -6.0230717 1.0556493
#> const 11.38669411 7.4477931 1.1872408 21.1577108
#> exo1 -0.01919516 0.7176025 -1.1290959 0.8199166
#> exo2 2.22609566 1.0595174 0.9010210 3.7792643
#> exo3 0.90134932 0.8779611 -0.3643079 2.0616366
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2697469 0.6051182 -0.4468215 1.0995750
#> lag1_var2 1.2143099 3.1892034 -2.1156731 6.1323362
#> lag1_var3 2.3510733 4.2760022 -2.1724624 8.9670558
#> lag1_var4 -1.4766417 4.2088304 -8.1236349 2.8901725
#> const 2.5972360 12.6561000 -13.0160533 20.5886626
#> exo1 -0.4664582 0.9056098 -1.4067241 0.9428622
#> exo2 -3.9616421 1.0339916 -5.5340358 -2.9346186
#> exo3 -1.5749272 1.1808823 -2.8875718 0.4045041
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08634869 0.4340137 -0.4334981 0.7219105
#> lag1_var2 2.91494239 2.0785374 0.3540390 6.0310857
#> lag1_var3 3.98667394 2.7943739 0.5088658 8.1544529
#> lag1_var4 -3.14343886 2.7282082 -7.2746529 0.2113429
#> const 10.39284877 8.2383262 -0.6576837 21.9082288
#> exo1 -0.49192021 0.6491808 -1.5427749 0.2724679
#> exo2 -2.40275932 0.5930649 -3.1360144 -1.5877511
#> exo3 -0.96626408 0.6436948 -1.5563893 0.0852859
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004281773 0.0001329399 0.0002879449 0.0006445064
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0101253 0.002896105 -0.0143347 -0.006305317
#> Sigma[2,2] 0.8558633 0.156116722 0.6710119 1.050854113
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009049791 0.003296214 0.004119843 0.01324126
#> Sigma[3,2] -0.834283480 0.191434475 -1.088038163 -0.59424445
#> Sigma[3,3] 0.996837104 0.239422333 0.689481451 1.31821483
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003063678 0.001975317 -3.939094e-05 0.005390592
#> Sigma[4,2] -0.332783778 0.111114743 -4.827101e-01 -0.194921419
#> Sigma[4,3] 0.522731207 0.139044864 3.496525e-01 0.697184384
#> Sigma[4,4] 0.344285563 0.081455795 2.484681e-01 0.443310687
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98018403 0.01220902 0.965335501 0.999086271
#> lag1_var2 0.04248077 0.02419592 0.005962842 0.065697451
#> lag1_var3 0.07006881 0.04087818 0.006851675 0.108062232
#> lag1_var4 -0.06434289 0.03903746 -0.099480539 -0.002086488
#> const 0.20897688 0.22482379 -0.150564535 0.446082695
#> exo1 -0.01337681 0.01673506 -0.032373043 0.010975367
#> exo2 -0.06453065 0.01848047 -0.089378250 -0.036201145
#> exo3 0.04066520 0.01930794 0.013374998 0.066347712
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6735622 0.6612639 -0.3215644 1.4956429
#> lag1_var2 0.9310571 1.0325193 -0.3057318 2.2875012
#> lag1_var3 0.1235803 1.7062597 -1.8484117 2.4839497
#> lag1_var4 -0.4704537 1.5468865 -2.7139713 1.3020556
#> const 5.1644164 9.4797906 -3.4350261 21.9845471
#> exo1 -0.9108965 0.8557852 -2.1116521 0.2126903
#> exo2 0.7060560 0.8283499 -0.3955095 1.7488325
#> exo3 0.3186788 0.8243265 -0.3996876 1.6697649
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09508351 0.6197853 -0.8629677 0.6057277
#> lag1_var2 0.34258256 1.0126628 -1.1214883 1.5792209
#> lag1_var3 1.48500807 1.7804352 -1.0582888 3.6537638
#> lag1_var4 -0.42022503 1.7266103 -2.4134419 2.0061492
#> const -1.55620028 10.1033919 -20.1496361 6.5260776
#> exo1 0.37722513 0.8328472 -0.6456604 1.5512569
#> exo2 -2.28419655 1.0200681 -3.4885776 -0.7267315
#> exo3 -0.51921700 1.0467312 -2.1801626 0.3838491
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3269354 0.3311527 -0.1185743 0.7708932
#> lag1_var2 0.5731056 0.8046578 -0.4592498 1.5528290
#> lag1_var3 0.9964288 1.4404071 -0.8381127 2.7746246
#> lag1_var4 -0.1245952 1.4352576 -1.9072776 1.7056591
#> const 0.1282212 5.9789460 -9.8284143 4.5781088
#> exo1 -0.1978562 0.4286560 -0.5858950 0.4944684
#> exo2 -1.9208118 0.6109450 -2.6378207 -0.9825977
#> exo3 -0.3030357 0.6274906 -1.3053710 0.3006463
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00031129 6.316992e-05 0.0002087657 0.0003841313
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00869911 0.002779166 -0.01191648 -0.005072325
#> Sigma[2,2] 0.61356863 0.132307188 0.47357092 0.803929953
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004971408 0.001514489 0.003404776 0.007223245
#> Sigma[3,2] -0.366156310 0.081528111 -0.472797202 -0.263758329
#> Sigma[3,3] 0.378923806 0.080556240 0.263229980 0.468510736
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000755796 0.001140819 -0.0003648802 0.002701772
#> Sigma[4,2] -0.073902551 0.050072831 -0.1453910282 -0.013805905
#> Sigma[4,3] 0.221977499 0.062027303 0.1310904625 0.295971347
#> Sigma[4,4] 0.206303584 0.054605930 0.1370775423 0.280999548
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9845877161 0.01714894 0.959570731 1.005551842
#> lag1_var2 0.0372721511 0.02203716 0.004685123 0.062290113
#> lag1_var3 0.0707826789 0.04568610 0.003210265 0.121737269
#> lag1_var4 -0.0654163723 0.04020377 -0.111210348 -0.005856018
#> const 0.1541313877 0.22005782 -0.104386946 0.443453062
#> exo1 0.0001855048 0.01533122 -0.018709006 0.021099894
#> exo2 -0.0999088526 0.01801286 -0.119153156 -0.072520507
#> exo3 0.0689086470 0.01767017 0.044470402 0.092782206
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01569023 0.8529490 -1.0195302 1.1813166
#> lag1_var2 1.63141169 1.0358055 0.3548712 3.1863764
#> lag1_var3 1.46945270 2.0857036 -0.9963420 4.5925171
#> lag1_var4 -1.56799620 1.7725216 -4.2357124 0.3998243
#> const 5.93280782 10.9523731 -8.2469985 19.2111303
#> exo1 0.30396560 0.6374569 -0.5165770 1.1203036
#> exo2 -0.39304994 0.9157308 -1.6468692 0.7863266
#> exo3 0.49902114 0.8666775 -0.9889203 1.2904620
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9867856 0.8321937 -0.1477431 2.0463649
#> lag1_var2 -1.3373660 1.2517572 -2.6935766 0.6122370
#> lag1_var3 -1.8848746 2.4685147 -4.6300227 1.9133717
#> lag1_var4 2.4317974 2.1225313 -0.8872344 4.7355987
#> const -6.3915561 9.4970540 -21.3533124 4.1944515
#> exo1 0.0110389 0.6176511 -0.8437962 0.7347093
#> exo2 -0.8322405 0.7320895 -1.4898477 0.3040593
#> exo3 -0.2740011 0.6603398 -1.2581679 0.4914689
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07650470 0.6879864 0.07311355 1.9358113
#> lag1_var2 -0.95805583 1.1488545 -2.20052238 0.8236933
#> lag1_var3 -2.02726125 2.3013247 -4.55969469 1.4962320
#> lag1_var4 2.50931853 2.0468614 -0.63441560 4.7864974
#> const -5.45904360 7.6117689 -16.26912292 3.8864107
#> exo1 0.16945328 0.4950994 -0.45851987 0.8376770
#> exo2 -1.13118519 0.5214965 -1.81184006 -0.4892234
#> exo3 -0.03389826 0.5298118 -0.74706283 0.7201727
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004736149 9.13443e-05 0.0003570568 0.0006077568
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004024046 0.002160598 -0.007042511 -0.000818884
#> Sigma[2,2] 0.299981004 0.086449938 0.208559850 0.434682323
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008804266 0.003110189 0.004781429 0.01330317
#> Sigma[3,2] -0.317925216 0.120389926 -0.481166467 -0.15989511
#> Sigma[3,3] 0.915256590 0.186766096 0.637056843 1.16677392
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006625346 0.002520259 0.004066104 0.01028604
#> Sigma[4,2] -0.132457908 0.080497376 -0.234563825 -0.02294344
#> Sigma[4,3] 0.762525552 0.201393130 0.544147751 1.07853705
#> Sigma[4,4] 0.728074792 0.233686077 0.493329641 1.09982481
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972797483 0.02876359 0.926397746 1.004843229
#> lag1_var2 0.055586794 0.05643143 -0.003871553 0.141882479
#> lag1_var3 0.089422656 0.08686561 0.001281431 0.220877295
#> lag1_var4 -0.081160229 0.08228301 -0.206232980 0.001591719
#> const 0.123337487 0.41698380 -0.298770637 0.788607339
#> exo1 -0.008651644 0.02448994 -0.043899145 0.024885283
#> exo2 -0.131409651 0.02062986 -0.155993060 -0.097832894
#> exo3 0.028038799 0.01689203 0.008078642 0.052759202
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8245812 0.5813436 -1.5262410 0.03813248
#> lag1_var2 2.8590249 1.2447787 1.0946278 4.10279489
#> lag1_var3 3.1052796 1.9833417 0.4225739 5.06740183
#> lag1_var4 -2.9665849 1.8581266 -4.7630911 -0.44735895
#> const 11.3249209 6.7397415 2.8154313 21.95924694
#> exo1 0.4002277 0.6092278 -0.5188851 1.11800709
#> exo2 1.1699419 0.4986757 0.5209229 1.86061529
#> exo3 -1.1800597 0.5268835 -2.0001150 -0.64149858
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3838929 0.7935439 -0.5520872 1.5727431
#> lag1_var2 -0.8610779 1.3571399 -2.7465294 0.8899215
#> lag1_var3 -0.8726561 2.1615279 -3.8554983 2.0108080
#> lag1_var4 1.7595744 2.0402973 -0.9410243 4.6029772
#> const -4.2509862 13.9404707 -26.2910293 9.4230531
#> exo1 -0.4994671 0.9799832 -1.6987803 0.9543858
#> exo2 -2.3733872 0.6815796 -3.0163029 -1.3325408
#> exo3 2.7554009 1.3581976 1.1084792 4.8433646
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1672263 0.8428512 -1.2091019 0.9561687
#> lag1_var2 0.6104586 1.3782113 -1.3866043 2.3025803
#> lag1_var3 0.5191220 2.1120167 -2.6060641 3.0883708
#> lag1_var4 0.4832475 1.9918257 -1.9023726 3.4322211
#> const 1.6563059 13.9209763 -18.4230028 17.5148555
#> exo1 -0.2449959 0.7570621 -1.3428689 0.7410365
#> exo2 -1.7029964 0.5058043 -2.2982835 -0.9737104
#> exo3 2.1078291 1.1432611 0.6244348 3.7766283
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004573498 8.002655e-05 0.0003556992 0.0005761545
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003511738 0.004743713 -0.004549185 0.006988288
#> Sigma[2,2] 0.8825935031 0.239181794 0.677192379 1.265761318
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003855191 0.001948085 -0.002040847 0.003323314
#> Sigma[3,2] -0.2412806531 0.191237021 -0.524328980 -0.050807425
#> Sigma[3,3] 0.3845643133 0.168141967 0.224139124 0.656501502
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001410197 0.002095342 -0.002237802 0.003307618
#> Sigma[4,2] 0.1207386991 0.133158582 -0.089515518 0.271652765
#> Sigma[4,3] 0.3360879324 0.117225389 0.228574937 0.532558355
#> Sigma[4,4] 0.4447307538 0.086326637 0.342797693 0.576782513
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972194862 0.01043660 0.96086013 0.98587797
#> lag1_var2 0.049237898 0.02399429 0.01671689 0.08283198
#> lag1_var3 0.116195597 0.06145670 0.03244103 0.20160636
#> lag1_var4 -0.110662504 0.05507889 -0.18438380 -0.03100963
#> const 0.435465610 0.21810801 0.17043174 0.73867381
#> exo1 0.030061718 0.02234857 -0.00553359 0.05439187
#> exo2 -0.058360074 0.02838870 -0.10347479 -0.02703103
#> exo3 0.001572886 0.02346421 -0.02991290 0.03010817
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4111842 0.4043378 6.450503e-04 1.1090632
#> lag1_var2 0.4960029 0.9283408 -5.464177e-01 1.9373683
#> lag1_var3 -0.6518671 2.4146515 -3.350946e+00 3.0158058
#> lag1_var4 0.5982890 2.2780489 -2.873303e+00 3.1504464
#> const -4.0805818 8.9867077 -1.614204e+01 8.8673937
#> exo1 -0.7192028 0.8134763 -1.712524e+00 0.5016458
#> exo2 2.2282599 1.1993353 4.947637e-01 3.5347088
#> exo3 1.6340441 0.8725350 4.881576e-01 2.6857106
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0396962 0.2563735 -0.36836281 0.3143109
#> lag1_var2 0.6929624 0.3683914 0.06335372 1.0372821
#> lag1_var3 2.4470868 0.9259643 0.87886697 3.3137102
#> lag1_var4 -1.5839789 0.8726384 -2.43093405 -0.1205019
#> const 4.3581342 4.9783216 -1.86164738 11.1023409
#> exo1 0.4061835 0.4653611 -0.29695949 0.9718146
#> exo2 -0.3665067 0.8393807 -1.12439253 1.0251780
#> exo3 -1.3357612 0.5442248 -2.03059465 -0.7229344
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1422471 0.2578892 -0.24610091 0.4535510
#> lag1_var2 0.7221727 0.5282952 0.01692303 1.4843029
#> lag1_var3 1.7592909 1.3878085 -0.08103911 3.7687106
#> lag1_var4 -0.8956421 1.3091198 -2.75375977 0.8046395
#> const 1.3374330 4.3450280 -3.71154432 8.4661593
#> exo1 0.1449983 0.4516605 -0.52201600 0.7456023
#> exo2 0.6324596 0.7615107 -0.10879394 1.9139077
#> exo3 -0.8491429 0.8097957 -1.91815318 0.2282871
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003110527 0.0001077573 0.0001863428 0.0004639164
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003425783 0.001728799 -0.005973789 -0.001520503
#> Sigma[2,2] 0.104369197 0.048050369 0.070032033 0.185572172
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003297472 0.001683684 0.001479219 0.005734011
#> Sigma[3,2] -0.100807909 0.043755464 -0.175510257 -0.064579240
#> Sigma[3,3] 0.129772334 0.044660495 0.085633817 0.203410452
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00126216 0.0007896947 0.000333957 0.002370147
#> Sigma[4,2] -0.03854345 0.0164544026 -0.064421968 -0.022018927
#> Sigma[4,3] 0.07104144 0.0206192086 0.048092588 0.100110699
#> Sigma[4,4] 0.04958652 0.0119586154 0.035046725 0.063917424
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97784805 0.009325619 0.96428669 0.990688232
#> lag1_var2 0.07232883 0.039983033 0.01642674 0.129264959
#> lag1_var3 0.11327329 0.062145907 0.02563454 0.199196781
#> lag1_var4 -0.10871456 0.060312477 -0.19252136 -0.024130594
#> const 0.36143086 0.169842454 0.17619324 0.607711603
#> exo1 -0.01413400 0.011030402 -0.02714078 0.003067724
#> exo2 -0.04716642 0.018524281 -0.06337630 -0.015989554
#> exo3 0.01402393 0.020464049 -0.01760728 0.037026904
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02562714 0.1155487 -0.21502504 0.08203694
#> lag1_var2 0.26690628 0.5569401 -0.41628805 1.08931896
#> lag1_var3 -1.20779399 0.9179538 -2.33511154 0.16413776
#> lag1_var4 1.27698662 0.9015969 -0.06307669 2.41021297
#> const -3.52807627 2.3841058 -7.03545611 -0.34500936
#> exo1 0.18367719 0.2495568 -0.06423240 0.57582663
#> exo2 0.33349277 0.4362110 -0.38364457 0.71372326
#> exo3 0.10863925 0.3486354 -0.21687635 0.63817411
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27875277 0.1589713 0.1400544 0.56814115
#> lag1_var2 0.03972636 0.6210940 -0.8102840 0.88804577
#> lag1_var3 1.61263720 1.1072536 0.0830216 3.15812055
#> lag1_var4 -0.79238234 1.0946569 -2.3309246 0.73742472
#> const 4.18887499 3.6366084 -0.6186473 9.05371621
#> exo1 -0.32895590 0.2605190 -0.6800150 0.01546560
#> exo2 -0.73374642 0.4327057 -1.1797140 0.02644343
#> exo3 -0.11991176 0.4336167 -0.7600287 0.41165933
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2802199 0.1402234 0.1092574 0.50479933
#> lag1_var2 -0.1364510 0.5217917 -1.0226951 0.35154076
#> lag1_var3 0.3379078 0.9043112 -1.1889967 1.20074823
#> lag1_var4 0.5372007 0.8873289 -0.3155989 2.03304653
#> const 0.8082111 2.6755391 -2.2604373 4.52960983
#> exo1 -0.2242466 0.1670734 -0.4716304 -0.02555651
#> exo2 -0.5514034 0.2135330 -0.7756474 -0.19234239
#> exo3 -0.0572665 0.2814435 -0.4334809 0.33278631
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00131545 0.0002858534 0.001034739 0.001787822
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02581658 0.01317421 -0.04285844 -0.008309245
#> Sigma[2,2] 1.41655042 0.42159740 0.91960364 2.015032107
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01690367 0.009726838 0.004107533 0.02990254
#> Sigma[3,2] -0.95369748 0.280775137 -1.343023348 -0.59676615
#> Sigma[3,3] 0.69085618 0.199733358 0.424398114 0.95339777
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00173620 0.001102046 -0.003344191 -0.00030355
#> Sigma[4,2] 0.05933148 0.038243916 -0.004244673 0.10173216
#> Sigma[4,3] 0.01206735 0.025210358 -0.018038912 0.05097038
#> Sigma[4,4] 0.05808233 0.017898076 0.040774417 0.08853786
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0680824719 0.006585747 1.06020031 1.07779040
#> lag1_var2 0.0695752939 0.061801993 -0.01649802 0.15884633
#> lag1_var3 0.0745243863 0.087861613 -0.04694827 0.20328598
#> lag1_var4 -0.1008210347 0.087690433 -0.22796253 0.02173634
#> const 0.0322436547 0.332982283 -0.38324130 0.50271610
#> exo1 -0.0002798033 0.033508195 -0.04326321 0.04483698
#> exo2 -0.0747426415 0.028866600 -0.11468425 -0.04225353
#> exo3 -0.0185933582 0.030312961 -0.05924293 0.02272232
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6469821 0.4406736 -2.25571752 -1.195814
#> lag1_var2 0.8849127 3.0791544 -2.98367760 5.483070
#> lag1_var3 0.2861571 4.3635775 -5.19555053 6.842295
#> lag1_var4 0.3144594 4.3058081 -6.03334237 5.721621
#> const 1.9639712 9.8641181 -12.89582574 13.938151
#> exo1 -0.6638033 1.2180069 -2.01613812 1.235343
#> exo2 0.3032092 1.1616014 -0.77056218 2.144598
#> exo3 1.2564783 0.8725322 0.05626099 2.439969
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8393923 0.2998091 0.4855525 1.25047761
#> lag1_var2 0.7767997 2.0661998 -2.4073913 3.39612299
#> lag1_var3 1.8523132 2.9306362 -2.6982125 5.54648737
#> lag1_var4 -1.2094967 2.8980500 -4.8914099 3.20906166
#> const 2.4234405 6.6125198 -6.5673379 12.75111040
#> exo1 1.0032280 0.8656324 -0.3768348 1.89856238
#> exo2 -0.8707358 0.9117242 -2.2141127 -0.01612106
#> exo3 -0.5431306 0.6290200 -1.3402616 0.43275013
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3483165 0.1083132 -0.47325726 -0.1653020
#> lag1_var2 1.0302754 0.4695209 0.30323787 1.5477914
#> lag1_var3 1.5342229 0.6685725 0.49273100 2.2664966
#> lag1_var4 -0.4391004 0.6617890 -1.15292498 0.5854100
#> const 2.4768705 2.7424519 -1.04292923 6.6068561
#> exo1 0.5656763 0.1317386 0.42357575 0.7721253
#> exo2 -0.6886812 0.3083747 -1.14485361 -0.2997358
#> exo3 0.3574332 0.2156832 0.07925315 0.6912543
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003594733 8.563618e-05 0.0002826372 0.0005032084
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007560514 0.000479194 -0.001422884 -0.000221806
#> Sigma[2,2] 0.0466074757 0.010232907 0.036215586 0.062831195
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008249869 0.0005537441 0.0001343832 0.00158782
#> Sigma[3,2] -0.0468418778 0.0116908058 -0.0653626643 -0.03564365
#> Sigma[3,3] 0.0567951027 0.0143765435 0.0431073730 0.07909914
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002770717 0.0002565561 -6.805327e-05 0.0005531133
#> Sigma[4,2] -0.0129027269 0.0048499215 -2.050208e-02 -0.0076825638
#> Sigma[4,3] 0.0229549908 0.0066037604 1.662758e-02 0.0332577251
#> Sigma[4,4] 0.0138865609 0.0035211062 1.047077e-02 0.0194316587
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02651488 0.01897166 0.997573631 1.04622432
#> lag1_var2 -0.04166774 0.04434077 -0.107136532 0.01558158
#> lag1_var3 -0.05666055 0.05292893 -0.135167894 0.00733923
#> lag1_var4 0.05102862 0.05041073 -0.006814273 0.12769396
#> const -0.19970884 0.17959612 -0.483569840 -0.04296828
#> exo1 -0.02643448 0.01706989 -0.046933640 -0.00505373
#> exo2 -0.04437819 0.01390242 -0.063990412 -0.02618678
#> exo3 0.01820805 0.01479700 0.004087568 0.04191623
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12511426 0.32629535 -0.3138719 0.57868608
#> lag1_var2 -0.52655244 0.45290242 -0.9431421 0.16118204
#> lag1_var3 -2.07361687 0.56352352 -2.7024568 -1.26082868
#> lag1_var4 2.08992564 0.60274505 1.2320298 2.79112941
#> const -4.16439887 2.22543734 -6.4241788 -0.47308299
#> exo1 -0.02610767 0.09659799 -0.1982814 0.06717447
#> exo2 0.37062632 0.15750995 0.1547063 0.58171069
#> exo3 -0.06683477 0.26212768 -0.3756458 0.26962668
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26122689 0.3369532 -0.2242631 0.7048198
#> lag1_var2 1.35641059 0.5395622 0.5734205 1.8818476
#> lag1_var3 2.99173601 0.6725493 1.9736846 3.7198746
#> lag1_var4 -2.14426040 0.6762866 -2.8413573 -1.0762626
#> const 5.03205893 2.4333718 1.3263768 7.3997720
#> exo1 0.06122344 0.1282333 -0.1196234 0.2383834
#> exo2 -0.89061437 0.1805837 -1.1163252 -0.6463217
#> exo3 0.49637810 0.2410479 0.1563730 0.7958438
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36427161 0.12027659 0.2026167 0.5371137
#> lag1_var2 0.62711672 0.26188480 0.2536677 0.9837914
#> lag1_var3 1.00427811 0.34912881 0.5446209 1.5322572
#> lag1_var4 -0.13326430 0.33792275 -0.6570957 0.2951527
#> const 0.85541414 1.00590516 -0.2095018 2.0766456
#> exo1 0.04662939 0.10449581 -0.1068419 0.1631977
#> exo2 -0.65611081 0.11432506 -0.7695664 -0.4626168
#> exo3 0.46545735 0.08979318 0.3172239 0.5521869
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00268404 0.0004102261 0.00207875 0.0031463
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001695651 0.0009588556 0.0004468429 0.003022409
#> Sigma[2,2] 0.016094266 0.0048804962 0.0111274638 0.024373768
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02319193 0.008499906 -0.03460937 -0.01110946
#> Sigma[3,2] -0.02949158 0.012897882 -0.04972094 -0.01640679
#> Sigma[3,3] 0.58556241 0.119404900 0.41252328 0.74159645
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02246512 0.008983455 -0.03462384 -0.009795219
#> Sigma[4,2] -0.01952041 0.013612540 -0.04069162 -0.004089438
#> Sigma[4,3] 0.58063237 0.118663155 0.40249630 0.731069482
#> Sigma[4,4] 0.58233273 0.119012473 0.39773655 0.726167954
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95063985 0.03792235 0.89508158 0.9929437
#> lag1_var2 0.03295272 0.16169743 -0.17598500 0.2725409
#> lag1_var3 -0.09582190 0.21739531 -0.37691087 0.2207429
#> lag1_var4 0.10694377 0.21218241 -0.20055034 0.3809010
#> const 0.09521190 0.47459047 -0.43935567 0.7987632
#> exo1 0.04885604 0.05956268 -0.03888766 0.1276131
#> exo2 -0.15165421 0.04844869 -0.22854839 -0.1007257
#> exo3 -0.09039725 0.05120312 -0.14013755 -0.0049248
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13043754 0.08612583 -0.001764981 0.23532514
#> lag1_var2 0.40635628 0.25822617 0.125871262 0.80638794
#> lag1_var3 -0.70784013 0.40459771 -1.133952715 -0.07099393
#> lag1_var4 0.67602465 0.40638127 0.031865037 1.10699410
#> const -0.32376377 2.20537124 -2.957571657 2.88315842
#> exo1 -0.02312965 0.07365296 -0.113988154 0.09266134
#> exo2 0.33907541 0.13919541 0.153621069 0.53918635
#> exo3 -0.44069660 0.16779662 -0.716107316 -0.26578777
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2590753 0.4188775 -0.8761656 0.2672846
#> lag1_var2 3.2173106 2.2745043 0.7856963 6.6462919
#> lag1_var3 6.8357251 3.3191041 3.3176258 11.8709075
#> lag1_var4 -5.8824763 3.2765849 -10.8577751 -2.3679082
#> const 10.8358373 8.4964845 1.0856277 21.3396137
#> exo1 0.1511816 0.7848517 -0.5955126 1.3906538
#> exo2 0.6257017 0.6951616 -0.1990222 1.6384544
#> exo3 1.2246364 0.5711769 0.4251080 1.8769775
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1597251 0.4464914 -0.7930248 0.4109381
#> lag1_var2 3.1814560 2.3099902 0.5419362 6.5638808
#> lag1_var3 5.9056963 3.3772357 2.1194251 10.8479745
#> lag1_var4 -4.9605943 3.3347206 -9.8410645 -1.2402776
#> const 9.4607378 8.8163469 -0.5363300 21.3231305
#> exo1 0.1467546 0.8278036 -0.6817190 1.4150743
#> exo2 0.8511183 0.6957076 0.1192500 1.9087818
#> exo3 0.9437547 0.6299457 0.1327225 1.5908174
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009328264 0.002664285 0.006853456 0.01366851
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002648349 0.002635088 -0.006829018 0.0001843202
#> Sigma[2,2] 0.029770840 0.007346631 0.021330373 0.0409625198
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04716145 0.01898486 -0.07605725 -0.02458244
#> Sigma[3,2] -0.01809363 0.03176008 -0.06033680 0.02823222
#> Sigma[3,3] 0.68495238 0.14949818 0.48315494 0.87666121
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.049736188 0.01780997 -0.07653489 -0.02765227
#> Sigma[4,2] 0.004111666 0.03147357 -0.03578247 0.05211385
#> Sigma[4,3] 0.675899842 0.14746139 0.47919003 0.87163276
#> Sigma[4,4] 0.683613258 0.14730190 0.48092173 0.88391643
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01810191 0.03942325 0.9642786 1.074174177
#> lag1_var2 -0.07349719 0.20829527 -0.3253910 0.221591372
#> lag1_var3 -0.14667499 0.28424999 -0.4861003 0.279355068
#> lag1_var4 0.14165746 0.28516298 -0.2839063 0.483304323
#> const -0.01616960 1.04296217 -1.7314761 1.059159159
#> exo1 -0.05418616 0.08432990 -0.1692529 0.046336476
#> exo2 -0.07857089 0.06623789 -0.1857449 0.004364687
#> exo3 -0.04058100 0.08771434 -0.1303058 0.086648184
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10351040 0.06746033 -0.2094489 -0.02635955
#> lag1_var2 0.92642153 0.38406713 0.4141975 1.46243299
#> lag1_var3 0.32155313 0.47231783 -0.2747052 0.93711913
#> lag1_var4 -0.31849743 0.47229385 -0.9363447 0.26865818
#> const 2.36648277 1.63819427 0.7305886 5.14896415
#> exo1 -0.21508844 0.17161089 -0.4579962 -0.01705989
#> exo2 0.03767725 0.19054020 -0.1862328 0.26179115
#> exo3 0.10945713 0.19509625 -0.1060928 0.40343338
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.320387217 0.2204261 0.02829544 0.6581437
#> lag1_var2 -0.882140313 1.9420992 -3.70211779 1.4461369
#> lag1_var3 0.979946110 2.8191526 -3.22817959 4.5479395
#> lag1_var4 0.006160895 2.8180668 -3.55703887 4.1931918
#> const -5.788784135 5.7222911 -12.08779397 2.8466511
#> exo1 -0.001214911 0.6737384 -0.91766472 0.8613249
#> exo2 -1.443003832 0.7778703 -2.72104340 -0.4616412
#> exo3 0.004066943 0.9079182 -1.10483109 1.2564621
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2538737 0.2428905 -0.03381716 0.6429548
#> lag1_var2 -0.4726592 1.9984181 -3.45396604 1.8537409
#> lag1_var3 0.8501733 2.8726517 -3.56687482 4.4469419
#> lag1_var4 0.1441692 2.8715174 -3.46619063 4.5437360
#> const -4.7083737 6.1063629 -11.73695552 4.5410128
#> exo1 -0.1565282 0.6464593 -1.05311708 0.6619040
#> exo2 -1.4308979 0.7833589 -2.67437032 -0.4222894
#> exo3 0.0770931 0.8720149 -1.13513087 1.2103025
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007062049 0.0002266202 0.0004373905 0.00103369
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01782549 0.005647518 -0.02682177 -0.01169777
#> Sigma[2,2] 0.68953448 0.177722253 0.48356300 0.98716077
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01880761 0.006108521 0.01230692 0.02823013
#> Sigma[3,2] -0.73307098 0.175228450 -1.01327930 -0.53844646
#> Sigma[3,3] 0.88957192 0.188563503 0.63517115 1.13503491
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00820728 0.003271528 0.005149908 0.01332426
#> Sigma[4,2] -0.32315686 0.082836636 -0.427364673 -0.20914804
#> Sigma[4,3] 0.45735410 0.102472391 0.291789400 0.56511514
#> Sigma[4,4] 0.26899912 0.063720559 0.169201393 0.33110137
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978485917 0.01289061 0.963509046 0.99875270
#> lag1_var2 0.105194833 0.04712602 0.028081153 0.16210492
#> lag1_var3 0.160329009 0.07472935 0.039316215 0.25292921
#> lag1_var4 -0.158759571 0.07245118 -0.251486641 -0.04457406
#> const 0.521024708 0.15914894 0.299523192 0.72262184
#> exo1 0.009917869 0.02195948 -0.015715721 0.04083713
#> exo2 -0.026926259 0.03840872 -0.073190437 0.03728282
#> exo3 0.007880713 0.01372718 -0.009672711 0.02571058
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.65523691 0.3923440 -1.27248283 -0.1982550
#> lag1_var2 1.73204564 1.0485733 0.09717023 2.8016162
#> lag1_var3 1.75130421 1.7722011 -1.09389082 3.5490399
#> lag1_var4 -1.47940883 1.7420548 -3.17349215 1.3001047
#> const 2.45282485 6.4698197 -6.86765674 10.5134563
#> exo1 -0.53103265 0.4018705 -1.16633559 -0.1101978
#> exo2 -0.01217844 1.0235911 -1.79956230 0.9517551
#> exo3 0.20282706 0.5690837 -0.35403474 1.1297979
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78513741 0.3660821 0.4163794 1.4035228
#> lag1_var2 -0.81796113 1.2745231 -2.3959502 1.0658949
#> lag1_var3 -0.74757397 2.1728694 -3.4336454 2.5519937
#> lag1_var4 1.41776971 2.1775796 -1.9030753 4.0770272
#> const -1.96960537 6.9548225 -10.5588212 8.1541059
#> exo1 -0.06407118 0.5465784 -0.5716526 0.8907435
#> exo2 -0.67702670 1.2487465 -1.8812363 1.3305081
#> exo3 -0.28854432 0.7074187 -1.4110138 0.5934852
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40066625 0.1754702 0.1993585 0.6498276
#> lag1_var2 -0.05964205 0.7838853 -1.1422229 0.9683832
#> lag1_var3 -0.17372576 1.3097869 -1.9453268 1.5472094
#> lag1_var4 1.02170489 1.3290707 -0.7246950 2.7668971
#> const -1.62363632 3.3913754 -5.9703947 3.1484475
#> exo1 -0.39684370 0.3963206 -0.9068670 0.1813656
#> exo2 -0.70085290 0.7078982 -1.4448499 0.3873861
#> exo3 -0.17305018 0.3999265 -0.7478377 0.3866115
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008585049 0.002526851 0.005621497 0.01246159
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001007024 0.004428387 -0.005398884 0.005806488
#> Sigma[2,2] 0.055672394 0.018139231 0.033519364 0.081239534
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004300094 0.005720671 -0.01337096 0.003050298
#> Sigma[3,2] -0.040139762 0.029668584 -0.08479004 -0.008906457
#> Sigma[3,3] 0.290314678 0.093358412 0.21068302 0.444841428
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004613528 0.005568308 -0.01351787 0.001513243
#> Sigma[4,2] -0.001929774 0.022880196 -0.03908989 0.020479700
#> Sigma[4,3] 0.266864620 0.096580824 0.19020376 0.421528550
#> Sigma[4,4] 0.269810593 0.099727337 0.19449176 0.426302743
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.82042256 0.05465299 0.7487958 0.8973896068
#> lag1_var2 0.76250713 0.23232083 0.4425544 1.0571650252
#> lag1_var3 1.03897403 0.33113021 0.5263189 1.4003361867
#> lag1_var4 -1.02624470 0.32317431 -1.3782783 -0.5315519254
#> const 3.62689253 0.73740660 2.7049740 4.4775276509
#> exo1 -0.02840802 0.11270354 -0.2057709 0.0955982667
#> exo2 -0.06676696 0.05731317 -0.1528906 0.0004608265
#> exo3 -0.05752795 0.11099316 -0.2217935 0.0637708958
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12420452 0.2021438 -0.1588498 0.4047369
#> lag1_var2 0.21394527 0.7667464 -1.0837690 1.0359304
#> lag1_var3 -0.72695075 1.0661611 -2.5540985 0.4147289
#> lag1_var4 0.74665920 1.0434735 -0.3563805 2.5289112
#> const -4.02458512 2.9353167 -8.1663862 0.1367495
#> exo1 0.38669995 0.2548718 -0.0169213 0.6251689
#> exo2 1.23355122 0.2973456 0.7654611 1.5798639
#> exo3 0.01456441 0.2952927 -0.2297980 0.4895335
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7698293 0.4504227 0.2303839 1.51745078
#> lag1_var2 -0.6722264 1.4293207 -2.7220004 0.73689583
#> lag1_var3 -0.9868052 1.9815188 -3.5807028 1.17144413
#> lag1_var4 1.7082391 1.9399306 -0.3631792 4.25094995
#> const -1.0215250 6.8382177 -11.1930418 7.72934025
#> exo1 -0.7119125 0.6939091 -1.7229072 0.01831206
#> exo2 -4.1931887 0.4641310 -4.7475446 -3.50518031
#> exo3 -0.2718570 0.3554178 -0.7768074 0.09959373
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8647624 0.3998309 0.387051 1.49969711
#> lag1_var2 -0.7974067 1.1767686 -2.689191 0.45548253
#> lag1_var3 -1.8907429 1.5908546 -4.296048 -0.26472546
#> lag1_var4 2.6338929 1.5583721 1.016869 4.99146767
#> const -4.5828067 6.0074801 -13.500081 2.92957345
#> exo1 -0.4598805 0.6521311 -1.475023 0.28429164
#> exo2 -3.4132307 0.3436463 -3.809124 -2.84193996
#> exo3 -0.2507965 0.3197410 -0.803813 0.07432605
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002094701 6.082682e-05 0.0001399273 0.0002948639
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001514344 0.000774661 0.0004304802 0.002486427
#> Sigma[2,2] 0.073612372 0.017405600 0.0528021695 0.098204904
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002364512 0.0008271823 -0.003383916 -0.001328015
#> Sigma[3,2] -0.065235151 0.0187613337 -0.096163866 -0.047970429
#> Sigma[3,3] 0.083017095 0.0214109969 0.066067954 0.121923543
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001492877 0.0004451877 -0.002084057 -0.0009755982
#> Sigma[4,2] -0.020825888 0.0101685749 -0.037459437 -0.0086322149
#> Sigma[4,3] 0.044904902 0.0118336470 0.032710446 0.0658158476
#> Sigma[4,4] 0.033687026 0.0074365092 0.025078895 0.0449482882
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991113586 0.004432903 0.9849725235 0.9975789731
#> lag1_var2 0.050564207 0.048800381 -0.0065217019 0.1196029254
#> lag1_var3 0.093606952 0.080506202 0.0005948702 0.2047698498
#> lag1_var4 -0.092452553 0.078964377 -0.2008807363 -0.0001466024
#> const 0.208942337 0.113523541 0.0286030770 0.3277701212
#> exo1 -0.001666755 0.014801805 -0.0195341137 0.0195517944
#> exo2 -0.062342273 0.012387316 -0.0758565824 -0.0432470642
#> exo3 -0.032114032 0.012512674 -0.0513959581 -0.0174486391
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004970455 0.1334860 -0.1787094 0.19196681
#> lag1_var2 0.741327393 0.7638899 -0.3702293 1.50065999
#> lag1_var3 -0.285586180 1.2537380 -2.0821836 1.02833340
#> lag1_var4 0.280429745 1.2512849 -0.9928892 2.08268605
#> const 0.334056320 3.7380558 -4.1652040 5.99869132
#> exo1 -0.194766948 0.2221609 -0.4464793 0.15976479
#> exo2 -0.059729163 0.3285293 -0.4666354 0.39369347
#> exo3 -0.211464892 0.2142780 -0.5265925 0.06615659
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.031072766 0.1416671 -0.2456207 0.14490086
#> lag1_var2 0.372375861 1.0074530 -0.9777483 1.90413452
#> lag1_var3 1.449732816 1.6782726 -0.8680207 3.94561320
#> lag1_var4 -0.485263955 1.6612061 -2.9734683 1.77920035
#> const 2.605321942 3.4083874 -1.0171766 8.38604393
#> exo1 0.110908862 0.1983335 -0.2063397 0.29383787
#> exo2 -0.467440140 0.2914252 -0.8376225 -0.04014698
#> exo3 -0.005475996 0.2138621 -0.3326119 0.26368667
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01658141 0.08634997 -0.1185238 0.10602481
#> lag1_var2 0.52256531 0.68859090 -0.5467194 1.40188769
#> lag1_var3 0.77664383 1.13574278 -0.9567194 2.21937143
#> lag1_var4 0.19901436 1.12505667 -1.2322769 1.91918459
#> const 1.66189743 2.17418319 -0.6986184 5.27111990
#> exo1 -0.01016801 0.08599946 -0.1242310 0.09532671
#> exo2 -0.51581887 0.17295918 -0.6973599 -0.26163828
#> exo3 -0.12940629 0.13305805 -0.3246144 0.03622610
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001195339 0.0003333734 0.0008435059 0.00170808
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006668333 0.002801703 -0.01052475 -0.003371194
#> Sigma[2,2] 0.125032477 0.032589654 0.09010567 0.182641102
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002454757 0.00179425 0.0001923134 0.005344671
#> Sigma[3,2] -0.074699259 0.01230798 -0.0865876047 -0.054136677
#> Sigma[3,3] 0.106135104 0.03546341 0.0712381985 0.160482811
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006206576 0.001411258 -0.002669414 0.001124608
#> Sigma[4,2] -0.0206287000 0.019312851 -0.043954436 0.007790616
#> Sigma[4,3] 0.0811154382 0.036262595 0.049086914 0.136149213
#> Sigma[4,4] 0.0805093231 0.033487194 0.057003863 0.132353927
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95114395 0.02982827 0.91093705 0.99430993
#> lag1_var2 0.07363940 0.03268217 0.03084177 0.11576137
#> lag1_var3 0.20500623 0.07645068 0.10394991 0.29615452
#> lag1_var4 -0.18466256 0.06425468 -0.26209751 -0.09789823
#> const 0.46165863 0.19724651 0.24043713 0.75572381
#> exo1 0.05304057 0.05053467 -0.01871040 0.11636266
#> exo2 -0.25215154 0.04191469 -0.32306719 -0.20625899
#> exo3 -0.06107345 0.05371161 -0.11502820 0.01948107
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09175626 0.1941002 -0.38566515 0.15540833
#> lag1_var2 0.39888867 0.3265370 -0.10228022 0.81218781
#> lag1_var3 -0.85443761 0.7138785 -1.93761255 0.06440592
#> lag1_var4 1.00392379 0.6790962 0.11035425 1.99529717
#> const -2.50614710 3.0656489 -7.68927359 0.10337533
#> exo1 -0.79530812 0.3026415 -1.25861005 -0.44210988
#> exo2 1.39115026 0.4363962 0.91361753 1.96789435
#> exo3 0.50126996 0.4623419 -0.01784317 1.10356491
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39383904 0.2091353 0.05634851 0.64559128
#> lag1_var2 -0.41834772 0.3634309 -1.04271739 -0.03632687
#> lag1_var3 -0.02910173 0.7873035 -1.41010288 0.76483017
#> lag1_var4 0.86312765 0.7372738 0.05566092 2.12620491
#> const -2.38849554 2.1901875 -5.40951369 0.36050486
#> exo1 0.58392435 0.3132532 0.25861689 1.10044817
#> exo2 -4.84453648 0.4709976 -5.32817663 -4.26037971
#> exo3 0.86512333 0.2443904 0.51430867 1.16206702
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3730748 0.2311239 0.008587158 0.6417534
#> lag1_var2 -0.5803860 0.3576029 -1.151467683 -0.1568411
#> lag1_var3 -1.1603563 0.7707471 -2.420324705 -0.2447291
#> lag1_var4 2.0956268 0.6968475 1.301424925 3.2317769
#> const -5.4769810 1.7568798 -7.659407591 -2.9543362
#> exo1 0.2653846 0.2766282 -0.012551810 0.7378114
#> exo2 -4.7614584 0.3616921 -5.245624296 -4.3324189
#> exo3 1.2339770 0.2190847 0.889869622 1.4673696
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006396666 0.002092855 0.004273092 0.009623906
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006090296 0.002353620 -0.009926695 -0.003351797
#> Sigma[2,2] 0.032068488 0.003928768 0.027405938 0.036901432
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005814095 0.002638220 0.002324756 0.009654744
#> Sigma[3,2] -0.029599509 0.003780328 -0.034468484 -0.024206783
#> Sigma[3,3] 0.036102325 0.005883525 0.026718304 0.042325788
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001200626 0.001300200 -0.0003951619 0.002884858
#> Sigma[4,2] -0.005266165 0.002834013 -0.0087764774 -0.001355515
#> Sigma[4,3] 0.013841961 0.004273518 0.0078875886 0.019476490
#> Sigma[4,4] 0.010106088 0.003284323 0.0065058028 0.015182126
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96036388 0.03420109 0.90965154 1.00748679
#> lag1_var2 0.16212622 0.19587506 -0.14283083 0.36349410
#> lag1_var3 0.21340947 0.25486394 -0.15381735 0.50043855
#> lag1_var4 -0.21218652 0.25688512 -0.50253728 0.15563632
#> const 0.80015424 0.94855055 -0.42411897 1.96484283
#> exo1 0.02614624 0.09081135 -0.08996492 0.15359988
#> exo2 -0.03274659 0.06086746 -0.09319413 0.06046251
#> exo3 0.02536943 0.08893709 -0.06521834 0.16574193
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.226654804 0.06784104 0.1555100 0.3299655
#> lag1_var2 0.225687679 0.59844650 -0.5269616 1.0275838
#> lag1_var3 -0.615621875 0.83234753 -1.6657626 0.4806837
#> lag1_var4 0.587778632 0.84002794 -0.5286748 1.6251392
#> const -2.009706613 2.51898450 -5.3829674 1.1587224
#> exo1 0.004182197 0.16766481 -0.1910183 0.2889958
#> exo2 1.022849423 0.18531804 0.8297813 1.2970310
#> exo3 0.116432205 0.24531320 -0.2526184 0.4504307
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14774096 0.07901107 -0.28980011 -0.07341374
#> lag1_var2 0.86181857 0.64570007 -0.17659703 1.52647498
#> lag1_var3 1.81095743 0.89517981 0.36423471 2.79378474
#> lag1_var4 -0.83803303 0.91459621 -1.83021414 0.64687460
#> const 4.69325934 3.60968588 0.42050980 9.81720495
#> exo1 0.03874585 0.13765751 -0.20047076 0.16985228
#> exo2 -1.50471742 0.16100360 -1.77239977 -1.34510368
#> exo3 0.23455422 0.25815994 -0.07663434 0.64221929
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02912071 0.04643701 -0.03637596 0.09692689
#> lag1_var2 0.66804489 0.26908625 0.26437399 0.96760808
#> lag1_var3 0.86072288 0.37218232 0.30506180 1.27322524
#> lag1_var4 0.10465654 0.38646403 -0.32450779 0.67897874
#> const 2.02733333 1.99285234 -0.48183619 4.79608088
#> exo1 0.04464130 0.07143684 -0.05506001 0.12885398
#> exo2 -0.75239652 0.10587067 -0.94027694 -0.65440999
#> exo3 0.33549078 0.11712741 0.18799022 0.49683632
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02819569 0.006368923 0.02133731 0.0378116
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01743035 0.003693502 -0.02161937 -0.01207065
#> Sigma[2,2] 0.04217413 0.009277960 0.02960066 0.05294870
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01108457 0.005720979 0.003724606 0.01833308
#> Sigma[3,2] -0.03705175 0.009522212 -0.049587215 -0.02356054
#> Sigma[3,3] 0.05590450 0.013492819 0.036689161 0.07211853
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00311788 0.005801391 -0.005117848 0.01064805
#> Sigma[4,2] -0.02059914 0.006850260 -0.029837375 -0.01134111
#> Sigma[4,3] 0.04670089 0.011580335 0.031087229 0.06008420
#> Sigma[4,4] 0.04527896 0.011246943 0.031205201 0.05891255
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59513096 0.1133076 0.39722509 0.6899350
#> lag1_var2 0.29667571 0.1904482 0.08384494 0.5678916
#> lag1_var3 0.60189194 0.4800475 0.07158791 1.3032436
#> lag1_var4 -0.43402190 0.4259580 -1.03172809 0.0650931
#> const 1.88424432 1.1627331 0.06183415 3.2705271
#> exo1 -0.02810128 0.1156700 -0.15584837 0.1494233
#> exo2 -0.43964614 0.1516215 -0.62973870 -0.2048525
#> exo3 0.21440407 0.1258796 0.05076358 0.3837551
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2573386 0.1180368 0.1078075 0.4258678
#> lag1_var2 0.8489381 0.1652927 0.5639856 1.0133879
#> lag1_var3 0.3951282 0.4506827 -0.3797369 0.8920504
#> lag1_var4 -0.4295438 0.3778298 -0.7930229 0.2364365
#> const 1.6805688 2.0638057 -1.2709449 4.5252632
#> exo1 0.1431923 0.2388755 -0.2301515 0.3950544
#> exo2 0.5225631 0.2141628 0.2224629 0.7987753
#> exo3 0.1030433 0.1867221 -0.1343920 0.3625327
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002028946 0.1643950 -0.20133897 0.2363062
#> lag1_var2 0.326109918 0.2739599 0.06910512 0.7784148
#> lag1_var3 1.050990957 0.6498199 0.28852931 2.0807462
#> lag1_var4 -0.191687417 0.5723682 -1.11489134 0.4133235
#> const 1.028470294 2.2130727 -1.62649925 4.2279943
#> exo1 -0.038279038 0.1747781 -0.19967189 0.2694257
#> exo2 -1.534048745 0.2844525 -1.86019660 -1.1138253
#> exo3 -0.009915930 0.2686392 -0.34132779 0.3822866
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12963052 0.1717062 -0.08738334 0.3861294
#> lag1_var2 0.45218119 0.2729857 0.22306104 0.9204523
#> lag1_var3 0.62106765 0.6016180 0.03094893 1.6703069
#> lag1_var4 0.24459477 0.5448870 -0.72040937 0.7342130
#> const 0.21657565 2.0826136 -2.44900348 3.3846601
#> exo1 0.03922735 0.1124498 -0.06832442 0.2093357
#> exo2 -1.59481657 0.2744727 -1.92568004 -1.2097911
#> exo3 0.03495990 0.2702549 -0.31129513 0.4044071
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001275317 0.0003406759 0.0008921011 0.001800807
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03122637 0.01584318 -0.05286824 -0.01028359
#> Sigma[2,2] 4.35163417 1.18025859 3.19689555 6.29794891
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0253366 0.01204671 0.01211196 0.04413036
#> Sigma[3,2] -2.6973040 0.73171802 -3.93041310 -1.96460700
#> Sigma[3,3] 1.8729918 0.50229867 1.38157665 2.71863842
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005299935 0.005036554 -0.001074551 0.0125143
#> Sigma[4,2] 0.235112623 0.160786478 0.015702656 0.4661334
#> Sigma[4,3] 0.099470728 0.086724712 -0.032450847 0.1856035
#> Sigma[4,4] 0.314752350 0.082301554 0.208123731 0.4280711
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99591691 0.05808014 0.91095099 1.06454103
#> lag1_var2 0.01494775 0.04100009 -0.04587547 0.06783846
#> lag1_var3 0.01421989 0.06096205 -0.07594311 0.09214559
#> lag1_var4 -0.01290219 0.04832086 -0.07105254 0.06122390
#> const -0.08264854 0.41900840 -0.67486967 0.44630096
#> exo1 0.05501955 0.02103391 0.02930019 0.08658005
#> exo2 -0.24251658 0.03650258 -0.28951614 -0.19289475
#> exo3 0.05270278 0.05121029 -0.01190587 0.12686119
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005978844 2.376221 -3.9072644 2.66445847
#> lag1_var2 0.844699003 1.683394 -0.9197575 3.65172823
#> lag1_var3 0.222110927 2.661952 -2.5239230 4.57989016
#> lag1_var4 -0.328846465 1.992998 -3.4931056 1.85579273
#> const 12.512214446 14.703595 -12.7730015 25.25251170
#> exo1 -2.578363684 1.632751 -5.0380129 -0.70020049
#> exo2 9.307274806 2.314488 5.7556040 11.51636189
#> exo3 -2.599836578 1.644577 -4.5052752 -0.05258201
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0252043 1.7003950 -0.69375411 3.9221815
#> lag1_var2 -0.6647591 1.1246639 -2.63892190 0.2940189
#> lag1_var3 -0.4117316 1.7894801 -3.50601891 1.1730423
#> lag1_var4 1.1567679 1.3258564 -0.03192303 3.3883616
#> const -9.5284062 9.3971191 -20.76672943 5.8956691
#> exo1 2.1507637 0.9310144 1.05515702 3.3903166
#> exo2 -8.1871207 1.4834258 -9.34381340 -5.6249160
#> exo3 2.7008175 1.0621916 1.24778991 4.2691562
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2483586 0.4139508 0.7299077 1.8342480
#> lag1_var2 -0.8008009 0.4088440 -1.1850068 -0.1190407
#> lag1_var3 -1.3427668 0.6219451 -1.9031538 -0.2798789
#> lag1_var4 1.9777318 0.5026920 1.1168219 2.4378797
#> const -3.7690108 5.1793708 -11.2859447 2.6965851
#> exo1 0.5504980 0.6689298 -0.3330960 1.5337422
#> exo2 -2.3628813 0.7127216 -3.3248124 -1.3009257
#> exo3 1.2118928 0.5325041 0.4392148 1.8588916
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009286395 0.0001890044 0.0007413784 0.00121378
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007550451 0.001572503 -0.01004588 -0.006025861
#> Sigma[2,2] 0.221682992 0.056100072 0.18636194 0.317068514
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005085679 0.003167979 0.0001520227 0.009165845
#> Sigma[3,2] -0.163840133 0.046766623 -0.2407699506 -0.120585096
#> Sigma[3,3] 0.725819414 0.102365704 0.6009087137 0.875300082
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001148642 0.003596094 -0.003875376 0.0061404270
#> Sigma[4,2] -0.047896489 0.032823970 -0.089145882 0.0001770139
#> Sigma[4,3] 0.691250395 0.111090844 0.563881764 0.8578510557
#> Sigma[4,4] 0.722490830 0.117979843 0.584194795 0.8984864394
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963438712 0.01220555 0.945712700 0.97571889
#> lag1_var2 0.044041180 0.04517773 -0.018224929 0.09628466
#> lag1_var3 0.091226584 0.08010966 -0.016228672 0.18622712
#> lag1_var4 -0.077515193 0.07744710 -0.169769771 0.02837582
#> const 0.242908128 0.19663169 0.012793938 0.53617651
#> exo1 0.002959433 0.02912953 -0.032225703 0.04198720
#> exo2 -0.080298976 0.02736678 -0.117291329 -0.04387119
#> exo3 0.039832339 0.02589299 0.003633803 0.07545995
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43514742 0.2491246 0.07059179 0.7605497
#> lag1_var2 -0.08671366 0.5835562 -0.81781189 0.7568824
#> lag1_var3 -1.90411729 1.0643641 -3.19499589 -0.3628734
#> lag1_var4 1.75792913 1.0261400 0.28696768 3.0433329
#> const -2.75027056 5.4167359 -10.11754223 3.9318007
#> exo1 -0.66855012 0.3496085 -1.14430824 -0.1900136
#> exo2 0.40936896 0.6103044 -0.21180398 1.4853877
#> exo3 -0.38071920 0.4433442 -1.02613582 0.1852455
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6563554 0.3331167 -1.1609698 -0.2382227
#> lag1_var2 2.8852930 1.2221669 1.7347274 4.9825895
#> lag1_var3 5.9616254 2.2100855 3.8830176 9.7324467
#> lag1_var4 -5.0049162 2.0867360 -8.6236244 -3.1310329
#> const 17.3177490 10.3178303 5.9300709 32.3601760
#> exo1 0.2182027 0.3842171 -0.3750784 0.7340431
#> exo2 -1.6204138 0.9288235 -3.0357002 -0.3865304
#> exo3 0.1871894 0.8193231 -1.0381746 1.1605250
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4619131 0.3178715 -0.9012553 -0.04116544
#> lag1_var2 2.7307997 1.2965005 1.3130053 4.91698794
#> lag1_var3 4.7040548 2.3355452 2.1456457 8.61933024
#> lag1_var4 -3.8079196 2.2022266 -7.5670865 -1.46989133
#> const 15.7466300 9.5751580 6.6348507 31.43330124
#> exo1 -0.1491420 0.5025741 -0.8557047 0.45725232
#> exo2 -1.4936548 0.8395282 -2.7806718 -0.41240845
#> exo3 -0.0202848 0.7104710 -1.0598559 0.71039745
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003901281 0.0001046866 0.0002880994 0.0005632967
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002231852 0.0008619618 -0.00346238 -0.001118431
#> Sigma[2,2] 0.039150918 0.0075516130 0.03197537 0.051818055
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008839512 0.0008644246 -0.0005195376 0.001820304
#> Sigma[3,2] -0.0367464582 0.0083699182 -0.0495277936 -0.026405610
#> Sigma[3,3] 0.0833688748 0.0197277278 0.0557905581 0.104814104
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006947188 0.0009024213 -0.001962675 0.0004431549
#> Sigma[4,2] -0.0137398535 0.0081127163 -0.024427017 -0.0026456972
#> Sigma[4,3] 0.0711589498 0.0202779611 0.043461477 0.0953781616
#> Sigma[4,4] 0.0744441310 0.0210209325 0.045481754 0.1007678442
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96273842 0.01582487 0.942603370 0.98379802
#> lag1_var2 0.04130041 0.01762933 0.015582725 0.06081854
#> lag1_var3 0.07516809 0.02649189 0.040778498 0.11207670
#> lag1_var4 -0.06399518 0.02362895 -0.096664817 -0.03347587
#> const 0.21593477 0.25966745 -0.067038640 0.59669040
#> exo1 0.03086861 0.01377127 0.009937519 0.04808265
#> exo2 -0.06517269 0.02138144 -0.097798647 -0.04252634
#> exo3 0.01466105 0.02225679 -0.012148119 0.04996035
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29261276 0.1754260 0.06209061 0.561731055
#> lag1_var2 0.56769285 0.2394709 0.20230950 0.864019267
#> lag1_var3 0.10507104 0.4631033 -0.60165722 0.687883558
#> lag1_var4 -0.08684044 0.4116408 -0.60778182 0.534286523
#> const 0.63062208 2.0009340 -2.30651408 3.156567904
#> exo1 -0.14539604 0.1257882 -0.33318045 -0.005835873
#> exo2 1.74777633 0.3261533 1.37005934 2.238533698
#> exo3 0.79204070 0.2006879 0.49206094 1.020944115
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.63573961 0.3507378 -1.1360838 -0.1880579
#> lag1_var2 0.85610027 0.5011921 0.1581079 1.5091093
#> lag1_var3 1.48095787 0.9157651 0.2305535 2.7718145
#> lag1_var4 -0.44276167 0.8089026 -1.5829033 0.6643221
#> const 2.23392990 3.7098663 -1.5021018 8.1748758
#> exo1 -0.06811963 0.1656568 -0.2612230 0.1921406
#> exo2 -1.75553863 0.2688845 -2.1310108 -1.4201101
#> exo3 -0.90226933 0.3899488 -1.3525322 -0.3369408
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5430412 0.3152821 -0.9860348 -0.14018208
#> lag1_var2 0.8456392 0.4609774 0.2048078 1.48839210
#> lag1_var3 0.8934959 0.8083812 -0.1150571 2.11609099
#> lag1_var4 0.2034813 0.7117056 -0.8765717 1.07911468
#> const 0.9056688 3.3734178 -2.7083004 6.44769589
#> exo1 -0.1991770 0.1804587 -0.4035987 0.05058134
#> exo2 -0.7534818 0.2278318 -1.0609431 -0.40827126
#> exo3 -0.4754547 0.3886595 -0.9865205 0.05285052
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001804823 0.0006097962 0.001332038 0.002880356
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05254549 0.01914594 -0.08284026 -0.03150421
#> Sigma[2,2] 5.69396352 1.50875518 3.95216348 7.48996684
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02429934 0.01185843 0.01208953 0.04120487
#> Sigma[3,2] -3.39185066 0.91245485 -4.58424527 -2.31724320
#> Sigma[3,3] 2.64449831 0.58108790 1.89735224 3.49439554
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005448764 0.004959574 -0.01310131 -0.0001507284
#> Sigma[4,2] 0.045768627 0.291803997 -0.28574142 0.4455668093
#> Sigma[4,3] 0.646450679 0.214035627 0.39887957 0.9073985357
#> Sigma[4,4] 0.743404135 0.120359813 0.55341807 0.8613454303
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985417148 0.02189546 0.958828921 1.016906580
#> lag1_var2 0.030274144 0.02202450 0.005364647 0.062945464
#> lag1_var3 0.043514745 0.03658913 0.002505543 0.098145420
#> lag1_var4 -0.040083119 0.03378758 -0.090586058 -0.001533172
#> const 0.129495152 0.41526228 -0.426875596 0.716414754
#> exo1 0.019193086 0.03803876 -0.031112985 0.072214223
#> exo2 -0.006672869 0.04311759 -0.071132303 0.041680453
#> exo3 0.048682219 0.06628024 -0.031074722 0.143207886
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4490948 1.1685426 -2.8822978 0.1555669
#> lag1_var2 1.7264600 0.9407787 0.5300512 3.1456834
#> lag1_var3 1.7712430 1.5233663 -0.1678091 4.0344512
#> lag1_var4 -1.4792863 1.3710464 -3.4621423 0.2361747
#> const 21.2270725 23.3849033 -3.9987686 55.3151461
#> exo1 0.5778299 3.1417813 -2.8188974 5.5729285
#> exo2 0.7349799 2.6396876 -2.4576172 4.8645855
#> exo3 -2.2861983 2.8684184 -5.8160885 1.5526071
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4799427 0.8168237 0.2867189 2.5125184
#> lag1_var2 -1.0277174 0.5393001 -1.6245692 -0.1483632
#> lag1_var3 -0.9784100 0.8698862 -2.0523492 0.4333704
#> lag1_var4 1.6220875 0.8138332 0.3513220 2.6931560
#> const -16.2170132 18.0307987 -42.4643829 4.4744339
#> exo1 -1.2464432 1.5823619 -3.3252279 0.6855564
#> exo2 -0.3051699 1.1950282 -2.0205852 1.1360291
#> exo3 1.1275993 1.7960090 -1.0623926 3.7279533
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5717208 0.2509896 0.2257736 0.89765752
#> lag1_var2 -0.3201982 0.3243275 -0.7544778 0.06933776
#> lag1_var3 -0.4483456 0.5045974 -1.1315703 0.17325769
#> lag1_var4 1.3061942 0.4852613 0.7078631 1.93748434
#> const -4.8024493 7.0794531 -15.7210622 3.32498509
#> exo1 -0.9628086 0.7668317 -1.8196714 0.18019063
#> exo2 0.1561957 0.9720193 -1.5815851 1.05193584
#> exo3 -0.2859011 0.6151872 -1.2832244 0.42503415
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000459158 0.000123413 0.00030337 0.0006458313
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001173233 0.001460552 -0.003336776 0.0002495597
#> Sigma[2,2] 0.305905332 0.070637358 0.220260966 0.4053188613
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001975474 0.003029356 -0.006883215 0.001375379
#> Sigma[3,2] -0.083017564 0.070014986 -0.192424895 -0.012361869
#> Sigma[3,3] 0.472017291 0.114760366 0.343010872 0.647570289
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002789551 0.003749257 -0.009157387 0.001355179
#> Sigma[4,2] 0.090209661 0.060753090 0.005236295 0.163625759
#> Sigma[4,3] 0.443295622 0.107198911 0.310772764 0.597842960
#> Sigma[4,4] 0.513890195 0.103891467 0.389231941 0.680921954
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02406262 0.026009922 0.98913659 1.061200927
#> lag1_var2 -0.03505252 0.063160114 -0.12116365 0.050693110
#> lag1_var3 -0.06446052 0.109431785 -0.21416258 0.084945707
#> lag1_var4 0.05653043 0.103499684 -0.08492578 0.197171757
#> const -0.12249893 0.290216404 -0.51273664 0.285012815
#> exo1 -0.03259573 0.019165242 -0.05778737 -0.007253259
#> exo2 -0.03129488 0.017428239 -0.05348473 -0.004467567
#> exo3 0.04249697 0.006956571 0.03156359 0.050435078
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2793799 0.4963137 -0.91197070 0.4641465
#> lag1_var2 1.2936464 1.0816228 -0.07398043 2.8788116
#> lag1_var3 1.1091378 1.9545877 -1.42754923 3.9234776
#> lag1_var4 -0.9467036 1.8364512 -3.61399527 1.3977300
#> const -0.7148222 6.9241265 -9.92905402 7.9578321
#> exo1 0.4891563 0.7842622 -0.56516873 1.3797852
#> exo2 0.8222756 0.4924559 0.19489123 1.5870055
#> exo3 -0.9799312 0.3556287 -1.46281472 -0.5511939
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1342248 0.8582403 -5.959161e-04 2.29494442
#> lag1_var2 -2.4385977 1.9339006 -4.598278e+00 0.23952322
#> lag1_var3 -3.6006478 3.3862667 -7.447437e+00 1.08520136
#> lag1_var4 4.2708844 3.1727178 -1.223275e-01 7.87271143
#> const -9.8865460 9.4150094 -2.391130e+01 1.00559970
#> exo1 -0.1709049 0.5187549 -8.061838e-01 0.60652602
#> exo2 -1.0580531 0.7112914 -1.945230e+00 0.03318408
#> exo3 1.1744264 0.6559336 4.073880e-01 2.18418110
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01082444 0.9421790 -0.28525305 2.2157690
#> lag1_var2 -2.07817358 1.9767332 -4.85577965 0.5730552
#> lag1_var3 -3.63536180 3.4752315 -8.51902390 1.0377655
#> lag1_var4 4.40830399 3.2352517 0.07044212 8.9685963
#> const -11.74103861 10.0182641 -23.59462990 2.8630319
#> exo1 0.09328739 0.6160743 -0.45461835 1.1327122
#> exo2 -0.55514807 0.7007727 -1.32901880 0.5594406
#> exo3 0.62681164 0.6057171 -0.07947345 1.5475435
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001913229 0.0004283413 0.001483119 0.002530986
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0877251 0.01799368 -0.1142243 -0.06608077
#> Sigma[2,2] 5.4765287 0.96696494 4.2318118 6.95683229
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06042249 0.01112171 0.04430933 0.07390612
#> Sigma[3,2] -3.64517042 0.58713800 -4.40916286 -2.80433068
#> Sigma[3,3] 2.78328807 0.45685610 2.17461861 3.50338178
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008624414 0.006115488 -0.0008648419 0.01554591
#> Sigma[4,2] -0.401909253 0.317029647 -0.8337107814 0.06547306
#> Sigma[4,3] 0.670699816 0.264995103 0.3124135628 1.03300079
#> Sigma[4,4] 0.486015391 0.105898583 0.3420361279 0.65180455
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0544045445 0.02853309 1.018221659 1.0905330624
#> lag1_var2 -0.0006203143 0.04904977 -0.058129150 0.0713686844
#> lag1_var3 -0.0066878094 0.08319169 -0.102636837 0.1163155318
#> lag1_var4 -0.0175462861 0.07541459 -0.127998341 0.0701435146
#> const 0.1350631791 0.28092730 -0.236899517 0.4830773114
#> exo1 -0.0223559265 0.02813089 -0.054288390 0.0222527728
#> exo2 -0.0355000059 0.02734486 -0.077940420 -0.0006725805
#> exo3 0.0780086519 0.05241965 0.007280899 0.1396993010
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.2142242 1.447356 -7.363305 -3.373947
#> lag1_var2 6.1018964 2.863177 2.030731 9.805700
#> lag1_var3 9.2206333 4.835625 2.339391 15.435004
#> lag1_var4 -7.5137758 4.301464 -13.077914 -1.490076
#> const 26.9286110 19.518600 -2.174577 49.176588
#> exo1 -0.1330169 2.130875 -3.234597 2.531241
#> exo2 0.4269040 2.386236 -2.963818 3.551536
#> exo3 -2.4265491 2.850686 -6.057291 1.691264
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7103083 0.8710508 2.523414 4.95714325
#> lag1_var2 -3.3492030 1.9537535 -5.803867 -0.39654841
#> lag1_var3 -4.9091717 3.2836247 -8.976692 0.06870771
#> lag1_var4 4.6304453 2.9620016 0.184656 8.36953195
#> const -14.0213798 14.5661359 -32.627884 6.84949813
#> exo1 1.0120335 1.5648858 -1.282074 3.03821794
#> exo2 -0.1776997 1.3119951 -1.937165 1.51557300
#> exo3 0.5099801 2.2321213 -2.731078 3.31857412
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6647926 0.1864084 0.41774336 0.9337243
#> lag1_var2 -0.1331290 0.5540340 -0.92369527 0.5594457
#> lag1_var3 -0.1080603 0.9269897 -1.43617869 1.0656242
#> lag1_var4 0.8488951 0.8543762 -0.28313221 2.0465466
#> const 0.4836861 6.3785056 -9.32556854 7.4252789
#> exo1 1.0376427 0.7484971 0.01010153 2.1125719
#> exo2 0.1190758 0.7000653 -0.53853734 1.2898537
#> exo3 -0.9956590 0.7880660 -2.17137022 0.1035013
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01843462 0.004240064 0.01344629 0.02460869
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02601804 0.01492329 -0.04822574 -0.009562738
#> Sigma[2,2] 0.28422863 0.06203775 0.22464330 0.384249705
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03309808 0.01956164 0.01114581 0.06264930
#> Sigma[3,2] -0.18235947 0.08597952 -0.32056710 -0.09207478
#> Sigma[3,3] 0.74675280 0.11923486 0.57423018 0.88881824
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.016415384 0.01516987 -0.004925338 0.03495025
#> Sigma[4,2] 0.003979549 0.06858941 -0.076161982 0.09443569
#> Sigma[4,3] 0.655424345 0.10602562 0.529028410 0.81139652
#> Sigma[4,4] 0.687939633 0.11521243 0.573872865 0.87290230
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07831140 0.08898186 0.9979933 1.23550767
#> lag1_var2 -0.28413319 0.32446782 -0.7906576 0.08878976
#> lag1_var3 -0.48546479 0.51337998 -1.2675158 0.12126097
#> lag1_var4 0.46332837 0.49338153 -0.1213023 1.21760946
#> const -0.46337718 1.00101832 -2.0212857 0.68398842
#> exo1 0.02398663 0.11721437 -0.1276567 0.18055109
#> exo2 -0.73065754 0.14415929 -0.8720230 -0.52635365
#> exo3 0.10224153 0.20646336 -0.2473336 0.29346926
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1237062 0.3698937 -1.56894271 -0.59368963
#> lag1_var2 3.1897808 0.7112290 2.39680084 4.20058516
#> lag1_var3 3.5990135 1.1185390 2.37638988 5.25458152
#> lag1_var4 -3.3633368 1.0495084 -4.93236179 -2.20426117
#> const 11.7628164 4.7578651 4.69391909 18.17475711
#> exo1 -0.2436577 0.7692579 -1.32947192 0.74826942
#> exo2 0.7339501 0.5206568 -0.09117357 1.28461108
#> exo3 -0.5298908 0.3652719 -1.00522988 -0.02071108
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9280470 0.3618539 1.48786313 2.502603
#> lag1_var2 -3.9313181 1.2556169 -5.84093428 -2.286016
#> lag1_var3 -5.1069900 1.9684147 -8.05163022 -2.641503
#> lag1_var4 5.5622352 1.8881596 3.20187321 8.366304
#> const -9.8738629 5.1472126 -14.85333908 -2.056412
#> exo1 0.6290566 1.0393501 -0.40198403 2.379006
#> exo2 -2.3589218 1.1065013 -4.10597005 -1.054418
#> exo3 0.7879690 0.6025351 -0.01121289 1.615722
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2287225 0.3249413 0.8000184 1.6427821
#> lag1_var2 -2.1942620 1.2294575 -3.6127123 -0.3135995
#> lag1_var3 -3.2756149 1.9689265 -5.6179252 -0.3654000
#> lag1_var4 3.8862284 1.8987015 1.1082811 6.2101898
#> const -3.0769328 5.1837520 -8.8036879 4.9649041
#> exo1 0.4841730 0.7762379 -0.2803358 1.7164765
#> exo2 -1.8967016 1.1196012 -3.6347145 -0.6270733
#> exo3 0.4545678 0.6008295 -0.2998803 1.3517507
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001081331 0.000317046 0.0007218152 0.001540385
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007103934 0.002741946 -0.01076073 -0.003192432
#> Sigma[2,2] 0.212507725 0.038716350 0.16811953 0.274981735
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001236129 0.001666874 -0.001447084 0.00327314
#> Sigma[3,2] -0.062834066 0.026013008 -0.090716322 -0.01910487
#> Sigma[3,3] 0.111214435 0.028734399 0.078842689 0.15528321
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002829257 0.00222691 -0.006770582 -0.0009638312
#> Sigma[4,2] 0.050403977 0.02578434 0.020923053 0.0910307205
#> Sigma[4,3] 0.087098271 0.02806349 0.057262157 0.1305926874
#> Sigma[4,4] 0.124421680 0.03111289 0.097434645 0.1730379567
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.018003515 0.04158316 0.957746577 1.06307506
#> lag1_var2 -0.040060436 0.08046810 -0.134812122 0.08441374
#> lag1_var3 -0.080196084 0.16983077 -0.284908207 0.17529212
#> lag1_var4 0.076955205 0.15558935 -0.160904118 0.26155614
#> const -0.246518592 0.44409051 -0.839701804 0.39202028
#> exo1 -0.005623489 0.04365290 -0.069055556 0.05290338
#> exo2 -0.099151611 0.02060699 -0.122454744 -0.07141511
#> exo3 0.058819283 0.03459455 0.009312073 0.10652190
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4366152 0.5434043 -1.16309042 0.3506743
#> lag1_var2 1.7260189 1.1384691 0.03346962 3.0160550
#> lag1_var3 1.6009093 2.3201807 -1.86704567 4.1698719
#> lag1_var4 -1.4621676 2.1490033 -3.85933702 1.7390924
#> const 4.6209282 6.7439229 -2.27911304 16.0442535
#> exo1 0.0140032 0.4623991 -0.67842571 0.6553839
#> exo2 2.2417150 0.3809493 1.69436865 2.6778965
#> exo3 -0.2421356 0.5180891 -0.92456780 0.4756080
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06313446 0.3885220 -0.5191580 0.5675243
#> lag1_var2 -0.14318098 0.8189364 -1.0355342 1.2511541
#> lag1_var3 0.50010775 1.6622008 -1.3861882 3.2753368
#> lag1_var4 0.45713862 1.5403522 -2.1280789 2.1926507
#> const -0.74554066 4.4924385 -7.4146819 4.7573926
#> exo1 0.23928428 0.3443829 -0.1742575 0.7688413
#> exo2 -1.84350391 0.4216071 -2.5280854 -1.3259697
#> exo3 0.98116271 0.5818712 0.2606861 1.6203076
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1950384 0.3077914 -0.6046289 0.2040615
#> lag1_var2 0.4748488 0.6631432 -0.2963625 1.4009587
#> lag1_var3 0.7890882 1.3537611 -0.7409166 2.7407572
#> lag1_var4 0.2790465 1.2455490 -1.4992458 1.7005267
#> const 0.3509110 3.9358107 -5.8325632 5.2132284
#> exo1 0.2746197 0.2185306 -0.0450922 0.5555746
#> exo2 -0.9000464 0.4732812 -1.6521937 -0.4500003
#> exo3 0.9411116 0.4842483 0.3396431 1.5603155
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005622672 0.001010649 0.004161761 0.006815037
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04064301 0.01041519 -0.05254405 -0.02564017
#> Sigma[2,2] 0.99143101 0.09452615 0.88730575 1.14276563
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03401733 0.01879596 0.003363054 0.05617146
#> Sigma[3,2] -0.80325621 0.23200912 -1.100354666 -0.48574538
#> Sigma[3,3] 2.07085379 0.51777789 1.355160456 2.88085322
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00928026 0.01750061 -0.01935015 0.0269187
#> Sigma[4,2] -0.20999826 0.21644916 -0.50092083 0.0868816
#> Sigma[4,3] 1.63769595 0.42563991 1.07621470 2.2855354
#> Sigma[4,4] 1.56237696 0.36787220 1.12526501 2.0570333
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97094932 0.05213389 0.917723984 1.06204070
#> lag1_var2 0.14433854 0.17509081 -0.126133587 0.35461998
#> lag1_var3 0.23502032 0.29350981 -0.214897393 0.58929272
#> lag1_var4 -0.22779190 0.28622116 -0.575326879 0.20816092
#> const 0.19251674 0.80691334 -0.974941966 1.29523731
#> exo1 0.04925675 0.05083825 -0.017955854 0.11765250
#> exo2 -0.06330922 0.04639318 -0.116271892 0.01310413
#> exo3 0.09577300 0.06020224 0.005488111 0.16294206
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2782583 0.4333696 -0.8937243 0.21636111
#> lag1_var2 0.5284578 1.7545959 -1.7661118 3.10890362
#> lag1_var3 -0.5266647 2.8729853 -4.2564628 3.72306385
#> lag1_var4 0.4934352 2.7995429 -3.6370245 4.12476077
#> const 9.1010690 7.4126474 -1.8185452 19.17306133
#> exo1 -0.8042299 0.6807127 -1.8777758 -0.05847558
#> exo2 -0.6321003 0.7659029 -1.5542262 0.39149329
#> exo3 -0.6225853 1.2624046 -2.4657910 1.11300608
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.13189935 1.362380 -0.2130937 3.181070
#> lag1_var2 -1.52160050 2.900321 -5.5831148 2.005693
#> lag1_var3 -1.33711285 4.846336 -8.1828155 4.491931
#> lag1_var4 2.13848212 4.706694 -3.5192856 8.789076
#> const -12.28806904 22.136232 -43.6282581 9.359004
#> exo1 0.07443001 1.332915 -1.2554150 2.277200
#> exo2 0.49886465 1.500811 -1.5339130 2.676707
#> exo3 2.36316441 2.412866 -0.8013726 5.935183
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03964230 1.283484 -0.2356008 3.079988
#> lag1_var2 -1.65105618 2.245671 -5.0508290 1.093159
#> lag1_var3 -2.38880799 3.818284 -8.2010492 2.330846
#> lag1_var4 3.17019064 3.720281 -1.4647395 8.829047
#> const -8.47676657 22.176724 -42.5343695 13.160947
#> exo1 -0.41386124 1.373339 -1.5492014 1.833068
#> exo2 0.08308432 1.556382 -1.7376753 2.349746
#> exo3 1.93497600 2.072896 -1.0827520 4.775884
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00130377 0.0003124486 0.0009572508 0.001760115
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003763872 0.004222411 -0.008373437 0.002588927
#> Sigma[2,2] 0.351496030 0.069612931 0.290844012 0.459073364
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003484665 0.003678205 -0.002202718 0.007326861
#> Sigma[3,2] -0.303492376 0.057706117 -0.394751864 -0.253570690
#> Sigma[3,3] 0.270958742 0.048639232 0.227707916 0.348089142
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002527894 0.0004063047 -0.0002624614 0.0008695323
#> Sigma[4,2] 0.0001410837 0.0076194136 -0.0100894399 0.0093638033
#> Sigma[4,3] 0.0090532496 0.0067358094 0.0012325014 0.0196184109
#> Sigma[4,4] 0.0095587597 0.0023374014 0.0063865114 0.0124248567
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98686852 0.02715486 0.950876567 1.02584749
#> lag1_var2 0.06392265 0.09876121 -0.089381889 0.16938056
#> lag1_var3 0.08087685 0.11884452 -0.101637684 0.21256201
#> lag1_var4 -0.07957636 0.11578625 -0.206892687 0.09924100
#> const 0.23867317 0.37735361 -0.353250152 0.67089367
#> exo1 0.03634735 0.02898385 -0.003454108 0.07287561
#> exo2 -0.10593020 0.04190737 -0.161261247 -0.04274134
#> exo3 0.02783898 0.02675000 -0.014249965 0.05623818
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26825902 0.6100423 -1.1744677 0.3827674
#> lag1_var2 0.94711751 1.5714076 -1.2720261 2.9917204
#> lag1_var3 0.06843665 1.8714725 -2.4943500 2.5884917
#> lag1_var4 -0.02184458 1.7994871 -2.3485576 2.4933563
#> const 2.42734368 5.5384468 -5.3297964 10.5632680
#> exo1 0.32379813 0.5641349 -0.3833551 1.0964514
#> exo2 1.15094112 0.5806571 0.3856542 1.8569485
#> exo3 0.24336692 0.5602285 -0.2902566 1.1740318
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37032454 0.5281866 -0.2190253 1.1725346
#> lag1_var2 -0.07928404 1.4856877 -2.1129623 1.9812797
#> lag1_var3 0.73709174 1.7711154 -1.7051014 3.1168176
#> lag1_var4 0.16202690 1.7019171 -2.1830461 2.4490058
#> const -0.26442129 4.0262724 -5.7997785 5.2885787
#> exo1 -0.23404660 0.4808195 -0.9036010 0.3167932
#> exo2 -1.76856290 0.4725569 -2.3350250 -1.1269628
#> exo3 0.03932392 0.5532453 -0.8614214 0.5397289
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14445240 0.07051030 0.04915916 0.2552207
#> lag1_var2 0.30647364 0.30227452 -0.10508297 0.6660316
#> lag1_var3 0.29396963 0.35282346 -0.18911074 0.7123056
#> lag1_var4 0.65769121 0.34633672 0.23196125 1.1267548
#> const 0.62994004 1.09755255 -0.83656561 2.1875676
#> exo1 0.04912736 0.08138816 -0.05694012 0.1577795
#> exo2 -0.80834253 0.12814891 -0.95660818 -0.6390483
#> exo3 0.25590286 0.16152529 0.02206174 0.4838175
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00373538 0.001207529 0.00248095 0.005836926
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006486371 0.005311601 -0.01403861 0.0001694632
#> Sigma[2,2] 0.288313195 0.054490273 0.22240127 0.3520866333
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01317708 0.006697882 0.005816443 0.02208779
#> Sigma[3,2] -0.33787815 0.051412165 -0.405806817 -0.27580303
#> Sigma[3,3] 0.52956979 0.049463637 0.464150950 0.58834238
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01025908 0.005362577 0.004471567 0.01828594
#> Sigma[4,2] -0.20102169 0.029512313 -0.243391124 -0.16393201
#> Sigma[4,3] 0.37211344 0.036638637 0.325270168 0.42524724
#> Sigma[4,4] 0.28004378 0.031900048 0.243973213 0.33243223
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98794827 0.03359957 0.94792507 1.03516169
#> lag1_var2 -0.01827432 0.07617567 -0.11768983 0.08353215
#> lag1_var3 -0.03223831 0.13718563 -0.20600999 0.15429144
#> lag1_var4 0.03416842 0.12793812 -0.14061926 0.19383479
#> const 0.22159918 0.38012277 -0.27296588 0.73812378
#> exo1 -0.01023535 0.04828224 -0.09679157 0.02654639
#> exo2 -0.45686119 0.04870793 -0.50537856 -0.38113485
#> exo3 0.22931898 0.06638071 0.17256925 0.33055225
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.12795005 0.3935110 -1.6496802 -0.516320
#> lag1_var2 3.30406302 0.7598196 2.3902465 4.421374
#> lag1_var3 4.30480780 1.4190240 2.6059819 6.424632
#> lag1_var4 -4.06351451 1.3186772 -6.0294443 -2.512159
#> const 11.60898517 3.0770858 7.2612984 15.369424
#> exo1 0.84575139 0.4823927 0.3354367 1.541837
#> exo2 1.24670158 0.4760242 0.5971461 1.844568
#> exo3 0.09823981 0.4993952 -0.5746739 0.750286
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3644683 0.4775203 0.6908414 1.94073689
#> lag1_var2 -3.0789097 0.8252831 -4.2966754 -1.95512688
#> lag1_var3 -4.6796950 1.5281520 -6.9020713 -2.58723419
#> lag1_var4 5.4108195 1.4255525 3.4304756 7.49707130
#> const -14.5682662 5.5137735 -21.4563406 -7.09230463
#> exo1 -1.0198892 0.7628078 -2.0377499 -0.08139831
#> exo2 -5.4399966 0.6732723 -6.6152845 -4.77317352
#> exo3 0.5950179 0.7587171 -0.2775598 1.57188472
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8554629 0.3367145 0.4469392 1.25085700
#> lag1_var2 -1.7701965 0.4868988 -2.4703787 -1.10070342
#> lag1_var3 -3.2277707 0.8873492 -4.4985801 -1.98447622
#> lag1_var4 4.0865613 0.8300563 2.9065098 5.27445684
#> const -10.2727893 4.6020170 -16.4330757 -3.92730405
#> exo1 -0.6434627 0.5706868 -1.4317973 0.09730522
#> exo2 -4.9254288 0.5110908 -5.8374456 -4.53134693
#> exo3 0.6898820 0.5522302 0.0602508 1.41231436
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008601951 0.000199317 0.0006681429 0.001188838
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01445074 0.003252712 -0.01907734 -0.01023327
#> Sigma[2,2] 0.48735954 0.095020289 0.34105151 0.60072791
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01099765 0.002566075 0.007980833 0.01508933
#> Sigma[3,2] -0.29316776 0.073673538 -0.406855818 -0.20273449
#> Sigma[3,3] 0.38743536 0.095718718 0.267204431 0.51634622
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002435684 0.001853253 -0.0001752291 0.004380928
#> Sigma[4,2] -0.002000787 0.046027973 -0.0776345129 0.050978098
#> Sigma[4,3] 0.220635644 0.072983872 0.1167143032 0.320146435
#> Sigma[4,4] 0.228166012 0.056250731 0.1468999385 0.301639985
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983057338 0.02418799 0.955161697 1.014545885
#> lag1_var2 0.072278490 0.05213555 0.004012283 0.142884498
#> lag1_var3 0.106837885 0.08521269 -0.008542080 0.221159602
#> lag1_var4 -0.102157912 0.07996616 -0.209200554 0.002783343
#> const 0.173969353 0.36727378 -0.298494003 0.662311557
#> exo1 -0.004304369 0.02168067 -0.032699353 0.029506816
#> exo2 -0.086150658 0.02271006 -0.117152526 -0.053639106
#> exo3 0.033796685 0.01413371 0.015962331 0.053815783
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1007858 0.4870299 -0.8754976 0.4982156
#> lag1_var2 1.1422421 1.5200034 -0.4033779 3.6141518
#> lag1_var3 0.7473483 2.5265393 -1.8629375 4.8184426
#> lag1_var4 -0.7619114 2.3851862 -4.6231543 1.7323480
#> const 4.8985715 7.8184208 -7.3354566 13.3873201
#> exo1 0.1518882 0.6191630 -0.8013733 0.7699400
#> exo2 0.5985713 0.6938038 -0.4893027 1.5261476
#> exo3 -0.6401882 0.6382136 -1.4739713 0.3111775
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88712020 0.5124281 0.4147575 1.6833781
#> lag1_var2 0.02488061 1.6528057 -2.3788461 1.8699419
#> lag1_var3 0.40822821 2.8592447 -3.7960756 3.7054973
#> lag1_var4 0.16954493 2.7077500 -3.0353437 4.1259122
#> const -0.61677753 7.6780803 -11.4136821 9.9179048
#> exo1 -0.17358875 0.6805359 -1.1706751 0.7108584
#> exo2 -4.34569154 0.4190303 -4.8257741 -3.6618794
#> exo3 1.55329461 0.5028350 1.0692041 2.4112137
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85849338 0.3045260 0.4684365 1.3545783
#> lag1_var2 0.41528345 0.9562592 -1.0101575 1.5040465
#> lag1_var3 0.35047900 1.6696461 -2.1239915 2.2914993
#> lag1_var4 0.22178470 1.6241309 -1.6382251 2.5974963
#> const 1.21796690 5.5579034 -6.1800700 7.7592720
#> exo1 -0.08735167 0.4249710 -0.7433777 0.4006772
#> exo2 -4.16812568 0.3450023 -4.4324027 -3.5855816
#> exo3 1.22926697 0.3376351 0.8246803 1.7132492
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005959431 0.0001139244 0.0004402654 0.0007545027
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01264802 0.006423002 -0.02209417 -0.004088016
#> Sigma[2,2] 3.18281242 0.780058834 2.01252410 4.256706574
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00714157 0.00400333 0.0023988 0.01313528
#> Sigma[3,2] -1.71194604 0.46055560 -2.3644252 -1.04541025
#> Sigma[3,3] 1.12323116 0.31787545 0.7096149 1.55198821
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001431284 0.002328834 -0.00265083 0.00363485
#> Sigma[4,2] 0.0735875727 0.180953966 -0.19357507 0.25799519
#> Sigma[4,3] 0.2437914310 0.160609795 0.08019906 0.51237368
#> Sigma[4,4] 0.4019028752 0.130138156 0.26292197 0.61138966
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.053494531 0.01950015 1.03061372 1.08427148
#> lag1_var2 -0.010651418 0.01891636 -0.03335270 0.01369191
#> lag1_var3 -0.023353822 0.03548739 -0.06677880 0.02153633
#> lag1_var4 0.004312403 0.02731293 -0.03164751 0.03844145
#> const -0.225385688 0.20591857 -0.41793257 0.09552021
#> exo1 0.010325556 0.01584469 -0.01247425 0.02762326
#> exo2 -0.048232967 0.02400185 -0.07852414 -0.01499280
#> exo3 0.032143900 0.02595612 0.00119174 0.07163520
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.10488105 1.010193 -4.3420084 -1.6835763
#> lag1_var2 1.93046848 0.812993 0.8910256 3.0397856
#> lag1_var3 1.79577436 1.587269 -0.1929683 3.9691402
#> lag1_var4 -0.84190252 1.370685 -2.7381409 0.7843229
#> const 19.83720990 14.493845 5.1451951 43.0408499
#> exo1 0.03819603 1.871070 -2.3714928 2.6381951
#> exo2 0.02595717 1.426706 -1.4221197 1.9982904
#> exo3 0.79655626 1.138760 -0.9105219 2.2293408
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.97782625 0.5339387 1.2241956 2.65551685
#> lag1_var2 -0.45662419 0.4013332 -0.9868816 0.03784843
#> lag1_var3 0.08056457 0.7820766 -0.9837657 1.05260958
#> lag1_var4 0.29536132 0.6750116 -0.4827104 1.22917986
#> const -12.26547340 6.8818002 -21.7437607 -3.38998165
#> exo1 0.20607259 1.1653528 -1.2774476 1.89287875
#> exo2 -0.34097035 1.2970182 -2.6086940 0.83217707
#> exo3 -0.38409750 0.5582681 -1.1884396 0.40395821
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34979065 0.1702724 0.12429382 0.5822442
#> lag1_var2 0.21124286 0.1923592 -0.05517991 0.4604326
#> lag1_var3 0.35879717 0.3495139 -0.11936729 0.8423014
#> lag1_var4 0.55639048 0.2961570 0.13871244 0.9802781
#> const -3.91470807 4.6555582 -9.21128785 3.8403331
#> exo1 0.36782563 0.7338455 -0.54750556 1.4822891
#> exo2 -0.43647528 0.9858073 -2.19149991 0.4413167
#> exo3 0.05015349 0.5795956 -0.75714858 0.7700276
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009454416 0.00023384 0.0007106143 0.001325183
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004635509 0.0006084563 -0.001299266 0.0003626778
#> Sigma[2,2] 0.0255467979 0.0042218149 0.019939535 0.0317185170
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001316988 0.001085635 -0.001384299 0.001656849
#> Sigma[3,2] -0.0159777022 0.005684973 -0.023845236 -0.009333506
#> Sigma[3,3] 0.0913958962 0.017958206 0.074929850 0.120347363
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004538186 0.001340758 -0.001925810 0.001809057
#> Sigma[4,2] 0.0015646922 0.005356978 -0.004613037 0.007649849
#> Sigma[4,3] 0.0815155600 0.018016028 0.064083012 0.107740556
#> Sigma[4,4] 0.0837313280 0.018409960 0.063278406 0.109584581
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00398521 0.01363000 0.99181905 1.02625056
#> lag1_var2 0.04070997 0.09941054 -0.08884819 0.17984422
#> lag1_var3 0.08457493 0.13911254 -0.08692171 0.28326854
#> lag1_var4 -0.08675380 0.14022019 -0.28857779 0.08724081
#> const 0.13320317 0.26506676 -0.16801960 0.52610580
#> exo1 -0.01102819 0.02369047 -0.03872867 0.02033976
#> exo2 -0.04915400 0.02708381 -0.08894032 -0.01448879
#> exo3 0.01917380 0.03155973 -0.02014584 0.06714806
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31125984 0.06020648 0.2154497 0.379349460
#> lag1_var2 1.03531852 0.44359827 0.3969459 1.600209064
#> lag1_var3 0.81470509 0.70151269 -0.1525153 1.763006909
#> lag1_var4 -0.96702419 0.70437588 -1.9221903 -0.007271349
#> const 4.37618286 1.27409095 2.8763238 6.242473255
#> exo1 0.06263009 0.11389919 -0.1123274 0.184862040
#> exo2 0.88508299 0.22277188 0.7138257 1.295720276
#> exo3 -1.03193803 0.11675905 -1.1854260 -0.869457376
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45974937 0.1040516 -0.57805059 -0.3120558
#> lag1_var2 0.70288451 0.6373359 -0.01357368 1.7526684
#> lag1_var3 1.06266992 1.1525103 -0.19320473 3.0240695
#> lag1_var4 0.05794824 1.1600394 -1.92193803 1.3168769
#> const 1.00356856 3.6799275 -2.88445634 6.3288671
#> exo1 0.16202145 0.3887728 -0.34810537 0.7466610
#> exo2 -2.01528975 0.3865992 -2.48193813 -1.4663634
#> exo3 0.44947854 0.2758389 0.03053273 0.7536437
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2475947 0.07614982 -0.35524648 -0.1439334
#> lag1_var2 1.1103832 0.53290667 0.39355743 1.7043069
#> lag1_var3 1.1666143 0.95789965 -0.05422611 2.4539444
#> lag1_var4 -0.1356477 0.95724455 -1.44939733 1.0849117
#> const 2.9928360 3.28863545 -0.64254667 7.9143945
#> exo1 0.2040912 0.39731216 -0.37511088 0.7414556
#> exo2 -1.4691236 0.36573581 -1.93946973 -0.9267559
#> exo3 -0.2422165 0.31089762 -0.68016026 0.1192016
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000973272 0.0002539605 0.0006435416 0.001356108
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001670831 0.001939072 -0.003945445 0.001181057
#> Sigma[2,2] 0.096937528 0.021200315 0.068454331 0.125154699
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001723297 0.004215507 -0.007900939 0.002951989
#> Sigma[3,2] -0.103687416 0.035949661 -0.153630223 -0.056523876
#> Sigma[3,3] 0.288831538 0.066165701 0.206607628 0.369026263
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002625402 0.003578496 -0.007884224 0.001140869
#> Sigma[4,2] -0.057087593 0.029413089 -0.094625747 -0.014440979
#> Sigma[4,3] 0.252558034 0.059862143 0.182283067 0.332018868
#> Sigma[4,4] 0.240153786 0.057292375 0.168664937 0.320944386
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979175008 0.02491113 0.940017564 1.00552495
#> lag1_var2 -0.007827137 0.05046168 -0.072640791 0.06499530
#> lag1_var3 -0.021584962 0.08636529 -0.132997615 0.10628838
#> lag1_var4 0.026169748 0.08006751 -0.091785048 0.12924331
#> const 0.264208534 0.29455944 -0.167226018 0.61700547
#> exo1 0.005481599 0.03233233 -0.040834837 0.04285300
#> exo2 -0.143185137 0.03230600 -0.182448027 -0.09695266
#> exo3 0.027479073 0.02487127 -0.005463052 0.05383685
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0149564 0.1549478 -0.1857332 0.2195137
#> lag1_var2 1.4937619 0.3547185 1.0006306 1.9093218
#> lag1_var3 1.6145809 0.6977474 0.5324250 2.4039329
#> lag1_var4 -1.6524350 0.6701045 -2.3939124 -0.5857384
#> const 3.5123241 2.2168645 0.5928798 6.6272331
#> exo1 -0.3927308 0.2617946 -0.7430830 -0.0316407
#> exo2 0.8243675 0.2153225 0.5770316 1.1134462
#> exo3 -0.3223502 0.4762245 -1.0905578 0.1816497
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8377137 0.3308947 0.3868029 1.2109317
#> lag1_var2 -2.2195926 0.7359492 -3.1359022 -1.1461842
#> lag1_var3 -2.7773076 1.1679463 -4.2048899 -1.0131380
#> lag1_var4 3.6073222 1.0936516 1.9501256 4.9808507
#> const -7.9354010 5.5993356 -17.1235068 -1.6116851
#> exo1 -0.2977576 0.4861269 -0.7862785 0.4873624
#> exo2 -1.1479109 0.4796435 -1.8916953 -0.6917072
#> exo3 0.1700755 0.8747147 -0.7238481 1.6920274
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91681333 0.3174162 0.4973050 1.2906651
#> lag1_var2 -1.87075729 0.7187003 -2.8861731 -0.9051405
#> lag1_var3 -2.73191299 1.1466362 -4.2091872 -1.2728140
#> lag1_var4 3.54498483 1.0673403 2.1747690 4.8746762
#> const -7.77306043 5.2454836 -16.4816134 -1.4599556
#> exo1 -0.52651595 0.4314554 -0.9542093 0.2003958
#> exo2 -0.66981404 0.4401175 -1.3639416 -0.2151101
#> exo3 -0.04097286 0.6940516 -0.7186467 1.1517835
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000878505 0.0003824734 0.0004905895 0.001526026
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00306389 0.001906036 -0.006027525 -0.001252123
#> Sigma[2,2] 0.06913645 0.016127094 0.048111337 0.090652351
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003401091 0.00328303 -0.0001621597 0.008827967
#> Sigma[3,2] -0.085336423 0.03232351 -0.1387749930 -0.052056851
#> Sigma[3,3] 0.291094981 0.06901574 0.1956793194 0.373134208
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001695776 0.002617301 -0.001304017 0.005533993
#> Sigma[4,2] -0.046226070 0.025568081 -0.089148245 -0.022013676
#> Sigma[4,3] 0.245219660 0.055742469 0.164310476 0.301318530
#> Sigma[4,4] 0.221603819 0.047888015 0.152788405 0.271791682
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99581970 0.007678663 0.98354699 1.00591019
#> lag1_var2 0.03353907 0.058321534 -0.04938453 0.11906143
#> lag1_var3 0.12044170 0.111582963 -0.03650541 0.28129049
#> lag1_var4 -0.11955362 0.111771133 -0.28105852 0.03723640
#> const 0.16501854 0.210327482 -0.03663098 0.53549570
#> exo1 0.01120727 0.033391445 -0.04807177 0.04138468
#> exo2 -0.11255192 0.018374735 -0.13694848 -0.08846805
#> exo3 -0.14695588 0.027146870 -0.17290610 -0.10254846
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.461407e-02 0.1408679 -0.1433168 0.2335764
#> lag1_var2 8.134570e-01 0.9009982 -0.3376884 2.1338085
#> lag1_var3 1.895546e-01 1.6819402 -1.9744201 2.6137851
#> lag1_var4 -1.912500e-01 1.6878552 -2.6205803 1.9773862
#> const -6.801441e-03 4.1303288 -6.5152471 5.0761521
#> exo1 -6.775806e-05 0.3064583 -0.2908216 0.4859998
#> exo2 9.551024e-01 0.2320967 0.6053817 1.2517799
#> exo3 2.644217e+00 0.1694696 2.4806517 2.9360524
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4109233 0.2477164 -0.7194496 -0.04203198
#> lag1_var2 1.7454613 1.4502578 -0.1942927 4.02984735
#> lag1_var3 3.5990393 2.7362237 0.1127121 7.96460501
#> lag1_var4 -2.6194300 2.7464700 -7.0051638 0.88327670
#> const 10.6856812 7.1641374 0.4240823 19.91463873
#> exo1 0.0149275 0.5637256 -0.8516628 0.55672931
#> exo2 -0.3363689 0.7848633 -1.5328473 0.65582773
#> exo3 -5.1726112 0.5263210 -5.9678424 -4.46512207
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38381949 0.1887617 -0.5841621 -0.09681678
#> lag1_var2 1.96125881 1.1147427 0.4899375 3.66994897
#> lag1_var3 3.25697077 2.0874437 0.5290836 6.52328479
#> lag1_var4 -2.27042211 2.0941331 -5.5480367 0.47231291
#> const 9.72502868 5.4885106 1.6084308 16.26543360
#> exo1 0.01349594 0.4174475 -0.6492949 0.47270624
#> exo2 0.24323076 0.6733372 -0.7995007 1.04494834
#> exo3 -3.75523148 0.5179745 -4.5774194 -3.13530905
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001060779 0.0001955028 0.0008163843 0.001327859
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0279028 0.006280078 -0.03554487 -0.01843568
#> Sigma[2,2] 2.0355739 0.385023351 1.59198887 2.60968547
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01326956 0.003543312 0.008955659 0.01768019
#> Sigma[3,2] -1.03697753 0.230153785 -1.401617976 -0.82286303
#> Sigma[3,3] 0.74471521 0.199904656 0.551602305 1.07585363
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008890003 0.003024368 -0.005052518 0.003257082
#> Sigma[4,2] -0.0360366763 0.147903251 -0.280761818 0.079586331
#> Sigma[4,3] 0.2781748172 0.133303967 0.131846571 0.477414824
#> Sigma[4,4] 0.3133655064 0.139165532 0.178968321 0.541351301
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.902560e-01 0.02067957 0.96439747 1.02034615
#> lag1_var2 1.013608e-03 0.02788538 -0.03326144 0.03931411
#> lag1_var3 -3.475661e-05 0.05700554 -0.06871819 0.07962643
#> lag1_var4 6.836804e-03 0.04820597 -0.06131843 0.06293054
#> const -1.316718e-01 0.22088866 -0.49435330 0.10498413
#> exo1 5.304827e-02 0.02663569 0.02278631 0.09378121
#> exo2 -2.116695e-01 0.02309032 -0.25071049 -0.18928053
#> exo3 6.915683e-02 0.02639674 0.03439532 0.11119738
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36607431 1.0217822 -1.7391832 0.9056755
#> lag1_var2 1.02697114 1.2529697 -0.5407016 2.7525068
#> lag1_var3 0.10932980 2.5525787 -3.0323688 3.6167608
#> lag1_var4 -0.09775381 2.1498165 -2.9671396 2.6207232
#> const 7.75484633 9.2765401 -1.3029558 21.5971821
#> exo1 -1.59726367 1.1054922 -2.7152108 0.1165088
#> exo2 2.85494761 0.9872358 1.7593231 4.4542254
#> exo3 -0.62213184 0.9190469 -1.9638733 0.6676411
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3835211 0.8085435 -0.6741388 1.6117219
#> lag1_var2 -0.3378315 0.7733588 -1.4632425 0.6350071
#> lag1_var3 0.3822650 1.5709350 -1.9164877 2.3731980
#> lag1_var4 0.5473167 1.3018223 -1.0781422 2.4478216
#> const -3.6966666 6.4763433 -13.5004315 3.7171777
#> exo1 0.2751945 0.8382943 -1.0732514 1.1453905
#> exo2 -5.7121078 0.9498900 -7.1188606 -4.4512422
#> exo3 0.5857185 0.5292391 -0.2069457 1.2605344
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2199973 0.6235308 -0.397757816 1.3380587
#> lag1_var2 -0.2208611 0.5537994 -1.199678290 0.2622443
#> lag1_var3 -0.3340667 1.1215738 -2.319098397 0.6622338
#> lag1_var4 1.3047117 0.8862903 0.525142063 2.8779481
#> const -1.6996960 3.8857353 -7.398259253 2.6654487
#> exo1 -0.5979740 0.6683454 -1.507662531 0.1785827
#> exo2 -4.9425957 0.7323927 -6.053922318 -4.0423480
#> exo3 0.3307180 0.2910387 -0.008106687 0.6957830
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001970248 0.0005441227 0.001318425 0.00288482
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009998826 0.006455946 -0.02002911 -0.004404242
#> Sigma[2,2] 0.779309638 0.254113839 0.57357416 1.218841078
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002695614 0.005073226 -0.002526921 0.01117122
#> Sigma[3,2] -0.272801204 0.114215076 -0.439830534 -0.15123082
#> Sigma[3,3] 0.462839682 0.129507882 0.323288359 0.67445083
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003529414 0.004745122 -0.01058497 0.001630849
#> Sigma[4,2] 0.215380011 0.089348194 0.09367558 0.346508652
#> Sigma[4,3] 0.322149978 0.093817114 0.21648197 0.470288084
#> Sigma[4,4] 0.489872718 0.110235175 0.37468666 0.674003279
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02007418 0.01780585 0.99507191 1.04424774
#> lag1_var2 -0.02259891 0.12550116 -0.19761459 0.16001219
#> lag1_var3 -0.05050094 0.20668193 -0.33162361 0.25054841
#> lag1_var4 0.04786595 0.20945113 -0.25355934 0.33733022
#> const -0.28773962 0.70081350 -1.20864736 0.69461427
#> exo1 0.01674609 0.04236338 -0.04644497 0.06615708
#> exo2 -0.13986727 0.06767629 -0.24724496 -0.05892228
#> exo3 -0.04884493 0.04791940 -0.12028493 0.01345810
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22222090 0.2517093 -0.157519 0.5516297
#> lag1_var2 -0.33965246 1.3319175 -1.953600 1.3451066
#> lag1_var3 -1.55098836 2.2470348 -4.425741 1.3047771
#> lag1_var4 1.51034271 2.1635387 -1.214223 4.3480760
#> const -0.07623789 8.8166779 -7.900171 14.5233534
#> exo1 -0.88511419 1.0594526 -1.995492 0.7241691
#> exo2 -1.72914372 1.0639888 -3.353728 -0.6177325
#> exo3 1.61429998 1.1239226 0.134572 3.2356848
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02295183 0.2541169 -0.3732501 0.2930937
#> lag1_var2 2.36131645 1.1669285 0.9270221 3.8554833
#> lag1_var3 4.31843281 2.1262063 1.7499135 7.1300322
#> lag1_var4 -3.53385880 2.0835075 -6.2964752 -0.9566213
#> const 10.36387824 5.3331951 1.6799616 14.9036955
#> exo1 -1.25789866 0.7768715 -2.2101817 -0.1877959
#> exo2 -0.26375823 0.9473269 -1.4521199 1.2044566
#> exo3 -2.78765056 0.9271156 -4.1852787 -1.6086751
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1712127 0.2016059 -0.08254041 0.45226603
#> lag1_var2 1.9220207 1.5160935 0.23884801 3.97164566
#> lag1_var3 2.9810378 2.6888370 0.16534072 6.49875300
#> lag1_var4 -2.2139236 2.6455028 -5.65523273 0.62972669
#> const 9.5308157 7.5247708 -2.62526977 17.24327443
#> exo1 -1.9066631 0.7417408 -2.70302163 -0.80149156
#> exo2 -1.4338538 1.1209142 -3.13141452 0.03311312
#> exo3 -1.9550888 0.6995741 -2.94637149 -1.08893675
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001246123 0.0003061646 0.0008702659 0.001713222
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001174751 0.0006460515 -0.002066545 -0.000355830
#> Sigma[2,2] 0.006920318 0.0021248461 0.004541025 0.009960133
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002117239 0.002358167 -0.00399607 0.003016875
#> Sigma[3,2] -0.0121541422 0.004275248 -0.01913152 -0.007591450
#> Sigma[3,3] 0.0544130017 0.015160213 0.03359847 0.074589037
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001229771 0.002031132 -0.004583447 0.001377762
#> Sigma[4,2] -0.007167472 0.003286582 -0.012199888 -0.003570165
#> Sigma[4,3] 0.046568264 0.013996659 0.027762535 0.066474314
#> Sigma[4,4] 0.042410779 0.013138300 0.025333404 0.061992651
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000975283 0.01324503 0.98384986 1.018910806
#> lag1_var2 0.047621632 0.07273813 -0.02941820 0.165770903
#> lag1_var3 0.116603004 0.12533605 -0.00886437 0.320421766
#> lag1_var4 -0.115915648 0.12534544 -0.31927201 0.009344424
#> const 0.131982522 0.28311201 -0.19094641 0.488384919
#> exo1 -0.000640619 0.03136859 -0.03902046 0.042420884
#> exo2 -0.050465757 0.03339673 -0.10661021 -0.021674155
#> exo3 0.010339988 0.03139854 -0.03603430 0.047430950
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12407167 0.02483115 0.08937763 0.16046837
#> lag1_var2 0.40820747 0.21077158 0.09437123 0.67471348
#> lag1_var3 -0.31482450 0.34665859 -0.81872033 0.08216854
#> lag1_var4 0.29485011 0.34792300 -0.10220738 0.79713463
#> const -0.13952586 0.91723113 -1.38749214 1.19940563
#> exo1 -0.07105845 0.05699613 -0.14687604 0.01139710
#> exo2 0.25421399 0.06430196 0.16478889 0.34204823
#> exo3 0.16124337 0.08661520 0.04199679 0.28004219
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21464342 0.08038348 -0.3375737 -0.1137809
#> lag1_var2 0.88783162 0.60467705 0.1985437 1.8032893
#> lag1_var3 1.42832211 1.00245476 0.3740121 3.0008030
#> lag1_var4 -0.42901378 1.01540117 -2.0058425 0.6540286
#> const 3.10697460 3.83552365 -0.8372819 8.7017242
#> exo1 0.05726587 0.19916140 -0.2322961 0.3126427
#> exo2 -0.96156941 0.18287706 -1.1976428 -0.7145074
#> exo3 -0.06477355 0.12585473 -0.1807857 0.1298737
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.116813698 0.07359932 -0.23898408 -0.03525765
#> lag1_var2 0.846187309 0.53051121 0.20876259 1.60647250
#> lag1_var3 0.723658339 0.89313462 -0.38579216 2.06595519
#> lag1_var4 0.273733142 0.90578437 -1.07269225 1.40968035
#> const 1.917601926 3.39028920 -1.45927378 6.99276040
#> exo1 0.006879707 0.19347343 -0.24561156 0.27108852
#> exo2 -0.791597807 0.16086514 -1.01019631 -0.57514841
#> exo3 0.062892139 0.08813456 -0.04344943 0.18447628
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001713694 0.0004831067 0.001160407 0.002494467
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004079238 0.001018000 -0.005829237 -0.003095862
#> Sigma[2,2] 0.023438006 0.004900734 0.016757432 0.030799106
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002706483 0.0009105805 0.001483664 0.003820617
#> Sigma[3,2] -0.020409841 0.0047069927 -0.025754322 -0.013702682
#> Sigma[3,3] 0.046412636 0.0109323649 0.033113962 0.061074206
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000931032 0.0007957138 -0.0001848542 0.001884093
#> Sigma[4,2] -0.010821471 0.0033333187 -0.0144878963 -0.005476990
#> Sigma[4,3] 0.041398211 0.0102198392 0.0292355505 0.056215207
#> Sigma[4,4] 0.040789773 0.0099903967 0.0289587621 0.055793088
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954362218 0.04414338 0.89790452 1.01491620
#> lag1_var2 0.091279339 0.08311409 -0.03342432 0.18323377
#> lag1_var3 0.179077397 0.17206364 -0.08730054 0.32291500
#> lag1_var4 -0.170412837 0.16005629 -0.30589569 0.08019126
#> const 0.544353740 0.57228842 -0.23138186 1.32532385
#> exo1 -0.028228936 0.03464037 -0.07107811 0.01652565
#> exo2 -0.035310597 0.04317763 -0.09974120 0.02188230
#> exo3 -0.006922117 0.05579521 -0.10067311 0.04576859
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23545973 0.1476729 0.06331797 0.4727488
#> lag1_var2 0.49873195 0.2659198 0.07333439 0.8024829
#> lag1_var3 -0.24050577 0.6148114 -1.21496094 0.5316273
#> lag1_var4 0.20828095 0.5748789 -0.50759199 1.1240444
#> const 0.14483173 2.3187960 -2.86418660 3.3410646
#> exo1 0.06751984 0.1456559 -0.12117323 0.2541754
#> exo2 0.60880910 0.1560324 0.40525160 0.8108419
#> exo3 0.21536328 0.1737789 -0.01517133 0.4625541
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.47743746 0.2200114 -0.8056596 -0.2220832
#> lag1_var2 0.84598507 0.3424659 0.3986623 1.3563498
#> lag1_var3 1.90950344 0.8463225 0.9004730 3.1315603
#> lag1_var4 -0.83446704 0.7874010 -1.9847812 0.1033598
#> const 2.70860360 3.2133404 -1.2706528 7.3898484
#> exo1 0.09105211 0.1977377 -0.1317771 0.4166664
#> exo2 -0.52784536 0.2506741 -0.8886715 -0.2207168
#> exo3 -0.30002381 0.1624226 -0.4813469 -0.0776339
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4250778 0.1805006 -0.6698740 -0.215417663
#> lag1_var2 0.8724664 0.2616149 0.5329793 1.213821231
#> lag1_var3 1.3100685 0.6380530 0.5694690 2.226643562
#> lag1_var4 -0.2021918 0.5919869 -1.0501104 0.472725609
#> const 1.5828816 2.6889120 -1.8118274 5.436811447
#> exo1 0.1366534 0.1858039 -0.1138651 0.414164429
#> exo2 -0.3064625 0.2463357 -0.6676905 -0.001580397
#> exo3 -0.2376545 0.1367198 -0.4416691 -0.089763793
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002578068 6.402642e-05 0.0001683512 0.0003498135
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001863906 0.001123984 -0.003669086 -0.0004293554
#> Sigma[2,2] 0.125426830 0.027963846 0.095651233 0.1689745509
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00393268 0.003506313 0.0005990017 0.009896513
#> Sigma[3,2] -0.08891091 0.066572667 -0.1878632679 -0.020846195
#> Sigma[3,3] 0.49519191 0.205735814 0.3173295746 0.823996185
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003125675 0.003657634 0.00012052 0.00946893
#> Sigma[4,2] -0.017539051 0.062646715 -0.11747731 0.04724226
#> Sigma[4,3] 0.482629383 0.185510551 0.33194811 0.78082406
#> Sigma[4,4] 0.514088736 0.164923668 0.38992277 0.78225243
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994528772 0.01704644 0.96683021 1.01111906
#> lag1_var2 0.034692379 0.03129133 -0.00380547 0.08012785
#> lag1_var3 0.051965910 0.06043212 -0.02120101 0.14046072
#> lag1_var4 -0.053125190 0.05589543 -0.13531282 0.01628936
#> const 0.199778861 0.23392207 0.02569218 0.59884514
#> exo1 -0.003919719 0.01475506 -0.02819498 0.01086511
#> exo2 -0.177132900 0.01935917 -0.20637901 -0.15276688
#> exo3 -0.020067948 0.02135242 -0.04697110 0.00777807
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71799482 0.3226211 -1.12450124 -0.2532170
#> lag1_var2 1.50241056 0.9266887 0.09718591 2.6265295
#> lag1_var3 1.31899586 1.7346723 -1.18764626 3.4913232
#> lag1_var4 -1.06909982 1.6472591 -3.13480234 1.3287336
#> const 3.85504818 3.4015934 -0.52670643 8.3347855
#> exo1 -0.56838694 0.2452456 -0.89460107 -0.2564323
#> exo2 2.02805191 0.2750155 1.57030577 2.3563671
#> exo3 0.04777167 0.3735289 -0.52367050 0.4798699
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37801667 0.5733406 -1.2655262 0.1633088
#> lag1_var2 2.33484811 1.3835399 0.7952321 4.5748585
#> lag1_var3 5.26140277 2.5900402 2.3246605 9.5395766
#> lag1_var4 -4.31884618 2.4116630 -8.2777269 -1.5613572
#> const 13.38799533 4.6172452 6.3995754 18.6315386
#> exo1 -0.01851276 0.6050043 -1.0168079 0.6855787
#> exo2 -4.89611211 0.6780673 -5.7863140 -4.0038445
#> exo3 -2.96609543 0.9148878 -4.2613589 -1.9680019
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8786932 0.6644293 -1.936166 -0.1342799
#> lag1_var2 3.1199405 1.8412357 0.905469 6.0249717
#> lag1_var3 5.9218153 3.3955024 1.786902 11.4138432
#> lag1_var4 -4.7959242 3.1849182 -9.907012 -0.9139877
#> const 15.5515326 4.9465387 9.165386 22.2449006
#> exo1 -0.3846721 0.5756336 -1.363106 0.2407836
#> exo2 -4.0437085 0.7288558 -5.068920 -3.1828863
#> exo3 -3.1867543 0.8888356 -4.602839 -2.2833457
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002433259 0.0007571783 0.001534891 0.003551361
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004412754 0.001636065 -0.006724034 -0.002413016
#> Sigma[2,2] 0.018383973 0.004910757 0.013337179 0.026521521
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001115303 0.006731844 -0.01244420 0.004403157
#> Sigma[3,2] -0.006281724 0.018600066 -0.02816363 0.021138247
#> Sigma[3,3] 0.264916607 0.047066760 0.21206384 0.338353656
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004906301 0.007551614 -0.01726141 0.001218962
#> Sigma[4,2] 0.008141177 0.020167542 -0.01373642 0.036723893
#> Sigma[4,3] 0.274210789 0.050865689 0.21595315 0.358323801
#> Sigma[4,4] 0.295701331 0.059458652 0.22897318 0.394641260
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.011022624 0.03438187 0.97120518 1.06055355
#> lag1_var2 -0.013720246 0.11919643 -0.18157806 0.13726478
#> lag1_var3 -0.046336708 0.17260917 -0.27807267 0.17552077
#> lag1_var4 0.044299192 0.16618774 -0.16928517 0.26757075
#> const -0.166852306 0.62510471 -0.99026436 0.75347210
#> exo1 0.023175836 0.04214685 -0.04019997 0.07215079
#> exo2 -0.003997363 0.05625058 -0.07257564 0.08132931
#> exo3 -0.003305757 0.03958825 -0.07142307 0.03419833
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05479933 0.1551011 -0.2863522 0.1052302
#> lag1_var2 0.87320385 0.5362864 0.1893326 1.5852596
#> lag1_var3 0.60271485 0.7763791 -0.3347537 1.6699416
#> lag1_var4 -0.57175300 0.7476542 -1.6012158 0.3320438
#> const 1.79284396 2.3391227 -1.5885868 4.7819850
#> exo1 -0.07198550 0.1578303 -0.2964536 0.1388998
#> exo2 0.70561088 0.1131671 0.5653187 0.8735357
#> exo3 0.30238553 0.1193964 0.1492486 0.4808862
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2308509 0.2652117 -0.6062050 0.1205110
#> lag1_var2 0.7336136 1.0201538 -0.4014443 2.3424292
#> lag1_var3 0.2303727 1.4808423 -1.6239595 2.1094804
#> lag1_var4 0.7330324 1.4300154 -1.0849649 2.5314583
#> const 1.0617002 4.1443138 -4.9110933 5.5545557
#> exo1 -0.4657146 0.5049388 -1.1046997 0.2134556
#> exo2 0.0380725 0.5787674 -0.6473129 0.9419640
#> exo3 -0.2008734 0.3217079 -0.6762416 0.1240279
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30007460 0.2939445 -0.6860046 0.12124193
#> lag1_var2 1.02533228 1.0114895 -0.4134655 2.17865184
#> lag1_var3 0.14264555 1.6629445 -2.1712784 2.01242389
#> lag1_var4 0.86587039 1.6064152 -0.9390036 3.10637530
#> const 1.17492342 4.6708521 -5.2938462 6.50737732
#> exo1 -0.54796077 0.4636240 -1.1920954 0.02147754
#> exo2 0.54318723 0.6256840 -0.1858911 1.48285454
#> exo3 0.01451438 0.3714219 -0.4897541 0.47205196
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007201715 0.0002239783 0.0004740415 0.001047205
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004137199 0.001527001 -0.006455923 -0.002582142
#> Sigma[2,2] 0.065958214 0.011275589 0.048315696 0.078185937
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00345259 0.001902625 0.000802946 0.005959696
#> Sigma[3,2] -0.04721476 0.015575552 -0.070536390 -0.028820178
#> Sigma[3,3] 0.16097317 0.040232695 0.117570057 0.224456124
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009232419 0.00163929 -0.001230718 0.003027008
#> Sigma[4,2] -0.0067676642 0.01288324 -0.027121524 0.006866338
#> Sigma[4,3] 0.1362329172 0.03903172 0.088234984 0.196235894
#> Sigma[4,4] 0.1364760542 0.03893260 0.087865780 0.193269533
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9720994425 0.01859533 0.942599748 0.98800221
#> lag1_var2 0.1025975942 0.04090813 0.042440036 0.15195422
#> lag1_var3 0.1198646798 0.05432315 0.036277784 0.18417279
#> lag1_var4 -0.1114449034 0.05506077 -0.177409744 -0.03040099
#> const 0.1613769331 0.24042862 -0.114526539 0.54380131
#> exo1 0.0006871414 0.01011116 -0.008804024 0.01861664
#> exo2 -0.0988123638 0.03631197 -0.149555814 -0.04908064
#> exo3 -0.0382879709 0.02188077 -0.074388307 -0.01506739
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03439442 0.1332938 -0.23842019 0.1397175
#> lag1_var2 0.69922311 0.4621586 0.08579034 1.3598880
#> lag1_var3 0.15353146 0.6547408 -0.67271113 1.0918559
#> lag1_var4 -0.13881051 0.6497989 -1.07295918 0.6884631
#> const 1.26753902 2.2175618 -1.65074909 4.2960697
#> exo1 0.11526194 0.2602669 -0.22979626 0.5138549
#> exo2 1.22762592 0.2237036 0.94784368 1.5467049
#> exo3 0.53748679 0.1988874 0.30442833 0.8207324
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35230937 0.2299920 0.02420987 0.6355385
#> lag1_var2 -0.61478085 0.8114072 -1.78979830 0.5900366
#> lag1_var3 0.03841217 1.4150174 -1.92027523 2.0019175
#> lag1_var4 0.86948572 1.3334017 -0.97893114 2.7318974
#> const -3.18591840 3.4064706 -6.36675132 2.3631760
#> exo1 -0.50448078 0.2457141 -0.87072724 -0.2140077
#> exo2 -1.48873900 0.3951654 -2.14419920 -1.1318834
#> exo3 -0.01022463 0.4277939 -0.63460488 0.5179713
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3410651 0.2583048 0.009467337 0.64704966
#> lag1_var2 -0.4956208 0.7583630 -1.568202148 0.56419617
#> lag1_var3 -0.3613144 1.2948587 -2.205401056 1.42928518
#> lag1_var4 1.2936644 1.2035476 -0.384102791 3.01773626
#> const -3.5812209 3.1927876 -6.909455373 1.45123321
#> exo1 -0.4464617 0.3454279 -0.863264669 0.04623866
#> exo2 -0.7145481 0.3430130 -1.294507281 -0.35564225
#> exo3 0.3585559 0.4360071 -0.223789038 0.91488573
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007029729 0.0002382359 0.0004665626 0.001066596
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004357334 0.006427327 -0.01286809 0.003762715
#> Sigma[2,2] 1.288997984 0.224648090 1.00518370 1.602650952
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005932902 0.002357339 0.002998076 0.009022639
#> Sigma[3,2] -0.664335342 0.173755907 -0.915543496 -0.421200359
#> Sigma[3,3] 0.585053394 0.160792647 0.369716732 0.817639998
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00417202 0.002411647 0.0006318521 0.007400285
#> Sigma[4,2] 0.09113520 0.099722702 -0.0186713676 0.246928368
#> Sigma[4,3] 0.25382726 0.116190223 0.1139802572 0.423927756
#> Sigma[4,4] 0.38123887 0.116777800 0.2351891665 0.568432519
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000503614 0.02363113 0.96681966 1.03382864
#> lag1_var2 0.010511896 0.02070805 -0.02146625 0.03836681
#> lag1_var3 0.021437685 0.03761450 -0.03655170 0.07021019
#> lag1_var4 -0.020384570 0.02890556 -0.05670350 0.02438824
#> const 0.001766594 0.21780148 -0.23403981 0.33853605
#> exo1 0.004953462 0.02012353 -0.02119304 0.03343533
#> exo2 -0.108136735 0.02533106 -0.14142198 -0.07330501
#> exo3 -0.019237127 0.03507887 -0.07642525 0.02223533
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7477633 0.9694607 -1.9699025 0.6092408
#> lag1_var2 1.6321090 0.8591688 0.2500667 2.6878977
#> lag1_var3 1.6617803 1.5154569 -0.7008057 3.5192609
#> lag1_var4 -1.3096816 1.1544625 -2.7400820 0.4369946
#> const 3.3153404 14.6017894 -15.1520172 22.7523233
#> exo1 0.1133361 1.0586395 -1.2433299 1.7062270
#> exo2 0.8339888 0.5576136 0.1926502 1.6232464
#> exo3 0.3289246 1.2057211 -1.2775513 2.1754831
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.16138987 0.5774032 1.4442379 3.00320101
#> lag1_var2 -1.27837604 0.4338904 -1.7380462 -0.63576384
#> lag1_var3 -1.12204691 0.7687406 -2.0170666 -0.01905574
#> lag1_var4 1.35094330 0.5993798 0.5617079 2.14261241
#> const -3.57223056 4.4306690 -10.1821137 2.04616104
#> exo1 -0.04124993 0.6842118 -1.0735224 0.83638693
#> exo2 -1.54586516 0.6279555 -2.2599981 -0.65003635
#> exo3 -0.36263400 0.5487705 -1.1794694 0.24095707
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.14177239 0.6367605 1.3787806 3.0661169
#> lag1_var2 -1.02158067 0.5394407 -1.9024795 -0.4951674
#> lag1_var3 -1.24435524 0.8833890 -2.6499517 -0.3280554
#> lag1_var4 1.58203089 0.6752949 0.8668664 2.5977755
#> const -4.34816824 5.7028964 -12.1172479 2.4646704
#> exo1 0.05900245 0.3018256 -0.2384447 0.5643915
#> exo2 -1.31448475 0.5120756 -1.7345280 -0.4316843
#> exo3 -0.19605660 0.5003537 -0.7561295 0.5684757
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003973777 0.0001433132 0.0002288853 0.0006174969
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002683178 0.0007116646 -0.0005228935 0.001351443
#> Sigma[2,2] 0.1483634032 0.0506563467 0.0891513990 0.227763193
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002207952 0.000815904 0.00114377 0.003288649
#> Sigma[3,2] -0.033825076 0.021202823 -0.06157225 -0.003043168
#> Sigma[3,3] 0.093200952 0.016826016 0.07364178 0.117845032
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002618228 0.001139629 0.0009055714 0.004096899
#> Sigma[4,2] 0.068015879 0.028098423 0.0324047242 0.111182263
#> Sigma[4,3] 0.081346315 0.024660439 0.0547862634 0.114754051
#> Sigma[4,4] 0.141187701 0.030719749 0.1028021527 0.178930979
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977130214 0.01411122 0.955684646 0.990695934
#> lag1_var2 0.030078292 0.03428723 -0.010223781 0.081917362
#> lag1_var3 0.050764105 0.05118961 -0.006186694 0.129305624
#> lag1_var4 -0.042480231 0.04605972 -0.113585479 0.009481093
#> const 0.047806555 0.13646364 -0.163192250 0.203354562
#> exo1 -0.009743497 0.01991859 -0.037490959 0.017234390
#> exo2 -0.022559840 0.02428230 -0.049970122 0.015319154
#> exo3 -0.018065765 0.03062612 -0.056042637 0.023789962
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18858091 0.4359458 -0.8090780 0.3757188
#> lag1_var2 0.65655220 0.7246721 -0.3402909 1.5664627
#> lag1_var3 -0.45584103 1.1096527 -1.9929219 0.9170974
#> lag1_var4 0.49068947 1.0101989 -0.7668400 1.8834747
#> const 2.58486293 3.3476020 -2.1282708 7.0709324
#> exo1 -0.00138568 0.3658263 -0.4679679 0.5006617
#> exo2 3.24576358 0.3868975 2.6796910 3.7247354
#> exo3 -0.23587955 0.4074035 -0.7984371 0.3421374
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11054280 0.2970153 -0.29451624 0.4498019
#> lag1_var2 0.05170067 0.4421660 -0.53618759 0.6114939
#> lag1_var3 0.87476406 0.6640971 0.04197775 1.7489383
#> lag1_var4 0.05088973 0.6067353 -0.73151639 0.8456761
#> const 0.11489934 3.5720093 -2.93218712 6.3533456
#> exo1 0.22205468 0.3681534 -0.19435517 0.7773539
#> exo2 -1.31517425 0.2899699 -1.75865115 -0.9528964
#> exo3 -0.10486683 0.3001943 -0.44491596 0.3510648
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03971478 0.5363547 -0.8294128 0.6810323
#> lag1_var2 0.06740250 0.9246576 -1.2568055 1.2543823
#> lag1_var3 -0.08634035 1.3952343 -2.0816810 1.7145999
#> lag1_var4 1.06137986 1.2780471 -0.5774144 2.8872114
#> const 0.31766083 4.8663106 -4.5965463 7.9164329
#> exo1 0.25383937 0.4354882 -0.2012342 0.9452215
#> exo2 0.66888424 0.2526412 0.3218270 1.0038815
#> exo3 -0.32240220 0.4993521 -0.7006989 0.6018668
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001100652 0.0004685669 0.0005611548 0.001808327
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001645887 0.002777542 -0.00163245 0.005518987
#> Sigma[2,2] 0.159174743 0.038522417 0.11847214 0.215149974
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005137907 0.00240310 -0.008295801 -0.001788791
#> Sigma[3,2] -0.137321715 0.05697544 -0.225246658 -0.065181855
#> Sigma[3,3] 0.496435916 0.13261823 0.369657236 0.701576589
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003923113 0.001406298 -0.005569127 -0.001739227
#> Sigma[4,2] -0.012688510 0.038249798 -0.066684489 0.036211786
#> Sigma[4,3] 0.392475465 0.122714019 0.271140859 0.574852793
#> Sigma[4,4] 0.386267670 0.120519985 0.279510427 0.571219854
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01934230 0.01832748 0.996874875 1.041347148
#> lag1_var2 0.03870219 0.12049415 -0.137798053 0.176026766
#> lag1_var3 0.04539225 0.16158546 -0.189100205 0.236315300
#> lag1_var4 -0.04793877 0.16174421 -0.237323359 0.186493394
#> const -0.20180234 0.44081794 -0.817086858 0.357859128
#> exo1 0.02629947 0.02353336 -0.003600047 0.054025224
#> exo2 -0.02935980 0.03931313 -0.090484086 0.019624527
#> exo3 -0.04447383 0.03267900 -0.073672492 0.007455491
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11774244 0.1191797 -0.2683240 0.02820987
#> lag1_var2 0.28536910 0.8114280 -1.0500668 1.31070403
#> lag1_var3 -0.47713590 1.0749365 -2.2425294 0.81541726
#> lag1_var4 0.54577989 1.0680528 -0.7407130 2.29820078
#> const -2.23087577 2.9843666 -6.3058350 1.07433899
#> exo1 -0.18709579 0.2979507 -0.6233697 0.14959035
#> exo2 0.04256633 0.3102089 -0.3299922 0.53889609
#> exo3 0.35284773 0.3210698 -0.1093551 0.75582140
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1458263 0.2625004 -0.4321652 0.2544197
#> lag1_var2 0.3959164 2.0177891 -2.9632770 2.5209527
#> lag1_var3 1.2188064 2.5886860 -3.1599646 3.9113045
#> lag1_var4 -0.2775160 2.5824193 -2.9564663 4.0925996
#> const 7.4091979 7.0473460 -5.0723915 13.7964932
#> exo1 0.3907444 0.7608043 -0.6668829 1.1767735
#> exo2 -0.5118161 0.6994486 -1.3294818 0.6293458
#> exo3 -0.2165931 0.7239491 -0.9645195 0.8868687
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21828590 0.2220301 -0.4447591 0.1244798
#> lag1_var2 0.24852030 1.9124249 -2.7146053 2.6187288
#> lag1_var3 0.37178172 2.4772154 -3.5883491 3.3914841
#> lag1_var4 0.62993317 2.4771327 -2.3900515 4.5771523
#> const 4.69938554 6.1448834 -5.9950417 11.0507028
#> exo1 0.23888953 0.6790334 -0.7307127 1.0503839
#> exo2 -0.49084264 0.6584290 -1.2223810 0.5706038
#> exo3 0.05115296 0.5946115 -0.5996418 0.9593519
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001112807 0.0002419694 0.000770173 0.001433483
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004093212 0.001589916 -0.006157573 -0.002371646
#> Sigma[2,2] 0.096240701 0.019344588 0.075975235 0.129509568
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003806814 0.001769158 0.001777047 0.006383917
#> Sigma[3,2] -0.083480156 0.017851711 -0.113416038 -0.064147276
#> Sigma[3,3] 0.081896251 0.018084257 0.059453867 0.108794465
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001434417 0.000981519 0.0003644419 0.002965358
#> Sigma[4,2] -0.027943251 0.007728441 -0.0387928761 -0.017748443
#> Sigma[4,3] 0.034175912 0.009117241 0.0223349334 0.046986797
#> Sigma[4,4] 0.018547555 0.005229455 0.0122316644 0.025956433
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00534359 0.01782662 0.981471142 1.02750758
#> lag1_var2 -0.05958265 0.10220733 -0.165801398 0.10406558
#> lag1_var3 -0.05887734 0.17998077 -0.267385495 0.21595456
#> lag1_var4 0.05970800 0.18313785 -0.214790272 0.27759752
#> const -0.05664262 0.57002999 -0.885833389 0.70934905
#> exo1 0.02360160 0.02339885 -0.006299975 0.05964807
#> exo2 -0.01791003 0.03650957 -0.056604794 0.03913989
#> exo3 0.05166587 0.02535059 0.017328092 0.08918073
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05520960 0.1253963 -0.1266189 0.2426260
#> lag1_var2 0.44416528 0.6594761 -0.4207022 1.2794763
#> lag1_var3 -0.32329464 1.1074493 -1.9159627 1.1108710
#> lag1_var4 0.33675938 1.1287240 -1.1306098 1.9483732
#> const -0.83502138 3.4238346 -4.9476636 3.3183167
#> exo1 -0.04822264 0.3355041 -0.4679804 0.5021872
#> exo2 0.79323874 0.2208648 0.5177293 1.1125165
#> exo3 0.27021896 0.3553119 -0.1484076 0.7629226
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13732260 0.1039598 -0.2545267 0.03652964
#> lag1_var2 0.94482040 0.6279763 0.1402414 1.72505492
#> lag1_var3 2.16359609 1.0748017 0.5910864 3.31902980
#> lag1_var4 -1.20573148 1.0962886 -2.3827835 0.39430235
#> const 5.11806831 2.3979489 2.4512806 8.84705139
#> exo1 0.13423200 0.3042421 -0.3558207 0.49026848
#> exo2 -0.98281488 0.1984465 -1.2858643 -0.79574506
#> exo3 0.04268747 0.3145380 -0.3645648 0.39120038
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1093871 0.04275747 -0.15644008 -0.03659454
#> lag1_var2 0.9414254 0.31783538 0.55531433 1.36088548
#> lag1_var3 1.5139042 0.57127113 0.75139314 2.15795781
#> lag1_var4 -0.5283012 0.58165990 -1.17953935 0.24358627
#> const 3.5570292 0.94336040 2.46406174 5.08917196
#> exo1 0.1111306 0.13417883 -0.06345402 0.27314852
#> exo2 -0.5502686 0.10757946 -0.70757327 -0.40730908
#> exo3 0.2105554 0.12349681 0.04965542 0.37448435
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006831967 0.0001212701 0.0005435033 0.0008540601
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01160067 0.002093614 -0.01516289 -0.009372221
#> Sigma[2,2] 0.41827037 0.062203633 0.33778392 0.504104336
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009627085 0.001567534 0.00821475 0.01226358
#> Sigma[3,2] -0.297677002 0.039226355 -0.34699554 -0.25025921
#> Sigma[3,3] 0.249557489 0.033959965 0.20641866 0.28903863
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002379936 0.0005741337 0.001574053 0.00314694
#> Sigma[4,2] -0.032487139 0.0140695476 -0.051368410 -0.01028727
#> Sigma[4,3] 0.063587604 0.0144256756 0.046831366 0.08581889
#> Sigma[4,4] 0.046172707 0.0139723762 0.027820858 0.06615356
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996195539 0.02812844 0.96111718 1.03848213
#> lag1_var2 -0.011045586 0.06470153 -0.10399263 0.06956755
#> lag1_var3 -0.031136028 0.10578353 -0.18534489 0.09714578
#> lag1_var4 0.030882942 0.09704350 -0.08633336 0.17421663
#> const 0.087332186 0.23001129 -0.26490861 0.33293312
#> exo1 0.004511686 0.03125460 -0.03494751 0.05129025
#> exo2 -0.055896020 0.02696365 -0.09939946 -0.02192016
#> exo3 0.057465753 0.01664189 0.03442982 0.07999512
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1312841 0.6596753 -0.91929589 0.8900656
#> lag1_var2 1.4430137 1.0259540 0.17028287 2.9317566
#> lag1_var3 1.2340187 1.7104264 -0.90776164 3.6644551
#> lag1_var4 -1.2512533 1.5462870 -3.46859201 0.6777365
#> const -0.0751960 5.4426987 -9.03349696 5.6686584
#> exo1 0.8205419 0.8537349 -0.29253573 1.7260338
#> exo2 0.8052669 0.6698119 -0.05263004 1.7442676
#> exo3 0.2003850 0.4059965 -0.33630656 0.7043896
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4479382 0.5102372 -0.2507594 1.15571153
#> lag1_var2 -1.4167686 0.9847672 -2.8013627 0.01723059
#> lag1_var3 -1.6921507 1.6269992 -4.0075150 0.61310425
#> lag1_var4 2.5232789 1.4783769 0.4416193 4.62454258
#> const -0.9682398 3.4642538 -4.9768752 4.72665284
#> exo1 -0.3798068 0.7408615 -1.2049224 0.63127008
#> exo2 -1.3827849 0.4460456 -2.0147797 -0.83365683
#> exo3 -0.3478529 0.3303208 -0.7385899 0.15073798
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5715325 0.3402358 0.06671103 1.01624426
#> lag1_var2 -0.9756449 0.6498179 -1.74943193 0.09915410
#> lag1_var3 -1.6677837 1.0441512 -2.88882247 0.08052196
#> lag1_var4 2.4999953 0.9400344 0.91844722 3.58317997
#> const -2.7365309 1.5616280 -4.67678746 -0.39955960
#> exo1 0.1456048 0.2472592 -0.15675036 0.50556412
#> exo2 -0.9187998 0.1930134 -1.12560221 -0.63067682
#> exo3 -0.2377360 0.2374982 -0.54081732 0.11668681
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000343791 8.328268e-05 0.0002478417 0.0004765143
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007655416 0.002301156 -0.01056199 -0.004200159
#> Sigma[2,2] 0.570815145 0.117791451 0.41419353 0.735571314
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005226338 0.002121795 0.002474132 0.008374677
#> Sigma[3,2] -0.464962900 0.131770714 -0.639654987 -0.308633019
#> Sigma[3,3] 0.753298771 0.215736515 0.519141920 1.102940984
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004149276 0.001150895 -0.0008044792 0.002289155
#> Sigma[4,2] -0.1129235920 0.096103491 -0.2382251658 0.023381361
#> Sigma[4,3] 0.4821161400 0.156758964 0.3107638612 0.747072984
#> Sigma[4,4] 0.4291153991 0.122197738 0.2743829049 0.621309786
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.022168797 0.02345459 0.98936253 1.05124522
#> lag1_var2 -0.034252727 0.03999811 -0.07219623 0.03473249
#> lag1_var3 -0.056027509 0.06408633 -0.11703783 0.05467348
#> lag1_var4 0.048638803 0.05890355 -0.05351249 0.10390979
#> const -0.121018809 0.32627607 -0.64122945 0.27282583
#> exo1 0.009491612 0.01582308 -0.01244497 0.03198145
#> exo2 -0.051373101 0.02321500 -0.08383426 -0.02228078
#> exo3 0.037651984 0.01501676 0.01610435 0.05631388
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4974705 0.9200147 -2.8194107 -0.4538694
#> lag1_var2 4.0660783 1.6850302 1.6517994 5.7447647
#> lag1_var3 4.9982558 2.6856253 1.1080851 7.7317370
#> lag1_var4 -4.5389190 2.4756320 -7.0526394 -0.9088768
#> const 11.9876341 13.0410323 -1.4005986 31.1091706
#> exo1 -0.5293047 0.7282757 -1.5909567 0.4474683
#> exo2 0.4858903 0.8556517 -0.7049408 1.4881710
#> exo3 0.4829135 0.6944815 -0.5157466 1.3084573
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2132891 0.9850964 0.89981222 3.4587180
#> lag1_var2 -4.4098559 2.1518321 -6.56700535 -1.2023675
#> lag1_var3 -5.7265518 3.4445303 -9.27224485 -0.5370528
#> lag1_var4 6.0246074 3.2013568 1.17188483 9.3617569
#> const -14.5651454 13.4219059 -34.89085884 0.3839682
#> exo1 0.7436516 0.6820160 -0.03101056 1.7452480
#> exo2 -1.1216433 1.1326511 -2.55769929 0.2395884
#> exo3 -0.2929019 0.8025854 -1.28218006 0.8473382
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.29327852 0.4595339 0.6173768 1.8139324
#> lag1_var2 -2.23692747 1.1693098 -3.4671326 -0.4688734
#> lag1_var3 -3.18742295 1.8732529 -5.1782971 -0.3748170
#> lag1_var4 3.78876619 1.7498457 1.1543871 5.6745886
#> const -8.49126260 6.5154125 -17.6314075 -0.8054411
#> exo1 0.43043303 0.3582191 -0.1124917 0.8300131
#> exo2 -0.84835427 0.8840453 -1.9423001 0.2046080
#> exo3 0.02085626 0.5559382 -0.7614287 0.5876261
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001854256 7.391006e-05 0.0001239885 0.0003163049
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007984504 0.00145384 -0.00250923 0.001250429
#> Sigma[2,2] 0.2439499772 0.04365154 0.19939749 0.312366984
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004283044 0.002214771 0.00187138 0.007747185
#> Sigma[3,2] -0.237254840 0.099946150 -0.39457498 -0.132758543
#> Sigma[3,3] 0.570183515 0.293188636 0.34719373 1.053973471
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003933122 0.002047737 0.001887413 0.007028187
#> Sigma[4,2] -0.083901141 0.092934461 -0.235740508 -0.003271694
#> Sigma[4,3] 0.435544065 0.242846209 0.258555569 0.834790431
#> Sigma[4,4] 0.398079458 0.199011128 0.246088296 0.711431716
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988929015 0.009624340 0.974603689 1.00042065
#> lag1_var2 0.039959340 0.029281510 0.005084896 0.08045977
#> lag1_var3 0.045710416 0.050137426 -0.014002242 0.11316754
#> lag1_var4 -0.043116816 0.049638244 -0.109157905 0.01488727
#> const 0.103648508 0.185269054 -0.064413593 0.40469398
#> exo1 0.001304883 0.011142849 -0.016131044 0.01654317
#> exo2 -0.021332141 0.008650979 -0.035555747 -0.01051724
#> exo3 0.015797458 0.013156855 -0.002258754 0.03191486
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4134576 0.2938390 -0.8584850 -0.06958593
#> lag1_var2 2.8352664 1.3077356 1.4440327 5.07769542
#> lag1_var3 3.5131786 2.1502493 1.1427442 7.20523581
#> lag1_var4 -3.4858939 2.1199889 -7.1237677 -1.14938240
#> const 10.9528718 5.1607440 3.6622068 18.19630119
#> exo1 -0.4366262 0.6125467 -1.2194151 0.50613255
#> exo2 0.5501552 0.3364096 0.1849938 1.10506122
#> exo3 -0.1454813 0.7722270 -1.3676467 0.64394668
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1362109 0.3168602 -0.345918325 0.4951259
#> lag1_var2 -0.5237283 1.4085489 -2.783948662 1.0638532
#> lag1_var3 -0.5602478 2.2312937 -4.186865184 1.8971589
#> lag1_var4 1.5551294 2.2084188 -0.847965970 5.1546346
#> const -5.2711387 5.2371082 -10.072807257 3.2714056
#> exo1 1.2874020 0.7897627 0.008904339 2.1169645
#> exo2 -0.7031366 0.5712623 -1.507667241 0.1236029
#> exo3 2.1001834 0.8904121 1.302809268 3.5121099
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1319820 0.3824004 -0.6866034 0.3066092
#> lag1_var2 0.9756205 0.7979815 0.0336355 2.0602964
#> lag1_var3 1.1800226 1.2294814 -0.3133638 2.8238502
#> lag1_var4 -0.1474978 1.2273908 -1.7715364 1.3806553
#> const 0.4949671 6.9159798 -8.1969120 10.2907672
#> exo1 1.0275053 0.4705838 0.2920958 1.5217607
#> exo2 -0.3642043 0.5437278 -1.0306677 0.4331704
#> exo3 2.1054340 0.5562662 1.6373198 2.9682814
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004237581 0.0001044995 0.0002813172 0.0005611131
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004317875 0.000681105 -0.001556844 0.0003046286
#> Sigma[2,2] 0.0192165291 0.005794777 0.011477921 0.0275061643
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003090533 0.0005255259 -0.0003498529 0.001075193
#> Sigma[3,2] -0.0102213880 0.0027908684 -0.0140403763 -0.006658197
#> Sigma[3,3] 0.0190259532 0.0037775238 0.0155761413 0.025609220
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001083074 0.0006384953 -0.0005079666 0.001191511
#> Sigma[4,2] -0.0025540188 0.0028754159 -0.0060153847 0.002008339
#> Sigma[4,3] 0.0164126326 0.0034555594 0.0130857950 0.022264805
#> Sigma[4,4] 0.0171454978 0.0033108752 0.0136157205 0.022444611
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994435955 0.01449424 0.972170433 1.01382010
#> lag1_var2 0.012796519 0.03233910 -0.027843540 0.05801039
#> lag1_var3 0.018258704 0.05144773 -0.038672781 0.10002620
#> lag1_var4 -0.019440264 0.04923177 -0.096662631 0.03652527
#> const 0.164698527 0.21076425 -0.129260005 0.41936273
#> exo1 0.010049447 0.01613335 -0.008970615 0.03469018
#> exo2 -0.056867204 0.02433390 -0.084593355 -0.02024428
#> exo3 -0.004986792 0.04198931 -0.049182663 0.05783075
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1373635 0.1220041 0.0001476579 0.3185816
#> lag1_var2 0.2713979 0.2721946 -0.1149570726 0.5953630
#> lag1_var3 -0.2850496 0.5445920 -0.9886391871 0.4745830
#> lag1_var4 0.3556964 0.5266061 -0.3821048409 1.0421038
#> const 0.4102008 2.0176806 -2.2880930689 2.8949384
#> exo1 0.0455877 0.1211465 -0.1590943072 0.1606611
#> exo2 2.3909296 0.1763284 2.1215773285 2.6008021
#> exo3 0.5868824 0.2120745 0.3060864237 0.8574934
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03660881 0.06292386 -0.11646346 0.05496072
#> lag1_var2 0.32123431 0.21310005 0.03935036 0.62748919
#> lag1_var3 1.01720636 0.43438654 0.50646212 1.69038251
#> lag1_var4 -0.12795349 0.43584628 -0.79940777 0.37734855
#> const 1.98924867 1.80254861 -0.12457106 4.28504992
#> exo1 -0.11272159 0.11047356 -0.26485754 0.02646144
#> exo2 -1.37372250 0.15169352 -1.56788630 -1.17247181
#> exo3 -0.25799426 0.24631249 -0.49337894 0.13731543
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01480409 0.09124362 -0.1048411 0.1473146
#> lag1_var2 0.20486905 0.29332578 -0.1914713 0.6436340
#> lag1_var3 0.31844855 0.55361090 -0.3957528 1.2127738
#> lag1_var4 0.63005974 0.54479166 -0.2481087 1.3264824
#> const 0.90589501 1.64819293 -0.8668533 3.6462330
#> exo1 -0.10659440 0.10776955 -0.2750052 0.0118539
#> exo2 -0.47115914 0.13095895 -0.6421885 -0.3040992
#> exo3 -0.02459853 0.27619884 -0.3007226 0.4539248
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002170678 7.447797e-05 0.0001550962 0.0003389581
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005824096 0.002222778 -0.009378782 -0.003668803
#> Sigma[2,2] 0.405816766 0.079745676 0.283584867 0.510269516
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006020294 0.002484286 0.002998185 0.009912968
#> Sigma[3,2] -0.398489905 0.086066649 -0.520612615 -0.279817873
#> Sigma[3,3] 0.523564560 0.113280815 0.355108867 0.658516003
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002315157 0.001196434 0.0006479943 0.00397344
#> Sigma[4,2] -0.134921066 0.042702623 -0.1910104460 -0.07214525
#> Sigma[4,3] 0.272717160 0.073882891 0.1661881044 0.36396444
#> Sigma[4,4] 0.194059999 0.056557561 0.1250683236 0.27654162
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00154001 0.010194816 0.98940456 1.01583577
#> lag1_var2 0.01212969 0.022972884 -0.02304844 0.04172478
#> lag1_var3 0.01772826 0.036521100 -0.03843010 0.06291043
#> lag1_var4 -0.01886061 0.034989273 -0.06150760 0.03435462
#> const 0.06468256 0.186206660 -0.20376450 0.28976840
#> exo1 -0.03836989 0.006974205 -0.04438011 -0.02636798
#> exo2 -0.04107053 0.014101455 -0.06081415 -0.02209344
#> exo3 0.02778460 0.012797100 0.01147868 0.04472395
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4216632 0.4493761 -1.0427156 0.2584589
#> lag1_var2 1.2587469 1.0972172 -0.4259418 2.3960791
#> lag1_var3 0.5899640 1.7145990 -2.1007173 2.2917293
#> lag1_var4 -0.5015846 1.6247066 -2.0593130 2.0585106
#> const 5.4434274 6.9327568 -4.8558708 15.7219020
#> exo1 0.5226709 0.4735581 -0.1257228 1.0619956
#> exo2 0.3913866 0.5713012 -0.5714267 0.8297068
#> exo3 -0.7970668 0.4493008 -1.4610964 -0.2105895
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6094892 0.6502779 -0.4434686 1.44672173
#> lag1_var2 -0.1988935 1.3387012 -1.5679852 1.81039175
#> lag1_var3 0.7384036 2.0948782 -1.5132920 3.81999190
#> lag1_var4 0.1099741 1.9738072 -2.8290687 2.30862123
#> const -4.8698848 7.7952682 -15.9366713 6.41781775
#> exo1 -0.7193411 0.4592158 -1.4886238 -0.24643806
#> exo2 -1.1053331 0.7202380 -2.0181308 -0.04446228
#> exo3 0.8056713 0.5287628 0.1955259 1.63967799
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3893421 0.3865333 -0.2381233 0.83262533
#> lag1_var2 0.1954994 0.7573830 -0.7885584 1.31772868
#> lag1_var3 0.4795503 1.2112711 -1.1613743 2.16909734
#> lag1_var4 0.4315350 1.1442482 -1.0761562 2.02591684
#> const -2.9816958 4.0138347 -8.5751062 1.58847759
#> exo1 -0.3911288 0.3339822 -0.8737711 0.01348779
#> exo2 -0.8849397 0.5368002 -1.5979909 -0.19924136
#> exo3 0.2653567 0.3321479 -0.1710993 0.72254887
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006651703 0.00014341 0.0004720556 0.0008857119
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009545332 0.0009315942 -0.002267155 0.0002213828
#> Sigma[2,2] 0.0419855320 0.0067731508 0.032571340 0.0499414817
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00700098 0.003702882 0.002404062 0.01226943
#> Sigma[3,2] -0.03055179 0.025197562 -0.053901842 0.01054354
#> Sigma[3,3] 0.48068096 0.126257473 0.331134601 0.67460020
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006828546 0.003842854 0.002072384 0.01231340
#> Sigma[4,2] -0.002282128 0.025818920 -0.026289552 0.03852149
#> Sigma[4,3] 0.484002388 0.126764871 0.349846813 0.68300000
#> Sigma[4,4] 0.507811364 0.127465822 0.374992267 0.70883548
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987806727 0.01649716 0.96994927 1.013595812
#> lag1_var2 0.021228991 0.04816968 -0.04715540 0.080433272
#> lag1_var3 0.009034911 0.06970158 -0.08461932 0.100886204
#> lag1_var4 -0.006215805 0.06654121 -0.09491258 0.082330855
#> const 0.105440627 0.29885146 -0.23817807 0.504473157
#> exo1 0.043070383 0.02063812 0.01522604 0.067817637
#> exo2 -0.057255413 0.01913292 -0.08346792 -0.030286340
#> exo3 -0.020096688 0.02635833 -0.06236136 0.007743444
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11493463 0.1467304 -0.33462198 0.04020086
#> lag1_var2 1.34133438 0.5893796 0.51064339 2.20319935
#> lag1_var3 0.68503257 0.8627339 -0.48940540 1.96455095
#> lag1_var4 -0.68727475 0.8226142 -1.90672198 0.43117015
#> const 3.14167526 1.8808779 0.07146717 5.40537833
#> exo1 -0.09857803 0.2118048 -0.38987677 0.19323233
#> exo2 1.09313308 0.2547734 0.76102751 1.43011995
#> exo3 -0.68727158 0.1171731 -0.88288623 -0.56923579
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.46690234 0.5893996 0.7981125 2.3120322
#> lag1_var2 -4.63953857 1.4700936 -6.7789063 -2.8289949
#> lag1_var3 -6.59302856 2.1840291 -9.7646661 -3.9881020
#> lag1_var4 7.32380290 2.0852920 4.8140145 10.3517328
#> const -18.93126280 10.2236493 -36.0085687 -10.3446795
#> exo1 0.03985784 0.6479914 -0.8106577 0.9070670
#> exo2 -4.33470325 0.8528557 -5.2295669 -3.1783676
#> exo3 -0.58533283 0.8646931 -1.8757557 0.5208437
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.45363750 0.6442891 0.6779624 2.4067002
#> lag1_var2 -4.29507383 1.5383680 -6.7870221 -2.4969573
#> lag1_var3 -6.99322534 2.3223225 -10.7400199 -4.7684792
#> lag1_var4 7.72898176 2.2158592 5.6740007 11.3121011
#> const -18.89810699 10.7066534 -36.9260729 -8.8490735
#> exo1 -0.01519657 0.6662564 -0.9247098 0.8886203
#> exo2 -3.69939280 0.9683697 -4.7781109 -2.3446642
#> exo3 -1.07747513 0.9096206 -2.4184916 0.1190613
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003468638 6.76468e-05 0.0002787349 0.00046106
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -3.649893e-05 0.002294055 -0.003350066 0.003231511
#> Sigma[2,2] 4.603155e-01 0.113240458 0.274336250 0.593174080
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00138235 0.001486734 -0.00315477 0.0008651174
#> Sigma[3,2] -0.17654643 0.073762825 -0.27175447 -0.0718777239
#> Sigma[3,3] 0.18469678 0.037567799 0.12916048 0.2335685927
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001469834 0.00096735 -0.002555284 0.0001306872
#> Sigma[4,2] 0.058585773 0.04171085 0.007290149 0.1176164001
#> Sigma[4,3] 0.096415805 0.02666075 0.067798946 0.1400387079
#> Sigma[4,4] 0.128466370 0.02896513 0.099551915 0.1760937160
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986429697 0.01187391 0.968515741 1.00184175
#> lag1_var2 0.031375697 0.02865611 -0.009413641 0.06733444
#> lag1_var3 0.059793628 0.05094485 -0.013667350 0.11951518
#> lag1_var4 -0.055486414 0.05260586 -0.119202549 0.01883223
#> const 0.174252250 0.17403829 -0.089318831 0.38786570
#> exo1 -0.008953733 0.01893166 -0.034494769 0.01687720
#> exo2 -0.049708830 0.01772691 -0.075665088 -0.03024110
#> exo3 0.012885403 0.02857477 -0.019061755 0.05839199
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9998572 0.3733944 0.44567445 1.4881972
#> lag1_var2 -0.4418317 1.7359639 -2.19481559 2.3186749
#> lag1_var3 -2.5277984 3.3293907 -5.85257207 2.7112651
#> lag1_var4 2.2088806 3.2860643 -3.07200358 5.4624475
#> const -9.5583361 6.6041670 -16.29282079 1.5741978
#> exo1 -0.5771374 0.6391079 -1.48902393 0.2632944
#> exo2 1.0438700 0.8714858 -0.06052515 2.2774107
#> exo3 0.2186521 0.9301749 -1.01321667 1.3636902
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2162377 0.2765660 -0.21446380 0.4097330
#> lag1_var2 0.6879699 1.1752868 -1.02642808 2.0197412
#> lag1_var3 2.1256965 2.2245938 -1.11068477 4.6265469
#> lag1_var4 -1.3335680 2.1911075 -3.71185754 1.8751509
#> const 4.7166441 4.8841362 -0.57626494 12.7382413
#> exo1 0.1257151 0.4140883 -0.32326553 0.6809056
#> exo2 -0.6964556 0.7789848 -1.76584768 0.3846235
#> exo3 0.4756412 0.3548735 0.00462634 0.9229271
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7481306 0.2683741 0.3144744 1.0333758
#> lag1_var2 0.2244637 0.6173424 -0.8751566 0.8434843
#> lag1_var3 0.3692459 1.1515241 -1.6985475 1.4936447
#> lag1_var4 0.2665148 1.1555761 -0.8646406 2.3388918
#> const -1.0434484 3.9351850 -6.6831051 3.9954347
#> exo1 -0.1717737 0.4267858 -0.6657758 0.4687224
#> exo2 -0.1610835 0.5981916 -0.8451279 0.7636746
#> exo3 0.6496181 0.2852110 0.2622305 1.0096798
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007478476 0.0001930897 0.000539829 0.001082301
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009893853 0.00370535 -0.01634453 -0.00615221
#> Sigma[2,2] 0.314525723 0.10652850 0.22240577 0.49953457
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006708687 0.002666445 -0.002317198 0.005295918
#> Sigma[3,2] -0.1327358251 0.064451668 -0.235395918 -0.047824663
#> Sigma[3,3] 0.3809511179 0.059712714 0.295061856 0.448351572
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005795661 0.002766713 -0.010036792 -0.002123609
#> Sigma[4,2] 0.067041633 0.060330949 0.007609443 0.168228514
#> Sigma[4,3] 0.316851234 0.060402674 0.253982752 0.422076582
#> Sigma[4,4] 0.381033186 0.067764988 0.314587441 0.497257000
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03220628 0.01899044 1.010082882 1.06349788
#> lag1_var2 -0.01467047 0.03100072 -0.046365699 0.03793135
#> lag1_var3 -0.03338920 0.04989773 -0.082154291 0.05119704
#> lag1_var4 0.02492181 0.04427056 -0.049932704 0.06852290
#> const -0.22962777 0.11208023 -0.357045952 -0.04471644
#> exo1 0.03091125 0.02561636 -0.000162711 0.06995815
#> exo2 -0.23500569 0.01600504 -0.259017744 -0.21502367
#> exo3 0.02680650 0.04351862 -0.038184575 0.07794711
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6681517 0.3554788 -1.3184840 -0.3559595
#> lag1_var2 1.7560403 0.6204081 0.7322525 2.4401389
#> lag1_var3 1.8190970 0.9506137 0.3002366 2.9286465
#> lag1_var4 -1.5997284 0.8905430 -2.7085528 -0.1844254
#> const 4.5566503 4.5953483 -1.2732154 11.5794879
#> exo1 0.1914054 0.4147040 -0.3781372 0.7710636
#> exo2 7.8169250 0.5011842 7.1993077 8.4747523
#> exo3 -0.1674850 0.8032054 -1.1766440 1.0144076
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.15167599 0.3831194 0.61043995 1.6824352
#> lag1_var2 -0.02885026 0.6436752 -1.09920068 0.6005573
#> lag1_var3 0.75533623 1.0857521 -0.99928028 1.8713205
#> lag1_var4 -0.21792154 1.0801140 -1.34738835 1.5409487
#> const 0.62225963 5.3025081 -8.09372929 7.2860789
#> exo1 0.71161803 0.6620613 -0.28923486 1.5422705
#> exo2 -8.61840405 0.6431559 -9.36587610 -7.6767917
#> exo3 0.69780491 0.6461841 -0.04660126 1.7921825
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7774958 0.3526209 0.2769086 1.259764
#> lag1_var2 0.7346214 0.7556581 -0.5365518 1.478887
#> lag1_var3 1.3630880 1.2343826 -0.6862647 2.699618
#> lag1_var4 -0.6835397 1.2108953 -2.0144939 1.324203
#> const 2.1373111 3.5548987 -3.1177260 5.833969
#> exo1 0.8877384 0.6450971 0.1018111 1.802818
#> exo2 -4.0730727 0.5046172 -4.7043985 -3.341307
#> exo3 0.6546691 0.5317035 0.1891818 1.488538
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007289089 0.0001177255 0.0005719157 0.000871953
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00373718 0.00133293 -0.005607126 -0.002112856
#> Sigma[2,2] 0.12937301 0.03461247 0.087092902 0.163883167
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01429771 0.005281294 0.00809029 0.02153460
#> Sigma[3,2] -0.14119800 0.082358089 -0.26841824 -0.04729312
#> Sigma[3,3] 1.18778240 0.337347038 0.88289185 1.72035402
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01226037 0.004766695 0.006255539 0.01878901
#> Sigma[4,2] -0.04923422 0.083494396 -0.175832204 0.04639122
#> Sigma[4,3] 1.13652553 0.305412187 0.829118153 1.62244560
#> Sigma[4,4] 1.15328533 0.278652125 0.845695764 1.58190500
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96735690 0.01220193 0.954459191 0.98536329
#> lag1_var2 0.10162860 0.04225030 0.047274459 0.14930413
#> lag1_var3 0.13495308 0.06525041 0.057955124 0.23038754
#> lag1_var4 -0.12688260 0.06250368 -0.219625847 -0.05228382
#> const 0.27157995 0.16901699 0.024436361 0.48946125
#> exo1 0.02724800 0.02283197 -0.004526798 0.06179452
#> exo2 -0.14754108 0.02113624 -0.179965148 -0.12464709
#> exo3 0.06196005 0.03492929 0.024767416 0.11868034
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04584487 0.1833192 -0.2126672 0.2900002
#> lag1_var2 0.92557123 0.5573303 0.3354355 1.7730399
#> lag1_var3 0.71376502 0.7939376 -0.2775282 1.8144863
#> lag1_var4 -0.73095747 0.7571405 -1.7653862 0.2248623
#> const 2.50190097 3.7691309 -2.9712597 6.0496103
#> exo1 0.15257787 0.4363954 -0.5019882 0.7387596
#> exo2 3.46757587 0.3699968 3.0805795 4.0866119
#> exo3 -0.36558072 0.4904322 -1.0718262 0.2889863
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08871129 0.6749183 -0.7446281 0.9735642
#> lag1_var2 -0.41840614 2.1698693 -3.0031740 2.8603112
#> lag1_var3 -1.36417184 3.4150053 -5.3008646 4.0011736
#> lag1_var4 2.29144435 3.2559864 -2.8363595 6.0300252
#> const -1.80795089 7.0571563 -11.2692591 6.4163717
#> exo1 0.05734884 1.1088958 -1.3930042 1.3311330
#> exo2 -9.62424544 1.0787872 -11.2024858 -8.3506532
#> exo3 -0.70547192 1.4611160 -1.9716957 1.9003414
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1335202 0.7083801 -0.7537881 1.113850
#> lag1_var2 -0.1798986 2.1728333 -3.0192393 2.973161
#> lag1_var3 -1.5141293 3.4410018 -5.7763094 3.644992
#> lag1_var4 2.4436954 3.2803670 -2.4859194 6.491254
#> const -1.5616435 7.7283071 -12.3491131 6.558395
#> exo1 0.1858380 1.0476360 -1.2302755 1.404858
#> exo2 -7.4965574 1.0617928 -8.9074587 -6.082189
#> exo3 -0.9924954 1.2163872 -1.8659529 1.200247
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003422117 4.836369e-05 0.0002782377 0.0004090454
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001534679 0.0007735461 -0.002408946 -0.0004316718
#> Sigma[2,2] 0.041866362 0.0096974786 0.027615607 0.0547303079
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004071982 0.001620073 -0.002453674 0.001734026
#> Sigma[3,2] 0.0122819425 0.016890524 -0.009643274 0.037988338
#> Sigma[3,3] 0.2533109868 0.055143354 0.189140251 0.344335265
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001391205 0.001836524 -0.003843973 0.001167429
#> Sigma[4,2] 0.038738262 0.019251759 0.011478808 0.067140364
#> Sigma[4,3] 0.268928200 0.063260357 0.195221258 0.370344458
#> Sigma[4,4] 0.301555083 0.074688793 0.215039641 0.416962935
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.022050647 0.003372024 1.01768279 1.02712376
#> lag1_var2 -0.051630075 0.032092158 -0.09901508 -0.01860101
#> lag1_var3 -0.090305783 0.055444233 -0.17253476 -0.03110645
#> lag1_var4 0.085776982 0.054498595 0.02726617 0.16665726
#> const -0.259271305 0.141029990 -0.44086643 -0.04248640
#> exo1 -0.004193568 0.019027750 -0.03128543 0.01895536
#> exo2 -0.154877473 0.016314110 -0.17255886 -0.13094871
#> exo3 -0.021641293 0.019941433 -0.04352881 0.01041131
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2734872 0.1303034 -0.45022009 -0.06686749
#> lag1_var2 1.0373818 0.4946994 0.18878208 1.53858767
#> lag1_var3 0.4934330 0.9270641 -1.12097110 1.34887257
#> lag1_var4 -0.4086578 0.9129177 -1.23633929 1.18582932
#> const 2.7541965 2.9710895 -1.81670132 6.23188783
#> exo1 0.3001810 0.1936620 0.07334405 0.53640356
#> exo2 0.4139674 0.2272557 0.11275554 0.71104141
#> exo3 1.2850360 0.3066875 0.89435287 1.62598994
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5936768 0.1486021 0.4193859 0.8322929
#> lag1_var2 2.4365058 0.9535803 1.1739915 3.6450683
#> lag1_var3 3.0602088 1.7167462 0.7340222 5.1465433
#> lag1_var4 -2.5748330 1.6943106 -4.6539125 -0.2824717
#> const 12.0211610 2.5164231 9.0660155 16.1379678
#> exo1 -0.3712432 0.5404409 -1.0273028 0.2763663
#> exo2 -4.6704286 0.6103408 -5.6387840 -4.0919323
#> exo3 -1.7570111 0.7315792 -2.4599873 -0.5956721
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4447400 0.1997818 0.2621205 0.7692103
#> lag1_var2 2.8684593 1.1650356 1.2610957 4.3194686
#> lag1_var3 2.9801036 2.1374589 -0.1313422 5.4508930
#> lag1_var4 -2.4411609 2.0995953 -4.9008321 0.6258429
#> const 13.0189330 3.4248641 10.1203881 19.3527657
#> exo1 -0.1981249 0.6373177 -0.9805116 0.5944987
#> exo2 -4.5388106 0.7184667 -5.6198227 -3.7985879
#> exo3 -1.0345593 0.8061265 -1.8122428 0.2585175
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00191855 0.0003241967 0.00161971 0.002463992
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003279742 0.001218136 -0.005091163 -0.001886975
#> Sigma[2,2] 0.018337115 0.003807243 0.013913782 0.024351748
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005617562 0.006942536 -0.01427385 0.004523838
#> Sigma[3,2] 0.073056397 0.023186126 0.04585105 0.108574124
#> Sigma[3,3] 0.850236641 0.214007574 0.55310871 1.163745251
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007743018 0.00770168 -0.01749374 0.00320964
#> Sigma[4,2] 0.085437227 0.02531731 0.05631386 0.12497595
#> Sigma[4,3] 0.914546573 0.22905856 0.59704759 1.24816858
#> Sigma[4,4] 0.987861579 0.24573838 0.64743168 1.34295320
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93406657 0.03013862 0.89385850 0.97573599
#> lag1_var2 0.24781948 0.09389440 0.12747408 0.39197642
#> lag1_var3 0.37801791 0.16860814 0.15989505 0.61531303
#> lag1_var4 -0.37076951 0.16474000 -0.60284411 -0.15689549
#> const 1.09673150 0.65136139 0.24630501 1.97914574
#> exo1 -0.03306495 0.04679362 -0.09139379 0.02224517
#> exo2 -0.05274525 0.03733680 -0.10935448 -0.01273877
#> exo3 -0.06087675 0.03665016 -0.12488183 -0.01919311
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2338662 0.08045488 0.125078689 0.35858060
#> lag1_var2 -0.1722020 0.22466139 -0.489548896 0.13270246
#> lag1_var3 -1.3191386 0.34986963 -1.800059348 -0.83116111
#> lag1_var4 1.2925573 0.34273833 0.814153618 1.76349048
#> const -2.9312955 1.80185909 -5.693995235 -0.69307789
#> exo1 -0.1081413 0.10798578 -0.246931415 0.04827751
#> exo2 0.1304751 0.11245834 -0.009602508 0.28485027
#> exo3 0.2429937 0.12694072 0.090378307 0.42172148
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7970470 0.7496287 -0.1294187 1.8858339
#> lag1_var2 -1.5796371 2.5522933 -4.3923938 2.3941489
#> lag1_var3 -3.8212254 3.6397708 -7.8671115 1.7153168
#> lag1_var4 4.6847086 3.5708907 -0.7436267 8.6722607
#> const -14.7829485 14.6582005 -35.8592718 3.0240819
#> exo1 -0.9722982 0.7652447 -1.9517643 0.1159224
#> exo2 -0.6805236 0.5525608 -1.3670914 0.1083405
#> exo3 0.2762839 0.9491121 -0.8946507 1.6452450
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9775286 0.8107630 -0.01314511 2.1772704
#> lag1_var2 -2.0423320 2.6945788 -5.03947607 2.1065881
#> lag1_var3 -5.2555041 3.8346961 -9.64681765 0.4516642
#> lag1_var4 6.1127474 3.7626747 0.51641843 10.4415563
#> const -18.1519179 15.9527358 -41.51774904 1.2084910
#> exo1 -1.0540611 0.8286333 -2.07945639 0.1625445
#> exo2 -0.6449609 0.5927926 -1.39079519 0.2018048
#> exo3 0.4070594 1.0312989 -0.85665540 1.9155316
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002772862 5.559427e-05 0.0002179314 0.000368037
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01338465 0.004555769 -0.01910282 -0.006802863
#> Sigma[2,2] 2.44687227 0.323358096 2.02183795 2.894062936
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006446461 0.002478961 0.003062882 0.009764493
#> Sigma[3,2] -1.176918685 0.232835237 -1.519260282 -0.923356445
#> Sigma[3,3] 0.680283340 0.154134878 0.512820153 0.907374134
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001237208 0.0007970797 -0.002129545 1.402285e-05
#> Sigma[4,2] 0.216790460 0.1362596527 0.094731516 4.305779e-01
#> Sigma[4,3] 0.027127824 0.0424025521 -0.033589203 8.460142e-02
#> Sigma[4,4] 0.171776351 0.0575315938 0.124388283 2.705708e-01
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9839771777 0.01533893 0.960394145 1.00310284
#> lag1_var2 0.0228319538 0.02973960 -0.010308585 0.06795259
#> lag1_var3 0.0408636731 0.05396628 -0.018933006 0.12292403
#> lag1_var4 -0.0354188442 0.04853835 -0.109705975 0.01930072
#> const 0.1617864062 0.16381226 -0.060186783 0.37854318
#> exo1 0.0009425739 0.01949793 -0.023662754 0.02526753
#> exo2 -0.0568693242 0.02019281 -0.088408131 -0.03596123
#> exo3 0.0380837785 0.02160422 0.008059721 0.06866882
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3132351 0.9999253 -0.8279354 1.7740631
#> lag1_var2 -0.4583016 1.5457534 -2.4719334 1.5043639
#> lag1_var3 -2.5923264 2.7983672 -6.2087045 1.0081033
#> lag1_var4 2.4783086 2.5717449 -0.7711430 5.7585835
#> const -2.3810992 17.8582552 -25.6830486 20.3537505
#> exo1 -1.4091445 1.0259510 -2.8725858 -0.1169492
#> exo2 0.1723742 1.7345758 -2.5574629 2.3049825
#> exo3 0.5981091 1.4363380 -1.4430380 2.4942281
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3430136 0.6223655 -0.5018896 1.1914326
#> lag1_var2 0.1811068 1.1200369 -1.2356294 1.7560705
#> lag1_var3 1.3771771 2.0476296 -1.2332912 4.2599725
#> lag1_var4 -0.5463328 1.8752258 -3.1601996 1.8549990
#> const 0.9823108 8.3777151 -10.6033365 12.5129355
#> exo1 0.8121355 0.4713575 0.1856570 1.5012908
#> exo2 -0.6090080 0.9088212 -1.9034180 0.7463976
#> exo3 0.3026435 0.8595270 -0.7240960 1.5991280
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54464305 0.4733622 -0.1765335 1.0657534
#> lag1_var2 -0.49978859 0.7085310 -1.6254400 0.4003216
#> lag1_var3 -0.82426979 1.3110527 -2.9023686 0.8518720
#> lag1_var4 1.60501724 1.1778510 0.1197098 3.4844547
#> const -1.78194784 6.0066341 -7.4861281 7.1853446
#> exo1 0.08869422 0.4395674 -0.5059829 0.7129578
#> exo2 -0.55993349 0.3479051 -0.9500956 -0.0251499
#> exo3 0.63595941 0.3166841 0.2679796 1.0672173
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006380235 0.0001433653 0.0004508652 0.0008236173
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007495477 0.005525208 -0.01472537 -0.0003028659
#> Sigma[2,2] 1.037960833 0.180085045 0.75710274 1.2512168818
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006228434 0.0052101 -0.0003606735 0.01391673
#> Sigma[3,2] -0.550801706 0.1440789 -0.8037699962 -0.43711397
#> Sigma[3,3] 0.658050878 0.1233705 0.5016876391 0.85378902
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003290216 0.004493137 -0.002786664 0.009730307
#> Sigma[4,2] -0.105201103 0.143567900 -0.310948103 0.046877351
#> Sigma[4,3] 0.486709517 0.095030333 0.333993629 0.600399627
#> Sigma[4,4] 0.519256751 0.086587458 0.412555829 0.634385834
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97329212 0.02242571 0.94470419 1.005731942
#> lag1_var2 0.01108790 0.02634264 -0.03669773 0.031207252
#> lag1_var3 0.02198244 0.06322700 -0.09174828 0.072422903
#> lag1_var4 -0.01361759 0.05549475 -0.05705807 0.086273005
#> const 0.30293980 0.29709969 -0.04349744 0.742887987
#> exo1 -0.03776098 0.02299125 -0.07088301 -0.005688516
#> exo2 -0.02445090 0.01974424 -0.04936328 0.004213175
#> exo3 0.01362898 0.01725844 -0.01026236 0.037971478
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6864778 0.9287602 -2.2008444 0.1826922
#> lag1_var2 2.4083818 1.0716128 1.1573767 4.1175749
#> lag1_var3 3.3784337 2.4986018 0.4612641 7.2619808
#> lag1_var4 -2.9186994 2.2199078 -6.3792602 -0.3060841
#> const -2.2544487 16.1268549 -22.7649510 18.8878379
#> exo1 0.8668411 1.1360983 -0.4859444 2.6647075
#> exo2 1.2369153 0.7888697 0.1453715 2.2924263
#> exo3 -0.2275157 0.8350730 -1.1970870 1.1045728
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2460964 0.5559310 -0.4235526 1.03071984
#> lag1_var2 -1.0352753 0.8672435 -2.3233584 0.01469768
#> lag1_var3 -1.3246959 1.9926512 -4.2686446 1.12370970
#> lag1_var4 1.9908553 1.7769429 -0.1899673 4.60582347
#> const 8.7104471 7.3711800 -2.7458918 18.11562068
#> exo1 -1.4041734 1.0675076 -3.1765241 -0.17115977
#> exo2 -1.0960880 0.6831040 -2.0665597 -0.20933315
#> exo3 -0.3515959 0.7349806 -1.5669854 0.55562782
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08465656 0.3017383 -0.5291252 0.2205102
#> lag1_var2 -0.30369615 0.6412984 -1.2022415 0.6231996
#> lag1_var3 -0.55998971 1.4954148 -2.6515627 1.6379094
#> lag1_var4 1.45296456 1.3258666 -0.4719986 3.3105891
#> const 7.49022141 6.4015434 -0.9592356 16.1819502
#> exo1 -1.13774126 1.0131968 -2.7003502 0.1890740
#> exo2 -0.62057143 0.7531873 -1.7320051 0.2640646
#> exo3 -0.49185945 0.5601769 -1.3841165 0.1853559
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000604631 8.857258e-05 0.0004666278 0.0007131646
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006829654 0.0001934939 0.0004959509 0.0009871404
#> Sigma[2,2] 0.0043538658 0.0007423876 0.0033144156 0.0055135861
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003082331 0.0007792243 -0.004152113 -0.002047989
#> Sigma[3,2] -0.006457123 0.0028812626 -0.009790177 -0.002369157
#> Sigma[3,3] 0.054015555 0.0094389670 0.039544334 0.064169012
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002631404 0.0007661173 -0.003630137 -0.001657152
#> Sigma[4,2] -0.003499656 0.0030068553 -0.006472574 0.001093274
#> Sigma[4,3] 0.050761255 0.0085151556 0.038347641 0.059889716
#> Sigma[4,4] 0.049583131 0.0078529094 0.038429806 0.059378732
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963314626 0.02337834 0.93298946 0.99652011
#> lag1_var2 0.013706078 0.08153136 -0.09493913 0.12675888
#> lag1_var3 -0.050178178 0.11661735 -0.19841228 0.11269983
#> lag1_var4 0.060823684 0.11385428 -0.09973573 0.20496770
#> const -0.080752163 0.38406149 -0.53709702 0.48689904
#> exo1 0.005382555 0.01867204 -0.02404785 0.02605941
#> exo2 -0.037597790 0.02096459 -0.07232782 -0.02043755
#> exo3 0.006491963 0.03165902 -0.04475324 0.04404267
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17711534 0.11534871 -0.33829938 -0.0197228
#> lag1_var2 0.55430771 0.39872182 0.12439263 1.1310133
#> lag1_var3 -0.12451226 0.55508644 -0.78505134 0.6674320
#> lag1_var4 0.19617683 0.53744660 -0.56879964 0.8158652
#> const -0.12555266 1.05387019 -1.01551669 1.5697725
#> exo1 -0.06731474 0.05702076 -0.13372677 0.0212973
#> exo2 0.15231931 0.05968738 0.06973055 0.2361428
#> exo3 0.18364278 0.08037621 0.06207346 0.2914897
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53015411 0.2532565 0.2586360 0.9421944
#> lag1_var2 0.49465502 0.7432656 -0.4677275 1.5064727
#> lag1_var3 1.58248565 1.1138017 0.2781098 3.0125965
#> lag1_var4 -0.78875732 1.1075029 -2.1797818 0.4657475
#> const 2.73686207 4.0653410 -3.2579882 6.4653526
#> exo1 0.03076303 0.2281532 -0.2628970 0.3438375
#> exo2 -1.47066758 0.2027733 -1.7320172 -1.1816050
#> exo3 -0.02433272 0.2202382 -0.2794158 0.3514183
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41258196 0.2509063 0.1388419 0.7926630
#> lag1_var2 0.55870016 0.6444183 -0.2731182 1.4069203
#> lag1_var3 1.03474007 1.0539306 -0.2708740 2.3276416
#> lag1_var4 -0.17716250 1.0492133 -1.4491605 1.1248639
#> const 1.55635008 3.9314235 -4.3723574 5.3790402
#> exo1 -0.02116042 0.2011080 -0.2601660 0.2702614
#> exo2 -1.40360312 0.1921298 -1.6380821 -1.1630657
#> exo3 0.11434011 0.2045409 -0.1713795 0.4393841
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003426739 6.326172e-05 0.0002731796 0.00043543
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01060182 0.002220624 -0.01431801 -0.008204107
#> Sigma[2,2] 0.85758247 0.132867754 0.70625367 1.049289466
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00996174 0.002210756 0.008533201 0.0140778
#> Sigma[3,2] -0.73672932 0.143944399 -0.962517732 -0.6155520
#> Sigma[3,3] 0.88384610 0.174712679 0.724353382 1.1624126
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003866883 0.001299512 0.002427046 0.005898701
#> Sigma[4,2] -0.238161162 0.095306224 -0.394874731 -0.142248045
#> Sigma[4,3] 0.471429714 0.111698501 0.346307144 0.641909398
#> Sigma[4,4] 0.350306152 0.065610709 0.267497183 0.445380283
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001728228 0.01919425 0.977152741 1.028710639
#> lag1_var2 0.043295149 0.03219250 -0.004787160 0.079485202
#> lag1_var3 0.075907150 0.05383861 -0.005151606 0.136082244
#> lag1_var4 -0.079915613 0.04957884 -0.136870673 -0.006007777
#> const 0.227878930 0.27828555 -0.069503063 0.678490213
#> exo1 0.003816327 0.01199467 -0.011549536 0.019693484
#> exo2 -0.098830351 0.01287134 -0.113624006 -0.078377720
#> exo3 0.016432809 0.01548148 -0.007703144 0.036693117
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6261233 1.1268138 -0.8695350 2.29794255
#> lag1_var2 -3.2300236 1.9434134 -5.4807083 -0.07792237
#> lag1_var3 -6.9375889 3.2209059 -10.6217196 -1.65509193
#> lag1_var4 6.8743264 2.9773550 2.0359123 10.36540833
#> const -11.7627849 15.8180223 -38.1760422 4.65356357
#> exo1 -1.3417196 0.7072254 -2.1095884 -0.13968188
#> exo2 -0.1697179 0.9049654 -1.5266436 0.85918778
#> exo3 0.5982041 0.8550387 -0.6216432 1.75015122
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4571826 1.0926131 -1.0596220 1.9102055
#> lag1_var2 1.8571555 2.0959793 -1.0420058 4.7536088
#> lag1_var3 4.1376251 3.4750455 -0.6741417 8.9167251
#> lag1_var4 -3.3926427 3.2144624 -7.8411733 1.0007398
#> const 3.5415168 14.4484608 -12.4385150 25.6752607
#> exo1 0.9676170 0.4955987 0.4526144 1.7205019
#> exo2 -1.1790474 0.7386015 -2.2266820 -0.3430276
#> exo3 -1.0931899 0.8391967 -2.3783087 -0.2955893
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8919015 0.6378424 -0.1837683 1.5568294
#> lag1_var2 -0.4959160 1.4374980 -2.2838469 1.2821745
#> lag1_var3 -0.7039241 2.3858257 -3.7029859 2.2197124
#> lag1_var4 1.4168943 2.2214222 -1.2325207 4.3058532
#> const -5.3474974 7.6240681 -15.4396493 5.8885065
#> exo1 0.1787720 0.5288899 -0.4007303 0.9645495
#> exo2 -1.3725483 0.6025563 -2.2127020 -0.6656854
#> exo3 -0.7831064 0.7226826 -1.8201720 0.1046793
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009128616 0.0002165601 0.0006617769 0.001247883
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01829329 0.007596219 -0.02781806 -0.006698864
#> Sigma[2,2] 1.56048454 0.336747743 1.10927087 1.965685124
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001068591 0.008552534 -0.01010115 0.01035566
#> Sigma[3,2] -0.733876998 0.362976827 -1.30603441 -0.32166786
#> Sigma[3,3] 1.563152812 0.252337056 1.26381447 1.90408993
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0144556 0.01003685 -0.024645542 0.0002846524
#> Sigma[4,2] 0.3730833 0.25957149 0.002221807 0.7271210607
#> Sigma[4,3] 1.1106912 0.26567665 0.796661034 1.4977764136
#> Sigma[4,4] 1.4475503 0.39703632 0.929809383 2.0021926405
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009182158 0.02363973 0.97257935 1.03421992
#> lag1_var2 0.001916259 0.03975911 -0.06164882 0.04491212
#> lag1_var3 0.006472977 0.05752232 -0.08526444 0.07058677
#> lag1_var4 -0.009767556 0.05400820 -0.07155382 0.07371685
#> const 0.050107807 0.30287373 -0.34838035 0.47171211
#> exo1 0.020838478 0.03105227 -0.01798421 0.07054392
#> exo2 -0.040195425 0.04040051 -0.08530594 0.02181478
#> exo3 0.019724093 0.03467949 -0.02515452 0.07175046
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25480400 0.6491298 -1.0658683 0.6687583
#> lag1_var2 1.73747769 1.5198605 -0.4143942 3.7606559
#> lag1_var3 2.04275706 2.3139768 -1.3737906 5.1365484
#> lag1_var4 -1.80725273 2.2173007 -4.9088801 1.3967792
#> const -6.31188575 10.2655268 -22.6014907 2.0515467
#> exo1 0.03502389 1.7151213 -2.0428924 2.5456470
#> exo2 1.33550912 1.9749033 -1.5038471 4.0463576
#> exo3 0.68070593 1.3350176 -0.9567459 2.3714640
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4799111 0.7002784 0.4023947 2.33432018
#> lag1_var2 1.4560745 1.7739501 -1.0235347 3.79384621
#> lag1_var3 2.3212696 2.6304977 -1.1006234 6.00670107
#> lag1_var4 -1.9955470 2.4161609 -5.1923700 1.25448902
#> const 8.3198071 12.2876939 -5.2072722 28.97361079
#> exo1 0.4298140 1.5189412 -1.3592615 2.70073387
#> exo2 -1.4899588 1.5894562 -4.0836742 -0.07030969
#> exo3 0.4496261 1.1124142 -1.3239720 1.77125968
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3849059 0.6964979 0.4879474 2.2122304
#> lag1_var2 2.3716060 1.6878245 -0.5144909 3.8776658
#> lag1_var3 3.3183072 2.4588677 -0.7103124 5.3982138
#> lag1_var4 -2.8377671 2.3615816 -4.8547868 0.9417389
#> const 2.5751126 11.0436714 -6.4573247 21.3144464
#> exo1 0.4722172 1.1958921 -1.2040890 2.2490829
#> exo2 -0.6042808 1.1466450 -2.3060757 0.5592413
#> exo3 1.0197102 1.6046434 -1.3103637 2.9903941
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004145064 0.001425666 0.002521091 0.006222827
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1002277 0.03786046 -0.1502344 -0.05309311
#> Sigma[2,2] 7.0902744 1.58055054 5.4970865 9.78396617
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05421253 0.02106898 0.02686911 0.08279775
#> Sigma[3,2] -4.14267363 0.83012840 -5.51212007 -3.22741493
#> Sigma[3,3] 2.70638917 0.45667650 2.11437205 3.36364827
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02008086 0.01037448 0.005449707 0.03388528
#> Sigma[4,2] -1.70861303 0.31852557 -2.084478103 -1.29287953
#> Sigma[4,3] 1.36293407 0.19735172 1.055481798 1.59487810
#> Sigma[4,4] 0.88181836 0.13187649 0.680422736 1.02731965
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.902802323 0.03422233 0.85779953 0.94847978
#> lag1_var2 0.072350980 0.03010345 0.03028622 0.11277688
#> lag1_var3 0.164140665 0.07166952 0.06326119 0.25984037
#> lag1_var4 -0.120882886 0.05343112 -0.18815290 -0.04093318
#> const 0.400548328 0.53875692 -0.01132268 1.35187511
#> exo1 0.056340548 0.08289744 -0.03798621 0.17952379
#> exo2 -0.103898106 0.04598723 -0.16816903 -0.04647492
#> exo3 -0.003411919 0.08954935 -0.13288441 0.09670864
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.996559 1.770564 0.04456389 4.8008921
#> lag1_var2 -1.017476 1.306945 -2.76117601 0.7547048
#> lag1_var3 -4.551865 3.058746 -8.58432275 -0.2583869
#> lag1_var4 3.739989 2.256097 0.29913949 6.4950851
#> const -8.767943 21.787337 -39.82037356 18.3392892
#> exo1 2.259014 1.633576 -0.23415917 3.9738795
#> exo2 -2.363724 2.328844 -5.96005108 0.2607419
#> exo3 1.696162 2.068375 -1.54740866 3.9540076
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.92011120 1.227722 -2.8099512 0.4810744
#> lag1_var2 1.11456019 1.072214 -0.2154948 2.6231000
#> lag1_var3 3.42991932 2.506492 0.1756296 6.8362099
#> lag1_var4 -2.08058415 1.819678 -4.3454532 0.4834769
#> const 4.24811255 13.258915 -9.6184923 24.1095233
#> exo1 -0.98742588 1.205816 -2.0378416 1.0274197
#> exo2 -1.32867507 1.481592 -3.2032951 0.4679196
#> exo3 0.08800142 1.401442 -1.1655903 2.4825397
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26960145 0.8152164 -1.6714521 0.5955451
#> lag1_var2 0.56083302 0.7507846 -0.2973657 1.6952731
#> lag1_var3 1.17564035 1.7441173 -0.8878654 3.7278843
#> lag1_var4 -0.03778897 1.2596330 -1.7946999 1.5231702
#> const -0.85655058 7.3487961 -7.2837282 10.2836208
#> exo1 -0.07951598 0.8968983 -0.7886637 1.3609971
#> exo2 -3.06268008 0.7851362 -4.1161112 -2.0640195
#> exo3 1.06086536 0.9075682 0.0496142 2.5086470
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000357569 6.636361e-05 0.0002667098 0.0004410583
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001843446 0.0004612419 -0.002304053 -0.0010950
#> Sigma[2,2] 0.017948560 0.0036450954 0.013270806 0.0232514
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001378684 0.000749071 -0.0008623025 0.001201082
#> Sigma[3,2] -0.0081628051 0.005274870 -0.0166438137 -0.003539965
#> Sigma[3,3] 0.0313970166 0.008376227 0.0210176773 0.044590615
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001040544 0.0007925501 -0.002144762 1.367172e-05
#> Sigma[4,2] 0.002325494 0.0052091950 -0.005492359 8.065169e-03
#> Sigma[4,3] 0.030506529 0.0097512974 0.019644912 4.538173e-02
#> Sigma[4,4] 0.036351881 0.0117770985 0.022902435 5.398669e-02
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99256469 0.02567482 0.954539300 1.02092002
#> lag1_var2 0.01432174 0.03729377 -0.030954920 0.05904713
#> lag1_var3 0.04546251 0.05812403 -0.031289062 0.11622651
#> lag1_var4 -0.04122953 0.05175860 -0.102581569 0.02804018
#> const 0.06974167 0.21447976 -0.174049660 0.39695733
#> exo1 0.00076377 0.02001135 -0.022648531 0.03084972
#> exo2 -0.08245352 0.02787798 -0.116294727 -0.04387448
#> exo3 0.02662118 0.02081460 0.004502309 0.05993194
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.009050323 0.1773030 -0.2618184 0.21769775
#> lag1_var2 0.814993306 0.2916554 0.4874298 1.27294072
#> lag1_var3 0.282331324 0.4621316 -0.2207910 0.99290232
#> lag1_var4 -0.228545226 0.4119362 -0.8560633 0.21555881
#> const 1.194300525 1.4122795 -0.7221464 3.09330363
#> exo1 -0.038406141 0.1700147 -0.3241423 0.09844998
#> exo2 1.233011669 0.1475859 1.0435599 1.43212188
#> exo3 0.006181740 0.1589498 -0.2310796 0.18101440
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08547506 0.09659623 -0.04902415 0.21046558
#> lag1_var2 0.08758998 0.20302703 -0.25749709 0.32668033
#> lag1_var3 0.39520026 0.35063634 -0.16198015 0.83260363
#> lag1_var4 0.47579284 0.32912901 0.07052368 1.00401189
#> const 0.26348487 1.51990652 -2.32412524 1.68752025
#> exo1 0.11177948 0.22433769 -0.19834589 0.42426574
#> exo2 -1.05323189 0.16346313 -1.30459890 -0.85876915
#> exo3 -0.08142356 0.14647684 -0.29727881 0.03613057
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07085909 0.1404256 -0.1216776 0.26737693
#> lag1_var2 0.17272890 0.2444849 -0.1618777 0.50090085
#> lag1_var3 -0.15887056 0.4970097 -0.7881534 0.57750385
#> lag1_var4 1.08730908 0.4551466 0.4232690 1.66053505
#> const -0.71231206 1.3044101 -2.6932472 0.78459404
#> exo1 0.10141176 0.2073611 -0.2194172 0.37318746
#> exo2 -0.41286920 0.1478039 -0.6268793 -0.25326604
#> exo3 -0.08653903 0.1563830 -0.3350481 0.08579283
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003941564 0.000526924 0.003198446 0.004640684
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00101988 0.0007430398 0.000148438 0.002013014
#> Sigma[2,2] 0.01004098 0.0024346841 0.006705647 0.013308690
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002129958 0.004276752 -0.004690453 0.006893074
#> Sigma[3,2] -0.021786090 0.005879465 -0.028822138 -0.013511811
#> Sigma[3,3] 0.215303312 0.026216902 0.192520033 0.256695840
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003158329 0.004145603 -0.003760791 0.007896600
#> Sigma[4,2] -0.013180102 0.005044689 -0.019368519 -0.006255745
#> Sigma[4,3] 0.197719001 0.026080057 0.175659453 0.240172813
#> Sigma[4,4] 0.187755255 0.026659474 0.162985536 0.231392254
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02226761 0.03891064 0.97550694 1.08397711
#> lag1_var2 -0.10617529 0.19509922 -0.37748213 0.14782073
#> lag1_var3 -0.23314409 0.26694494 -0.52421049 0.16479105
#> lag1_var4 0.23122192 0.26925317 -0.17211257 0.51925433
#> const -0.37509593 0.66707650 -1.27266490 0.56192249
#> exo1 0.09743952 0.06626013 0.01280354 0.19531023
#> exo2 -0.05689152 0.06706377 -0.13793256 0.04693925
#> exo3 -0.01268187 0.03841013 -0.06469840 0.03894842
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.079102499 0.08228173 -0.1882790 0.019945396
#> lag1_var2 0.806434115 0.27210134 0.3836959 1.153626096
#> lag1_var3 0.142979105 0.40625874 -0.4795987 0.677152919
#> lag1_var4 -0.151050338 0.40077801 -0.6660670 0.465041446
#> const 2.802133584 0.88441954 1.8504268 4.046306806
#> exo1 -0.153549969 0.11737206 -0.3278812 -0.009110181
#> exo2 -0.011232528 0.07471964 -0.1182776 0.095678522
#> exo3 -0.007231713 0.09567441 -0.1523558 0.097782412
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.65812980 0.3648169 0.17043495 1.1323569
#> lag1_var2 -0.56036062 1.1122170 -2.10166754 0.8546744
#> lag1_var3 -0.05309269 1.6883991 -2.42148185 2.2045390
#> lag1_var4 0.90419983 1.6615239 -1.38286548 3.1976149
#> const -3.76202224 4.3518083 -10.27077295 1.2356681
#> exo1 0.60116911 0.3818240 -0.02480853 1.0376948
#> exo2 0.26463782 0.5664493 -0.39814024 1.0646561
#> exo3 -0.06348140 0.6605841 -0.97608878 0.8361464
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59526951 0.3123562 0.17902225 1.0221716
#> lag1_var2 -0.21572165 0.9797256 -1.43200792 1.1375861
#> lag1_var3 -0.34270913 1.4726842 -2.23219326 1.7670558
#> lag1_var4 1.19252884 1.4678214 -0.93486261 3.0247097
#> const -1.97095688 4.1973728 -8.57132909 3.0478715
#> exo1 0.46819056 0.3258122 -0.03799909 0.8647711
#> exo2 0.24265329 0.5456778 -0.41001596 0.9704968
#> exo3 -0.08410113 0.6316544 -0.97270987 0.7523452
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00166013 0.0002551688 0.00135147 0.002011532
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002771548 0.004561093 -0.009942105 0.001700642
#> Sigma[2,2] 0.353488029 0.072636742 0.235287568 0.438140425
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01030705 0.007506226 -0.02116228 -0.001423157
#> Sigma[3,2] -0.38130420 0.112371052 -0.52913658 -0.237638280
#> Sigma[3,3] 1.49314853 0.364767065 1.03860585 2.028638478
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01249322 0.006899244 -0.02267314 -0.004325809
#> Sigma[4,2] -0.18602316 0.092439553 -0.31443479 -0.094335506
#> Sigma[4,3] 1.36266739 0.349773138 0.92004789 1.847571765
#> Sigma[4,4] 1.34695888 0.338901268 0.90860649 1.787969500
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98773991 0.03145063 0.941957542 1.026216451
#> lag1_var2 0.04130064 0.07880169 -0.049976750 0.159917988
#> lag1_var3 0.06621834 0.13558675 -0.101280425 0.273357547
#> lag1_var4 -0.06463445 0.12786281 -0.259622229 0.092449887
#> const 0.23167631 0.41209768 -0.318405926 0.838459679
#> exo1 0.04034053 0.03347868 0.004787697 0.097267836
#> exo2 -0.05553168 0.04279530 -0.111564817 0.002454177
#> exo3 0.02023304 0.04261432 -0.042584206 0.078768549
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2556000 0.3348082 -0.7515618 0.1591317
#> lag1_var2 1.3817518 0.8731125 0.2390496 2.7463658
#> lag1_var3 1.0053245 1.5549370 -0.8728752 3.4981566
#> lag1_var4 -0.9371580 1.4633542 -3.2916907 0.8296003
#> const 3.8579914 5.1432825 -3.8792610 9.9579423
#> exo1 -0.4193812 0.6308741 -1.3641057 0.4238031
#> exo2 0.7786141 0.7005142 -0.1791906 1.7708021
#> exo3 0.5331941 0.9873842 -0.5641114 1.9363730
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5861167 0.6506638 -0.3493662 1.4106224
#> lag1_var2 -1.6622680 1.3947169 -3.3762093 0.4524302
#> lag1_var3 -2.0261101 2.3512261 -5.0402340 1.4734817
#> lag1_var4 2.7885639 2.2319481 -0.5287048 5.6458180
#> const -2.2386861 11.4620957 -18.9600732 11.4081400
#> exo1 0.3476200 1.3192573 -1.2944647 2.2266641
#> exo2 -1.2819117 1.2489088 -2.6592633 0.7908381
#> exo3 -3.5151372 1.6323596 -5.6546210 -1.3922731
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4934439 0.5691961 -0.3925736 1.1701744
#> lag1_var2 -1.3991270 1.3126124 -3.1740188 0.4291448
#> lag1_var3 -2.3618116 2.1662036 -5.2022418 0.6684350
#> lag1_var4 3.1678348 2.0563412 0.2911234 5.8816542
#> const -1.6535200 10.6908477 -16.1565212 11.8733362
#> exo1 0.1338671 1.1118595 -1.3325890 1.7064227
#> exo2 -0.9312562 1.2031084 -2.2339270 0.9496437
#> exo3 -3.4096600 1.3416901 -5.2069978 -1.6386658
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001712953 0.0005267523 0.000931659 0.002341668
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02492872 0.007600834 -0.03508537 -0.01525376
#> Sigma[2,2] 0.78053098 0.211108975 0.60594045 1.15138995
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02420348 0.007593381 0.01448447 0.03380057
#> Sigma[3,2] -0.74402335 0.230005436 -1.13457544 -0.53541642
#> Sigma[3,3] 1.18248040 0.488986415 0.75866324 1.98237860
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01020723 0.005835536 0.004446827 0.01913286
#> Sigma[4,2] -0.29649339 0.137504010 -0.509803178 -0.14345646
#> Sigma[4,3] 0.80892330 0.471191410 0.473955311 1.63407839
#> Sigma[4,4] 0.69904451 0.470452172 0.411292678 1.56146503
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.10552920 0.02615883 1.066488112 1.1346069938
#> lag1_var2 -0.13440446 0.08383401 -0.230374760 0.0001799802
#> lag1_var3 -0.23200767 0.13964058 -0.400351910 -0.0127162458
#> lag1_var4 0.19273506 0.13109274 -0.006899842 0.3559333795
#> const -0.54029280 0.45598896 -1.049408441 0.2128532800
#> exo1 0.01306304 0.03044498 -0.018655733 0.0610375818
#> exo2 -0.07590857 0.05763331 -0.164184936 -0.0144895761
#> exo3 0.03141874 0.03928866 -0.018863206 0.0828579160
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.333128 0.7708658 -2.1064058 0.008681607
#> lag1_var2 4.169901 1.8320502 0.8969957 5.830644390
#> lag1_var3 5.573311 3.0140875 0.1683769 8.292238527
#> lag1_var4 -5.229353 2.7057685 -7.6553142 -0.401876967
#> const 17.423099 7.6769578 6.5343244 26.008031653
#> exo1 0.438407 0.8975072 -1.0713606 1.283540995
#> exo2 1.311887 1.0022491 0.1306362 2.812914380
#> exo3 -1.045516 1.4106322 -2.8502164 0.858509618
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1575279 0.7872553 -0.2711481 1.8758770
#> lag1_var2 -1.0050791 2.1990723 -3.2703885 2.7772428
#> lag1_var3 -0.8158184 3.7060172 -4.7752921 5.4947063
#> lag1_var4 1.4031870 3.4072391 -4.2971414 5.1885952
#> const -7.4271098 7.8778672 -18.3119481 1.8032980
#> exo1 0.4535713 0.9546835 -0.7489560 1.8706671
#> exo2 -1.4065353 0.9046468 -2.7739026 -0.2394918
#> exo3 1.4693028 1.9790373 -1.1307809 4.3164415
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3190015 0.5002970 -0.3461102 1.0227077
#> lag1_var2 1.3662799 1.4888376 -0.7416211 3.4025204
#> lag1_var3 2.3147204 2.5855159 -1.4078623 5.7299967
#> lag1_var4 -1.4917934 2.4358631 -4.6028525 2.0612567
#> const 2.3804600 7.7417362 -8.9701461 11.4457068
#> exo1 0.7962924 0.6493885 -0.1503608 1.6515973
#> exo2 -0.6408854 0.5431776 -1.2547599 0.1331513
#> exo3 0.9203597 1.3334922 -0.7668525 3.0350799
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01638812 0.003623571 0.01384676 0.02224912
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008310369 0.00686008 -0.01791866 0.0008754688
#> Sigma[2,2] 0.138623289 0.02593612 0.10082878 0.1682226286
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00176748 0.01350419 -0.02064964 0.01696317
#> Sigma[3,2] -0.13569912 0.02581366 -0.17312426 -0.10423844
#> Sigma[3,3] 0.27211961 0.03866136 0.23081376 0.34002588
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003993657 0.01297545 -0.02666982 0.007602559
#> Sigma[4,2] -0.059281565 0.01793313 -0.08328726 -0.033492084
#> Sigma[4,3] 0.216300842 0.03706914 0.17063310 0.275722048
#> Sigma[4,4] 0.205320824 0.04039198 0.15271204 0.263401429
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9630171 0.05568827 0.90111863 1.051615898
#> lag1_var2 0.2650635 0.20776713 -0.07954253 0.511025382
#> lag1_var3 0.4868647 0.33954960 -0.07346942 0.889472270
#> lag1_var4 -0.4808770 0.32666748 -0.85807558 0.061019265
#> const 0.9005065 0.94406208 -0.66702747 1.861373310
#> exo1 0.1097131 0.16291750 -0.02462373 0.379199921
#> exo2 -0.1883377 0.16438400 -0.40087612 -0.006266609
#> exo3 0.1044864 0.12904822 -0.05953087 0.305700527
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1982308 0.1548606 -0.008288232 0.4039361
#> lag1_var2 0.2346921 0.5738620 -0.622517305 0.7866105
#> lag1_var3 -1.0726180 0.9558832 -2.546214921 -0.1509307
#> lag1_var4 1.0821568 0.9262709 0.197623141 2.5117393
#> const -3.7567970 4.0644981 -8.027485400 2.4788439
#> exo1 -0.1113587 0.3438674 -0.640496703 0.2546609
#> exo2 0.7830085 0.2884552 0.426196172 1.1127119
#> exo3 3.2718294 0.3689989 2.634262524 3.6136018
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5959793 0.1543971 -0.8038787 -0.3858871
#> lag1_var2 2.6144457 0.3140592 2.2644679 3.0868029
#> lag1_var3 4.8167447 0.5361801 4.2004044 5.5969549
#> lag1_var4 -3.8535660 0.5033529 -4.5829614 -3.2487905
#> const 12.0873975 4.7732604 4.7628527 16.9621700
#> exo1 0.2127422 0.4908636 -0.3686295 0.9181035
#> exo2 2.6185094 0.5216447 1.9874099 3.4731151
#> exo3 -4.3833107 0.2722340 -4.6943657 -3.9309954
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5490008 0.1162008 -0.7291007 -0.4132321
#> lag1_var2 2.6647524 0.3477860 2.1785766 3.1152947
#> lag1_var3 3.9555090 0.5639361 3.1500467 4.6893322
#> lag1_var4 -2.9596545 0.5280474 -3.6504759 -2.2111642
#> const 9.4010465 3.1949566 4.8111125 12.6343999
#> exo1 0.1624661 0.3859479 -0.3591507 0.6813445
#> exo2 3.4788205 0.5760584 2.6825740 4.2740766
#> exo3 -2.8049958 0.2810701 -3.1987587 -2.4783766
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001230188 0.0002443067 0.0009882263 0.001638077
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003010693 0.002338616 0.0005908653 0.006638267
#> Sigma[2,2] 0.120258807 0.039603412 0.0780891725 0.174361949
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005819193 0.005046146 -0.00100031 0.01264882
#> Sigma[3,2] -0.042123896 0.054575221 -0.12066615 0.02601065
#> Sigma[3,3] 0.442601787 0.103045918 0.35562584 0.60076147
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007964007 0.00511594 0.0006330772 0.0137641
#> Sigma[4,2] 0.025618497 0.05568475 -0.0484361605 0.1050377
#> Sigma[4,3] 0.443110756 0.11889998 0.3478049117 0.6286534
#> Sigma[4,4] 0.483495791 0.13822927 0.3611732827 0.6974505
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00194316 0.03606045 0.95080487 1.05148874
#> lag1_var2 -0.01553919 0.07800759 -0.13787550 0.05374860
#> lag1_var3 -0.03151118 0.14651622 -0.26601449 0.08561088
#> lag1_var4 0.03050733 0.13562231 -0.07822885 0.24835601
#> const 0.01992878 0.57130516 -0.59303784 0.96233765
#> exo1 0.02222456 0.03592296 -0.04066196 0.05868181
#> exo2 -0.06227138 0.04455957 -0.13983249 -0.01963953
#> exo3 0.01962612 0.05030083 -0.06297224 0.06797186
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1120903 0.1948996 -0.3247034 0.1820426
#> lag1_var2 1.2038617 0.5565596 0.5072131 1.9362552
#> lag1_var3 0.8081042 1.0552886 -0.4578565 2.2377705
#> lag1_var4 -0.7621725 0.9843979 -2.1065746 0.4142066
#> const 1.7941679 2.3416948 -0.7737193 5.6206322
#> exo1 -0.4778056 0.1670710 -0.6870308 -0.2518044
#> exo2 1.7597287 0.3455051 1.1659248 2.1119759
#> exo3 -0.1509984 0.4053207 -0.8064460 0.2945929
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88606191 0.4758107 0.1581631 1.4794498
#> lag1_var2 -2.11877252 1.1630644 -3.6299538 -0.5730505
#> lag1_var3 -2.64319603 2.3821331 -5.7504855 0.5843192
#> lag1_var4 3.39615175 2.2178987 0.4392334 6.3082081
#> const -9.38122395 5.7267953 -18.5161481 -2.5544725
#> exo1 -0.01565496 0.8644559 -1.2147006 1.1938095
#> exo2 -0.01499305 0.7207719 -1.1554707 0.8330169
#> exo3 1.22297569 0.6579369 0.2678311 2.0805662
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9104333 0.4962557 0.11826735 1.46834356
#> lag1_var2 -1.9293702 1.1113177 -3.32507703 -0.42415783
#> lag1_var3 -3.0346587 2.2398786 -5.85838666 0.06422891
#> lag1_var4 3.8104055 2.0751647 0.98400812 6.46916043
#> const -10.5021675 6.0856900 -18.95104476 -2.16656005
#> exo1 -0.2810711 0.9121689 -1.59447878 0.90137160
#> exo2 1.1284085 0.6922952 0.03294910 1.82199787
#> exo3 1.2423442 0.7692077 0.01907661 2.23464949
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002847655 0.0005122374 0.002019878 0.003409914
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01252023 0.0140031 -0.03214387 0.00486747
#> Sigma[2,2] 1.21661101 0.3002169 0.85541368 1.67711010
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006987939 0.008038889 -0.004004321 0.01843758
#> Sigma[3,2] -0.665350493 0.154431022 -0.903065479 -0.47910075
#> Sigma[3,3] 0.385277191 0.076899509 0.292433270 0.50366651
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009524604 0.002141795 -0.001976001 0.003314632
#> Sigma[4,2] -0.0801406073 0.016373427 -0.097223745 -0.057965885
#> Sigma[4,3] 0.0684557298 0.007875821 0.058039693 0.078558670
#> Sigma[4,4] 0.0337277311 0.006885930 0.025187768 0.043897565
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956357057 0.03141444 0.918027571 1.00460138
#> lag1_var2 0.022647798 0.07192196 -0.071013472 0.12449478
#> lag1_var3 0.022500207 0.14121284 -0.161646266 0.22412214
#> lag1_var4 0.001585179 0.13598455 -0.192303292 0.17322604
#> const -0.253997708 0.60467214 -1.058500083 0.65533454
#> exo1 0.016745722 0.04620173 -0.057434906 0.07266920
#> exo2 0.006686875 0.04332044 -0.065152209 0.05724953
#> exo3 0.072337284 0.05522204 -0.006661019 0.14467025
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.104114562 1.2028532 -1.7284487 1.6187498
#> lag1_var2 -0.006805729 2.5438043 -2.4863145 3.8474284
#> lag1_var3 -1.491764240 4.9747595 -6.2438690 6.1493817
#> lag1_var4 1.610602236 4.7020731 -5.5676280 6.1457377
#> const -4.771844147 21.7020684 -34.5811692 23.2422032
#> exo1 0.085204739 0.6259703 -0.7384746 0.8272387
#> exo2 0.525476045 1.0222940 -0.6573569 2.0604054
#> exo3 -0.482231361 0.7246151 -1.5690610 0.4079167
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35644133 0.6972461 -1.28631357 0.6794234
#> lag1_var2 1.11501403 1.3377403 -0.98746813 2.5010522
#> lag1_var3 2.87669975 2.6067447 -1.21318241 5.4669313
#> lag1_var4 -1.87960390 2.4697168 -4.39677521 2.0365186
#> const 6.37037258 12.7705479 -9.92195459 24.4938945
#> exo1 -0.01566712 0.3810463 -0.44226389 0.4643878
#> exo2 -0.49390775 0.6112180 -1.46627137 0.2477212
#> exo3 0.60649591 0.4794896 -0.02625356 1.3288873
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3833895 0.1848157 -0.5991950 -0.12010122
#> lag1_var2 0.9155094 0.3167228 0.5032790 1.25532978
#> lag1_var3 1.7280824 0.6565060 0.8272137 2.38891020
#> lag1_var4 -0.6159245 0.6042978 -1.2363442 0.19054364
#> const 3.0792291 2.8921471 -0.8879167 7.15882852
#> exo1 0.0354193 0.1161083 -0.1240714 0.20876210
#> exo2 -0.2732694 0.2378464 -0.5868656 0.07811099
#> exo3 0.4233883 0.2193584 0.1421476 0.74960610
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003229151 7.731797e-05 0.000237699 0.000444359
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -7.087616e-05 0.001566248 -0.001737794 0.002474965
#> Sigma[2,2] 2.690460e-01 0.052799162 0.197304606 0.337765224
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003962223 0.00438545 -0.009525749 0.001660797
#> Sigma[3,2] -0.541076671 0.15203802 -0.758407446 -0.367693814
#> Sigma[3,3] 1.775861185 0.48223160 1.206740241 2.435643941
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004222338 0.004081247 -0.009582423 0.001047003
#> Sigma[4,2] -0.433829325 0.134905333 -0.630803006 -0.287649691
#> Sigma[4,3] 1.588472266 0.437918939 1.078793933 2.177058491
#> Sigma[4,4] 1.445167354 0.401152271 0.974251350 1.968684423
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004052889 0.009164009 0.99355711 1.015143056
#> lag1_var2 0.003575276 0.031374549 -0.03542333 0.042287767
#> lag1_var3 -0.015573908 0.057205817 -0.09495149 0.056895413
#> lag1_var4 0.015640349 0.054516069 -0.05482070 0.092558734
#> const -0.096665562 0.098398331 -0.21485401 0.054547387
#> exo1 0.005361522 0.016440403 -0.01623732 0.028553613
#> exo2 -0.015630697 0.018254675 -0.04094749 0.006632506
#> exo3 0.031292475 0.017010603 0.01103628 0.058332649
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1402404 0.2321995 -0.14373414 0.4884120
#> lag1_var2 1.0117600 0.7324570 -0.16623653 1.7511126
#> lag1_var3 0.6113041 1.4336474 -1.71720108 2.0937704
#> lag1_var4 -0.7045819 1.4137175 -2.25580503 1.5654688
#> const 2.2943058 3.9080804 -2.87802398 8.5893022
#> exo1 0.1324278 0.5253257 -0.49914595 0.8974582
#> exo2 0.4343913 0.2948503 0.07141681 0.8194313
#> exo3 -0.1446220 0.5161345 -0.77813736 0.6178536
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.64905563 0.6064223 -1.61093408 -0.04942309
#> lag1_var2 2.50391557 1.9557356 0.72434134 5.66753393
#> lag1_var3 5.72458685 3.5849102 2.80024057 11.53421445
#> lag1_var4 -4.73987633 3.4564767 -10.32257688 -1.94962290
#> const 15.18728937 8.1338843 5.42826520 25.83562201
#> exo1 -0.99325340 0.9965099 -2.15294142 0.55166039
#> exo2 0.08728568 0.9854970 -1.17276340 1.47158478
#> exo3 1.69844214 1.1155423 -0.01953042 3.00788032
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6020161 0.5421826 -1.4412446 -0.05307411
#> lag1_var2 2.8576388 1.7530380 1.2533204 5.68164293
#> lag1_var3 5.7374003 3.2036072 2.9351321 10.83881712
#> lag1_var4 -4.7797289 3.0834263 -9.6911254 -2.11018035
#> const 15.8958474 7.3140811 6.3314957 25.39423123
#> exo1 -0.9753351 0.9387733 -1.9335351 0.55279997
#> exo2 0.3130767 0.9835953 -1.0424396 1.65155571
#> exo3 1.7008133 0.9326992 0.2837423 2.76362485
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008654465 0.0003167788 0.0005692216 0.001388719
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007249 0.003299365 -0.01573168 -0.00757279
#> Sigma[2,2] 0.47056838 0.079044982 0.36744928 0.57523355
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008063914 0.002552427 0.005375247 0.01236983
#> Sigma[3,2] -0.430968316 0.109274162 -0.616319997 -0.32807746
#> Sigma[3,3] 0.602779935 0.180432148 0.454660167 0.89012364
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00141173 0.001500732 -0.001065541 0.002791444
#> Sigma[4,2] -0.12185581 0.075656838 -0.244321936 -0.045355238
#> Sigma[4,3] 0.32901665 0.119504357 0.222297646 0.502463148
#> Sigma[4,4] 0.25887844 0.076842384 0.188469353 0.365171800
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.023069468 0.02995233 0.97955247 1.062217518
#> lag1_var2 0.016109493 0.03707481 -0.03881098 0.058433160
#> lag1_var3 0.004689622 0.05589953 -0.08009901 0.067529769
#> lag1_var4 -0.015160508 0.05009147 -0.07002971 0.062638097
#> const 0.106272370 0.29541618 -0.19980088 0.588647096
#> exo1 -0.036985070 0.03497282 -0.07727031 0.010389367
#> exo2 -0.045733144 0.02746275 -0.08084077 -0.009697245
#> exo3 0.058653014 0.02605557 0.02792572 0.101875205
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7306105 0.6160731 -1.6117821 0.02802538
#> lag1_var2 2.0617735 0.9567386 0.9071971 3.36326185
#> lag1_var3 2.1835357 1.3949654 0.4848931 4.07903432
#> lag1_var4 -2.0103351 1.2568717 -3.7195281 -0.51094850
#> const 8.9322033 6.9287146 0.1421510 18.41375231
#> exo1 0.2182484 0.5354872 -0.5604803 0.85805681
#> exo2 0.6150470 0.6438070 -0.2274866 1.48766081
#> exo3 0.6770121 0.8212884 -0.4074553 1.80155901
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9791682 0.6116063 0.1216159 1.6703212
#> lag1_var2 -0.9181502 1.0769663 -2.5077513 0.5172457
#> lag1_var3 -0.7993617 1.6531076 -3.1927837 1.4755192
#> lag1_var4 1.4882160 1.5347401 -0.5771770 3.7301220
#> const -5.4409919 8.5264305 -15.9960922 7.3581077
#> exo1 0.3462640 0.7226275 -0.5479500 1.3955238
#> exo2 -0.5074452 0.7959281 -1.1700047 0.8922619
#> exo3 0.4342450 0.6252194 -0.6262024 1.1210243
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49932416 0.4418413 -0.02878335 1.145673
#> lag1_var2 0.15440890 0.9311312 -0.89604217 1.370702
#> lag1_var3 0.20378301 1.4129205 -1.38809438 2.102379
#> lag1_var4 0.61492119 1.3227422 -1.14625000 2.141241
#> const -0.62117119 5.9250215 -9.60035555 6.629612
#> exo1 0.51474277 0.4802867 -0.19380470 1.081215
#> exo2 -0.07665947 0.6280969 -0.71737369 1.025042
#> exo3 0.95805999 0.5064648 0.25258599 1.653951
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00229919 0.0007606188 0.001536313 0.003564649
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003807732 0.001723438 -0.006398725 -0.001819636
#> Sigma[2,2] 0.036831402 0.009824961 0.026911746 0.050940753
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006690681 0.002533408 -0.010660521 -0.004186507
#> Sigma[3,2] 0.003590571 0.007852819 -0.005590004 0.015856361
#> Sigma[3,3] 0.045408807 0.011757151 0.028211498 0.058795066
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01008393 0.00362247 -0.01586726 -0.006487172
#> Sigma[4,2] 0.03502445 0.01273061 0.02036771 0.053785791
#> Sigma[4,3] 0.04933476 0.01311000 0.03330057 0.067003811
#> Sigma[4,4] 0.08022744 0.01819934 0.06107682 0.108184134
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.932647103 0.04390233 0.87065506 0.99396509
#> lag1_var2 0.130190076 0.12699552 -0.03688970 0.32049719
#> lag1_var3 0.188334831 0.17305230 -0.03222279 0.45376088
#> lag1_var4 -0.175972020 0.16830873 -0.43827302 0.03896170
#> const 0.435203928 0.62759685 -0.18914369 1.51783089
#> exo1 0.003442960 0.03702541 -0.05870928 0.05043577
#> exo2 -0.058783941 0.03685263 -0.12133466 -0.01817008
#> exo3 -0.005013105 0.03696616 -0.05929145 0.03761748
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33055668 0.25844437 -0.04002908 0.6717925
#> lag1_var2 0.13828377 0.51190537 -0.62069419 0.7122671
#> lag1_var3 -1.07018803 0.68709295 -2.05858691 -0.3777147
#> lag1_var4 1.00271205 0.65658916 0.30116154 1.9528582
#> const -1.28207364 2.41098336 -4.33692295 1.8145749
#> exo1 -0.01105683 0.09346739 -0.12702843 0.1058454
#> exo2 0.02083545 0.20805616 -0.24490043 0.3292917
#> exo3 -0.08154958 0.18451810 -0.31881561 0.1771222
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.345432581 0.1405735 0.19123426 0.5516413
#> lag1_var2 0.123517429 0.7679587 -0.95127679 1.0578003
#> lag1_var3 0.924390559 0.9691891 -0.48050178 2.0833479
#> lag1_var4 -0.004095551 0.9651302 -1.13954239 1.4058961
#> const -0.694406129 2.9864534 -5.59401468 2.6119167
#> exo1 -0.080525191 0.1467910 -0.32158216 0.0880081
#> exo2 -0.916259926 0.2780281 -1.36361606 -0.6107437
#> exo3 0.071210430 0.1036724 -0.07279102 0.1965943
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.635966806 0.2951209 0.31485851 1.0528455
#> lag1_var2 -0.172306484 1.0120997 -1.76154706 0.9712933
#> lag1_var3 -0.469236270 1.3355259 -2.56164096 1.0248718
#> lag1_var4 1.342996471 1.3028720 -0.09032608 3.4150424
#> const -2.894845219 4.0892540 -10.21799915 1.1105786
#> exo1 -0.091403530 0.1721315 -0.32508787 0.1086523
#> exo2 -0.909348797 0.3577697 -1.40430412 -0.4223978
#> exo3 0.008177515 0.2250618 -0.28763902 0.3107291
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007489208 0.001874022 0.005537117 0.01051023
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001301087 0.003573315 -0.007026464 0.002654412
#> Sigma[2,2] 0.038800561 0.004894390 0.032244928 0.045927045
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008514013 0.01119346 -0.01689741 0.01020501
#> Sigma[3,2] -0.082540274 0.01793870 -0.10581411 -0.06029036
#> Sigma[3,3] 0.360292374 0.08376785 0.26921717 0.49484244
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009874595 0.009611623 -0.01668976 0.006171314
#> Sigma[4,2] -0.062266042 0.016770520 -0.08337182 -0.039351311
#> Sigma[4,3] 0.323424876 0.076683069 0.24209172 0.448840394
#> Sigma[4,4] 0.297513039 0.070352723 0.22532698 0.414715315
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02035202 0.05938080 0.96185550 1.11166073
#> lag1_var2 -0.05325101 0.15890143 -0.28405490 0.15623776
#> lag1_var3 -0.06395525 0.27322868 -0.44863212 0.29575731
#> lag1_var4 0.06262045 0.26597542 -0.28583732 0.43964589
#> const -0.26934708 1.18723789 -2.08535385 1.09907824
#> exo1 0.03310284 0.05119497 -0.03764982 0.09734439
#> exo2 -0.07499301 0.10199578 -0.20889707 0.07294582
#> exo3 -0.01894028 0.11390234 -0.17347756 0.14755857
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.193740562 0.1620189 -0.03299122 0.3988846
#> lag1_var2 0.049979076 0.4690447 -0.50120966 0.6411502
#> lag1_var3 -1.325694827 0.7905377 -2.36285920 -0.3515272
#> lag1_var4 1.317069160 0.7686676 0.36386617 2.3224940
#> const -3.191869070 2.7373262 -6.39377049 0.7261638
#> exo1 0.009177022 0.1428364 -0.15159879 0.2066106
#> exo2 0.284243889 0.2542540 -0.17393829 0.5180884
#> exo3 0.298385649 0.2560187 -0.10131786 0.6151270
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6065153 0.3880388 -1.1764504 -0.08815602
#> lag1_var2 1.3408597 1.5349733 -0.6727438 3.61418499
#> lag1_var3 3.8824769 2.4973757 0.5792117 7.44434581
#> lag1_var4 -2.8055664 2.4226622 -6.2750810 0.38330381
#> const 9.9667517 6.0029873 0.9768991 16.42613650
#> exo1 -0.3445596 0.3804690 -0.7838481 0.22212127
#> exo2 -0.4919644 0.6732070 -1.4702623 0.29498847
#> exo3 -0.3069991 0.6128639 -1.0926584 0.57174622
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5179333 0.3338963 -0.9958328 -0.04469511
#> lag1_var2 1.1186962 1.3791085 -0.6974199 3.16700087
#> lag1_var3 2.7179524 2.2485146 -0.2802765 5.94590935
#> lag1_var4 -1.6234213 2.1811918 -4.7685376 1.27400344
#> const 7.4057364 5.1239930 0.1542948 12.63387587
#> exo1 -0.3470692 0.3437617 -0.7008119 0.15596998
#> exo2 -0.3417763 0.6426701 -1.2392545 0.46392308
#> exo3 -0.1294779 0.5706496 -0.7972955 0.77119142
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003162842 6.592346e-05 0.0002216797 0.0004032194
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001914098 0.001480047 -0.003660688 -4.006267e-05
#> Sigma[2,2] 0.550663582 0.102583270 0.430550019 7.190347e-01
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006274863 0.001751421 0.003947226 0.0085235
#> Sigma[3,2] -0.322206156 0.114525788 -0.481760661 -0.1642567
#> Sigma[3,3] 0.638603267 0.148321650 0.480854774 0.8670370
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005499771 0.001339506 0.003711324 0.007562601
#> Sigma[4,2] 0.014598030 0.075716679 -0.098782314 0.110664872
#> Sigma[4,3] 0.471667125 0.126181385 0.328733690 0.674906651
#> Sigma[4,4] 0.512933091 0.134758536 0.368617502 0.726308469
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98408415 0.019584777 0.954684837 1.00872551
#> lag1_var2 0.06556160 0.064710086 -0.025505549 0.13447419
#> lag1_var3 0.10234225 0.105894221 -0.046934717 0.21600285
#> lag1_var4 -0.10180933 0.101967007 -0.210870518 0.04166245
#> const 0.34863025 0.297360974 -0.004566624 0.79745985
#> exo1 0.00408960 0.008980567 -0.010717927 0.01335792
#> exo2 -0.08998709 0.018260295 -0.119343887 -0.06674893
#> exo3 0.07165209 0.018853587 0.042630041 0.09573665
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0495255 0.6859874 -2.8245631 -0.9979315
#> lag1_var2 4.0978136 1.6172496 1.7430796 6.2993980
#> lag1_var3 5.8125055 2.7939405 1.7937381 9.6292861
#> lag1_var4 -5.2166555 2.6669611 -8.8459809 -1.3292897
#> const 14.9163119 9.3302591 1.7680213 28.3688113
#> exo1 -0.4440050 0.7096086 -1.4107472 0.5430182
#> exo2 0.8124893 0.6446730 -0.1654795 1.4696682
#> exo3 0.3431466 1.1164387 -1.0319817 2.1719132
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7056306 0.8554195 0.4351535 2.8052753
#> lag1_var2 -0.5598216 2.6515659 -3.7322646 3.4512141
#> lag1_var3 -0.7386694 4.3334743 -5.7713779 5.8354242
#> lag1_var4 1.0314075 4.1670307 -5.3142617 5.9379676
#> const -0.5016441 10.0801707 -12.6226381 14.7332221
#> exo1 0.1577199 0.6308688 -0.7531589 0.9467061
#> exo2 -3.5384563 0.6875887 -4.2703574 -2.4200988
#> exo3 0.5476110 1.0751591 -0.7859381 2.3233098
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4763501 0.6942055 -0.4838475 1.2806059
#> lag1_var2 1.7207173 2.1737486 -1.0496171 4.5159746
#> lag1_var3 2.4243037 3.4908079 -1.8663577 6.9020416
#> lag1_var4 -1.7658632 3.3865279 -6.0709061 2.5084427
#> const 7.8687213 9.0016372 -2.2035975 20.7395339
#> exo1 -0.1165673 0.5849404 -1.0740475 0.5650336
#> exo2 -3.2120514 0.5872379 -3.8800461 -2.3327219
#> exo3 0.7888623 0.7522850 0.1593876 2.0917167
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001388096 0.0002168431 0.001200641 0.001721975
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004253224 0.0009662518 -0.005692155 -0.003112646
#> Sigma[2,2] 0.028023055 0.0066624050 0.021829544 0.039661596
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001560549 0.0008978407 0.0003235052 0.002858092
#> Sigma[3,2] -0.012421837 0.0055488497 -0.0216807540 -0.007033110
#> Sigma[3,3] 0.014441679 0.0042359120 0.0103262840 0.020770432
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001629733 0.0008470018 -0.001024736 0.001112374
#> Sigma[4,2] -0.0029714631 0.0042590920 -0.009394422 0.002092505
#> Sigma[4,3] 0.0114001846 0.0027524852 0.008445206 0.015009971
#> Sigma[4,4] 0.0119851176 0.0022122887 0.008678563 0.014718489
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03401234 0.02378260 1.0101477793 1.0735423762
#> lag1_var2 -0.07940378 0.04404806 -0.1315663652 -0.0208464498
#> lag1_var3 -0.14134424 0.11917815 -0.3022810707 0.0179892189
#> lag1_var4 0.14782413 0.10973060 0.0001451735 0.3003713010
#> const -0.37297900 0.35494287 -0.9671505439 -0.0106626694
#> exo1 0.01202350 0.04218435 -0.0451620522 0.0699929657
#> exo2 -0.04141167 0.02662782 -0.0774219827 -0.0008362632
#> exo3 0.01324734 0.04398156 -0.0632881180 0.0566268591
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02643218 0.09085862 -0.16582270 0.07104085
#> lag1_var2 0.98051469 0.16471532 0.79392111 1.19752105
#> lag1_var3 0.68244124 0.48155057 0.04358408 1.27975423
#> lag1_var4 -0.58245424 0.43418789 -1.11182140 0.01087004
#> const 1.96287251 1.39676507 0.01978595 3.73875826
#> exo1 -0.07056974 0.21651128 -0.33993203 0.22874267
#> exo2 0.37922665 0.15733654 0.23056984 0.61545762
#> exo3 0.25881756 0.20218766 0.05269668 0.56539717
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01233142 0.04915299 -0.07836067 0.05476686
#> lag1_var2 0.06121713 0.06564189 -0.03406191 0.14118352
#> lag1_var3 0.68451298 0.22731605 0.33347439 0.89540985
#> lag1_var4 0.19530442 0.19742883 0.01196675 0.49627753
#> const 1.20117359 0.80802801 0.04518740 2.29073663
#> exo1 0.07646694 0.07743406 -0.03400848 0.18107408
#> exo2 -0.45438172 0.10072073 -0.59755771 -0.32267870
#> exo3 -0.09962723 0.15561188 -0.29218050 0.14075179
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03369492 0.04090302 -0.103070754 0.00224826
#> lag1_var2 0.18813960 0.04714103 0.127724908 0.26085391
#> lag1_var3 0.29170193 0.16741436 -0.001922204 0.44073963
#> lag1_var4 0.66636120 0.13829684 0.526564926 0.90355026
#> const 0.53807091 0.86801289 -0.711268735 1.43796286
#> exo1 0.05952464 0.06130973 -0.002423854 0.15540549
#> exo2 -0.39840904 0.08193461 -0.471450054 -0.26718370
#> exo3 -0.01820659 0.13688926 -0.193873568 0.19226340
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001131035 0.0002075886 0.0009102349 0.001431359
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000183478 0.01028962 -0.01719004 0.01167399
#> Sigma[2,2] 2.676379443 0.48542276 2.06133085 3.34815170
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006151743 0.007532234 -0.00602244 0.01403928
#> Sigma[3,2] -2.0155179337 0.429087755 -2.59285675 -1.45739224
#> Sigma[3,3] 1.7289997533 0.369210039 1.24341031 2.21153542
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008009444 0.003453298 -0.00250121 0.006458604
#> Sigma[4,2] -0.7179198132 0.222998065 -0.98471113 -0.425312319
#> Sigma[4,3] 0.7811163660 0.187491637 0.49676392 0.989684128
#> Sigma[4,4] 0.4692156924 0.102276863 0.31801826 0.580089785
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.013517108 0.01748064 0.99045900 1.03673213
#> lag1_var2 -0.036336823 0.02975428 -0.07030731 0.01257163
#> lag1_var3 -0.070843734 0.05787402 -0.13796783 0.02305789
#> lag1_var4 0.064219311 0.05308938 -0.02242529 0.12423995
#> const 0.030581171 0.26866999 -0.40156443 0.34905339
#> exo1 0.001223929 0.02540196 -0.03896480 0.03229569
#> exo2 -0.034234225 0.04141847 -0.09420071 0.02051334
#> exo3 0.048636606 0.02544670 0.02183850 0.08988542
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.73740495 1.172458 -3.322136 -0.21927856
#> lag1_var2 3.53479020 1.450370 1.378406 5.33213834
#> lag1_var3 5.21283008 2.748994 1.211827 8.77159732
#> lag1_var4 -4.83825991 2.409812 -8.039776 -1.42904524
#> const 25.90452811 19.825178 8.274421 57.57224959
#> exo1 -2.59750870 1.518034 -4.138315 -0.35088945
#> exo2 -1.59397961 1.820234 -4.510734 0.09131823
#> exo3 -0.08602967 2.111055 -2.923309 2.23021993
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27556520 0.9505522 -0.0832570 2.6391811
#> lag1_var2 -1.47799235 1.2068986 -2.9581149 0.2114657
#> lag1_var3 -1.97791844 2.2566756 -4.7166800 1.1526911
#> lag1_var4 2.68981787 1.9552818 0.0341251 5.0615714
#> const -17.21393948 16.5492600 -41.7069167 0.5298509
#> exo1 0.89518303 1.0492480 -0.5325493 2.1569449
#> exo2 0.07881377 1.4907506 -2.0681654 2.2928602
#> exo3 2.54336751 1.6813257 0.5967075 4.7563079
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39752997 0.4695648 -0.275504648 1.055346270
#> lag1_var2 -0.04517225 0.6695332 -1.155420446 0.606139120
#> lag1_var3 -0.06551885 1.2612372 -2.169196686 1.132775578
#> lag1_var4 1.00135810 1.0926244 -0.003407586 2.845467363
#> const -6.05208603 7.8497328 -16.092655929 5.072372124
#> exo1 -0.61390277 0.3767863 -1.013680155 -0.042435294
#> exo2 -0.83278723 0.8217617 -2.255522272 -0.007866281
#> exo3 2.87352367 0.7280258 2.070550694 4.032547598
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003884505 0.001581273 0.002053017 0.006085203
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005303526 0.003953858 -0.01137602 -0.0008417711
#> Sigma[2,2] 0.049090889 0.006218402 0.04023973 0.0564726467
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004245411 0.003565080 0.001220881 0.01038146
#> Sigma[3,2] -0.041097602 0.004688584 -0.048082064 -0.03619316
#> Sigma[3,3] 0.041269392 0.005037480 0.034932828 0.04755749
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007048698 0.001385159 -0.001170251 0.002834315
#> Sigma[4,2] -0.0079015543 0.003525405 -0.012837633 -0.003126266
#> Sigma[4,3] 0.0139839577 0.003448528 0.009686070 0.018900274
#> Sigma[4,4] 0.0092535275 0.001911214 0.006451862 0.011133318
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91312754 0.02634391 0.873506974 0.94772886
#> lag1_var2 -0.06830385 0.17202417 -0.292925712 0.17238205
#> lag1_var3 -0.07834489 0.25145005 -0.427701366 0.24252007
#> lag1_var4 0.11492669 0.24794056 -0.199188184 0.45903129
#> const -0.43251531 0.32181285 -0.829043734 0.07138599
#> exo1 0.05433429 0.04718836 -0.007923858 0.11155346
#> exo2 -0.03983815 0.06972691 -0.111242534 0.06567253
#> exo3 0.12159756 0.07756719 0.020312109 0.23453848
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2018779 0.1337633 0.01966014 0.39314754
#> lag1_var2 0.6879292 0.3886737 0.08624995 1.06371269
#> lag1_var3 0.3412268 0.6605686 -0.70911148 0.97967560
#> lag1_var4 -0.3279738 0.6483283 -0.96959652 0.70287820
#> const 1.2511815 2.3275840 -2.04270439 4.04042566
#> exo1 -0.1681531 0.1787630 -0.37522351 0.09672867
#> exo2 1.6260630 0.2115203 1.36115982 1.94785407
#> exo3 0.5647509 0.1840922 0.28413025 0.76706692
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2234479 0.1339942 -0.4172338 -0.038984405
#> lag1_var2 0.8579974 0.2359605 0.5661197 1.199721980
#> lag1_var3 1.7277511 0.4261801 1.2638745 2.386111706
#> lag1_var4 -0.7673326 0.4127701 -1.4221346 -0.308393920
#> const 3.7481352 1.6020250 2.0336312 6.423388680
#> exo1 0.1483907 0.1898112 -0.1195260 0.334166776
#> exo2 -1.7626543 0.2348471 -2.1104009 -1.473602074
#> exo3 -0.2307710 0.1551869 -0.4408004 -0.004393069
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09925611 0.05206273 -0.16536992 -0.02782318
#> lag1_var2 0.99529261 0.22058335 0.72372105 1.32474260
#> lag1_var3 1.49687468 0.36647903 1.04447180 2.05099185
#> lag1_var4 -0.50185816 0.37146138 -1.04995783 -0.04972939
#> const 3.48026300 0.93406017 2.04949581 4.67741624
#> exo1 0.03550625 0.08931139 -0.07822502 0.15625939
#> exo2 -0.72723715 0.10690187 -0.86779505 -0.59348207
#> exo3 0.18840982 0.08490574 0.08470204 0.29941057
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003650903 6.44357e-05 0.0002693595 0.000456715
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001673485 0.001165064 -0.001183519 0.001852323
#> Sigma[2,2] 0.2385085859 0.045961942 0.186639075 0.301623490
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000282287 0.0007979253 -0.001395039 0.0006974265
#> Sigma[3,2] -0.135215188 0.0267056704 -0.173732602 -0.1069635898
#> Sigma[3,3] 0.083869317 0.0169257590 0.066276604 0.1094850516
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000248203 0.0004134193 -0.0009133774 1.639513e-04
#> Sigma[4,2] -0.006392494 0.0063571295 -0.0163191931 7.630533e-05
#> Sigma[4,3] 0.011789130 0.0042446268 0.0067222007 1.834599e-02
#> Sigma[4,4] 0.009485652 0.0017335307 0.0071369772 1.170319e-02
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9878170780 0.01682348 0.96488638 1.010399363
#> lag1_var2 0.0419681967 0.04282500 -0.01546716 0.090113183
#> lag1_var3 0.0596232339 0.08150206 -0.04920479 0.153363008
#> lag1_var4 -0.0609272554 0.07853312 -0.15137210 0.043199693
#> const 0.1963384686 0.24320749 -0.15857385 0.499202371
#> exo1 0.0078727965 0.01722719 -0.01269830 0.034575651
#> exo2 0.0003656849 0.02024396 -0.02872627 0.028379535
#> exo3 -0.0191659714 0.01428355 -0.03536974 -0.000702584
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8944362 0.5727223 -1.6522587 -0.1050057
#> lag1_var2 2.3896557 1.3327467 0.4120777 3.9397338
#> lag1_var3 2.8957595 2.5497429 -0.9154624 5.6849566
#> lag1_var4 -2.6983148 2.4587801 -5.4903290 0.9286673
#> const 9.0694587 9.1095474 -2.8691212 23.2299765
#> exo1 -0.1054025 0.3924023 -0.6095002 0.4643959
#> exo2 1.2704887 0.4162811 0.7900538 1.8831178
#> exo3 0.1385424 0.3483773 -0.3949925 0.6134855
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.507346124 0.3629844 -0.007984981 0.9522932
#> lag1_var2 -0.621358626 0.7816950 -1.569151342 0.5138548
#> lag1_var3 -0.352774788 1.5120247 -2.097719181 1.8561920
#> lag1_var4 1.196679015 1.4453119 -0.879707905 2.9144994
#> const -2.903422264 5.0688140 -10.319529848 4.0314337
#> exo1 -0.002744294 0.1878951 -0.254541541 0.2700747
#> exo2 -1.160117028 0.2124226 -1.455101354 -0.9151806
#> exo3 0.119602263 0.2119007 -0.195532310 0.3798975
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002798885 0.12173472 -0.179804137 0.14747559
#> lag1_var2 0.356253918 0.27216339 0.001942905 0.72824893
#> lag1_var3 0.631272177 0.51800319 -0.057921048 1.32577665
#> lag1_var4 0.352777826 0.48936657 -0.311473713 0.99939000
#> const 0.601927800 1.29600373 -1.421719047 2.28939216
#> exo1 -0.065032656 0.09979481 -0.225034910 0.06073596
#> exo2 -0.559334620 0.06693578 -0.649234447 -0.47209893
#> exo3 0.223354913 0.11614756 0.091638592 0.40054718
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001019816 0.0003220489 0.0006973767 0.001525335
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01337175 0.008852262 -0.02669942 -0.002639
#> Sigma[2,2] 1.18569470 0.287936201 0.77673933 1.562461
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009888114 0.006193945 0.00391833 0.01958199
#> Sigma[3,2] -0.684722114 0.179245728 -0.88388212 -0.43998245
#> Sigma[3,3] 0.487376474 0.130917233 0.33395925 0.65247057
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003770462 0.002977317 0.00142126 0.009223631
#> Sigma[4,2] -0.123384452 0.078798589 -0.24212707 -0.018165145
#> Sigma[4,3] 0.173038765 0.064879109 0.10219837 0.272971864
#> Sigma[4,4] 0.126161379 0.040623788 0.07985663 0.195219245
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.051101198 0.02416619 1.020502140 1.086213981
#> lag1_var2 -0.067198819 0.04172361 -0.122227097 -0.010821133
#> lag1_var3 -0.130478169 0.08914404 -0.252222875 -0.012707805
#> lag1_var4 0.111627108 0.08293160 0.003161688 0.226507647
#> const -0.127628064 0.32696122 -0.641033517 0.230832096
#> exo1 0.007981961 0.02030494 -0.021817401 0.032334165
#> exo2 -0.171835381 0.01838132 -0.192321550 -0.143805620
#> exo3 -0.043924763 0.02914837 -0.075001065 0.002393149
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.64759020 0.5880845 -1.5426546 0.09561489
#> lag1_var2 2.27386093 0.8189524 1.1843362 3.43820221
#> lag1_var3 3.23595854 1.7187875 0.8666108 5.68271183
#> lag1_var4 -3.04564858 1.5512542 -5.1958232 -0.80778955
#> const 7.89349037 6.3166031 1.4119147 17.95472934
#> exo1 -0.53282247 0.9131413 -1.4691761 1.01970554
#> exo2 1.52620060 1.5618580 -0.5179106 3.45755408
#> exo3 -0.03529883 1.0368700 -1.4372968 1.10467691
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7938365 0.3601817 0.2593633 1.2647587
#> lag1_var2 -1.3990893 0.5079667 -1.9903666 -0.6588829
#> lag1_var3 -2.1240328 1.0578210 -3.3022753 -0.5656031
#> lag1_var4 2.8784050 0.9637164 1.4776716 3.9556540
#> const -6.3536907 4.8368305 -13.0887460 -0.7516521
#> exo1 0.5050033 0.6982265 -0.4854390 1.4705404
#> exo2 -4.0161513 0.9218871 -5.2562161 -2.7488814
#> exo3 0.3998483 0.7628512 -0.6300058 1.4873516
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4930729 0.2262949 0.2027130 0.8220347
#> lag1_var2 -0.6169332 0.3375572 -1.1412976 -0.1962429
#> lag1_var3 -1.2121136 0.7031069 -2.2818128 -0.3241291
#> lag1_var4 2.0863813 0.6424003 1.2864521 3.0620432
#> const -4.1261967 2.5325425 -7.8349808 -1.0893006
#> exo1 0.2986350 0.3820229 -0.1116039 0.8664960
#> exo2 -3.4945978 0.3612361 -3.9991068 -3.0439367
#> exo3 0.4307016 0.4178218 -0.2437203 0.9316837
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008070148 0.0002040686 0.0005797851 0.001127458
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02192628 0.008835183 -0.0343224 -0.008924029
#> Sigma[2,2] 1.95637095 0.382355063 1.6089527 2.625353519
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01156266 0.004977173 0.004873098 0.01839347
#> Sigma[3,2] -1.19308681 0.267323943 -1.631846717 -0.92334123
#> Sigma[3,3] 0.90481135 0.156509972 0.775576684 1.14706303
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001769086 0.003492041 -0.007077208 0.00145936
#> Sigma[4,2] -0.031997381 0.111479010 -0.179611334 0.11994131
#> Sigma[4,3] 0.218022705 0.066492313 0.141214101 0.31704467
#> Sigma[4,4] 0.223268451 0.092335309 0.139585193 0.36932680
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98373845 0.02889780 0.942040021 1.01858645
#> lag1_var2 0.04201376 0.05785348 -0.033173028 0.12924103
#> lag1_var3 0.06814950 0.09737310 -0.058892814 0.21340494
#> lag1_var4 -0.06257998 0.09044748 -0.196188404 0.05681251
#> const 0.08968343 0.40286655 -0.347660764 0.68287569
#> exo1 0.02551147 0.01714671 0.007110700 0.05348151
#> exo2 -0.05185342 0.02824996 -0.088446211 -0.01463302
#> exo3 0.02112895 0.01960826 -0.009096773 0.04392747
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.197319 1.2566390 -3.939306771 -0.5175297
#> lag1_var2 4.852008 2.5966312 1.475719728 8.3361702
#> lag1_var3 6.638163 4.4057708 0.944339746 12.6074054
#> lag1_var4 -6.087051 4.0253936 -11.584394389 -0.8500124
#> const 22.999580 13.8913733 0.947961164 39.2840274
#> exo1 -1.310097 1.5700465 -3.390390387 0.8503420
#> exo2 1.214503 1.4384684 -0.797289220 3.0723329
#> exo3 1.199297 0.9601358 -0.004215259 2.4952447
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6169648 0.9268044 0.3171127 2.8293101
#> lag1_var2 -1.6276389 1.8190894 -3.8311351 0.9078074
#> lag1_var3 -1.8482794 3.1023465 -5.6520241 2.4167549
#> lag1_var4 2.3708860 2.8130578 -1.4739564 5.8497955
#> const -12.6104058 10.2894241 -24.2970624 4.1077022
#> exo1 1.0378845 1.3442030 -0.6043542 2.8851477
#> exo2 -1.5726390 1.0768910 -3.3497668 -0.2603931
#> exo3 0.1803333 0.7864334 -0.8035191 1.2024523
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3263698 0.3239500 -0.2496663 0.5986385
#> lag1_var2 0.9633804 0.6611986 0.3743043 2.0911678
#> lag1_var3 1.5990700 1.1310825 0.6124420 3.5571439
#> lag1_var4 -0.7300927 1.0479858 -2.5291682 0.2468597
#> const -0.4860292 4.3414917 -6.9259824 5.0636174
#> exo1 0.2914815 0.6296476 -0.3317474 1.3000589
#> exo2 -0.9073514 0.5052440 -1.6776476 -0.3607820
#> exo3 0.9719359 0.4685106 0.4111236 1.6122523
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006606347 0.0001578148 0.0004660143 0.0008912922
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01314863 0.003181198 -0.01779804 -0.009060267
#> Sigma[2,2] 0.54337267 0.114069344 0.40320930 0.726237771
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0102213 0.00430328 0.004249482 0.01611779
#> Sigma[3,2] -0.3828904 0.09626166 -0.496539472 -0.23461136
#> Sigma[3,3] 0.6939052 0.20396305 0.434004541 0.99651130
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00271400 0.003937628 -0.002375484 0.008450314
#> Sigma[4,2] -0.07112332 0.093140121 -0.198926754 0.045119862
#> Sigma[4,3] 0.50442697 0.177968062 0.302201450 0.798009176
#> Sigma[4,4] 0.49611393 0.159563615 0.310399966 0.764900715
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97799103 0.02773692 0.953398803 1.02636426
#> lag1_var2 0.05833757 0.04691186 0.014677950 0.14044855
#> lag1_var3 0.09770784 0.08410857 0.023403035 0.24660954
#> lag1_var4 -0.09356452 0.07991725 -0.237190342 -0.02479187
#> const 0.30930430 0.38247709 -0.244718295 0.82218774
#> exo1 0.02077554 0.01887893 -0.003771892 0.04576304
#> exo2 -0.04588335 0.02099638 -0.070624423 -0.01277469
#> exo3 0.05898573 0.01745373 0.034019130 0.07912202
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8857362 0.7290269 -2.1325036 -0.1993527
#> lag1_var2 1.5059356 1.2850115 -0.1600458 3.4127247
#> lag1_var3 1.0555190 2.2998387 -2.0015071 4.4807159
#> lag1_var4 -0.7047562 2.2096807 -4.0146589 2.2567627
#> const 1.7692545 11.0570106 -9.1636848 20.3048289
#> exo1 -0.9501011 0.4879067 -1.5057829 -0.1915440
#> exo2 0.4826100 0.6853179 -0.4132685 1.4873241
#> exo3 0.1245436 0.4899625 -0.6068258 0.5801899
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79398932 0.6355897 -0.019864803 1.7698375
#> lag1_var2 1.51175902 1.0864971 -0.069531374 2.7812833
#> lag1_var3 3.79081413 2.0370572 0.856897544 6.1190584
#> lag1_var4 -3.34014878 1.8812218 -5.384925932 -0.5332847
#> const 13.50038559 8.5244264 1.866298024 24.8336423
#> exo1 0.63742329 0.5378631 -0.005898584 1.3881216
#> exo2 -1.08053341 1.3147658 -2.892643347 0.5428214
#> exo3 0.03389165 0.6646724 -0.900915695 0.7005187
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28655520 0.4848224 -0.5011261 0.8813014
#> lag1_var2 2.21113754 0.7932382 1.0241930 3.2499155
#> lag1_var3 4.12683030 1.4754499 1.9050240 6.0712899
#> lag1_var4 -3.46796237 1.4093115 -5.3500341 -1.3727463
#> const 14.19879079 7.1012843 6.2680483 22.9242490
#> exo1 0.07943726 0.5761805 -0.7446268 0.7335739
#> exo2 -0.85346165 1.1435186 -2.4280666 0.6266781
#> exo3 0.10378552 0.6861996 -0.9352893 0.9561762
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003764212 0.0001004175 0.0002773788 0.0005408934
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008474998 0.003918575 -0.01470161 -0.004347901
#> Sigma[2,2] 0.736104429 0.183531165 0.54511154 1.036059412
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00624406 0.003918168 0.002085445 0.01258808
#> Sigma[3,2] -0.57730186 0.184449820 -0.878196266 -0.38382375
#> Sigma[3,3] 0.60804182 0.178611255 0.429615886 0.91576659
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009444107 0.001814535 -0.001156449 0.003572224
#> Sigma[4,2] -0.1222996037 0.084053538 -0.252574530 -0.017328307
#> Sigma[4,3] 0.2637813129 0.085730835 0.172246937 0.397609094
#> Sigma[4,4] 0.2019044408 0.057242276 0.153335524 0.302845045
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00965075 0.01210790 0.990977866 1.0229160591
#> lag1_var2 0.03065310 0.03585815 -0.009200821 0.0858403075
#> lag1_var3 0.03786023 0.05674706 -0.024062252 0.1264535617
#> lag1_var4 -0.04353812 0.05355177 -0.126620353 0.0156203039
#> const 0.07821347 0.18516551 -0.147841740 0.3321760297
#> exo1 -0.01525556 0.01469428 -0.038705651 0.0001491054
#> exo2 -0.02768558 0.01715235 -0.046138905 -0.0042543127
#> exo3 0.05144326 0.01991503 0.031000887 0.0848203669
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3809002 0.3373882 -1.88707054 -1.0293867
#> lag1_var2 1.7237014 1.1447030 0.64413668 3.6948704
#> lag1_var3 1.7437055 1.7696072 0.06825968 4.7797597
#> lag1_var4 -1.2343863 1.6679954 -4.08913512 0.4518181
#> const 7.3295767 7.0048246 -3.21922212 16.2243202
#> exo1 -0.2955233 0.6972302 -1.07843005 0.7348834
#> exo2 1.1188790 1.2240597 -0.56563763 2.5905585
#> exo3 0.4705558 0.6243637 -0.34163729 1.1714696
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2054175 0.4690422 1.6492568 2.8819254
#> lag1_var2 -2.8200629 1.0308836 -4.1028888 -1.3348539
#> lag1_var3 -3.9319216 1.6239988 -5.9192417 -1.5494634
#> lag1_var4 4.1875041 1.5562940 1.8875781 5.9886128
#> const -13.8533094 6.9848166 -23.8409080 -4.1534511
#> exo1 0.2792469 0.6218804 -0.3863563 1.1904885
#> exo2 -1.0490528 0.9415056 -2.0637051 0.4368605
#> exo3 -0.2659958 0.4177276 -0.8496088 0.2956994
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.40367677 0.3814009 1.0285707 2.0058094
#> lag1_var2 -2.23905855 0.7681608 -3.2268707 -1.1695710
#> lag1_var3 -3.63487271 1.1999836 -5.1179344 -1.9427343
#> lag1_var4 4.21717447 1.1514774 2.5692340 5.5636710
#> const -11.41578040 4.9744406 -18.1095629 -4.8785396
#> exo1 0.08952848 0.4623400 -0.5048003 0.7334387
#> exo2 -0.33568192 0.3355597 -0.8125107 0.1253432
#> exo3 0.06049464 0.3759174 -0.3722736 0.6208582
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002328444 7.057881e-05 0.0001707383 0.0003479663
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001319661 0.001828367 -0.003434006 0.00160253
#> Sigma[2,2] 0.703670371 0.164633415 0.464350874 0.90687660
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000496744 0.001062453 -0.001163689 0.001712713
#> Sigma[3,2] -0.355730636 0.082746169 -0.458376323 -0.239232322
#> Sigma[3,3] 0.187822501 0.044435680 0.127731892 0.244651761
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002481733 0.0002014726 -0.000556346 -4.041273e-05
#> Sigma[4,2] 0.0064120157 0.0225664907 -0.030905320 3.204656e-02
#> Sigma[4,3] 0.0061036128 0.0119665530 -0.007077248 2.622088e-02
#> Sigma[4,4] 0.0112947723 0.0019084143 0.008829526 1.418989e-02
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985263558 0.01223918 0.96711979 1.001207348
#> lag1_var2 0.005501152 0.01372232 -0.01305514 0.024903716
#> lag1_var3 0.007431345 0.02717743 -0.02879523 0.045650382
#> lag1_var4 -0.003250575 0.02473712 -0.03816509 0.028030727
#> const 0.092123524 0.16514216 -0.12124527 0.332275666
#> exo1 -0.020499907 0.01215291 -0.03661397 -0.002279173
#> exo2 -0.045605171 0.01127673 -0.06031036 -0.030007967
#> exo3 0.052781499 0.01442658 0.03446896 0.071215308
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5368207 1.2917205 -3.0297811 0.4608668
#> lag1_var2 3.3170455 1.8213208 0.8440372 5.5394540
#> lag1_var3 4.5571646 3.5800647 -0.2966968 8.9723611
#> lag1_var4 -4.0804687 3.0850816 -7.9079632 0.1140649
#> const 10.6007746 5.4240046 4.0443271 18.2736211
#> exo1 -0.6647387 0.9047953 -1.9421518 0.6428293
#> exo2 4.1536459 0.9940171 2.6899096 5.2758561
#> exo3 0.1377840 1.0149783 -1.4823636 1.2604836
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.82058798 0.6732168 -0.2017138 1.5919435
#> lag1_var2 -1.22376873 0.9793780 -2.3006291 0.1199296
#> lag1_var3 -1.42670399 1.9317469 -3.5972613 1.2168372
#> lag1_var4 2.13466769 1.6710472 -0.1476303 4.0132519
#> const -4.02265447 2.6030318 -7.8096675 -1.4053581
#> exo1 0.35325868 0.4509307 -0.2819273 0.9644848
#> exo2 -2.42725254 0.5530033 -3.0181758 -1.5942311
#> exo3 -0.01228334 0.4582307 -0.5729510 0.6870178
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.005641378 0.1431736 -0.1641115 0.2277114
#> lag1_var2 0.096584755 0.1969563 -0.2316084 0.2723624
#> lag1_var3 0.160260815 0.3891792 -0.4817728 0.5090603
#> lag1_var4 0.836153598 0.3409275 0.5280403 1.3980144
#> const -0.363378916 1.1199919 -1.5607444 1.0937058
#> exo1 0.007718661 0.0919333 -0.1118728 0.1411603
#> exo2 -0.494944640 0.1210112 -0.6482776 -0.3079946
#> exo3 0.050410743 0.1161693 -0.1275372 0.1903024
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006104649 0.001108752 0.004884515 0.007647707
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06203546 0.01229002 -0.0798303 -0.04667098
#> Sigma[2,2] 1.22694099 0.23866200 0.9322840 1.56327006
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05468597 0.008434714 0.04210018 0.06626482
#> Sigma[3,2] -0.92901950 0.169062867 -1.11093545 -0.70180963
#> Sigma[3,3] 0.99668614 0.158096617 0.75548169 1.16980650
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03263881 0.006541554 0.02355893 0.04179366
#> Sigma[4,2] -0.44728308 0.109983450 -0.58331990 -0.31764483
#> Sigma[4,3] 0.67595635 0.111377295 0.51575779 0.81466896
#> Sigma[4,4] 0.55314984 0.090300573 0.42160492 0.65026074
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963924606 0.03712336 0.91482768 1.00831119
#> lag1_var2 0.021964242 0.04522317 -0.02000344 0.09619538
#> lag1_var3 0.057736573 0.10066536 -0.02986742 0.22376375
#> lag1_var4 -0.044727939 0.08894858 -0.19120662 0.03509348
#> const 0.317548095 0.64835762 -0.49922905 1.10491741
#> exo1 0.061872676 0.09680075 -0.04503693 0.19382973
#> exo2 0.028333445 0.08528410 -0.06470157 0.15777692
#> exo3 0.005897965 0.07883091 -0.10535341 0.10488294
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.204455224 0.4224184 -0.3656216 0.7343027
#> lag1_var2 0.780024155 0.5658587 0.1426291 1.5408768
#> lag1_var3 -0.033785451 1.4269018 -1.6663209 1.9814094
#> lag1_var4 -0.025249780 1.2967636 -1.8772522 1.4368801
#> const 0.006241689 8.4335501 -13.6194386 10.4190490
#> exo1 1.689109719 0.8952879 0.6330513 3.0357349
#> exo2 1.696478326 1.0478550 0.7389230 3.4544467
#> exo3 0.320820974 1.0883757 -0.9012935 1.8565402
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6360652 0.3645388 -1.0469144 -0.1193050
#> lag1_var2 1.0181774 0.5168740 0.2110183 1.6279860
#> lag1_var3 3.2060132 1.3184213 1.1978974 4.9229682
#> lag1_var4 -1.9930392 1.2177486 -3.5718787 -0.1336934
#> const 4.6337385 8.1982650 -6.8881361 16.1264035
#> exo1 -0.7362546 0.8748241 -1.8972215 0.2495241
#> exo2 -2.1379787 1.2600631 -4.2868339 -0.9721892
#> exo3 -0.3849079 0.6628869 -1.3848229 0.5015536
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60001233 0.2668588 -0.8519291 -0.1712097
#> lag1_var2 1.16583082 0.3302767 0.6183998 1.5640128
#> lag1_var3 2.74562702 0.8642707 1.4108556 3.9488969
#> lag1_var4 -1.50130721 0.8095244 -2.6317673 -0.2516581
#> const 3.29539591 6.1601515 -5.5239247 11.8745740
#> exo1 0.05170648 0.7979651 -1.0839840 0.9577412
#> exo2 -1.74186450 0.9816245 -3.2614843 -0.6459606
#> exo3 -0.31668405 0.4628841 -0.9587014 0.2604546
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006027784 0.001064818 0.004575625 0.007124893
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001912281 0.001530642 -0.004067645 2.034485e-05
#> Sigma[2,2] 0.005112615 0.002014044 0.003812001 8.445128e-03
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003241723 0.004330284 -0.008219987 0.002889672
#> Sigma[3,2] -0.010918037 0.005107750 -0.018846341 -0.005620292
#> Sigma[3,3] 0.090368043 0.018032306 0.069539662 0.117522995
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004476055 0.003727656 -0.008595828 0.000752047
#> Sigma[4,2] -0.007741178 0.004180896 -0.014022164 -0.003207550
#> Sigma[4,3] 0.084277158 0.015094983 0.065675045 0.106376333
#> Sigma[4,4] 0.080222292 0.012974418 0.063815253 0.099805910
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969277613 0.03583866 0.91980166 1.02145419
#> lag1_var2 0.119543285 0.17356600 -0.12381535 0.35260145
#> lag1_var3 0.304806114 0.20885189 0.07239212 0.63187109
#> lag1_var4 -0.307486967 0.21070522 -0.63916019 -0.07224943
#> const 0.984503168 0.94963269 -0.33295644 2.45943758
#> exo1 -0.003153480 0.07130446 -0.10330740 0.08794526
#> exo2 -0.048817568 0.06550684 -0.14022820 0.04002686
#> exo3 0.008019149 0.08874814 -0.12198445 0.13204013
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03223024 0.05812240 -0.05139520 0.09756731
#> lag1_var2 0.50241908 0.27299616 0.14663087 0.87828859
#> lag1_var3 -0.07274100 0.42337004 -0.59991766 0.46777839
#> lag1_var4 0.06225074 0.42611136 -0.48160476 0.59312092
#> const 0.35202008 1.52191650 -1.41271232 2.61760790
#> exo1 0.03617295 0.05392047 -0.03295767 0.10373453
#> exo2 0.59846082 0.08974685 0.43627836 0.68538920
#> exo3 0.06263293 0.09304169 -0.06096192 0.19430113
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25459551 0.2116193 -0.55970038 0.02314618
#> lag1_var2 1.48924559 1.2414872 0.26451890 3.41274208
#> lag1_var3 2.19296583 2.0158770 0.04103697 5.20939363
#> lag1_var4 -1.19746725 2.0272959 -4.22846306 0.97758002
#> const 5.04885716 5.4326903 -2.21247983 12.92604720
#> exo1 -0.19173198 0.3297010 -0.55002365 0.30319404
#> exo2 -0.75488753 0.2625450 -1.01976398 -0.33146750
#> exo3 -0.09408018 0.3735686 -0.50018654 0.52391725
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20897412 0.1881271 -0.4827316 0.01375111
#> lag1_var2 1.52110765 1.1502772 0.3627897 3.25417623
#> lag1_var3 1.66896690 1.8662812 -0.3434958 4.55847562
#> lag1_var4 -0.67208610 1.8761872 -3.5743761 1.36088281
#> const 4.16705688 4.8055940 -1.8492625 11.20632562
#> exo1 -0.16984847 0.3097146 -0.4882408 0.28936719
#> exo2 -0.40247640 0.2282022 -0.6399908 -0.03431750
#> exo3 -0.06424395 0.3519039 -0.4555551 0.50991908
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002397583 0.0006676372 0.001788433 0.003521545
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006690227 0.002820785 -0.01051066 -0.002889727
#> Sigma[2,2] 0.124583898 0.026462122 0.08624444 0.153467662
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00400181 0.001854655 0.001633535 0.006646341
#> Sigma[3,2] -0.07386888 0.017444536 -0.092833708 -0.046851749
#> Sigma[3,3] 0.05426638 0.012936861 0.034924164 0.069931421
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 6.309159e-05 0.001296566 -0.001946572 0.001577570
#> Sigma[4,2] -1.409937e-03 0.005575513 -0.009170982 0.006275957
#> Sigma[4,3] 1.181996e-02 0.005023951 0.004762194 0.018684421
#> Sigma[4,4] 1.157174e-02 0.002698117 0.008181773 0.014764239
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998999064 0.04089419 0.93948141 1.04016635
#> lag1_var2 0.015565852 0.15867747 -0.21973092 0.20973983
#> lag1_var3 0.054805635 0.28886715 -0.36910221 0.39263100
#> lag1_var4 -0.052048267 0.29241081 -0.39776966 0.38095827
#> const -0.051183853 1.01134740 -1.49711221 1.34836660
#> exo1 0.004807883 0.06167579 -0.07709044 0.07888727
#> exo2 -0.017812658 0.04779964 -0.06145335 0.05487870
#> exo3 0.007205353 0.04308539 -0.04358891 0.07265934
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22400261 0.1797793 -0.4943749274 -0.04261889
#> lag1_var2 0.95347897 1.0305007 -0.1130644656 2.75556133
#> lag1_var3 0.13138895 1.7774449 -1.7218185293 3.27461789
#> lag1_var4 -0.07992464 1.8220574 -3.3058645859 1.83264853
#> const 2.26827845 6.0921960 -3.1522576014 13.25904880
#> exo1 -0.26052266 0.5156051 -0.8982211935 0.50360306
#> exo2 0.38654137 0.1952624 0.0960420253 0.63476755
#> exo3 0.25931901 0.2458049 -0.0002162415 0.65933289
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09933339 0.1454323 -0.1184692 0.2872166
#> lag1_var2 0.53256681 0.5661293 -0.3179474 1.3364624
#> lag1_var3 1.81039984 1.0090500 0.2688877 3.1889026
#> lag1_var4 -0.89331498 1.0119034 -2.2584898 0.6679654
#> const 2.47490912 3.4472165 -2.9030606 6.6657957
#> exo1 0.19745347 0.2724446 -0.1739239 0.6026303
#> exo2 -0.77289495 0.1541084 -0.9622729 -0.5614179
#> exo3 0.08671483 0.1525251 -0.1315012 0.2546193
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02961295 0.06910498 -0.1458633901 0.05097429
#> lag1_var2 0.81909564 0.32992532 0.4722654744 1.33751543
#> lag1_var3 1.42484844 0.58459723 0.8124852159 2.34415393
#> lag1_var4 -0.45981035 0.58775792 -1.3884787605 0.15322988
#> const 2.71422687 1.50749720 0.8015339542 4.70770853
#> exo1 0.04451524 0.11339607 -0.0946660162 0.21690818
#> exo2 -0.55765351 0.11722588 -0.6987985668 -0.38615730
#> exo3 0.24908317 0.15247630 0.0002576217 0.42615584
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00101518 0.0002431861 0.0008125294 0.001416372
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01090131 0.002445645 -0.0142740 -0.007289811
#> Sigma[2,2] 0.25468462 0.038991047 0.1879459 0.296631318
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01242652 0.00413000 0.005988642 0.01719001
#> Sigma[3,2] -0.22632672 0.05977257 -0.305811060 -0.14166562
#> Sigma[3,3] 0.71907112 0.13614148 0.525740535 0.90735403
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004464786 0.003364086 -0.000470721 0.00789034
#> Sigma[4,2] -0.039587691 0.042621086 -0.097111130 0.00914694
#> Sigma[4,3] 0.557467241 0.133595295 0.387385989 0.75537070
#> Sigma[4,4] 0.532885870 0.136671504 0.379273298 0.75305815
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000701165 0.01195418 0.98322562 1.01395120
#> lag1_var2 0.019637197 0.07416668 -0.06783686 0.12560684
#> lag1_var3 0.009417663 0.10564349 -0.11356257 0.16287852
#> lag1_var4 -0.008742944 0.10619528 -0.16283590 0.11420705
#> const -0.045482805 0.34448344 -0.56149410 0.38002904
#> exo1 -0.018377908 0.02790860 -0.05226384 0.01824635
#> exo2 -0.072550630 0.02055058 -0.10533391 -0.04766487
#> exo3 -0.009514011 0.02441414 -0.04289758 0.01721356
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3277211 0.1715233 -0.4959576 -0.04171831
#> lag1_var2 1.2331512 1.2195148 -0.7210400 2.58973781
#> lag1_var3 0.9660932 1.7769588 -1.7992548 3.13272158
#> lag1_var4 -0.9213236 1.7838463 -3.0738751 1.88005235
#> const 5.9563633 5.5225316 -2.7827957 12.31928156
#> exo1 -0.1765190 0.4208337 -0.6740556 0.42084116
#> exo2 0.2364473 0.5005587 -0.2063856 1.05305352
#> exo3 0.3766491 0.5256345 -0.2437848 1.16880566
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08595422 0.3210364 -0.5874784 0.2769007
#> lag1_var2 2.42984420 1.0328089 1.1089002 3.9344749
#> lag1_var3 3.68661666 1.5885818 1.7864738 6.1219779
#> lag1_var4 -2.75453222 1.5881915 -5.1976686 -0.8607086
#> const 6.31103455 7.6038517 -3.2276641 17.5538420
#> exo1 0.58190506 0.8461323 -0.5176460 1.6822876
#> exo2 0.39726603 0.6528377 -0.6882824 0.9640929
#> exo3 -0.24072039 0.6107967 -1.0933501 0.5131933
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30911272 0.3445190 -0.86508003 0.08694587
#> lag1_var2 3.02270742 1.1336159 1.38724369 4.42548131
#> lag1_var3 3.97367963 1.5615178 1.75111139 5.89015179
#> lag1_var4 -3.00170184 1.5658338 -4.93026742 -0.75468492
#> const 9.71318660 8.7371380 -0.15364142 23.45579829
#> exo1 0.44839301 0.7737131 -0.55785578 1.46245482
#> exo2 0.55170113 0.3648136 -0.07256123 0.93763128
#> exo3 0.02062801 0.4441419 -0.54300142 0.60770889
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002277809 0.0008303086 0.001575254 0.00379684
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002139257 0.009655825 -0.01699659 0.01092743
#> Sigma[2,2] 0.670095953 0.074705359 0.58461043 0.79340000
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002352206 0.00488938 -0.008969246 0.004082799
#> Sigma[3,2] -0.279785977 0.05742594 -0.372523223 -0.223702621
#> Sigma[3,3] 0.170262170 0.04369268 0.117119827 0.240295534
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003443044 0.002615807 -0.007024182 -0.0002279819
#> Sigma[4,2] 0.021480730 0.038274553 -0.046040083 0.0607876544
#> Sigma[4,3] 0.050387474 0.025530968 0.019049944 0.0910811635
#> Sigma[4,4] 0.066852156 0.019494804 0.045317561 0.0938287781
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.084036844 0.02293203 1.05982033 1.11996128
#> lag1_var2 -0.030888394 0.05206940 -0.10752270 0.03734792
#> lag1_var3 -0.137468244 0.11848953 -0.30921871 0.01951918
#> lag1_var4 0.090338844 0.11341848 -0.05699532 0.25789123
#> const -0.109994680 0.31471443 -0.66301303 0.20043686
#> exo1 -0.008981694 0.04233762 -0.06622247 0.03838805
#> exo2 -0.004629480 0.04974759 -0.05581296 0.06993480
#> exo3 -0.025060966 0.04760619 -0.07433720 0.05453879
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2649913 0.4827036 -2.0642507 -0.7512191
#> lag1_var2 1.6534282 0.8490889 0.4770097 2.7868347
#> lag1_var3 2.1655684 1.9162643 -0.4803725 4.7248979
#> lag1_var4 -1.7763797 1.9614082 -4.4832340 0.8928053
#> const 14.5149720 15.5614117 -0.9107330 39.8217444
#> exo1 -0.2755357 1.0284914 -1.5784969 1.2231742
#> exo2 0.5502387 1.6524838 -1.0890421 3.2584796
#> exo3 0.8079193 0.8007928 -0.4438000 1.6707681
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.505312350 0.2606527 0.2289121 0.88544702
#> lag1_var2 -0.311836852 0.6377099 -1.2107041 0.55600646
#> lag1_var3 -0.001078343 1.4417795 -2.0521400 1.94802574
#> lag1_var4 0.790018214 1.3971951 -1.0708994 2.76230483
#> const -3.559487129 6.4273059 -14.8688445 1.72957147
#> exo1 -0.178397960 0.4956625 -0.7057752 0.66011602
#> exo2 -0.738925255 0.7282666 -1.9280198 -0.02615095
#> exo3 -0.361976695 0.4195670 -0.9914785 0.12426420
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.061693883 0.2371282 -0.3381551 0.27599737
#> lag1_var2 0.150709462 0.5152950 -0.6039316 0.83098419
#> lag1_var3 0.351970224 1.1842422 -1.3738140 1.92121899
#> lag1_var4 0.637166482 1.1488708 -0.8849991 2.30648075
#> const 1.793892408 3.9838460 -4.3354476 6.25426998
#> exo1 -0.362271011 0.2859909 -0.6746153 0.07641438
#> exo2 -0.528493247 0.1836870 -0.7826287 -0.27546460
#> exo3 0.003095496 0.3041961 -0.4022002 0.38411988
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004483162 0.0006793058 0.003609011 0.005394537
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01574656 0.007844016 -0.02663721 -0.00610596
#> Sigma[2,2] 0.65711922 0.158374177 0.49095400 0.92130959
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02387739 0.004629406 -0.03045948 -0.01714246
#> Sigma[3,2] -0.19698273 0.091589025 -0.32846265 -0.08386681
#> Sigma[3,3] 0.32190921 0.061476358 0.24114694 0.40156994
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03431515 0.005164851 -0.04140251 -0.02760725
#> Sigma[4,2] 0.16821720 0.059110874 0.10194291 0.26385334
#> Sigma[4,3] 0.22766990 0.049824936 0.16760032 0.30502865
#> Sigma[4,4] 0.33777551 0.056457752 0.27206718 0.41862471
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02583185 0.04041979 0.967950883 1.07554897
#> lag1_var2 0.05479490 0.12130545 -0.077815355 0.23643980
#> lag1_var3 0.07285761 0.23048353 -0.180816719 0.41991071
#> lag1_var4 -0.08473747 0.22538596 -0.423816802 0.16338306
#> const -0.05626556 0.77387924 -1.181719201 0.90883676
#> exo1 0.07220819 0.05005980 -0.009511023 0.13069168
#> exo2 -0.14276993 0.06007302 -0.220560752 -0.06421940
#> exo3 -0.11214228 0.05115820 -0.170368118 -0.03394326
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2865493 0.4686875 -0.266134540 0.9905991
#> lag1_var2 -1.3619845 2.1288073 -4.984783925 0.7177851
#> lag1_var3 -3.8884184 3.8604932 -10.454038366 -0.1030432
#> lag1_var4 4.0787289 3.8339664 0.323628123 10.5903443
#> const -14.3249988 9.3298766 -27.033627558 -3.3284444
#> exo1 -0.5529064 1.3101915 -2.528622936 1.0935345
#> exo2 0.5383552 0.6443177 -0.319643300 1.3129951
#> exo3 1.0496398 0.7115360 -0.002334368 1.9521472
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3512629 0.3507298 -0.8730681 0.1116463
#> lag1_var2 1.4388788 1.2994609 -0.1258744 3.2943133
#> lag1_var3 3.5694411 2.4008065 0.6632814 6.9831419
#> lag1_var4 -2.6407958 2.3520109 -6.0105964 0.2039347
#> const 11.1683866 5.7543092 2.7913059 19.0284915
#> exo1 -0.1866401 0.8541279 -1.1884075 1.1657270
#> exo2 -1.1079746 0.5838326 -1.7090282 -0.2162853
#> exo3 -0.5602073 0.4098071 -1.1739091 -0.0615710
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.202802920 0.2713548 -0.6228305 0.1375412
#> lag1_var2 0.430415336 0.8224397 -0.3678092 1.7396995
#> lag1_var3 0.977150744 1.5579513 -0.4930314 3.4788420
#> lag1_var4 0.077339638 1.5114112 -2.3501052 1.5263779
#> const 2.378566931 4.7582770 -4.4528556 8.3849329
#> exo1 -0.506694854 0.4351837 -0.9450973 0.2130618
#> exo2 -0.877990798 0.7053538 -1.8208449 0.1546814
#> exo3 0.009689264 0.3176417 -0.3955572 0.4674195
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002764047 0.000585981 0.002274437 0.003710088
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002236338 0.002854185 -0.006180445 0.001461081
#> Sigma[2,2] 0.067813247 0.018803256 0.045806427 0.096650838
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008098523 0.003112784 -0.01226638 -0.004011705
#> Sigma[3,2] -0.035864121 0.026761084 -0.07658988 -0.009479111
#> Sigma[3,3] 0.211385374 0.064297823 0.15696230 0.311159056
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009924974 0.003461078 -0.01363187 -0.004790899
#> Sigma[4,2] 0.009829428 0.028982542 -0.03419006 0.040767120
#> Sigma[4,3] 0.194223205 0.049378503 0.14897643 0.271961353
#> Sigma[4,4] 0.208133812 0.037310499 0.16119642 0.261393317
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01570405 0.03276294 0.97276419 1.05474361
#> lag1_var2 -0.07047906 0.07980293 -0.17678771 0.04665131
#> lag1_var3 -0.10590649 0.11735826 -0.25363375 0.06928172
#> lag1_var4 0.10937733 0.11310002 -0.06061704 0.25033038
#> const -0.53256051 0.29962906 -0.93795786 -0.18725975
#> exo1 0.02893907 0.04994979 -0.03486750 0.10140414
#> exo2 -0.12408361 0.06928152 -0.21156407 -0.03079272
#> exo3 -0.01755949 0.03733544 -0.07598006 0.01941533
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11127357 0.1118158 -0.2359611 0.04463811
#> lag1_var2 0.75940571 0.7736791 -0.3409270 1.79239774
#> lag1_var3 -0.37764313 1.0838227 -1.8992419 1.00066768
#> lag1_var4 0.40485175 1.0846121 -0.9703403 1.93409759
#> const 0.37203979 1.9923347 -2.3391646 3.04485190
#> exo1 0.07927238 0.2508573 -0.2775654 0.39673640
#> exo2 -0.06851509 0.3049032 -0.5071327 0.32395630
#> exo3 -0.38465132 0.3335439 -0.7288457 0.13866195
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1214262 0.1315833 -0.04292993 0.28194642
#> lag1_var2 1.2551542 1.0702617 0.07507069 2.76077004
#> lag1_var3 2.9589797 1.6033343 1.25913227 5.21575251
#> lag1_var4 -2.0793668 1.5820637 -4.30676722 -0.40419821
#> const 5.9477885 2.0789488 2.67858700 7.66912282
#> exo1 -0.3039770 0.2658085 -0.63541028 0.04188060
#> exo2 -0.6265816 0.5249563 -1.42044369 -0.05058724
#> exo3 -0.1128797 0.4911108 -0.92465490 0.43746699
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0485979 0.1463994 -0.1136121 0.2733188
#> lag1_var2 1.4898412 0.9417756 0.2171415 2.6658533
#> lag1_var3 2.2996909 1.4175953 0.3747087 4.0767691
#> lag1_var4 -1.3882507 1.3786272 -3.1341825 0.4785201
#> const 5.2636360 2.4610027 1.9692351 8.7816700
#> exo1 -0.2595045 0.3529271 -0.7585458 0.2096232
#> exo2 -0.6911616 0.4681837 -1.3896488 -0.1747061
#> exo3 -0.3760110 0.3897037 -0.9218982 0.1689038
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007504104 0.0002796884 0.000461805 0.001137557
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002365565 0.001984423 0.0004142069 0.005946354
#> Sigma[2,2] 0.193548688 0.055582767 0.1171203624 0.255109335
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00245139 0.001570441 -0.00509699 -0.0008011021
#> Sigma[3,2] -0.10614320 0.024010771 -0.12938381 -0.0688635590
#> Sigma[3,3] 0.18991346 0.040686952 0.14049674 0.2433924714
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001094987 0.001693726 -0.00328125 0.001334415
#> Sigma[4,2] 0.005123478 0.023431111 -0.03352995 0.030799885
#> Sigma[4,3] 0.130888304 0.037865746 0.09399383 0.190309197
#> Sigma[4,4] 0.135914851 0.033603566 0.09614246 0.187708067
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983350542 0.01910241 0.958071378 1.006082397
#> lag1_var2 0.028261880 0.08299622 -0.081224948 0.126657205
#> lag1_var3 0.057422926 0.14212536 -0.131453411 0.225351659
#> lag1_var4 -0.053001824 0.13874029 -0.217575498 0.131742889
#> const 0.108246724 0.22143466 -0.146945725 0.423884089
#> exo1 0.034249942 0.02126087 0.008936667 0.065435364
#> exo2 0.004304631 0.03076307 -0.036247258 0.039325366
#> exo3 -0.023271713 0.01976971 -0.046793398 0.005960914
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01710428 0.2239363 -0.3084377 0.3181399
#> lag1_var2 0.02067676 0.8989121 -1.2924200 1.0753052
#> lag1_var3 -1.38533538 1.5748141 -3.6265232 0.5282054
#> lag1_var4 1.43661597 1.5642455 -0.4593839 3.7064548
#> const -2.06926463 3.5735857 -7.3618617 2.4000290
#> exo1 -0.19854524 0.2927498 -0.5811531 0.2193275
#> exo2 0.73864907 0.4349913 0.1867328 1.2411830
#> exo3 -0.27975908 0.5730857 -0.8751364 0.6568608
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67819257 0.4062778 -1.2675647 -0.2256976
#> lag1_var2 2.24243746 1.2016926 0.6539419 3.9322604
#> lag1_var3 4.81865163 2.0501662 2.2390709 7.7546506
#> lag1_var4 -3.81055741 2.0310503 -6.7189711 -1.2512446
#> const 12.66692048 7.3212319 3.7687318 23.3646189
#> exo1 0.01029527 0.3743328 -0.4442360 0.5588548
#> exo2 -0.94308069 0.3324321 -1.4303245 -0.4915017
#> exo3 0.07649363 0.4699650 -0.6172576 0.7583870
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67672728 0.3438950 -1.1944399 -0.2309012
#> lag1_var2 1.98273017 1.0839703 0.4887149 3.4469135
#> lag1_var3 3.55570627 1.8069917 1.2262389 6.1065754
#> lag1_var4 -2.50418006 1.7974903 -5.0325966 -0.1575662
#> const 10.46245836 6.4530745 1.8692473 19.5951989
#> exo1 -0.10214066 0.4283742 -0.7819418 0.4224268
#> exo2 -0.54989770 0.1840421 -0.8224922 -0.3126792
#> exo3 -0.07287649 0.4453949 -0.5386802 0.6086021
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001422107 0.0005852296 0.0009148853 0.002441224
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003181653 0.002709641 -0.007191329 0.0001718229
#> Sigma[2,2] 0.327173576 0.100481087 0.231124537 0.4941728984
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01277051 0.006566811 0.0044490 0.02248748
#> Sigma[3,2] -0.22424806 0.082896283 -0.3492689 -0.14652813
#> Sigma[3,3] 0.52037256 0.151459130 0.3234639 0.72541390
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01135662 0.005500206 0.004283944 0.01879444
#> Sigma[4,2] -0.03355936 0.041129951 -0.083896771 0.02837055
#> Sigma[4,3] 0.41094277 0.136097354 0.247071370 0.61346143
#> Sigma[4,4] 0.41489338 0.132952866 0.269086168 0.61658311
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012499893 0.02195586 0.99213177 1.04638108
#> lag1_var2 -0.088342904 0.03598890 -0.12838981 -0.03441647
#> lag1_var3 -0.157007944 0.06121054 -0.22595150 -0.06635406
#> lag1_var4 0.153166391 0.05774245 0.06795091 0.21840321
#> const -0.082562608 0.34563599 -0.59187947 0.28587496
#> exo1 -0.005332491 0.03661172 -0.04421180 0.05728312
#> exo2 -0.105280251 0.03477675 -0.15587041 -0.06086487
#> exo3 -0.015328714 0.05429995 -0.10064567 0.04839320
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8052500 0.3725031 -1.2485220 -0.24115784
#> lag1_var2 3.3912443 0.5321451 2.7647781 4.16816604
#> lag1_var3 4.2013565 0.9139446 3.1139282 5.54284891
#> lag1_var4 -4.0351256 0.8369998 -5.2879267 -3.09099883
#> const 9.7254117 3.6807645 4.0077033 14.37238826
#> exo1 -0.3331669 0.2074133 -0.6051516 -0.07871734
#> exo2 0.3442031 0.8622788 -0.5022291 1.75205328
#> exo3 -0.3027817 0.8473655 -1.7139796 0.55345664
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9157593 0.4796131 0.3330595 1.6360612
#> lag1_var2 -2.4886848 0.6445245 -3.5648518 -1.8762965
#> lag1_var3 -3.4374950 1.1207917 -5.3229956 -2.3757049
#> lag1_var4 4.1745586 1.0249750 3.1907961 5.8935465
#> const -7.1099286 6.0898882 -14.6428060 1.2848853
#> exo1 0.4331023 0.6441279 -0.3552833 1.2682830
#> exo2 -1.9751648 0.8378779 -3.2663033 -0.9884285
#> exo3 -0.5870129 0.8661269 -1.7280108 0.7647720
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5132790 0.3440958 0.1380332 1.05689708
#> lag1_var2 -0.9677487 0.6115199 -1.9377140 -0.26248884
#> lag1_var3 -1.7909439 1.0477712 -3.4755407 -0.61322770
#> lag1_var4 2.6267767 0.9874762 1.5029108 4.20728684
#> const -3.1962941 5.9320418 -10.1134031 5.00708491
#> exo1 0.2200632 0.6375139 -0.6325408 1.02131878
#> exo2 -1.8754330 0.3739885 -2.3749624 -1.36755439
#> exo3 -0.8387766 0.6618974 -1.8331123 0.08633264
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003378969 0.0001131787 0.0002175687 0.0005270625
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009976678 0.004042539 -0.01632576 -0.006082018
#> Sigma[2,2] 1.074330189 0.305200473 0.75687248 1.563458540
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003737525 0.001477009 0.002169163 0.00599525
#> Sigma[3,2] -0.394994378 0.116702320 -0.562729709 -0.27262002
#> Sigma[3,3] 0.241775255 0.057735247 0.165881222 0.32141208
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001171975 0.001238814 -0.003295914 2.432519e-05
#> Sigma[4,2] 0.132312520 0.055504999 0.049968787 2.060805e-01
#> Sigma[4,3] 0.064838843 0.032097260 0.030389381 1.123480e-01
#> Sigma[4,4] 0.149883802 0.029839232 0.116413280 1.975190e-01
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96192688 0.01467123 0.943064243 0.98419290
#> lag1_var2 0.05720945 0.03042818 0.013233739 0.09577555
#> lag1_var3 0.11686191 0.06260897 0.030756208 0.20108551
#> lag1_var4 -0.10332676 0.05761891 -0.177562355 -0.02059544
#> const 0.28756956 0.19639350 0.007869669 0.54139521
#> exo1 0.01000321 0.02064599 -0.019781596 0.03764993
#> exo2 -0.11515929 0.02125625 -0.138080839 -0.08177346
#> exo3 0.01208355 0.02002155 -0.007051395 0.04428033
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7569045 0.8403101 -0.3709281 1.8415016
#> lag1_var2 -0.8296211 1.5966868 -2.8059136 1.3475163
#> lag1_var3 -2.6730322 3.3668684 -6.9818642 1.8130814
#> lag1_var4 2.7135229 2.9788703 -1.2468086 6.4763625
#> const -11.5761327 9.5896608 -25.7260243 -1.1828643
#> exo1 -0.8610726 0.7474236 -1.7757059 0.3648444
#> exo2 1.2962174 1.1581450 -0.5875618 2.7767725
#> exo3 1.2642349 0.7672391 -0.1349851 1.9123845
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4551955 0.4278423 -1.0704481 0.1563427
#> lag1_var2 1.5441178 0.8687392 0.4919661 2.7178065
#> lag1_var3 3.4935053 1.8134820 1.3411295 6.0764399
#> lag1_var4 -2.6191412 1.6346029 -4.9280850 -0.6466121
#> const 11.4172777 5.8528233 4.0731208 19.4535405
#> exo1 0.5175247 0.4922273 -0.3799630 0.8798989
#> exo2 -2.6038863 0.4857477 -3.3096014 -2.0072671
#> exo3 -1.4394527 0.4933607 -2.0305227 -0.7745708
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1419922 0.2974883 -0.43040430 0.3710969
#> lag1_var2 0.9938575 0.5651060 0.11643670 1.7113792
#> lag1_var3 1.8538614 1.2035917 -0.04240204 3.3041460
#> lag1_var4 -0.9312090 1.0907971 -2.26515221 0.7763392
#> const 5.3578861 3.8525629 0.16635478 11.2293083
#> exo1 0.1279937 0.4480304 -0.45315955 0.8023427
#> exo2 -2.4078618 0.5713861 -3.27063934 -1.8874862
#> exo3 -1.0174393 0.3853219 -1.44230290 -0.5101718
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001428963 0.0003036634 0.001081389 0.001907014
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01586649 0.005679536 -0.02403513 -0.009170293
#> Sigma[2,2] 1.06937949 0.174306665 0.85126370 1.315417501
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006074583 0.009287002 -0.01846016 0.007331025
#> Sigma[3,2] -0.705533506 0.203625385 -0.96805983 -0.412523177
#> Sigma[3,3] 1.471202856 0.408903839 1.07340849 2.178368302
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01541243 0.009011008 -0.02671999 -0.00192925
#> Sigma[4,2] -0.21110805 0.199254299 -0.48171579 0.07106940
#> Sigma[4,3] 1.22324583 0.375410433 0.84629119 1.87261042
#> Sigma[4,4] 1.21682225 0.346356311 0.81799516 1.79865878
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96471128 0.02150594 0.933566179 0.993152385
#> lag1_var2 0.05813785 0.03572825 0.005289283 0.102754409
#> lag1_var3 0.08672183 0.06819996 -0.009744217 0.178428067
#> lag1_var4 -0.07661314 0.06167568 -0.159452702 0.011912260
#> const 0.34646967 0.29581368 -0.062872994 0.713976900
#> exo1 -0.03917850 0.03200020 -0.089136666 -0.003581934
#> exo2 -0.05914521 0.05182760 -0.114791212 0.025002095
#> exo3 0.04002931 0.05669686 -0.032499674 0.122366524
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8225781 0.4321636 0.3032025 1.5099025
#> lag1_var2 -0.4801057 0.8873475 -1.8190854 0.5868178
#> lag1_var3 -2.0723427 1.5800300 -4.4326989 -0.2732019
#> lag1_var4 1.7966013 1.4355403 0.1565560 3.9039153
#> const -4.0100010 7.6608861 -14.9781390 6.7818178
#> exo1 0.7040187 0.8682805 -0.7507033 1.5390373
#> exo2 0.4338752 1.1795114 -0.8760966 2.3377114
#> exo3 -0.3971795 1.1592094 -1.9672305 1.1764625
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5030206 0.6104414 -0.2663668 1.437721
#> lag1_var2 -0.1900499 1.2651156 -1.9227808 1.414937
#> lag1_var3 0.1643659 2.2665513 -2.7859281 3.073568
#> lag1_var4 0.7047696 2.0326206 -1.8761231 3.344594
#> const -9.2533751 7.6526243 -17.5072840 2.639787
#> exo1 -0.4802203 1.0967477 -1.6907353 1.364925
#> exo2 -3.6569078 1.6092864 -5.9827559 -1.583799
#> exo3 0.9915429 0.6744199 0.2759634 2.069791
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0661076 0.5191170 0.5032251 1.91307444
#> lag1_var2 -1.0056007 1.0734017 -2.5512115 0.23807377
#> lag1_var3 -2.0377625 1.9927465 -4.9016777 0.08621435
#> lag1_var4 2.7523795 1.8051734 0.8225133 5.33565141
#> const -14.5728415 5.8354687 -22.6629637 -6.98518423
#> exo1 -0.1490938 0.8117833 -1.2206268 1.05568617
#> exo2 -4.0529582 1.5996019 -5.9505506 -1.84739529
#> exo3 0.8937207 0.7703856 -0.1467132 1.97486429
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005052668 0.0001046919 0.0004041389 0.0006766192
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007934706 0.001967762 -0.01082396 -0.005509789
#> Sigma[2,2] 0.255679015 0.065118578 0.16499721 0.342018834
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007157313 0.001696835 0.0054787 0.009776768
#> Sigma[3,2] -0.210955628 0.050720893 -0.2903021 -0.143835307
#> Sigma[3,3] 0.203202271 0.043701709 0.1547472 0.275261861
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002684237 0.0007604212 0.001748381 0.003700821
#> Sigma[4,2] -0.065532181 0.0182417999 -0.095494883 -0.049866779
#> Sigma[4,3] 0.084150292 0.0178337151 0.066371444 0.113012838
#> Sigma[4,4] 0.047885587 0.0092166377 0.036023974 0.060965902
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.937890993 0.01804922 0.911999217 0.96260245
#> lag1_var2 0.126025250 0.04309891 0.076324262 0.18895748
#> lag1_var3 0.195977312 0.07048199 0.113902858 0.30338996
#> lag1_var4 -0.175367244 0.06985482 -0.284056441 -0.09571410
#> const 0.471412799 0.27965655 0.109701361 0.86384356
#> exo1 -0.019215178 0.02443175 -0.043283879 0.01961851
#> exo2 0.008829305 0.02234443 -0.025313678 0.03606748
#> exo3 0.028092842 0.03084347 -0.007739825 0.07780975
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53247787 0.3650077 0.04245323 1.0052748
#> lag1_var2 0.59235719 0.7695006 -0.62830453 1.4815003
#> lag1_var3 -0.06849925 1.2659511 -2.04275939 1.3261643
#> lag1_var4 -0.20289611 1.2688378 -1.53839251 1.7655433
#> const 2.87847102 4.7110573 -4.39870778 8.7767658
#> exo1 0.02166572 0.4340171 -0.62230625 0.5150505
#> exo2 0.08406255 0.3858043 -0.54874725 0.5471869
#> exo3 0.11488285 0.5618642 -0.74269446 0.8005273
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.119556024 0.3878634 -0.7589434 0.2953369
#> lag1_var2 0.348727114 0.6717949 -0.5506272 1.2997113
#> lag1_var3 1.206308375 1.1044563 -0.2357413 2.8049348
#> lag1_var4 -0.163228784 1.0896788 -1.8068162 1.1820985
#> const -0.132877575 5.3452616 -5.6732400 8.0709487
#> exo1 -0.009207749 0.3374164 -0.4106507 0.5160981
#> exo2 -0.074507800 0.4685732 -0.5576381 0.7001309
#> exo3 0.155766095 0.4147226 -0.4013587 0.8001627
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.198480805 0.2241634 -0.17872527 0.4332633
#> lag1_var2 0.411931585 0.2770280 0.01318103 0.7822879
#> lag1_var3 0.679195429 0.4379847 0.06637280 1.2828037
#> lag1_var4 0.222033319 0.4209860 -0.37671771 0.7708467
#> const 0.378813776 3.2060451 -3.23153450 5.4696025
#> exo1 0.005305327 0.1431272 -0.22476775 0.1638155
#> exo2 -0.026136383 0.2940993 -0.38683853 0.3978404
#> exo3 0.232957698 0.1307081 0.04155490 0.3897047
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002511402 6.343711e-05 0.0001760452 0.0003441853
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007579114 0.000502331 -0.001427625 -7.678948e-05
#> Sigma[2,2] 0.0496375909 0.013548025 0.036926512 7.200895e-02
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009414156 0.001381936 -0.0009846562 0.002953206
#> Sigma[3,2] -0.0240374760 0.009763533 -0.0347617137 -0.008869431
#> Sigma[3,3] 0.1354319911 0.032630084 0.0921716444 0.180151904
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003055986 0.001681773 -0.001953915 0.002775078
#> Sigma[4,2] 0.0185911977 0.010371092 0.004931488 0.033938322
#> Sigma[4,3] 0.1189117824 0.029927152 0.086492635 0.165213656
#> Sigma[4,4] 0.1392831487 0.033302826 0.105412419 0.191030362
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9979547922 0.008796849 0.98637726 1.01114088
#> lag1_var2 0.0050931362 0.049173168 -0.06944896 0.07146890
#> lag1_var3 0.0294618152 0.061914899 -0.06245251 0.10741210
#> lag1_var4 -0.0275414120 0.061210640 -0.10545556 0.06301203
#> const -0.0037419868 0.209942819 -0.29498621 0.27292775
#> exo1 0.0001894528 0.017577060 -0.02079004 0.02345116
#> exo2 0.0010022159 0.019462875 -0.02004441 0.03343045
#> exo3 0.0053839961 0.017716911 -0.02116655 0.02747756
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09842032 0.1476658 -0.31375880 0.08992488
#> lag1_var2 0.47944576 0.4071558 -0.05182786 1.03159792
#> lag1_var3 -0.26331193 0.6404541 -1.12557547 0.55112813
#> lag1_var4 0.29674641 0.6280059 -0.51290851 1.13294482
#> const 0.39443324 3.9266047 -5.39366631 5.71549864
#> exo1 -0.15796683 0.1860082 -0.42957355 0.09953624
#> exo2 0.25908606 0.1956454 -0.06129728 0.48657995
#> exo3 0.28986520 0.1838125 0.05326519 0.51375911
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01137226 0.1575170 -0.2145276 0.1555578
#> lag1_var2 0.65667953 0.8647098 -0.2376593 1.9670659
#> lag1_var3 1.22325522 1.1292178 0.1021350 2.9359902
#> lag1_var4 -0.28710081 1.1268185 -2.0061592 0.8186431
#> const 4.21216428 4.0591198 -1.2532555 9.9369584
#> exo1 -0.11960860 0.3301962 -0.5163995 0.3763245
#> exo2 -1.04627894 0.4932685 -1.7332234 -0.3690776
#> exo3 -0.33319475 0.3151874 -0.6756051 0.2034374
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09820041 0.1126610 -0.24096754 0.03484682
#> lag1_var2 0.66477288 0.6195438 0.02732885 1.63262160
#> lag1_var3 0.52892336 0.7579819 -0.38543258 1.68144231
#> lag1_var4 0.45018323 0.7702745 -0.73364143 1.38034746
#> const 3.38739135 4.2589588 -2.41271277 9.43977042
#> exo1 -0.27321658 0.3054407 -0.65097894 0.15989038
#> exo2 -0.85872711 0.4819785 -1.41956025 -0.14643521
#> exo3 -0.09084001 0.2949245 -0.42373622 0.38244446
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003434052 6.431458e-05 0.0002725289 0.0004356931
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 5.262366e-05 0.001028887 -0.00102561 0.001608787
#> Sigma[2,2] 1.298732e-01 0.027333400 0.09745744 0.170143638
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001818704 0.0007307296 -0.001296855 0.0006143978
#> Sigma[3,2] -0.0900780534 0.0215710173 -0.120380373 -0.0663687763
#> Sigma[3,3] 0.0696839428 0.0185426500 0.047443541 0.0973576943
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001455104 0.0002521866 -0.0004635274 0.0001574416
#> Sigma[4,2] 0.0008158373 0.0063149017 -0.0079730550 0.0085009864
#> Sigma[4,3] 0.0069396621 0.0054682122 0.0001427096 0.0139444870
#> Sigma[4,4] 0.0078477833 0.0019322533 0.0058721543 0.0110668900
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989619157 0.008021171 0.982121943 1.00402035
#> lag1_var2 0.072116300 0.048475628 0.012216103 0.14817724
#> lag1_var3 0.121578961 0.073526060 0.034562557 0.23691144
#> lag1_var4 -0.120689168 0.076459449 -0.240140073 -0.02996665
#> const 0.284494290 0.252314232 -0.042024174 0.64714851
#> exo1 0.004125355 0.013915257 -0.015858494 0.02115280
#> exo2 -0.061939491 0.015255899 -0.083852066 -0.04265035
#> exo3 0.022148481 0.012632862 0.001410424 0.03448516
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12786592 0.1054217 -0.2498382 0.0285285
#> lag1_var2 0.43300275 0.5979928 -0.3183670 1.3543331
#> lag1_var3 -0.20228350 0.8333541 -1.2769065 1.1148874
#> lag1_var4 0.26505897 0.8579608 -1.0537907 1.4041625
#> const -0.07061308 2.2268847 -3.7989241 2.1747542
#> exo1 0.13517286 0.2956939 -0.2344978 0.5407193
#> exo2 0.82699746 0.4221447 0.1522886 1.2239285
#> exo3 0.15231969 0.3682213 -0.2709360 0.6658737
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08728403 0.07493975 -0.01989678 0.1938410
#> lag1_var2 0.80258941 0.58077928 -0.10483830 1.5063172
#> lag1_var3 1.76802666 0.83896697 0.42936467 2.8075984
#> lag1_var4 -0.85247140 0.86528339 -1.95304467 0.4953065
#> const 3.05692202 2.20338134 0.76790885 6.3842842
#> exo1 -0.10370266 0.23486956 -0.40109551 0.2382158
#> exo2 -1.22163014 0.29730185 -1.50000089 -0.7251663
#> exo3 0.29779580 0.28686484 -0.08366335 0.6830631
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002123028 0.04280338 -0.04366813 0.06531792
#> lag1_var2 0.789557477 0.28157935 0.40102395 1.16118051
#> lag1_var3 1.177139035 0.42709759 0.56664671 1.70892495
#> lag1_var4 -0.202229722 0.44089316 -0.77985244 0.40827636
#> const 1.931812173 1.80978137 0.22679842 4.87307751
#> exo1 -0.009022897 0.11035188 -0.15714811 0.11222923
#> exo2 -0.672787339 0.06363031 -0.76317827 -0.58792223
#> exo3 0.419378499 0.08866829 0.32264759 0.54952275
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006846857 0.001609357 0.005426362 0.009650119
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0188538 0.01549318 -0.03846827 0.003434881
#> Sigma[2,2] 0.8483807 0.16021838 0.67877875 1.092678736
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02764552 0.009620872 0.0176208 0.04272046
#> Sigma[3,2] -0.47206995 0.081396357 -0.5784802 -0.36184757
#> Sigma[3,3] 0.36911056 0.069939751 0.2646084 0.44062452
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01890736 0.005192798 0.01335619 0.02760506
#> Sigma[4,2] 0.01540564 0.050992813 -0.04086774 0.08930392
#> Sigma[4,3] 0.10931616 0.041368211 0.06221634 0.16707195
#> Sigma[4,4] 0.13105635 0.031035686 0.09898696 0.17366851
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00077286 0.02387957 0.97007465 1.02883783
#> lag1_var2 -0.05600577 0.09823318 -0.15805468 0.09432627
#> lag1_var3 -0.13606186 0.17697842 -0.31235516 0.13497075
#> lag1_var4 0.13365929 0.16956650 -0.12387936 0.29851041
#> const -0.06945748 0.58746870 -0.81857139 0.75729343
#> exo1 0.06122899 0.10923020 -0.10164104 0.20974140
#> exo2 -0.02308467 0.08110969 -0.09580024 0.11336509
#> exo3 0.02428360 0.07806277 -0.10598295 0.08924139
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2688323 0.6610539 -2.1976869 -0.414246
#> lag1_var2 1.7902875 1.9208078 -1.1452728 4.307892
#> lag1_var3 1.6459919 3.4002427 -3.5738636 6.073507
#> lag1_var4 -1.3144556 3.1702332 -5.3427709 3.556681
#> const 14.4332028 10.3372757 3.2417926 29.222276
#> exo1 0.5349257 0.6730079 -0.2136890 1.597100
#> exo2 1.4325510 0.8423303 0.3005745 2.666820
#> exo3 1.0538693 1.0226652 -0.4360990 2.337244
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2977120 0.4975302 0.6477589 1.9287787
#> lag1_var2 -2.6078262 1.4123453 -4.5848199 -0.8207455
#> lag1_var3 -3.7417877 2.4940372 -7.2413050 -0.5375911
#> lag1_var4 4.4115359 2.3236323 1.4127458 7.6911718
#> const -14.8656685 9.2575703 -29.8891406 -5.8208095
#> exo1 -0.1496841 0.4658714 -0.6620606 0.5313240
#> exo2 -1.8160868 0.6233376 -2.6955819 -0.9798987
#> exo3 -0.5094439 0.4957950 -1.2391568 0.1538422
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61118736 0.2428995 0.3708971 0.9897904
#> lag1_var2 -2.15122232 0.7363472 -3.1336014 -1.1781533
#> lag1_var3 -3.79673293 1.2588607 -5.4911930 -2.1501691
#> lag1_var4 4.67543381 1.1775067 3.1101498 6.2365546
#> const -8.73102442 4.3926613 -16.0128990 -4.5162103
#> exo1 0.18219680 0.4003578 -0.3874031 0.6492039
#> exo2 -1.11310182 0.3369882 -1.5644166 -0.7461470
#> exo3 0.08379414 0.3458006 -0.3903807 0.5277583
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00109226 0.0002246708 0.0008453614 0.001462491
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02583908 0.009716781 -0.04348441 -0.01723752
#> Sigma[2,2] 1.42084306 0.529383683 1.11389310 2.38334539
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175696 0.006373089 0.01531465 0.03125631
#> Sigma[3,2] -1.00433258 0.339379247 -1.59311816 -0.67398951
#> Sigma[3,3] 1.24235526 0.267811975 0.97418497 1.62295613
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006519734 0.00400412 0.00220457 0.01279279
#> Sigma[4,2] -0.161254226 0.11457898 -0.30131120 0.02015055
#> Sigma[4,3] 0.699175372 0.15443502 0.51788424 0.94868012
#> Sigma[4,4] 0.662859715 0.14025666 0.45342265 0.84309096
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95306524 0.02245695 0.925907288 0.98380928
#> lag1_var2 0.09142307 0.04441728 0.030717243 0.14592280
#> lag1_var3 0.15718857 0.07463151 0.058514519 0.25145245
#> lag1_var4 -0.14406145 0.06954831 -0.234679037 -0.05292962
#> const 0.41016118 0.40136057 -0.029193749 0.98840926
#> exo1 0.05377112 0.03251047 0.016519309 0.10179302
#> exo2 -0.09281964 0.02913616 -0.141427738 -0.06459895
#> exo3 0.03809803 0.03118741 -0.001716635 0.08055207
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73020688 0.7980719 -0.5717528 1.6860585
#> lag1_var2 0.07125951 1.2607893 -1.6599130 1.8262534
#> lag1_var3 -1.27539947 2.0639324 -4.0784554 1.6914945
#> lag1_var4 1.04044046 1.8898655 -1.6630158 3.6727685
#> const -1.79754072 12.5746359 -19.2500304 16.9197068
#> exo1 -1.47058585 1.1356757 -3.2485238 -0.4313106
#> exo2 1.40945308 1.2000904 0.1948772 3.3238256
#> exo3 -0.65652391 1.0634940 -2.2879622 0.3850784
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1417902 0.8587420 -1.1235124 1.231027
#> lag1_var2 0.1273278 1.2389918 -1.9056885 1.648687
#> lag1_var3 1.1037566 2.1325536 -2.4308824 3.703592
#> lag1_var4 -0.1527348 1.9678483 -2.4623388 3.135578
#> const -0.9534701 12.1913608 -16.0617741 15.013162
#> exo1 1.1678982 1.1107281 -0.1078471 2.843337
#> exo2 -3.2976311 1.1456993 -4.5337283 -1.819567
#> exo3 1.3135682 0.7121631 0.4806164 2.357876
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6450257 0.8893888 -0.5892492 1.940773
#> lag1_var2 -0.2436011 1.5498496 -2.6816254 1.352956
#> lag1_var3 -0.3426795 2.6618911 -4.5861436 2.255201
#> lag1_var4 1.1603284 2.4365967 -1.2133225 5.075847
#> const -3.9857957 12.0567973 -23.7864011 8.785296
#> exo1 0.2979738 0.7393612 -0.5624758 1.454079
#> exo2 -2.6429090 0.8816176 -3.8732505 -1.487362
#> exo3 1.0350436 0.3708504 0.6033710 1.581868
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002112037 5.156795e-05 0.0001508459 0.0002708676
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008091129 0.002280871 -0.01128204 -0.005150934
#> Sigma[2,2] 0.673385294 0.152526406 0.49952934 0.899969989
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006814398 0.001423222 0.004813779 0.008664786
#> Sigma[3,2] -0.504711526 0.107640333 -0.678735365 -0.384473985
#> Sigma[3,3] 0.446673210 0.083532653 0.363578817 0.575634398
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001707999 0.0007651654 0.0008156224 0.002786554
#> Sigma[4,2] -0.078916342 0.0391431043 -0.1272509995 -0.022540770
#> Sigma[4,3] 0.131287390 0.0243901737 0.1111737301 0.175696918
#> Sigma[4,4] 0.085470845 0.0253132349 0.0554381119 0.124975648
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98228522 0.009501749 0.971645081 0.99766211
#> lag1_var2 0.05443854 0.032174850 0.003185823 0.08662472
#> lag1_var3 0.08834206 0.050259635 0.008557559 0.13912095
#> lag1_var4 -0.08340422 0.048451673 -0.132365090 -0.00688197
#> const 0.25893425 0.169284626 0.013062386 0.48948253
#> exo1 -0.02563392 0.005208645 -0.032749437 -0.01827383
#> exo2 -0.03752334 0.014384429 -0.055064380 -0.02144194
#> exo3 0.03006181 0.016839207 0.006373806 0.05200999
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1780508 0.6129204 -0.5276574 1.11258216
#> lag1_var2 -0.9777382 2.8155678 -5.2975836 2.45425295
#> lag1_var3 -3.0190636 4.4035222 -9.7041485 2.43641866
#> lag1_var4 3.0956240 4.2767723 -2.2245780 9.56778357
#> const -10.2958671 11.4661065 -28.8895816 2.84799841
#> exo1 1.2593455 0.5330802 0.6669834 2.04577612
#> exo2 4.3696980 0.8926576 2.9550481 5.45367331
#> exo3 -1.1057051 0.8974623 -2.5176798 -0.01186533
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2216243 0.6153974 -1.2092279 0.4289114
#> lag1_var2 1.7357466 2.6740889 -1.3295697 5.6333127
#> lag1_var3 3.8642604 4.1793086 -0.9969133 9.9923854
#> lag1_var4 -2.9408663 4.0624071 -8.8458386 1.8270615
#> const 12.3407243 11.9216761 -1.7293796 29.2650970
#> exo1 -0.9181302 0.5545724 -1.7702578 -0.3032618
#> exo2 -4.0384375 0.7293959 -4.9949508 -2.9170860
#> exo3 0.5546962 0.7779736 -0.3998290 1.5576607
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1235812 0.2622648 -0.5354426 0.1061622
#> lag1_var2 0.8334487 1.1374482 -0.5446270 2.5243551
#> lag1_var3 1.5175277 1.7797275 -0.6551636 4.1435695
#> lag1_var4 -0.5235404 1.7351033 -3.0714961 1.5890273
#> const 4.9170084 5.4947014 -1.1481445 13.2376630
#> exo1 -0.1171167 0.3240660 -0.6322497 0.2661715
#> exo2 -1.4083988 0.3096407 -1.8174754 -1.0797264
#> exo3 -0.1280864 0.3044864 -0.5130364 0.2678714
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001049412 0.000317505 0.0006966678 0.001545382
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008537852 0.004980956 -0.01565786 -0.002369847
#> Sigma[2,2] 0.737231384 0.187734729 0.55675409 1.052208830
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003157709 0.004323184 -0.01028348 0.001187481
#> Sigma[3,2] -0.355897003 0.066878569 -0.46287014 -0.285991292
#> Sigma[3,3] 0.240450492 0.031513949 0.20001520 0.281353491
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008752257 0.00274901 -0.01307928 -0.005859306
#> Sigma[4,2] 0.102097828 0.05760579 0.03404611 0.193775363
#> Sigma[4,3] 0.022558131 0.04387347 -0.02675099 0.093262825
#> Sigma[4,4] 0.089496424 0.02624708 0.06286125 0.131025320
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002010380 0.01598242 0.978576763 1.021198262
#> lag1_var2 0.134428845 0.07254703 0.044876820 0.222955651
#> lag1_var3 0.201282568 0.11808830 0.053658050 0.343382663
#> lag1_var4 -0.211315419 0.11552941 -0.354312729 -0.070054498
#> const 0.486041852 0.46917125 0.052400084 1.209411454
#> exo1 0.017721165 0.02273360 -0.005953162 0.050129436
#> exo2 -0.044222291 0.03785534 -0.097093903 0.008802929
#> exo3 -0.005708925 0.02680970 -0.043386194 0.031961386
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57094123 0.2907591 0.1962086 0.9549292
#> lag1_var2 -3.96617197 0.8462491 -4.8773589 -2.7644579
#> lag1_var3 -7.71702566 1.3324316 -9.1362023 -5.7962874
#> lag1_var4 7.85705718 1.3114425 5.9463059 9.2581034
#> const -19.71944994 12.1272716 -39.6953624 -7.8595191
#> exo1 0.01599036 0.5112088 -0.7369992 0.7128479
#> exo2 0.37383971 0.6285981 -0.3297255 1.3989456
#> exo3 0.85442792 1.1471702 -0.8982102 2.2929712
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3843304 0.2293196 -0.6504397 -0.02439265
#> lag1_var2 2.4039585 1.1122581 0.6956129 3.84356935
#> lag1_var3 4.8187253 1.7798110 2.0804885 7.12341375
#> lag1_var4 -3.8654825 1.7748821 -6.1585304 -1.14013706
#> const 11.2332184 6.4624924 3.7548873 20.64923990
#> exo1 -0.1560305 0.2838298 -0.4737322 0.29344536
#> exo2 -0.9847492 0.2871435 -1.4357504 -0.68936902
#> exo3 -0.2785696 0.7587587 -1.1953201 0.83548857
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03750137 0.2010697 -0.3625189 0.2045111
#> lag1_var2 -0.36223144 0.8319421 -1.4177615 0.7907046
#> lag1_var3 -0.45107996 1.3491890 -2.1651561 1.4347155
#> lag1_var4 1.51414337 1.3302374 -0.3529149 3.2037150
#> const -2.22126837 5.2109148 -9.6183367 4.4755471
#> exo1 -0.15076917 0.2882488 -0.4931469 0.1936679
#> exo2 -0.81883883 0.3424361 -1.3165751 -0.4328247
#> exo3 0.23803619 0.2598225 -0.1025849 0.5971508
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006219416 0.0001499963 0.0004362656 0.0008426635
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005676713 0.00185506 -0.00849175 -0.003559063
#> Sigma[2,2] 0.096750664 0.02555308 0.07251779 0.139313299
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005650593 0.001412271 0.003578795 0.007527502
#> Sigma[3,2] -0.091112221 0.020999205 -0.127130447 -0.067371088
#> Sigma[3,3] 0.112569126 0.021269294 0.091107898 0.145094692
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002516085 0.0008359691 0.001374689 0.003575803
#> Sigma[4,2] -0.036816906 0.0102727183 -0.050441288 -0.023204460
#> Sigma[4,3] 0.067400271 0.0156957662 0.047632794 0.091508564
#> Sigma[4,4] 0.054261515 0.0145771477 0.035963881 0.076350432
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.015014399 0.02337069 0.985231750 1.044308543
#> lag1_var2 0.029639101 0.02160287 0.002384785 0.063509421
#> lag1_var3 0.034354892 0.03506497 -0.013006845 0.089179794
#> lag1_var4 -0.040537709 0.03273085 -0.086402497 0.007563375
#> const -0.031673430 0.29918625 -0.512007403 0.362908958
#> exo1 -0.008713614 0.03155946 -0.053380539 0.027353948
#> exo2 -0.067242853 0.03018407 -0.106160042 -0.032298966
#> exo3 -0.039307863 0.02406528 -0.068881433 -0.012145533
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5039598 0.3991217 -0.8577586 0.1351948
#> lag1_var2 1.3996507 0.2698497 1.0797837 1.8175813
#> lag1_var3 1.0847583 0.4381801 0.6499651 1.7794987
#> lag1_var4 -0.8997577 0.3965396 -1.5102293 -0.5292155
#> const 4.1396770 3.3373975 -0.7567211 9.1413909
#> exo1 -0.1264812 0.3326785 -0.4966101 0.3598344
#> exo2 1.5529038 0.3933178 0.9763167 2.1153833
#> exo3 0.1016589 0.3048753 -0.2570939 0.5233079
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92577890 0.3403654 0.5048398 1.4080334
#> lag1_var2 -0.42288628 0.1918050 -0.6942311 -0.1772871
#> lag1_var3 -0.08685246 0.3366009 -0.5382485 0.3894835
#> lag1_var4 0.72916746 0.2988252 0.3097517 1.1589348
#> const -1.11592391 3.0375412 -4.7554248 3.7224501
#> exo1 0.09747221 0.3149453 -0.3500806 0.4299713
#> exo2 -2.84661082 0.3767608 -3.4064761 -2.3811028
#> exo3 0.10020741 0.3386147 -0.3356840 0.5463769
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74881439 0.2602124 0.4638764 1.1544553
#> lag1_var2 -0.08728440 0.1871141 -0.3602301 0.1248152
#> lag1_var3 -0.29934551 0.3378011 -0.8220747 0.1297721
#> lag1_var4 1.03923321 0.3012620 0.7053271 1.5497628
#> const -0.45538602 1.7318623 -2.5954719 1.8786926
#> exo1 0.01653795 0.1612631 -0.1941691 0.2140674
#> exo2 -2.31451155 0.1987480 -2.6561430 -2.1219927
#> exo3 0.21043819 0.2963683 -0.2089618 0.6437010
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006877703 0.001677052 0.004606396 0.008634214
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03944299 0.01963922 -0.0678152 -0.01575948
#> Sigma[2,2] 2.21594903 0.83086238 1.2614466 3.52509732
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06976784 0.01781133 0.05243284 0.09913093
#> Sigma[3,2] -1.50216170 0.58443209 -2.42692067 -0.87012680
#> Sigma[3,3] 1.49488151 0.39710711 1.04856747 2.09360691
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04828862 0.01604636 0.02781156 0.06946823
#> Sigma[4,2] -0.09808883 0.12759427 -0.27622560 0.08512832
#> Sigma[4,3] 0.58197187 0.18319749 0.36795820 0.85746087
#> Sigma[4,4] 0.56218177 0.18638976 0.36147563 0.86707458
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91526712 0.03649790 0.866313257 0.967535445
#> lag1_var2 0.17633321 0.09876415 0.015725532 0.266645394
#> lag1_var3 0.26026147 0.15336205 0.009908792 0.401030969
#> lag1_var4 -0.23446495 0.14218803 -0.364444456 -0.003274663
#> const 0.49093809 0.55978208 -0.298979548 1.209313410
#> exo1 0.05165980 0.05585910 -0.027570335 0.119783849
#> exo2 -0.29374779 0.04195097 -0.357587869 -0.250831696
#> exo3 0.03207362 0.08029219 -0.070748334 0.143791732
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9889940 0.9356427 -2.3156678 0.167307
#> lag1_var2 2.5387142 2.5764559 -1.3332301 5.460196
#> lag1_var3 2.6675849 4.1637682 -3.5887666 7.444588
#> lag1_var4 -2.2873161 3.7882271 -6.6028493 3.473375
#> const 3.3347788 10.4826808 -10.9336121 17.468611
#> exo1 -0.3790470 1.7519480 -2.2752441 2.154897
#> exo2 2.7417098 1.9378055 0.2507719 5.596836
#> exo3 -0.4370499 1.8162770 -3.0676648 1.875091
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02066184 0.4895637 -0.5535396 0.7720032
#> lag1_var2 0.75086795 1.0254062 -0.6118717 2.2646968
#> lag1_var3 1.89751243 1.6980676 -0.3918605 4.3637169
#> lag1_var4 -0.98110399 1.5401090 -3.2706704 1.0008990
#> const 4.01310684 7.5389737 -7.6920416 12.7980356
#> exo1 0.25901768 1.2450893 -1.6143110 1.6341581
#> exo2 -5.64011704 1.2573167 -7.3037535 -4.1293078
#> exo3 -0.12984779 1.4745156 -2.0793713 1.7899072
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71459914 0.3594195 -1.1150012 -0.1290069
#> lag1_var2 2.16932752 1.0144009 0.8546268 3.5943646
#> lag1_var3 3.27591868 1.6014880 1.2126449 5.5336380
#> lag1_var4 -2.07810168 1.4903896 -4.1799718 -0.1790813
#> const 5.26913238 5.5364863 -1.0129615 13.6821273
#> exo1 0.01159379 0.5357778 -0.6933784 0.7437765
#> exo2 -4.37491227 0.3616128 -4.9214669 -3.8919171
#> exo3 -0.50171831 0.9860764 -1.6952129 0.9112606
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001565907 0.0003688204 0.001155227 0.002135316
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00751585 0.002129413 -0.009465497 -0.004193772
#> Sigma[2,2] 0.14462169 0.028897685 0.104783946 0.176890002
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01200752 0.01700373 -0.00739835 0.03995336
#> Sigma[3,2] -0.21608683 0.14030421 -0.39856216 -0.02794218
#> Sigma[3,3] 3.32960976 0.96514205 2.10661706 4.63679501
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008353871 0.01863614 -0.01269903 0.03922963
#> Sigma[4,2] -0.145995007 0.15598799 -0.34623425 0.07153267
#> Sigma[4,3] 3.649753453 1.03311392 2.30796275 5.04222663
#> Sigma[4,4] 4.064458462 1.11411471 2.59617203 5.54566507
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.919731338 0.05267672 0.85749049 1.00221353
#> lag1_var2 0.104795046 0.07414438 -0.01511299 0.17976540
#> lag1_var3 0.183778319 0.13700883 -0.03032597 0.32900123
#> lag1_var4 -0.160556590 0.11977159 -0.28871099 0.02584325
#> const 0.446187896 0.64739755 -0.32369439 1.45058961
#> exo1 0.015402964 0.03777266 -0.05230950 0.04904739
#> exo2 0.013126888 0.02643699 -0.02359273 0.04838921
#> exo3 0.008240815 0.03137333 -0.03130311 0.04732178
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14342667 0.3220659 -0.4931047 0.3231490
#> lag1_var2 1.03116007 0.4977710 0.2266372 1.5198099
#> lag1_var3 0.53667997 0.9248860 -0.9975064 1.4104216
#> lag1_var4 -0.46227053 0.8170294 -1.2196931 0.9035303
#> const 2.03200054 2.3298862 -0.8900977 5.8090571
#> exo1 -0.28559910 0.4108098 -0.6068088 0.4349451
#> exo2 2.62224374 0.3970667 2.0337697 3.1197967
#> exo3 -0.00249019 0.2210639 -0.2692584 0.2871056
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3239344 1.683003 -2.032104 2.716661
#> lag1_var2 0.1266580 1.936391 -2.419378 2.756610
#> lag1_var3 1.0921988 4.062813 -4.177346 6.311048
#> lag1_var4 -0.1764646 3.546353 -4.753610 4.411718
#> const -3.3150229 20.641694 -35.548639 23.375716
#> exo1 0.7048789 1.867583 -1.445092 3.581132
#> exo2 -1.4191042 1.431903 -3.353027 0.600747
#> exo3 0.7451400 1.871590 -1.312268 3.690357
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25819933 2.017886 -2.619287 3.027923
#> lag1_var2 0.35856774 2.369279 -2.953423 3.663988
#> lag1_var3 0.77551178 4.873022 -5.895852 7.294749
#> lag1_var4 0.21515174 4.255169 -5.496335 6.031431
#> const -4.37436588 23.714660 -40.643121 25.711932
#> exo1 0.60380487 2.144660 -1.840430 3.819716
#> exo2 -0.04451839 1.554310 -1.954564 2.109274
#> exo3 0.82068008 2.067763 -1.521452 4.003697
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001374031 2.144067e-05 0.0001043844 0.000164192
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004750705 0.0005370998 -0.001146789 0.0003768921
#> Sigma[2,2] 0.0999533578 0.0326984838 0.070033905 0.1500132580
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003587713 0.00094050 -0.001092132 0.001664987
#> Sigma[3,2] -0.0810578854 0.02818074 -0.125122754 -0.045034887
#> Sigma[3,3] 0.3010950465 0.04132042 0.249553857 0.366384345
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 2.896026e-05 0.0008878532 -0.001299831 0.001273833
#> Sigma[4,2] -6.434314e-03 0.0220245268 -0.028032003 0.029763403
#> Sigma[4,3] 2.456508e-01 0.0474270807 0.187562226 0.315019571
#> Sigma[4,4] 2.461111e-01 0.0479894621 0.193575897 0.311232959
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989767709 0.004331353 0.984685368 0.99585243
#> lag1_var2 0.041473537 0.027220437 0.009437042 0.07575466
#> lag1_var3 0.057808660 0.041831971 0.011846506 0.11469025
#> lag1_var4 -0.055929517 0.041621866 -0.113034731 -0.01056939
#> const 0.191277511 0.150825363 0.029191043 0.45572793
#> exo1 -0.005314854 0.014279750 -0.024426935 0.01363266
#> exo2 -0.036528742 0.007301606 -0.047909684 -0.02795943
#> exo3 -0.026391694 0.007857109 -0.036990716 -0.01519457
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.214133401 0.09110114 -0.35054096 -0.09969845
#> lag1_var2 1.366198914 0.45433411 0.84761288 2.06925174
#> lag1_var3 1.107896556 0.66316231 0.25595063 1.99620299
#> lag1_var4 -1.095571831 0.66837606 -2.01202552 -0.23904928
#> const 5.428655549 3.42221917 1.07567981 10.59478926
#> exo1 0.006626899 0.34345618 -0.39128868 0.57425168
#> exo2 0.528477084 0.31746782 0.13991243 1.01440777
#> exo3 0.547238619 0.31799949 0.05521178 0.94523873
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1805926 0.09909339 0.04324526 0.3174468
#> lag1_var2 0.6785547 1.24772528 -0.84246008 2.3652663
#> lag1_var3 2.0689598 1.72713384 -0.24269745 4.2939999
#> lag1_var4 -1.1486296 1.71721842 -3.36933539 1.1267293
#> const 1.5216129 3.53585186 -3.05026693 6.8248562
#> exo1 0.6989218 0.56179589 -0.20418549 1.2473337
#> exo2 -2.5233171 0.45053265 -3.14754225 -1.8622303
#> exo3 -0.5014728 0.50467655 -0.96898544 0.3196446
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02612099 0.1049920 -0.12982373 0.1691840
#> lag1_var2 1.39180018 1.2525655 -0.25828202 3.0272762
#> lag1_var3 2.49007821 1.7180091 0.07126923 4.6750263
#> lag1_var4 -1.55018409 1.7108134 -3.74405758 0.8415271
#> const 4.66597179 2.8456071 2.04465429 9.7041297
#> exo1 0.72344946 0.3590295 0.20261398 1.1081617
#> exo2 -2.17359220 0.3577240 -2.58569827 -1.6180336
#> exo3 -0.10469757 0.4107467 -0.63664762 0.5151180
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008680558 0.0001226085 0.0007549059 0.001055547
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003822147 0.001344666 -0.006060054 -0.00234474
#> Sigma[2,2] 0.116571729 0.032461740 0.087725482 0.16880652
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003656121 0.001044306 -0.001296561 0.001451285
#> Sigma[3,2] -0.0560367250 0.021815643 -0.089594058 -0.035916344
#> Sigma[3,3] 0.0450190125 0.012624414 0.030732456 0.064287807
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003230769 0.0005948646 -0.0042182378 -0.002635945
#> Sigma[4,2] 0.026320202 0.0052027296 0.0198282210 0.033927315
#> Sigma[4,3] 0.006535050 0.0038554308 0.0009780806 0.011851758
#> Sigma[4,4] 0.026346450 0.0051247657 0.0211144096 0.035232019
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98779877 0.02392153 0.95841840 1.02076628
#> lag1_var2 0.01453702 0.07151635 -0.08098179 0.11384370
#> lag1_var3 0.02083047 0.10258756 -0.12288941 0.16302001
#> lag1_var4 -0.01573428 0.10768012 -0.16939925 0.12785289
#> const -0.08088150 0.41015247 -0.51146348 0.53675330
#> exo1 0.01700212 0.03088251 -0.02915027 0.04975700
#> exo2 -0.07912904 0.02776066 -0.11790010 -0.04120953
#> exo3 -0.03514840 0.04385673 -0.10311771 0.01700768
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2511672 0.1857475 -0.50009108 -0.003984396
#> lag1_var2 0.3749332 0.7558351 -0.79417967 1.315874607
#> lag1_var3 -0.7517191 1.1288112 -2.53034541 0.640615006
#> lag1_var4 0.8307508 1.1339078 -0.58174342 2.586824374
#> const 0.2297571 3.9365477 -4.09621903 5.805781454
#> exo1 -0.8983879 0.2300927 -1.24774811 -0.666676267
#> exo2 -1.1356650 0.2917438 -1.51567859 -0.732090203
#> exo3 0.5730628 0.3962775 0.04489747 1.099867517
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2989389 0.08267454 0.17677377 0.39728768
#> lag1_var2 0.8707064 0.35230887 0.40184056 1.30739946
#> lag1_var3 2.1569956 0.50843874 1.48088736 2.80609163
#> lag1_var4 -1.3102055 0.51809928 -1.95889817 -0.59678288
#> const 4.1791707 2.90430365 -0.05905797 8.34506782
#> exo1 0.4725619 0.21720322 0.21050682 0.79862145
#> exo2 0.1877907 0.22881502 -0.07769264 0.52638872
#> exo3 -0.2367915 0.24271878 -0.59021202 0.05315734
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1247996 0.1346749 -0.005097884 0.35765126
#> lag1_var2 0.8148865 0.5012551 0.194712040 1.51328808
#> lag1_var3 1.1803196 0.7216643 0.308127169 2.21797102
#> lag1_var4 -0.2636051 0.7402184 -1.314033791 0.64496568
#> const 3.2921270 2.3562661 -0.392117021 6.00282064
#> exo1 -0.1608665 0.1882021 -0.427677184 0.08458245
#> exo2 -0.6250441 0.1939874 -0.936860247 -0.44328190
#> exo3 0.1666613 0.1708261 -0.069352349 0.39139304
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001127135 0.0002654637 0.0007373912 0.0014027
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005349379 0.002778205 -0.009641685 -0.00204028
#> Sigma[2,2] 0.233672864 0.063435446 0.165383252 0.32717386
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001240884 0.00153267 -0.003342263 0.0006269066
#> Sigma[3,2] -0.119195949 0.03461997 -0.172543073 -0.0800310687
#> Sigma[3,3] 0.090892955 0.02154053 0.065848827 0.1217151902
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004399823 0.001369252 -0.006048491 -0.002711635
#> Sigma[4,2] 0.008175426 0.010914795 -0.006726540 0.022917292
#> Sigma[4,3] 0.027831976 0.009372728 0.018316133 0.043099036
#> Sigma[4,4] 0.034385880 0.008079783 0.025520126 0.046011014
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010232362 0.03036562 0.96903804 1.0463249758
#> lag1_var2 -0.066852761 0.09673682 -0.20232412 0.0414799753
#> lag1_var3 -0.124132322 0.17385248 -0.37126636 0.0640372159
#> lag1_var4 0.126902646 0.16891945 -0.05080823 0.3706595336
#> const -0.340136704 0.41227588 -0.87446197 0.1782566366
#> exo1 0.009947561 0.03806424 -0.04520787 0.0461239640
#> exo2 -0.058419156 0.03922338 -0.11088991 -0.0009582041
#> exo3 -0.079916495 0.04807531 -0.14231353 -0.0098540604
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59369465 0.3474751 0.247175776 1.20727740
#> lag1_var2 0.65276391 0.6401997 -0.006470471 1.62536873
#> lag1_var3 -0.39021443 1.2078768 -1.620738583 1.48579925
#> lag1_var4 0.22104850 1.2149410 -1.676457079 1.45612495
#> const -1.73267195 5.6539610 -11.325009759 3.54850831
#> exo1 -0.51531020 0.4991841 -1.340249313 0.04002699
#> exo2 0.45736980 0.6011058 -0.465123718 1.25101286
#> exo3 0.09347775 0.4008192 -0.302737124 0.74362953
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51839387 0.2181315 -0.8363251 -0.2366820
#> lag1_var2 1.05344776 0.3230443 0.6222488 1.4719036
#> lag1_var3 2.77343180 0.6076660 1.9628351 3.5896596
#> lag1_var4 -1.72311072 0.6166381 -2.5897504 -0.9348734
#> const 7.08221116 3.6648177 2.3096160 11.7211297
#> exo1 0.29716006 0.2104911 0.1385594 0.6811892
#> exo2 -0.71792803 0.3639894 -1.2126630 -0.2106892
#> exo3 -0.08967148 0.2708312 -0.4295357 0.3216315
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20338217 0.1272824 -0.3905399 -0.05853216
#> lag1_var2 1.16801798 0.2440898 0.8441946 1.50471317
#> lag1_var3 2.11660906 0.4522812 1.5308453 2.73855853
#> lag1_var4 -1.13764086 0.4669159 -1.7776771 -0.55631621
#> const 5.16612877 2.6562727 2.3333153 8.98386613
#> exo1 0.01576609 0.1703942 -0.2086646 0.27340134
#> exo2 -0.53488265 0.2010416 -0.8421783 -0.34087144
#> exo3 -0.05820568 0.2304776 -0.3315806 0.26728413
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003279141 0.0008901972 0.002403871 0.004605171
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03531918 0.01005657 -0.05089481 -0.02495013
#> Sigma[2,2] 0.50068662 0.12891773 0.35983624 0.68987213
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03854612 0.009298403 0.02700291 0.05193941
#> Sigma[3,2] -0.52284196 0.134005360 -0.71269533 -0.33317251
#> Sigma[3,3] 0.68442027 0.150280221 0.45832298 0.87353710
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03130778 0.007267956 0.02144672 0.04168445
#> Sigma[4,2] -0.41420911 0.110442302 -0.56197258 -0.24903759
#> Sigma[4,3] 0.59571365 0.129865557 0.40828121 0.77289939
#> Sigma[4,4] 0.53579474 0.114722561 0.38381653 0.69907749
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94989468 0.01446048 0.931263440 0.96927507
#> lag1_var2 0.03704108 0.02617204 0.002119589 0.06984464
#> lag1_var3 0.06030194 0.05549432 0.005581629 0.13498785
#> lag1_var4 -0.03697280 0.04633592 -0.101393895 0.01073873
#> const 0.13593243 0.47955606 -0.515142703 0.62418505
#> exo1 0.02602353 0.05518545 -0.026502237 0.11093382
#> exo2 -0.10698642 0.04084733 -0.157820346 -0.04878823
#> exo3 -0.02603101 0.04740129 -0.076775363 0.05055101
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5808264 0.2750013 0.209936989 0.947579847
#> lag1_var2 0.4513141 0.3241957 0.007565404 0.854243842
#> lag1_var3 -0.7289400 0.5947876 -1.568418639 -0.008421919
#> lag1_var4 0.4920293 0.4758502 -0.084312768 1.150907153
#> const -1.1054736 7.0996722 -9.547481673 7.131909932
#> exo1 -0.2314895 0.7676412 -1.459855377 0.670693543
#> exo2 1.0850388 0.7132091 0.007370876 2.037400161
#> exo3 0.7563204 0.6292656 -0.095551526 1.624051570
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0583917 0.2298948 -1.3741384 -0.7646739
#> lag1_var2 1.1388333 0.3333903 0.7414630 1.6291714
#> lag1_var3 3.3267905 0.6011485 2.5868184 4.1110556
#> lag1_var4 -1.8755749 0.4821848 -2.4791503 -1.2122236
#> const 4.4879275 8.5553562 -5.6841381 16.4251415
#> exo1 0.4139408 0.8278618 -0.5466606 1.6707224
#> exo2 -0.7976395 0.7375209 -1.8020850 0.2231933
#> exo3 -0.8608249 0.8304194 -2.1116962 0.0268782
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9704585 0.1748404 -1.2143747 -0.74364196
#> lag1_var2 1.1910953 0.2792356 0.8816833 1.58273975
#> lag1_var3 2.6213169 0.5330325 1.9220117 3.20736304
#> lag1_var4 -1.1556690 0.4398968 -1.6444264 -0.49757509
#> const 2.6126265 7.4595195 -6.7574666 13.49540482
#> exo1 0.4027789 0.6904232 -0.3695320 1.41648721
#> exo2 -0.5377192 0.6332726 -1.3902799 0.33109287
#> exo3 -0.7505851 0.7468879 -1.9094040 -0.03620735
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003261978 9.973518e-05 0.0002275827 0.0004763673
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002366933 0.002127037 -0.005540727 0.0002085326
#> Sigma[2,2] 0.507367015 0.107448492 0.390862342 0.6818024336
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002350535 0.003122186 -0.0007377438 0.007039324
#> Sigma[3,2] -0.607346832 0.160500404 -0.8650220817 -0.426572865
#> Sigma[3,3] 0.928389985 0.261836386 0.6269964756 1.331283013
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001133846 0.002820463 -0.00164515 0.005555387
#> Sigma[4,2] -0.408985070 0.132567245 -0.61200028 -0.255694673
#> Sigma[4,3] 0.748335809 0.222081838 0.48536193 1.076818069
#> Sigma[4,4] 0.662862172 0.191588912 0.43667636 0.935793097
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979961079 0.02078172 0.952160895 1.008626978
#> lag1_var2 0.028216826 0.02418456 -0.004096433 0.055006003
#> lag1_var3 0.055600813 0.04017188 0.003618567 0.103304251
#> lag1_var4 -0.046805141 0.03280842 -0.086033367 -0.005009682
#> const 0.129163004 0.23404484 -0.142045034 0.505782777
#> exo1 0.008066838 0.02687753 -0.024253467 0.048329954
#> exo2 -0.059407763 0.02696286 -0.092070202 -0.019089393
#> exo3 0.012761173 0.02311279 -0.019583056 0.042484229
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2577101 0.6924504 0.3518819 2.2509992
#> lag1_var2 -0.1583548 0.9122909 -1.5952260 0.9437908
#> lag1_var3 -1.8023546 1.5891853 -4.2773543 0.2599982
#> lag1_var4 1.4377520 1.3600304 -0.3426392 3.5464638
#> const -9.3502362 7.9996914 -20.2047648 1.6491799
#> exo1 -0.3786509 0.5646014 -1.2077549 0.3695219
#> exo2 -1.1982094 0.8119986 -2.5095527 -0.3824295
#> exo3 3.9576285 0.7329799 3.0409776 4.9824650
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8305239 1.2097434 -3.5824345 -0.3644848
#> lag1_var2 1.8958002 1.4585831 0.2433690 4.0246383
#> lag1_var3 3.8908607 2.5199968 0.8564814 7.5501956
#> lag1_var4 -2.4197294 2.1059548 -5.4934199 0.1400600
#> const 16.1287328 11.5134163 2.7021749 33.0910108
#> exo1 0.5405544 0.9417113 -1.0080111 1.3916071
#> exo2 -2.4323807 1.3342398 -4.2021464 -0.7281213
#> exo3 -2.4119646 0.8038589 -3.4673242 -1.2289171
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4647034 1.0701666 -2.9871204 -0.2258288
#> lag1_var2 1.7444357 1.2820540 0.1225709 3.4364388
#> lag1_var3 2.6509542 2.2193355 -0.2090781 5.6054467
#> lag1_var4 -1.2609010 1.8387260 -3.7161200 1.1182544
#> const 11.5971144 9.2366192 1.3458740 25.9729262
#> exo1 0.4445154 0.8767219 -1.0426714 1.1314605
#> exo2 -4.1394640 1.2235644 -5.9374476 -2.8721924
#> exo3 -0.2934036 0.6393023 -1.1391257 0.6354737
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00105231 0.0002453987 0.0008643222 0.001456968
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.006078546 0.004910032 -0.001006767 0.01261679
#> Sigma[2,2] 1.802399526 0.290962066 1.442006812 2.19188945
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003582402 0.003837741 -0.009271583 0.001588661
#> Sigma[3,2] -1.019707020 0.179256122 -1.289172522 -0.817621439
#> Sigma[3,3] 0.618695977 0.127937593 0.498500962 0.830070130
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000440539 0.001355246 -0.002041576 0.001424308
#> Sigma[4,2] 0.0502643466 0.076499428 -0.030585464 0.173958382
#> Sigma[4,3] 0.0158590743 0.043064633 -0.046237900 0.071802561
#> Sigma[4,4] 0.0483923991 0.010802696 0.037585721 0.064378506
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9752951265 0.02739132 0.93414217 1.0095820336
#> lag1_var2 0.0016946881 0.07512739 -0.09567574 0.0803057054
#> lag1_var3 0.0120228390 0.12959577 -0.15401267 0.1469558386
#> lag1_var4 0.0003762364 0.12537574 -0.13045071 0.1644793407
#> const -0.0491196677 0.30090148 -0.40855166 0.2961696586
#> exo1 0.0199496450 0.03554383 -0.01831524 0.0778300207
#> exo2 -0.0942388830 0.03733137 -0.14971404 -0.0449770597
#> exo3 -0.0271532540 0.02112201 -0.05908944 -0.0001274999
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.2517736 1.079116 -3.8253603 -0.8698820
#> lag1_var2 2.9414134 2.983759 -0.4458665 7.5181590
#> lag1_var3 3.8021371 5.177693 -2.0116318 11.7409268
#> lag1_var4 -2.9557824 5.087500 -10.6886927 2.9198105
#> const 5.6280841 16.154593 -13.7661585 26.0166897
#> exo1 -2.3409395 1.375072 -4.3070507 -0.3651453
#> exo2 0.5530261 2.023477 -2.1651637 3.1965282
#> exo3 -2.2793493 1.132848 -3.5712645 -0.6131553
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.34417666 0.5390659 0.62634790 2.087086
#> lag1_var2 -0.09159093 1.7574985 -2.54233355 2.020362
#> lag1_var3 0.53507027 3.0231342 -3.71040979 4.121622
#> lag1_var4 -0.16533243 3.0004461 -3.82888612 3.955286
#> const 4.03597506 8.1708801 -7.59999726 14.170685
#> exo1 1.43046280 0.7821309 0.31872237 2.603505
#> exo2 0.88670229 1.1158494 -0.68003036 2.314683
#> exo3 1.04829612 0.6635147 -0.03005606 1.724780
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01319809 0.1595269 -0.1880797 0.23734335
#> lag1_var2 1.39234175 0.4222694 0.7560238 1.85701527
#> lag1_var3 2.35087760 0.7274858 1.2345437 3.14769735
#> lag1_var4 -1.46473855 0.7247596 -2.2472060 -0.36476542
#> const 6.40564223 2.9593266 2.9732496 10.47432462
#> exo1 0.04787095 0.1318052 -0.1608909 0.18220654
#> exo2 1.29129690 0.2199471 1.0575539 1.59139790
#> exo3 -0.31847477 0.2160444 -0.6230252 -0.03687858
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00495753 0.0009723286 0.003696255 0.006412416
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003750818 0.006380968 -0.002011846 0.01363323
#> Sigma[2,2] 0.183452935 0.040614662 0.133957129 0.24216282
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004180912 0.004463512 -0.007687379 0.00467780
#> Sigma[3,2] -0.1166621966 0.030807560 -0.161275557 -0.07922772
#> Sigma[3,3] 0.0831772018 0.024312650 0.055450031 0.11717177
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002119685 0.001584175 0.000144936 0.004071835
#> Sigma[4,2] 0.004389706 0.011909933 -0.008544330 0.023831911
#> Sigma[4,3] 0.006621343 0.006699349 -0.002389547 0.015942326
#> Sigma[4,4] 0.009990000 0.003686700 0.006032168 0.016148778
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84607722 0.06150935 0.77203528 0.93031578
#> lag1_var2 0.20993895 0.18582811 -0.01531573 0.51928107
#> lag1_var3 0.28321134 0.26856046 -0.04977723 0.72624267
#> lag1_var4 -0.23696290 0.25885336 -0.66802800 0.08272199
#> const 0.46732634 0.75557378 -0.52182175 1.52264770
#> exo1 -0.17124949 0.07436449 -0.25355465 -0.05410595
#> exo2 -0.07875075 0.08729744 -0.19156044 0.05030949
#> exo3 0.04898579 0.07672400 -0.07265465 0.14699954
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19759567 0.4773680 -0.4027239 0.8405864
#> lag1_var2 0.03489905 1.0735110 -1.3855154 1.4844799
#> lag1_var3 -1.34079036 1.5879492 -3.4520215 0.7916645
#> lag1_var4 1.32356093 1.5791090 -0.8066765 3.3384926
#> const -2.97338293 2.9520466 -6.8800089 0.9366520
#> exo1 0.30096614 0.3545212 -0.2304816 0.7303190
#> exo2 1.39565549 0.3902745 0.9030676 2.0374889
#> exo3 0.94427112 0.3587000 0.3463797 1.2906403
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1225984 0.3675835 -0.6726136 0.21267906
#> lag1_var2 1.3273783 0.7806410 0.3236866 2.53134360
#> lag1_var3 2.8843858 1.1507797 1.4283148 4.67570751
#> lag1_var4 -1.9508121 1.1226442 -3.6596402 -0.49496220
#> const 6.6966654 3.2917797 2.4489929 11.39295066
#> exo1 -0.1686421 0.2581987 -0.4910122 0.22628366
#> exo2 -1.4936962 0.2537604 -1.9212288 -1.21945382
#> exo3 -0.4995244 0.2781089 -0.7647451 -0.03034938
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.005731721 0.15313689 -0.18438708 0.2237751
#> lag1_var2 1.044422109 0.26552119 0.76480275 1.4834673
#> lag1_var3 1.533143547 0.39444914 1.08450835 2.1824900
#> lag1_var4 -0.593806565 0.36768186 -1.18827844 -0.1560368
#> const 3.640342626 1.75479644 1.44186114 6.1232627
#> exo1 0.030210700 0.08192545 -0.07348349 0.1311067
#> exo2 -0.638373721 0.05577031 -0.70455756 -0.5634644
#> exo3 0.116765493 0.09504842 -0.02670923 0.2039484
#>
#>
#>