Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions
Source:R/summary.R
summary.PosteriorBVARPANEL.RdProvides posterior mean, standard deviations, as well as 5 and 95
percentiles of the parameters for all C countries.
Usage
# S3 method for class 'PosteriorBVARPANEL'
summary(object, ...)Arguments
- object
an object of class
PosteriorBVARPANELobtained using theestimate()function applied to Vector Autoregressions containing draws from the posterior distribution of the parameters.- ...
additional arguments affecting the summary produced.
Value
A list reporting the posterior mean, standard deviations, as well as 5 and 95 percentiles of the country-specific and global parameters.
Author
Tomasz Woźniak wozniak.tom@pm.me
Examples
# upload data
data(ilo_dynamic_panel) # load the data
data(ilo_exogenous_variables) # load the exogenous variables
set.seed(123)
# specify the model
specification = specify_bvarPANEL$new(ilo_dynamic_panel, exogenous = ilo_exogenous_variables)
burn_in = estimate(specification, 10) # run the burn-in
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
posterior = estimate(burn_in, 10) # estimate the model
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
summary(posterior)
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001688593 0.0003674675 0.00132227 0.002327315
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00673043 0.001287062 -0.008749437 -0.00534874
#> Sigma[2,2] 0.17247438 0.035160853 0.132908474 0.22697566
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006965704 0.005049372 0.0002389668 0.01377787
#> Sigma[3,2] -0.152179595 0.074880780 -0.2618329894 -0.05249121
#> Sigma[3,3] 0.334384189 0.116142784 0.2190189951 0.51635265
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00467440 0.00531827 -0.002458009 0.01187705
#> Sigma[4,2] -0.08854519 0.07281210 -0.191154553 0.01221529
#> Sigma[4,3] 0.31208960 0.10406968 0.201434378 0.46926133
#> Sigma[4,4] 0.31942785 0.09506989 0.205967989 0.45695392
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97293013 0.01004169 0.96161732 0.98760148
#> lag1_var2 0.01559250 0.02800442 -0.02904416 0.04813976
#> lag1_var3 0.05577920 0.06099585 -0.03475279 0.13100197
#> lag1_var4 -0.04495037 0.05642085 -0.11515547 0.03718231
#> const 0.26896235 0.27434421 -0.08968643 0.60084871
#> exo1 -0.01531761 0.03830391 -0.07577715 0.02683118
#> exo2 -0.01590453 0.02642319 -0.04994820 0.01687067
#> exo3 -0.12931222 0.04342442 -0.18546282 -0.07233487
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27600527 0.09198397 0.177793716 0.43177110
#> lag1_var2 0.73051368 0.13112428 0.553343103 0.89954810
#> lag1_var3 -0.60303227 0.34719763 -1.089904319 -0.13860611
#> lag1_var4 0.45866473 0.32318976 0.007802342 0.90953886
#> const 0.48179808 3.50981876 -4.471722173 4.10255180
#> exo1 0.03340850 0.41498850 -0.495885737 0.55488331
#> exo2 -0.01195035 0.47219465 -0.642673301 0.59511719
#> exo3 -0.61245222 0.43875517 -1.295494096 -0.04697014
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1864094 0.2047420 -0.5159057 0.02023326
#> lag1_var2 0.1795346 0.3896993 -0.1955019 0.80069620
#> lag1_var3 2.0130961 0.9419564 0.8063138 3.53650845
#> lag1_var4 -0.8647595 0.8594487 -2.2204904 0.29014678
#> const -0.4070524 5.2698722 -7.8475846 7.16305330
#> exo1 -0.2128288 0.4373076 -0.8715544 0.26874337
#> exo2 -1.1339762 0.5577507 -2.0093708 -0.54955545
#> exo3 1.1745740 0.6064573 0.6056095 2.15413318
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.074799388 0.2120950 -0.42970887 0.1124453
#> lag1_var2 0.214813405 0.3997795 -0.17871239 0.8598754
#> lag1_var3 1.151692611 0.9652386 -0.08339213 2.7158117
#> lag1_var4 -0.002525174 0.8901062 -1.41027240 1.1857195
#> const -2.704199312 5.0280782 -9.80374335 3.9763928
#> exo1 -0.229620678 0.3336479 -0.75170330 0.1658371
#> exo2 -1.244370774 0.5909516 -2.08323939 -0.4628477
#> exo3 1.094187993 0.5902406 0.55894775 2.0772296
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005653589 0.001040642 0.004332818 0.006976688
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01219426 0.003203996 -0.01638869 -0.008072292
#> Sigma[2,2] 0.09450172 0.021056901 0.07298701 0.130760766
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008600255 0.001234306 0.006857184 0.01023285
#> Sigma[3,2] -0.043520437 0.008180134 -0.057347325 -0.03463114
#> Sigma[3,3] 0.047418678 0.012896788 0.033282378 0.06750926
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008324349 0.002216985 -0.003689245 0.001843114
#> Sigma[4,2] 0.0330076352 0.015225827 0.017861506 0.056638965
#> Sigma[4,3] 0.0168912810 0.014648900 0.006277354 0.040786944
#> Sigma[4,4] 0.0494839019 0.018972254 0.031350301 0.082157222
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00081860 0.03640303 0.950481843 1.051948549
#> lag1_var2 -0.10800949 0.11479088 -0.243782260 0.061908811
#> lag1_var3 -0.14048540 0.18655718 -0.369049904 0.122290753
#> lag1_var4 0.14422247 0.17849500 -0.107694338 0.364664900
#> const -0.27152503 0.78940105 -1.538058036 0.550744586
#> exo1 0.03069055 0.06008454 -0.062109553 0.086273197
#> exo2 -0.07356619 0.04832615 -0.141473081 -0.004994854
#> exo3 0.04547989 0.03923382 0.008683485 0.108085237
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07496977 0.1782822 -0.2079586 0.2476599
#> lag1_var2 0.40483909 0.6343764 -0.2598812 1.4093716
#> lag1_var3 -0.62423623 0.8773996 -1.6007145 0.6935764
#> lag1_var4 0.63204573 0.8518897 -0.6488497 1.5786822
#> const -0.60595652 3.1675854 -4.0494804 3.6861412
#> exo1 0.05958117 0.2515764 -0.2069902 0.4297713
#> exo2 0.34411029 0.4745497 -0.1804380 1.0760749
#> exo3 -0.54573093 0.2494878 -0.8872655 -0.2039699
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23093495 0.1169639 -0.35208427 -0.0408019
#> lag1_var2 0.49246343 0.3407311 -0.02967418 0.8093783
#> lag1_var3 1.55815603 0.4792712 0.85919198 2.0447573
#> lag1_var4 -0.53878047 0.4632124 -1.00960335 0.1314220
#> const 3.10265873 2.1162936 -0.57970015 5.0628588
#> exo1 0.06275785 0.1630850 -0.10786320 0.3454878
#> exo2 -0.03353305 0.2578805 -0.43702445 0.2863837
#> exo3 1.62596026 0.2960556 1.33045702 2.0862727
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2247865 0.09048249 -0.34316162 -0.1064813
#> lag1_var2 0.2950472 0.28403533 -0.04230053 0.7590469
#> lag1_var3 0.4244786 0.34766120 -0.01336797 0.9486301
#> lag1_var4 0.6423374 0.34053097 0.11552418 1.0633819
#> const 0.8015500 1.67976095 -1.35057337 2.8377508
#> exo1 0.1416299 0.20631777 -0.07173680 0.4930174
#> exo2 0.2471165 0.26756667 -0.09692088 0.6024251
#> exo3 1.4258843 0.36683681 0.89256830 1.8926858
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001459231 0.0003442626 0.00105299 0.001971171
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04801644 0.01764164 -0.06783813 -0.02140406
#> Sigma[2,2] 6.83765981 1.90248923 4.78278326 9.50538345
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02089466 0.01001226 0.008529483 0.03512789
#> Sigma[3,2] -4.32669911 1.25723258 -6.202001658 -3.06618479
#> Sigma[3,3] 4.14033572 0.96657243 3.224148641 5.74206788
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.011164180 0.007477893 -0.02247688 -0.004063184
#> Sigma[4,2] -0.007552745 0.561663438 -0.88374445 0.718859181
#> Sigma[4,3] 1.685215297 0.432061469 1.10658491 2.298414540
#> Sigma[4,4] 2.020966876 0.239431411 1.69584987 2.339817777
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01358979 0.02655311 0.975227305 1.05056854
#> lag1_var2 -0.01560247 0.02763244 -0.045851151 0.02977168
#> lag1_var3 -0.03545503 0.04619871 -0.087920364 0.03868804
#> lag1_var4 0.03012121 0.04157558 -0.036935775 0.07696640
#> const -0.04081770 0.37283184 -0.646448499 0.38907285
#> exo1 0.02184820 0.03621877 -0.023422698 0.06463993
#> exo2 -0.04368939 0.04599130 -0.092022190 0.03516746
#> exo3 0.07874186 0.04835148 0.009917024 0.14671091
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.8299853 1.250898 -6.828936 -3.5986463
#> lag1_var2 4.8559599 1.621207 2.894568 7.3210718
#> lag1_var3 7.5740529 2.608496 4.409971 11.5298958
#> lag1_var4 -6.2790657 2.333492 -9.891136 -3.4552131
#> const 44.1714533 19.829057 25.977749 79.7960883
#> exo1 -2.2385403 1.683873 -4.316051 0.2336548
#> exo2 0.3611548 3.251460 -4.723552 3.5885677
#> exo3 -0.8944461 2.507846 -3.587756 2.9474861
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1763597 0.7709689 2.2471259 4.2464748
#> lag1_var2 -2.5939722 1.4664260 -4.7195589 -0.6431573
#> lag1_var3 -4.0363580 2.3464003 -7.4616783 -0.9340985
#> lag1_var4 4.0614557 2.0790902 1.3193221 7.0453214
#> const -21.3937315 14.3675883 -45.0313208 -5.6294243
#> exo1 0.2897196 1.5043877 -1.7278608 1.7811240
#> exo2 -2.5035977 2.2818186 -5.0381278 1.0382995
#> exo3 1.0952824 1.0468463 -0.3954253 2.4396456
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08252848 0.5332600 -0.5863401 0.7941159
#> lag1_var2 0.05633213 0.8030686 -0.9290761 1.1954142
#> lag1_var3 0.11002986 1.3356212 -1.5644663 2.0072968
#> lag1_var4 0.77044185 1.1717103 -0.8831980 2.1927529
#> const 5.27276124 7.8293422 -5.1107607 14.2585005
#> exo1 -1.05889499 1.1268473 -2.8116599 -0.0105827
#> exo2 -2.61460297 1.9249404 -4.4332209 0.6043754
#> exo3 0.65255748 1.0853323 -1.0677585 1.8943148
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001064894 0.0003897528 0.0007280983 0.001683384
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001862742 0.001138014 -0.003289879 -0.0003435588
#> Sigma[2,2] 0.045776435 0.009824465 0.035160725 0.0624463627
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001506658 0.001791987 -0.0003576699 0.004371957
#> Sigma[3,2] -0.025728053 0.005861576 -0.0327579414 -0.017055783
#> Sigma[3,3] 0.130385886 0.021006426 0.1076867064 0.166923691
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.129713e-05 0.001450675 -0.001254826 0.002458305
#> Sigma[4,2] 1.071584e-02 0.012144184 -0.001212164 0.031000534
#> Sigma[4,3] 1.127352e-01 0.020876884 0.091702249 0.147520004
#> Sigma[4,4] 1.243290e-01 0.023184094 0.097719064 0.154813262
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95317767 0.01857698 0.933169152 0.979974044
#> lag1_var2 0.07238205 0.05184259 0.001989955 0.134951018
#> lag1_var3 0.08358430 0.06131280 0.006028693 0.158745430
#> lag1_var4 -0.07720289 0.05882025 -0.148899031 -0.002271815
#> const 0.76150534 0.33526413 0.267401815 1.124029357
#> exo1 -0.01510926 0.03224952 -0.056602475 0.034559732
#> exo2 -0.08196947 0.03809345 -0.133945499 -0.033751015
#> exo3 -0.01253217 0.02873202 -0.056238125 0.024407919
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24457669 0.07123659 0.1736812 0.35695723
#> lag1_var2 0.56414339 0.36190178 -0.0895178 0.89422571
#> lag1_var3 -0.22601032 0.40305641 -0.9626143 0.09197701
#> lag1_var4 0.17149128 0.39802971 -0.1466189 0.89938861
#> const -1.57042934 1.54788944 -3.9336399 0.16459621
#> exo1 -0.06516708 0.20012968 -0.3286224 0.20636386
#> exo2 1.96623944 0.23934574 1.6530459 2.25810706
#> exo3 -0.44155230 0.28976201 -0.8125474 -0.01553819
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08051186 0.3014378 -0.537013612 0.2594805
#> lag1_var2 -0.20190933 0.3744961 -0.705811325 0.3645466
#> lag1_var3 0.34402323 0.4900317 -0.254885257 1.1207446
#> lag1_var4 0.68717220 0.4534092 -0.004640352 1.2447250
#> const -0.72459113 3.1396203 -4.601951970 3.6996843
#> exo1 -0.10411100 0.3603761 -0.698968001 0.3203865
#> exo2 -2.31181257 0.4450315 -2.911673556 -1.7929759
#> exo3 -0.90842308 0.3399761 -1.373622069 -0.5056295
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10778712 0.3443327 -0.4046756 0.5011042
#> lag1_var2 -0.07474666 0.6189696 -0.9568472 0.7802216
#> lag1_var3 -0.22798670 0.7414150 -1.2187980 0.8719268
#> lag1_var4 1.23168340 0.6903719 0.2344780 2.1486981
#> const -3.03805884 3.2736302 -7.1360587 0.8566004
#> exo1 -0.15462074 0.4116150 -0.7167168 0.4085974
#> exo2 -0.71724779 0.4530826 -1.2350125 -0.1768218
#> exo3 -1.27838601 0.3456590 -1.6942203 -0.7209157
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002295458 0.0006364719 0.001563851 0.003225027
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06310938 0.01800535 -0.09074479 -0.04424846
#> Sigma[2,2] 3.31726703 0.66721602 2.49792588 4.29432623
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04511159 0.01433572 0.03003394 0.06715445
#> Sigma[3,2] -2.28724025 0.56929601 -3.23018433 -1.80714238
#> Sigma[3,3] 1.89489947 0.47942671 1.52033940 2.70593291
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007941208 0.005591654 0.00218587 0.01690298
#> Sigma[4,2] -0.304872185 0.239882023 -0.69298929 -0.10546047
#> Sigma[4,3] 0.563542029 0.189417649 0.31215233 0.83558949
#> Sigma[4,4] 0.421605000 0.103221688 0.25133633 0.54214867
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90715912 0.03426052 0.85401105 0.95192011
#> lag1_var2 0.17320347 0.06036382 0.08771138 0.25985130
#> lag1_var3 0.28555297 0.10276384 0.13926960 0.43189692
#> lag1_var4 -0.26475261 0.09266684 -0.39875122 -0.13551967
#> const 1.26227036 0.38957992 0.86290840 1.92233426
#> exo1 -0.01332263 0.02502661 -0.04863465 0.01919700
#> exo2 -0.10788410 0.04362588 -0.17586873 -0.05862622
#> exo3 0.02309236 0.02781187 -0.02355449 0.04951575
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.31943928 0.9662148 -2.7647469 -0.01880696
#> lag1_var2 0.49851111 1.9418794 -2.0470407 3.41523759
#> lag1_var3 -0.34212310 3.2073350 -4.5070588 4.44811227
#> lag1_var4 0.91691724 2.9322799 -3.4925083 4.69311176
#> const 3.72150997 11.4058677 -9.3524597 18.82410180
#> exo1 -0.05295128 1.1601219 -1.6195394 1.23681926
#> exo2 1.62615279 1.9053924 -0.9821372 4.46443917
#> exo3 0.89808928 1.4352816 -0.9884825 2.83026220
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4508626 0.7076134 -0.46782166 1.4114175
#> lag1_var2 1.4776308 1.3964746 -0.75447126 3.1067162
#> lag1_var3 3.1218044 2.3184197 -0.58549859 5.8658842
#> lag1_var4 -2.4639028 2.1112957 -4.94047332 0.8726871
#> const 6.7753694 9.2633983 -4.89979088 16.5010031
#> exo1 -0.5495384 0.9837705 -1.78569695 0.8185976
#> exo2 -4.7556680 1.2673317 -6.59492076 -3.0496721
#> exo3 1.7324018 1.0841756 0.08326497 3.1716907
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4170231 0.2600692 -0.7439722 -0.04550670
#> lag1_var2 1.5808826 0.4463543 1.0020114 2.22802386
#> lag1_var3 2.5792802 0.7459765 1.6153048 3.66192678
#> lag1_var4 -1.5302897 0.6851516 -2.5487008 -0.66617908
#> const 8.2615846 4.2672657 2.1318627 14.20845016
#> exo1 -0.6416795 0.4580755 -1.1304831 0.08468436
#> exo2 -4.2653820 0.6551181 -5.1851208 -3.40542964
#> exo3 2.5445491 0.5951730 1.6377371 3.17447107
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007327182 0.001425194 0.005700464 0.009364193
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00280236 0.008973001 -0.0115598 0.01325106
#> Sigma[2,2] 0.61235980 0.102883013 0.4596891 0.74215110
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01497149 0.007691505 -0.02265318 -0.002295033
#> Sigma[3,2] -0.34515040 0.059555220 -0.43733607 -0.271994517
#> Sigma[3,3] 0.27687147 0.060701759 0.20997524 0.368585831
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01406950 0.005469492 -0.022013262 -0.007416213
#> Sigma[4,2] 0.04535607 0.041812957 0.002063532 0.107485786
#> Sigma[4,3] 0.06584409 0.039937649 0.011042682 0.119449707
#> Sigma[4,4] 0.10509466 0.026695903 0.076253886 0.147766307
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92068922 0.05002953 0.84617717 0.97783489
#> lag1_var2 0.05886650 0.08990036 -0.08454890 0.14697270
#> lag1_var3 0.04452121 0.14514617 -0.18933098 0.19045047
#> lag1_var4 -0.03691145 0.14307749 -0.17922869 0.19171944
#> const 1.04910231 0.77900631 -0.12900759 1.92766025
#> exo1 0.04499769 0.09539479 -0.06486368 0.19124162
#> exo2 -0.12856983 0.08060549 -0.23222687 -0.01210877
#> exo3 -0.01296963 0.07243964 -0.12529628 0.08444186
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4428643 0.2930046 -0.9272937 -0.1312385
#> lag1_var2 2.0584253 0.7606961 1.0493573 3.0150972
#> lag1_var3 1.9498964 1.2078483 0.3679021 3.4725705
#> lag1_var4 -1.8519089 1.2272979 -3.4624879 -0.2911436
#> const 5.7108576 6.4549625 -5.4095376 11.5836987
#> exo1 0.2284780 0.6382002 -0.7161674 1.0113174
#> exo2 0.7398505 0.7951139 -0.4522782 1.7325895
#> exo3 -1.7214492 0.5872048 -2.4248942 -0.8982200
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3894961 0.2283761 0.1380652 0.7706084
#> lag1_var2 -0.5729997 0.7068252 -1.6497594 0.2772870
#> lag1_var3 -0.1054907 1.1183426 -1.8153667 1.2552227
#> lag1_var4 0.9664817 1.1133137 -0.3830261 2.6634468
#> const -1.5947315 3.7821063 -5.0335685 4.2947291
#> exo1 -0.2271344 0.5104257 -0.9006023 0.4650603
#> exo2 -1.0504536 0.4761682 -1.6858774 -0.3766254
#> exo3 1.5994845 0.4276546 1.1548617 2.2192390
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11580051 0.1561059 -0.08547052 0.31831764
#> lag1_var2 0.32427660 0.3862844 -0.27600221 0.71025781
#> lag1_var3 0.48867276 0.6329774 -0.48328084 1.14359677
#> lag1_var4 0.46040328 0.6409221 -0.21443257 1.42845468
#> const 0.19773414 3.0118783 -4.69617151 3.45911175
#> exo1 -0.09897321 0.2834126 -0.45635357 0.30940023
#> exo2 -0.66133590 0.3998390 -1.17755984 -0.08334651
#> exo3 0.59871940 0.3414051 0.07400164 0.95815356
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001548242 4.412884e-05 9.884915e-05 0.0002185562
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003298706 0.001652554 -0.005924596 -0.001562788
#> Sigma[2,2] 0.281878719 0.080718343 0.187502282 0.408720409
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00166698 0.001470118 -0.0002421653 0.003747856
#> Sigma[3,2] -0.24935825 0.069380688 -0.3489398918 -0.165646494
#> Sigma[3,3] 0.29468169 0.071999258 0.2019233725 0.394338996
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004367754 0.0007581185 -0.001554446 0.0002808293
#> Sigma[4,2] -0.0737506379 0.0314997322 -0.119190086 -0.0337773584
#> Sigma[4,3] 0.1431408143 0.0419450650 0.099242805 0.2139436857
#> Sigma[4,4] 0.1014073998 0.0298572394 0.076722520 0.1540701478
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993349798 0.017719262 0.967876628 1.01865035
#> lag1_var2 0.002847331 0.034739355 -0.048499161 0.04437779
#> lag1_var3 0.004549060 0.057005503 -0.079455012 0.07270667
#> lag1_var4 -0.005943876 0.055125465 -0.076368053 0.07276267
#> const 0.305960675 0.190376686 0.027532931 0.55872863
#> exo1 0.009738133 0.008016586 0.001274814 0.02280832
#> exo2 -0.048093003 0.017080908 -0.071883752 -0.02236382
#> exo3 0.022166268 0.014098860 -0.001313864 0.03731371
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9911910 0.6228140 -1.9113573 -0.3205629
#> lag1_var2 2.2382670 1.6246154 0.4908798 4.9276299
#> lag1_var3 2.1251391 2.7276183 -0.7989247 6.6720098
#> lag1_var4 -1.8334787 2.6477149 -6.1732957 1.0534381
#> const 9.2203775 8.5126583 0.6833225 23.3787578
#> exo1 -0.1406698 0.5828767 -0.8306949 0.7275517
#> exo2 1.3092485 0.7356233 0.2807872 2.2521820
#> exo3 -0.7713866 0.3215935 -1.2041432 -0.3198499
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9600912 0.5510795 0.2461237 1.8661375
#> lag1_var2 -0.7649394 1.5192982 -3.4583956 0.5147935
#> lag1_var3 -0.1747494 2.5604987 -4.7115351 1.9555829
#> lag1_var4 0.8318607 2.5059443 -1.2670885 5.1911727
#> const -4.1346508 8.6653244 -19.8538938 2.4438252
#> exo1 0.1110788 0.4874608 -0.6003997 0.7043625
#> exo2 -1.8460320 0.6379575 -2.6817247 -0.9535784
#> exo3 1.1575626 0.3830949 0.7192827 1.7644687
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35127675 0.2820882 -0.06318736 0.7235114
#> lag1_var2 0.35439069 0.5982489 -0.68883512 0.9458958
#> lag1_var3 0.71434125 1.0170470 -1.02894737 1.7540289
#> lag1_var4 0.14099938 1.0082483 -0.85010962 1.8512845
#> const 0.39968321 4.7002818 -6.42767147 6.2816917
#> exo1 0.01042317 0.2716366 -0.29255646 0.4028279
#> exo2 -1.03253047 0.2586732 -1.31465622 -0.7465366
#> exo3 0.69154491 0.2554614 0.45907425 1.0839164
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002171868 8.958965e-05 0.0001340986 0.0003616093
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002219527 0.001630441 -0.004851314 -0.0002624744
#> Sigma[2,2] 0.219932871 0.035527796 0.178476946 0.2667182724
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00165896 0.001862424 -0.0001982703 0.004664277
#> Sigma[3,2] -0.22061565 0.030085410 -0.2584170207 -0.187533569
#> Sigma[3,3] 0.41340119 0.094401423 0.3166108134 0.555420254
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003199828 0.001164725 -0.0007485165 0.00239031
#> Sigma[4,2] -0.0938828471 0.037509625 -0.1413521816 -0.03603439
#> Sigma[4,3] 0.2967701527 0.090893032 0.2081478957 0.42934968
#> Sigma[4,4] 0.2538018111 0.081775495 0.1724211557 0.37756799
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9697143615 0.010840141 0.95260249 0.98105391
#> lag1_var2 0.0831341851 0.023871024 0.05423900 0.11725553
#> lag1_var3 0.1162856990 0.038215272 0.07345826 0.17226430
#> lag1_var4 -0.1146488160 0.036498456 -0.16802989 -0.07454524
#> const 0.6542485931 0.176729885 0.46141833 0.94950992
#> exo1 -0.0003696529 0.014672720 -0.01834504 0.02167069
#> exo2 -0.0729394637 0.012169895 -0.08695349 -0.05509082
#> exo3 0.0266646977 0.008814909 0.01452361 0.03678729
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120241 0.4975001 -0.8964382 0.46429426
#> lag1_var2 0.2640910 0.7271648 -0.8302909 1.19610998
#> lag1_var3 -0.2161571 1.2907834 -1.9721441 1.56537033
#> lag1_var4 0.3751468 1.1469482 -1.1808761 1.96166638
#> const -0.7606598 5.1074454 -8.3860626 5.85144103
#> exo1 -0.7734134 0.5474931 -1.5977096 -0.02204979
#> exo2 0.1145396 0.3192925 -0.3163481 0.50384333
#> exo3 1.0876545 0.4246093 0.4511769 1.63188662
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75935224 0.6084880 0.04881481 1.6912202
#> lag1_var2 0.25990035 0.9638078 -1.23576531 1.4059208
#> lag1_var3 0.67438790 1.7557007 -2.18385197 2.6887982
#> lag1_var4 -0.05151204 1.5515288 -1.87005698 2.4382021
#> const 0.18409723 4.6324309 -4.52483549 7.6909312
#> exo1 0.46872466 0.4189323 -0.01557264 1.0170600
#> exo2 -0.65763691 0.5734631 -1.39721656 0.1616428
#> exo3 -0.51105744 0.6270733 -1.29164736 0.3694539
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.662546257 0.4200913 0.1939854 1.2914011
#> lag1_var2 0.123157314 0.7034851 -0.8875167 0.9670105
#> lag1_var3 0.043664682 1.2578599 -1.8836709 1.3539714
#> lag1_var4 0.684609430 1.1277724 -0.5181094 2.3623600
#> const -1.704173132 4.6511704 -8.5895488 4.4083546
#> exo1 0.007975737 0.3719028 -0.4942839 0.5716343
#> exo2 -0.611741570 0.4849454 -1.2015039 0.1798441
#> exo3 0.164578971 0.5444331 -0.6017943 0.8649026
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003948467 0.0007617791 0.002894183 0.00484692
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002614546 0.004258616 -0.008063943 0.004028219
#> Sigma[2,2] 0.187937195 0.056276402 0.137722843 0.274268401
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01397761 0.00839095 -0.02663095 -0.004585138
#> Sigma[3,2] -0.09523831 0.05051645 -0.15660573 -0.013067929
#> Sigma[3,3] 0.53157737 0.14086511 0.40337635 0.750530962
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01631320 0.008175812 -0.02627425 -0.005745033
#> Sigma[4,2] 0.05738779 0.059613422 -0.01074302 0.155985961
#> Sigma[4,3] 0.49289205 0.137516044 0.36564012 0.734154981
#> Sigma[4,4] 0.58280078 0.153811728 0.42625093 0.850846841
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96393716 0.02172557 0.93205356 0.99134408
#> lag1_var2 0.18569128 0.06158362 0.12898027 0.28663537
#> lag1_var3 0.19695260 0.07991413 0.12336875 0.32789384
#> lag1_var4 -0.19959204 0.07808027 -0.32780941 -0.12830734
#> const 0.76738203 0.37508629 0.30139490 1.29020321
#> exo1 -0.02985438 0.05994927 -0.13400928 0.01868599
#> exo2 0.02656753 0.06709440 -0.06603886 0.10321170
#> exo3 -0.02249694 0.08022235 -0.14458966 0.08119343
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06058431 0.1379291 -0.23262590 0.12527096
#> lag1_var2 0.17467816 0.4580830 -0.37776923 0.90605171
#> lag1_var3 -0.75588788 0.6087361 -1.54286494 0.15690972
#> lag1_var4 0.81003697 0.5841220 -0.06184655 1.57490404
#> const -0.27038190 2.5395528 -3.31100899 3.58488034
#> exo1 0.11492632 0.3065969 -0.24654491 0.52980596
#> exo2 1.71903554 0.3129086 1.31317009 2.11248234
#> exo3 -0.67098213 0.3763016 -1.06102444 -0.07193833
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9380580 0.3007099 0.6545788 1.4503621
#> lag1_var2 -2.3939460 0.8659193 -3.7830714 -1.3441547
#> lag1_var3 -1.9275788 1.1814632 -3.8143409 -0.5111861
#> lag1_var4 2.8086290 1.1397338 1.4522966 4.6291461
#> const -12.0995279 5.4276236 -21.0892677 -5.3694962
#> exo1 -0.1498152 0.7345684 -1.1363818 0.9001769
#> exo2 -3.3919953 0.6207235 -4.1604306 -2.4220722
#> exo3 1.3603401 0.7407590 0.3617227 2.3760521
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96460563 0.3226429 0.6675951 1.477125
#> lag1_var2 -2.94358355 1.0181018 -4.6055769 -1.852388
#> lag1_var3 -3.36569352 1.4006848 -5.6191064 -1.842956
#> lag1_var4 4.30318438 1.3453996 2.8386066 6.470836
#> const -14.98505293 5.5947437 -23.6118293 -8.817412
#> exo1 -0.03076136 0.8482086 -1.2209074 1.059373
#> exo2 -2.41184697 0.6517287 -3.1659482 -1.332348
#> exo3 0.97078299 0.8754555 -0.1799711 2.309392
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007731292 0.0001691816 0.0005571289 0.001003661
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001009305 0.0007176152 -0.0001910026 0.001826872
#> Sigma[2,2] 0.026784226 0.0089553826 0.0172077710 0.039773155
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002385979 0.002006579 -0.005337172 0.0005305622
#> Sigma[3,2] -0.044790641 0.014394897 -0.067465203 -0.0279602170
#> Sigma[3,3] 0.114567595 0.031247078 0.082080423 0.1613891094
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001581235 0.001552954 -0.003963094 0.0004804209
#> Sigma[4,2] -0.024678409 0.009424181 -0.039403463 -0.0142333050
#> Sigma[4,3] 0.082022627 0.022174705 0.058842032 0.1139850320
#> Sigma[4,4] 0.064705288 0.015792042 0.048185023 0.0880175147
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9975966524 0.03693658 0.93426589 1.03565131
#> lag1_var2 0.0388317964 0.07998914 -0.06352535 0.14672938
#> lag1_var3 0.0447263435 0.11378156 -0.10059620 0.20850592
#> lag1_var4 -0.0500142093 0.10975191 -0.20546818 0.09130109
#> const 0.4843799807 0.46488054 -0.04390568 1.24310424
#> exo1 0.0094777011 0.02313428 -0.02494018 0.04033240
#> exo2 -0.0043394800 0.02388027 -0.03397732 0.02982615
#> exo3 -0.0001577684 0.01822394 -0.03073169 0.01586107
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03885950 0.1808210 -0.26000064 0.2086599
#> lag1_var2 0.38097154 0.3948830 -0.07293769 0.9992877
#> lag1_var3 -0.66896884 0.5328480 -1.27828789 0.2050539
#> lag1_var4 0.68297785 0.5143233 -0.15351836 1.2676805
#> const -1.89311245 2.5743938 -5.20374012 1.7394195
#> exo1 -0.46949732 0.1160120 -0.64400740 -0.3304530
#> exo2 -0.03291041 0.1048613 -0.18103688 0.1009223
#> exo3 0.09927878 0.1729894 -0.16449035 0.2856726
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02963550 0.3337278 -0.2943235 0.5996429
#> lag1_var2 0.46309807 0.7716941 -0.5623048 1.6006894
#> lag1_var3 1.90303771 1.0138203 0.4276850 3.3242427
#> lag1_var4 -0.94867912 0.9812774 -2.3440078 0.4549680
#> const 3.46524241 4.2761050 -3.4355318 8.3555942
#> exo1 0.65053687 0.2920689 0.3005546 1.0463499
#> exo2 -1.06042457 0.2772399 -1.3698394 -0.5792368
#> exo3 -0.01952521 0.3350132 -0.3305515 0.5105834
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05812883 0.2321536 -0.244844650 0.4119093
#> lag1_var2 0.41968917 0.5616190 -0.179416130 1.2772609
#> lag1_var3 0.95145618 0.7305868 0.084561933 2.0451604
#> lag1_var4 0.03000476 0.7071960 -1.033631520 0.8516936
#> const 0.76934299 2.9725317 -3.449417304 5.1939613
#> exo1 0.29854296 0.2443391 -0.002788321 0.6350422
#> exo2 -1.10528116 0.2400780 -1.353391764 -0.7014463
#> exo3 0.05999436 0.2290129 -0.161419986 0.4006739
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001809504 6.123561e-05 0.0001299323 0.0002800496
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003868651 0.002436444 -0.007612517 -0.00131437
#> Sigma[2,2] 0.487316384 0.123430405 0.334473470 0.68262603
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00422479 0.002315426 0.00152072 0.007603105
#> Sigma[3,2] -0.25922919 0.097477969 -0.42070309 -0.157012359
#> Sigma[3,3] 0.32296341 0.079900545 0.23586247 0.458338488
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002360804 0.00134676 0.0006123532 0.004235785
#> Sigma[4,2] -0.003029653 0.05194228 -0.0781291614 0.059909222
#> Sigma[4,3] 0.201176809 0.04957635 0.1329016624 0.263230629
#> Sigma[4,4] 0.215458745 0.05692074 0.1392308023 0.293481918
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97884424 0.01272869 0.960038189 0.995484152
#> lag1_var2 0.01521937 0.01964251 -0.008058398 0.045663635
#> lag1_var3 0.02166832 0.03556956 -0.019785877 0.077185884
#> lag1_var4 -0.01866783 0.03135480 -0.067965572 0.017359266
#> const 0.39760887 0.12274057 0.237063502 0.571147590
#> exo1 -0.00989989 0.01178344 -0.020588055 0.007548869
#> exo2 -0.06001587 0.01115130 -0.073404725 -0.043299891
#> exo3 0.05312034 0.02158656 0.029116281 0.086453385
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18578548 0.8443780 -0.8223001 1.4538347
#> lag1_var2 1.34726859 1.3222919 -0.5189841 2.8989109
#> lag1_var3 1.11948238 2.3550515 -2.2856550 3.8380739
#> lag1_var4 -1.21678814 2.0846999 -3.6240338 1.7763053
#> const 1.86152048 6.8467188 -8.2573453 9.2983559
#> exo1 0.11224421 0.5355810 -0.6607192 0.7038825
#> exo2 -0.08341826 0.5473948 -0.9729676 0.4912657
#> exo3 0.26987048 0.8392033 -0.8048784 1.4904071
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24525598 0.5457763 -0.6231217 0.8781057
#> lag1_var2 -0.36804225 0.9210435 -1.5504627 1.0252079
#> lag1_var3 0.07301942 1.6448740 -1.8680215 2.6191035
#> lag1_var4 0.83281760 1.4728969 -1.4790211 2.5383311
#> const -2.28369919 5.6457310 -8.8205950 6.2488779
#> exo1 -0.06711647 0.5451095 -0.7568059 0.6022007
#> exo2 -0.64533368 0.6912630 -1.5097087 0.4017770
#> exo3 0.23906646 0.5720966 -0.5065542 1.0607306
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.368212531 0.5321747 -0.26790038 1.15177246
#> lag1_var2 0.030181380 0.8252125 -1.26693722 0.96318254
#> lag1_var3 0.068699238 1.6144174 -2.45367976 1.84625832
#> lag1_var4 0.807999251 1.4482478 -0.74101097 3.05953770
#> const -3.143056411 6.6887225 -13.24724613 3.92899586
#> exo1 -0.008917925 0.4470568 -0.58034510 0.54717730
#> exo2 -0.734812786 0.6014417 -1.53787354 0.06421369
#> exo3 0.418942409 0.3399609 0.04500768 0.91765248
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002304668 5.292996e-05 0.0001806116 0.0003132314
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006747265 0.0007082973 -0.001489526 0.0004533082
#> Sigma[2,2] 0.0800325443 0.0216657150 0.056461171 0.1128567658
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008762912 0.0007695326 -0.000224638 0.001799041
#> Sigma[3,2] -0.0503235433 0.0252784339 -0.083188408 -0.014398876
#> Sigma[3,3] 0.2189877978 0.0326077527 0.181635383 0.261951667
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004231697 0.0007640685 -0.0004585521 0.001428542
#> Sigma[4,2] 0.0070168137 0.0191694860 -0.0211627353 0.030438836
#> Sigma[4,3] 0.1866681205 0.0367722707 0.1518183498 0.248718853
#> Sigma[4,4] 0.1955876092 0.0420797164 0.1614032567 0.269418112
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986810087 0.01085390 0.974163518 1.00396086
#> lag1_var2 0.030720342 0.05526598 -0.045223985 0.09644115
#> lag1_var3 0.030645650 0.07973609 -0.079868253 0.12678998
#> lag1_var4 -0.032928570 0.07972223 -0.129663275 0.07739266
#> const 0.491082470 0.25720359 0.137950496 0.83752677
#> exo1 0.014163991 0.01283856 -0.004735418 0.03057130
#> exo2 -0.024881212 0.01630979 -0.045242394 -0.00340679
#> exo3 0.007694269 0.01460431 -0.007014730 0.02898021
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28544856 0.1460578 0.04571191 0.4384823
#> lag1_var2 -0.33879143 0.6541411 -1.17563302 0.5586313
#> lag1_var3 -1.53400241 0.9589565 -2.78969464 -0.2738382
#> lag1_var4 1.53826786 0.9575047 0.27974412 2.7824756
#> const -6.43512603 3.2198738 -9.77477287 -1.2263724
#> exo1 0.06417808 0.2461394 -0.25476740 0.3936123
#> exo2 0.08870524 0.1985725 -0.17336775 0.3574332
#> exo3 0.14768596 0.2536795 -0.17379440 0.5130303
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7783345 0.2994499 -1.1352358 -0.34813124
#> lag1_var2 3.0008391 1.1409643 1.2983396 4.19555200
#> lag1_var3 6.0654629 1.7057324 3.4924002 7.76502309
#> lag1_var4 -5.0881740 1.7039325 -6.7723769 -2.53236425
#> const 19.7099743 6.6132406 10.3209797 27.61955745
#> exo1 0.1177960 0.4228118 -0.4697522 0.70022518
#> exo2 -0.3690215 0.5210602 -1.1195978 0.29382565
#> exo3 -0.7561084 0.5584379 -1.5457686 0.04708261
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5759888 0.2380403 -0.8961413 -0.23060779
#> lag1_var2 2.5421101 0.9386423 1.1975601 3.64574017
#> lag1_var3 4.6926441 1.3804309 2.6695903 6.35979512
#> lag1_var4 -3.7023160 1.3744720 -5.3566828 -1.70397543
#> const 14.4519103 5.0876261 7.0824437 21.13112262
#> exo1 0.1636276 0.3955540 -0.3657724 0.67483273
#> exo2 -0.3228690 0.5358128 -1.1021596 0.38137806
#> exo3 -0.6770978 0.4935897 -1.4070398 -0.08349679
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005206745 0.0001316019 0.0003654283 0.0007318271
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001180107 0.0008017848 -0.002352827 -9.618732e-05
#> Sigma[2,2] 0.035852615 0.0078237174 0.027282799 4.845477e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -9.289698e-05 0.001219376 -0.002214944 0.001007967
#> Sigma[3,2] -1.733807e-02 0.009364149 -0.029196621 -0.004876594
#> Sigma[3,3] 6.449712e-02 0.012335698 0.046367424 0.080534648
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000925143 0.001458134 -0.003447401 0.0006146828
#> Sigma[4,2] 0.008350837 0.011034789 -0.005560170 0.0257058805
#> Sigma[4,3] 0.051457756 0.011442545 0.035823550 0.0659870355
#> Sigma[4,4] 0.057049134 0.013640309 0.045124874 0.0797364351
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991831984 0.01680685 0.96870282 1.014067379
#> lag1_var2 -0.012869499 0.05821408 -0.09846862 0.054322092
#> lag1_var3 -0.003627101 0.08876683 -0.13085411 0.100754058
#> lag1_var4 0.001415697 0.08781000 -0.10301049 0.126717543
#> const 0.433066811 0.36503242 0.04914665 0.974790862
#> exo1 0.001921868 0.02767599 -0.03607015 0.033594465
#> exo2 -0.032913205 0.02597397 -0.07373619 -0.001420802
#> exo3 0.018065420 0.02235319 -0.01485897 0.047604528
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18252441 0.08408393 0.07592592 0.2975922
#> lag1_var2 0.67398193 0.23879098 0.31842283 0.9770236
#> lag1_var3 -0.01923078 0.38517352 -0.58955586 0.4505932
#> lag1_var4 -0.01277584 0.38290762 -0.47501939 0.5619844
#> const -0.62717000 2.18006559 -3.91655138 1.9075573
#> exo1 -0.11529768 0.16099950 -0.33716694 0.1325344
#> exo2 0.19942396 0.12793572 -0.01495640 0.3157234
#> exo3 -0.02086410 0.18754567 -0.27513276 0.2453621
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.58647867 0.2181524 -0.83123445 -0.2790581
#> lag1_var2 1.69248797 0.5234258 0.93628092 2.2811787
#> lag1_var3 2.65268587 0.6512975 1.72217525 3.4173994
#> lag1_var4 -1.59907343 0.6386995 -2.34533344 -0.6884858
#> const 6.96409012 3.6751807 1.86938178 11.1235666
#> exo1 -0.05479282 0.1494755 -0.19378741 0.1751144
#> exo2 -0.37287457 0.1778997 -0.61268037 -0.1150605
#> exo3 0.50559902 0.2451820 0.07067866 0.7629601
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4377870 0.1994442 -0.6334938 -0.11524531
#> lag1_var2 1.7740997 0.4442928 1.0874853 2.25479251
#> lag1_var3 2.0914813 0.5403684 1.2883193 2.69693126
#> lag1_var4 -1.0452994 0.5273523 -1.6359622 -0.26891468
#> const 4.9835910 3.2246225 -0.2959268 8.47319480
#> exo1 -0.1262920 0.1589449 -0.3026534 0.11132161
#> exo2 -0.2855790 0.1517298 -0.4685024 -0.05948607
#> exo3 0.5006763 0.2438965 0.1432619 0.79949292
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001211185 2.90662e-05 8.260645e-05 0.0001532908
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003193599 0.0003380318 -0.0001803325 0.0007251787
#> Sigma[2,2] 0.1126092833 0.0166331627 0.0888527327 0.1323737265
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003199867 0.0007123913 -0.001219669 0.0007294538
#> Sigma[3,2] -0.0650025638 0.0275327005 -0.110234106 -0.0340580556
#> Sigma[3,3] 0.1797777676 0.0350121468 0.138946757 0.2370899890
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001411243 0.0008044987 -0.001289062 0.0009782986
#> Sigma[4,2] 0.0003561261 0.0251517008 -0.043413983 0.0230322757
#> Sigma[4,3] 0.1487586992 0.0259020861 0.112019843 0.1822313630
#> Sigma[4,4] 0.1560293965 0.0219406313 0.124864621 0.1839112203
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008828833 0.00797263 0.998151679 1.0199823247
#> lag1_var2 -0.033522264 0.02410910 -0.067147480 -0.0006225587
#> lag1_var3 -0.059870135 0.03999464 -0.116908163 -0.0112703383
#> lag1_var4 0.054239817 0.04030869 0.006577874 0.1119190866
#> const 0.153218618 0.14935731 -0.023721578 0.3306333168
#> exo1 -0.001374537 0.01415044 -0.022406212 0.0159533764
#> exo2 -0.031001325 0.01080289 -0.046091441 -0.0177942418
#> exo3 0.002384369 0.01479034 -0.021255334 0.0171736634
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4940598 0.1767271 0.27807125 0.7380848
#> lag1_var2 -0.4430695 0.7038499 -1.63241699 0.2593128
#> lag1_var3 -1.7581868 1.1283982 -3.63817805 -0.6306297
#> lag1_var4 1.6639466 1.1193936 0.54794334 3.5347440
#> const -5.5179908 2.5500274 -9.85449774 -3.0952536
#> exo1 0.5027767 0.3852707 0.08688956 0.9944872
#> exo2 1.1021903 0.3801112 0.58959473 1.6297785
#> exo3 0.3904601 0.3635048 0.07411278 1.0395176
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1366071 0.3315581 -0.55158615 0.3347890
#> lag1_var2 1.1834906 0.7956213 0.23065033 2.4296521
#> lag1_var3 2.8305428 1.1961847 1.48466767 4.7760981
#> lag1_var4 -1.9127164 1.1502667 -3.79109738 -0.5641651
#> const 7.7426763 4.7839692 1.57517432 14.9104850
#> exo1 -0.5588865 0.3056519 -0.93223633 -0.1375979
#> exo2 -0.9685371 0.5442194 -1.68287531 -0.1988695
#> exo3 0.5679197 0.3560165 0.02708502 1.0398658
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1523930 0.3065240 -0.23476071 0.57945706
#> lag1_var2 0.6922669 0.6464264 -0.29831207 1.47953513
#> lag1_var3 1.4107171 0.9068338 0.05585821 2.51962803
#> lag1_var4 -0.5299208 0.8667945 -1.58576866 0.71022599
#> const 3.4629693 4.6647488 -2.11704885 11.00693735
#> exo1 -0.2784157 0.2712044 -0.65262395 0.09621252
#> exo2 -0.3481242 0.4965095 -0.95095606 0.43914147
#> exo3 0.8419677 0.3961596 0.23301452 1.31318536
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001917146 0.0006867644 0.0009536124 0.002808604
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04401606 0.0233229 -0.08011498 -0.02100445
#> Sigma[2,2] 3.73705199 0.9886513 2.53412236 5.04537100
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02809894 0.01682044 0.01294932 0.05662895
#> Sigma[3,2] -2.04002919 0.57688324 -2.88657072 -1.36189850
#> Sigma[3,3] 1.59154662 0.41583883 1.15188573 2.24789994
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005065951 0.009556198 -0.007113138 0.01800375
#> Sigma[4,2] -0.043198829 0.281212635 -0.476411856 0.21328425
#> Sigma[4,3] 0.547827200 0.179149764 0.353720584 0.82847339
#> Sigma[4,4] 0.579056339 0.091137580 0.455188402 0.70603693
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99691633 0.02940836 0.95630659 1.03953541
#> lag1_var2 0.01575259 0.03989067 -0.03716102 0.07128317
#> lag1_var3 0.03300633 0.07954203 -0.07133495 0.14258077
#> lag1_var4 -0.03946625 0.07444344 -0.14257020 0.05425051
#> const 0.45989364 0.45520085 -0.18252044 1.07034013
#> exo1 0.04521232 0.06168695 -0.02084941 0.14777474
#> exo2 -0.03233015 0.03744167 -0.08363737 0.01905670
#> exo3 0.05973718 0.03371777 0.01167325 0.10022438
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5382313 1.977557 -4.7825474 0.2591310
#> lag1_var2 2.0830519 2.339493 -0.1706963 5.5316608
#> lag1_var3 2.3381746 4.639464 -2.0893003 9.2110743
#> lag1_var4 -1.9017414 4.090489 -8.0303879 2.1374423
#> const 15.8102532 25.698699 -6.1860398 56.5527640
#> exo1 -2.1550068 2.046680 -4.8502807 0.5102474
#> exo2 -0.6771417 2.011079 -2.6441836 2.5549926
#> exo3 -0.8869321 1.608618 -3.3296480 0.9042850
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5563749 1.6818124 -0.3868504 4.237007
#> lag1_var2 -1.2548707 1.9018653 -3.8358982 1.123298
#> lag1_var3 -1.4004884 3.7218946 -6.4973597 3.195317
#> lag1_var4 1.8882196 3.2864929 -2.1536495 6.310560
#> const -10.7614649 20.6742269 -44.1529883 7.089477
#> exo1 1.0926395 1.0923994 -0.6046085 2.152863
#> exo2 -0.5917397 1.2803769 -2.1972676 1.303636
#> exo3 0.2222907 0.9770464 -1.0295565 1.532886
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85556688 1.0174457 -0.4201685 2.05364477
#> lag1_var2 -0.62572735 1.1314000 -1.8257550 0.89713380
#> lag1_var3 -1.05013116 2.1706946 -3.3510719 1.86758419
#> lag1_var4 1.76565013 1.8958382 -0.7752248 3.81954359
#> const -4.95079545 12.0564170 -24.4475357 8.44993470
#> exo1 -0.09630739 0.7560848 -1.3123234 0.71551734
#> exo2 -1.00200171 0.7057327 -1.7284372 0.07607168
#> exo3 -0.29806014 0.5091915 -0.8759629 0.45539012
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005485518 0.0002062405 0.000405852 0.0008658273
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009574526 0.0003947293 -0.001588478 -0.0005233432
#> Sigma[2,2] 0.0054140553 0.0009973523 0.003893076 0.0064622828
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001760715 0.0009388827 0.0007331855 0.003278927
#> Sigma[3,2] -0.005247726 0.0025211671 -0.0080224640 -0.001076354
#> Sigma[3,3] 0.111234696 0.0223102339 0.0894033992 0.144125064
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001168599 0.0009917262 -7.669976e-05 0.002636159
#> Sigma[4,2] -0.001674464 0.0029188468 -4.795616e-03 0.003258678
#> Sigma[4,3] 0.108678812 0.0211448259 8.842187e-02 0.140941249
#> Sigma[4,4] 0.108575007 0.0200059635 9.022461e-02 0.140329654
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967262554 0.02687388 0.932580416 1.00485710
#> lag1_var2 0.038709535 0.05049114 -0.027540366 0.11008143
#> lag1_var3 0.063092323 0.06532559 -0.029121016 0.14718087
#> lag1_var4 -0.059400594 0.06146469 -0.138838181 0.02678938
#> const 0.571160745 0.33032100 0.146981627 1.01475018
#> exo1 0.014897950 0.01994408 -0.009022558 0.04429825
#> exo2 -0.075050315 0.02152141 -0.101783297 -0.04479697
#> exo3 0.003536022 0.02376496 -0.036826336 0.02895767
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02476421 0.05176661 -0.04856697 0.08965383
#> lag1_var2 0.53426426 0.11784630 0.41615166 0.71535754
#> lag1_var3 -0.08701720 0.13827328 -0.23682515 0.11123406
#> lag1_var4 0.08410119 0.13306710 -0.11036982 0.22369886
#> const 0.07698023 0.60526838 -0.61690606 0.98696320
#> exo1 -0.02737478 0.08570837 -0.16478589 0.05383751
#> exo2 0.51717345 0.05350692 0.42947930 0.58220372
#> exo3 0.02602101 0.09447773 -0.10314043 0.15755591
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12928837 0.3144491 -0.1950968 0.6084335
#> lag1_var2 -0.42485506 0.7198985 -1.5539229 0.4136313
#> lag1_var3 0.06726785 0.9818470 -1.4617785 1.1434983
#> lag1_var4 0.89694293 0.9492743 -0.1149367 2.3835779
#> const -0.64876320 3.9541839 -6.5436697 4.1495756
#> exo1 0.41724137 0.2574072 0.1080919 0.8063539
#> exo2 -1.60033524 0.3019179 -2.0113322 -1.1847131
#> exo3 -0.11737629 0.3560828 -0.4927843 0.3966282
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15435531 0.3187244 -0.19509097 0.6129093
#> lag1_var2 -0.27059305 0.7348577 -1.43484348 0.5315852
#> lag1_var3 -0.28847445 1.0011986 -1.84420153 0.8775458
#> lag1_var4 1.25870357 0.9658886 0.16292133 2.7664928
#> const -1.32447645 3.8648218 -6.99366747 3.2716569
#> exo1 0.39832342 0.2673922 0.08618123 0.8387056
#> exo2 -1.24575083 0.3160505 -1.68887969 -0.8106469
#> exo3 -0.09544826 0.3586340 -0.52009248 0.4112627
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001016032 0.0001816837 0.0007534685 0.001230448
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03114018 0.006494957 -0.04031697 -0.02308677
#> Sigma[2,2] 2.68824752 0.431465266 2.06350634 3.21483862
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02845507 0.005753137 0.0205401 0.03662356
#> Sigma[3,2] -2.11103369 0.346244261 -2.5672802 -1.63336850
#> Sigma[3,3] 1.72964906 0.290698096 1.3484858 2.11591589
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006159561 0.001858062 0.003942539 0.008606749
#> Sigma[4,2] -0.132518697 0.075062371 -0.255554099 -0.048203340
#> Sigma[4,3] 0.184535364 0.066036384 0.114918638 0.287540193
#> Sigma[4,4] 0.096951558 0.024371470 0.064936876 0.129376891
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97211006 0.02801346 0.932911108 1.00458247
#> lag1_var2 0.07976961 0.04169864 0.016310463 0.13273382
#> lag1_var3 0.11306048 0.05636265 0.026198114 0.18246129
#> lag1_var4 -0.11418350 0.05058318 -0.175759934 -0.03629041
#> const 0.79019040 0.25465357 0.473732537 1.09191533
#> exo1 -0.02245896 0.03551173 -0.072634365 0.02635435
#> exo2 -0.28961460 0.02179191 -0.321991481 -0.26664536
#> exo3 0.03721905 0.02594315 0.009327541 0.07890182
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68693233 2.066415 -2.5605516 3.077086433
#> lag1_var2 0.07047463 3.471650 -3.5208188 5.440056073
#> lag1_var3 -0.93653215 4.763328 -5.8508177 6.434710148
#> lag1_var4 0.85829130 4.318303 -5.9104063 5.305947713
#> const -7.62434837 17.107261 -22.5218191 23.671129231
#> exo1 -0.93895605 1.091102 -2.6272960 0.003917614
#> exo2 2.73995413 1.482360 0.3993424 4.375874129
#> exo3 0.04275830 2.319153 -3.9630337 2.230490319
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8343036 1.7299868 -2.8747829 1.893700
#> lag1_var2 1.8844864 2.8157052 -2.3824087 4.891887
#> lag1_var3 3.3312595 3.8653191 -2.5283385 7.466879
#> lag1_var4 -2.2810952 3.5002773 -6.0375027 3.075757
#> const 13.9919601 14.8032365 -12.4981099 26.475625
#> exo1 0.6160329 0.9343848 -0.1483153 2.046912
#> exo2 -6.3545243 1.3118632 -7.8191941 -4.152055
#> exo3 0.3711940 1.8566489 -1.5290917 3.527267
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37834425 0.3465272 -0.86155796 0.002081625
#> lag1_var2 1.63299508 0.4287437 1.02900669 2.155104086
#> lag1_var3 2.23165913 0.5722664 1.42753055 2.928359733
#> lag1_var4 -1.20967604 0.5144994 -1.83195805 -0.468527931
#> const 7.39726629 3.4080103 3.22040153 11.949392846
#> exo1 -0.08259827 0.3198986 -0.49354526 0.340836262
#> exo2 -4.98508075 0.3599897 -5.42917499 -4.443192548
#> exo3 0.43876543 0.3475734 -0.01803587 0.873765049
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01478061 0.002645534 0.01050761 0.01775921
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01524475 0.04024231 -0.06922722 0.03678324
#> Sigma[2,2] 1.80780317 0.60627046 1.15583901 2.80282846
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01260617 0.0230226 -0.0156595 0.04280205
#> Sigma[3,2] -0.87192204 0.3215648 -1.4113447 -0.58060969
#> Sigma[3,3] 0.49804093 0.1680203 0.3388984 0.77325049
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006883746 0.009205324 -0.003908659 0.02065306
#> Sigma[4,2] -0.055741778 0.102328667 -0.189406436 0.09016340
#> Sigma[4,3] 0.124882379 0.049887751 0.060986317 0.19351851
#> Sigma[4,4] 0.128732288 0.021860249 0.093868499 0.15668215
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94793336 0.06761892 0.862633832 1.04379647
#> lag1_var2 0.05052664 0.05164785 -0.008530306 0.12983149
#> lag1_var3 0.11277712 0.10078424 0.001021718 0.27584453
#> lag1_var4 -0.09435894 0.07508528 -0.217950980 -0.01982528
#> const 0.43516556 0.76697362 -0.617047946 1.48848898
#> exo1 0.04002758 0.10743244 -0.113658314 0.18077956
#> exo2 -0.15521584 0.15833246 -0.362380377 0.04192164
#> exo3 0.06924476 0.18453479 -0.153171554 0.32653154
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6705513 0.6240890 -1.4352571 0.3317421
#> lag1_var2 1.9609237 0.5341270 1.2574832 2.6240925
#> lag1_var3 2.1080232 1.1255776 0.8232392 3.5560704
#> lag1_var4 -2.0602813 0.9356441 -3.1567777 -0.8529119
#> const 12.7898774 7.7451010 2.9517742 23.6127361
#> exo1 -4.5026213 0.9872100 -5.4612650 -2.8115289
#> exo2 2.0192839 1.1959907 0.2207473 3.3392842
#> exo3 0.4622981 1.3003013 -1.2651962 2.1511747
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7945420 0.2781687 0.3297655 1.0626504
#> lag1_var2 -0.7046944 0.2982028 -1.0932347 -0.2976870
#> lag1_var3 -0.4677262 0.6594134 -1.3512237 0.3959385
#> lag1_var4 1.2484886 0.5761724 0.4546494 1.9892028
#> const -7.2018721 4.1918495 -12.7572247 -0.9165869
#> exo1 2.3818878 0.5270122 1.4720374 2.8492381
#> exo2 -1.7104713 0.6460487 -2.4388993 -0.8051452
#> exo3 1.5039434 0.7811182 0.2797380 2.4378050
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5549830 0.1464476 0.4200164 0.790578114
#> lag1_var2 -0.2010840 0.1425577 -0.3679594 -0.008418432
#> lag1_var3 -0.3690408 0.3203157 -0.7795595 0.066161938
#> lag1_var4 1.1903421 0.2852573 0.8058089 1.582696797
#> const -3.8278740 2.1172118 -6.5557831 -1.004691616
#> exo1 0.5149872 0.1830380 0.3109987 0.790497523
#> exo2 -0.8777908 0.3613127 -1.3025366 -0.310225578
#> exo3 2.0331928 0.3558291 1.4692830 2.488436455
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002432096 0.0006710042 0.001840473 0.003549989
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05652849 0.01694091 -0.08218172 -0.0369103
#> Sigma[2,2] 4.61846887 1.25258577 3.11479059 6.6838870
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03513654 0.01072386 0.02370688 0.05095702
#> Sigma[3,2] -2.76620094 0.73414054 -3.98266534 -1.90911678
#> Sigma[3,3] 1.69407177 0.43739631 1.19660924 2.41534248
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001886964 0.001699355 -0.0001040171 0.004144626
#> Sigma[4,2] -0.037080419 0.063916192 -0.1063028947 0.058292707
#> Sigma[4,3] 0.063629229 0.040218300 0.0083037586 0.113375694
#> Sigma[4,4] 0.046696374 0.012133144 0.0286086044 0.061546888
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.081792533 0.04937226 1.01004477 1.15013480
#> lag1_var2 -0.181931633 0.08918036 -0.28730531 -0.05174772
#> lag1_var3 -0.323221427 0.15425082 -0.50598548 -0.09859281
#> lag1_var4 0.302355005 0.14089487 0.09260867 0.46749524
#> const -0.802510093 0.46511109 -1.47662055 -0.25176790
#> exo1 0.062651110 0.06553636 -0.02011615 0.15604467
#> exo2 0.003119657 0.04872445 -0.07258163 0.06182170
#> exo3 0.040943024 0.04431068 -0.01425000 0.10503182
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9278590 2.860262 -6.4555469 1.1617987
#> lag1_var2 6.1025031 4.454633 -0.1389012 12.0709001
#> lag1_var3 9.1886962 7.631059 -1.3484195 19.4525906
#> lag1_var4 -8.9413801 6.832685 -17.9261925 0.4909155
#> const 35.8867133 26.654974 1.4211801 70.7248497
#> exo1 -0.6707606 1.860580 -3.3160575 1.6731498
#> exo2 -0.4170472 3.576900 -5.1803455 5.2981549
#> exo3 -0.9016604 1.319782 -2.5009818 1.0582295
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7602564 1.6673808 -0.1802628 4.23649752
#> lag1_var2 -3.9875258 2.6104642 -7.3954312 -0.36139397
#> lag1_var3 -6.0741460 4.4718296 -11.9351502 0.04045274
#> lag1_var4 6.7440650 4.0053318 1.2846932 11.89479920
#> const -25.0609927 16.0681008 -45.7613490 -4.11944360
#> exo1 0.5141901 1.1110495 -0.9203038 2.06473909
#> exo2 0.1306031 2.0058372 -2.9478617 2.84648950
#> exo3 0.7277692 0.7245986 -0.3839853 1.58255140
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7346919 0.2326617 0.48925367 1.0894224
#> lag1_var2 -0.8338688 0.2590171 -1.21388409 -0.5229378
#> lag1_var3 -1.4091294 0.4361921 -2.04005157 -0.8801513
#> lag1_var4 2.2163410 0.3906830 1.72655410 2.7667985
#> const -6.0359457 2.7825615 -9.99695160 -2.6061599
#> exo1 0.1102234 0.1346487 -0.08970539 0.2893211
#> exo2 -0.1395545 0.2658888 -0.47341101 0.1989858
#> exo3 0.1976117 0.1216609 0.09641211 0.4035458
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015101 0.00021916 0.0008035487 0.001322739
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009004937 0.006962101 -0.01971529 -0.002150372
#> Sigma[2,2] 0.706839426 0.224211816 0.52728501 1.069095545
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006304406 0.005375784 0.000270475 0.0142419
#> Sigma[3,2] -0.526012431 0.156296153 -0.746111610 -0.3677726
#> Sigma[3,3] 0.479361750 0.148932042 0.310876044 0.6848663
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001337511 0.002086416 -0.001047678 0.004365846
#> Sigma[4,2] -0.116095844 0.053383169 -0.188931021 -0.048556732
#> Sigma[4,3] 0.180823467 0.090015623 0.096624721 0.327068958
#> Sigma[4,4] 0.121066350 0.066904088 0.072363425 0.230971079
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99586752 0.01968960 0.96730665 1.01870704
#> lag1_var2 -0.03041027 0.03814266 -0.07114321 0.02321079
#> lag1_var3 -0.06376305 0.06686133 -0.13820720 0.03078659
#> lag1_var4 0.06013530 0.06221065 -0.02710444 0.13431448
#> const 0.26899899 0.18363277 0.05493741 0.57706793
#> exo1 -0.04090971 0.03340384 -0.07425247 0.01044380
#> exo2 -0.17095097 0.02911881 -0.21577333 -0.13669755
#> exo3 0.09582055 0.03536555 0.04508691 0.14705613
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8903670 0.6618399 -1.723216 0.1111219
#> lag1_var2 2.6201103 0.7942828 1.608860 3.6999230
#> lag1_var3 3.3049326 1.4622022 1.349177 5.2491389
#> lag1_var4 -3.1399964 1.2795970 -4.896031 -1.4018221
#> const 12.3704573 5.5101182 4.463523 18.3997370
#> exo1 -0.6158573 0.8677564 -1.837931 0.4251369
#> exo2 2.4513444 0.8000759 1.318988 3.5120356
#> exo3 0.4251098 0.7774329 -0.497857 1.6017957
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9764297 0.6063264 -0.03846903 1.636344096
#> lag1_var2 -1.3667263 0.5809951 -2.00242999 -0.403528316
#> lag1_var3 -1.7636641 1.0501827 -2.91127131 0.005801028
#> lag1_var4 2.5282012 0.8977103 1.01901748 3.459253606
#> const -8.9546325 5.0968722 -16.31673261 -2.206276676
#> exo1 0.5823703 0.8074242 -0.51819856 1.706513185
#> exo2 -3.6090350 0.8823943 -4.98825790 -2.684173919
#> exo3 -0.3721845 0.5185290 -1.19192100 0.149866041
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4633953 0.4364922 -0.1696344 0.9917064
#> lag1_var2 -0.2125287 0.3553396 -0.6533665 0.1812184
#> lag1_var3 -0.4959030 0.6149056 -1.2844032 0.1629282
#> lag1_var4 1.3848142 0.5250520 0.8211771 2.0916341
#> const -3.5911361 3.7177517 -8.4551941 1.5161804
#> exo1 0.2272948 0.4312311 -0.3446978 0.8489346
#> exo2 -2.3343930 0.5270490 -3.1369955 -1.6682323
#> exo3 -0.1266134 0.2388426 -0.5063214 0.1104073
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002156916 5.152388e-05 0.0001299605 0.0002685564
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001616429 0.0006118944 -0.002376354 -0.0007318868
#> Sigma[2,2] 0.121952294 0.0192388121 0.097196382 0.1492171517
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002478858 0.004381871 -0.008025278 0.003159237
#> Sigma[3,2] -0.338133374 0.119535239 -0.536383705 -0.215085163
#> Sigma[3,3] 3.997952161 1.059052703 2.862317340 5.356157424
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003724841 0.004227202 -0.008867957 0.001974304
#> Sigma[4,2] -0.260644463 0.116189066 -0.449865081 -0.136894496
#> Sigma[4,3] 3.877622806 1.047206247 2.768641636 5.250031598
#> Sigma[4,4] 3.809545380 1.037180284 2.714685775 5.190620995
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000892938 0.004801556 0.994949264 1.00749026
#> lag1_var2 -0.010372300 0.029355596 -0.050206166 0.02658951
#> lag1_var3 -0.007554127 0.038866854 -0.058378330 0.04194627
#> lag1_var4 0.004633870 0.038366500 -0.044573126 0.05458097
#> const 0.236245523 0.095716324 0.137053283 0.38548716
#> exo1 0.008604980 0.009440932 -0.003397817 0.02313304
#> exo2 -0.118234850 0.017159547 -0.138824538 -0.09425951
#> exo3 0.039359684 0.019650116 0.019241883 0.07118239
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20050923 0.2384607 -0.1711748 0.4708056
#> lag1_var2 0.81290867 0.6642532 -0.0962845 1.5373043
#> lag1_var3 0.53692043 0.9670530 -0.8296185 1.6718829
#> lag1_var4 -0.59726960 0.9590375 -1.6870666 0.7958710
#> const 1.01176817 3.5574426 -3.6849669 6.1394268
#> exo1 0.03449213 0.2230185 -0.2455631 0.3188587
#> exo2 4.45430944 0.4434923 3.7687442 5.0145930
#> exo3 -0.03380595 0.3438886 -0.4111959 0.4923498
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5066535 0.8582142 -0.8391812 1.380586
#> lag1_var2 0.8343776 4.1567389 -4.2972589 7.059185
#> lag1_var3 0.8309176 5.7777180 -5.6749426 10.089746
#> lag1_var4 -0.1957086 5.7768788 -9.4166411 6.392833
#> const 11.2143584 22.1704203 -19.6482587 41.377100
#> exo1 1.5123126 0.8029112 0.3511034 2.501007
#> exo2 -5.2683228 1.8531151 -8.0493010 -2.873862
#> exo3 -4.3808066 2.0904038 -7.4714979 -1.983607
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6680246 0.7718096 -0.5859635 1.4273673
#> lag1_var2 1.1285931 4.1020954 -4.1987795 7.3281825
#> lag1_var3 0.7862226 5.7118867 -6.0440269 10.0167280
#> lag1_var4 -0.1887813 5.7343100 -9.4019306 6.7999484
#> const 11.0660314 22.6113589 -21.8986592 41.0953216
#> exo1 1.5845876 0.8380929 0.5021407 2.7859595
#> exo2 -2.2440331 1.8254333 -5.0426967 -0.2069242
#> exo3 -4.5768013 2.0859185 -7.5893608 -2.2520852
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005626496 0.0001859742 0.0003804021 0.0008338472
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01839768 0.005579286 -0.02682598 -0.01145745
#> Sigma[2,2] 1.30087298 0.278666089 1.01924102 1.76775257
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009959275 0.00352684 0.006886041 0.01606531
#> Sigma[3,2] -0.773131759 0.26258416 -1.241689480 -0.51416876
#> Sigma[3,3] 0.725161898 0.26998890 0.494990891 1.22790883
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001985592 0.002352782 -0.005393961 0.0007471085
#> Sigma[4,2] 0.060547372 0.151563635 -0.215042055 0.1753832895
#> Sigma[4,3] 0.256363657 0.148454259 0.159633666 0.5064281411
#> Sigma[4,4] 0.324783731 0.073863430 0.260437955 0.4454031006
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96245966 0.01429304 0.949408888 0.98769542
#> lag1_var2 0.01902769 0.01842822 -0.008076792 0.04357406
#> lag1_var3 0.02449236 0.02770492 -0.014058451 0.06365747
#> lag1_var4 -0.01577146 0.02484653 -0.053512020 0.01784169
#> const 0.48286581 0.20750233 0.215224692 0.78749808
#> exo1 0.02066555 0.01774503 -0.002180754 0.04137889
#> exo2 -0.04589730 0.01723769 -0.071484138 -0.02223618
#> exo3 0.04358652 0.02401857 0.012814971 0.07585116
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4133459 0.8279097 -0.8279720 1.3170152
#> lag1_var2 -0.4487942 1.1370340 -1.8092462 1.1184332
#> lag1_var3 -1.8132850 1.7338894 -3.8407134 0.6814005
#> lag1_var4 1.7455606 1.4118741 -0.2450245 3.5143347
#> const -4.6229996 7.1387269 -14.2410554 5.5240165
#> exo1 -1.0834239 0.8695424 -2.2233881 0.2258978
#> exo2 2.1237029 1.5520171 0.2868222 4.5028800
#> exo3 0.9054521 0.8081091 -0.3835040 1.8841216
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3576285 0.4359817 -0.8719347 0.3443953
#> lag1_var2 1.8306697 0.7287946 0.9228070 2.8657139
#> lag1_var3 3.4319895 1.1341418 2.0017700 4.9616768
#> lag1_var4 -2.4218462 0.9696025 -3.7295480 -1.1437189
#> const 6.9558994 2.4038984 3.0918904 9.3723099
#> exo1 0.6706274 0.6557692 -0.3639661 1.4056593
#> exo2 -5.2764281 1.3708068 -6.6590538 -3.1608771
#> exo3 -0.3626909 0.6768444 -1.2283537 0.5918251
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11341206 0.2913476 -0.4402166 0.3430718
#> lag1_var2 1.26661617 0.6481520 0.1385116 1.9128303
#> lag1_var3 1.81941700 0.9831638 0.1033693 2.7924690
#> lag1_var4 -0.82178458 0.9258136 -1.6795857 0.8135785
#> const 2.49361298 5.4982731 -5.4593735 10.0502084
#> exo1 -0.02735954 0.4606109 -0.6198053 0.6497786
#> exo2 -4.50374452 0.8360610 -5.5950782 -3.2620637
#> exo3 0.24352630 0.4311577 -0.3368705 0.8702131
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001176253 0.0001876974 0.0009722818 0.001507316
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02863431 0.005734392 -0.03663446 -0.02182271
#> Sigma[2,2] 1.89046030 0.297232050 1.48496466 2.29268967
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02426251 0.005088587 0.01742977 0.03143775
#> Sigma[3,2] -1.45236541 0.301648915 -1.88306885 -1.08541094
#> Sigma[3,3] 1.64841493 0.407405163 1.15246230 2.23644989
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005923094 0.0055226 -0.0004963698 0.01418658
#> Sigma[4,2] -0.206796331 0.2257901 -0.4707501289 0.15133352
#> Sigma[4,3] 0.761459909 0.2613573 0.4159649302 1.15139780
#> Sigma[4,4] 0.705505078 0.1580269 0.5156723244 0.94742220
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993872364 0.02968294 0.94779772 1.02971891
#> lag1_var2 0.007372431 0.05008511 -0.05211229 0.07845661
#> lag1_var3 0.012285870 0.07558595 -0.07771310 0.11998333
#> lag1_var4 -0.015384003 0.07005417 -0.11414568 0.06676704
#> const 0.365876708 0.34978015 -0.13540619 0.84154210
#> exo1 0.013837544 0.03224248 -0.02812928 0.04982601
#> exo2 -0.159594457 0.03568267 -0.19447174 -0.09729960
#> exo3 -0.027791768 0.04194891 -0.09455496 0.01996051
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6104604 1.786677 -5.3384852 -0.1133394
#> lag1_var2 5.1838297 2.589505 1.7438235 8.7828629
#> lag1_var3 6.4684069 3.939036 1.1840474 11.9017887
#> lag1_var4 -5.8374556 3.633397 -10.9483119 -0.9746789
#> const 17.0851850 20.134220 -11.4818975 47.5491617
#> exo1 -0.2148080 1.120073 -1.7743210 1.3160569
#> exo2 1.1246285 1.302643 -0.6282517 2.8249062
#> exo3 -0.9632296 1.487599 -3.2259699 0.7635260
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8031939 1.5161329 -1.6004507 2.59728465
#> lag1_var2 -0.8352957 2.0605316 -3.5340821 2.10691871
#> lag1_var3 -0.4071040 3.1221056 -4.4844357 4.11282262
#> lag1_var4 1.1980713 2.8337117 -2.8752694 4.98046666
#> const -4.9833104 15.5275057 -21.1004045 19.44269526
#> exo1 0.3763157 0.8564249 -0.7126058 1.61701808
#> exo2 -1.6164067 1.2351176 -3.3250004 -0.05611324
#> exo3 0.4441672 1.2997914 -1.3430330 1.96403990
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0881958 0.7505520 -2.284975 -0.287475549
#> lag1_var2 2.5140297 1.0441214 1.235298 4.153684966
#> lag1_var3 3.7408615 1.5780057 1.810384 6.207398738
#> lag1_var4 -2.4662421 1.4230002 -4.656868 -0.718380600
#> const 5.5268665 8.6546433 -2.871618 20.643480305
#> exo1 0.2579229 0.5820475 -0.715007 0.866607903
#> exo2 -1.0435040 0.7646651 -2.066285 0.006020754
#> exo3 -0.2684040 1.1401275 -1.874026 1.337852638
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004386297 7.789119e-05 0.0003381437 0.0005516159
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001560009 0.001949787 -0.004366419 0.001125555
#> Sigma[2,2] 0.200407964 0.051355418 0.141865484 0.283350927
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001006106 0.001584265 -0.001072547 0.003350586
#> Sigma[3,2] -0.136433958 0.032267837 -0.177004435 -0.089855744
#> Sigma[3,3] 0.328269889 0.048084123 0.259580433 0.379847462
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.490085e-06 0.001630708 -0.002605117 0.002058296
#> Sigma[4,2] -9.209790e-03 0.047438247 -0.061299542 0.067036413
#> Sigma[4,3] 2.616272e-01 0.045035356 0.196214785 0.310066540
#> Sigma[4,4] 2.775660e-01 0.050710785 0.224666879 0.355105638
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95609040 0.009948733 0.946819581 0.972612863
#> lag1_var2 0.02388519 0.018984754 -0.005484665 0.045304141
#> lag1_var3 0.03292941 0.027254756 -0.009601288 0.064883037
#> lag1_var4 -0.02368760 0.026677936 -0.056034894 0.016814661
#> const 0.40691141 0.082848939 0.291474586 0.508243427
#> exo1 -0.02432981 0.009674076 -0.036012997 -0.008807586
#> exo2 0.01452666 0.034047134 -0.028406838 0.058604001
#> exo3 -0.01537014 0.022224274 -0.047543101 0.010169591
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2205759 0.4487390 -0.24962663 0.9418878
#> lag1_var2 0.8505802 0.6949648 -0.08649498 1.7487592
#> lag1_var3 0.1167863 1.1505030 -1.43762432 1.6590569
#> lag1_var4 -0.1947808 1.0990559 -1.65278790 1.2575055
#> const 1.5428140 6.0061852 -8.60944044 7.4730800
#> exo1 0.2790135 0.4593817 -0.25497911 0.9223934
#> exo2 0.8709162 0.3774336 0.22216970 1.2093440
#> exo3 -2.1466198 0.3304173 -2.56250657 -1.7218616
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5423373 0.6564903 -1.51370298 0.3100466
#> lag1_var2 1.4887093 1.1489675 -0.05918089 2.9610298
#> lag1_var3 3.1651599 1.7976224 0.67859617 5.4898678
#> lag1_var4 -2.0942535 1.7049182 -4.36862915 0.2446182
#> const 7.4258480 9.5947316 -3.28846249 22.9206752
#> exo1 -0.3398021 0.4268348 -0.89829338 0.2273934
#> exo2 -1.1782136 0.5419042 -1.78251659 -0.3173434
#> exo3 1.4573864 0.6565271 0.52381981 2.1295087
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43107942 0.5893942 -1.1746419 0.44553562
#> lag1_var2 1.78241470 0.9249071 0.5075802 2.85442543
#> lag1_var3 2.84619408 1.4014890 0.8745320 4.36980386
#> lag1_var4 -1.79655151 1.3189173 -3.2447276 0.05038128
#> const 7.27705423 8.3737032 -2.4293972 19.69545192
#> exo1 -0.16490538 0.3915061 -0.7071525 0.33000862
#> exo2 -0.66949821 0.3832897 -1.1920626 -0.10024411
#> exo3 0.09218379 0.6306487 -0.8063587 0.81745954
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008287904 0.0001818418 0.0006228034 0.001074807
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.571367e-05 0.001839066 -0.002561392 0.002440785
#> Sigma[2,2] 1.581006e-01 0.045303545 0.113391899 0.230290366
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003097469 0.002366744 -0.006674272 -0.000461666
#> Sigma[3,2] 0.027569513 0.026749584 -0.010113417 0.061594598
#> Sigma[3,3] 0.694050845 0.092411535 0.567940614 0.822214153
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003178303 0.002624393 -0.007123323 3.437545e-05
#> Sigma[4,2] 0.139177006 0.033313746 0.088297692 1.810313e-01
#> Sigma[4,3] 0.734932016 0.103198467 0.586847039 8.740606e-01
#> Sigma[4,4] 0.855428484 0.118424810 0.675222617 1.009831e+00
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982467479 0.01736945 0.95875734 1.00642103
#> lag1_var2 0.012925941 0.06569993 -0.09101067 0.09473007
#> lag1_var3 0.008063498 0.08747313 -0.12836752 0.11054036
#> lag1_var4 -0.007331617 0.08602778 -0.10844759 0.12689746
#> const 0.360316591 0.25655242 0.01719460 0.66277255
#> exo1 -0.020345642 0.02226695 -0.04778170 0.01211610
#> exo2 -0.077664323 0.03090389 -0.12646196 -0.04453950
#> exo3 -0.089094601 0.02471960 -0.12334218 -0.05867735
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40049063 0.2696706 0.03843321 0.74241727
#> lag1_var2 -0.89669642 1.0781144 -2.35431474 0.39473838
#> lag1_var3 -2.48265761 1.4595543 -4.44209591 -0.67120880
#> lag1_var4 2.46787418 1.4636081 0.64253860 4.41821861
#> const -6.68882816 6.0510760 -13.42571160 2.47126164
#> exo1 0.07637306 0.3284275 -0.36298314 0.45781996
#> exo2 1.80724578 0.4462450 1.25579428 2.51525735
#> exo3 -0.35177826 0.3006083 -0.80940074 0.04873248
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76198542 0.5019327 -1.5836648 -0.2454529
#> lag1_var2 3.39752874 2.2947727 1.3120889 7.0935194
#> lag1_var3 5.61385583 3.0720549 2.9289764 10.5254687
#> lag1_var4 -4.65539453 3.0437738 -9.5207563 -2.0354727
#> const 17.83855001 8.8378197 7.3463181 30.7349285
#> exo1 0.22523338 0.5936368 -0.5521024 0.9997112
#> exo2 -0.04357979 0.9770552 -1.0746398 1.4994947
#> exo3 1.04529525 0.6236305 0.1652986 1.8435786
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4990026 0.5168250 -1.3344135 -0.05751204
#> lag1_var2 2.5629413 2.0992891 0.6597251 5.81746103
#> lag1_var3 3.5766871 2.7985695 0.8934799 7.86117748
#> lag1_var4 -2.6127834 2.7796574 -6.8583306 0.11334440
#> const 12.3951025 9.8840905 0.5038306 27.56173004
#> exo1 0.2909216 0.6619297 -0.7992468 1.00011054
#> exo2 1.2154031 1.0686994 0.1603057 2.91055484
#> exo3 0.8240675 0.7537594 -0.2410640 1.82759914
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002041963 0.0006262261 0.001410787 0.002943955
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003122192 0.004924128 -0.005657456 0.007578889
#> Sigma[2,2] 1.277947585 0.207141235 1.072282996 1.591790270
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009839641 0.003591206 -0.01423799 -0.004423427
#> Sigma[3,2] -0.807922791 0.172222383 -1.09157292 -0.649869202
#> Sigma[3,3] 0.783212010 0.137098094 0.63217393 0.991661547
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00945614 0.002432604 -0.01276494 -0.006718285
#> Sigma[4,2] -0.07364538 0.098532145 -0.23391253 0.014765456
#> Sigma[4,3] 0.37622173 0.076973500 0.26520473 0.469780016
#> Sigma[4,4] 0.40389817 0.066473414 0.31758704 0.496912321
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975728093 0.02299734 0.94364249 1.00470166
#> lag1_var2 0.014864559 0.02080626 -0.01676176 0.03863019
#> lag1_var3 0.014295503 0.03146187 -0.03169565 0.05110964
#> lag1_var4 -0.011730864 0.02440220 -0.04134793 0.02340912
#> const 0.321119238 0.40388121 -0.22863288 0.86124775
#> exo1 0.004549101 0.02843040 -0.03556784 0.04341853
#> exo2 -0.104139327 0.04454250 -0.15276848 -0.03692973
#> exo3 0.073754617 0.04792801 0.01217998 0.13816446
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7331881 1.0677996 -3.35693669 -0.5336233
#> lag1_var2 1.4852263 0.5671613 0.65366416 2.1541763
#> lag1_var3 1.2072116 0.9738565 -0.26777250 2.3972224
#> lag1_var4 -0.6341086 0.7292453 -1.54506132 0.4911689
#> const 10.4430273 8.3430180 -2.11763920 20.4803600
#> exo1 -1.1621662 0.9534858 -2.45302738 0.2077749
#> exo2 0.2106284 1.2813968 -1.32809822 2.0744412
#> exo3 1.7322729 1.2111758 0.01337719 3.3088715
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3008898 0.7513238 1.48721681 3.5648206
#> lag1_var2 -1.1052956 0.4440461 -1.79740211 -0.6065920
#> lag1_var3 -1.0791118 0.7311360 -2.25378858 -0.2588647
#> lag1_var4 1.3191867 0.5648212 0.64729831 2.1575456
#> const -10.2178373 6.6893983 -18.49430258 -0.3456096
#> exo1 1.2042234 0.8147728 0.08428206 2.3731908
#> exo2 -2.0440635 1.0884676 -3.44989537 -0.7138007
#> exo3 -0.1195561 0.8597699 -1.19106307 1.2318504
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5448814 0.4196922 0.8644987 1.9622958
#> lag1_var2 -0.8673119 0.2809950 -1.2176292 -0.4979436
#> lag1_var3 -1.4506032 0.4506840 -2.0850599 -0.8971768
#> lag1_var4 1.9879837 0.3581338 1.5474015 2.5077512
#> const -7.7491259 5.4609506 -14.7920410 -0.1183827
#> exo1 0.5994848 0.5494723 -0.1180535 1.3609768
#> exo2 -2.3872239 0.6532239 -3.1425853 -1.5159131
#> exo3 1.2542074 0.5216428 0.6310222 1.9384970
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007165563 0.001417857 0.005397655 0.008982459
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 5.213798e-05 0.001466039 -0.001659789 0.002107995
#> Sigma[2,2] 9.033054e-03 0.003561762 0.005797204 0.014934659
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004305314 0.002538806 -0.004095731 0.002279244
#> Sigma[3,2] -0.0062656710 0.002885870 -0.010812223 -0.002976272
#> Sigma[3,3] 0.0152613075 0.001575807 0.013079129 0.017085938
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.588169e-04 0.001947999 -0.003226724 0.002045057
#> Sigma[4,2] 9.824156e-06 0.001468998 -0.001839881 0.001890204
#> Sigma[4,3] 1.153879e-02 0.001689752 0.009427774 0.013981645
#> Sigma[4,4] 1.225431e-02 0.002204043 0.010172978 0.015265280
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88831525 0.07326801 0.80922655 1.0113282
#> lag1_var2 0.04706560 0.30508471 -0.46484447 0.3041751
#> lag1_var3 0.06344067 0.41582226 -0.63820636 0.4255312
#> lag1_var4 -0.04550472 0.42279923 -0.42810885 0.6528679
#> const 1.11205945 1.69564454 -1.68501824 2.9804831
#> exo1 0.03140365 0.07820212 -0.07489326 0.1303684
#> exo2 0.03064219 0.08319780 -0.10694017 0.1192434
#> exo3 0.03330344 0.07468518 -0.05671728 0.1390473
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04377677 0.06611773 -0.1390791 0.02913439
#> lag1_var2 0.37944144 0.35159629 0.1048532 0.99748975
#> lag1_var3 -0.54996463 0.50299479 -1.0592914 0.33722508
#> lag1_var4 0.60338483 0.52129272 -0.3043827 1.14203176
#> const -1.50075767 1.73952843 -3.7445804 1.03669769
#> exo1 -0.07578688 0.07236098 -0.1668766 0.03149199
#> exo2 0.65218037 0.09552585 0.5556169 0.81394286
#> exo3 0.32691372 0.10657987 0.1770751 0.46506815
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29297467 0.09871001 0.14893289 0.413811513
#> lag1_var2 0.90232458 0.54907389 0.18121076 1.591424582
#> lag1_var3 1.89519874 0.80788853 0.83568905 2.933316635
#> lag1_var4 -1.06319332 0.82792292 -2.13867638 -0.001936084
#> const 4.06642640 2.22483347 1.08270967 6.599298825
#> exo1 0.07266277 0.09257003 -0.06170858 0.188363725
#> exo2 -1.12851703 0.12653767 -1.32535663 -0.987850374
#> exo3 -0.41318131 0.14346768 -0.63401773 -0.218908131
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27292348 0.08103609 0.15154284 0.38233444
#> lag1_var2 0.87474904 0.37887583 0.44997685 1.39874449
#> lag1_var3 1.08092126 0.57901500 0.50221890 1.89488386
#> lag1_var4 -0.19773514 0.59201515 -1.02157712 0.39971968
#> const 1.79392423 1.43986505 -0.04878087 3.69422122
#> exo1 0.02094834 0.11956121 -0.18183836 0.13105985
#> exo2 -0.71835460 0.12688349 -0.93513073 -0.60563194
#> exo3 -0.19907712 0.10961102 -0.33873075 -0.05803259
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002230626 5.188948e-05 0.0001573658 0.0002898537
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007032474 0.003050443 -0.01141781 -0.003484795
#> Sigma[2,2] 0.432525176 0.148179893 0.28479482 0.666758967
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005767968 0.002568689 0.00264681 0.009156878
#> Sigma[3,2] -0.332326046 0.126334128 -0.53292604 -0.198254233
#> Sigma[3,3] 0.341528334 0.105617234 0.23372110 0.516460902
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001243792 0.0009124963 2.775918e-05 0.002640278
#> Sigma[4,2] -0.052699734 0.0411072295 -1.151319e-01 -0.002480493
#> Sigma[4,3] 0.133334847 0.0361123037 8.735305e-02 0.186191457
#> Sigma[4,4] 0.106561586 0.0284378851 8.308573e-02 0.151666573
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99561853 0.01510629 0.974392103 1.01507366
#> lag1_var2 0.01082913 0.03639262 -0.041830127 0.05888653
#> lag1_var3 0.01288945 0.05818240 -0.070604617 0.08873284
#> lag1_var4 -0.01593010 0.05390167 -0.085160867 0.06337526
#> const 0.32999009 0.16113674 0.086390155 0.50951913
#> exo1 0.00214061 0.01663910 -0.019136901 0.02615129
#> exo2 -0.07215454 0.01624635 -0.092800274 -0.04905311
#> exo3 0.02052491 0.01792228 0.001695056 0.04789797
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4230963 0.7238211 -2.4531220 -0.4195231
#> lag1_var2 2.4136633 1.4042077 0.2405545 4.2055844
#> lag1_var3 2.5097899 2.3260802 -1.0444452 5.5217338
#> lag1_var4 -2.0493869 2.0842260 -4.7088277 1.1543542
#> const 10.9089472 5.1866166 3.3252219 16.7218149
#> exo1 -0.4338536 0.7244939 -1.3465848 0.4720520
#> exo2 4.1137314 0.6971127 3.2338363 5.1726930
#> exo3 -0.4254459 0.8106614 -1.4461453 0.8182414
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9350905 0.6659742 0.1248856 1.930414
#> lag1_var2 -0.3852108 1.1786795 -2.0768694 1.216527
#> lag1_var3 0.3413465 1.9625590 -2.4701797 2.987890
#> lag1_var4 0.3043297 1.7435301 -2.0731257 2.776864
#> const -2.9003940 5.5404277 -9.3012532 4.526107
#> exo1 0.2313520 0.6045153 -0.4319643 1.122645
#> exo2 -4.4103092 0.6010106 -5.3051623 -3.570221
#> exo3 1.0311280 0.6343704 0.1469848 1.844882
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01810423 0.3127915 -0.4112884 0.3515514
#> lag1_var2 0.90123121 0.4506385 0.2923300 1.3901241
#> lag1_var3 1.55547699 0.7269312 0.5773736 2.3541324
#> lag1_var4 -0.57864896 0.6545180 -1.3274186 0.2844060
#> const 2.99911325 3.6184672 -1.8243389 7.5771904
#> exo1 -0.06469823 0.3416238 -0.6023842 0.3209340
#> exo2 -1.88890917 0.3053598 -2.2304074 -1.3895939
#> exo3 0.83613517 0.2517711 0.4930754 1.1836507
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000297527 6.71769e-05 0.0002113693 0.0003892564
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004713317 0.001409492 -0.006787584 -0.00300852
#> Sigma[2,2] 0.192595590 0.048131237 0.125957888 0.26057427
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002913831 0.00119861 0.001487469 0.004730408
#> Sigma[3,2] -0.122711833 0.03748899 -0.182750919 -0.077365633
#> Sigma[3,3] 0.131946055 0.03746975 0.086227266 0.184307980
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001084642 0.0009593872 -0.001381838 0.0009452862
#> Sigma[4,2] -0.0094150573 0.0190437638 -0.031574086 0.0152437385
#> Sigma[4,3] 0.0629966718 0.0259576942 0.035868923 0.1082434155
#> Sigma[4,4] 0.0609530292 0.0207824059 0.040366191 0.0961283593
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96489030 0.01289721 0.94388195 0.9777460398
#> lag1_var2 0.02538227 0.03487823 -0.01803437 0.0795427183
#> lag1_var3 0.03122420 0.05727891 -0.04141010 0.1193661615
#> lag1_var4 -0.02629683 0.05517556 -0.11064965 0.0439631031
#> const 0.46384727 0.14068264 0.28389982 0.6487881030
#> exo1 -0.01611983 0.01276426 -0.03288821 0.0008151688
#> exo2 -0.12274239 0.01088427 -0.13470983 -0.1059218277
#> exo3 0.06879065 0.02249445 0.03980262 0.1024600987
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36945397 0.2424958 -0.6889092 -0.03164109
#> lag1_var2 1.48192398 0.4583106 0.8454178 2.08719324
#> lag1_var3 1.06751171 0.7629181 0.1512590 2.15000305
#> lag1_var4 -0.99662161 0.7463260 -2.0771586 -0.09133376
#> const 4.94625957 4.0725943 -0.9691129 10.67854746
#> exo1 0.11712478 0.4226663 -0.4003710 0.77765440
#> exo2 0.86189842 0.3506427 0.4411787 1.36867082
#> exo3 -0.04933346 0.3546281 -0.5472264 0.32746041
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.055385712 0.3542364 -0.3450990 0.6381878
#> lag1_var2 0.308648898 0.5907842 -0.3698764 1.1350714
#> lag1_var3 1.527834281 0.8774292 0.5851574 2.8233083
#> lag1_var4 -0.599736187 0.8287825 -1.8159096 0.3187278
#> const 3.090856201 2.6289173 -0.4210485 6.9870701
#> exo1 0.008655518 0.3829858 -0.5805232 0.4851331
#> exo2 -1.389692322 0.3000237 -1.8679480 -1.0439225
#> exo3 -0.008156978 0.3313986 -0.4805204 0.4158385
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17489826 0.2826663 -0.5023526 0.2933913
#> lag1_var2 0.90420479 0.5263795 0.1871710 1.6340672
#> lag1_var3 1.69225030 0.7916761 0.6628290 2.8296926
#> lag1_var4 -0.69579532 0.7612378 -1.8062960 0.3079065
#> const 4.74524768 2.9465054 0.4977241 8.9785196
#> exo1 0.08355031 0.2249915 -0.1840299 0.4273008
#> exo2 -0.94221886 0.2743822 -1.3479654 -0.6221717
#> exo3 -0.03545570 0.2697741 -0.4157295 0.3260175
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001642707 4.066883e-05 0.0001002459 0.0002074188
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001848285 0.00131097 -0.00413245 -0.000859047
#> Sigma[2,2] 0.178185476 0.04317710 0.12973889 0.239214252
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004145286 0.001171984 -0.001209338 0.001875288
#> Sigma[3,2] -0.0710364070 0.046405243 -0.143191258 -0.014245024
#> Sigma[3,3] 0.4167401796 0.095686000 0.337192860 0.575504670
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008763551 0.001228926 -0.002339643 0.001082753
#> Sigma[4,2] 0.0500769488 0.041872014 -0.013715512 0.105904680
#> Sigma[4,3] 0.3815589511 0.101212298 0.284090337 0.542988665
#> Sigma[4,4] 0.4292227971 0.103339869 0.312503017 0.587083777
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97661691 0.011754736 0.964293015 0.99550166
#> lag1_var2 0.03221556 0.033086110 -0.013761246 0.06981967
#> lag1_var3 0.03328570 0.049167220 -0.039924562 0.08547910
#> lag1_var4 -0.03128162 0.046817027 -0.080926202 0.03851990
#> const 0.47787804 0.146766141 0.256305847 0.63801659
#> exo1 0.00583711 0.006642443 -0.003158479 0.01495241
#> exo2 -0.03614655 0.016224621 -0.056084643 -0.01510477
#> exo3 0.02867798 0.010101783 0.016836839 0.04341874
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2462082 0.3174584 -0.194979044 0.6555711
#> lag1_var2 -0.3638710 0.5896732 -1.334703188 0.1306977
#> lag1_var3 -1.4105032 0.8871027 -2.908531252 -0.6880881
#> lag1_var4 1.4138578 0.8369279 0.704057739 2.8139688
#> const -5.2380866 3.1273711 -9.806596945 -1.1604939
#> exo1 -0.1945249 0.4680170 -0.801005915 0.4107092
#> exo2 0.3146716 0.4126473 -0.240425328 0.8652471
#> exo3 0.4898249 0.3596921 -0.004211154 0.9252467
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2454453 0.4980457 -0.4152955 0.9136652
#> lag1_var2 1.7024663 1.6717706 -0.8876160 3.7276696
#> lag1_var3 3.1382142 2.3290747 -0.4863804 5.9216935
#> lag1_var4 -2.3767596 2.2809165 -5.2163104 1.1437916
#> const 8.3995399 7.7638277 0.1630932 18.0192389
#> exo1 0.7157556 0.4801637 0.0786521 1.2861080
#> exo2 -0.2576900 0.6534542 -1.2626292 0.4117735
#> exo3 -0.6193095 0.6109739 -1.3629686 0.3185733
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42738805 0.4237794 -0.1919259 0.8695052
#> lag1_var2 1.18986315 1.6971394 -1.2262937 3.3728240
#> lag1_var3 1.78849949 2.4109888 -1.6132860 4.9016148
#> lag1_var4 -1.01442815 2.3754590 -4.0304832 2.3663335
#> const 3.73448898 7.1151053 -5.5849642 11.5171918
#> exo1 0.60170142 0.4973523 -0.1222235 1.2289962
#> exo2 -0.05151529 0.6025023 -0.8858397 0.7731761
#> exo3 -0.30909647 0.4598637 -0.9082365 0.3318408
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004773814 0.0001173116 0.0004102189 0.0006710577
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01774909 0.004082289 -0.02435247 -0.01382112
#> Sigma[2,2] 1.22164812 0.310541851 0.81543671 1.65406701
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01324532 0.003555755 0.01030416 0.01935455
#> Sigma[3,2] -0.83982440 0.221439041 -1.14806782 -0.53597127
#> Sigma[3,3] 0.82291763 0.201898328 0.56573915 1.06305946
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003354252 0.001505462 0.001620435 0.005939502
#> Sigma[4,2] -0.155253682 0.083558466 -0.260767252 -0.047419625
#> Sigma[4,3] 0.376978473 0.124076448 0.250986929 0.567797379
#> Sigma[4,4] 0.317450384 0.098458245 0.225498665 0.470133620
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981214664 0.02410594 0.946841635 1.012690391
#> lag1_var2 0.031532123 0.02735799 -0.006192237 0.070732429
#> lag1_var3 0.058315421 0.04616174 -0.003592399 0.128248812
#> lag1_var4 -0.058750615 0.03932299 -0.118180602 -0.005616321
#> const 0.565191966 0.20370059 0.274725379 0.847213417
#> exo1 0.008487881 0.01419022 -0.012774042 0.025144292
#> exo2 -0.081698923 0.01941424 -0.102694316 -0.054153885
#> exo3 0.070998152 0.02329027 0.037286636 0.094874446
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7170964 0.9846620 -2.1350535 0.3624773
#> lag1_var2 2.1001264 1.2085342 0.6374174 3.7631381
#> lag1_var3 2.3504220 2.0242156 -0.2546751 5.1304691
#> lag1_var4 -2.1119485 1.7388246 -4.5615969 0.1571710
#> const 6.8580267 7.4974368 -5.3676012 15.6067014
#> exo1 0.1610585 0.3767685 -0.2408343 0.7691629
#> exo2 3.4725734 1.0406239 2.0806432 4.8661729
#> exo3 -0.5686100 0.8241922 -1.7398258 0.5378231
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2087719 0.7154402 1.4823700 3.3835734
#> lag1_var2 -2.9314398 0.8468968 -4.3097740 -1.8914130
#> lag1_var3 -4.2074889 1.4761791 -6.6060868 -2.4943077
#> lag1_var4 4.4588251 1.2666627 2.9786477 6.4324731
#> const -14.2670136 5.5786597 -21.2850175 -6.6801388
#> exo1 0.5164798 0.4205620 -0.1134664 0.9630945
#> exo2 -5.2451933 0.9426652 -6.4937298 -4.0036102
#> exo3 0.4732204 0.6843140 -0.3022885 1.5352126
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9812804 0.4243853 1.4597957 2.5559414
#> lag1_var2 -2.3111115 0.6768163 -3.2960021 -1.5121567
#> lag1_var3 -3.8594381 1.2123252 -5.6207886 -2.4186662
#> lag1_var4 4.2168360 1.0492150 2.9422245 5.7565606
#> const -13.2128513 2.6309007 -16.6977020 -9.5361705
#> exo1 0.6743528 0.5269653 -0.1322326 1.2307201
#> exo2 -3.5578701 0.6452184 -4.4338359 -2.7071919
#> exo3 0.1795043 0.4474639 -0.4230478 0.7602069
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003212355 5.699281e-05 0.0002602478 0.0004091909
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004887144 0.0006417727 -0.001556351 -8.320158e-05
#> Sigma[2,2] 0.0313357163 0.0076494059 0.022515156 4.411448e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002931085 0.000995461 -0.0009825065 0.001288435
#> Sigma[3,2] -0.0257863584 0.009253481 -0.0416349277 -0.017009685
#> Sigma[3,3] 0.0479920301 0.008832445 0.0403512431 0.062888763
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006728103 0.0005883822 -0.001145686 0.0002960099
#> Sigma[4,2] -0.0028510001 0.0055616065 -0.009606321 0.0063083842
#> Sigma[4,3] 0.0299700837 0.0043916530 0.024261485 0.0369492073
#> Sigma[4,4] 0.0289067689 0.0058316188 0.019790455 0.0355135550
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973747977 0.01002809 0.964649636 0.99040941
#> lag1_var2 0.052118972 0.05140785 -0.030064937 0.10591695
#> lag1_var3 0.049233825 0.06654741 -0.059336265 0.12401282
#> lag1_var4 -0.045800985 0.06547315 -0.119806615 0.06077674
#> const 0.537448027 0.20833759 0.247851982 0.81866486
#> exo1 0.007294164 0.01281467 -0.005694481 0.02617906
#> exo2 -0.031066618 0.01276300 -0.048039370 -0.01851480
#> exo3 0.017004030 0.01749829 -0.006091665 0.04028489
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18004462 0.06738047 0.08918835 0.26728534
#> lag1_var2 0.04304932 0.43388585 -0.51766258 0.59883046
#> lag1_var3 -1.07155518 0.57138468 -1.77352066 -0.28450995
#> lag1_var4 1.05626049 0.56066255 0.28549114 1.74116428
#> const -3.35979903 1.75695520 -5.62608285 -1.16007784
#> exo1 0.08701767 0.18929216 -0.13760425 0.32007228
#> exo2 0.43711046 0.15091585 0.26867484 0.63736139
#> exo3 -0.22879679 0.14901098 -0.37990589 0.02422586
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2641532 0.08480604 -0.3753798 -0.1402936
#> lag1_var2 1.1581660 0.46547982 0.4614329 1.6892019
#> lag1_var3 2.6145045 0.64300475 1.6032606 3.2797668
#> lag1_var4 -1.6162706 0.63364747 -2.2666298 -0.6198419
#> const 7.4670475 2.18840092 3.9299491 9.9437417
#> exo1 -0.1695984 0.21304798 -0.4074091 0.1572772
#> exo2 -1.2481767 0.27221546 -1.6074395 -0.8814379
#> exo3 1.2383731 0.13058704 1.0314568 1.3903287
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1392620 0.05849435 -0.2005821 -0.05084641
#> lag1_var2 0.8437701 0.26126444 0.3910149 1.10325256
#> lag1_var3 1.3450115 0.36545549 0.6988026 1.62717089
#> lag1_var4 -0.3372579 0.36146957 -0.6100600 0.30026715
#> const 3.6278684 1.58074769 1.3412927 5.54414117
#> exo1 -0.1092904 0.18578563 -0.3709705 0.12941548
#> exo2 -1.0096631 0.18365859 -1.2320996 -0.74500352
#> exo3 1.1270794 0.14267540 0.9287613 1.31146673
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001492179 0.0004986536 0.0007791662 0.002212461
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01320303 0.004500047 -0.01947375 -0.007040302
#> Sigma[2,2] 0.42756125 0.072936114 0.35943369 0.543822277
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008171245 0.00286244 0.00477309 0.01236358
#> Sigma[3,2] -0.273591375 0.04310886 -0.34085040 -0.22980964
#> Sigma[3,3] 0.180507031 0.02621741 0.14779434 0.21837732
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004571351 0.0005490399 -0.001179770 0.0001939082
#> Sigma[4,2] 0.0038980322 0.0115337767 -0.011168415 0.0212499836
#> Sigma[4,3] 0.0032231519 0.0076409926 -0.008650750 0.0135076990
#> Sigma[4,4] 0.0060759125 0.0011697951 0.004590832 0.0076215817
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008431739 0.01872110 0.98289169 1.03116760
#> lag1_var2 0.058985549 0.09359660 -0.09167894 0.14212046
#> lag1_var3 0.105223163 0.14495877 -0.11972138 0.24392482
#> lag1_var4 -0.117854434 0.15033760 -0.26390719 0.11853909
#> const 0.701068515 0.71530092 -0.28165917 1.71680058
#> exo1 0.023807748 0.03339335 -0.01148621 0.07305298
#> exo2 -0.057299445 0.02893050 -0.09491776 -0.01873943
#> exo3 -0.003882347 0.03691131 -0.05795933 0.04602127
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18466244 0.4007421 -0.7272870 0.3472837
#> lag1_var2 -0.05236291 1.9507981 -3.0220031 2.7168650
#> lag1_var3 -1.40298936 3.0193576 -5.9794467 2.8731325
#> lag1_var4 1.55592468 3.0547077 -2.7640453 6.1985275
#> const -4.96846836 11.0737133 -19.4647548 9.3479582
#> exo1 0.38589320 0.5711714 -0.3004509 1.1661739
#> exo2 0.10037340 0.6898392 -0.9113583 0.8505666
#> exo3 0.10882253 0.7494284 -0.9424247 1.1291992
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15402471 0.2726568 -0.19803162 0.50881604
#> lag1_var2 1.16349164 1.2405451 -0.50271962 3.04105555
#> lag1_var3 2.65122914 1.9143744 0.08445428 5.54363376
#> lag1_var4 -1.82518254 1.9402075 -4.76536149 0.76859725
#> const 7.23409957 7.4439660 -2.41247311 16.75476292
#> exo1 -0.23761157 0.3571499 -0.72346666 0.16429122
#> exo2 -0.68000428 0.4374159 -1.16384385 -0.08371725
#> exo3 -0.02543242 0.4678186 -0.61706730 0.59949603
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03434662 0.04673829 -0.03493011 0.09014748
#> lag1_var2 0.86487404 0.16872325 0.60172786 1.06078948
#> lag1_var3 1.33314549 0.26058058 0.92923294 1.64316798
#> lag1_var4 -0.39045059 0.26130442 -0.70818282 0.01091994
#> const 2.87784050 0.82914051 1.67700968 3.92126349
#> exo1 0.01307310 0.05951520 -0.07662328 0.08145590
#> exo2 -0.63117595 0.04892237 -0.69723149 -0.56029655
#> exo3 0.04830316 0.08202033 -0.08115735 0.15754743
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006379971 0.0001902944 0.0004190519 0.0009292077
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003657474 0.001609854 -0.00603068 -0.001606138
#> Sigma[2,2] 0.093533092 0.029005208 0.07476026 0.138608797
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005678133 0.003699506 0.001318573 0.01099253
#> Sigma[3,2] -0.177496900 0.058534666 -0.269603843 -0.13251684
#> Sigma[3,3] 0.461442403 0.141388900 0.292817140 0.66145325
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002783322 0.002669927 -0.0003437032 0.006662866
#> Sigma[4,2] -0.105238344 0.037184527 -0.1620760946 -0.069085167
#> Sigma[4,3] 0.329267406 0.100968728 0.1919207321 0.470651339
#> Sigma[4,4] 0.253243435 0.077085283 0.1413318924 0.359619043
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962487811 0.02056600 0.93775983 0.988601431
#> lag1_var2 0.079196715 0.07278935 -0.02816829 0.156065549
#> lag1_var3 0.107339550 0.08795602 -0.01751325 0.200659513
#> lag1_var4 -0.104160425 0.08656518 -0.19575165 0.020246076
#> const 0.712824031 0.39660295 0.17247579 1.286805101
#> exo1 -0.018507870 0.03641532 -0.06720295 0.037529682
#> exo2 -0.016938786 0.02236408 -0.05220749 0.009174796
#> exo3 0.004924437 0.01951468 -0.02260560 0.030386484
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28801615 0.2943740 -0.14144820 0.6268542
#> lag1_var2 0.10889133 0.9787663 -0.95117176 1.5840906
#> lag1_var3 -1.14566604 1.1998273 -2.44682701 0.6618524
#> lag1_var4 1.08371113 1.1704640 -0.67531998 2.3456338
#> const -2.29737125 4.6662776 -7.94084429 4.0350631
#> exo1 0.44908326 0.3428470 0.03434080 0.9863416
#> exo2 0.19402387 0.1694290 -0.02091164 0.4114277
#> exo3 -0.05373818 0.3251117 -0.41364941 0.4437578
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31534712 0.5828892 -0.3591575 1.1780931
#> lag1_var2 -0.25316110 1.8781727 -3.1471539 2.0038059
#> lag1_var3 0.40282340 2.2942448 -3.1085478 3.2105923
#> lag1_var4 0.52213533 2.2422191 -2.2103476 3.9386432
#> const -3.04185477 9.6937442 -16.7657022 8.5811751
#> exo1 -0.61865551 0.7678213 -1.6988716 0.4063076
#> exo2 -0.68780331 0.6471488 -1.4390399 0.3174677
#> exo3 0.05351607 0.8087281 -1.2412001 0.8233104
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.564641001 0.3993908 0.04338991 1.0968240
#> lag1_var2 -0.576563765 1.2309792 -2.30422562 1.0865390
#> lag1_var3 -1.056001971 1.5106346 -3.14351743 1.0027423
#> lag1_var4 1.943616890 1.4767849 -0.06366569 3.9742107
#> const -6.440895187 6.8800699 -15.29824065 3.4187524
#> exo1 -0.241955053 0.5534941 -0.99491923 0.4697228
#> exo2 -0.579187401 0.5667011 -1.27985900 0.2829716
#> exo3 -0.008651642 0.5981035 -0.94075516 0.6130430
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002333114 0.000941442 0.001416614 0.003851107
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 4.517383e-05 0.001360777 -0.001753681 0.001707326
#> Sigma[2,2] 2.089960e-02 0.005199752 0.014965877 0.028534536
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008995403 0.004464826 -0.01576919 -0.003833861
#> Sigma[3,2] -0.050654545 0.017002364 -0.07520131 -0.031547379
#> Sigma[3,3] 0.208018255 0.056253093 0.14684162 0.293768643
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009329876 0.004026689 -0.01529410 -0.004593959
#> Sigma[4,2] -0.037692963 0.013975981 -0.05812731 -0.022191150
#> Sigma[4,3] 0.179122260 0.046155769 0.12886723 0.249789146
#> Sigma[4,4] 0.158387095 0.038010815 0.11675546 0.216401862
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97931925 0.03617046 0.93177444 1.02661438
#> lag1_var2 0.19396671 0.14605247 0.01856550 0.42758038
#> lag1_var3 0.35661138 0.24704497 0.06703300 0.74304756
#> lag1_var4 -0.36680181 0.24677644 -0.75064394 -0.07881945
#> const 1.42612561 0.83069375 0.51117698 2.80421701
#> exo1 0.01648690 0.04420303 -0.03933184 0.08541799
#> exo2 -0.03891296 0.07840711 -0.12688122 0.09230327
#> exo3 0.03051313 0.05770711 -0.03995653 0.12231795
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21321017 0.08909634 0.09316287 0.3339506
#> lag1_var2 0.81101249 0.41490280 0.33876761 1.4052885
#> lag1_var3 0.51353984 0.65150101 -0.19807969 1.4260026
#> lag1_var4 -0.58011390 0.64667094 -1.48207246 0.1228245
#> const 1.59127452 2.00328254 -0.85786212 4.4650028
#> exo1 0.01818903 0.16500348 -0.22783245 0.2134012
#> exo2 0.72343674 0.17175657 0.46682580 0.9321145
#> exo3 0.19693333 0.13185641 0.01163376 0.3545463
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2274627 0.3512013 -0.6525012 0.312250640
#> lag1_var2 -0.1157320 1.1114407 -1.9960130 1.011642355
#> lag1_var3 -0.1308057 1.7465032 -3.0612663 1.491520630
#> lag1_var4 1.1934129 1.7534158 -0.4320802 4.121755923
#> const -1.5898674 8.4538406 -14.4295272 7.723184336
#> exo1 -0.3511043 0.4965131 -0.8122578 0.506374802
#> exo2 -0.8537536 0.4815239 -1.2789770 -0.002125948
#> exo3 0.1427888 0.6282294 -0.5769187 1.060686722
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08955799 0.3096378 -0.4691154 0.4008009
#> lag1_var2 0.12729832 0.9434093 -1.5328870 1.1005335
#> lag1_var3 -0.25151679 1.5027365 -2.8137273 1.1593292
#> lag1_var4 1.28942657 1.5121653 -0.1201149 3.8490760
#> const -1.79633013 7.4890064 -13.4617277 6.3854495
#> exo1 -0.34052573 0.4068596 -0.7047667 0.3706391
#> exo2 -0.40380276 0.4301812 -0.8072155 0.3798032
#> exo3 0.28184895 0.5795072 -0.3600653 1.1299645
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002034772 0.0005090278 0.001462459 0.002907467
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007341859 0.001598081 -0.009404459 -0.005336194
#> Sigma[2,2] 0.074041385 0.016264496 0.050635778 0.096516687
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005109623 0.001120566 0.003594276 0.006546516
#> Sigma[3,2] -0.056278308 0.012455818 -0.074145507 -0.039162102
#> Sigma[3,3] 0.047730503 0.010256156 0.031850196 0.061945304
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.316801e-05 0.0004528079 -0.0003931312 0.000871322
#> Sigma[4,2] -7.431076e-03 0.0036847918 -0.0124946884 -0.002425475
#> Sigma[4,3] 1.112287e-02 0.0036912286 0.0063679937 0.016770738
#> Sigma[4,4] 6.936698e-03 0.0017595890 0.0042416382 0.009356636
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97015299 0.03082923 0.93097879 1.010067441
#> lag1_var2 0.16378606 0.03722238 0.11881783 0.222705887
#> lag1_var3 0.26999487 0.04603340 0.21623082 0.340533385
#> lag1_var4 -0.27175628 0.04732822 -0.34302880 -0.214989987
#> const 1.22421041 0.63573487 0.45721869 2.150190010
#> exo1 0.02021224 0.04267259 -0.04518409 0.056799196
#> exo2 -0.07408094 0.04215687 -0.12712829 -0.025590716
#> exo3 -0.02512090 0.02704285 -0.06441870 0.004915331
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3666806 0.2014522 0.09851577 0.64054611
#> lag1_var2 -0.7351800 0.5087013 -1.28705817 0.06836334
#> lag1_var3 -1.8937000 0.7360291 -2.62870858 -0.61809729
#> lag1_var4 1.9984802 0.7372497 0.73177616 2.75274619
#> const -6.6054285 4.3694405 -13.40634477 -1.42604100
#> exo1 0.1295574 0.1491117 -0.04906827 0.34997397
#> exo2 1.9355986 0.2616543 1.55370908 2.20944710
#> exo3 1.1414911 0.2467707 0.78737677 1.45584102
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20504798 0.1588026 -0.4262160 0.01289028
#> lag1_var2 1.46525286 0.4578640 0.8094551 2.01089072
#> lag1_var3 2.69374114 0.6698964 1.6119098 3.40763972
#> lag1_var4 -1.83218098 0.6727754 -2.5511823 -0.75830109
#> const 7.85896244 3.5818788 3.9038259 13.11048436
#> exo1 -0.09493453 0.1049661 -0.2489631 0.02933680
#> exo2 -1.96757742 0.1694721 -2.1414121 -1.71958596
#> exo3 -0.62945390 0.2128378 -0.8763190 -0.31284767
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03416752 0.03908833 -0.02126606 0.08470214
#> lag1_var2 0.60214830 0.15276039 0.41923685 0.82479673
#> lag1_var3 0.86803156 0.22687078 0.57321492 1.20143586
#> lag1_var4 0.08952392 0.22692120 -0.24559095 0.38193907
#> const 1.86303283 0.89906031 0.83526577 3.06283337
#> exo1 -0.01412419 0.05607886 -0.10338860 0.04810605
#> exo2 -0.84315459 0.05891275 -0.91591401 -0.76201791
#> exo3 0.15500846 0.11700300 -0.01740045 0.28504020
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005092334 0.0001191113 0.0003226641 0.0006411562
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02096926 0.006147911 -0.02835092 -0.01169891
#> Sigma[2,2] 2.48140873 0.665890222 1.74460284 3.45376477
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009676673 0.004087817 0.004133984 0.01524026
#> Sigma[3,2] -1.552496893 0.496806398 -2.275085667 -0.98283502
#> Sigma[3,3] 1.383719109 0.409602896 0.970531636 2.07564431
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004963176 0.00202634 -0.007413371 -0.00186923
#> Sigma[4,2] 0.129831799 0.11805617 -0.007764790 0.31378912
#> Sigma[4,3] 0.381284007 0.15791425 0.205004640 0.64158306
#> Sigma[4,4] 0.526115503 0.14766856 0.368666611 0.75819931
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97659404 0.01117475 0.962759681 0.993340837
#> lag1_var2 0.04367925 0.02692188 0.003176904 0.071938204
#> lag1_var3 0.06722672 0.04085728 0.005753752 0.109133785
#> lag1_var4 -0.06480955 0.03790965 -0.104159603 -0.007736067
#> const 0.49695876 0.15413260 0.269029904 0.710376384
#> exo1 -0.01497967 0.01808789 -0.043607595 0.008233284
#> exo2 -0.11744773 0.02232339 -0.144522922 -0.085162645
#> exo3 0.04984180 0.02658997 0.024352408 0.096678833
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3574048 0.8364564 -1.3524978 0.8239051
#> lag1_var2 0.1417470 1.6794616 -2.2511147 2.5467185
#> lag1_var3 -0.9569786 2.5153419 -4.4915021 2.7390863
#> lag1_var4 1.1449047 2.3252021 -2.2035943 4.4163755
#> const -0.8851350 13.2104024 -15.1320095 16.5063107
#> exo1 1.4443146 1.3969135 -0.3553698 3.0771100
#> exo2 6.5527940 2.0946886 3.2238707 9.1746773
#> exo3 0.2619307 1.6409464 -2.0104362 2.3086783
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3177644 0.5809481 -0.87898605 0.6717061
#> lag1_var2 1.7018460 1.0227145 -0.01812997 2.8246434
#> lag1_var3 3.3428399 1.5213071 0.82462566 5.0762831
#> lag1_var4 -2.4061360 1.4096691 -4.06005708 -0.1016431
#> const 10.9024008 10.1215697 -3.73802389 23.7156321
#> exo1 -0.4836171 0.9936639 -1.89764023 0.9664629
#> exo2 -4.5581623 1.5314655 -6.17029629 -1.9909108
#> exo3 0.2933236 1.2238734 -0.86140450 2.3976527
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6274071 0.5142891 -1.3089055 0.00605721
#> lag1_var2 1.5011695 1.0659721 -0.3238428 2.51577485
#> lag1_var3 2.2622720 1.6163222 -0.4982676 3.80678123
#> lag1_var4 -1.1602316 1.4958818 -2.5405318 1.38082212
#> const 9.4935636 6.6207732 0.3500704 17.67024378
#> exo1 0.5231417 0.7440303 -0.4383340 1.52086918
#> exo2 -0.4061189 0.6234997 -1.2243554 0.37376487
#> exo3 0.5397064 0.7392140 -0.4193913 1.69164291
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006114904 0.0001103718 0.000441359 0.000741427
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001304342 0.000583488 -0.002120403 -0.0006299828
#> Sigma[2,2] 0.014032684 0.004181216 0.010364183 0.0205232761
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001136280 0.0009282012 0.0003726475 0.002749393
#> Sigma[3,2] -0.005888422 0.0049164218 -0.0145404702 -0.001498858
#> Sigma[3,3] 0.030984143 0.0088528546 0.0229795593 0.046017515
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006049071 0.0008449119 -6.124341e-05 0.002104717
#> Sigma[4,2] 0.0001869135 0.0037390088 -6.263357e-03 0.004166317
#> Sigma[4,3] 0.0295585774 0.0068707710 2.281326e-02 0.040765026
#> Sigma[4,4] 0.0309331353 0.0056557638 2.528661e-02 0.039538299
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971046877 0.01184917 0.954930150 0.988295131
#> lag1_var2 0.014783714 0.03616678 -0.028196052 0.059816444
#> lag1_var3 0.011006740 0.06407157 -0.060948628 0.096796436
#> lag1_var4 -0.005735636 0.06513285 -0.093748982 0.061297191
#> const 0.344843722 0.18992753 0.111154026 0.630115062
#> exo1 0.017654075 0.01423098 0.001180198 0.040601142
#> exo2 -0.030864747 0.01857880 -0.051614326 -0.005151323
#> exo3 -0.011498718 0.02245113 -0.051326782 0.008684975
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10213962 0.07994905 -0.015114136 0.200572352
#> lag1_var2 0.58504108 0.18777560 0.292453170 0.788638388
#> lag1_var3 -0.37401217 0.31898631 -0.865246436 0.001881472
#> lag1_var4 0.38625543 0.30877964 0.029937149 0.844993434
#> const -1.38037209 0.80982918 -2.422932837 -0.235912085
#> exo1 -0.03363842 0.07297740 -0.134726400 0.047942860
#> exo2 0.70469943 0.11354437 0.557068089 0.851636463
#> exo3 0.16295414 0.11573441 0.008440153 0.335648255
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22025040 0.1545862 -0.009035048 0.4071140
#> lag1_var2 -0.20661237 0.2136124 -0.545829676 0.0235512
#> lag1_var3 0.12400626 0.4416071 -0.495055437 0.6136575
#> lag1_var4 0.76355499 0.4066374 0.348078300 1.3328292
#> const -0.43475424 1.2473655 -1.960638325 1.5527556
#> exo1 0.14905166 0.1273140 -0.060556610 0.2676318
#> exo2 -0.81018245 0.1414446 -0.940537180 -0.5654039
#> exo3 -0.01958123 0.1655959 -0.262169876 0.2077854
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27439079 0.1690587 0.03572075 0.48401637
#> lag1_var2 -0.14862862 0.2017248 -0.45105277 0.06241680
#> lag1_var3 -0.51547729 0.4009085 -1.00863702 -0.03202298
#> lag1_var4 1.43188648 0.3647091 1.03787665 1.91119659
#> const -2.30578303 1.2376602 -3.56019947 -0.33722349
#> exo1 0.13954424 0.1391197 -0.07292151 0.28265202
#> exo2 -0.52653210 0.1645314 -0.68421895 -0.27440685
#> exo3 0.05562846 0.1651265 -0.16071886 0.28734711
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009884202 0.0002710288 0.0007594657 0.00139206
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001271938 0.002286396 -0.005319552 0.001062684
#> Sigma[2,2] 0.281542070 0.087720332 0.179756318 0.414422984
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00142516 0.002726033 -0.002024083 0.005359668
#> Sigma[3,2] -0.16995120 0.076224738 -0.280547008 -0.075770099
#> Sigma[3,3] 0.42977034 0.112827938 0.285333127 0.590864253
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008107978 0.003413503 -0.003493123 0.005945065
#> Sigma[4,2] -0.0051101951 0.039334093 -0.062569143 0.045224072
#> Sigma[4,3] 0.3747478660 0.085121120 0.259458158 0.493266077
#> Sigma[4,4] 0.4224274249 0.080998453 0.302632520 0.526191794
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93236742 0.01131256 0.91504046 0.94554310
#> lag1_var2 0.11111903 0.03045065 0.07807718 0.16099715
#> lag1_var3 0.15904334 0.05749135 0.09559455 0.25220960
#> lag1_var4 -0.15415930 0.05484515 -0.24306174 -0.09540849
#> const 0.97388372 0.33216310 0.55409424 1.41710539
#> exo1 0.01715293 0.02313688 -0.01625692 0.04970431
#> exo2 -0.24424465 0.03828551 -0.29518061 -0.19086186
#> exo3 -0.09218527 0.03013161 -0.11725252 -0.04314852
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02265294 0.1691874 -0.1122331 0.3145597
#> lag1_var2 0.25850657 0.5063601 -0.6053845 0.7534325
#> lag1_var3 -0.68310100 0.9071038 -2.2767435 0.2354694
#> lag1_var4 0.76981630 0.8379785 -0.0834952 2.2404514
#> const -1.39935553 1.7704558 -4.2492576 0.4802853
#> exo1 0.12886617 0.3576326 -0.3856710 0.5598104
#> exo2 2.39312620 0.6360728 1.5795496 3.1674861
#> exo3 0.50745208 0.5206923 -0.2348756 1.1402610
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5435115 0.2961821 -0.908841 -0.09606642
#> lag1_var2 2.4648157 0.5245803 1.689844 3.15288136
#> lag1_var3 4.6634933 0.9571553 3.330514 6.03675428
#> lag1_var4 -3.7371120 0.9257395 -5.013358 -2.42113205
#> const 12.0095365 7.3615503 3.395074 24.79865463
#> exo1 -0.1958652 0.6254117 -1.078268 0.63035100
#> exo2 -3.6137698 0.7966300 -4.808491 -2.62574462
#> exo3 -1.7889983 0.7402758 -2.506740 -0.51617315
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6208986 0.2830297 -0.9660853 -0.1901674
#> lag1_var2 2.5443169 0.5456324 1.8933765 3.3169392
#> lag1_var3 4.1148270 0.9543075 2.9736753 5.5069928
#> lag1_var4 -3.1003129 0.9306553 -4.4547831 -1.9470253
#> const 10.7540194 8.1351869 0.5451525 24.4409489
#> exo1 -0.1300533 0.7082989 -1.1706341 0.6936390
#> exo2 -2.6260831 0.8478550 -3.7328511 -1.4457691
#> exo3 -1.7245970 0.7377842 -2.5333105 -0.5860479
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002886865 6.276744e-05 0.0002163883 0.0003858937
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009785284 0.005319222 -0.01857628 -0.00397701
#> Sigma[2,2] 1.173018119 0.430974835 0.68987506 1.83339862
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004864381 0.002393346 0.002056694 0.008625224
#> Sigma[3,2] 0.037555778 0.170543084 -0.227211362 0.244119314
#> Sigma[3,3] 1.584042648 0.153764297 1.425599737 1.849266596
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001189616 0.00537491 -0.009079811 0.005433602
#> Sigma[4,2] 0.824610313 0.36473734 0.414703095 1.402343610
#> Sigma[4,3] 1.744910521 0.19802629 1.554371431 2.056714868
#> Sigma[4,4] 2.446781964 0.36880953 1.999912670 2.985039540
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978895561 0.01087523 0.9653849273 0.994684566
#> lag1_var2 0.027450611 0.01768249 0.0006537553 0.050328435
#> lag1_var3 0.039648821 0.02738257 -0.0022957060 0.073496835
#> lag1_var4 -0.039131649 0.02546558 -0.0708164146 -0.001512741
#> const 0.500770930 0.11893777 0.3378903778 0.674191932
#> exo1 0.004527281 0.01864198 -0.0208621159 0.031353302
#> exo2 -0.071201299 0.01398980 -0.0856630291 -0.049342699
#> exo3 0.021398474 0.01488464 0.0019699657 0.041323164
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2948729 0.7405978 0.1097021 2.1649789
#> lag1_var2 -1.5295756 1.9874287 -4.7810975 0.2901099
#> lag1_var3 -3.3221981 3.0211628 -8.2441528 -0.5638673
#> lag1_var4 3.1457954 2.8710024 0.5109988 7.7963030
#> const -17.3915867 7.9421968 -29.4766727 -6.7721755
#> exo1 -0.2645143 1.2968103 -1.6123875 1.7110299
#> exo2 6.3083407 1.5075318 4.0718463 7.9920996
#> exo3 2.7709112 1.2061270 0.9491579 4.2236839
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3965804 0.7899986 -0.91812777 1.080138
#> lag1_var2 1.4536684 2.0999056 -1.06690234 4.395433
#> lag1_var3 2.8093034 3.2569471 -1.15947480 7.267482
#> lag1_var4 -2.1761950 3.0808453 -6.44707403 1.627036
#> const 9.7528343 9.0491487 -0.03344047 24.371086
#> exo1 0.8224773 1.2614215 -0.85244290 2.459051
#> exo2 -5.0512723 1.4923219 -6.65075837 -2.453454
#> exo3 -0.7538432 1.7793445 -3.24270727 1.460139
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2573078 1.031933 -0.3948206 2.414893
#> lag1_var2 0.1955620 3.352574 -4.5080873 4.618810
#> lag1_var3 0.2440910 5.155532 -6.9976343 6.916461
#> lag1_var4 0.2769274 4.889421 -6.1529098 7.075940
#> const -2.3715900 11.141971 -18.2324052 12.554073
#> exo1 0.6986793 1.694107 -1.5891650 2.771170
#> exo2 -1.3825978 1.919169 -3.5551694 1.877601
#> exo3 1.0716497 2.645755 -2.8438374 4.321279
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001982191 0.0004688332 0.001543291 0.002771205
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007692879 0.003484651 -0.01220741 -0.002942293
#> Sigma[2,2] 0.235850824 0.048462038 0.18045017 0.304422408
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006471488 0.002369033 0.003210524 0.008990999
#> Sigma[3,2] -0.118590831 0.025573957 -0.146035540 -0.077953212
#> Sigma[3,3] 0.225354617 0.026172729 0.187129678 0.259086094
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003044415 0.002309806 0.001111927 0.00678619
#> Sigma[4,2] 0.004287856 0.026609348 -0.026629301 0.04240590
#> Sigma[4,3] 0.166510755 0.024907083 0.138040407 0.20467487
#> Sigma[4,4] 0.172113235 0.030885781 0.135731690 0.22211732
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965910525 0.05194597 0.894567513 1.04272462
#> lag1_var2 0.106869621 0.10281560 -0.012331838 0.27771695
#> lag1_var3 0.234274140 0.20188299 -0.003413655 0.57022387
#> lag1_var4 -0.238134853 0.19224788 -0.562079657 -0.01170632
#> const 1.146431464 0.64959372 0.127476065 1.98864953
#> exo1 -0.002211588 0.03187150 -0.048272938 0.03124971
#> exo2 -0.129513654 0.04458041 -0.203221948 -0.08688060
#> exo3 -0.046385734 0.07815062 -0.150024040 0.06104336
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13171755 0.5740948 -0.81559233 0.7727411
#> lag1_var2 0.89328513 0.7955797 -0.28705079 1.7680138
#> lag1_var3 -0.20801625 1.5354181 -2.48123148 1.5264436
#> lag1_var4 0.31303667 1.4158433 -1.33688730 2.4139592
#> const -2.65390285 6.2441085 -12.95854589 4.4704922
#> exo1 -0.04371789 0.3611000 -0.38144327 0.5137173
#> exo2 0.37861454 0.4355151 -0.07970635 1.0277905
#> exo3 0.32568956 0.5076260 -0.36847638 1.0036904
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8712073 0.4972397 0.3993895 1.62180804
#> lag1_var2 -0.4685005 0.9388992 -1.8704110 0.58739494
#> lag1_var3 0.3419686 1.8581628 -2.4377549 2.42955205
#> lag1_var4 0.3030415 1.7696244 -1.7173383 2.92957278
#> const -1.7049817 7.1472942 -12.4840736 7.58750342
#> exo1 -0.4397115 0.2625529 -0.7978117 -0.08160501
#> exo2 -3.7562251 0.4232311 -4.3012256 -3.25228397
#> exo3 -0.1492117 0.6900635 -0.9988741 0.90518963
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.836971053 0.3361092 0.3586267 1.2656163
#> lag1_var2 -0.227852181 0.8428792 -1.4506838 0.8479076
#> lag1_var3 -0.194979550 1.6648520 -2.6241817 1.9071207
#> lag1_var4 0.901286110 1.5987289 -1.0739820 3.2597340
#> const -4.268059767 5.5866869 -13.7074313 1.2200019
#> exo1 -0.476634545 0.3529558 -0.8064196 0.1024174
#> exo2 -3.615791449 0.2753640 -4.0410226 -3.2865228
#> exo3 0.007399743 0.6540260 -0.8693992 0.8760514
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008967032 0.0001376668 0.0007315845 0.001095914
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02826167 0.003887149 -0.03348454 -0.02254602
#> Sigma[2,2] 1.65864209 0.274894236 1.32607101 2.04256408
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01910931 0.003538778 0.01372813 0.02320905
#> Sigma[3,2] -1.15859813 0.198998253 -1.40542698 -0.87386560
#> Sigma[3,3] 1.07493605 0.223355875 0.77234833 1.39618612
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001062731 0.002915352 -0.002696891 0.00499735
#> Sigma[4,2] -0.111952430 0.119888928 -0.297269086 0.02168048
#> Sigma[4,3] 0.363804682 0.145011906 0.214840363 0.59181542
#> Sigma[4,4] 0.315716629 0.086253012 0.224735445 0.45681051
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96391231 0.03181392 0.9228880986 1.008855948
#> lag1_var2 0.07691805 0.04994026 -0.0004280819 0.122516478
#> lag1_var3 0.12216188 0.07925086 -0.0012369013 0.192253603
#> lag1_var4 -0.11943771 0.07366662 -0.1851110090 -0.003396499
#> const 0.71322367 0.35183575 0.1426292940 1.135949645
#> exo1 0.00228121 0.02911824 -0.0461764029 0.035461602
#> exo2 -0.06131068 0.02010774 -0.0900982083 -0.036290759
#> exo3 0.06631103 0.03781123 0.0243555305 0.128052415
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25591028 1.5563018 -1.697247 2.4258955
#> lag1_var2 -1.11980075 2.5741341 -4.858111 2.0548548
#> lag1_var3 -3.17706698 4.0514524 -9.031127 1.8569514
#> lag1_var4 3.25260639 3.7791914 -1.450980 8.6099357
#> const -9.83177739 17.4840903 -30.018120 14.5822303
#> exo1 -0.71916188 1.2073138 -2.404849 0.8640792
#> exo2 0.17142329 0.8375231 -1.137795 1.1418633
#> exo3 0.05399847 1.3023479 -2.176831 1.2114163
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5540695 1.4314278 -1.6656190 2.3540384
#> lag1_var2 0.7063849 2.4397858 -2.3044236 4.4951588
#> lag1_var3 2.0816005 3.8109598 -2.6604021 7.9682208
#> lag1_var4 -1.2864821 3.5384378 -6.6726043 3.1146851
#> const -0.3265384 15.5970739 -21.3822325 20.1887648
#> exo1 0.3048866 1.0468273 -0.8470536 2.0978766
#> exo2 -0.5109547 0.8618831 -1.6426741 0.7307495
#> exo3 0.5230930 1.2237059 -0.6076414 2.4778255
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7638514 0.7696419 -0.1050046 1.9216092
#> lag1_var2 -0.3417891 1.3358587 -2.2576589 1.2065702
#> lag1_var3 -0.4546594 2.0921772 -3.5034587 1.9261601
#> lag1_var4 1.3112771 1.9316169 -0.9457561 4.1401251
#> const -8.4915937 7.9457071 -19.0299305 1.6498044
#> exo1 -0.1847050 0.4706617 -0.7656478 0.5966517
#> exo2 -0.4451765 0.5376907 -1.1250525 0.2881046
#> exo3 0.6133052 0.6660261 -0.3690025 1.3825673
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005362955 0.0002063101 0.0003500933 0.0008807137
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01338561 0.005845467 -0.02269459 -0.007137217
#> Sigma[2,2] 0.79874727 0.213165618 0.52041564 1.065444769
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007696457 0.003586028 0.003860636 0.01348853
#> Sigma[3,2] -0.490044571 0.150526514 -0.682729394 -0.28835093
#> Sigma[3,3] 0.349126902 0.107257903 0.207206895 0.49278268
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003196671 0.0005532427 -0.001091539 0.0003960414
#> Sigma[4,2] -0.0112159479 0.0408592654 -0.064193475 0.0457075319
#> Sigma[4,3] 0.0580766324 0.0258698793 0.030296208 0.0971413584
#> Sigma[4,4] 0.0543638312 0.0118923107 0.036561874 0.0706829099
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993052164 0.01181459 0.97568579 1.00759427
#> lag1_var2 -0.021050566 0.03810421 -0.08230111 0.02106725
#> lag1_var3 -0.043577733 0.06459944 -0.14952898 0.02400726
#> lag1_var4 0.044098863 0.06334632 -0.02131766 0.14899507
#> const 0.144935542 0.28655511 -0.23941453 0.51253137
#> exo1 0.004760139 0.02731557 -0.03925322 0.02690043
#> exo2 -0.065671388 0.01837772 -0.08716417 -0.04096429
#> exo3 0.020739490 0.02938127 -0.02349153 0.05357738
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8949656 0.4749033 -1.4650599 -0.2402000
#> lag1_var2 2.2847652 1.9324586 -0.8113137 4.4421685
#> lag1_var3 2.3412810 3.2799490 -2.8793966 6.0416939
#> lag1_var4 -2.0982485 3.2408559 -5.7167063 3.0317519
#> const 9.0316731 12.0040895 -7.2638155 25.8283609
#> exo1 -0.4721364 0.7741623 -1.3059639 0.7455269
#> exo2 0.8100224 0.8807347 -0.2903229 2.2502270
#> exo3 0.2485024 0.9772099 -0.9198991 1.4822816
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55691294 0.2736125 0.2353259 0.9251322
#> lag1_var2 -0.21069641 0.9114612 -1.3477756 1.0870148
#> lag1_var3 0.64836065 1.5672079 -1.2957123 2.8421801
#> lag1_var4 0.12130724 1.5530655 -2.0494634 2.1162361
#> const -0.49288471 7.0365491 -11.2398008 7.0691703
#> exo1 -0.03523676 0.5845770 -0.9553207 0.6267446
#> exo2 -1.24411221 0.4337923 -1.8301294 -0.6524313
#> exo3 -0.34448753 0.5703845 -1.0366385 0.4006854
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01736782 0.1692798 -0.25392206 0.20598834
#> lag1_var2 0.87946925 0.5595794 0.20070568 1.69597018
#> lag1_var3 1.59216349 0.9554324 0.44970048 3.00555857
#> lag1_var4 -0.65463298 0.9351951 -2.04806892 0.46617249
#> const 3.68611677 3.5159148 0.03900996 9.02741742
#> exo1 -0.31642083 0.1533724 -0.51963617 -0.08479965
#> exo2 -0.78635471 0.2449131 -1.09777027 -0.45361823
#> exo3 -0.20314826 0.1719384 -0.41098903 0.04561559
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003100172 6.89233e-05 0.0002058095 0.0003880746
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004421209 0.002917177 -0.008959874 -0.001110155
#> Sigma[2,2] 0.365480184 0.104509498 0.258097515 0.541676931
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003465115 0.002817447 0.0002054249 0.007555186
#> Sigma[3,2] -0.319634691 0.109642968 -0.5052430367 -0.230853192
#> Sigma[3,3] 0.428669750 0.123115329 0.3219523218 0.633057592
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008643845 0.001468294 -0.001451495 0.002641502
#> Sigma[4,2] -0.1120299316 0.056946334 -0.198869239 -0.051612552
#> Sigma[4,3] 0.2575617248 0.067796950 0.179179823 0.358385407
#> Sigma[4,4] 0.2054164113 0.042196070 0.150245511 0.267346124
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964212546 0.01193778 0.950814660 0.98127255
#> lag1_var2 0.007629422 0.03914240 -0.057479147 0.05259823
#> lag1_var3 0.002390943 0.06891412 -0.110487171 0.08495692
#> lag1_var4 0.009289368 0.06765907 -0.075343641 0.11834768
#> const 0.307894189 0.25790566 0.008553292 0.70631831
#> exo1 -0.016987454 0.02055484 -0.041198828 0.01011920
#> exo2 -0.046172155 0.01659115 -0.067454299 -0.02100930
#> exo3 0.032960712 0.01966966 0.008466627 0.06117495
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4835722 0.9583342 -0.8279172 1.5404332
#> lag1_var2 3.0209679 1.5362500 1.2579159 5.3149797
#> lag1_var3 4.0092023 2.5233658 1.0490216 7.8644026
#> lag1_var4 -4.4720838 2.2220447 -7.9028300 -1.8502384
#> const 15.7019501 7.5185350 7.0717653 28.0916765
#> exo1 -0.1420464 0.7709632 -1.2229214 0.8998722
#> exo2 0.9982200 0.8704474 -0.1166714 2.3148954
#> exo3 -0.3226915 0.5042666 -1.1310612 0.2692184
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.300794830 0.8954133 -1.3414149 0.8410911
#> lag1_var2 -1.419606351 1.7826975 -3.8810561 0.7248097
#> lag1_var3 -1.780359752 2.9649123 -5.9434243 1.8491267
#> lag1_var4 3.088686402 2.6716998 -0.2418662 6.8831832
#> const -10.874657747 7.2645215 -21.9178855 -1.6992088
#> exo1 0.047165151 0.7633089 -1.0444419 1.0599926
#> exo2 -2.092171696 0.7439488 -2.9252033 -0.8682023
#> exo3 -0.009322878 0.5389324 -0.6099236 0.7618865
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.035545576 0.5504295 -0.8338676 0.6998885
#> lag1_var2 0.026508490 1.1429469 -1.5240730 1.5451789
#> lag1_var3 -0.001970378 1.9143510 -2.6405338 2.4696315
#> lag1_var4 1.076675946 1.7380804 -1.1491473 3.4701806
#> const -3.442069771 4.9847698 -10.3340425 3.2946420
#> exo1 -0.033457875 0.4334651 -0.7671146 0.4405760
#> exo2 -1.563748186 0.5936482 -2.1836092 -0.6425207
#> exo3 -0.201251753 0.4487518 -0.6595488 0.4539256
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000446431 0.0001180428 0.000329832 0.0006344061
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001600284 0.0009375017 -0.002943421 -0.0002025575
#> Sigma[2,2] 0.031995756 0.0084833193 0.023473873 0.0468427056
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004176546 0.001069820 -0.0009636644 0.002109861
#> Sigma[3,2] -0.0192222870 0.005685351 -0.0275645428 -0.012715999
#> Sigma[3,3] 0.0234105615 0.005706327 0.0167971775 0.031649214
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004149967 0.0009695064 -0.001666661 0.001081949
#> Sigma[4,2] -0.0104965929 0.0047289135 -0.016461463 -0.003224004
#> Sigma[4,3] 0.0216368692 0.0060511802 0.015676698 0.031986263
#> Sigma[4,4] 0.0243269672 0.0074622186 0.017969677 0.037546548
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98486546 0.01594106 0.9595593854 0.999816709
#> lag1_var2 0.01036642 0.01273313 0.0002949884 0.031959518
#> lag1_var3 0.06656535 0.02444919 0.0353006625 0.103927885
#> lag1_var4 -0.06365442 0.01966977 -0.0955715224 -0.040319454
#> const 0.58801141 0.16197570 0.4085620092 0.837158379
#> exo1 0.01002877 0.01093571 -0.0015270951 0.022554729
#> exo2 -0.04581004 0.02524041 -0.0751464478 -0.008037595
#> exo3 -0.01244296 0.02672165 -0.0399001991 0.030461784
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28379597 0.2398529 -0.01071943 0.6118092
#> lag1_var2 0.56736620 0.1782173 0.31780579 0.7815686
#> lag1_var3 0.02886584 0.4163767 -0.47249670 0.5726294
#> lag1_var4 0.13370817 0.3388845 -0.29006157 0.5441703
#> const 0.11589099 2.2751684 -3.18785844 2.9175179
#> exo1 -0.07088308 0.1676229 -0.26154688 0.1938755
#> exo2 1.39982466 0.2310388 1.11578783 1.7197011
#> exo3 0.66342412 0.2194280 0.35230284 0.9247181
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03506318 0.2252605 -0.25085691 0.36051088
#> lag1_var2 0.10063075 0.1868953 -0.19803475 0.32407810
#> lag1_var3 0.44232381 0.3583638 -0.04609180 0.86082105
#> lag1_var4 0.32570492 0.3020377 -0.02319958 0.74212844
#> const -0.65659255 2.1369644 -3.17642822 2.26715825
#> exo1 -0.05305673 0.1506418 -0.25774133 0.13729525
#> exo2 -0.84979427 0.1768634 -1.07314050 -0.59436759
#> exo3 -0.34612188 0.2349528 -0.62831583 -0.03420916
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10278328 0.1914601 -0.1153537 0.394654568
#> lag1_var2 0.09513367 0.1726195 -0.1775224 0.301045820
#> lag1_var3 -0.31011688 0.2718810 -0.7019823 0.003822379
#> lag1_var4 1.17174944 0.2385944 0.9147753 1.516330149
#> const -2.95504405 1.8379505 -5.4725395 -0.367460720
#> exo1 -0.11236716 0.1356389 -0.2738890 0.086276966
#> exo2 -0.53065471 0.1223131 -0.6702515 -0.354930669
#> exo3 -0.20718603 0.2203378 -0.5093651 0.083750542
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003059932 6.238931e-05 0.0002284691 0.0003947802
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009021679 0.001570191 -0.01078707 -0.00667118
#> Sigma[2,2] 0.607455345 0.108620892 0.46971963 0.76264310
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007944777 0.00165527 0.005786375 0.01033591
#> Sigma[3,2] -0.400683631 0.08261398 -0.543756899 -0.31880199
#> Sigma[3,3] 0.504625402 0.06849689 0.434419156 0.61228754
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0021479581 0.001227811 0.0003735622 0.003837695
#> Sigma[4,2] 0.0006489065 0.053544476 -0.0824626534 0.068456574
#> Sigma[4,3] 0.2620472621 0.059077648 0.1889945836 0.350358625
#> Sigma[4,4] 0.2869397741 0.050674882 0.2074225864 0.336949457
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985791113 0.02112606 0.95440200 1.013052836
#> lag1_var2 0.007827364 0.04843057 -0.06336811 0.070407231
#> lag1_var3 0.006759148 0.07639345 -0.10531109 0.107601641
#> lag1_var4 -0.007943285 0.07222015 -0.10176347 0.099064910
#> const 0.446560676 0.29906357 0.02833554 0.842989801
#> exo1 -0.013516061 0.01875127 -0.04356346 0.004556707
#> exo2 -0.034817531 0.01210070 -0.05097416 -0.017808354
#> exo3 0.044799503 0.01233289 0.02543689 0.058907365
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2271438 0.8817419 -0.9899836 1.4742032
#> lag1_var2 0.2565856 2.3856681 -2.8532577 3.7162417
#> lag1_var3 -0.7569059 3.7213792 -5.6845280 4.6031136
#> lag1_var4 0.8028004 3.4990341 -4.2521404 5.4316963
#> const -7.4390153 9.4966227 -21.3574267 4.8701240
#> exo1 -0.2798284 0.6740245 -1.3695698 0.4742314
#> exo2 0.2759446 0.4686266 -0.1393878 1.1334238
#> exo3 -0.5539600 0.7426857 -1.4756952 0.6095962
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2398806 0.5911559 -1.16279043 0.4078692
#> lag1_var2 0.8819528 1.4386259 -0.62644332 2.8968389
#> lag1_var3 2.4093035 2.2243876 0.06246352 5.5806077
#> lag1_var4 -1.4684258 2.0887710 -4.43004213 0.7229530
#> const 10.2011805 7.6192939 2.78526102 22.4949239
#> exo1 -0.3509468 0.4073852 -0.87548701 0.1518301
#> exo2 -0.4302980 0.5244706 -1.15030232 0.2129071
#> exo3 0.6500635 0.5605251 -0.08362350 1.4458596
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1116638 0.4559820 -0.7759527 0.46218846
#> lag1_var2 0.7401715 1.2312618 -0.9830569 2.15557655
#> lag1_var3 1.4660309 1.9429968 -1.1726064 3.78219613
#> lag1_var4 -0.4677395 1.8513169 -2.6691786 2.05492849
#> const 4.1646256 7.4688775 -5.0549927 14.98333019
#> exo1 -0.5505669 0.4193458 -1.0501114 0.01415305
#> exo2 -0.2684966 0.4473888 -0.8590526 0.34304123
#> exo3 0.3330725 0.5623822 -0.5551007 0.91917887
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006584624 0.0002061947 0.0004498967 0.0009944896
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006177404 0.003148941 -0.00431733 0.00436931
#> Sigma[2,2] 0.2626072329 0.053932401 0.19509743 0.34143583
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01073770 0.004527641 0.00648165 0.01806372
#> Sigma[3,2] -0.08828508 0.087321664 -0.21394456 0.03249343
#> Sigma[3,3] 0.61232280 0.110160830 0.47877800 0.78445835
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01127242 0.006495965 0.005515895 0.02217585
#> Sigma[4,2] 0.07495712 0.098083779 -0.062901389 0.20810464
#> Sigma[4,3] 0.60103113 0.133158556 0.441482054 0.79784900
#> Sigma[4,4] 0.69474558 0.185320270 0.485288177 0.96642019
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992735053 0.01405147 0.97490590 1.01326056
#> lag1_var2 0.001442871 0.03885576 -0.04744092 0.05752837
#> lag1_var3 -0.007599748 0.06216350 -0.09577584 0.07357781
#> lag1_var4 0.006396933 0.05802042 -0.06830780 0.08724985
#> const 0.265401936 0.10340495 0.14121507 0.41122778
#> exo1 -0.004090548 0.02252155 -0.03831614 0.01731079
#> exo2 -0.102835333 0.03154586 -0.15336409 -0.07154240
#> exo3 0.070193371 0.02824334 0.03061561 0.10811557
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23388684 0.2705110 -0.5812745 0.1512290
#> lag1_var2 1.30055952 0.4306187 0.8320555 1.9601686
#> lag1_var3 1.52792204 0.6655431 0.8131240 2.6651425
#> lag1_var4 -1.43234478 0.6307435 -2.5056143 -0.7239431
#> const 3.87594092 3.0805161 -1.1001623 7.9518684
#> exo1 -0.83908097 0.5311964 -1.6156629 -0.1810921
#> exo2 -0.07700112 0.5852989 -0.7394632 0.8001542
#> exo3 1.20573985 0.3536712 0.7703627 1.7131558
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7415497 0.3732150 0.27324814 1.20992449
#> lag1_var2 -1.2264034 0.7593746 -2.04742330 0.05906788
#> lag1_var3 -1.5509264 1.3208263 -3.16106001 0.47339111
#> lag1_var4 2.3423796 1.2391027 0.44863944 3.85431929
#> const -7.3459278 4.4804938 -13.97918395 -1.96029254
#> exo1 0.2808577 0.7577337 -0.72766063 1.33456012
#> exo2 -4.3493106 1.0922832 -5.56123006 -2.83684196
#> exo3 1.1342997 0.6827666 0.00262608 1.76983968
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6372754 0.4875764 0.1073970 1.3366022
#> lag1_var2 -0.8220278 0.8322058 -1.9645873 0.4018837
#> lag1_var3 -1.2472625 1.4544495 -3.3217472 0.6784484
#> lag1_var4 2.1149347 1.3775570 0.3157752 4.0519303
#> const -6.9740233 6.2206759 -16.4381378 -0.9566414
#> exo1 -0.2113877 0.8297076 -1.1906120 0.9354310
#> exo2 -4.6763506 1.2692159 -6.1666975 -2.9165305
#> exo3 2.0292327 0.8156768 0.7581927 2.7648402
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003322191 8.735905e-05 0.0002422868 0.0004618926
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005185486 0.00773631 -0.0119419 0.008087255
#> Sigma[2,2] 3.842553695 1.05801996 2.4382965 5.220121782
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002045927 0.00363349 -0.005582326 0.003210701
#> Sigma[3,2] -1.3674555896 0.36329756 -1.783859439 -0.894087275
#> Sigma[3,3] 0.6855848574 0.13060814 0.512138196 0.874749094
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003054209 0.001715772 -0.005357307 -0.001013596
#> Sigma[4,2] 0.361028350 0.207647459 0.107702045 0.581155503
#> Sigma[4,3] 0.102128687 0.091182569 -0.008731272 0.207989187
#> Sigma[4,4] 0.302485683 0.029968997 0.255613725 0.331286612
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9939898675 0.01612689 0.97579007 1.01747474
#> lag1_var2 0.0111412115 0.01642046 -0.01041025 0.03306190
#> lag1_var3 0.0222907825 0.03835249 -0.02895013 0.07253171
#> lag1_var4 -0.0271853214 0.03266650 -0.07149256 0.01570330
#> const 0.3629849699 0.24136274 0.01904839 0.62622614
#> exo1 -0.0091507537 0.02089632 -0.03823666 0.01969510
#> exo2 -0.0719265956 0.01711575 -0.09802392 -0.04894482
#> exo3 -0.0007704639 0.01694407 -0.02351256 0.02446347
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9625466 2.015070 -3.6252754 1.7934377
#> lag1_var2 -0.8887472 2.061736 -2.9640488 2.3056017
#> lag1_var3 -3.7600131 4.871348 -8.6443988 3.7226997
#> lag1_var4 4.5661766 4.050590 -1.7614439 8.7043419
#> const -5.4316668 19.838564 -28.5811155 22.1804897
#> exo1 -1.9957138 1.984994 -4.9217674 0.0688162
#> exo2 1.9152787 2.614537 -1.8229413 5.3895019
#> exo3 2.4715811 2.033898 -0.5000755 4.9266495
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3135882 0.7882350 0.3947436 2.467745
#> lag1_var2 0.3567082 0.9115717 -1.1512937 1.383783
#> lag1_var3 1.3915063 2.1321384 -2.1336809 3.772672
#> lag1_var4 -1.2949858 1.8523916 -3.3995584 1.782949
#> const 1.9082196 8.5416498 -9.6806295 12.042541
#> exo1 0.6060212 0.7185129 -0.4958787 1.545731
#> exo2 -2.9097919 0.9771658 -4.5142275 -1.835399
#> exo3 -2.0040030 0.9809855 -3.3916102 -0.661559
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9890069 0.3882646 0.37136337 1.3803920
#> lag1_var2 -0.3739194 0.4745496 -0.96999914 0.2974274
#> lag1_var3 -1.0525290 1.0973034 -2.38708811 0.5195590
#> lag1_var4 1.4922587 0.9896117 0.08873504 2.7627885
#> const -2.6729147 6.5583338 -10.57774264 6.5418770
#> exo1 -0.2856986 0.5193054 -1.06269152 0.3585771
#> exo2 -2.4521603 0.5386151 -3.17863064 -1.7486374
#> exo3 -0.9905592 0.4789174 -1.51061195 -0.3079329
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004959945 0.0001050389 0.0003852778 0.0006510431
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005133877 0.001691753 -0.008029538 -0.003214586
#> Sigma[2,2] 0.210942101 0.044770517 0.162680258 0.285214969
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00459569 0.003850361 -0.001174405 0.009633848
#> Sigma[3,2] -0.11599910 0.121341726 -0.270748317 0.037962311
#> Sigma[3,3] 1.27531716 0.287140502 0.948505378 1.655958099
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001355134 0.004305625 -0.005729956 0.00640626
#> Sigma[4,2] 0.021809322 0.114508392 -0.105807919 0.17946886
#> Sigma[4,3] 1.251997546 0.230346783 0.969768014 1.55403936
#> Sigma[4,4] 1.321096044 0.190661935 1.066567998 1.57524416
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019743888 0.01517662 0.99864958 1.04109815
#> lag1_var2 -0.030744086 0.04252728 -0.08165634 0.03498016
#> lag1_var3 -0.083882590 0.07059706 -0.15831270 0.02189366
#> lag1_var4 0.074451209 0.06909980 -0.02909130 0.14847595
#> const 0.046963183 0.28686660 -0.30424042 0.45817015
#> exo1 0.061870780 0.02613277 0.02356388 0.09303745
#> exo2 -0.105313496 0.01832035 -0.13759374 -0.08763971
#> exo3 -0.004588606 0.02912350 -0.03526170 0.04354771
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5148089 0.1779612 -0.7158975 -0.2374223
#> lag1_var2 1.9610394 0.6333192 1.3358232 2.9898798
#> lag1_var3 2.3981294 1.0271462 1.2642864 4.0369472
#> lag1_var4 -2.2874853 0.9981119 -3.8906863 -1.2432230
#> const 8.0945392 2.9182120 4.1414263 11.9965537
#> exo1 0.1086615 0.4109779 -0.5373034 0.4715250
#> exo2 2.0173197 0.6106386 1.1483810 2.6464510
#> exo3 -0.2902372 0.6936632 -1.1131853 0.8313196
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3127635 0.8059104 0.1103831 2.1979329
#> lag1_var2 -1.2501648 1.3700069 -2.8952511 0.9039008
#> lag1_var3 -2.3509167 2.5977985 -5.2154853 1.8411639
#> lag1_var4 2.9686370 2.4311708 -0.9345231 5.7258243
#> const -11.6124819 12.3490169 -28.2735710 6.9182942
#> exo1 0.1571328 1.3367147 -1.2988693 1.9892428
#> exo2 -6.8574480 0.9099423 -8.4383846 -6.0079340
#> exo3 2.4179544 1.3217321 0.3350286 4.0983278
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0323683 0.8477268 -0.2565317 1.969528
#> lag1_var2 -0.3149477 1.4911913 -2.2180831 1.693551
#> lag1_var3 -1.3573324 2.8383325 -4.8713245 2.763958
#> lag1_var4 2.0509684 2.6465190 -1.7370738 5.323276
#> const -8.0748765 12.0904403 -23.9227507 10.069187
#> exo1 0.2520485 1.2427895 -1.0706823 1.847057
#> exo2 -5.8791763 1.0573531 -7.7844338 -4.892116
#> exo3 2.3467079 1.7000247 -0.3497475 4.549588
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002083098 6.578985e-05 0.0001398557 0.0003087951
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00733785 0.002451042 -0.01144016 -0.004840558
#> Sigma[2,2] 0.76064290 0.252192761 0.53324986 1.219783530
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003357454 0.002793214 0.0006398557 0.007931447
#> Sigma[3,2] -0.301546887 0.280242807 -0.7504123991 -0.060340113
#> Sigma[3,3] 0.857642376 0.241875327 0.6336915369 1.265540392
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -7.799153e-05 0.003308447 -0.004665813 0.004481795
#> Sigma[4,2] 6.067129e-02 0.266699767 -0.303796387 0.401104594
#> Sigma[4,3] 7.857697e-01 0.190133787 0.602198022 1.081431204
#> Sigma[4,4] 8.940193e-01 0.224091752 0.626430939 1.242752451
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993243000 0.007248144 0.985538759 1.005263184
#> lag1_var2 -0.002432895 0.016070451 -0.024877163 0.019942666
#> lag1_var3 -0.002392901 0.031762577 -0.044291417 0.042551873
#> lag1_var4 0.000100592 0.029813084 -0.042516260 0.039017237
#> const 0.341837981 0.089684132 0.193095616 0.436459499
#> exo1 0.015775843 0.014198048 -0.003102516 0.030586102
#> exo2 -0.018760435 0.020579800 -0.045435526 0.005654076
#> exo3 -0.017509496 0.017426822 -0.037232281 0.010858760
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1448493 0.4635331 -0.5243440 0.7369084
#> lag1_var2 0.1894383 0.7816226 -0.8556219 1.3107065
#> lag1_var3 -1.2014462 1.5871045 -3.3742845 1.0059874
#> lag1_var4 1.3256813 1.4710198 -0.6859917 3.3537066
#> const -7.1641123 6.9032062 -16.7500775 -0.2821814
#> exo1 -0.2079293 1.1348888 -1.5239279 1.5169049
#> exo2 0.3587977 1.1437767 -1.1339585 1.5832373
#> exo3 0.1853972 1.0439895 -1.3325537 1.6321801
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1757182 0.5176584 -0.9297717 0.42628758
#> lag1_var2 0.5439119 0.9949501 -0.4792521 1.96762083
#> lag1_var3 2.1226516 1.9648551 0.2393872 4.87491798
#> lag1_var4 -1.1826956 1.8390741 -3.8055160 0.61978664
#> const 7.1342070 7.9076469 -2.3283949 18.85074242
#> exo1 -0.1682309 1.2271293 -2.1753999 1.22817587
#> exo2 -1.0423228 0.6246218 -1.6824337 -0.04204207
#> exo3 0.5537080 0.9717867 -0.6793100 1.92681907
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10142367 0.4886678 -0.7090525 0.578897076
#> lag1_var2 0.34688733 0.9234290 -0.8991584 1.665061444
#> lag1_var3 0.98212384 1.7940893 -1.4775805 3.483629721
#> lag1_var4 0.05123967 1.6938931 -2.3626899 2.289151753
#> const 2.10531794 8.2975555 -8.8089237 12.705900982
#> exo1 -0.31103551 1.2574318 -2.3081976 1.314989055
#> exo2 -0.94953048 0.7251091 -2.0186904 0.007447384
#> exo3 0.71842445 0.9448916 -0.3284938 2.185120732
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007375921 0.001885673 0.004583033 0.009859915
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008680558 0.0009343151 -0.002231193 0.0002908071
#> Sigma[2,2] 0.0069284409 0.0012461936 0.005814382 0.0090383720
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001164028 0.004227493 -0.005838109 0.005945448
#> Sigma[3,2] -0.012445441 0.002644965 -0.016189131 -0.008937819
#> Sigma[3,3] 0.097824242 0.012273049 0.081168644 0.113629796
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004108431 0.003985731 -0.006244439 0.004842683
#> Sigma[4,2] -0.0077872365 0.002836041 -0.011246461 -0.003370926
#> Sigma[4,3] 0.0934017306 0.011604051 0.077231524 0.108317087
#> Sigma[4,4] 0.0924189224 0.011015749 0.077566603 0.107346086
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90146068 0.03364214 0.861831204 0.95229756
#> lag1_var2 0.13717158 0.08990493 -0.005198085 0.23892044
#> lag1_var3 0.09866038 0.18045657 -0.163900933 0.29901537
#> lag1_var4 -0.08586934 0.17490899 -0.282552495 0.16472977
#> const 0.78589369 0.41802658 0.267418312 1.39486902
#> exo1 -0.07406815 0.13072740 -0.280355554 0.05390710
#> exo2 0.00190860 0.05974984 -0.093387047 0.06777744
#> exo3 -0.01243816 0.09405564 -0.131370571 0.10528415
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08880867 0.07918948 -0.01938551 0.19243704
#> lag1_var2 0.62198207 0.16675962 0.41249772 0.85007582
#> lag1_var3 0.13807236 0.17685234 -0.04236014 0.40667762
#> lag1_var4 -0.12974211 0.17062535 -0.39289243 0.05025025
#> const 0.21592177 0.52219423 -0.42269295 1.01249549
#> exo1 -0.06977367 0.07374522 -0.16745775 0.02149063
#> exo2 0.50601059 0.08491174 0.38630764 0.61635466
#> exo3 0.29044890 0.08291206 0.20178340 0.41055686
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2593380 0.2267589 -0.60408475 0.01702559
#> lag1_var2 0.9130521 0.7401461 -0.14186482 1.92151581
#> lag1_var3 1.5520458 1.0357081 0.06242634 2.91045181
#> lag1_var4 -0.5841626 1.0130209 -1.91134325 0.89139322
#> const 5.3049331 2.6732938 2.14197331 9.13746279
#> exo1 0.1484682 0.2772900 -0.18296669 0.61388932
#> exo2 -0.9770399 0.2475574 -1.32983052 -0.65756984
#> exo3 -0.2515555 0.3724355 -0.82871926 0.22353642
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21955669 0.2249095 -0.563835000 0.06231279
#> lag1_var2 1.04141926 0.7645660 -0.002243795 2.11803856
#> lag1_var3 1.19308313 1.1070756 -0.326430064 2.73985767
#> lag1_var4 -0.19557894 1.0815542 -1.700761173 1.30772035
#> const 4.26303359 2.8313480 0.695151394 8.36377039
#> exo1 0.10108767 0.2713054 -0.249216309 0.52413062
#> exo2 -0.62443205 0.2738207 -0.975410541 -0.23831948
#> exo3 -0.02922654 0.3396929 -0.542817710 0.41583431
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003708045 6.965208e-05 0.0002901532 0.0004787989
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002638198 0.001258677 -0.004527599 -0.0009532218
#> Sigma[2,2] 0.067675188 0.016707597 0.043170809 0.0874883935
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002160347 0.001353832 0.0005255765 0.004229205
#> Sigma[3,2] -0.065790604 0.016760463 -0.0882075674 -0.040079833
#> Sigma[3,3] 0.120192098 0.025720515 0.0831639920 0.150654229
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009038125 0.001025815 -0.00019305 0.002612767
#> Sigma[4,2] -0.0321968903 0.012983659 -0.05094974 -0.015831427
#> Sigma[4,3] 0.0922465553 0.022081871 0.06142536 0.122812577
#> Sigma[4,4] 0.0815035033 0.020067163 0.05386256 0.111539799
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.020092376 0.01227633 1.00436654 1.036713189
#> lag1_var2 -0.020958455 0.01162575 -0.03919529 -0.007671212
#> lag1_var3 -0.014889357 0.02311061 -0.05157055 0.012188522
#> lag1_var4 0.004879019 0.02194373 -0.01960107 0.040849220
#> const 0.288118675 0.13652367 0.11147194 0.490384917
#> exo1 0.005337485 0.01522111 -0.01583045 0.026425743
#> exo2 -0.069685208 0.02093097 -0.09910566 -0.040547988
#> exo3 -0.007407507 0.01711936 -0.02605004 0.016138702
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.573207237 0.1633631 -0.8219598 -0.3613294
#> lag1_var2 1.315693004 0.2379974 1.1162691 1.7398917
#> lag1_var3 0.775232462 0.4443027 0.3615027 1.5546158
#> lag1_var4 -0.585053416 0.3921560 -1.2765950 -0.2332444
#> const 2.102395706 1.8369813 -0.3608171 4.7108057
#> exo1 0.006142123 0.1642334 -0.2085261 0.2006904
#> exo2 0.982346487 0.2172536 0.6967539 1.3132983
#> exo3 0.102594461 0.2249978 -0.1952967 0.4285860
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.48293662 0.4048877 0.8561474 1.9445702
#> lag1_var2 -1.08796923 0.4617718 -1.9049844 -0.6624095
#> lag1_var3 -1.06015099 0.8441464 -2.5609024 -0.2677355
#> lag1_var4 1.61085916 0.7207216 0.9765448 2.9150593
#> const -5.65194337 2.3287367 -8.7676959 -2.4665728
#> exo1 0.01305393 0.2537136 -0.3017324 0.3936986
#> exo2 -3.33300297 0.3580884 -3.9166233 -2.9168384
#> exo3 -0.27276798 0.3980857 -0.8341927 0.2686745
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27725508 0.3739799 0.6981677 1.7129313
#> lag1_var2 -0.77571607 0.3725813 -1.4184188 -0.3988170
#> lag1_var3 -1.37926936 0.6896750 -2.5527442 -0.6568695
#> lag1_var4 2.03592811 0.5821790 1.4707671 3.0586448
#> const -6.77776295 2.0132646 -9.0784528 -3.7610294
#> exo1 0.01964634 0.2384379 -0.2579166 0.4143133
#> exo2 -3.03631132 0.3336245 -3.5554457 -2.6198282
#> exo3 -0.22868052 0.3546947 -0.7379812 0.2486546
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005005902 9.167941e-05 0.0003676639 0.0006162526
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04198304 0.007332539 -0.05146759 -0.0320177
#> Sigma[2,2] 4.82025811 0.742574105 3.82448391 5.8685051
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02394343 0.004481945 0.01791117 0.02970752
#> Sigma[3,2] -2.56874127 0.376201551 -3.10306926 -2.12012957
#> Sigma[3,3] 1.49842561 0.226284755 1.25711961 1.82689706
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003134466 0.001034384 -0.0009598802 0.001720706
#> Sigma[4,2] 0.1386151039 0.161137177 -0.0350940935 0.380515441
#> Sigma[4,3] 0.0705550066 0.065717889 -0.0333423582 0.147764890
#> Sigma[4,4] 0.1750826543 0.048787217 0.1197618912 0.249212389
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990027813 0.010000670 0.975200822 1.000920475
#> lag1_var2 0.001237455 0.007912317 -0.008535989 0.013148430
#> lag1_var3 0.004170078 0.014678616 -0.012948208 0.026944636
#> lag1_var4 -0.004741556 0.011551508 -0.022229201 0.008771538
#> const 0.347052036 0.161287352 0.163982988 0.594380529
#> exo1 -0.013108607 0.026004381 -0.051884748 0.017803909
#> exo2 -0.123972962 0.027629840 -0.167682103 -0.090651292
#> exo3 0.034758844 0.026527218 -0.006666601 0.068007330
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5747660 1.158339 -2.2052246 0.9423462
#> lag1_var2 1.5184150 1.022035 0.2041228 2.9409745
#> lag1_var3 0.9850349 1.852313 -1.3961814 3.5751297
#> lag1_var4 -0.7522676 1.494496 -2.8503505 1.2177141
#> const 3.1680034 15.859437 -18.9180386 24.3384125
#> exo1 1.7433796 2.295199 -0.6708431 5.3719975
#> exo2 0.8707716 2.765958 -3.1924250 4.4290004
#> exo3 -0.2807797 2.240002 -2.8915048 3.0624279
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75895097 0.4562130 0.21137234 1.43683292
#> lag1_var2 -0.63415062 0.4642294 -1.28130581 -0.02821709
#> lag1_var3 -0.07552808 0.8357011 -1.24040630 0.99703992
#> lag1_var4 0.77835869 0.6761431 -0.09661294 1.73838994
#> const -3.51159362 6.4823267 -12.57930419 5.10883215
#> exo1 -0.85485205 1.2671975 -2.81870906 0.50881614
#> exo2 -1.69870436 1.5163113 -3.79469795 0.39719323
#> exo3 0.82376858 1.4116345 -1.27580835 2.51858314
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45704704 0.3147873 0.1243561 0.94860050
#> lag1_var2 -0.22129583 0.2391812 -0.6150976 0.02057043
#> lag1_var3 -0.29185580 0.4213700 -0.9932884 0.13672578
#> lag1_var4 1.16074681 0.3216377 0.8311363 1.69048539
#> const -4.13296675 4.2238104 -10.9071487 0.21750413
#> exo1 0.09609967 0.3861949 -0.5022285 0.56187458
#> exo2 -1.44567565 0.3344595 -1.8101270 -0.94191536
#> exo3 0.73192598 0.4884544 0.1908009 1.54643499
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001799458 0.0005943503 0.001333478 0.002812952
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05764964 0.02306676 -0.09333609 -0.03717032
#> Sigma[2,2] 3.96617076 0.96201829 2.90775921 5.33674478
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04359488 0.02149171 0.02670142 0.07869549
#> Sigma[3,2] -2.78894796 0.81259218 -4.05697566 -2.03713061
#> Sigma[3,3] 2.29063790 0.69866339 1.70242692 3.41774380
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009323954 0.008882099 0.002246931 0.02403492
#> Sigma[4,2] -0.428826638 0.320987248 -0.951625499 -0.12911326
#> Sigma[4,3] 0.656572277 0.256929955 0.441101271 1.07069146
#> Sigma[4,4] 0.429959361 0.081665066 0.335194927 0.55119093
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979834524 0.01806471 0.95476799 1.00210800
#> lag1_var2 0.043106434 0.02943975 0.01107960 0.09021861
#> lag1_var3 0.062240966 0.04842845 0.01089716 0.14094743
#> lag1_var4 -0.064206954 0.04712724 -0.14081064 -0.01519041
#> const 0.581477944 0.34189201 0.17510387 1.08309094
#> exo1 -0.058551654 0.02927091 -0.09607788 -0.01219159
#> exo2 0.004102351 0.04254558 -0.04837391 0.06512489
#> exo3 0.062795836 0.03457617 0.01819911 0.10057899
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59515235 1.120455 -2.064086 0.937121
#> lag1_var2 1.84061517 2.167166 -1.742079 3.981452
#> lag1_var3 1.85256038 3.589926 -4.118372 5.329368
#> lag1_var4 -1.69818167 3.390452 -4.945345 3.882202
#> const 7.02600195 24.705324 -26.366555 45.043175
#> exo1 0.68239324 1.855122 -1.926181 2.720480
#> exo2 1.00274193 1.855509 -1.719836 3.367798
#> exo3 0.03799652 1.969851 -2.916304 2.295144
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6867835 0.8566966 0.4333976 2.8741659
#> lag1_var2 -2.2095313 1.4581363 -3.5657436 0.1644255
#> lag1_var3 -2.8373724 2.4458618 -5.0997589 1.1350403
#> lag1_var4 3.3852183 2.3147580 -0.3863435 5.6281578
#> const -13.1264807 19.3500745 -39.5299718 14.5254627
#> exo1 -0.3906444 1.4802752 -2.2420093 1.6079612
#> exo2 -1.0173248 1.4616405 -2.8206240 1.1623259
#> exo3 -0.4297236 1.3247311 -2.2168083 1.3622324
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.40080195 0.3337575 0.9778727 1.8845212
#> lag1_var2 -1.53937791 0.5290942 -2.3545707 -0.8536746
#> lag1_var3 -2.44142583 0.8795895 -3.7905582 -1.3307083
#> lag1_var4 3.09487364 0.8448374 2.0417241 4.3760182
#> const -11.31753803 6.9380073 -19.8120130 -0.1026684
#> exo1 0.02723584 0.5546820 -0.7525652 0.7538985
#> exo2 -0.39890939 0.5370057 -1.1549190 0.1728632
#> exo3 -0.46767561 0.6929701 -1.1868061 0.7033928
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001691647 0.0003602216 0.001259822 0.002227113
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003033413 0.0007566199 -0.003973316 -0.001919555
#> Sigma[2,2] 0.024080937 0.0041913087 0.019849520 0.031426241
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001818196 0.001377222 0.0005935817 0.003973368
#> Sigma[3,2] -0.013437175 0.004078431 -0.0207400078 -0.010298588
#> Sigma[3,3] 0.033221134 0.006899846 0.0260132195 0.044572371
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006473155 0.001099314 -0.001747189 0.001070505
#> Sigma[4,2] 0.0059416977 0.003524572 0.001069308 0.010551207
#> Sigma[4,3] 0.0233739054 0.005914307 0.017867006 0.033234583
#> Sigma[4,4] 0.0292659738 0.006283299 0.022569073 0.037866555
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004395957 0.01266857 0.98859281 1.02274245
#> lag1_var2 -0.029814629 0.08821355 -0.13040711 0.08370791
#> lag1_var3 -0.001130485 0.12263331 -0.13598162 0.16006855
#> lag1_var4 0.002105609 0.12632867 -0.16665724 0.13791194
#> const -0.027814632 0.28800642 -0.37810788 0.40710913
#> exo1 0.009723969 0.02749658 -0.03123872 0.04637335
#> exo2 -0.025099099 0.04277241 -0.08679364 0.02361354
#> exo3 0.017417540 0.04524738 -0.03984896 0.07355182
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05091761 0.04504327 -0.007352686 0.1129193
#> lag1_var2 0.94022856 0.28405519 0.520868898 1.2670140
#> lag1_var3 0.16969289 0.41775106 -0.477233181 0.6217408
#> lag1_var4 -0.20641004 0.43115494 -0.679511543 0.4580779
#> const 2.25222153 1.71664018 -0.256054417 4.2153588
#> exo1 -0.06529604 0.17549786 -0.328835752 0.1442593
#> exo2 1.06596658 0.11547573 0.915947603 1.2416244
#> exo3 0.04085496 0.16331284 -0.199411901 0.2045119
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19029372 0.06715188 -0.28720663 -0.1055413
#> lag1_var2 0.07730804 0.23398407 -0.23915801 0.3535481
#> lag1_var3 0.63405537 0.34337089 0.21060839 1.0677368
#> lag1_var4 0.40713938 0.36034325 -0.05864914 0.8532006
#> const 0.32826509 1.93648219 -2.15750242 2.9876554
#> exo1 0.03835365 0.24879174 -0.25890289 0.4313436
#> exo2 -1.46562312 0.18877897 -1.68785847 -1.2135741
#> exo3 0.28787069 0.24933697 0.03097275 0.6607198
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15062189 0.06304403 -0.25282585 -0.0851005
#> lag1_var2 0.47945582 0.20783860 0.23416066 0.7609989
#> lag1_var3 0.32418506 0.28390593 -0.03582145 0.7026672
#> lag1_var4 0.70254118 0.31143801 0.27530939 1.0997840
#> const 0.94524375 1.65914627 -0.25148308 3.9595509
#> exo1 -0.01257539 0.18195930 -0.28572139 0.2027053
#> exo2 -0.63859835 0.17403328 -0.84968385 -0.4271071
#> exo3 0.33330982 0.21759515 0.13110445 0.6882429
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005359956 0.0001052826 0.0003849629 0.0006686424
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01364508 0.004419186 -0.01853279 -0.006900876
#> Sigma[2,2] 1.17332428 0.210298206 0.88790973 1.452722158
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01248687 0.00354643 0.006965461 0.01577093
#> Sigma[3,2] -0.94064861 0.20289796 -1.234198509 -0.71117743
#> Sigma[3,3] 0.86991734 0.23802686 0.660589786 1.24770088
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004634342 0.001735477 0.003015863 0.007269013
#> Sigma[4,2] -0.249744498 0.121605511 -0.450226651 -0.152607535
#> Sigma[4,3] 0.329717394 0.141675570 0.224125917 0.563835905
#> Sigma[4,4] 0.198286074 0.076916036 0.134858669 0.322469910
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0016378087 0.01733492 0.980232175 1.02537909
#> lag1_var2 0.0011265532 0.04123812 -0.065810999 0.04919486
#> lag1_var3 -0.0076065389 0.06956282 -0.120172913 0.07514950
#> lag1_var4 0.0006924262 0.06552013 -0.078580087 0.10742078
#> const 0.3346721631 0.19469889 0.103375921 0.62273562
#> exo1 0.0064782342 0.02148011 -0.020643642 0.04031492
#> exo2 -0.0266576176 0.02399904 -0.054938181 0.01034282
#> exo3 0.0303283736 0.02416318 0.001973001 0.06391721
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5425967 0.7722281 -3.5514407 -1.5091114
#> lag1_var2 2.3406035 1.4742478 -0.1741104 3.8608302
#> lag1_var3 2.5922457 2.4687133 -1.6213843 5.1753105
#> lag1_var4 -1.6304534 2.2944959 -3.9796879 2.2908807
#> const 10.5278044 8.5137716 0.8649247 22.9528727
#> exo1 -0.9874986 1.3080865 -2.9475492 0.5592776
#> exo2 1.2513163 1.0767969 -0.3699352 2.6460034
#> exo3 0.5242936 0.7730399 -0.5886055 1.3568010
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.02374932 0.6616994 1.0575631 2.8763822
#> lag1_var2 -0.90599487 1.5165772 -2.2922733 1.7680442
#> lag1_var3 -0.75994058 2.5378632 -3.1195228 3.7418503
#> lag1_var4 0.94919372 2.4029952 -3.3031098 3.1278155
#> const -5.50293319 8.3857934 -17.9839614 4.9695320
#> exo1 0.98693496 1.0741692 -0.3326097 2.4753684
#> exo2 -1.08026824 1.1003963 -2.5704614 0.6160833
#> exo3 0.06381436 0.8117057 -0.9151333 1.0964917
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4616005 0.2767416 0.07878554 0.8264422
#> lag1_var2 0.2456315 0.8082839 -0.56784902 1.5556013
#> lag1_var3 0.3805467 1.3533231 -0.95160104 2.5984135
#> lag1_var4 0.4217158 1.3007260 -1.71412316 1.6624689
#> const -0.3476934 4.3428518 -6.54568571 4.9539992
#> exo1 0.4115547 0.4641538 -0.26252199 1.0639685
#> exo2 -0.3483524 0.6024420 -1.10488547 0.4782205
#> exo3 0.4221592 0.4635425 -0.26038803 0.9697490
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001264552 0.0002204601 0.0009347598 0.001511785
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006062496 0.001060110 -0.001815692 0.0006611088
#> Sigma[2,2] 0.0223091956 0.004936312 0.016359645 0.0293698508
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004034293 0.002325233 0.000753020 0.006931713
#> Sigma[3,2] 0.022368056 0.015253658 0.002456657 0.042870643
#> Sigma[3,3] 0.432681021 0.082274973 0.335164033 0.551361931
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003865323 0.002323607 0.0005365134 0.007109089
#> Sigma[4,2] 0.036882225 0.017763629 0.0153918452 0.061107452
#> Sigma[4,3] 0.466570778 0.090417113 0.3636666817 0.597494280
#> Sigma[4,4] 0.510847775 0.101058627 0.4008238238 0.656635431
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00240217 0.01927190 0.98272404 1.03479102
#> lag1_var2 0.00157975 0.06160958 -0.09524082 0.07423147
#> lag1_var3 -0.03020308 0.10393519 -0.18565193 0.09427166
#> lag1_var4 0.02170690 0.10115851 -0.09935799 0.17299661
#> const 0.39471775 0.37811537 -0.16048361 0.82258597
#> exo1 -0.01444342 0.02659753 -0.04017512 0.02508509
#> exo2 -0.22634893 0.02583367 -0.26336290 -0.19211587
#> exo3 -0.08249109 0.02743602 -0.11659322 -0.04635054
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18033541 0.1048979 -0.3295303 -0.06900632
#> lag1_var2 1.09287381 0.2309922 0.8610082 1.44665685
#> lag1_var3 0.78838784 0.3894344 0.3629792 1.37044469
#> lag1_var4 -0.73653509 0.3764870 -1.2965309 -0.32068981
#> const 2.56257244 1.4623996 0.6285592 4.58837797
#> exo1 -0.04740425 0.1016655 -0.1636008 0.07056387
#> exo2 0.29645726 0.1233260 0.1064368 0.45477091
#> exo3 0.10136285 0.2264040 -0.1786495 0.42456163
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4295009 0.4224914 -0.9604328 0.1694040
#> lag1_var2 1.7256170 1.1496453 0.2575341 3.3985764
#> lag1_var3 4.5591651 2.0429732 1.5818700 7.3987114
#> lag1_var4 -3.6027442 1.9970532 -6.3898251 -0.6878262
#> const 13.6590480 7.2637067 4.3169559 23.0452577
#> exo1 0.7875738 0.2899962 0.4784567 1.2540268
#> exo2 -2.3963577 0.6421535 -3.2564815 -1.4877813
#> exo3 -0.5308485 0.8749635 -1.7365680 0.6575883
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5621785 0.4240341 -1.0556302 0.08495677
#> lag1_var2 2.1827103 1.1939909 0.6474901 3.89631366
#> lag1_var3 4.7426349 2.1018778 1.5724125 7.47768750
#> lag1_var4 -3.7329458 2.0596603 -6.4268539 -0.62584645
#> const 14.5060147 7.4841951 4.3916809 24.80743576
#> exo1 0.7948406 0.2964914 0.4271677 1.21622319
#> exo2 -2.3328668 0.7041620 -3.2881666 -1.31475981
#> exo3 -0.4986950 0.9931244 -1.8817344 0.88195004
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002131404 5.057668e-05 0.000148757 0.000283152
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005475764 0.002331899 -0.009373117 -0.002653212
#> Sigma[2,2] 0.493814483 0.193920730 0.330694758 0.828620217
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00254627 0.001121708 0.001290576 0.004277032
#> Sigma[3,2] -0.24431918 0.126552261 -0.448580775 -0.144058816
#> Sigma[3,3] 0.16499955 0.084796546 0.105294441 0.297354274
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005668451 0.0008174232 -0.001745227 0.0006090013
#> Sigma[4,2] 0.0339704087 0.0386450452 -0.021365414 0.0783699606
#> Sigma[4,3] 0.0313502218 0.0220691865 0.006325840 0.0640281213
#> Sigma[4,4] 0.0549681863 0.0151271203 0.031998868 0.0738611314
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9926424250 0.012411397 0.97744024 1.01122399
#> lag1_var2 0.0003261227 0.032250975 -0.03403667 0.04471520
#> lag1_var3 -0.0065186260 0.059672589 -0.07102118 0.07399432
#> lag1_var4 0.0040766859 0.057785435 -0.07240780 0.06802497
#> const 0.3215227514 0.168292915 0.08057052 0.52744596
#> exo1 -0.0023139732 0.014087569 -0.02368537 0.01426122
#> exo2 -0.0781165160 0.015928947 -0.09469979 -0.05252797
#> exo3 0.0535056536 0.009938299 0.03908874 0.06599929
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.36798347 0.6588935 -2.3425904 -0.5643769
#> lag1_var2 2.34393315 0.8876500 1.4994935 3.8085388
#> lag1_var3 2.70663837 1.5723941 1.2255843 5.2978896
#> lag1_var4 -2.14634631 1.7560615 -5.0138318 -0.1492775
#> const 9.21772398 5.6215575 1.1912903 16.0977719
#> exo1 -0.54899251 0.6457580 -1.2411168 0.4418563
#> exo2 -0.07457072 0.6174395 -0.9998295 0.6511652
#> exo3 -0.33286180 0.7639550 -1.1607377 0.8653128
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77068449 0.4309669 0.1451832 1.3441889
#> lag1_var2 -0.01787967 0.6356389 -0.7097037 1.0335469
#> lag1_var3 0.88134712 1.1010617 -0.3335030 2.6920831
#> lag1_var4 -0.29298386 1.0538215 -2.0018694 0.8475731
#> const 0.64191210 3.2924142 -4.4430552 4.1491531
#> exo1 0.35368441 0.3381813 -0.1038142 0.8007292
#> exo2 -0.83734457 0.3044638 -1.3137199 -0.4872725
#> exo3 0.87881800 0.3686326 0.2999173 1.2497778
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003004807 0.3251137 -0.4005811 0.4484721
#> lag1_var2 1.050211484 0.6116282 0.3416062 1.8814209
#> lag1_var3 1.971061933 1.0837521 0.7190387 3.4626988
#> lag1_var4 -1.044978031 1.0488324 -2.4594819 0.2263311
#> const 4.562918741 2.8031570 0.5845102 8.6582496
#> exo1 0.052246913 0.1941296 -0.2944292 0.2154734
#> exo2 -0.957999658 0.2190065 -1.2232229 -0.6090026
#> exo3 0.748673561 0.2736914 0.3147617 1.0944055
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001000182 0.0003237632 0.0006838691 0.00150968
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003879033 0.00198110 -0.006596167 -0.001368615
#> Sigma[2,2] 0.109282879 0.01433828 0.091078707 0.128656400
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001154705 0.001700562 -0.001744583 0.002905512
#> Sigma[3,2] -0.094487150 0.017639080 -0.119491352 -0.073320708
#> Sigma[3,3] 0.144588563 0.038211992 0.095694734 0.198318376
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009963676 0.001404143 -0.003115746 0.0008646663
#> Sigma[4,2] -0.0505711743 0.015991255 -0.073111003 -0.0273627754
#> Sigma[4,3] 0.1221939947 0.039082837 0.073381521 0.1740069188
#> Sigma[4,4] 0.1215290489 0.040524605 0.073136789 0.1776945225
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92217747 0.03998319 0.869679051 0.9736876599
#> lag1_var2 0.06524748 0.05587733 -0.006465759 0.1444500585
#> lag1_var3 0.09311185 0.11366890 -0.049897300 0.2514638372
#> lag1_var4 -0.07345346 0.10039256 -0.214013784 0.0537140985
#> const 0.48955390 0.31972409 -0.008835169 0.8344868743
#> exo1 -0.03867964 0.02066679 -0.068621703 -0.0168257399
#> exo2 -0.05971506 0.04114143 -0.104703548 -0.0005093261
#> exo3 -0.02774215 0.04307429 -0.092958406 0.0234176696
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08225053 0.3651940 -0.6583765 0.3104618
#> lag1_var2 0.96519529 0.3888819 0.4030527 1.5292999
#> lag1_var3 0.01250650 0.7109648 -1.0078574 1.0237662
#> lag1_var4 -0.01138236 0.6033403 -0.8411264 0.8591174
#> const 2.65357446 3.3832493 -0.6882390 7.9023112
#> exo1 0.71100512 0.1578481 0.5145522 0.9181928
#> exo2 0.84814028 0.3323416 0.4177783 1.3579132
#> exo3 -0.02438568 0.3592034 -0.4819104 0.4726504
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1471602 0.4190870 -0.3004175 0.7474812
#> lag1_var2 0.4914592 0.3844006 -0.0435212 0.9204686
#> lag1_var3 2.1483863 0.6344106 1.2844320 2.8184069
#> lag1_var4 -1.2480038 0.5015799 -1.7853518 -0.5663767
#> const 2.8983439 3.6509378 -2.9875741 7.1480259
#> exo1 -0.5079606 0.3583139 -1.0612947 -0.1032030
#> exo2 -2.6627480 0.3512125 -3.2120023 -2.2075296
#> exo3 -0.3866074 0.4255530 -0.8953863 0.2196847
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09629284 0.4414946 -0.33485978 0.86263534
#> lag1_var2 0.78737963 0.4133339 0.07326215 1.10511084
#> lag1_var3 1.84874922 0.7257708 0.63549271 2.45137315
#> lag1_var4 -0.90997585 0.6045136 -1.47877953 0.07480775
#> const 3.12606033 4.1978830 -4.44807141 7.11060691
#> exo1 -0.19838731 0.3814975 -0.83015905 0.20284929
#> exo2 -2.83628531 0.2837982 -3.31493550 -2.51967958
#> exo3 -0.54378935 0.3922640 -0.90092113 0.07367627
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002879136 4.385076e-05 0.0002360888 0.0003469536
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008245848 0.001440013 -0.01027424 -0.006378395
#> Sigma[2,2] 0.442874087 0.060178450 0.36939414 0.513886538
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005237404 0.001156226 0.003741457 0.00680592
#> Sigma[3,2] -0.276788896 0.042848188 -0.344193243 -0.22943538
#> Sigma[3,3] 0.203104615 0.035176535 0.163218581 0.26320174
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.316995e-05 0.0004416219 -0.0005280791 0.0007374009
#> Sigma[4,2] -3.189048e-04 0.0263835438 -0.0410419499 0.0282946379
#> Sigma[4,3] 3.214343e-02 0.0148507380 0.0153401301 0.0539787679
#> Sigma[4,4] 3.394708e-02 0.0131126022 0.0241379532 0.0557654202
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99687908 0.01623191 0.97484118 1.017429424
#> lag1_var2 0.05345988 0.02482315 0.01122144 0.076286285
#> lag1_var3 0.08521639 0.04194897 0.01491139 0.123842144
#> lag1_var4 -0.09191275 0.03900868 -0.12557222 -0.024120865
#> const 0.52499065 0.19312879 0.22661943 0.722950388
#> exo1 -0.01867365 0.01236961 -0.02878758 0.004098389
#> exo2 -0.11404865 0.01794041 -0.13801088 -0.091689297
#> exo3 0.05745344 0.01742731 0.03130364 0.074717377
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7185872 0.3263769 -1.0860922 -0.2771623
#> lag1_var2 -0.1790757 0.8293771 -1.4082565 0.6735419
#> lag1_var3 -1.8405586 1.3192862 -3.8201343 -0.3592885
#> lag1_var4 2.1802300 1.4325629 0.5434890 4.1893142
#> const -0.6343897 4.6947056 -6.1311052 7.0086845
#> exo1 0.4934309 0.6128418 -0.3049039 1.4095082
#> exo2 0.4306916 0.5787082 -0.1496060 1.2315488
#> exo3 0.4038641 0.7088588 -0.5507871 1.2840646
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8996935 0.2473755 0.6021641 1.2471301
#> lag1_var2 0.8792996 0.5931249 0.1196267 1.5918138
#> lag1_var3 2.4329057 0.9349283 1.2057680 3.6015858
#> lag1_var4 -1.8872930 1.0002975 -3.1342420 -0.6570308
#> const 2.8481210 2.8746647 -0.4759567 6.9505244
#> exo1 -0.2305596 0.3578491 -0.7647520 0.2310441
#> exo2 -0.5902824 0.3224860 -1.1552571 -0.3417846
#> exo3 -0.7681198 0.3881646 -1.2468391 -0.2596689
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47454314 0.1344203 0.27205345 0.63619780
#> lag1_var2 0.47229415 0.3056344 0.04948505 0.84715353
#> lag1_var3 0.81683248 0.5130732 0.09825182 1.43601469
#> lag1_var4 -0.04831871 0.5365654 -0.66614871 0.70828862
#> const 1.12478463 1.9420010 -1.79673551 3.84103369
#> exo1 0.08528759 0.1324716 -0.03698922 0.31929551
#> exo2 -0.33261619 0.1718230 -0.51979808 -0.06730498
#> exo3 -0.53893825 0.1463539 -0.77643519 -0.37004176
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01210986 0.002862685 0.009331053 0.01620787
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02639848 0.04442283 -0.1034807 0.01728233
#> Sigma[2,2] 1.88293878 0.63725801 1.2236600 3.00095022
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0356436 0.03791675 -0.09923837 0.007406762
#> Sigma[3,2] -0.9865128 0.32670103 -1.47616602 -0.625197263
#> Sigma[3,3] 1.3021938 0.41521900 0.86011288 1.946661599
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05988978 0.03167831 -0.11223020 -0.02501434
#> Sigma[4,2] 0.29280968 0.30941128 -0.06613025 0.78910780
#> Sigma[4,3] 0.74628417 0.38906512 0.42958595 1.42876844
#> Sigma[4,4] 1.07773648 0.35740463 0.68983777 1.58905606
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90805555 0.05082414 0.83203397 0.96800922
#> lag1_var2 0.14171219 0.06756846 0.04739842 0.21452848
#> lag1_var3 0.17843675 0.09937511 0.04063124 0.28620193
#> lag1_var4 -0.16726927 0.08973737 -0.25792938 -0.04191967
#> const 1.06649464 0.74537528 0.07638584 2.06819577
#> exo1 -0.03380252 0.10437127 -0.16544111 0.12354519
#> exo2 -0.01503209 0.09584191 -0.09653688 0.15835516
#> exo3 0.15639701 0.17140546 -0.05007076 0.39706547
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8609021 0.5364041 -1.5478774 -0.1784776
#> lag1_var2 2.5019512 0.7839490 1.3526752 3.3932038
#> lag1_var3 2.4487082 1.1639288 0.7263763 3.7718348
#> lag1_var4 -2.2699615 1.1186771 -3.6052834 -0.7013289
#> const 9.6022024 9.6377947 -3.4169134 23.8759676
#> exo1 3.7533693 1.3949102 1.8024875 5.5516089
#> exo2 -0.3167195 1.5169211 -2.2582381 1.7354407
#> exo3 -0.3582372 1.3479065 -2.3294839 1.2896991
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11645321 0.3919430 -0.2425767 0.7837917
#> lag1_var2 0.05509108 0.5553095 -0.6607863 0.8468551
#> lag1_var3 0.90021419 0.8377636 -0.2025169 2.1103178
#> lag1_var4 0.01517104 0.7892942 -1.0439519 1.0549031
#> const 1.07613054 3.9444631 -3.7790426 6.5750290
#> exo1 -1.98724158 0.4943104 -2.7504717 -1.4292283
#> exo2 0.50888779 1.3179487 -1.1806221 2.3263720
#> exo3 0.36048996 1.2201818 -1.3869264 1.6112204
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5292233 0.3887154 -1.1038786 0.02250436
#> lag1_var2 1.4068715 0.6617764 0.4955691 2.28841486
#> lag1_var3 2.0439289 1.0059043 0.6530327 3.38794836
#> lag1_var4 -0.9680965 0.9318686 -2.2153303 0.29702813
#> const 6.2067638 5.3385240 -0.2541183 14.05553611
#> exo1 0.4534334 0.6681352 -0.3870776 1.49161452
#> exo2 0.3251566 0.6664545 -0.6502474 1.00791235
#> exo3 0.1426294 1.3687190 -1.4534155 2.50444780
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005108038 0.0001158397 0.0003505756 0.000653415
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007783138 0.004035632 -0.01361934 -0.003469682
#> Sigma[2,2] 0.697851259 0.172040518 0.47594270 0.936907742
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004295701 0.003874708 -0.0002060831 0.009843856
#> Sigma[3,2] -0.528218846 0.136208331 -0.7145608958 -0.342044210
#> Sigma[3,3] 0.430233927 0.106401277 0.2827471951 0.568462405
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001318674 0.001146209 -0.002827449 0.0002311736
#> Sigma[4,2] -0.031139396 0.026934232 -0.063013216 0.0098942306
#> Sigma[4,3] 0.056855613 0.018681964 0.029073404 0.0827003407
#> Sigma[4,4] 0.038611023 0.008551030 0.028375379 0.0509307720
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97021237 0.009924064 0.95529518 0.981788530
#> lag1_var2 0.09610604 0.034696058 0.05996974 0.148552731
#> lag1_var3 0.13226200 0.047311889 0.08379790 0.203279153
#> lag1_var4 -0.13249260 0.046545031 -0.20316301 -0.085937605
#> const 0.78685090 0.195227526 0.55505194 1.090155662
#> exo1 0.02360803 0.026531846 -0.01926876 0.051752889
#> exo2 -0.03171746 0.021305561 -0.05778633 -0.001519725
#> exo3 -0.01462959 0.023124541 -0.04496856 0.018122532
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29380128 0.4732371 -0.2328694 1.0069519
#> lag1_var2 -2.19643544 1.1569715 -3.5634612 -0.5451030
#> lag1_var3 -4.05817243 1.6137371 -6.0161876 -1.7549109
#> lag1_var4 4.11911253 1.5837024 1.8728213 6.0326559
#> const -10.23038705 10.7042898 -27.6984923 -0.6555970
#> exo1 0.22696665 0.7603559 -0.8033042 1.2383605
#> exo2 -0.07899759 0.8837389 -1.4920650 0.8869472
#> exo3 0.16154266 0.8960066 -0.9174885 1.4829598
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08326392 0.3957658 -0.6785647 0.4136557
#> lag1_var2 1.93800302 1.0826090 0.2784045 3.1816103
#> lag1_var3 3.41067274 1.5145057 1.1011838 5.1823679
#> lag1_var4 -2.50133015 1.4759381 -4.2242836 -0.2419108
#> const 7.37351577 9.1252150 -0.7950059 21.5768151
#> exo1 -0.26048568 0.5539039 -1.0070764 0.4555505
#> exo2 -0.50332238 0.6941336 -1.0283356 0.6675096
#> exo3 -0.08655144 0.6051895 -1.0458914 0.6008338
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14821700 0.1058123 0.0380720 0.3006913
#> lag1_var2 -0.10473445 0.4795225 -0.7469962 0.5304016
#> lag1_var3 -0.15439820 0.6586922 -1.0448797 0.7191152
#> lag1_var4 1.12881074 0.6425205 0.2894583 2.0027039
#> const -2.00693596 2.4551046 -5.3510099 1.6421563
#> exo1 -0.11426711 0.1750045 -0.3064641 0.1444482
#> exo2 -0.57168145 0.2415004 -0.9823971 -0.3312972
#> exo3 0.03988695 0.1644190 -0.1844973 0.2679952
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004801648 0.0001694673 0.0002897289 0.0007342183
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00134738 0.0005071908 -0.002038404 -0.0006593385
#> Sigma[2,2] 0.01665285 0.0041488843 0.012357796 0.0234006866
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003675567 0.001209810 -0.001532636 0.001673987
#> Sigma[3,2] -0.0250787412 0.007630354 -0.036134586 -0.015054263
#> Sigma[3,3] 0.1118763730 0.031575715 0.070436614 0.151789862
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004616884 0.001187846 -0.002432622 0.0009211662
#> Sigma[4,2] -0.0160100173 0.007299902 -0.026724479 -0.0065547888
#> Sigma[4,3] 0.1011110839 0.029557367 0.062426202 0.1378559143
#> Sigma[4,4] 0.0954473102 0.027268991 0.060987469 0.1317178576
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972207789 0.02036679 0.94299961 0.996625316
#> lag1_var2 0.061539573 0.05781341 -0.02211833 0.138792500
#> lag1_var3 0.104617873 0.08335274 -0.02063127 0.208861567
#> lag1_var4 -0.104225015 0.08036931 -0.20505802 0.016400300
#> const 0.654917672 0.25869129 0.39101476 1.036479780
#> exo1 -0.006790871 0.01955219 -0.03637705 0.018752283
#> exo2 -0.025141954 0.02453849 -0.05989753 0.003614733
#> exo3 -0.002055778 0.02189413 -0.03530785 0.023650455
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26694336 0.10653113 0.11563666 0.40451977
#> lag1_var2 0.19652203 0.28032908 -0.16712191 0.59899665
#> lag1_var3 -0.62355787 0.41638261 -1.13890955 -0.03650101
#> lag1_var4 0.59786132 0.40341747 0.02820270 1.09527979
#> const -2.43099790 1.60131789 -4.77512219 -0.30627262
#> exo1 -0.02205315 0.06597880 -0.09103071 0.08193357
#> exo2 0.88347096 0.15585364 0.66275136 1.06963762
#> exo3 0.14048026 0.08918148 0.03137985 0.24502846
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7982708 0.3989414 -1.3348815 -0.17665295
#> lag1_var2 1.7296439 1.0895702 0.1351250 3.26787000
#> lag1_var3 3.5715678 1.7777659 0.9653703 6.00824254
#> lag1_var4 -2.4760598 1.7209263 -4.8357740 0.04943040
#> const 11.1085157 5.7061846 2.0742856 18.46784211
#> exo1 -0.1948839 0.2956290 -0.5719231 0.21814026
#> exo2 -0.4383151 0.3126447 -0.8183006 -0.01465736
#> exo3 0.3368159 0.2833946 -0.1195250 0.62560064
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67642861 0.3513587 -1.15066669 -0.1399954
#> lag1_var2 1.62806797 0.9709140 0.21969338 3.0028254
#> lag1_var3 2.82514553 1.6131746 0.48117719 5.0602800
#> lag1_var4 -1.71585461 1.5618266 -3.87984993 0.5575339
#> const 8.72472594 5.0924256 0.85216485 15.1849635
#> exo1 -0.21382920 0.2823618 -0.53985693 0.1973748
#> exo2 0.02363994 0.2763566 -0.31985676 0.4061502
#> exo3 0.42205866 0.2652187 0.01637201 0.7138503
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001110213 0.0002590821 0.0009097906 0.001553475
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001497103 0.003069164 -0.00519358 0.002571176
#> Sigma[2,2] 0.193150028 0.041804415 0.14286030 0.245612915
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007218797 0.002293874 -0.002488864 0.003608941
#> Sigma[3,2] -0.1412727416 0.029444970 -0.176488929 -0.102584676
#> Sigma[3,3] 0.1091787084 0.020959184 0.079866574 0.133867765
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001413092 0.0006317889 -0.0009939566 0.0007515862
#> Sigma[4,2] -0.0276695029 0.0061977388 -0.0353692263 -0.0186738126
#> Sigma[4,3] 0.0266166699 0.0044359528 0.0202410943 0.0327573862
#> Sigma[4,4] 0.0110303412 0.0016601075 0.0094175551 0.0136584542
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9969943382 0.03398670 0.95355466 1.04349999
#> lag1_var2 -0.0017080988 0.03833368 -0.05453259 0.05555674
#> lag1_var3 0.0088757203 0.06998730 -0.08933091 0.11072919
#> lag1_var4 -0.0128813268 0.06673080 -0.10468097 0.07958240
#> const 0.3928904879 0.21990400 0.05036108 0.67746631
#> exo1 0.0467743946 0.02801554 0.01946701 0.09260760
#> exo2 -0.0574740555 0.02476448 -0.08347437 -0.02328903
#> exo3 0.0001231979 0.03343504 -0.03706682 0.04999141
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5348277 0.6480992 -0.36932058 1.3655435
#> lag1_var2 1.6354454 0.5107580 0.97119144 2.2922276
#> lag1_var3 1.1817531 0.9027831 0.06001160 2.3170005
#> lag1_var4 -1.4313345 0.7805140 -2.34997104 -0.3369428
#> const 3.9555270 4.7006768 -4.00830375 9.2742464
#> exo1 -0.2018106 0.5161120 -0.83503196 0.5235636
#> exo2 1.6940012 0.4582490 1.03202546 2.2852526
#> exo3 0.5246913 0.4754805 -0.09682278 1.1966550
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13959138 0.4890022 -0.7755225 0.4341156
#> lag1_var2 -0.55309924 0.3503408 -1.0208226 -0.1012799
#> lag1_var3 0.01361554 0.6263949 -0.7930786 0.8092743
#> lag1_var4 1.06255823 0.5503550 0.2495384 1.7251932
#> const -1.60561202 3.4447161 -5.6582395 3.9316611
#> exo1 0.14594938 0.3639157 -0.3473436 0.6248983
#> exo2 -1.69939205 0.3353114 -2.1230580 -1.2094145
#> exo3 -0.18029939 0.3794471 -0.7122026 0.3025297
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20723560 0.15883793 0.004668758 0.4157250
#> lag1_var2 0.03444705 0.07042151 -0.064285724 0.1261696
#> lag1_var3 0.06497410 0.13959571 -0.126068175 0.2541691
#> lag1_var4 0.88447310 0.14017728 0.664743463 1.0277434
#> const -1.16308198 1.00289136 -2.736148467 -0.0144683
#> exo1 0.03226026 0.07512728 -0.069315030 0.1521604
#> exo2 -0.72139395 0.08475329 -0.825731785 -0.6174929
#> exo3 0.15199473 0.12250927 -0.020946837 0.3288693
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004652647 0.001000434 0.003673062 0.006188254
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003848421 0.001510353 -0.005955684 -0.00224812
#> Sigma[2,2] 0.012147395 0.003003126 0.008194427 0.01591188
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001898303 0.001365055 0.000063733 0.003885863
#> Sigma[3,2] -0.007152128 0.001711801 -0.009305585 -0.004761879
#> Sigma[3,3] 0.011952604 0.001435214 0.009953855 0.013885615
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.436126e-04 0.0009558833 -0.001524024 0.0009129916
#> Sigma[4,2] -4.651693e-05 0.0014245255 -0.002118339 0.0018648469
#> Sigma[4,3] 8.119089e-03 0.0015685098 0.005756932 0.0099914844
#> Sigma[4,4] 8.490223e-03 0.0019103190 0.005728146 0.0111290816
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972239742 0.04058657 0.9262039 1.0383846
#> lag1_var2 0.183390166 0.17488403 -0.1056389 0.3646534
#> lag1_var3 0.184247537 0.28030099 -0.2615581 0.5139855
#> lag1_var4 -0.194664138 0.28019477 -0.5303331 0.2487285
#> const 0.925771106 0.69667104 -0.1821117 1.7158417
#> exo1 0.030836827 0.06518842 -0.0576723 0.1171905
#> exo2 0.004692682 0.09908973 -0.1182476 0.1339415
#> exo3 0.007796681 0.07663268 -0.1090610 0.1043247
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006400283 0.08449137 -0.14584815 0.08729101
#> lag1_var2 0.448846623 0.30658181 0.07343066 0.84822195
#> lag1_var3 -0.069745826 0.52879639 -0.76015456 0.61601196
#> lag1_var4 0.106332544 0.53482561 -0.57895669 0.80217770
#> const -0.292904764 1.82342358 -2.96612723 2.02564158
#> exo1 -0.038708946 0.12155248 -0.21274691 0.10514990
#> exo2 0.397446351 0.09464393 0.30224341 0.54570296
#> exo3 0.245707954 0.14921983 0.04508652 0.43476022
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002831523 0.08889679 -0.14086363 0.1013208
#> lag1_var2 0.533269785 0.35454400 0.07126084 1.0905152
#> lag1_var3 1.342240440 0.52632612 0.63341800 2.0971162
#> lag1_var4 -0.408169239 0.53793771 -1.17357493 0.3149473
#> const 2.651092638 2.09710460 0.03914137 5.7130770
#> exo1 0.006249769 0.12083691 -0.17417565 0.1628287
#> exo2 -0.643177325 0.10403648 -0.77858060 -0.4935311
#> exo3 0.241248763 0.11877703 0.07739870 0.4136353
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00417993 0.06370730 -0.1133809 0.06016241
#> lag1_var2 0.55637127 0.26431264 0.2419671 0.96548974
#> lag1_var3 0.87860953 0.36777517 0.5082898 1.45212182
#> lag1_var4 0.09588122 0.38037626 -0.4935352 0.48006095
#> const 1.29227851 1.78943507 -0.8142459 3.84762839
#> exo1 -0.01571038 0.07458788 -0.1232836 0.09215571
#> exo2 -0.43439320 0.08675665 -0.5534737 -0.32029843
#> exo3 0.39553629 0.08838280 0.2716125 0.50148469
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02202132 0.007161112 0.01519169 0.03501052
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002870858 0.002232843 -0.006804303 -0.0007013296
#> Sigma[2,2] 0.008193262 0.002729536 0.004455608 0.0112073879
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001790322 0.003979473 -0.004775932 0.005401849
#> Sigma[3,2] -0.0096471360 0.003781162 -0.014472588 -0.004873118
#> Sigma[3,3] 0.0485171067 0.012283595 0.032986884 0.064819332
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001786471 0.003903068 -0.006445969 0.004170884
#> Sigma[4,2] -0.005583479 0.002778239 -0.009174693 -0.002290326
#> Sigma[4,3] 0.046979217 0.011912854 0.032990889 0.063429323
#> Sigma[4,4] 0.047791007 0.012131838 0.033359726 0.065089854
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.927378377 0.03024896 0.8793290 0.95690688
#> lag1_var2 -0.212561764 0.15832549 -0.3867209 0.04120881
#> lag1_var3 -0.577838963 0.33744471 -0.9844655 -0.13954189
#> lag1_var4 0.614662058 0.34825061 0.1420621 1.02857608
#> const -1.261151332 1.62151734 -2.7683457 1.62479142
#> exo1 0.005308582 0.08103074 -0.1166076 0.08344829
#> exo2 -0.086424516 0.06609640 -0.1533016 0.01219320
#> exo3 0.051662668 0.24485295 -0.3229721 0.31033874
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03375002 0.01876880 0.004517523 0.05583005
#> lag1_var2 0.75299889 0.14166924 0.533226275 0.91712826
#> lag1_var3 0.22354565 0.33025653 -0.328461858 0.58783362
#> lag1_var4 -0.19850205 0.33813421 -0.571126634 0.36353208
#> const 0.88143255 1.36602429 -1.184181565 2.33159382
#> exo1 -0.09005996 0.07115038 -0.189908308 0.01732167
#> exo2 0.71833729 0.06660580 0.638793922 0.80726782
#> exo3 0.42249929 0.13840160 0.204360981 0.59289791
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2102023 0.04877755 -0.26109533 -0.1349628
#> lag1_var2 1.8293520 0.44879195 1.20372675 2.4400338
#> lag1_var3 3.3602566 0.93078108 2.13735498 4.6285581
#> lag1_var4 -2.5281817 0.93988624 -3.80906436 -1.3191852
#> const 10.0924581 3.55349672 5.31629403 14.5229294
#> exo1 0.1662046 0.19628525 -0.09079402 0.4125704
#> exo2 -2.8013401 0.15719629 -3.05864669 -2.6510791
#> exo3 -1.0170791 0.41203058 -1.38191960 -0.3338921
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2105313 0.04528819 -0.2620916 -0.1406620
#> lag1_var2 2.0955145 0.42635823 1.4507225 2.6349421
#> lag1_var3 3.1624439 0.84737179 2.0062766 4.2309434
#> lag1_var4 -2.2987772 0.85587872 -3.3790735 -1.1533139
#> const 9.8393240 3.34676356 5.5135783 14.3165800
#> exo1 0.1298721 0.21531461 -0.1587868 0.3965140
#> exo2 -2.6421901 0.15903702 -2.8911956 -2.4868234
#> exo3 -0.8746172 0.38660726 -1.2295974 -0.2322775
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001341943 0.0003980895 0.0008972373 0.001916298
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05196082 0.01150957 -0.06934461 -0.03924058
#> Sigma[2,2] 3.30286407 0.40312457 2.78874381 3.88520692
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03026957 0.006759091 0.02237372 0.04023348
#> Sigma[3,2] -1.78884819 0.257846063 -2.20184656 -1.45823382
#> Sigma[3,3] 1.07952252 0.183162646 0.85364532 1.33996644
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003694993 0.002373619 0.001095202 0.007566647
#> Sigma[4,2] -0.084994341 0.101872597 -0.248976728 0.025132140
#> Sigma[4,3] 0.171680261 0.090859463 0.091063442 0.329167734
#> Sigma[4,4] 0.145053290 0.060902543 0.098772487 0.240928652
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90699626 0.05064536 0.841785791 0.96585916
#> lag1_var2 0.12805720 0.07251374 0.042618007 0.23229482
#> lag1_var3 0.25101481 0.14158343 0.085177949 0.45537092
#> lag1_var4 -0.22478823 0.12350223 -0.404715697 -0.07851817
#> const 1.09809259 0.37652457 0.586127110 1.59333412
#> exo1 0.02312713 0.02558844 -0.010564076 0.06019376
#> exo2 -0.10412493 0.03040243 -0.159378340 -0.07914733
#> exo3 0.04957334 0.03437805 0.008260127 0.09848945
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.08608063 2.912138 -0.3801379 7.1656503
#> lag1_var2 -4.94116691 3.954096 -11.3266911 -0.3913003
#> lag1_var3 -11.40328695 7.734437 -23.8879307 -2.5355159
#> lag1_var4 10.49664092 6.749834 2.5333589 21.3561788
#> const -32.51737291 24.921208 -64.1185898 0.7056629
#> exo1 -3.03389587 1.570619 -5.1426128 -0.6424448
#> exo2 -1.10538429 1.993547 -3.2769893 2.3129043
#> exo3 0.03905059 1.908448 -2.4599224 2.9555994
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2934687 1.6237802 -3.6514807 0.5436934
#> lag1_var2 3.4823292 2.2681373 0.8732725 7.2458117
#> lag1_var3 7.7278084 4.4195898 2.6657035 15.0708310
#> lag1_var4 -6.4602413 3.8696573 -12.8812134 -1.9535189
#> const 19.7078259 12.8883188 1.7037783 35.6716987
#> exo1 1.5903920 0.9307408 0.3123668 2.9377050
#> exo2 -0.3792611 1.2095698 -2.4733245 0.8696336
#> exo3 -0.1522963 0.8861088 -1.3325158 1.1054816
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32377962 0.2764571 -0.06877646 0.6266076
#> lag1_var2 0.66843967 0.4546137 0.06022325 1.2656975
#> lag1_var3 1.33848246 0.8718866 0.16704272 2.4683289
#> lag1_var4 -0.51871177 0.7846538 -1.52690590 0.5589870
#> const 1.30965293 1.6122308 -1.21323494 3.2841561
#> exo1 0.01447364 0.4047900 -0.38489919 0.6470837
#> exo2 -1.10752175 0.2712912 -1.48593033 -0.7869447
#> exo3 -0.14543980 0.3133013 -0.53314433 0.2296838
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001520195 4.111443e-05 9.970871e-05 0.0002185959
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008005474 0.0004833061 -0.00145071 -0.0001454735
#> Sigma[2,2] 0.0541914012 0.0242032661 0.03173002 0.0937277317
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001531715 0.003094102 -0.006526823 0.001848924
#> Sigma[3,2] -0.057815582 0.057342330 -0.139902165 0.022646722
#> Sigma[3,3] 1.055992520 0.127038611 0.864270505 1.203063479
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002075684 0.003281205 -0.007276607 0.001373512
#> Sigma[4,2] -0.025766969 0.053065769 -0.085421370 0.057842236
#> Sigma[4,3] 1.049747301 0.140581044 0.835602774 1.205383835
#> Sigma[4,4] 1.063277601 0.159897507 0.826788833 1.238281703
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987300731 0.006291723 0.97858688 0.994794956
#> lag1_var2 0.021156908 0.033145191 -0.01909576 0.064571671
#> lag1_var3 0.027219418 0.049961509 -0.02353435 0.101744820
#> lag1_var4 -0.028339995 0.049885770 -0.10224166 0.022941092
#> const 0.404714499 0.139878502 0.25560794 0.601793493
#> exo1 -0.005397344 0.007486008 -0.01686247 0.002456235
#> exo2 -0.049421725 0.015282298 -0.06968529 -0.027020540
#> exo3 0.033182176 0.015279236 0.01694368 0.058806148
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02177760 0.1782726 -0.23845725 0.2502102
#> lag1_var2 0.66826937 0.3774140 0.32462329 1.2774535
#> lag1_var3 0.15525269 0.6312387 -0.48177237 1.1343608
#> lag1_var4 -0.14834308 0.6311461 -1.12736183 0.4810781
#> const 0.21811005 3.9252548 -3.99460661 6.5232915
#> exo1 0.03964198 0.1366940 -0.16066460 0.1863393
#> exo2 0.49547230 0.3775007 0.04451486 1.0108000
#> exo3 -0.60938364 0.2026802 -0.88993001 -0.3874466
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91995847 0.4586941 -1.420375 -0.2236998
#> lag1_var2 6.51361531 2.4624216 3.010331 10.0213764
#> lag1_var3 9.89135735 3.9171554 3.904273 15.1965028
#> lag1_var4 -9.09328612 3.9847020 -14.462090 -3.0045686
#> const 32.22601216 15.5722779 8.784431 50.8957018
#> exo1 -0.57417915 0.7724869 -1.733698 0.3648443
#> exo2 -1.58284479 1.2003127 -3.128852 -0.0106489
#> exo3 -0.09255841 1.1437319 -1.362022 1.8086483
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9266961 0.4607638 -1.409505 -0.18036643
#> lag1_var2 6.8452795 2.4921546 3.283026 10.48666419
#> lag1_var3 9.8174372 3.9746925 3.712229 15.32339587
#> lag1_var4 -9.0036016 4.0406707 -14.575668 -2.80243971
#> const 32.0798189 15.7822503 7.229463 52.10423175
#> exo1 -0.5663721 0.7615714 -1.696627 0.32416942
#> exo2 -1.3258426 1.0404442 -2.650853 0.08214617
#> exo3 -0.4633523 1.0979036 -1.673083 1.34846678
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003232815 7.660817e-05 0.00023956 0.0004403755
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006330103 0.00697325 -0.01028428 0.007795469
#> Sigma[2,2] 3.1002858148 0.94475900 2.12973377 4.657641994
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007344983 0.007171942 -0.008225453 0.0122576
#> Sigma[3,2] -1.7679891964 0.763936917 -2.926530915 -1.1026146
#> Sigma[3,3] 1.9310874117 0.669465620 1.357430990 2.9497025
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008371135 0.004272434 -0.004243961 0.006560448
#> Sigma[4,2] 0.2958650469 0.322844916 -0.198695728 0.757520096
#> Sigma[4,3] 0.8413812757 0.206160802 0.628941864 1.176658798
#> Sigma[4,4] 1.1378902546 0.132782603 0.981648111 1.325847624
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972641938 0.007381771 0.96314462 0.98258858
#> lag1_var2 0.007841367 0.017187594 -0.01329584 0.03450750
#> lag1_var3 0.008888267 0.026500688 -0.02289131 0.05052355
#> lag1_var4 -0.006202314 0.024823071 -0.04466917 0.02427708
#> const 0.437223077 0.115941418 0.30958763 0.62062449
#> exo1 0.007965436 0.020048263 -0.02374379 0.03171803
#> exo2 -0.107048106 0.031296703 -0.15736654 -0.07525949
#> exo3 0.012742766 0.025332263 -0.02403726 0.04675881
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1971285 1.089513 -1.7387792 1.103852
#> lag1_var2 0.4190919 1.194285 -1.2955508 1.873429
#> lag1_var3 -0.4165640 1.832831 -3.0409778 1.793910
#> lag1_var4 0.4843738 1.696830 -1.5958642 2.854418
#> const 2.6556265 19.191046 -22.0042616 31.532698
#> exo1 1.4081666 1.669673 -0.6940498 3.422965
#> exo2 0.5342080 1.547143 -1.4106075 2.916654
#> exo3 -0.1101928 1.695820 -2.8299785 1.523372
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06567239 0.6765399 -0.71656376 1.080454
#> lag1_var2 1.17050759 1.0458845 -0.09272158 2.652200
#> lag1_var3 2.60051756 1.6308117 0.77366242 5.072960
#> lag1_var4 -1.66874193 1.5954570 -4.07352050 0.147605
#> const 4.40479738 14.9986945 -19.00845107 22.055322
#> exo1 -0.02862417 1.6319021 -2.39184648 2.243315
#> exo2 -0.81761812 1.1817057 -2.08150341 1.090578
#> exo3 0.61015715 1.0326411 -0.56902643 2.267953
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1853862 0.5621963 -1.0809006 0.3159897
#> lag1_var2 1.0182341 0.9664437 -0.2118060 2.2586125
#> lag1_var3 1.7002165 1.4558796 -0.1819060 3.5018574
#> lag1_var4 -0.7025015 1.3998070 -2.4320172 1.0722612
#> const 4.6331062 9.8394886 -7.0158515 20.3757877
#> exo1 0.9594730 1.1857106 -0.6504369 2.4218511
#> exo2 -0.4968217 1.3188913 -2.2768535 1.5890272
#> exo3 0.5832662 1.0591965 -0.5463964 2.2507569
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004988993 0.001153779 0.003684761 0.006730312
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01894356 0.00603496 -0.02740891 -0.01214084
#> Sigma[2,2] 0.17951676 0.03790640 0.13226539 0.23357586
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02424421 0.007611655 0.01402206 0.03392776
#> Sigma[3,2] -0.12447695 0.060912509 -0.19961985 -0.04359318
#> Sigma[3,3] 0.39627324 0.083501917 0.27344863 0.50608303
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01640675 0.006918701 0.00678935 0.02523837
#> Sigma[4,2] -0.03406297 0.055296173 -0.09485980 0.03645141
#> Sigma[4,3] 0.38232193 0.094252338 0.26668238 0.52182069
#> Sigma[4,4] 0.42183416 0.115537793 0.32113000 0.60020960
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95202757 0.08896123 0.81453663 1.0702438528
#> lag1_var2 0.16073822 0.14195914 -0.02550533 0.3726227290
#> lag1_var3 0.28419280 0.27461088 -0.08153450 0.6780319332
#> lag1_var4 -0.28354827 0.25724196 -0.65127039 0.0582370608
#> const 1.05679577 1.13858582 -0.44625243 2.7063359118
#> exo1 -0.06013878 0.04404000 -0.11845643 0.0006988016
#> exo2 0.12569942 0.10623268 -0.03819742 0.2455719250
#> exo3 -0.08829042 0.09173470 -0.20388023 0.0562020526
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6304134 0.3363326 0.22859960 1.1761293
#> lag1_var2 -0.2399189 0.6266473 -1.19714700 0.4561768
#> lag1_var3 -1.9660958 1.1711588 -3.65576936 -0.6624170
#> lag1_var4 1.8641886 1.0945898 0.64340164 3.4345460
#> const -6.4499049 3.8086115 -11.64441739 -1.1257176
#> exo1 0.3010145 0.2557584 -0.01756071 0.6386659
#> exo2 2.8296605 0.5228003 2.19007508 3.5852919
#> exo3 0.3831847 0.6784508 -0.60418500 1.2494605
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45527742 0.7308494 -1.6061069 0.2427523
#> lag1_var2 1.00684582 1.0422624 -0.1070079 2.6291583
#> lag1_var3 3.22614036 2.1823847 0.8147272 6.6557650
#> lag1_var4 -2.14460683 2.0754691 -5.4111324 0.1482178
#> const 8.13672040 12.1748300 -4.3346800 27.8656393
#> exo1 -0.60566142 0.6689679 -1.3984952 0.4668857
#> exo2 -1.94596468 0.9324225 -3.2414337 -0.7915259
#> exo3 0.05338897 0.9789678 -1.0859273 1.4908824
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1621787 0.6770603 -1.2218629 0.5509100
#> lag1_var2 0.6314447 0.9015351 -0.4344590 2.0901122
#> lag1_var3 1.7889558 1.9573213 -0.5811819 4.8491328
#> lag1_var4 -0.7117893 1.8657513 -3.6188362 1.5429624
#> const 3.4981646 12.1701342 -9.1012920 22.8991672
#> exo1 -0.5166849 0.8566592 -1.5285837 0.7703921
#> exo2 -0.6393542 0.9138664 -1.8982383 0.6434270
#> exo3 0.2414124 0.9735730 -0.9103314 1.6131497
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009267512 0.0001942169 0.0006973245 0.001242168
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01924871 0.003418281 -0.02420883 -0.01542403
#> Sigma[2,2] 0.75753649 0.134791292 0.62271332 0.96633858
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01256257 0.001627488 0.009829907 0.01410914
#> Sigma[3,2] -0.42125974 0.093460400 -0.536571911 -0.30023324
#> Sigma[3,3] 0.46363742 0.097378921 0.358077924 0.62574952
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007631393 0.002174068 -0.002448748 0.003596254
#> Sigma[4,2] 0.0466046884 0.097563583 -0.068959209 0.189678585
#> Sigma[4,3] 0.2131360219 0.059112832 0.149338643 0.307754159
#> Sigma[4,4] 0.2520669047 0.047800786 0.183417303 0.301882549
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970920918 0.01233245 0.95288175 0.98528419
#> lag1_var2 0.010245700 0.05954774 -0.05791718 0.09440110
#> lag1_var3 0.005183912 0.09585711 -0.10271438 0.13827634
#> lag1_var4 0.001595446 0.09890990 -0.13614661 0.11789264
#> const 0.347792131 0.33583291 -0.07552011 0.81718165
#> exo1 -0.002871894 0.01048097 -0.01595170 0.01261667
#> exo2 -0.064807438 0.02985520 -0.10941785 -0.02761803
#> exo3 0.053150602 0.02271078 0.01710368 0.07754959
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1146913 0.1632314 -0.2861376 0.1402644
#> lag1_var2 0.9404441 1.5029814 -1.1948680 3.0790773
#> lag1_var3 0.1882144 2.4307064 -3.2317736 3.5216237
#> lag1_var4 -0.1109635 2.4848860 -3.6464077 3.3623765
#> const -0.9921856 10.1874364 -14.8074754 12.6850313
#> exo1 -0.4051686 0.4416871 -1.0791505 0.1734293
#> exo2 2.4789508 1.1506490 0.6441482 3.9391519
#> exo3 -0.3673509 0.9806599 -1.3838463 1.1136230
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13928000 0.2382303 -0.1589776 0.4826038
#> lag1_var2 -0.07777237 1.0334481 -1.7024793 0.8686108
#> lag1_var3 0.74043012 1.7905755 -2.1252334 2.4613231
#> lag1_var4 0.16606100 1.7394317 -1.5376497 2.9216793
#> const 1.60714967 2.7057990 -1.9273908 5.4823502
#> exo1 -0.07438538 0.5403397 -0.9676984 0.5679402
#> exo2 -2.26763058 0.5668832 -2.9405137 -1.4853763
#> exo3 0.14834545 0.5940150 -0.6591682 0.8608173
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07161278 0.2984029 -0.2883915 0.5029434
#> lag1_var2 0.23426452 1.1654024 -1.4755915 1.5775342
#> lag1_var3 0.42599189 1.9183249 -2.4350236 2.5841154
#> lag1_var4 0.54690333 1.8954783 -1.5502529 3.3809597
#> const -0.24014486 6.1961607 -9.5426487 6.2537491
#> exo1 -0.33437268 0.4637556 -1.0860252 0.1546285
#> exo2 -0.81209567 0.4435900 -1.2965243 -0.2148448
#> exo3 -0.09092308 0.4343652 -0.5769628 0.5310085
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003684419 4.968968e-05 0.0003055552 0.0004353956
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001673987 0.002571595 -0.004748423 0.002487787
#> Sigma[2,2] 0.514041275 0.136390241 0.339227027 0.722070196
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002609831 0.001750352 -0.004871058 -0.0002722391
#> Sigma[3,2] -0.031219805 0.086646832 -0.153165529 0.0858651556
#> Sigma[3,3] 1.153035681 0.233817114 0.835594826 1.4595252448
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003795942 0.00312421 -0.007607383 0.0009697037
#> Sigma[4,2] 0.305983488 0.09210243 0.143887747 0.3863908034
#> Sigma[4,3] 1.182901380 0.26669404 0.794969863 1.5161589092
#> Sigma[4,4] 1.436521079 0.31230586 0.952726485 1.8163008320
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96921661 0.009888224 0.9573932793 0.98308484
#> lag1_var2 0.05438809 0.038998195 -0.0066681735 0.09969508
#> lag1_var3 0.07356475 0.060940960 -0.0228544380 0.14457250
#> lag1_var4 -0.07172432 0.059112370 -0.1404189260 0.02213882
#> const 0.60627283 0.151729569 0.3967093292 0.82286495
#> exo1 0.01716222 0.012518942 0.0007703405 0.03487771
#> exo2 -0.11334864 0.026631775 -0.1418668349 -0.07617152
#> exo3 0.02061213 0.020068823 -0.0100367532 0.03896909
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8475641 0.4545396 0.07992525 1.3333291
#> lag1_var2 -0.9939719 1.3617529 -2.46544589 1.1829437
#> lag1_var3 -2.4697715 2.0753020 -4.59348880 0.8306607
#> lag1_var4 2.3582547 2.0245176 -0.87405801 4.4040800
#> const -10.7647029 8.3138523 -20.52837712 2.8946932
#> exo1 -0.7719000 0.4424439 -1.26196377 -0.1249123
#> exo2 4.3597988 1.0846137 3.15949342 5.9876793
#> exo3 -0.0198129 0.6633363 -0.98995410 0.8013930
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04077964 0.7628921 -1.1640403 0.9976838
#> lag1_var2 0.99891255 2.6583795 -2.7846162 4.4555459
#> lag1_var3 2.35066289 4.0391032 -3.4137718 7.3734203
#> lag1_var4 -1.41130254 3.9647010 -6.3887388 4.1994190
#> const 2.25937136 14.8696105 -16.1209671 26.0119548
#> exo1 0.40912513 0.7810190 -0.5854675 1.5804961
#> exo2 -6.48514941 0.9542320 -7.7627110 -5.2608972
#> exo3 1.63538778 1.7312351 -0.3424104 4.2204625
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60999805 0.8185334 -0.6838602 1.487068
#> lag1_var2 0.05896871 2.6127179 -3.2158531 3.567036
#> lag1_var3 0.30209645 3.8899883 -4.6625502 5.353411
#> lag1_var4 0.58086123 3.8079982 -4.4137057 5.408609
#> const -6.19883546 16.3836690 -24.4836520 19.095094
#> exo1 -0.07283962 0.8703486 -1.2810469 1.047431
#> exo2 -4.09563167 0.9850681 -5.5521974 -2.790065
#> exo3 1.72641807 1.6528676 -0.2784491 3.970501
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001209031 0.0001854458 0.0009699082 0.001474145
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0229414 0.006430692 -0.03246369 -0.01540091
#> Sigma[2,2] 1.9738351 0.433669793 1.39761360 2.57940221
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009154943 0.006284647 0.0003689353 0.0179330
#> Sigma[3,2] -1.010662474 0.307242307 -1.4060919460 -0.5962885
#> Sigma[3,3] 1.028914108 0.299350869 0.7235752949 1.4915999
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003301356 0.006139144 -0.01037434 0.006146096
#> Sigma[4,2] 0.016728509 0.200744357 -0.30336039 0.231245864
#> Sigma[4,3] 0.569995012 0.224134878 0.35501961 0.924646665
#> Sigma[4,4] 0.655412648 0.189573231 0.47120799 0.939715065
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95412725 0.03195377 0.917806491 1.00067220
#> lag1_var2 0.07181581 0.04997160 0.003165741 0.11942069
#> lag1_var3 0.14138500 0.09746597 0.010735743 0.23413891
#> lag1_var4 -0.13549884 0.08972384 -0.220682415 -0.01462342
#> const 0.86758374 0.46392622 0.195925367 1.48931791
#> exo1 0.00177560 0.03242100 -0.050333158 0.03524989
#> exo2 -0.10629129 0.03936628 -0.161730812 -0.06518338
#> exo3 0.06442662 0.02629207 0.026801315 0.09901159
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6008409 1.058686 -1.6578964 0.8338670
#> lag1_var2 1.5683463 1.959171 -0.6168526 4.2325068
#> lag1_var3 1.0976115 3.761213 -3.2457625 6.1328293
#> lag1_var4 -0.8743440 3.419121 -5.4700519 3.1032759
#> const 2.9336773 9.792574 -10.4605212 15.6000647
#> exo1 -0.8575281 1.139693 -2.2285029 0.8973737
#> exo2 1.4243454 1.735354 -0.8561302 3.9129274
#> exo3 1.4410137 1.459940 -0.5272907 3.4896738
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2134979 0.6387791 -0.4686861 1.1092846
#> lag1_var2 0.3374976 1.1276033 -1.3505543 1.6917320
#> lag1_var3 1.8036931 2.1940101 -1.5135810 4.3996738
#> lag1_var4 -0.9934678 1.9653288 -3.2862125 2.0284734
#> const 5.5839328 6.6540882 -5.4712334 13.0572381
#> exo1 0.7003105 0.7952649 -0.3833362 1.6728533
#> exo2 -1.2589368 1.1058395 -2.7538055 -0.2063101
#> exo3 -0.4372906 1.2005339 -2.2176148 0.8237528
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1286311 0.3550716 -0.5601983 0.4209214
#> lag1_var2 0.9442514 0.7594894 -0.2768373 1.8437171
#> lag1_var3 1.9973765 1.4641247 -0.3283356 3.6614699
#> lag1_var4 -1.0357261 1.3688933 -2.6156046 1.1257423
#> const 6.1341056 5.0585061 -0.1175879 13.4087220
#> exo1 0.2608388 0.4851605 -0.2979843 1.0001947
#> exo2 -0.5821123 1.0776626 -2.4029274 0.5891138
#> exo3 0.3290764 1.0502459 -0.7379653 1.9627105
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00144618 0.000270856 0.001058784 0.001806238
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00754558 0.003931466 -0.01375547 -0.002723266
#> Sigma[2,2] 0.19303351 0.060822695 0.13498284 0.295817698
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003553021 0.002042934 0.001427873 0.006775636
#> Sigma[3,2] -0.106267391 0.035860838 -0.162121074 -0.072070505
#> Sigma[3,3] 0.074029854 0.019769126 0.054543055 0.103659587
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001349436 0.001201023 -0.003253775 6.871523e-05
#> Sigma[4,2] 0.017662436 0.012857254 0.002557100 3.865780e-02
#> Sigma[4,3] 0.007018580 0.008339008 -0.003193191 1.903027e-02
#> Sigma[4,4] 0.019848849 0.007551142 0.011153333 2.961907e-02
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98733986 0.02603642 0.949055126 1.023888004
#> lag1_var2 0.05163948 0.04850595 -0.006609953 0.106713035
#> lag1_var3 0.07226680 0.07300865 -0.013827089 0.156835287
#> lag1_var4 -0.07705139 0.06852210 -0.154841202 0.009700571
#> const 0.55761702 0.34452187 0.116007857 0.982954161
#> exo1 -0.01436305 0.02438303 -0.043683558 0.025490028
#> exo2 -0.02927298 0.02913675 -0.066108850 0.010024499
#> exo3 -0.02635476 0.03258446 -0.078587338 0.005066001
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4939352 0.3658376 -0.04795376 0.92218612
#> lag1_var2 1.9990179 0.6317205 1.18172380 2.89440230
#> lag1_var3 1.5764309 0.9579075 0.35623794 2.95071990
#> lag1_var4 -1.8276264 0.8607894 -3.05958690 -0.67572909
#> const 5.3692255 2.9979269 1.51950762 10.05818294
#> exo1 -0.7059702 0.3187880 -1.15202985 -0.30461815
#> exo2 1.5080480 0.3686695 1.05404902 2.01169299
#> exo3 -0.3730753 0.3254639 -0.75474089 0.06579114
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2670610 0.2886605 -0.5570618 0.20835649
#> lag1_var2 -0.3274190 0.4065125 -0.9646116 0.09069765
#> lag1_var3 0.3680907 0.6149647 -0.5956912 0.99550902
#> lag1_var4 0.7188623 0.5389590 0.1390205 1.55836307
#> const -0.6003629 2.6047665 -3.8107362 3.46193138
#> exo1 0.3831245 0.1745769 0.1527309 0.64473716
#> exo2 -1.6060652 0.2320066 -1.9319858 -1.33778824
#> exo3 0.3874685 0.1345654 0.1640698 0.52981646
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04980352 0.1737378 -0.20216672 0.29150516
#> lag1_var2 0.55467405 0.2100968 0.32698878 0.83428328
#> lag1_var3 0.73966759 0.3134169 0.39986253 1.15213449
#> lag1_var4 0.21305034 0.2810435 -0.16061205 0.51200635
#> const 1.01509410 1.5737129 -0.95396734 3.27647247
#> exo1 -0.06807939 0.1486812 -0.31410128 0.07479458
#> exo2 -0.72079272 0.1041152 -0.83269400 -0.54977308
#> exo3 0.17879110 0.1361715 0.00123437 0.33487052
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000578978 9.546943e-05 0.0004327159 0.0006891957
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01383652 0.002974322 -0.01734973 -0.009444345
#> Sigma[2,2] 0.98528889 0.221150787 0.70357049 1.270142336
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01032797 0.002444454 0.006675298 0.01365506
#> Sigma[3,2] -0.83993891 0.236135693 -1.174603498 -0.51587706
#> Sigma[3,3] 1.04912815 0.223547302 0.791422574 1.36169497
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003299636 0.002308571 0.0002775898 0.006582137
#> Sigma[4,2] -0.356487595 0.155580956 -0.5682491717 -0.130584378
#> Sigma[4,3] 0.664363776 0.130179311 0.5059441537 0.844626017
#> Sigma[4,4] 0.520185567 0.086451403 0.3930507158 0.625418807
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994348108 0.01400669 0.977302857 1.01488187
#> lag1_var2 0.008164202 0.02487571 -0.026557541 0.03838538
#> lag1_var3 0.028411312 0.04655136 -0.036984891 0.08462094
#> lag1_var4 -0.029850927 0.04261222 -0.080162408 0.02949158
#> const 0.288669948 0.18782071 0.006485374 0.52600754
#> exo1 -0.008474815 0.01817181 -0.031151824 0.01820124
#> exo2 -0.080590407 0.03134928 -0.120815331 -0.03445887
#> exo3 0.051742391 0.01737204 0.025478359 0.07310353
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1098079 0.7700580 -0.6754030 1.3579883
#> lag1_var2 0.3469391 1.4148371 -1.9704631 1.7118287
#> lag1_var3 -1.1420721 2.6898318 -5.5086086 1.4915327
#> lag1_var4 1.0699964 2.4535352 -1.3850373 5.0399096
#> const 1.3349716 9.3257974 -13.0650971 12.1989375
#> exo1 0.4866433 0.9685439 -1.0014240 1.7044552
#> exo2 1.0462931 0.8720222 -0.1206727 2.1670618
#> exo3 -0.6067578 0.6055108 -1.3335267 0.2334953
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6288180 0.7789600 -0.459203 1.6358040
#> lag1_var2 -0.6583233 1.1547873 -1.968872 1.0453429
#> lag1_var3 -0.1078339 2.1272550 -2.517881 3.0731038
#> lag1_var4 1.0040190 1.8998545 -1.861507 3.1651059
#> const -9.6229404 10.0698740 -25.115260 3.3025356
#> exo1 -1.0176869 1.3747685 -2.435137 1.2531986
#> exo2 -1.5566361 1.1695468 -3.214940 -0.2222652
#> exo3 2.3853766 0.5341637 1.774207 3.1991479
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7868153 0.4737175 0.1354359 1.5009572
#> lag1_var2 -0.8957065 0.7175976 -1.6819238 0.2262418
#> lag1_var3 -1.4940131 1.3480721 -2.9670389 0.6160566
#> lag1_var4 2.3558051 1.2434542 0.4418426 3.7324515
#> const -11.6139088 6.5932203 -23.1016668 -5.2387172
#> exo1 -0.8291138 1.0404504 -2.1550340 0.7906070
#> exo2 -1.0585154 0.8296732 -2.2550986 -0.1495193
#> exo3 2.1730879 0.4483920 1.5976037 2.8114754
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001331876 0.0004086973 0.000924238 0.00198356
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006682563 0.002976261 -0.01087285 -0.002769696
#> Sigma[2,2] 0.224259271 0.056796230 0.16548992 0.316594496
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00287154 0.002012392 0.0001131266 0.005084895
#> Sigma[3,2] -0.12895328 0.041419715 -0.1887720860 -0.065601441
#> Sigma[3,3] 0.35330512 0.054303840 0.2951514791 0.423240788
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001661532 0.001986149 -0.004042953 0.001040997
#> Sigma[4,2] 0.020213593 0.025616584 -0.013439701 0.052970993
#> Sigma[4,3] 0.284835353 0.072959625 0.192325026 0.380177605
#> Sigma[4,4] 0.316794213 0.083392524 0.218888823 0.436513991
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007636485 0.01738185 0.98986398 1.03525932
#> lag1_var2 0.021910608 0.06010933 -0.06508818 0.09727413
#> lag1_var3 0.037162439 0.08976783 -0.09300470 0.15552288
#> lag1_var4 -0.044877135 0.08919299 -0.16331583 0.08230026
#> const 0.371658491 0.35598428 -0.05215165 0.90832113
#> exo1 0.012161300 0.03685291 -0.02183448 0.07632510
#> exo2 -0.070561899 0.03533961 -0.11874295 -0.01805034
#> exo3 -0.007475104 0.02657326 -0.05032048 0.02614808
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5940612 0.1988434 -0.8912553 -0.36715219
#> lag1_var2 2.6598106 0.6754608 1.6896721 3.59728191
#> lag1_var3 2.7031607 1.0153850 1.2387526 4.11139377
#> lag1_var4 -2.6062537 0.9972622 -3.9859686 -1.16582515
#> const 10.3465373 3.7188129 5.8130424 16.10134725
#> exo1 -0.3275287 0.3814343 -0.9156149 0.04626388
#> exo2 0.7648908 0.4352728 0.1265399 1.28267477
#> exo3 -0.1735949 0.3543127 -0.7601993 0.11706342
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7346933 0.2449663 0.4361087 1.0660635
#> lag1_var2 -0.1770889 0.7317728 -1.2855765 0.8655194
#> lag1_var3 0.8027644 1.2146479 -1.0369552 2.4782153
#> lag1_var4 -0.1143449 1.1665829 -1.7780210 1.6136377
#> const 1.1720361 5.8838354 -5.2939563 10.7910914
#> exo1 0.2740071 0.6465724 -0.8289494 0.9349124
#> exo2 -1.3135107 0.5155502 -2.1360083 -0.6395810
#> exo3 -1.2356183 0.6450803 -1.9877327 -0.2397414
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34744152 0.2273637 0.0400924 0.63644272
#> lag1_var2 1.32183836 0.7038322 0.4750351 2.43884658
#> lag1_var3 2.20877321 1.1406514 0.8065320 4.01696987
#> lag1_var4 -1.44273734 1.1192660 -3.2388138 -0.08738683
#> const 7.01538185 6.0261391 0.5321569 16.90662904
#> exo1 0.05961594 0.6292855 -0.8535221 0.85192420
#> exo2 -0.84215644 0.4804751 -1.5012736 -0.24180868
#> exo3 -1.40094509 0.5798497 -2.0930472 -0.53096167
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002441846 6.359782e-05 0.0001571213 0.0003367296
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002619105 0.0008198237 -0.0004598807 0.001645729
#> Sigma[2,2] 0.0717923580 0.0131616031 0.0581671259 0.091546062
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002452613 0.0008921144 0.001564351 0.003796801
#> Sigma[3,2] -0.057819180 0.0148732541 -0.078155849 -0.034837909
#> Sigma[3,3] 0.171894407 0.0370034978 0.118660136 0.217666174
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002739514 0.00108980 0.001563513 0.004494098
#> Sigma[4,2] -0.022624610 0.01838926 -0.044119762 0.003848696
#> Sigma[4,3] 0.152010189 0.03500164 0.102653549 0.200430828
#> Sigma[4,4] 0.150100088 0.03417496 0.102867187 0.200469162
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00152689 0.007075104 0.989075460 1.008893902
#> lag1_var2 -0.01377724 0.027669782 -0.047817496 0.031609427
#> lag1_var3 -0.02943226 0.047295839 -0.085826423 0.047332964
#> lag1_var4 0.02646805 0.045436550 -0.047233442 0.080931879
#> const 0.16486844 0.119367519 0.014921068 0.331382663
#> exo1 -0.02663248 0.018568349 -0.056608832 -0.004793166
#> exo2 -0.12211995 0.010283530 -0.134483748 -0.105379919
#> exo3 0.02941206 0.015387543 0.007587538 0.049810936
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3560509 0.1061684 -0.4775963 -0.2033986
#> lag1_var2 1.4539589 0.4441037 0.8304981 2.0167697
#> lag1_var3 0.6180060 0.7781334 -0.4683843 1.6213075
#> lag1_var4 -0.4789732 0.7574955 -1.4623865 0.5589770
#> const 1.3406855 1.8034406 -1.5528290 3.3039935
#> exo1 -0.1489460 0.2622450 -0.4884757 0.1902107
#> exo2 2.1070798 0.3158595 1.6255109 2.4831134
#> exo3 -0.6623180 0.3251348 -1.0375905 -0.1705503
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6158404 0.1035961 0.4698757 0.75157507
#> lag1_var2 -2.0187896 0.4235501 -2.6429317 -1.43098144
#> lag1_var3 -1.3187046 0.8269774 -2.4134259 -0.08905768
#> lag1_var4 2.2297264 0.8101298 1.0346413 3.31221176
#> const -6.3398940 2.8174474 -10.1350810 -2.47324188
#> exo1 0.5068563 0.2638913 0.1776896 0.85588916
#> exo2 -2.8396311 0.5928068 -3.5576781 -1.96996927
#> exo3 1.1934265 0.5472070 0.3454464 1.73242438
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4437627 0.1072033 0.3086932 0.5985449
#> lag1_var2 -1.6298571 0.3688515 -2.1478303 -1.1862653
#> lag1_var3 -1.6373670 0.6862437 -2.5607725 -0.7238437
#> lag1_var4 2.6547232 0.6661453 1.7817336 3.5791907
#> const -7.5228583 2.9788130 -11.3627959 -3.6695735
#> exo1 0.4566959 0.2910492 0.1062042 0.8910621
#> exo2 -1.8525373 0.5260761 -2.4571903 -1.0874023
#> exo3 0.9251098 0.5157182 0.1792929 1.5687921
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001690701 0.0004075855 0.001161939 0.002162605
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02569732 0.01054729 -0.04068831 -0.01252233
#> Sigma[2,2] 1.36228061 0.26800814 1.01970751 1.74288971
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02461806 0.01119029 0.0106632 0.04194975
#> Sigma[3,2] -1.27538101 0.24417673 -1.6198271 -0.99488296
#> Sigma[3,3] 1.48558903 0.29219335 1.1007771 1.90542064
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009753581 0.005377282 0.003460078 0.01839758
#> Sigma[4,2] -0.460657245 0.121814158 -0.609947087 -0.29316352
#> Sigma[4,3] 0.747405189 0.189634243 0.501696861 0.98411072
#> Sigma[4,4] 0.501962357 0.136006479 0.317584458 0.68397947
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03261028 0.01831495 1.013053724 1.061246032
#> lag1_var2 -0.03191775 0.01963749 -0.059862083 -0.007434256
#> lag1_var3 -0.04691253 0.03317377 -0.094272999 -0.007291813
#> lag1_var4 0.02905328 0.02886913 -0.005614272 0.068284542
#> const 0.33944808 0.25004083 0.007313121 0.692568019
#> exo1 -0.04570205 0.05318588 -0.118201323 0.023516201
#> exo2 -0.01455244 0.03315750 -0.068216463 0.021233448
#> exo3 0.04324365 0.02567884 0.017374443 0.081116418
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.312012 0.6551052 -3.374891 -1.8096902
#> lag1_var2 2.663645 0.7538186 1.717197 3.6825847
#> lag1_var3 2.656192 1.2869654 1.094489 4.4120394
#> lag1_var4 -1.791006 1.1391383 -3.314507 -0.4481748
#> const 5.771316 9.2228439 -3.542741 20.5088924
#> exo1 -0.190713 2.1017449 -2.654649 2.9570435
#> exo2 2.270803 0.8877673 1.180601 3.6001027
#> exo3 2.789955 1.0550692 1.263006 4.1252447
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2644422 0.7598329 1.5925016 3.57730230
#> lag1_var2 -1.6525868 0.8751119 -2.7783855 -0.45495215
#> lag1_var3 -1.4435969 1.4259700 -3.2866352 0.48601632
#> lag1_var4 1.5539891 1.2081928 -0.1017915 3.02793474
#> const -1.8928358 8.4631370 -14.0556507 8.01821848
#> exo1 -0.2572760 2.0378181 -3.1547653 2.25265148
#> exo2 -3.7149030 1.0670008 -5.3667301 -2.51192502
#> exo3 -0.9694219 0.9736681 -2.5532282 0.02377996
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8880185 0.4818140 0.41726131 1.6449417
#> lag1_var2 -0.4817694 0.6119693 -1.37492888 0.2671131
#> lag1_var3 -0.5552036 0.9876179 -1.97189116 0.6530076
#> lag1_var4 1.2038879 0.8248082 0.18068215 2.3641594
#> const 0.1817973 4.1607599 -6.36372802 5.1286934
#> exo1 -0.3763811 0.9503007 -1.62586875 1.0275860
#> exo2 -2.4716386 0.7513806 -3.57020269 -1.5682221
#> exo3 0.8266522 0.5575491 -0.02891382 1.3275019
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001092601 0.000209552 0.0007412876 0.001323106
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004940218 0.004581027 -0.0002805037 0.01204651
#> Sigma[2,2] 0.722518047 0.144408047 0.5574713778 0.93463039
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002458563 0.004003857 -0.005796284 0.004902844
#> Sigma[3,2] -0.1598119167 0.074724043 -0.239588919 -0.038143430
#> Sigma[3,3] 0.3104212518 0.040832532 0.266223559 0.369540589
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002080382 0.004385691 -0.00395384 0.006680167
#> Sigma[4,2] 0.170036871 0.120748763 0.04445145 0.354585622
#> Sigma[4,3] 0.273719582 0.072370095 0.21715152 0.388623920
#> Sigma[4,4] 0.392739881 0.133181410 0.29571572 0.611655340
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993366419 0.02254858 0.95940242 1.021792348
#> lag1_var2 -0.020081415 0.03670484 -0.07155181 0.023032487
#> lag1_var3 -0.046484795 0.07988774 -0.15384596 0.049284111
#> lag1_var4 0.045682091 0.07265422 -0.04032614 0.142788802
#> const 0.239143431 0.30492983 -0.11076985 0.727628664
#> exo1 -0.038675097 0.02851822 -0.07007960 0.009373886
#> exo2 0.005268982 0.03472237 -0.04233822 0.057904384
#> exo3 0.040436876 0.01733747 0.01800063 0.065422227
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04858241 0.5325966 -0.8565924 0.4789908
#> lag1_var2 0.92161200 0.8731950 0.1182570 2.3584413
#> lag1_var3 0.46213999 1.9077994 -1.5622960 3.5448870
#> lag1_var4 -0.48259731 1.7710812 -3.3786481 1.4008288
#> const 2.69752870 9.0138215 -5.8709474 17.4503636
#> exo1 -0.74311835 0.8964770 -2.1261943 0.2880170
#> exo2 -0.79415935 0.9104747 -2.0855850 0.3458066
#> exo3 -0.72302313 0.8226577 -1.9527786 0.2397834
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7653973 0.3856465 0.3207975 1.32858041
#> lag1_var2 -1.0142451 0.5098593 -1.8398522 -0.39961775
#> lag1_var3 -1.2296632 1.2618164 -3.3539646 0.13904945
#> lag1_var4 1.9055891 1.1489738 0.6394437 3.82494680
#> const -5.6851395 7.5731615 -15.6422748 4.56132627
#> exo1 -1.2618313 0.7795590 -2.0292048 0.06248643
#> exo2 -2.1905702 0.4248837 -2.6948597 -1.58503187
#> exo3 -0.6198893 0.2508577 -0.9785414 -0.27149137
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8625967 0.4030347 0.4369369 1.4956207
#> lag1_var2 -0.9726681 0.6674014 -2.0355978 -0.2676542
#> lag1_var3 -1.8040530 1.4946078 -4.3258968 -0.3821192
#> lag1_var4 2.4805934 1.3665396 1.1536973 4.7743912
#> const -6.7003023 6.3378119 -15.3277304 1.7983277
#> exo1 -1.7628582 0.7496236 -2.5520500 -0.6907531
#> exo2 -2.8082025 0.6217523 -3.8193252 -2.1089655
#> exo3 -1.0191588 0.4697109 -1.6014509 -0.3169529
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01711266 0.004217161 0.01278622 0.02368675
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01638422 0.01155625 -0.03444798 -0.002107085
#> Sigma[2,2] 0.20556509 0.04957912 0.14846022 0.283656371
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005614353 0.007666848 -0.003651105 0.01722603
#> Sigma[3,2] -0.097429741 0.026024940 -0.135721265 -0.06013918
#> Sigma[3,3] 0.145112476 0.036383446 0.095667883 0.19755723
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001370862 0.01008166 -0.01630508 0.009103906
#> Sigma[4,2] -0.013527080 0.03106385 -0.04278793 0.043009533
#> Sigma[4,3] 0.117973641 0.03164484 0.07353455 0.161844510
#> Sigma[4,4] 0.126958646 0.03357718 0.08789621 0.181357018
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86439573 0.03669606 0.827118322 0.92470511
#> lag1_var2 0.13638421 0.09053825 -0.004239421 0.23538843
#> lag1_var3 0.29701596 0.20537459 -0.015253715 0.53637607
#> lag1_var4 -0.25728603 0.20231304 -0.489994742 0.05659658
#> const 1.71136138 0.81945979 0.561637740 2.82361357
#> exo1 -0.02098788 0.10423086 -0.152537143 0.09779304
#> exo2 -0.06690906 0.16989703 -0.266819021 0.17017472
#> exo3 -0.06785943 0.17689726 -0.228289628 0.23521622
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47448004 0.1043405 0.3104903 0.5700095
#> lag1_var2 -0.05734321 0.3759705 -0.5550957 0.4617079
#> lag1_var3 -2.49811395 0.8902390 -3.6294791 -1.1818352
#> lag1_var4 2.41547013 0.9386431 1.0763527 3.6405796
#> const -8.21065978 4.3500805 -14.8121617 -3.2007308
#> exo1 -0.19092103 0.4748745 -0.7422936 0.5810144
#> exo2 0.98492448 0.5533686 0.1692583 1.7295829
#> exo3 0.91530519 0.8545550 -0.1388415 2.2326494
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07489507 0.1080846 -0.2339246 0.05230625
#> lag1_var2 0.84268510 0.1742208 0.6135834 1.09367976
#> lag1_var3 3.04190825 0.4230326 2.4608492 3.60650127
#> lag1_var4 -2.17603479 0.4449520 -2.7532959 -1.54006122
#> const 7.56290773 3.3212625 3.5466233 12.00973308
#> exo1 0.01521428 0.2231842 -0.2751345 0.31467503
#> exo2 -2.26166155 0.3680070 -2.6377603 -1.71365544
#> exo3 -0.76146541 0.7493809 -1.4836874 0.54929724
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1408861 0.09654204 -0.004658815 0.2594703
#> lag1_var2 0.6384378 0.14958649 0.445986462 0.8485245
#> lag1_var3 1.5721178 0.36717382 1.043735063 2.0601109
#> lag1_var4 -0.7205108 0.36856986 -1.225821950 -0.2333506
#> const 2.8705322 2.25918141 -0.385972295 5.5770611
#> exo1 -0.0773671 0.24512398 -0.396533191 0.3001169
#> exo2 -2.1904368 0.43284432 -2.831482451 -1.6933504
#> exo3 -0.4920669 0.59285087 -0.976664083 0.5181671
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001218618 0.0001870441 0.0009460783 0.001460818
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0284698 0.004521533 -0.03472342 -0.02209402
#> Sigma[2,2] 0.9728047 0.214890959 0.72291466 1.31742373
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02643189 0.005335906 0.01964067 0.0320323
#> Sigma[3,2] -1.01954251 0.242447430 -1.40550964 -0.7380804
#> Sigma[3,3] 1.62012370 0.392595012 1.14470572 2.1914694
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005189342 0.003941176 4.644089e-05 0.01090601
#> Sigma[4,2] -0.297158092 0.117342846 -4.699858e-01 -0.15675068
#> Sigma[4,3] 0.882540409 0.232875391 6.113436e-01 1.22983957
#> Sigma[4,4] 0.682363598 0.195263068 4.484881e-01 0.97759174
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997957115 0.02207266 0.96698429 1.02314795
#> lag1_var2 -0.027496630 0.05988730 -0.10343763 0.04063797
#> lag1_var3 -0.034573596 0.07679211 -0.13515315 0.05162993
#> lag1_var4 0.032744478 0.07461872 -0.05068886 0.13147439
#> const 0.221950147 0.30241351 -0.10957175 0.72419752
#> exo1 0.003064076 0.02647750 -0.03626131 0.03671354
#> exo2 -0.101058821 0.04066552 -0.15578191 -0.04334979
#> exo3 0.032775827 0.04371722 -0.01978118 0.10146305
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01486921 0.7190566 -0.9518538 1.011513
#> lag1_var2 1.08748697 2.1450113 -1.2821886 3.436881
#> lag1_var3 0.57974717 2.7653258 -2.5366038 3.750896
#> lag1_var4 -0.59971076 2.7194643 -3.8635429 2.554999
#> const 3.31084707 8.5506613 -9.5813388 14.097291
#> exo1 -0.14590494 1.0209014 -1.5834030 1.271243
#> exo2 1.91036001 1.2304025 0.1827701 3.377139
#> exo3 0.60946151 0.9719312 -0.7215186 1.770922
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0445556 0.8163466 -1.2654258 1.0721190
#> lag1_var2 2.9648298 2.6874022 -0.7641043 6.2450361
#> lag1_var3 4.7335962 3.5692774 -0.2853621 9.2424316
#> lag1_var4 -3.8889403 3.5371291 -8.4778760 0.9876645
#> const 12.3520485 11.3767489 -5.0167529 26.0308681
#> exo1 -0.5578688 1.2973461 -2.2416985 1.3751862
#> exo2 -3.5282680 1.3254526 -5.3558223 -1.4975433
#> exo3 -1.4126929 1.1114011 -2.8241159 0.0957318
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0563477 0.4023042 -0.5897091 0.5369883
#> lag1_var2 3.5810581 1.3119806 1.4842126 5.2978889
#> lag1_var3 4.9088126 1.8093142 2.1038900 7.3129292
#> lag1_var4 -4.0697291 1.8089881 -6.5438932 -1.3415157
#> const 14.1781960 7.1630369 1.6134813 21.0454366
#> exo1 -0.6900280 0.6102855 -1.3833224 0.1987959
#> exo2 -2.1912634 0.7036207 -3.0585331 -1.2941571
#> exo3 -1.0259371 0.6042943 -1.7504780 -0.1067635
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004666193 0.0001092931 0.0003037983 0.0006046782
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01125538 0.003614562 -0.01607292 -0.006363953
#> Sigma[2,2] 0.86778272 0.219414122 0.66346164 1.231086412
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01065904 0.004496466 0.004970648 0.01642322
#> Sigma[3,2] -0.82895961 0.210721747 -1.163055564 -0.62838528
#> Sigma[3,3] 0.99372767 0.223684504 0.763132773 1.36032162
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004078112 0.002977372 0.0007500187 0.007895735
#> Sigma[4,2] -0.322410134 0.111723458 -0.4911186405 -0.187658129
#> Sigma[4,3] 0.527070577 0.126848506 0.3488274377 0.705741685
#> Sigma[4,4] 0.358105152 0.079155136 0.2488918479 0.461389579
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973362210 0.01339902 0.95266977 0.98898440
#> lag1_var2 0.024522956 0.03716602 -0.01983897 0.08201795
#> lag1_var3 0.039984820 0.06231453 -0.03420551 0.13549331
#> lag1_var4 -0.035160939 0.05897396 -0.12501010 0.03588361
#> const 0.437258472 0.13427016 0.28172029 0.64703084
#> exo1 -0.002088942 0.02637438 -0.03361813 0.03756868
#> exo2 -0.059564157 0.03113090 -0.09283812 -0.01094871
#> exo3 0.042652991 0.02454341 0.00366348 0.07528161
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15411750 0.7775329 -0.6328292 1.3995855
#> lag1_var2 2.46830647 1.7836019 -0.4163817 4.4796257
#> lag1_var3 2.77371346 2.9822873 -1.9989121 6.2216773
#> lag1_var4 -2.97705161 2.8010624 -6.3080704 1.4343702
#> const 10.62402844 10.1385247 -3.4736486 24.0706414
#> exo1 -0.67767275 1.2042180 -2.3437564 0.7099315
#> exo2 0.68015383 1.2179471 -0.9965654 2.2931885
#> exo3 -0.09767382 1.0023666 -1.6254246 1.0543872
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4162926 0.9181422 -1.110472 1.237951
#> lag1_var2 -1.0829072 2.1371030 -3.230040 2.567132
#> lag1_var3 -1.0058831 3.5876267 -4.702215 5.031095
#> lag1_var4 1.9330430 3.3748748 -3.685806 5.508637
#> const -7.2628936 12.2947804 -22.516181 10.485352
#> exo1 0.2400307 1.2289527 -1.137880 2.088973
#> exo2 -1.9635911 1.3132078 -3.644852 -0.147995
#> exo3 -0.4313192 1.1056635 -1.585230 1.258838
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53861584 0.5260954 -0.3156694 0.9964086
#> lag1_var2 0.04892623 1.2179612 -1.0636017 2.1339478
#> lag1_var3 0.05428712 2.0550075 -1.8682046 3.5033872
#> lag1_var4 0.76588007 1.9377277 -2.4627700 2.5964696
#> const -2.64054724 7.0255067 -10.3594142 8.0969631
#> exo1 -0.18464997 0.6089896 -0.8831571 0.7481455
#> exo2 -1.59691315 0.7036312 -2.4532412 -0.5131593
#> exo3 -0.46055359 0.7198522 -1.4210717 0.4330629
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003261239 0.000101674 0.0002337968 0.0004972444
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008393353 0.002835064 -0.01224064 -0.00469426
#> Sigma[2,2] 0.587759379 0.116687559 0.45395308 0.75566371
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004681018 0.001631892 0.002564308 0.006885909
#> Sigma[3,2] -0.329274909 0.071806054 -0.420859956 -0.245821301
#> Sigma[3,3] 0.346326518 0.054890587 0.279485917 0.431127783
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006289577 0.001624442 -0.001775752 0.002592605
#> Sigma[4,2] -0.0474433302 0.063111007 -0.141767827 0.039509302
#> Sigma[4,3] 0.2065425990 0.041471921 0.149380204 0.252676021
#> Sigma[4,4] 0.2040766946 0.045748040 0.136485424 0.266684095
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983446092 0.03265039 0.94332073 1.03326197
#> lag1_var2 0.021749025 0.05470401 -0.06369538 0.07900600
#> lag1_var3 0.038018436 0.11454462 -0.13895001 0.16168191
#> lag1_var4 -0.037833641 0.10245591 -0.15070786 0.12112057
#> const 0.437054366 0.33452900 -0.10152358 0.82656056
#> exo1 -0.001534517 0.01543927 -0.02199790 0.02064109
#> exo2 -0.094859483 0.02036852 -0.11748320 -0.06070340
#> exo3 0.066945457 0.01376717 0.05067286 0.08678817
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22665435 0.9930638 -1.9229435 0.6253037
#> lag1_var2 1.80462649 1.7302804 0.0250540 4.8238362
#> lag1_var3 1.80765288 3.6046660 -1.9208558 8.0370135
#> lag1_var4 -1.82035010 3.2454435 -7.4538933 1.5586348
#> const 7.61075496 12.0464052 -3.5393720 28.0075434
#> exo1 0.09907143 0.8584107 -1.2429930 1.0762029
#> exo2 -0.18881124 0.7157090 -1.2897537 0.5073300
#> exo3 0.26196408 0.8531186 -0.7993194 1.3761782
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90296690 0.6189911 0.2411292 1.93801990
#> lag1_var2 -0.91236890 0.8120175 -2.3143962 -0.08054242
#> lag1_var3 -0.97043730 1.6367178 -3.7795320 0.72196821
#> lag1_var4 1.56102008 1.4038568 0.1057089 3.96287310
#> const -5.91995427 6.4180326 -15.1460123 1.75942452
#> exo1 0.19149900 0.6016961 -0.4772176 0.96408037
#> exo2 -1.01698171 0.6353697 -1.7329423 -0.04790826
#> exo3 -0.08095846 0.4766061 -0.6423937 0.58867942
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85934739 0.4429722 0.1726943 1.3752147
#> lag1_var2 -0.35505022 0.6998803 -1.2694048 0.5161422
#> lag1_var3 -0.75156932 1.4102533 -2.5907529 1.0871024
#> lag1_var4 1.33741976 1.2381736 -0.3117336 2.9918281
#> const -4.17343790 3.9679921 -8.7115440 1.7876886
#> exo1 0.26339863 0.3985360 -0.3102256 0.7106991
#> exo2 -1.22393547 0.3810663 -1.7220797 -0.6885384
#> exo3 0.05501351 0.3696836 -0.3577238 0.6135247
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004470425 0.0001161143 0.0002895046 0.0005893623
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003879647 0.002344231 -0.006737881 -0.000751032
#> Sigma[2,2] 0.277157336 0.079805469 0.179972622 0.379235847
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006547123 0.004845048 0.0009227985 0.01398449
#> Sigma[3,2] -0.293809925 0.109241677 -0.4677088470 -0.19609644
#> Sigma[3,3] 0.874647249 0.219199344 0.6664889658 1.26050227
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004259246 0.004484204 -0.001253082 0.011168939
#> Sigma[4,2] -0.123080080 0.098106200 -0.283812874 -0.006076221
#> Sigma[4,3] 0.736491522 0.179549319 0.567869082 1.049085105
#> Sigma[4,4] 0.707124704 0.143785590 0.554170223 0.938915087
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96508365 0.03081042 0.9225265321 1.006237044
#> lag1_var2 0.03101773 0.06330500 -0.0516417144 0.117770218
#> lag1_var3 0.05344738 0.10005379 -0.0775858870 0.191930612
#> lag1_var4 -0.04878524 0.09393494 -0.1789046731 0.073811344
#> const 0.54749316 0.35306357 0.0924059011 1.026927702
#> exo1 -0.01736636 0.02032559 -0.0518090976 0.006342244
#> exo2 -0.11805262 0.02305150 -0.1508931032 -0.085964186
#> exo3 0.02542324 0.02064489 -0.0002856797 0.058566328
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60204262 0.8084322 -1.6846475 0.5486723
#> lag1_var2 2.37385889 1.3954101 0.4379061 4.1611186
#> lag1_var3 2.32280468 2.1749339 -0.6411586 5.1803896
#> lag1_var4 -2.22568624 2.0383972 -4.9248749 0.5441703
#> const 8.64619109 10.3673724 -6.2245957 22.1084913
#> exo1 -0.03395202 0.4944128 -0.7316720 0.5616973
#> exo2 1.51188417 0.4563512 0.8639380 2.0756852
#> exo3 -0.90156224 0.5006480 -1.7237362 -0.3371802
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25354028 0.9331201 -1.5687639 1.1136296
#> lag1_var2 0.24496890 2.1184982 -3.1296521 2.5280517
#> lag1_var3 0.78132184 3.3515698 -4.4512147 4.3195455
#> lag1_var4 0.21296720 3.1595550 -3.0792376 5.1703192
#> const 3.42736786 10.1609365 -8.7053268 18.2904957
#> exo1 -0.05358671 0.4949769 -0.8428060 0.4810618
#> exo2 -2.16941358 1.1315476 -3.6242534 -0.5576573
#> exo3 2.18982072 0.7737263 0.9400045 3.0785514
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71081314 0.7739552 -1.7408694 0.3999047
#> lag1_var2 1.51281128 1.7835037 -1.2654823 3.4845701
#> lag1_var3 1.82850869 2.8237664 -2.6048762 4.8537145
#> lag1_var4 -0.73389626 2.6461720 -3.5136587 3.4021967
#> const 7.96590135 6.7270483 0.7843815 17.0499232
#> exo1 -0.06720977 0.3586175 -0.5733131 0.3403109
#> exo2 -1.24358711 1.0619909 -2.5871371 0.3249786
#> exo3 1.70365394 0.8420165 0.4321944 2.7434511
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000436777 7.335093e-05 0.0003442925 0.0005234562
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 7.384834e-05 0.004667677 -0.006614234 0.005532226
#> Sigma[2,2] 9.108171e-01 0.231422747 0.592458113 1.208527185
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005422762 0.001278599 -0.0006991567 0.00267445
#> Sigma[3,2] -0.2023289413 0.085338563 -0.3269539984 -0.10195642
#> Sigma[3,3] 0.3715579483 0.061539190 0.2620966482 0.42552167
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005838923 0.00248084 -0.003318683 0.003344501
#> Sigma[4,2] 0.1802340726 0.05767721 0.091155847 0.248577342
#> Sigma[4,3] 0.3372021678 0.08212463 0.195144486 0.392278313
#> Sigma[4,4] 0.4718543925 0.10043101 0.303944332 0.567611865
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96719515 0.008810101 0.958667503 0.980981912
#> lag1_var2 0.03802339 0.010901532 0.025959671 0.051810015
#> lag1_var3 0.09063076 0.028711484 0.055185879 0.123837339
#> lag1_var4 -0.08745598 0.025594561 -0.120774032 -0.058025283
#> const 0.66090049 0.198694173 0.410354287 0.943442787
#> exo1 0.02672936 0.016500638 0.009119859 0.051354042
#> exo2 -0.02861210 0.019485116 -0.060320543 -0.008304447
#> exo3 0.01282977 0.021028565 -0.011748331 0.044700932
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.413543368 0.4819081 -0.1207128 1.1142481
#> lag1_var2 0.741650596 0.6377392 -0.1673129 1.6062368
#> lag1_var3 -0.116860325 1.6496797 -2.3500650 2.1752020
#> lag1_var4 -0.001783855 1.4619546 -2.0347744 1.9524450
#> const -2.238126968 9.7213960 -13.9640081 12.4168659
#> exo1 -0.524867064 0.6159437 -1.2545413 0.4493413
#> exo2 2.863350809 0.6773277 1.9516364 3.8635509
#> exo3 1.374167733 0.7812116 0.5846260 2.6966091
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08215495 0.2642460 -0.4748666 0.2849664
#> lag1_var2 0.60801502 0.3801127 0.2554204 1.2185938
#> lag1_var3 2.23733652 0.9836583 1.4219934 3.8684702
#> lag1_var4 -1.37456166 0.9064142 -2.8820879 -0.5190939
#> const 5.48995967 6.0926092 -3.4619879 12.9746623
#> exo1 0.32690164 0.5155277 -0.5624506 0.8550780
#> exo2 -0.42270758 0.5226350 -1.1838647 0.2042445
#> exo3 -1.06958427 0.5974045 -1.8543267 -0.2953726
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08403297 0.2165305 -0.23800386 0.320387540
#> lag1_var2 0.76298401 0.4562132 0.28466656 1.529419877
#> lag1_var3 1.82890052 1.0936469 0.72680521 3.703853594
#> lag1_var4 -0.98798904 1.0380509 -2.68412803 0.214763700
#> const 3.44190575 4.0198701 -3.04510342 7.452102041
#> exo1 0.14114915 0.6320011 -0.79322670 0.856176772
#> exo2 0.85737696 0.5705194 -0.02060971 1.547444537
#> exo3 -0.67047570 0.4902947 -1.39701908 -0.001792854
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002890934 4.797537e-05 0.0002251192 0.0003541619
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003025261 0.00058303 -0.003787825 -0.002347328
#> Sigma[2,2] 0.097475641 0.02453619 0.068243191 0.135199866
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003459634 0.000937702 0.002282894 0.004561822
#> Sigma[3,2] -0.098480627 0.031090250 -0.150001179 -0.067687647
#> Sigma[3,3] 0.133051816 0.039687017 0.095229438 0.196317442
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001678759 0.0006508868 0.0008270054 0.002479339
#> Sigma[4,2] -0.040339006 0.0186697157 -0.0697996248 -0.022389870
#> Sigma[4,3] 0.075829010 0.0222484420 0.0531122875 0.111724329
#> Sigma[4,4] 0.053435592 0.0126657690 0.0394236123 0.073221388
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97523590 0.01112031 9.630397e-01 0.9915857144
#> lag1_var2 0.03855731 0.02931450 -9.339184e-03 0.0690369412
#> lag1_var3 0.05808274 0.04783625 -1.722551e-02 0.1100376097
#> lag1_var4 -0.05481549 0.04674858 -1.058361e-01 0.0187748688
#> const 0.51688047 0.20972861 1.816553e-01 0.7517744248
#> exo1 -0.01852273 0.01263036 -3.585562e-02 -0.0008806023
#> exo2 -0.05731874 0.01483927 -7.748174e-02 -0.0374521813
#> exo3 0.01750386 0.01443370 4.020286e-05 0.0419895236
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24281407 0.1873248 -0.50102901 -0.01407873
#> lag1_var2 0.82521534 0.6836294 -0.03167666 1.65510530
#> lag1_var3 -0.28387547 1.1439974 -1.73113301 1.16974638
#> lag1_var4 0.38329408 1.1225939 -1.08212148 1.79403349
#> const 0.96514176 3.9499217 -3.08289939 6.27915341
#> exo1 0.06531926 0.2590491 -0.18592750 0.48136578
#> exo2 0.63608613 0.2704996 0.37363427 1.09666709
#> exo3 -0.05106653 0.3175695 -0.40685156 0.44557605
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.465141863 0.2375748 0.1514267 0.7774026
#> lag1_var2 -0.442245283 0.7231164 -1.3888814 0.6060849
#> lag1_var3 0.789046067 1.1903010 -0.7779075 2.4587020
#> lag1_var4 0.013714845 1.1494773 -1.6101043 1.5132222
#> const -0.250095463 4.0529618 -4.9752665 5.8280575
#> exo1 -0.152992541 0.3030265 -0.5970437 0.2100929
#> exo2 -0.906229488 0.3597866 -1.4641370 -0.4857381
#> exo3 -0.005532328 0.4285096 -0.5528823 0.5319698
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33196791 0.1734926 0.10359481 0.5986765
#> lag1_var2 -0.23518732 0.4667028 -0.98271681 0.2810366
#> lag1_var3 0.14454066 0.7398158 -1.01567006 0.9832054
#> lag1_var4 0.73428330 0.7067678 -0.07809249 1.8438738
#> const -1.00495039 2.9230076 -5.52300308 3.1446660
#> exo1 -0.11508837 0.2007465 -0.39001981 0.1737776
#> exo2 -0.53434191 0.2273246 -0.87483573 -0.2613397
#> exo3 -0.04086391 0.2721044 -0.34396413 0.3676644
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001426642 0.0003018793 0.001044521 0.001811264
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02666022 0.00905132 -0.0416993 -0.01742706
#> Sigma[2,2] 1.35930955 0.52216719 0.9308017 2.24573421
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01730448 0.006151565 0.0106106 0.026778
#> Sigma[3,2] -0.92109641 0.357842394 -1.5064895 -0.637629
#> Sigma[3,3] 0.67698656 0.246598346 0.4648025 1.091791
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001913134 0.001436642 -0.003908633 -0.0001116132
#> Sigma[4,2] 0.049460039 0.040317207 -0.000232552 0.1061263795
#> Sigma[4,3] 0.022691510 0.034329024 -0.030270628 0.0626358107
#> Sigma[4,4] 0.061740065 0.011790023 0.048353269 0.0792801338
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.065282942 0.02162221 1.03542478 1.093911662
#> lag1_var2 0.052084380 0.07443374 -0.04065546 0.153076633
#> lag1_var3 0.050906456 0.10685857 -0.08313917 0.197691800
#> lag1_var4 -0.081208325 0.10785833 -0.22977480 0.054342847
#> const 0.391825081 0.47053977 -0.08253314 1.130558022
#> exo1 0.008960546 0.02273146 -0.02856164 0.035441382
#> exo2 -0.068485116 0.04229262 -0.12730182 -0.013554135
#> exo3 -0.040647010 0.02308658 -0.07215824 -0.009350328
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8998191 0.4420409 -2.493353397 -1.3385578
#> lag1_var2 1.5494460 1.4733376 -0.277447415 3.8429496
#> lag1_var3 1.2238398 2.1343974 -1.454612432 4.5382733
#> lag1_var4 -0.6387056 2.1230072 -3.902765497 2.0847878
#> const 9.4918172 8.4634679 -0.771210376 20.2611734
#> exo1 -1.0934363 1.0873003 -2.606342812 0.3391159
#> exo2 1.1472905 1.3204081 -0.529862437 2.8873023
#> exo3 1.5391439 0.9280129 -0.004623931 2.4714579
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0285233 0.4184877 0.5026975 1.6496972
#> lag1_var2 0.1802527 1.3171429 -1.8851807 1.8761350
#> lag1_var3 1.0116885 1.9052580 -1.9773609 3.4770711
#> lag1_var4 -0.3954390 1.8906142 -2.8730890 2.5323989
#> const -0.5130029 6.4039909 -9.5358988 6.9861110
#> exo1 1.2695388 0.7893279 0.1284302 2.3452777
#> exo2 -1.6627061 1.0080168 -3.0810618 -0.4550759
#> exo3 -0.7626432 0.6567844 -1.3422459 0.3595215
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3399453 0.1266084 -0.4973925500 -0.1334192
#> lag1_var2 0.9272516 0.4388695 0.1790967131 1.3690652
#> lag1_var3 1.3897473 0.6118831 0.3519826148 2.0237213
#> lag1_var4 -0.3325908 0.6151052 -0.9737975944 0.7115980
#> const 4.9438878 1.8600596 2.0888469240 7.0220641
#> exo1 0.5273034 0.1740205 0.2524516534 0.7318556
#> exo2 -0.8936907 0.3077719 -1.3368803211 -0.5219953
#> exo3 0.3445770 0.2527628 0.0004089821 0.6582586
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004097183 0.0001015928 0.0002831945 0.0005557463
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004031562 0.0005763912 -0.001124818 0.0004930868
#> Sigma[2,2] 0.0467999726 0.0117217726 0.030882040 0.0616697795
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005819849 0.0005667708 -0.0001771153 0.001384529
#> Sigma[3,2] -0.0471139254 0.0126446806 -0.0622693782 -0.029794497
#> Sigma[3,3] 0.0568042280 0.0146434946 0.0384110347 0.073485070
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003096289 0.0002721015 -3.527705e-05 0.0006895855
#> Sigma[4,2] -0.0128561042 0.0045190297 -1.911573e-02 -0.0072583132
#> Sigma[4,3] 0.0226236089 0.0058722740 1.522507e-02 0.0290320442
#> Sigma[4,4] 0.0135784239 0.0032591251 9.215788e-03 0.0174530014
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02168444 0.01661964 0.999205261 1.044349823
#> lag1_var2 -0.06285835 0.04234846 -0.124044336 -0.004492654
#> lag1_var3 -0.08570743 0.05801221 -0.173324247 -0.009699933
#> lag1_var4 0.07999577 0.06291893 -0.001070537 0.175180913
#> const -0.07695386 0.24828323 -0.427999335 0.243681662
#> exo1 -0.02540036 0.02000108 -0.048197658 0.004024828
#> exo2 -0.04887534 0.02129105 -0.074799283 -0.019781135
#> exo3 0.01937620 0.02392820 -0.013091986 0.056125935
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31275919 0.2332227 0.04864060 0.6763778
#> lag1_var2 -0.21495560 0.3508626 -0.72178804 0.2382864
#> lag1_var3 -1.63382113 0.4664785 -2.27533705 -1.0157714
#> lag1_var4 1.58744781 0.5011055 0.87307290 2.2238267
#> const -4.15481643 1.7579872 -6.00378553 -1.3494616
#> exo1 -0.01223084 0.2238877 -0.34905166 0.2700180
#> exo2 0.22840687 0.2588343 -0.06546146 0.6341148
#> exo3 0.02387452 0.1903793 -0.28599153 0.2338636
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13854823 0.2338092 -0.2255952 0.4527622
#> lag1_var2 0.92063315 0.4960159 0.2953297 1.6163749
#> lag1_var3 2.38347129 0.6635523 1.5355594 3.2979747
#> lag1_var4 -1.49602902 0.7009132 -2.4520347 -0.6081540
#> const 5.09456064 2.6785365 1.1867279 8.4630544
#> exo1 0.05341202 0.2662105 -0.3336176 0.3722729
#> exo2 -0.69833844 0.2748056 -1.1078449 -0.3503885
#> exo3 0.40125993 0.1823698 0.2029584 0.6951263
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38023089 0.09337368 0.27843503 0.5054429
#> lag1_var2 0.44651054 0.29820044 0.09615906 0.8678684
#> lag1_var3 0.75494941 0.40298866 0.26223120 1.3103505
#> lag1_var4 0.11091563 0.41662610 -0.44676496 0.6186676
#> const 0.83760088 1.73796857 -1.45841648 3.4525083
#> exo1 0.04713117 0.12660085 -0.14447330 0.1757628
#> exo2 -0.56602091 0.09965453 -0.67477534 -0.4123078
#> exo3 0.43881489 0.06394572 0.34664398 0.5164453
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002782374 0.0005143755 0.00220805 0.003534948
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002587873 0.001106174 0.001096757 0.003847818
#> Sigma[2,2] 0.018734827 0.003836466 0.012361500 0.022564388
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01983720 0.005319643 -0.02754726 -0.0122085173
#> Sigma[3,2] -0.02612304 0.016692460 -0.04575075 -0.0001762493
#> Sigma[3,3] 0.50291643 0.139904245 0.34506192 0.7299627928
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01834804 0.00531692 -0.02594529 -0.01026637
#> Sigma[4,2] -0.01389667 0.01704666 -0.03304435 0.01464743
#> Sigma[4,3] 0.49731061 0.14293269 0.33465715 0.72610713
#> Sigma[4,4] 0.50010002 0.14636280 0.33206621 0.72933004
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92682124 0.03878116 0.87090335 0.98380094
#> lag1_var2 0.08840332 0.14732181 -0.09491784 0.31902383
#> lag1_var3 -0.02332120 0.19911624 -0.25358033 0.29049152
#> lag1_var4 0.03711130 0.19456500 -0.26856867 0.26040981
#> const 0.42768710 0.48717904 -0.27333658 1.06335725
#> exo1 0.02997694 0.04063522 -0.01796644 0.08503064
#> exo2 -0.18016487 0.04017713 -0.23194112 -0.12708628
#> exo3 -0.08182116 0.04399628 -0.16053183 -0.04185694
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14940390 0.1199689 0.01731403 0.33683628
#> lag1_var2 0.58927494 0.4147821 0.05183845 1.20106741
#> lag1_var3 -0.44040871 0.5747751 -1.21153215 0.43999052
#> lag1_var4 0.41773339 0.5663689 -0.45006154 1.17889858
#> const -1.34900960 2.0078233 -4.56408215 0.93978610
#> exo1 -0.03123684 0.1130712 -0.20808366 0.09497785
#> exo2 0.25365850 0.1123565 0.12901804 0.41129344
#> exo3 -0.48510604 0.1300182 -0.68242128 -0.33246260
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2441252 0.7239396 -1.34389761 0.4466467
#> lag1_var2 2.0186337 2.0545989 -0.24783431 4.8386876
#> lag1_var3 5.0668722 2.8521856 1.82048359 8.9083808
#> lag1_var4 -4.1532965 2.8151311 -7.96049816 -0.9404590
#> const 13.1524257 12.9862790 -0.44427498 32.6823504
#> exo1 -0.1060579 0.5202662 -0.97510270 0.5076590
#> exo2 0.6347286 0.6781824 -0.27492071 1.5649884
#> exo3 0.9665381 0.8865928 -0.07224779 2.3323112
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1267782 0.7435373 -1.23605287 0.6971355
#> lag1_var2 2.1065761 2.0488815 -0.11686742 4.8735725
#> lag1_var3 4.3179461 2.8246446 1.14690732 8.1098088
#> lag1_var4 -3.4056741 2.7875565 -7.16114135 -0.2799192
#> const 10.9199016 13.3659734 -5.05860149 30.4722539
#> exo1 -0.1253600 0.5208963 -0.95949160 0.5159289
#> exo2 0.8003897 0.6711789 -0.06594119 1.7035201
#> exo3 0.6511299 0.8636034 -0.42020235 1.9323972
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008067165 0.002020647 0.005379763 0.01064714
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001942278 0.00274118 -0.006687175 0.0007603057
#> Sigma[2,2] 0.031370930 0.00578223 0.025444096 0.0411084043
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03374018 0.01391375 -0.05156584 -0.015358578
#> Sigma[3,2] -0.02896768 0.01919086 -0.05943995 -0.005881011
#> Sigma[3,3] 0.57482308 0.07907402 0.46157854 0.664712766
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.035738626 0.01412472 -0.05440418 -0.01696953
#> Sigma[4,2] -0.005833204 0.01829396 -0.03249257 0.01568453
#> Sigma[4,3] 0.557223932 0.08031342 0.44498229 0.65858902
#> Sigma[4,4] 0.556906457 0.08393461 0.44519865 0.67465810
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012445766 0.03740896 0.9672913 1.07003939
#> lag1_var2 -0.010223910 0.19366481 -0.2124205 0.28279624
#> lag1_var3 -0.071157811 0.30300156 -0.4617895 0.36778153
#> lag1_var4 0.069276341 0.30230594 -0.3690525 0.45708386
#> const -0.122656230 0.95140321 -1.5847446 0.91211785
#> exo1 -0.036458591 0.08665085 -0.1704503 0.07088656
#> exo2 -0.008447816 0.08394368 -0.1357741 0.08313574
#> exo3 0.020820569 0.10635424 -0.1196337 0.16660813
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10917450 0.1042528 -0.21670241 0.05986567
#> lag1_var2 1.08268333 0.5625874 0.07374828 1.59558714
#> lag1_var3 0.54241605 0.9356078 -1.03399164 1.51916746
#> lag1_var4 -0.53771189 0.9364679 -1.50593423 1.04341143
#> const 2.36165514 2.6371877 -2.06520855 4.71150522
#> exo1 -0.16796457 0.1513480 -0.37316139 0.04600069
#> exo2 0.08100798 0.1231586 -0.06233276 0.25601979
#> exo3 0.14399423 0.1859203 -0.13990961 0.35085966
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14737128 0.2935339 -0.2595677 0.5921650
#> lag1_var2 -0.84986471 1.3212819 -2.7822468 0.6353908
#> lag1_var3 1.01427314 2.2711187 -2.4467936 3.1537925
#> lag1_var4 -0.05449238 2.2526277 -2.1894073 3.3773810
#> const 0.17871461 5.8234860 -8.5422575 7.6287607
#> exo1 -0.09181202 1.0397731 -1.4645456 1.4454127
#> exo2 -1.96329961 0.7043625 -3.0052024 -1.1548142
#> exo3 -0.03802870 0.7320842 -1.0070688 0.9402909
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07237347 0.3027000 -0.3038771 0.531433
#> lag1_var2 -0.27876916 1.4945850 -2.4253748 1.435598
#> lag1_var3 1.11679634 2.3884718 -2.6020611 3.486347
#> lag1_var4 -0.14779743 2.3672425 -2.4909774 3.541543
#> const 1.37511603 5.8528061 -7.6504934 8.865196
#> exo1 -0.20953095 0.9650628 -1.4783189 1.227292
#> exo2 -1.93017986 0.6750397 -2.9177733 -1.082796
#> exo3 0.05577666 0.7175724 -0.9466929 1.074847
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005903891 0.0001645038 0.0004554932 0.0008619002
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01363059 0.003495576 -0.01923611 -0.009985553
#> Sigma[2,2] 0.54990900 0.087458923 0.44740845 0.654620908
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01560566 0.00480287 0.01090268 0.02382189
#> Sigma[3,2] -0.59155179 0.10480607 -0.74724388 -0.46893779
#> Sigma[3,3] 0.75159320 0.14682740 0.60688745 0.99355809
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007529997 0.002860775 0.004918298 0.0124866
#> Sigma[4,2] -0.264646769 0.060014936 -0.358941644 -0.2024569
#> Sigma[4,3] 0.403467030 0.091836891 0.309842389 0.5548875
#> Sigma[4,4] 0.249851718 0.060334311 0.187332740 0.3467610
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98125341 0.008462424 0.97102370 0.99367706
#> lag1_var2 0.08466027 0.030840458 0.04399602 0.12486523
#> lag1_var3 0.12141782 0.051454243 0.05619197 0.19144567
#> lag1_var4 -0.12536653 0.050665592 -0.19454438 -0.05943529
#> const 0.77402791 0.134925422 0.60653631 0.94450575
#> exo1 -0.01162034 0.027036845 -0.05072018 0.01933343
#> exo2 -0.02260794 0.024891744 -0.05702385 0.01259204
#> exo3 0.01332685 0.024668208 -0.01757120 0.04475644
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76344036 0.2837490 -1.1705457 -0.4648331
#> lag1_var2 0.64204537 1.0969915 -0.3776705 2.3604513
#> lag1_var3 -0.03506981 1.6311581 -1.4061094 2.5977459
#> lag1_var4 0.39663030 1.5986129 -2.1170671 1.7545842
#> const -0.17918824 5.2410978 -8.4593588 6.4917328
#> exo1 -0.08542671 0.6311739 -0.8410724 0.9444856
#> exo2 0.09424094 0.5495453 -0.6512426 0.7951782
#> exo3 0.02903956 0.8169059 -1.2172586 0.8511969
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03259319 0.3761845 0.4300778 1.4152615
#> lag1_var2 0.05687278 1.2119103 -1.7795272 1.3290609
#> lag1_var3 0.71607511 1.9076632 -2.2188365 2.7700423
#> lag1_var4 -0.19411959 1.8341969 -2.1501319 2.5900900
#> const 0.46710675 5.0163532 -4.4131706 9.2566876
#> exo1 -0.42549901 0.7746391 -1.4827243 0.6754367
#> exo2 -0.80896902 0.6301175 -1.4769541 0.2196288
#> exo3 -0.25280626 0.9218599 -1.3426788 1.0347920
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5871968 0.2792297 0.1145341 0.8866652
#> lag1_var2 0.1959216 0.6653156 -0.6051994 1.0712080
#> lag1_var3 0.2755735 1.1066153 -1.0744069 1.7662644
#> lag1_var4 0.4768396 1.0651886 -0.9680439 1.7443220
#> const -0.8052753 2.3717674 -3.0778301 3.3354833
#> exo1 -0.4975808 0.4626937 -0.9744991 0.1805368
#> exo2 -0.7709578 0.3484299 -1.1449686 -0.1788153
#> exo3 -0.2367923 0.5494192 -0.9772069 0.4538693
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006249865 0.002261532 0.00386727 0.00951291
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001041251 0.002789336 -0.003332518 0.00452425
#> Sigma[2,2] 0.055135175 0.014618759 0.037189818 0.07540098
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002612687 0.004689472 -0.006189655 0.007390773
#> Sigma[3,2] -0.0422740659 0.020648318 -0.064532267 -0.010496805
#> Sigma[3,3] 0.2485082156 0.052608509 0.173884162 0.326351435
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001267309 0.006293495 -0.007020283 0.01102309
#> Sigma[4,2] -0.004698315 0.019737654 -0.023721467 0.02857215
#> Sigma[4,3] 0.223490896 0.048416491 0.159871487 0.29925558
#> Sigma[4,4] 0.224258089 0.047817569 0.163270532 0.29334908
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78949013 0.10513357 0.66666583 0.94610505
#> lag1_var2 0.64003770 0.19796871 0.36545768 0.90656368
#> lag1_var3 0.87254314 0.28430923 0.47941903 1.23259414
#> lag1_var4 -0.85788242 0.26863342 -1.21010839 -0.49165230
#> const 4.28337517 1.34759846 2.21940987 5.85135959
#> exo1 0.01572624 0.06043646 -0.07850271 0.07972931
#> exo2 -0.03802877 0.05274417 -0.10076545 0.04569915
#> exo3 -0.04666443 0.07962008 -0.12435744 0.08429595
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02966650 0.1311975 -0.142325402 0.2162729
#> lag1_var2 0.23945495 0.5053995 -0.526980316 0.8162723
#> lag1_var3 -0.68633299 0.7804442 -1.925094768 0.1027684
#> lag1_var4 0.71642707 0.7507445 -0.063487815 1.9103722
#> const -2.35642518 2.2764046 -5.150855458 1.0973691
#> exo1 0.20399553 0.1640541 -0.003326865 0.4385065
#> exo2 1.33749584 0.1754575 1.118864747 1.5991890
#> exo3 -0.03160843 0.3918273 -0.583926475 0.4562888
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87879505 0.3545136 0.4529758 1.3952482
#> lag1_var2 -0.51510809 1.5768944 -2.5788909 1.7318968
#> lag1_var3 -0.71663425 2.0506722 -3.2764276 2.3414617
#> lag1_var4 1.43241459 2.0324485 -1.5900806 4.0047907
#> const -3.34497626 5.8887626 -10.6709388 4.6512440
#> exo1 -0.61491222 0.5741667 -1.3531616 0.1505433
#> exo2 -4.32192969 0.5471927 -5.1366103 -3.6588047
#> exo3 0.06029538 0.7324522 -1.0253862 0.9621286
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90242247 0.3189850 0.53556555 1.3720954
#> lag1_var2 -0.57041509 1.4252300 -2.54737165 1.2189947
#> lag1_var3 -1.51571182 1.7841842 -3.89955122 0.7797912
#> lag1_var4 2.26212493 1.7782249 -0.02890675 4.6727142
#> const -5.72200079 5.7977426 -13.01176937 2.8426674
#> exo1 -0.48805577 0.5502737 -1.16892445 0.2638968
#> exo2 -3.47610553 0.4724431 -4.19772422 -2.8533192
#> exo3 0.05529513 0.6297617 -0.93493402 0.8579464
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002148942 4.208416e-05 0.0001686123 0.000285473
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001458782 0.0007022019 0.000674775 0.002629032
#> Sigma[2,2] 0.071351620 0.0182365213 0.054188233 0.101743720
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002266141 0.000694378 -0.003229777 -0.001404823
#> Sigma[3,2] -0.064141207 0.014092302 -0.085185630 -0.048085736
#> Sigma[3,3] 0.079210609 0.015066034 0.061323879 0.099213473
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001430955 0.000346365 -0.001891921 -0.0009481281
#> Sigma[4,2] -0.021212306 0.006966429 -0.031251600 -0.0131055652
#> Sigma[4,3] 0.041706180 0.009496005 0.029820804 0.0550300664
#> Sigma[4,4] 0.030128670 0.006122182 0.022079946 0.0388017701
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983906126 0.010358019 0.967335773 0.99491580
#> lag1_var2 0.040402973 0.060671716 -0.022928169 0.13165041
#> lag1_var3 0.076663308 0.096482796 -0.019254280 0.22192452
#> lag1_var4 -0.078024018 0.097084663 -0.224035237 0.01835410
#> const 0.528877212 0.280599814 0.269347708 0.96714471
#> exo1 0.005045231 0.008839715 -0.003912608 0.02003944
#> exo2 -0.060309476 0.023054813 -0.096765445 -0.03557463
#> exo3 -0.025152749 0.013080693 -0.045311719 -0.01183147
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07230166 0.1407603 -0.1124740 0.27810169
#> lag1_var2 0.48967790 0.4711093 -0.2514176 1.06728038
#> lag1_var3 -0.72149052 0.8148241 -1.9697729 0.32843377
#> lag1_var4 0.73716914 0.8217173 -0.3213177 1.99892703
#> const -2.51984925 3.9485843 -8.1162071 2.78059988
#> exo1 -0.12233747 0.1684805 -0.3502363 0.08728861
#> exo2 -0.11281529 0.2875942 -0.5037250 0.28211544
#> exo3 -0.16696543 0.3643037 -0.6586079 0.32741876
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11132275 0.1532159 -0.3074227 0.09151704
#> lag1_var2 0.73899346 0.5594923 -0.1449944 1.44240469
#> lag1_var3 2.03678199 0.9704047 0.5015045 3.14822865
#> lag1_var4 -1.10171216 0.9794780 -2.2353123 0.43324607
#> const 6.24378303 4.5268655 -0.2067696 12.20568200
#> exo1 0.02673452 0.2306854 -0.3223926 0.35340630
#> exo2 -0.44300041 0.3746309 -0.9387840 0.08750904
#> exo3 -0.13983058 0.3305031 -0.6190365 0.29642661
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05805315 0.07153968 -0.1363679 0.05026058
#> lag1_var2 0.78178585 0.31762428 0.2896209 1.20953039
#> lag1_var3 1.17020424 0.53430329 0.3251622 1.86079364
#> lag1_var4 -0.21068887 0.53678232 -0.9128598 0.63497644
#> const 3.57523778 2.26447043 -0.1807621 6.17090230
#> exo1 -0.04714055 0.16905485 -0.2855905 0.17245228
#> exo2 -0.52489065 0.24682869 -0.8632622 -0.20819728
#> exo3 -0.23843516 0.14740689 -0.4539617 -0.07332215
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00140365 0.0003537102 0.001014323 0.001908739
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00816392 0.002885446 -0.01282557 -0.005044596
#> Sigma[2,2] 0.13701818 0.022232119 0.11128345 0.171309123
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003764185 0.001908001 0.001770404 0.006787625
#> Sigma[3,2] -0.077986042 0.016174224 -0.107280378 -0.064364192
#> Sigma[3,3] 0.096128157 0.018220011 0.076346712 0.123228730
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.001315e-05 0.001987046 -0.002347198 0.002968063
#> Sigma[4,2] -1.774232e-02 0.015917731 -0.039960156 0.005310869
#> Sigma[4,3] 6.799422e-02 0.014794484 0.049307879 0.089976428
#> Sigma[4,4] 6.727511e-02 0.011696137 0.050965610 0.083926041
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92580169 0.03478105 0.87935315 0.97512785
#> lag1_var2 0.05625374 0.04708965 -0.01193861 0.11492189
#> lag1_var3 0.17773316 0.10471585 0.03901901 0.32355897
#> lag1_var4 -0.15669059 0.09210399 -0.28019465 -0.03418968
#> const 1.08811100 0.22042858 0.75042415 1.30847390
#> exo1 0.05888082 0.02847166 0.02141882 0.09928922
#> exo2 -0.23950511 0.02925342 -0.27690107 -0.19762147
#> exo3 -0.02257020 0.05569264 -0.07761846 0.06971445
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1255604 0.2110019 -0.4383734 0.1206115
#> lag1_var2 0.4229139 0.4268794 -0.0743547 1.0758887
#> lag1_var3 -0.8348246 0.8466913 -1.8785661 0.4528009
#> lag1_var4 1.0075884 0.7850320 -0.1619245 1.9655626
#> const -2.8409631 2.3673015 -6.3644266 0.2955273
#> exo1 -0.7878535 0.3596183 -1.2685426 -0.3614639
#> exo2 1.3364868 0.2153447 1.0834403 1.6683719
#> exo3 0.3774203 0.4158692 -0.2082704 0.9110809
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4618113 0.2559530 0.09024291 0.76921090
#> lag1_var2 -0.4420020 0.3687472 -0.96356616 0.05774784
#> lag1_var3 -0.1125288 0.7615696 -1.11491284 1.00650713
#> lag1_var4 0.9140927 0.6715240 -0.03639855 1.83099940
#> const -2.7179245 1.7823426 -5.28885142 -0.47371286
#> exo1 0.5683550 0.2226811 0.20269449 0.79157577
#> exo2 -4.7415400 0.3207231 -5.16484733 -4.36180482
#> exo3 0.8852224 0.3726042 0.24872906 1.25818180
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4351772 0.2705480 0.01671559 0.7310009
#> lag1_var2 -0.5809247 0.2618766 -0.85762848 -0.1777969
#> lag1_var3 -1.2145734 0.5866627 -1.76225171 -0.2840018
#> lag1_var4 2.1274041 0.4968493 1.36876480 2.5994116
#> const -6.1895880 2.0079893 -9.06215683 -3.4065202
#> exo1 0.2572271 0.1316717 0.05399205 0.3811040
#> exo2 -4.6663856 0.3030332 -5.03747023 -4.3025380
#> exo3 1.1891283 0.3047888 0.72785538 1.5863158
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006136359 0.002442885 0.00304393 0.009477265
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005199275 0.002606540 -0.008441847 -0.001313969
#> Sigma[2,2] 0.034527755 0.007092636 0.027119445 0.045845975
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004511719 0.003093275 -0.0001779206 0.008354813
#> Sigma[3,2] -0.035317969 0.010685367 -0.0533454841 -0.025664182
#> Sigma[3,3] 0.046562260 0.016570969 0.0309421400 0.074808357
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005512722 0.002059334 -0.002577385 0.002730927
#> Sigma[4,2] -0.0093461677 0.006114294 -0.019130111 -0.002977801
#> Sigma[4,3] 0.0202174817 0.009167092 0.010604473 0.035246017
#> Sigma[4,4] 0.0134803331 0.004907709 0.008351699 0.021309501
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97192268 0.05936859 0.89704152 1.05461002
#> lag1_var2 0.06389409 0.18788369 -0.18460530 0.31708583
#> lag1_var3 0.09222405 0.23810548 -0.21030571 0.40444201
#> lag1_var4 -0.09120342 0.24075578 -0.41030622 0.21551571
#> const 0.56677262 1.11297852 -0.90715300 2.02379976
#> exo1 0.03869119 0.06935430 -0.04014974 0.12878528
#> exo2 -0.06186141 0.08014228 -0.16824264 0.05925793
#> exo3 0.01771768 0.06831958 -0.07761190 0.10744517
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13618697 0.0773969 0.01806144 0.235668873
#> lag1_var2 0.11659806 0.5056189 -0.68844503 0.728722021
#> lag1_var3 -0.82529350 0.6875411 -1.87915278 0.036566229
#> lag1_var4 0.83771368 0.7061047 -0.04772749 1.919290279
#> const -3.30584907 2.3820653 -6.10674845 0.002768973
#> exo1 -0.05119818 0.1257810 -0.18923385 0.141075136
#> exo2 1.13906190 0.2364287 0.85814516 1.483455222
#> exo3 0.19369431 0.2096434 -0.10691402 0.461868358
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03523877 0.09770958 -0.14933333 0.1034755
#> lag1_var2 1.06823781 0.38707051 0.45866991 1.5072825
#> lag1_var3 2.11668770 0.54955512 1.24528294 2.7497539
#> lag1_var4 -1.20172900 0.57486806 -1.87617869 -0.2963426
#> const 6.81496367 2.38493606 4.01744673 10.8226625
#> exo1 0.08568329 0.13854606 -0.05982804 0.2826341
#> exo2 -1.64881284 0.27548248 -1.98197374 -1.3141422
#> exo3 0.07400088 0.20863687 -0.19533264 0.3654277
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07365053 0.05266064 -0.005116831 0.1363596
#> lag1_var2 0.83072524 0.22247120 0.510562304 1.0738410
#> lag1_var3 1.05416706 0.30773455 0.624123802 1.3955757
#> lag1_var4 -0.11551577 0.32555260 -0.462951921 0.3418287
#> const 3.09026433 1.59615960 1.002399005 5.1546216
#> exo1 0.04835216 0.12003322 -0.096406791 0.2113263
#> exo2 -0.80821857 0.13950043 -1.008352650 -0.6218113
#> exo3 0.22734353 0.09384112 0.118848191 0.3749893
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02501486 0.00446309 0.01909536 0.0314532
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01345862 0.005330606 -0.02177778 -0.007721128
#> Sigma[2,2] 0.04184140 0.012416472 0.02744629 0.058214137
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006507312 0.004726249 0.001106913 0.01332929
#> Sigma[3,2] -0.036426974 0.008748110 -0.050551991 -0.02697661
#> Sigma[3,3] 0.058864299 0.013621705 0.043615174 0.08004780
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001127295 0.003717591 -0.005179735 0.005033039
#> Sigma[4,2] -0.0200141644 0.008235426 -0.031208876 -0.008301215
#> Sigma[4,3] 0.0504180606 0.011589917 0.036187333 0.067242657
#> Sigma[4,4] 0.0498974969 0.009961157 0.037804214 0.065021046
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58039694 0.12109497 0.41608472 0.7565462
#> lag1_var2 0.23628443 0.08465443 0.13716041 0.3673480
#> lag1_var3 0.64184968 0.21620336 0.41445732 0.9503812
#> lag1_var4 -0.46105211 0.19296711 -0.76160149 -0.2760104
#> const 3.15115686 1.23754252 1.92833416 5.0750086
#> exo1 -0.02379106 0.14740092 -0.21007598 0.2077492
#> exo2 -0.34788835 0.18125507 -0.52687896 -0.0591048
#> exo3 0.17866751 0.17067774 -0.09954483 0.3304690
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24500299 0.1326280 0.05071350 0.40246153
#> lag1_var2 0.84573148 0.1642617 0.57860043 1.03947893
#> lag1_var3 0.34115338 0.2946234 -0.05084909 0.72802617
#> lag1_var4 -0.34134076 0.2797666 -0.70476223 0.05177774
#> const -0.03490526 1.9263429 -2.88018583 2.53308864
#> exo1 0.02396616 0.1985775 -0.25041570 0.26979614
#> exo2 0.55674073 0.2178545 0.31217348 0.88553558
#> exo3 0.22714035 0.2008214 0.07866188 0.58176966
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01351309 0.2463093 -0.337696352 0.34207709
#> lag1_var2 0.31361385 0.2320892 0.005581977 0.67601785
#> lag1_var3 0.98850238 0.4932382 0.332980064 1.71169837
#> lag1_var4 -0.16107082 0.4024079 -0.746408983 0.36174907
#> const 2.47829507 1.7022023 -0.320062307 4.24322820
#> exo1 0.13950687 0.1915254 -0.138423819 0.35029735
#> exo2 -1.56009463 0.1398905 -1.765383370 -1.38640291
#> exo3 -0.20195806 0.2345532 -0.551625818 0.02239549
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1029616 0.2273091 -0.191703433 0.41569841
#> lag1_var2 0.4618308 0.2025858 0.168250704 0.77035976
#> lag1_var3 0.5672715 0.4606975 -0.006180041 1.29566652
#> lag1_var4 0.2850087 0.3852021 -0.318024412 0.74877412
#> const 0.8349752 1.6040402 -1.678036574 2.63814739
#> exo1 0.1983828 0.2022470 -0.072846122 0.48335804
#> exo2 -1.6190713 0.1526576 -1.830637764 -1.38354834
#> exo3 -0.1334487 0.2013950 -0.423734078 0.08017917
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001100844 0.0002266512 0.0008181192 0.001441499
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02438635 0.009833381 -0.03745971 -0.01168091
#> Sigma[2,2] 3.61400174 0.848727734 2.94914041 5.10260477
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01971995 0.00734011 0.009339548 0.02911004
#> Sigma[3,2] -2.18903758 0.58972322 -3.219001250 -1.76622144
#> Sigma[3,3] 1.50080500 0.40869378 1.142653819 2.17265236
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003892237 0.001983439 0.0009734618 0.006202292
#> Sigma[4,2] 0.262495161 0.127082408 0.1151245214 0.433860967
#> Sigma[4,3] 0.053542156 0.082385822 -0.0535052943 0.183779766
#> Sigma[4,4] 0.280565532 0.053321153 0.2036763349 0.355056847
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95616628 0.02723278 0.921978305 0.99922968
#> lag1_var2 0.02432775 0.02474038 -0.010632090 0.06018087
#> lag1_var3 0.02802820 0.03794648 -0.026418747 0.08165403
#> lag1_var4 -0.02265205 0.03046799 -0.066991076 0.02074219
#> const 0.49495731 0.12565408 0.298276966 0.61441515
#> exo1 0.02920982 0.02654268 -0.007050602 0.06457257
#> exo2 -0.26976476 0.04370623 -0.343416736 -0.22591060
#> exo3 0.01932475 0.03473598 -0.030663246 0.06354353
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8228401 1.874797 -1.6659091 3.2923458
#> lag1_var2 1.0095922 1.471488 -0.7058584 3.0277398
#> lag1_var3 0.3951681 2.273798 -2.3358341 3.3507923
#> lag1_var4 -0.5394733 1.791995 -2.9766663 1.4872577
#> const -3.6791184 13.073423 -24.0548173 9.5402264
#> exo1 -1.1103982 1.918963 -3.8335267 1.3440706
#> exo2 9.6873239 1.375208 8.2790516 12.0777467
#> exo3 -2.5334510 2.103909 -5.0023207 0.4217567
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3347571 1.3162534 -1.3288907 2.0508125
#> lag1_var2 -0.4814638 1.0561778 -2.0310770 0.7395716
#> lag1_var3 -0.1029074 1.6172307 -2.3816886 1.8422555
#> lag1_var4 0.9515095 1.2639734 -0.4907710 2.7967953
#> const -1.1663201 7.9364116 -12.0087231 10.7448534
#> exo1 0.9947420 1.1984139 -0.5592849 2.6221384
#> exo2 -8.7067862 0.7984357 -9.8263831 -7.8291526
#> exo3 2.2353864 1.3248979 0.3801451 3.8371807
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0992845 0.4011275 0.5969888 1.7390387
#> lag1_var2 -0.4306039 0.2670993 -0.7446376 -0.0419821
#> lag1_var3 -0.8080969 0.4065653 -1.2645928 -0.2230104
#> lag1_var4 1.5394452 0.3183236 1.0855899 1.9215635
#> const -7.2065619 5.5543264 -13.4329353 1.9739753
#> exo1 0.3321528 0.4850967 -0.3369070 1.0002791
#> exo2 -2.6564864 0.4614097 -3.2187453 -2.0806079
#> exo3 0.7190673 0.6195427 -0.1672355 1.4259571
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008595777 0.0001739876 0.0006331598 0.001095633
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007905154 0.002658774 -0.01191436 -0.004260733
#> Sigma[2,2] 0.263188813 0.080857309 0.18877413 0.405351842
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006570313 0.003598995 0.002205944 0.01173753
#> Sigma[3,2] -0.196978101 0.116734113 -0.378659916 -0.08333148
#> Sigma[3,3] 0.810513221 0.318442439 0.587513839 1.35822828
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002516216 0.003933865 -0.00299418 0.008044422
#> Sigma[4,2] -0.057860743 0.102435798 -0.22172830 0.047664246
#> Sigma[4,3] 0.760463172 0.276364191 0.56554907 1.240613489
#> Sigma[4,4] 0.789318335 0.246200366 0.58898062 1.203547626
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945351593 0.01462063 0.922277242 0.96108653
#> lag1_var2 0.032258173 0.03370289 -0.021050323 0.07397233
#> lag1_var3 0.074893621 0.06121640 -0.020376609 0.15484620
#> lag1_var4 -0.060231388 0.06027798 -0.135633855 0.03420401
#> const 0.661871902 0.29805468 0.347497413 1.12402595
#> exo1 0.006157934 0.02446625 -0.025296755 0.03502386
#> exo2 -0.073444225 0.02712954 -0.112618676 -0.04343447
#> exo3 0.035059506 0.02598522 -0.009179372 0.05971703
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4509595 0.1998162 0.1402224 0.6582726
#> lag1_var2 0.1867046 0.4297781 -0.3843507 0.7680946
#> lag1_var3 -1.4107340 0.7566853 -2.3870840 -0.4098704
#> lag1_var4 1.2908050 0.7349999 0.2809566 2.2468675
#> const -4.6394113 4.4565154 -10.8696675 1.0479903
#> exo1 -0.4086154 0.6923216 -1.1165573 0.6603763
#> exo2 0.7273806 0.5297342 0.0599784 1.5304021
#> exo3 -0.2924504 0.4898155 -0.9400298 0.4064569
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5609955 0.5524069 -1.4658273 -0.01865932
#> lag1_var2 2.9130568 1.4144619 1.2660441 5.21562533
#> lag1_var3 5.9262263 2.4869437 3.1465978 10.09978916
#> lag1_var4 -5.0378529 2.4808831 -9.1857073 -2.27687521
#> const 18.4452947 13.6808255 4.1122284 39.40030284
#> exo1 0.2469351 0.8044998 -0.8778618 1.25171912
#> exo2 -1.8892103 1.0447317 -3.4532243 -0.64940979
#> exo3 -0.4664207 0.8169154 -1.5566435 0.70101284
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.348998809 0.5558772 -1.22976106 0.2144948
#> lag1_var2 2.945441585 1.3863205 1.49057582 5.2013318
#> lag1_var3 4.998158981 2.4495771 2.54645963 9.1008211
#> lag1_var4 -4.158795073 2.4389203 -8.22792972 -1.7369903
#> const 15.748777315 13.8684023 -0.08926723 35.7339835
#> exo1 0.007221106 0.8320656 -1.33508086 1.0018846
#> exo2 -1.576780011 0.9956706 -2.91886421 -0.1705139
#> exo3 -0.675816957 1.0013097 -2.04176005 0.6787375
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005199118 0.0001224266 0.0003563049 0.000707888
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003211835 0.000858765 -0.004584359 -0.002293609
#> Sigma[2,2] 0.044457655 0.007714248 0.033749249 0.054843940
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001237468 0.001197845 -0.0005632057 0.002619806
#> Sigma[3,2] -0.039949382 0.008325088 -0.0512702524 -0.027418672
#> Sigma[3,3] 0.092324448 0.018454940 0.0663964212 0.117021316
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001050785 0.001451892 -0.00302642 0.0008337667
#> Sigma[4,2] -0.013166915 0.008535091 -0.02172574 0.0004984687
#> Sigma[4,3] 0.078493455 0.019029345 0.05388468 0.1049751215
#> Sigma[4,4] 0.082897828 0.020748376 0.05671382 0.1089173843
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95663614 0.01927908 0.9282148476 0.981960178
#> lag1_var2 0.03011562 0.02649531 0.0005884683 0.073647128
#> lag1_var3 0.05897114 0.04984026 0.0004968033 0.140727580
#> lag1_var4 -0.05057917 0.04366049 -0.1219179976 0.001387878
#> const 0.53996739 0.24686691 0.1306392029 0.759867998
#> exo1 0.01055609 0.01772086 -0.0118849907 0.030336109
#> exo2 -0.05257906 0.02064524 -0.0770268518 -0.022709160
#> exo3 0.02420880 0.02517831 -0.0079041742 0.062703382
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26609922 0.2201781 -0.07042132 0.5253592
#> lag1_var2 0.63918561 0.2516204 0.32355203 0.9867020
#> lag1_var3 0.20833125 0.4245608 -0.38037935 0.8127664
#> lag1_var4 -0.17798606 0.3772467 -0.71922723 0.3402419
#> const 0.35313015 2.7026136 -3.29977553 4.2901681
#> exo1 -0.01790524 0.1391490 -0.17036588 0.2075833
#> exo2 1.57378051 0.1896467 1.34639037 1.8332495
#> exo3 0.65213971 0.2870102 0.35760454 1.0401988
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53231578 0.4065344 -1.1788057 -0.08635270
#> lag1_var2 0.58709479 0.4887161 0.1285911 1.41407746
#> lag1_var3 1.04619210 0.7350897 0.1806934 2.16713980
#> lag1_var4 -0.06643509 0.6557757 -1.0656824 0.70296686
#> const 3.56126005 4.3860874 -2.2366813 10.01700590
#> exo1 -0.13276426 0.2837697 -0.5532956 0.20266317
#> exo2 -1.55534340 0.2915486 -1.9326412 -1.18624295
#> exo3 -0.54490730 0.4240993 -1.0730126 0.03918141
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4577639 0.4257215 -1.1195858 -0.0383142
#> lag1_var2 0.6164904 0.5325906 0.1130949 1.4857224
#> lag1_var3 0.5109521 0.7917169 -0.3077786 1.7314078
#> lag1_var4 0.5330516 0.6990743 -0.5453737 1.2494843
#> const 2.1774705 3.8745486 -3.0236005 7.7876795
#> exo1 -0.1738279 0.2994485 -0.5839965 0.2588804
#> exo2 -0.6535895 0.2945408 -0.9909416 -0.2076740
#> exo3 -0.1718603 0.3658340 -0.6023941 0.3857765
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001850789 0.0005169533 0.00122392 0.002649757
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07435369 0.0301891 -0.1076982 -0.02952398
#> Sigma[2,2] 7.52577313 2.7300018 4.4898149 11.53952026
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03759033 0.01848724 0.01168854 0.06163539
#> Sigma[3,2] -4.38550565 1.92497217 -7.32392965 -2.42567563
#> Sigma[3,3] 3.08040153 1.44855028 1.74353254 5.35562382
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006047033 0.005881477 -0.01448086 0.001562515
#> Sigma[4,2] 0.178918335 0.396152573 -0.44095682 0.627354691
#> Sigma[4,3] 0.463219106 0.341451662 0.16511560 1.056292671
#> Sigma[4,4] 0.633093818 0.174876385 0.44752259 0.923800076
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9698452394 0.01050238 0.95537395 0.98328513
#> lag1_var2 0.0463355153 0.01837877 0.02241390 0.07139666
#> lag1_var3 0.0695274601 0.03149482 0.02727804 0.11187702
#> lag1_var4 -0.0669210993 0.02866407 -0.10345030 -0.02802857
#> const 0.5523133578 0.23721695 0.24016430 0.88754799
#> exo1 0.0006195909 0.04622666 -0.06084949 0.06799358
#> exo2 0.0354428617 0.04244123 -0.02173181 0.09049939
#> exo3 0.0644888950 0.04010106 0.01217868 0.11552167
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8280061 0.8286546 -2.1973748 0.1436664
#> lag1_var2 1.0724698 1.0957849 -0.4483351 2.5452496
#> lag1_var3 0.6561379 1.8194120 -1.8210053 3.1220195
#> lag1_var4 -0.4449041 1.6252284 -2.6660826 1.7444300
#> const 10.8796893 20.9677875 -15.2290181 38.5855714
#> exo1 1.5486547 2.9038772 -2.4371069 5.5051353
#> exo2 -0.8016980 1.9844138 -3.0270221 2.3118599
#> exo3 -2.6611783 3.1630584 -7.2505565 1.1074660
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05028197 0.5667424 0.3019542 1.7603472
#> lag1_var2 -0.41901734 0.8202764 -1.2510874 0.8495328
#> lag1_var3 0.06657432 1.3723511 -1.3387031 2.2310186
#> lag1_var4 0.68658027 1.2602137 -1.3632676 1.9553820
#> const -12.22762970 15.7824527 -31.5394769 10.2133169
#> exo1 -1.26520866 1.5465390 -2.8650672 1.0619235
#> exo2 0.44193034 1.3305818 -1.5297486 2.0011900
#> exo3 1.22834311 1.8522699 -1.2741527 3.7353516
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50813953 0.3481013 -0.0111658 0.9212559
#> lag1_var2 -0.08288237 0.5495914 -0.5986932 0.8626086
#> lag1_var3 -0.03580293 0.8818291 -0.8495988 1.4661409
#> lag1_var4 0.95629868 0.8188160 -0.4443810 1.7015440
#> const -6.94072491 5.1284792 -12.8459070 0.7289684
#> exo1 -0.38924740 0.8033778 -1.1594989 0.8380110
#> exo2 -0.05153069 0.6182040 -0.9812157 0.6458446
#> exo3 -0.43913615 0.6315938 -1.3428432 0.3191670
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004484544 0.0001060978 0.0003346079 0.0006094354
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001438388 0.002303424 -0.004461989 0.002170245
#> Sigma[2,2] 0.298849081 0.093064853 0.198451761 0.445286778
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002930512 0.002503625 -0.006914337 -0.0001959396
#> Sigma[3,2] -0.047574290 0.063000306 -0.129814945 0.0225929884
#> Sigma[3,3] 0.523787125 0.134741352 0.362632061 0.7122786302
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003949167 0.001902072 -0.007109464 -0.002038408
#> Sigma[4,2] 0.123973785 0.107759562 -0.018834795 0.275759166
#> Sigma[4,3] 0.519602692 0.153346910 0.331597490 0.736432846
#> Sigma[4,4] 0.615439254 0.201410527 0.388639496 0.932143159
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00570766 0.02410369 0.97074020 1.035063977
#> lag1_var2 -0.01112797 0.05447091 -0.09436670 0.045997497
#> lag1_var3 -0.03016102 0.09559105 -0.17440421 0.076821213
#> lag1_var4 0.02396121 0.09040214 -0.07428266 0.161234074
#> const 0.21181338 0.29399774 -0.20487419 0.603996072
#> exo1 -0.03220773 0.01681209 -0.05177543 -0.007398304
#> exo2 -0.02731611 0.01622783 -0.05187182 -0.008202903
#> exo3 0.05086308 0.01646582 0.02895600 0.075014024
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3684470 0.5539412 -1.04176171 0.3184965
#> lag1_var2 1.3026902 0.9716864 0.03486662 2.6439880
#> lag1_var3 1.1297863 1.7374209 -1.07407924 3.5236283
#> lag1_var4 -0.9573055 1.6126481 -3.18872412 1.1211345
#> const 0.9451606 6.7476301 -7.80482647 8.5898310
#> exo1 0.7520008 0.4715383 0.24918672 1.5088302
#> exo2 1.1185555 0.5132619 0.59461024 1.9521488
#> exo3 -1.1128597 0.4740312 -1.60059545 -0.3260422
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3524460 0.6385876 0.4963067 2.2076861
#> lag1_var2 -2.7076333 1.3667019 -4.9478500 -1.1924843
#> lag1_var3 -3.9412891 2.5375833 -8.1375801 -1.2847532
#> lag1_var4 4.5972698 2.3714782 2.0663045 8.5217495
#> const -14.1996724 7.4312926 -22.5135153 -3.6693928
#> exo1 -0.2472568 0.4143425 -0.6351604 0.3947441
#> exo2 -0.5276405 0.5489943 -1.3043305 0.1705550
#> exo3 1.6288952 0.7917076 0.6358870 2.6842270
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1850470 0.8034830 -0.004480278 2.2292176
#> lag1_var2 -2.3246046 1.6229098 -4.977978242 -0.4647665
#> lag1_var3 -3.9179289 2.9532324 -8.827155519 -0.7673196
#> lag1_var4 4.6860254 2.7651106 1.676269581 9.2825225
#> const -15.4476181 9.9673862 -26.981494709 -0.2205466
#> exo1 0.1751009 0.4445160 -0.464284251 0.7453841
#> exo2 0.1641166 0.7111935 -0.730372019 1.2165638
#> exo3 1.0210174 0.8725695 -0.232071615 2.0472540
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002216388 0.0006038661 0.001677628 0.003057069
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1052342 0.03047656 -0.153398 -0.07513621
#> Sigma[2,2] 6.3859697 1.68682743 4.516511 9.09715664
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07058141 0.01691653 0.05415132 0.09665856
#> Sigma[3,2] -4.18123033 0.96274136 -5.62684505 -3.05807664
#> Sigma[3,3] 3.13209501 0.62174577 2.38683486 3.93100078
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008146359 0.009069035 -0.007279929 0.01736015
#> Sigma[4,2] -0.379659768 0.372185178 -0.842025040 0.17852833
#> Sigma[4,3] 0.694466012 0.200807098 0.489307040 1.00063492
#> Sigma[4,4] 0.527746014 0.106881872 0.393470325 0.69008425
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.048100322 0.02472417 1.01181549 1.07376767
#> lag1_var2 0.020745982 0.02985067 -0.01427259 0.06539400
#> lag1_var3 0.030855518 0.05247670 -0.02934539 0.11127173
#> lag1_var4 -0.054291524 0.05075240 -0.12902353 0.00499750
#> const 0.244521353 0.33464128 -0.11994746 0.73611045
#> exo1 -0.009242741 0.03611932 -0.06174983 0.03791817
#> exo2 -0.013533353 0.05493363 -0.10288470 0.04953668
#> exo3 0.046792137 0.05094442 -0.01387365 0.11734523
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.1358690 1.765636 -7.586029 -2.8997210
#> lag1_var2 4.0946175 1.725651 1.753908 6.3664208
#> lag1_var3 5.8372019 2.981227 1.614325 9.7044926
#> lag1_var4 -4.3288434 2.694302 -7.888862 -0.4706237
#> const 37.0373067 17.584069 13.921904 59.3228749
#> exo1 -0.5532847 1.820111 -2.700657 2.3036819
#> exo2 -1.5121106 3.295485 -6.083063 3.0987277
#> exo3 -0.2148600 2.984567 -4.626282 3.2808342
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7616659 1.0969646 2.128757 4.903619
#> lag1_var2 -2.3757833 0.6612086 -3.333731 -1.620981
#> lag1_var3 -3.2879130 1.1492293 -4.889627 -1.876131
#> lag1_var4 3.1200776 1.0073927 1.890277 4.452877
#> const -22.0516626 11.4776043 -35.438655 -6.885501
#> exo1 1.1732669 1.6365904 -1.182236 3.262501
#> exo2 0.9374368 2.1740715 -1.866675 3.907022
#> exo3 -1.3985545 2.1475689 -3.786593 1.397631
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77570710 0.6093135 -0.01578385 1.7082740
#> lag1_var2 -0.36272401 0.6573169 -1.32784905 0.4604563
#> lag1_var3 -0.51688067 1.1409332 -2.19952918 0.8962596
#> lag1_var4 1.25396371 0.9851649 0.03190956 2.6858341
#> const -2.05845074 5.9625455 -10.80639525 5.5609004
#> exo1 0.93565438 0.6535857 0.21826003 1.9221743
#> exo2 0.06125233 0.7919975 -1.14365127 0.7535116
#> exo3 -1.65056743 0.7493927 -2.70360994 -0.7386442
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01873734 0.002762565 0.01497502 0.02201662
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02939062 0.01633988 -0.05189223 -0.004226934
#> Sigma[2,2] 0.33576204 0.06639418 0.24065102 0.405572575
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04365632 0.01909309 0.01350802 0.06489776
#> Sigma[3,2] -0.29127555 0.09894759 -0.42747464 -0.17661719
#> Sigma[3,3] 0.82701917 0.15537811 0.63433853 1.06608323
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02527659 0.01123397 0.008073056 0.03783410
#> Sigma[4,2] -0.07435339 0.08716806 -0.185312789 0.04604564
#> Sigma[4,3] 0.66300007 0.13117326 0.537075188 0.87877838
#> Sigma[4,4] 0.64060559 0.12104145 0.514885366 0.85127042
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03820878 0.06834440 0.95886343 1.1386367
#> lag1_var2 -0.06129309 0.21848660 -0.36205203 0.2188147
#> lag1_var3 -0.12608010 0.33454034 -0.58603070 0.2866497
#> lag1_var4 0.11154164 0.32561948 -0.29294946 0.5625040
#> const 0.03660110 1.00020589 -1.39216349 1.1857409
#> exo1 -0.06523442 0.14295822 -0.24370464 0.1449089
#> exo2 -0.73196985 0.09199945 -0.85768942 -0.6074900
#> exo3 0.18589801 0.15008244 -0.03026527 0.3488064
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.17024450 0.3825931 -1.7074659 -0.64214066
#> lag1_var2 2.84425162 0.8302291 1.5282270 3.82020673
#> lag1_var3 3.13254866 1.2653585 1.1131377 4.61522812
#> lag1_var4 -2.89855060 1.1801933 -4.2429500 -1.00185485
#> const 13.20420648 3.2334922 8.4730573 16.97337497
#> exo1 0.06036626 0.6326360 -0.6519305 1.00797490
#> exo2 0.41532336 0.7753057 -0.8062508 1.17385425
#> exo3 -0.56766628 0.4817340 -1.3838651 -0.07356192
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8059435 0.7557352 0.9129955 2.9738889
#> lag1_var2 -2.7389932 1.7187506 -4.9568030 -0.1904890
#> lag1_var3 -3.2212905 2.7266011 -6.7540347 0.8216539
#> lag1_var4 3.7266701 2.5995971 -0.1919646 7.0361685
#> const -10.2448198 9.2303096 -24.3680120 0.1820022
#> exo1 0.7861546 0.7133358 -0.4735437 1.4654978
#> exo2 -1.9402389 1.2174066 -3.7022848 -0.3957501
#> exo3 1.0032469 1.0483908 -0.3789954 2.1536526
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0683559 0.7169977 0.20925761 2.1365918
#> lag1_var2 -1.1692100 1.6213252 -3.46019468 1.2093508
#> lag1_var3 -1.6014584 2.5864399 -5.22198080 2.1630973
#> lag1_var4 2.2643821 2.4647355 -1.38379898 5.6585941
#> const -2.5300295 8.4889186 -14.43211677 7.2180274
#> exo1 0.8653821 0.5388564 0.02114751 1.4149852
#> exo2 -1.6904779 0.9393390 -3.18459166 -0.6025563
#> exo3 0.6527303 0.9108247 -0.52139803 1.7926687
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001159586 0.0003695345 0.0008222241 0.001765256
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007708563 0.003088364 -0.01312251 -0.004630203
#> Sigma[2,2] 0.220817739 0.044858113 0.16356255 0.280547654
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007712068 0.001594197 -0.001245893 0.003034661
#> Sigma[3,2] -0.0430127925 0.028957696 -0.080108999 -0.000531924
#> Sigma[3,3] 0.0993883105 0.020268753 0.068854356 0.121210415
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003683561 0.00104210 -0.004925442 -0.002142048
#> Sigma[4,2] 0.076883442 0.02624235 0.043106256 0.118080612
#> Sigma[4,3] 0.085646503 0.03394780 0.049443314 0.134600651
#> Sigma[4,4] 0.138216618 0.04944010 0.095857617 0.216262204
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019983412 0.03384301 0.970241420 1.06534064
#> lag1_var2 -0.058783723 0.05626604 -0.139575554 0.01529183
#> lag1_var3 -0.117113559 0.11546047 -0.282835467 0.03445767
#> lag1_var4 0.109538978 0.10717331 -0.030878050 0.26370415
#> const -0.087477949 0.50336001 -0.700727863 0.64066045
#> exo1 -0.002209569 0.04241651 -0.041993319 0.06226783
#> exo2 -0.112795409 0.04420798 -0.165584609 -0.04753133
#> exo3 0.054542495 0.03382543 0.005195828 0.09603366
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68934046 0.4787052 -1.1886528 0.03391762
#> lag1_var2 1.99552460 0.9693277 0.5104295 3.06254501
#> lag1_var3 2.20118434 1.9958921 -0.8550741 4.29302169
#> lag1_var4 -2.00076941 1.8494179 -3.9397130 0.83451118
#> const 8.27642290 6.4725037 0.2609382 17.00893199
#> exo1 0.07635573 0.4587388 -0.5474099 0.69330892
#> exo2 2.54921507 0.7643891 1.3478997 3.33179427
#> exo3 -0.51994931 0.5337858 -1.4873108 -0.04423557
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03138482 0.3188220 -0.34478905 0.5185134
#> lag1_var2 -0.22817356 0.5535610 -0.99435138 0.5152981
#> lag1_var3 0.35796418 1.1105097 -1.19756609 1.7881522
#> lag1_var4 0.57418424 1.0408715 -0.78967709 2.0280108
#> const 1.46186071 4.9170004 -5.36349440 7.3010129
#> exo1 0.26693386 0.2528185 -0.01260253 0.6682695
#> exo2 -2.03177870 0.3729336 -2.49088496 -1.4419590
#> exo3 0.98510806 0.3795598 0.44058479 1.4790251
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37535637 0.4446218 -0.91967663 0.2730212
#> lag1_var2 0.56805600 0.7437529 -0.39088810 1.5595950
#> lag1_var3 1.03809323 1.4956479 -0.90068939 3.0098117
#> lag1_var4 0.04210978 1.3988322 -1.83412032 1.8556902
#> const 4.65804672 6.7091894 -5.40349426 13.4448925
#> exo1 0.33951590 0.2225623 0.01724075 0.5664926
#> exo2 -0.94313287 0.4965768 -1.42211675 -0.1317784
#> exo3 0.77492762 0.4183233 0.09321316 1.2470283
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005737029 0.001449552 0.003932309 0.007847822
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04281214 0.0144546 -0.06617946 -0.02784983
#> Sigma[2,2] 1.04470289 0.2762494 0.74569878 1.48249106
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03358761 0.008613566 0.02303599 0.04644082
#> Sigma[3,2] -0.86739567 0.256831443 -1.24785874 -0.52600131
#> Sigma[3,3] 1.92738884 0.371248747 1.50901737 2.47228632
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007449533 0.005898971 0.002147081 0.017578715
#> Sigma[4,2] -0.241594594 0.194252625 -0.513092161 0.004333959
#> Sigma[4,3] 1.449434779 0.287068284 1.112037695 1.873810378
#> Sigma[4,4] 1.349143770 0.220370950 1.066005851 1.645053719
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93432436 0.04017419 0.88724807 0.98856913
#> lag1_var2 0.11481734 0.09480713 -0.03507713 0.21855972
#> lag1_var3 0.19467221 0.16123409 -0.06660314 0.36516860
#> lag1_var4 -0.18807849 0.15796684 -0.35358679 0.06826767
#> const 1.08238524 0.75546966 0.08762656 1.97893364
#> exo1 0.05555104 0.05900113 -0.02336215 0.13333128
#> exo2 -0.10965798 0.07971950 -0.23865757 -0.02022124
#> exo3 0.08662093 0.07006062 0.02700597 0.20333970
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32003681 0.5806327 -0.5880332 1.0162767
#> lag1_var2 0.01571813 1.4581234 -1.4818992 2.3809048
#> lag1_var3 -1.52234301 2.5160295 -4.1019044 2.5181987
#> lag1_var4 1.46950046 2.4849573 -2.5188477 4.0184695
#> const -3.47973002 11.2985987 -14.3954417 13.9867921
#> exo1 -1.18227633 0.7352930 -2.2891938 -0.4625733
#> exo2 -0.58458706 1.0383142 -2.1706545 0.6091817
#> exo3 0.37637676 1.6355446 -2.1536855 2.4759054
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8413241 0.5844224 0.24635271 1.7904012
#> lag1_var2 -2.0013908 1.2475748 -3.31456361 -0.2652489
#> lag1_var3 -2.0958061 2.1929513 -4.28265252 0.9081333
#> lag1_var4 2.9150700 2.1661873 -0.09924015 5.0788184
#> const -6.9780980 12.2596732 -27.68669373 5.8848071
#> exo1 0.7929362 1.2122972 -1.15425109 2.1727937
#> exo2 0.7891282 0.9777690 -0.46608018 2.0197183
#> exo3 1.9951353 1.8734821 -0.67829589 3.7660098
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1306067 0.5273290 0.4231320 1.9000514
#> lag1_var2 -2.4454187 1.3179987 -4.3059471 -0.8162084
#> lag1_var3 -3.7580883 2.3065611 -7.0531518 -0.8547097
#> lag1_var4 4.5461423 2.2554929 1.6817687 7.7586188
#> const -11.2639757 9.2060453 -24.2888576 0.5420955
#> exo1 0.1064268 1.1345311 -1.6104578 1.5108907
#> exo2 0.3897847 0.7340641 -0.6599158 1.3978064
#> exo3 2.1673584 1.5668814 -0.0782516 3.7915673
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001252482 0.0002634123 0.0009044351 0.001646444
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005995347 0.005929026 -0.01460611 0.001120335
#> Sigma[2,2] 0.347614583 0.120479976 0.22206827 0.542413332
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005296952 0.005366349 -0.00127539 0.01286885
#> Sigma[3,2] -0.306841321 0.109149486 -0.47960639 -0.19267526
#> Sigma[3,3] 0.281233523 0.099539106 0.17776198 0.43511342
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.461139e-05 0.0006728011 -0.0007770651 0.0009863125
#> Sigma[4,2] -7.299999e-03 0.0118487181 -0.0279968821 0.0053738236
#> Sigma[4,3] 1.699925e-02 0.0116636911 0.0054692030 0.0375619194
#> Sigma[4,4] 1.103136e-02 0.0024013791 0.0082346701 0.0144630085
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96209682 0.03525952 0.90412011 0.99726595
#> lag1_var2 0.07986658 0.06834754 0.01482088 0.19250932
#> lag1_var3 0.10156493 0.08302982 0.02232341 0.23811788
#> lag1_var4 -0.09978472 0.08259387 -0.23580387 -0.01903810
#> const 0.77092597 0.57052898 0.11506095 1.71625500
#> exo1 0.02992549 0.03492829 -0.02416927 0.06558790
#> exo2 -0.08706783 0.03256947 -0.13176655 -0.04588736
#> exo3 0.01042894 0.03120864 -0.02388625 0.06309985
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14323216 0.5348602 -0.50149817 0.9795613
#> lag1_var2 0.85532103 1.7368379 -1.67337171 3.0916254
#> lag1_var3 -0.11657068 2.0281501 -3.01969982 2.4642921
#> lag1_var4 0.06171234 2.0114966 -2.49845546 2.9551890
#> const 1.55009518 9.0335069 -11.56189112 13.0384063
#> exo1 0.31768654 0.4826572 -0.36105948 0.9147289
#> exo2 0.63828961 0.4600915 0.03843707 1.3147456
#> exo3 0.38443451 0.6000747 -0.48641174 1.1662375
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02985957 0.4580618 -0.6945938 0.5043870
#> lag1_var2 0.12684301 1.5182760 -1.8016085 2.3789549
#> lag1_var3 1.05476484 1.7758054 -1.1601496 3.7272860
#> lag1_var4 -0.06098810 1.7621994 -2.6963978 2.1347989
#> const 0.94897424 8.2041586 -9.9726202 12.8442207
#> exo1 -0.26494999 0.4647906 -0.7981888 0.4308416
#> exo2 -1.33680665 0.3931546 -1.9470961 -0.8352893
#> exo3 -0.13524771 0.5345557 -0.8658444 0.6155738
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09620563 0.07294649 -0.01344072 0.1908433
#> lag1_var2 0.47310215 0.13799810 0.30540095 0.6800363
#> lag1_var3 0.49875002 0.17260753 0.29269259 0.7658328
#> lag1_var4 0.46153221 0.16740316 0.21053811 0.6671143
#> const 1.03194045 1.11635354 -0.47396362 2.5847758
#> exo1 0.01046666 0.09578683 -0.11435678 0.1324535
#> exo2 -0.83217413 0.04849192 -0.89952507 -0.7725637
#> exo3 0.19875630 0.09046579 0.08693816 0.3091074
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003487802 0.0008372058 0.002334241 0.004543545
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007328452 0.004099114 -0.01319876 -0.001230811
#> Sigma[2,2] 0.280574543 0.049741508 0.24064941 0.367136603
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01380236 0.007139543 0.003656922 0.02398662
#> Sigma[3,2] -0.32229591 0.046054014 -0.401852962 -0.28408208
#> Sigma[3,3] 0.49459441 0.042912513 0.436867644 0.55490153
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01052961 0.005374088 0.003205081 0.01804261
#> Sigma[4,2] -0.18906888 0.023913125 -0.228434773 -0.16484327
#> Sigma[4,3] 0.34465669 0.027912190 0.305176839 0.38156434
#> Sigma[4,4] 0.25846886 0.024874005 0.229549650 0.29804011
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99995525 0.04436387 0.95843463 1.07066411
#> lag1_var2 -0.05912238 0.07580715 -0.17431021 0.01953221
#> lag1_var3 -0.10678069 0.13900450 -0.31538980 0.04222625
#> lag1_var4 0.10453989 0.12621070 -0.03217890 0.29293878
#> const 0.18518530 0.36865893 -0.31251044 0.72849108
#> exo1 0.06324963 0.05443618 0.01273643 0.14552663
#> exo2 -0.46294818 0.06507329 -0.52846271 -0.36747849
#> exo3 0.22159892 0.06370874 0.16203905 0.32038692
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3806246 0.5604848 -2.27153187 -0.7050075
#> lag1_var2 3.5609905 0.8437752 2.64513594 4.9852623
#> lag1_var3 4.7314948 1.5265739 3.07362569 7.3017271
#> lag1_var4 -4.4454841 1.4104457 -6.83327321 -2.9496535
#> const 14.5895792 5.9338671 6.65815312 23.7231431
#> exo1 0.2064059 0.5830257 -0.53704578 1.0108708
#> exo2 1.0217357 0.6355308 0.08666195 1.9071515
#> exo3 -0.3311442 0.5178598 -0.98315048 0.2600829
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8809111 0.6965196 1.0788968 3.0216920
#> lag1_var2 -3.6365168 1.0875242 -5.3933896 -2.3297872
#> lag1_var3 -5.6521017 1.9697119 -8.8183871 -3.2714846
#> lag1_var4 6.2875387 1.8342681 4.0987647 9.2412669
#> const -20.4867802 8.0787065 -33.1409518 -10.7169455
#> exo1 -0.2392199 0.7473741 -1.2957429 0.8324807
#> exo2 -5.2179886 0.5266844 -5.8229590 -4.3924194
#> exo3 1.2064244 0.8186526 0.3030956 2.3959694
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2610087 0.4507138 0.7424761 1.9757638
#> lag1_var2 -2.1869277 0.7211543 -3.2635434 -1.2636722
#> lag1_var3 -3.9594691 1.3091459 -5.8991699 -2.2754554
#> lag1_var4 4.7454226 1.2246036 3.1845579 6.5597200
#> const -15.0495521 5.4274515 -23.3564464 -8.7267608
#> exo1 -0.1588757 0.4974040 -0.8175486 0.5824974
#> exo2 -4.8162299 0.4198660 -5.3579545 -4.3163336
#> exo3 1.1091620 0.5931032 0.4771561 2.0211892
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000880557 0.0003553773 0.0005251867 0.001457558
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01534498 0.007069294 -0.02639908 -0.007248832
#> Sigma[2,2] 0.50262227 0.116635647 0.34876914 0.656969433
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01333892 0.006557347 0.006655767 0.02367835
#> Sigma[3,2] -0.33948344 0.138079673 -0.541757212 -0.19099770
#> Sigma[3,3] 0.42310418 0.142591548 0.256639847 0.64137955
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004309588 0.003005921 -2.239116e-05 0.008216126
#> Sigma[4,2] -0.040832907 0.085099506 -1.596908e-01 0.066292573
#> Sigma[4,3] 0.228949353 0.071264108 1.358385e-01 0.330558330
#> Sigma[4,4] 0.212593772 0.039372069 1.557500e-01 0.265238820
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99215355 0.03318219 0.95493770 1.03227033
#> lag1_var2 0.02713891 0.07442038 -0.07155143 0.13987815
#> lag1_var3 0.03480082 0.12736110 -0.12500938 0.23230766
#> lag1_var4 -0.03510911 0.12346972 -0.22633070 0.12224504
#> const 0.23152657 0.47246648 -0.45969404 0.80814933
#> exo1 -0.02595659 0.02822349 -0.05593455 0.01540142
#> exo2 -0.09701789 0.01711385 -0.11986591 -0.07617628
#> exo3 0.01922984 0.04294294 -0.03777377 0.07454079
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32569250 0.9125548 -1.5214466 0.8273998
#> lag1_var2 1.03823049 2.1193886 -1.0717027 4.0852027
#> lag1_var3 0.47912799 3.5356078 -2.9916402 5.5524746
#> lag1_var4 -0.44591128 3.4050060 -5.2241412 2.9364454
#> const 8.00582847 11.3376120 -7.6725022 23.2136352
#> exo1 0.54040983 0.7106264 -0.5718675 1.1642677
#> exo2 0.66253755 0.4967903 0.1427210 1.5169407
#> exo3 0.01278167 0.9839893 -1.6448783 1.0900979
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.180259139 0.7777977 0.1205797 2.288603
#> lag1_var2 -0.238861609 1.6423067 -2.7549952 1.546125
#> lag1_var3 -0.003771075 2.8540784 -4.2915733 3.139210
#> lag1_var4 0.532688794 2.7342355 -2.5556577 4.566470
#> const -5.674881954 8.8541932 -18.3383810 4.277929
#> exo1 -0.462643179 0.8010063 -1.3941361 0.703777
#> exo2 -4.462905075 0.3209970 -4.8513620 -4.042900
#> exo3 1.314307623 1.1263514 -0.2419590 2.855394
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0229728 0.5325053 0.4200599 1.7763353
#> lag1_var2 0.1066102 1.2166955 -1.6477221 1.3187330
#> lag1_var3 -0.1930861 2.1067668 -3.2653130 1.8925573
#> lag1_var4 0.7463986 1.9731633 -1.2888104 3.6304944
#> const -2.2217073 6.1406298 -12.1152335 3.7648585
#> exo1 -0.1468764 0.4823217 -0.8748674 0.4422577
#> exo2 -4.2461731 0.2845260 -4.6467773 -3.8655352
#> exo3 1.3877246 0.6681667 0.3195296 2.2372874
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006331941 6.988504e-05 0.000553666 0.0007373389
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008968182 0.005339055 -0.01486236 -0.00171361
#> Sigma[2,2] 2.857138368 0.546006777 2.12148542 3.61641769
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004529397 0.003704987 0.0006842435 0.009157814
#> Sigma[3,2] -1.520603008 0.339642403 -2.0168083307 -1.059669968
#> Sigma[3,3] 0.990478434 0.226880811 0.7030790556 1.315865895
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008129756 0.002315377 -0.004099304 0.002088642
#> Sigma[4,2] 0.0858584702 0.110969129 -0.106057674 0.204684418
#> Sigma[4,3] 0.2067226657 0.086613320 0.120211272 0.352928205
#> Sigma[4,4] 0.3584280138 0.053141349 0.282498693 0.432711810
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04968494 0.013438849 1.031230058 1.068878814
#> lag1_var2 -0.02261724 0.006918387 -0.030605176 -0.011333365
#> lag1_var3 -0.04620512 0.012825800 -0.062357962 -0.025933810
#> lag1_var4 0.02186538 0.011230758 0.004268233 0.035732704
#> const 0.13491813 0.180040664 -0.110174897 0.373818314
#> exo1 0.01042644 0.024076819 -0.028017475 0.042090650
#> exo2 -0.04056001 0.022664795 -0.066919491 -0.002690134
#> exo3 0.04324292 0.018622158 0.019561216 0.069811238
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.75079420 1.201748 -5.1335227 -1.98667771
#> lag1_var2 2.92532612 1.190545 1.3717913 4.40539410
#> lag1_var3 3.64205702 2.187385 0.7865778 6.43769544
#> lag1_var4 -2.26101480 1.698444 -4.3150730 -0.06814978
#> const 11.70420395 12.294632 -3.4242412 29.50159046
#> exo1 0.05193616 1.637014 -1.8912955 2.16847314
#> exo2 0.11438415 1.779643 -2.3033968 2.59657253
#> exo3 -0.01830295 1.602158 -2.5119063 1.77046853
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1756522 0.6824975 1.1670533 2.9318998
#> lag1_var2 -1.0344631 0.6581003 -1.9099911 -0.1287453
#> lag1_var3 -0.9659188 1.2001298 -2.5123608 0.7033144
#> lag1_var4 1.1290780 0.9490651 -0.1898871 2.2963822
#> const -5.0237306 7.0358338 -14.8227217 4.7461738
#> exo1 0.1881697 0.9390322 -1.1964195 1.2641215
#> exo2 -0.4743924 0.9755630 -1.9708374 0.7028980
#> exo3 -0.1722412 0.7988586 -1.4350946 0.7461302
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1443277 0.4424097 -0.5696677 0.68473295
#> lag1_var2 0.1983821 0.4358186 -0.4770614 0.74823596
#> lag1_var3 0.3700047 0.8076441 -0.8718460 1.39184274
#> lag1_var4 0.5889192 0.6617045 -0.2277091 1.65591425
#> const -1.0780482 4.5471381 -7.8586080 3.52791330
#> exo1 0.3800846 0.5309139 -0.5425498 0.89732298
#> exo2 -0.5882760 0.4228598 -1.1553106 -0.06904531
#> exo3 -0.3297135 0.6179304 -1.2140905 0.32064158
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001135614 0.000486006 0.0007175378 0.001932511
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00146499 0.001209280 -0.003323043 -0.0006103692
#> Sigma[2,2] 0.02689526 0.004465824 0.021930521 0.0336077464
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001582969 0.001032384 0.00070131 0.003265924
#> Sigma[3,2] -0.020485313 0.011754362 -0.03916565 -0.007983572
#> Sigma[3,3] 0.092410570 0.034657315 0.05399307 0.146748684
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005485773 0.001238586 -0.001070483 0.002345253
#> Sigma[4,2] -0.0020677239 0.010792177 -0.017049152 0.011198100
#> Sigma[4,3] 0.0793519022 0.028349626 0.047493777 0.124149229
#> Sigma[4,4] 0.0789580846 0.022618909 0.053599934 0.114335007
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003387466 0.01383448 0.98469805 1.02413723
#> lag1_var2 -0.031530009 0.08706558 -0.12413532 0.10558700
#> lag1_var3 -0.054275817 0.15170680 -0.24056952 0.16137380
#> lag1_var4 0.052084335 0.15579842 -0.16901749 0.24391597
#> const 0.110182453 0.56331896 -0.64823558 0.87443678
#> exo1 0.002316726 0.03444412 -0.04171773 0.05415168
#> exo2 -0.053001342 0.02331282 -0.08041107 -0.01878710
#> exo3 -0.023736705 0.05706456 -0.11122069 0.05115990
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24414994 0.07210882 0.1502227 0.3306961
#> lag1_var2 1.43510335 0.27728367 1.1157529 1.8758650
#> lag1_var3 1.35935457 0.43084147 0.8920538 2.0239195
#> lag1_var4 -1.49776827 0.44011980 -2.1832672 -1.0275414
#> const 4.92011887 1.57080501 2.7615080 6.8375077
#> exo1 0.01777116 0.15104893 -0.2249828 0.1950443
#> exo2 0.86982342 0.19236713 0.5554874 1.0621213
#> exo3 -0.96625301 0.24101087 -1.3164477 -0.6511810
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39715928 0.1738355 -0.63304649 -0.2019520
#> lag1_var2 0.58746544 0.7406409 -0.24403244 1.7656013
#> lag1_var3 1.10255205 1.1514321 -0.17401880 2.9302974
#> lag1_var4 -0.03372843 1.1725709 -1.89282033 1.2734546
#> const 3.36871401 4.1908145 -0.29117139 9.7404100
#> exo1 0.10019952 0.2058952 -0.13011500 0.4165935
#> exo2 -1.99895828 0.2405112 -2.30155996 -1.6320906
#> exo3 0.33713113 0.3253522 -0.06143307 0.8548164
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2315456 0.1601692 -0.44729539 -0.02495601
#> lag1_var2 1.3179416 0.7296681 0.51483965 2.40418038
#> lag1_var3 1.6520731 1.0953618 0.45201030 3.24304500
#> lag1_var4 -0.6633694 1.1107117 -2.28188418 0.53225645
#> const 5.7449400 4.1438296 1.79027858 11.66868635
#> exo1 0.1138649 0.1849994 -0.06904189 0.42435950
#> exo2 -1.4656538 0.1731166 -1.65445637 -1.18123580
#> exo3 -0.3143494 0.2684538 -0.60786026 0.07664954
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009048728 0.0001628567 0.0007371427 0.001172759
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001921846 0.001428928 -0.003927116 -0.0003857844
#> Sigma[2,2] 0.079042038 0.015448379 0.062904930 0.1017439206
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000624537 0.002236253 -0.003420086 0.002677049
#> Sigma[3,2] -0.084564574 0.019679611 -0.115956392 -0.067486674
#> Sigma[3,3] 0.266445780 0.053358270 0.198019569 0.345246545
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001552432 0.001776074 -0.003835243 0.001102043
#> Sigma[4,2] -0.046695112 0.019148867 -0.075483873 -0.022880820
#> Sigma[4,3] 0.239930217 0.048426528 0.175031405 0.307585796
#> Sigma[4,4] 0.233242122 0.042581525 0.175835118 0.290653922
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97523974 0.02398897 0.941373418 1.00650683
#> lag1_var2 -0.01683114 0.03937169 -0.063006349 0.04300285
#> lag1_var3 -0.04980498 0.07732950 -0.155928345 0.06302426
#> lag1_var4 0.05479764 0.07325337 -0.050397060 0.15771037
#> const 0.30215162 0.24882554 0.006681685 0.68246387
#> exo1 0.01547233 0.02766227 -0.024094402 0.05221152
#> exo2 -0.16997523 0.03526909 -0.226714321 -0.13239392
#> exo3 0.01856247 0.02287898 -0.009539844 0.04909392
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0006768455 0.1105510 -0.1497237 0.1646361
#> lag1_var2 1.4942362302 0.3068380 1.0326234 1.8565366
#> lag1_var3 1.6941505870 0.6244785 0.7915564 2.4914763
#> lag1_var4 -1.7446712066 0.6117564 -2.5182093 -0.8629920
#> const 4.7515628655 2.6214010 1.2795497 7.9305547
#> exo1 -0.4875827001 0.1331807 -0.6605940 -0.2906722
#> exo2 1.0156835532 0.2911835 0.6259199 1.4114201
#> exo3 -0.0869470967 0.2604040 -0.4348123 0.2480664
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85217778 0.3280665 0.3542816 1.2419462
#> lag1_var2 -2.07755997 0.5707805 -2.8284966 -1.2868075
#> lag1_var3 -2.65640583 1.1828031 -4.2482960 -0.9738124
#> lag1_var4 3.51118670 1.1358171 1.8584778 5.0149941
#> const -10.06980543 4.5612997 -15.5759046 -4.1440582
#> exo1 -0.04673856 0.4716644 -0.6632782 0.5279805
#> exo2 -1.19735090 0.7390973 -2.5066921 -0.6681616
#> exo3 0.01475661 0.4739327 -0.5576687 0.6959166
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91091368 0.3159248 0.4408230 1.3129334
#> lag1_var2 -1.68180771 0.4883239 -2.4360482 -1.1052995
#> lag1_var3 -2.50633614 1.0237158 -3.9597317 -1.1079834
#> lag1_var4 3.34438144 0.9816090 1.9766729 4.6906380
#> const -9.41027297 4.0851873 -14.1054758 -4.0250607
#> exo1 -0.29843591 0.4936140 -0.9525496 0.3048831
#> exo2 -0.61040278 0.7138470 -1.8391661 0.0467292
#> exo3 -0.08135916 0.4852241 -0.7033606 0.6439765
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000830894 0.0001628831 0.0006551615 0.001096633
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003435073 0.00178049 -0.005963624 -0.001279527
#> Sigma[2,2] 0.081069054 0.01663813 0.059954716 0.105059548
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004801848 0.003431353 0.0008089691 0.01007027
#> Sigma[3,2] -0.102798491 0.038219178 -0.1652363144 -0.05881110
#> Sigma[3,3] 0.304138361 0.072825876 0.2274895770 0.42491798
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002863929 0.002529738 -2.134382e-05 0.006787317
#> Sigma[4,2] -0.057047385 0.032682571 -1.101181e-01 -0.014543388
#> Sigma[4,3] 0.248635191 0.054387957 1.854644e-01 0.335776818
#> Sigma[4,4] 0.219109269 0.041690593 1.665548e-01 0.278509795
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986058515 0.01104038 0.96899253 0.99950032
#> lag1_var2 0.007956816 0.06581228 -0.08118442 0.10944218
#> lag1_var3 0.073869031 0.12085459 -0.08582898 0.26273329
#> lag1_var4 -0.074472329 0.12105052 -0.26420806 0.08498572
#> const 0.492253380 0.29558149 0.16689994 0.95359475
#> exo1 0.013148921 0.02280266 -0.01905562 0.04376090
#> exo2 -0.112396331 0.01643317 -0.13327431 -0.08946421
#> exo3 -0.131856052 0.03189422 -0.18083817 -0.10725245
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007115215 0.1225869 -0.15514551 0.1563350
#> lag1_var2 0.858898688 0.6409033 -0.05245378 1.6468503
#> lag1_var3 0.336141693 1.1368987 -1.30581158 1.7408000
#> lag1_var4 -0.340894542 1.1431909 -1.76132854 1.3144939
#> const 0.777224320 3.8719911 -4.38038603 5.8606443
#> exo1 -0.034733734 0.2240444 -0.23746998 0.3269401
#> exo2 0.824838334 0.2594759 0.43937542 1.1347586
#> exo3 2.573570234 0.3021510 2.16425081 2.9718984
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081583 0.2329592 -0.6515923 -0.004451893
#> lag1_var2 1.5756306 1.0675372 0.2625021 3.310237970
#> lag1_var3 3.0623474 1.8149784 0.9224174 6.088051173
#> lag1_var4 -2.0691794 1.8298139 -5.1115940 0.082051281
#> const 7.1079600 7.6652356 -3.0913901 17.131549219
#> exo1 0.2233049 0.6037838 -0.7698557 0.894404086
#> exo2 0.2482650 0.4725984 -0.1920273 1.083718123
#> exo3 -4.7412713 0.3723966 -5.1412851 -4.161055312
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2893375 0.1928635 -0.5636409 -0.01262868
#> lag1_var2 1.8534126 0.7736350 0.9995392 3.15701951
#> lag1_var3 2.8575743 1.3047387 1.5079785 5.08799489
#> lag1_var4 -1.8578694 1.3179785 -4.1014370 -0.49175509
#> const 6.4036244 6.2577272 -2.5904507 14.39668194
#> exo1 0.2061664 0.5021295 -0.5841002 0.77400245
#> exo2 0.7681473 0.4774051 0.2656323 1.55949279
#> exo3 -3.3547311 0.3794504 -3.8491705 -2.93637514
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001039457 0.00019132 0.0008397493 0.001350225
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02412224 0.006322878 -0.0334378 -0.01644456
#> Sigma[2,2] 1.88459144 0.572987831 1.3501206 2.81241263
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01125652 0.005115295 0.004787543 0.01881004
#> Sigma[3,2] -0.96051447 0.289279093 -1.383889980 -0.63819924
#> Sigma[3,3] 0.74786670 0.191740466 0.503514116 1.01613023
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001011707 0.003900332 -0.005574202 0.004203738
#> Sigma[4,2] -0.029187972 0.124061701 -0.200246254 0.138538199
#> Sigma[4,3] 0.325390806 0.107589812 0.193656266 0.499605164
#> Sigma[4,4] 0.374411585 0.082685931 0.292834678 0.488429547
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99911226 0.02835653 0.95450828 1.02934013
#> lag1_var2 -0.02301980 0.02553671 -0.05480526 0.01835305
#> lag1_var3 -0.04759611 0.05431238 -0.11663361 0.03979504
#> lag1_var4 0.04544038 0.04534466 -0.02723305 0.10355173
#> const 0.12781037 0.28453292 -0.29718996 0.49183150
#> exo1 0.04871075 0.02240721 0.01640759 0.07512289
#> exo2 -0.21005559 0.03011421 -0.25539670 -0.17529406
#> exo3 0.09042880 0.03438111 0.04022014 0.12215385
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9911925 1.604146 -2.5402333 1.5647265
#> lag1_var2 1.4541200 1.420020 -0.9120603 2.8089542
#> lag1_var3 0.9735944 2.982971 -3.9936770 3.8243722
#> lag1_var4 -0.7618881 2.459627 -3.1739669 3.2884766
#> const 11.3957104 12.316288 -7.1959240 24.5011022
#> exo1 -1.3859334 1.658106 -4.0863328 0.5794544
#> exo2 3.1461028 2.126628 0.5121798 6.4068091
#> exo3 -1.0778839 1.122902 -2.3919023 0.4875164
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5012829 1.0526399 -0.9217624 1.8642437
#> lag1_var2 -0.4068650 0.9638518 -1.7945069 0.7874059
#> lag1_var3 0.2404797 2.0393360 -2.7105741 2.7824916
#> lag1_var4 0.6573332 1.6937157 -1.4300909 3.1158245
#> const -4.6736039 7.9588117 -11.7760373 8.0573111
#> exo1 0.1347560 0.7928889 -0.8717191 1.2830286
#> exo2 -5.9081717 1.3788846 -7.5966410 -3.7997646
#> exo3 1.1976874 1.0146145 -0.4616345 2.3703074
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02274982 0.7374738 -0.9634949 1.0281752
#> lag1_var2 -0.02138442 0.6916064 -1.0633610 0.8237492
#> lag1_var3 0.06713912 1.4574376 -2.1462581 1.8413584
#> lag1_var4 0.99402226 1.2198475 -0.5147497 2.8523047
#> const -0.91027957 6.2825868 -9.2882694 6.5571975
#> exo1 -0.65523270 0.3941580 -1.2303176 -0.1449582
#> exo2 -5.00696788 0.8298693 -5.7246411 -3.6700970
#> exo3 0.77967082 0.7355696 -0.4045396 1.6602803
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001714067 0.0003341234 0.001354451 0.002252759
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008170186 0.00614989 -0.01727387 -0.0001511921
#> Sigma[2,2] 0.755322849 0.14254361 0.55488728 0.9297488714
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003793482 0.003824303 -0.001143544 0.009794496
#> Sigma[3,2] -0.292032943 0.107933821 -0.455671921 -0.160982767
#> Sigma[3,3] 0.466127569 0.099924302 0.343666796 0.623409681
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001170382 0.00222953 -0.004414593 0.001590593
#> Sigma[4,2] 0.179288869 0.09784303 0.033941544 0.311434029
#> Sigma[4,3] 0.312756136 0.04967477 0.248552105 0.384454816
#> Sigma[4,4] 0.455969369 0.06204353 0.398724363 0.555850948
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02525561 0.01108417 1.007982095 1.037080009
#> lag1_var2 -0.06318974 0.05683076 -0.145767493 0.006132003
#> lag1_var3 -0.12073106 0.09580780 -0.251800417 0.004052958
#> lag1_var4 0.10780305 0.09925319 -0.017703438 0.245291252
#> const 0.20233490 0.48318520 -0.489610268 0.744572784
#> exo1 0.01930270 0.02426013 -0.005879188 0.056825147
#> exo2 -0.15866975 0.05571437 -0.238344889 -0.086492498
#> exo3 -0.04809767 0.04971498 -0.112896800 0.026655072
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1881324 0.2516906 -0.14558123 0.5487058
#> lag1_var2 0.3643063 1.3848762 -1.43323376 2.4437192
#> lag1_var3 -0.2632547 2.3086635 -3.31622916 3.2361858
#> lag1_var4 0.1999538 2.3185055 -3.32770041 3.2126338
#> const 2.5019587 7.1826600 -8.26868592 11.8280420
#> exo1 -0.4134322 1.0143549 -1.44566680 1.3354661
#> exo2 -1.3590859 1.5721240 -3.32231914 1.0734601
#> exo3 1.1508426 0.7223373 0.08201324 2.1004325
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07605759 0.2428284 -0.4494741 0.1804715
#> lag1_var2 2.94750689 1.2233599 1.2998843 4.7279512
#> lag1_var3 5.33651404 2.0914290 2.6706479 8.5090758
#> lag1_var4 -4.51953729 2.0799432 -7.6749466 -1.8633340
#> const 10.77505098 5.7970577 4.3330219 19.3224171
#> exo1 -1.09456216 0.4680674 -1.7827730 -0.5314860
#> exo2 0.17973754 0.9265697 -0.7552815 1.7523348
#> exo3 -2.40793574 0.4920406 -2.9888860 -1.6884886
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04384631 0.2330561 -0.30065948 0.3226619
#> lag1_var2 3.02741779 1.1267587 1.65252577 4.8968086
#> lag1_var3 4.94244846 2.0094859 2.47701463 8.2658876
#> lag1_var4 -4.15355317 2.0114677 -7.45250192 -1.6598017
#> const 11.52219979 7.9544210 -0.04910306 20.1962399
#> exo1 -1.41692326 0.3712549 -1.88926729 -0.9404585
#> exo2 -0.71758478 0.9013881 -1.84154401 0.5362257
#> exo3 -1.84999273 0.5950283 -2.53068181 -0.9257068
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001493068 0.0004275264 0.0009727531 0.002140905
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001522165 0.0004977763 -0.002299771 -0.0008650346
#> Sigma[2,2] 0.006456237 0.0013502694 0.004967550 0.0082298845
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0000802955 0.002049870 -0.00265713 0.003034841
#> Sigma[3,2] -0.0092299549 0.002705967 -0.01392162 -0.006741606
#> Sigma[3,3] 0.0515232051 0.009106633 0.03923233 0.065777976
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001374748 0.001835630 -0.003634324 0.001354190
#> Sigma[4,2] -0.004447058 0.002250915 -0.007868498 -0.001707953
#> Sigma[4,3] 0.045662305 0.007938945 0.034985895 0.057471248
#> Sigma[4,4] 0.043452322 0.007577029 0.033606449 0.053633218
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991817953 0.01721578 0.97148186 1.01581179
#> lag1_var2 0.034440348 0.09864606 -0.07064512 0.18415162
#> lag1_var3 0.078406909 0.15118003 -0.06189724 0.31674542
#> lag1_var4 -0.079577349 0.15355369 -0.32293384 0.06261381
#> const 0.435874728 0.62878853 -0.30886911 1.44484471
#> exo1 0.006506344 0.04242315 -0.04768066 0.06508413
#> exo2 -0.076174204 0.02522398 -0.10319277 -0.03626108
#> exo3 -0.006043900 0.03629079 -0.05303570 0.04231483
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1423143 0.02680250 0.096297114 0.16620542
#> lag1_var2 0.4189092 0.11253712 0.299266210 0.59613201
#> lag1_var3 -0.2475339 0.16300165 -0.458262261 -0.02189116
#> lag1_var4 0.2333053 0.16386531 0.008624636 0.44997021
#> const -0.8906427 0.76476810 -1.777692465 0.25765092
#> exo1 -0.0439319 0.04851653 -0.106589603 0.02077197
#> exo2 0.2685160 0.05908735 0.186195194 0.34739737
#> exo3 0.1803833 0.03929861 0.128944100 0.23304434
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.211457332 0.05021669 -0.28641440 -0.1466170
#> lag1_var2 0.612178375 0.41331959 0.05954745 1.1203778
#> lag1_var3 0.984436904 0.66911904 0.08084233 1.9128482
#> lag1_var4 0.003852087 0.67688377 -0.93167473 0.9348017
#> const 3.664945330 2.70550735 -0.96163371 6.8173630
#> exo1 0.037220365 0.10914175 -0.14002067 0.1586276
#> exo2 -0.773960720 0.23285733 -1.11223622 -0.4827457
#> exo3 -0.038527578 0.28844431 -0.44118990 0.3323539
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10081869 0.04936845 -0.16034774 -0.02756443
#> lag1_var2 0.61689592 0.45244224 0.05714154 1.22835067
#> lag1_var3 0.37783715 0.68227483 -0.47088691 1.38171369
#> lag1_var4 0.61352084 0.69201405 -0.40071999 1.48498161
#> const 1.87879760 2.77573172 -2.43281540 5.26599816
#> exo1 0.00531141 0.11559911 -0.19305290 0.11882039
#> exo2 -0.59163599 0.21663908 -0.88764086 -0.32926576
#> exo3 0.10314259 0.27654972 -0.28941944 0.46244520
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001559343 0.0004107604 0.00104007 0.002124552
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003784158 0.000916311 -0.004985975 -0.002579066
#> Sigma[2,2] 0.022824321 0.003998400 0.015984370 0.027032708
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001801159 0.001499106 -0.0002803292 0.00381395
#> Sigma[3,2] -0.020457556 0.007668507 -0.0320362551 -0.01107231
#> Sigma[3,3] 0.050624523 0.016158579 0.0328610723 0.07563072
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.657487e-05 0.001430746 -0.001887172 0.001856724
#> Sigma[4,2] -1.111041e-02 0.007387959 -0.022859591 -0.002940905
#> Sigma[4,3] 4.587540e-02 0.014399162 0.029919596 0.067835143
#> Sigma[4,4] 4.547762e-02 0.012631216 0.030435049 0.064134003
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97216736 0.03547123 0.93608365 1.031629138
#> lag1_var2 0.04142704 0.05612409 -0.05179483 0.101255126
#> lag1_var3 0.08145032 0.10967691 -0.04977456 0.239423602
#> lag1_var4 -0.08055057 0.10142102 -0.22506927 0.042703884
#> const 0.56172295 0.40336940 -0.07308913 0.977319251
#> exo1 -0.03941125 0.04083742 -0.10123216 0.007631980
#> exo2 -0.04767877 0.03275480 -0.09311273 -0.004752979
#> exo3 -0.04188945 0.04683199 -0.11831464 0.004611549
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06424408 0.1403757 -0.11848227 0.2639595
#> lag1_var2 0.82827693 0.2440621 0.48183130 1.1535190
#> lag1_var3 0.41687044 0.6077978 -0.38621256 1.2923834
#> lag1_var4 -0.40461240 0.5712369 -1.22641347 0.3477274
#> const 1.58117474 1.7075278 -0.69523560 3.8830067
#> exo1 0.07176126 0.1298047 -0.11727903 0.2215480
#> exo2 0.63050901 0.1235694 0.44193850 0.7475318
#> exo3 0.25069760 0.1515503 0.02958336 0.4500055
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3493298 0.1807928 -0.58226812 -0.08335289
#> lag1_var2 0.5424494 0.3131802 0.08541033 0.90303750
#> lag1_var3 1.2647981 0.7957179 0.06739898 2.17687884
#> lag1_var4 -0.2454404 0.7447623 -1.10376305 0.87867354
#> const 2.5145946 2.1287210 -0.68809668 5.18651954
#> exo1 0.0845854 0.1910566 -0.14499744 0.36347169
#> exo2 -0.5901338 0.2175220 -0.81868140 -0.24977200
#> exo3 -0.3739135 0.3440654 -0.89194882 -0.01461399
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37662851 0.1600339 -0.596542218 -0.14696061
#> lag1_var2 0.73106205 0.2652955 0.330873804 1.06762914
#> lag1_var3 0.98852547 0.6490036 -0.005904356 1.62559167
#> lag1_var4 0.08561503 0.6061353 -0.513282381 1.00797582
#> const 1.99062215 1.9027616 -0.926774499 4.39410875
#> exo1 0.13349369 0.1755593 -0.058772829 0.40440747
#> exo2 -0.36965482 0.2436343 -0.603803740 0.01010012
#> exo3 -0.30830824 0.3287246 -0.795460210 0.04554458
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002959154 6.825714e-05 0.0002310622 0.0004054656
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001522028 0.0005695284 -0.002368864 -0.0008413212
#> Sigma[2,2] 0.123368507 0.0241434352 0.090637573 0.1557402435
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001962763 0.002176478 -0.001192923 0.004955366
#> Sigma[3,2] -0.046147881 0.036485984 -0.086917880 0.012751559
#> Sigma[3,3] 0.447000010 0.106956733 0.304251200 0.589137833
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001195239 0.00245247 -0.002039108 0.004753827
#> Sigma[4,2] 0.027497603 0.04466721 -0.018588985 0.106443243
#> Sigma[4,3] 0.457109148 0.12806185 0.293596436 0.630889807
#> Sigma[4,4] 0.514556458 0.15293045 0.323590454 0.722627429
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001658940 0.01075600 0.98445340 1.015672479
#> lag1_var2 -0.004851127 0.02395905 -0.04037893 0.029452317
#> lag1_var3 -0.017193555 0.04473962 -0.07700781 0.051857441
#> lag1_var4 0.010967631 0.04263855 -0.05397226 0.069898463
#> const 0.326228544 0.20640963 0.04302549 0.629240753
#> exo1 -0.001412449 0.01094817 -0.01581378 0.013896376
#> exo2 -0.178085505 0.01411247 -0.19439389 -0.156177976
#> exo3 -0.019280674 0.01980102 -0.04257286 0.008293967
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7245605 0.3572240 -1.2588280 -0.2559969
#> lag1_var2 1.2838453 0.5961772 0.5650306 2.1767285
#> lag1_var3 0.9727789 1.1898274 -0.5191411 2.7711158
#> lag1_var4 -0.7393002 1.1179374 -2.4307222 0.6468601
#> const 5.1291122 4.8756168 -0.7057014 12.3628158
#> exo1 -0.7843537 0.2280924 -1.0719861 -0.4682035
#> exo2 1.9304601 0.3372282 1.4631373 2.4232638
#> exo3 0.2128012 0.4078457 -0.2387795 0.8067233
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0794073 0.7443373 -1.1458480 0.7749524
#> lag1_var2 1.2183279 1.4801282 -0.2535351 3.4146230
#> lag1_var3 2.9637589 2.9612202 0.1200238 7.3945597
#> lag1_var4 -2.2075333 2.7812173 -6.3991531 0.4067229
#> const 12.0356207 10.1304707 0.7105563 26.1671697
#> exo1 0.4329969 0.5468135 -0.4434944 0.9627336
#> exo2 -4.7020458 0.6745061 -5.7660131 -3.8762387
#> exo3 -3.4349911 0.3853128 -3.8661039 -3.0150348
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38768212 0.8149637 -1.7874753 0.3376451
#> lag1_var2 1.79470581 1.5514389 0.1523690 4.0814170
#> lag1_var3 3.25132137 3.1007268 0.1457090 8.0021897
#> lag1_var4 -2.33592985 2.9110560 -6.7371096 0.6075863
#> const 14.79429557 11.2503410 0.2161990 30.6864328
#> exo1 -0.02821205 0.5955852 -0.9677015 0.5695185
#> exo2 -3.89758013 0.7754507 -5.1176870 -3.1477488
#> exo3 -3.59428207 0.5685350 -4.3556069 -2.7921413
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002103096 0.0002827401 0.001670839 0.002409201
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003997984 0.001217916 -0.00594748 -0.002693082
#> Sigma[2,2] 0.018138783 0.006241148 0.01371061 0.028505642
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.186228e-05 0.003833412 -0.005102085 0.0054502959
#> Sigma[3,2] -1.257549e-02 0.013348412 -0.035857428 -0.0007884831
#> Sigma[3,3] 2.308373e-01 0.033078993 0.184549288 0.2744991744
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003434445 0.003743597 -0.008484862 0.001842001
#> Sigma[4,2] 0.001200636 0.010578358 -0.015088070 0.012141525
#> Sigma[4,3] 0.232953257 0.032609079 0.183371209 0.272570021
#> Sigma[4,4] 0.246258692 0.035445471 0.191191579 0.284216967
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992108552 0.04431283 0.92640228 1.04287570
#> lag1_var2 -0.015698017 0.12427496 -0.17813140 0.16075324
#> lag1_var3 -0.015829613 0.16834808 -0.21923118 0.23869756
#> lag1_var4 0.014145123 0.16321997 -0.23347267 0.21138551
#> const 0.365991616 0.73131978 -0.39531527 1.41020813
#> exo1 0.024550352 0.03478780 -0.01569601 0.07887103
#> exo2 -0.019449359 0.03902860 -0.06501247 0.04731762
#> exo3 -0.001240836 0.04100538 -0.05416060 0.04650328
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05318945 0.12813888 -0.11151118 0.25282683
#> lag1_var2 0.58339219 0.36254770 0.02256986 1.06504829
#> lag1_var3 0.18678313 0.59560185 -0.67847171 1.02719754
#> lag1_var4 -0.17087789 0.57434771 -0.97785166 0.66984749
#> const 0.36416539 1.90623634 -2.74888858 2.35191203
#> exo1 -0.14854104 0.09407358 -0.28200673 -0.02527874
#> exo2 0.69628331 0.09748822 0.57785100 0.84623538
#> exo3 0.30844635 0.12076416 0.15600609 0.49467862
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5376029 0.4640490 -1.0913567 0.05730255
#> lag1_var2 1.4846035 1.2963645 -0.2757933 3.10955343
#> lag1_var3 1.2484814 2.0068994 -1.1710909 3.78233900
#> lag1_var4 -0.2539429 1.9340651 -2.6948619 2.07762669
#> const 5.7497572 6.6668960 -3.7740884 13.72300351
#> exo1 -0.3019464 0.2910925 -0.7157450 0.06077633
#> exo2 -0.1442855 0.6872146 -1.0560033 0.66820895
#> exo3 -0.1984413 0.6025726 -0.9610167 0.63903127
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53629551 0.4938959 -1.1803378 0.09338405
#> lag1_var2 1.61382249 1.3940084 -0.2340131 3.38502395
#> lag1_var3 0.91797281 2.1132619 -1.5767955 3.82438142
#> lag1_var4 0.11308170 2.0345900 -2.6749752 2.51497991
#> const 4.81163851 6.8215606 -4.4041868 13.33729296
#> exo1 -0.43391668 0.3007820 -0.8792111 -0.08772450
#> exo2 0.34706436 0.7046826 -0.6371491 1.17815500
#> exo3 0.02253201 0.6645083 -0.7703879 0.94462004
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009549 0.0002867524 0.0005646994 0.001374648
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005693838 0.002268402 -0.009020374 -0.002854288
#> Sigma[2,2] 0.081023664 0.019272878 0.053393358 0.104363076
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005502036 0.002572015 0.0027675 0.009105559
#> Sigma[3,2] -0.064016215 0.028577276 -0.1050412 -0.031373007
#> Sigma[3,3] 0.172772261 0.042356335 0.1105464 0.229121282
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00205316 0.002002877 -0.0004458967 0.004901391
#> Sigma[4,2] -0.01450858 0.023162747 -0.0453656778 0.011421768
#> Sigma[4,3] 0.13766178 0.032773224 0.0895816170 0.180962554
#> Sigma[4,4] 0.13297993 0.027442809 0.0988183620 0.177075691
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96172027 0.008393947 0.94902557 0.972858574
#> lag1_var2 0.06039101 0.047727915 -0.01179176 0.114446095
#> lag1_var3 0.04114311 0.080656417 -0.07229867 0.135229459
#> lag1_var4 -0.03449896 0.078886778 -0.12350414 0.077568878
#> const 0.51599391 0.184069034 0.28241995 0.753766003
#> exo1 -0.01455897 0.016668124 -0.03720762 0.008428747
#> exo2 -0.09308117 0.016387418 -0.11295744 -0.070134039
#> exo3 -0.03590142 0.044618444 -0.10112549 0.021619160
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01698163 0.1075996 -0.1547923 0.1366341
#> lag1_var2 0.76076716 0.4044361 0.1800613 1.1527655
#> lag1_var3 0.29869050 0.6452874 -0.6726228 0.9995645
#> lag1_var4 -0.26840147 0.6316891 -0.9480043 0.6724437
#> const -0.04540306 1.5829073 -2.0886445 2.4030926
#> exo1 0.14047884 0.1775774 -0.1066574 0.3333538
#> exo2 1.21858644 0.2413694 0.9513290 1.5922079
#> exo3 0.49027395 0.4060850 -0.1643408 0.9573001
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4121831 0.2220723 0.1573544 0.75268881
#> lag1_var2 -0.7263052 0.6334579 -1.6177219 0.16592192
#> lag1_var3 -0.2073110 0.9555795 -1.5151092 1.10814165
#> lag1_var4 1.0845398 0.9358902 -0.2251936 2.36041826
#> const -2.9885733 2.2505812 -6.4353887 -0.05715547
#> exo1 -0.7938850 0.4169065 -1.4199358 -0.22743481
#> exo2 -1.3257393 0.4070077 -1.8571847 -0.74627048
#> exo3 0.2628423 0.2863135 -0.1691559 0.61045703
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4155888 0.1852681 0.1766329 0.69928052
#> lag1_var2 -0.5385972 0.5270824 -1.3337342 0.06398451
#> lag1_var3 -0.4718140 0.8671479 -1.7625069 0.51910226
#> lag1_var4 1.3835438 0.8580176 0.3947987 2.65757374
#> const -4.3313521 2.2629924 -7.7198319 -1.25628293
#> exo1 -0.7304312 0.3758703 -1.2803222 -0.29203978
#> exo2 -0.5482333 0.3496062 -1.0718704 -0.11651019
#> exo3 0.6100999 0.1639338 0.3479463 0.79648911
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006498846 0.0001359036 0.0004762323 0.0008532033
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002569457 0.005870744 -0.008772066 0.006965671
#> Sigma[2,2] 1.476332220 0.281928588 1.162394438 1.948824032
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003783948 0.003992204 -0.001468511 0.009841268
#> Sigma[3,2] -0.782398246 0.148744652 -0.979673340 -0.571633590
#> Sigma[3,3] 0.630183848 0.119259879 0.479329441 0.805106765
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00284911 0.003296706 -0.0003251222 0.007984349
#> Sigma[4,2] 0.07530589 0.106697101 -0.0843443368 0.197765169
#> Sigma[4,3] 0.22946643 0.090693926 0.1307206453 0.368628446
#> Sigma[4,4] 0.34247463 0.046266916 0.2782773063 0.409027045
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001839987 0.02816320 0.96430786 1.03808250
#> lag1_var2 -0.005128931 0.01917697 -0.03476205 0.01576312
#> lag1_var3 -0.006000535 0.03370287 -0.05593947 0.02660382
#> lag1_var4 0.001333153 0.02436683 -0.02434200 0.03713067
#> const 0.293222123 0.11058776 0.12865321 0.43784493
#> exo1 -0.006372864 0.01724987 -0.02682150 0.01805681
#> exo2 -0.112786596 0.02501357 -0.14582999 -0.08014750
#> exo3 -0.009182631 0.03039792 -0.03658858 0.04098460
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8808884 1.2707156 -2.595236218 0.63619824
#> lag1_var2 1.5455042 0.7734665 0.549128174 2.60303318
#> lag1_var3 1.5948991 1.2818957 -0.036981783 3.46823337
#> lag1_var4 -1.2432896 0.9464860 -2.646777017 -0.07253496
#> const 7.3920541 9.9327266 -7.286549305 21.14550236
#> exo1 0.3116129 0.8478352 -1.036394834 1.21145250
#> exo2 1.3105309 1.3572214 -0.005517261 3.51801982
#> exo3 0.7132172 1.8747087 -1.866248798 3.53014418
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4524464 0.6975006 1.5407719 3.4569034
#> lag1_var2 -1.2727352 0.3506401 -1.7475838 -0.8169526
#> lag1_var3 -1.1810772 0.5581099 -1.9777299 -0.4012040
#> lag1_var4 1.3588882 0.4029378 0.7890683 1.9376953
#> const -8.0741587 6.3426189 -18.0147146 0.1445552
#> exo1 -0.1168573 0.5563274 -0.7885342 0.6367241
#> exo2 -2.1972589 0.5223040 -3.0327866 -1.6479530
#> exo3 -0.4502218 1.1720720 -2.0964542 1.3215267
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.40461044 0.4091443 1.8841049 2.9720446
#> lag1_var2 -1.05387386 0.2504281 -1.4770710 -0.8283277
#> lag1_var3 -1.32910833 0.5004764 -2.1811519 -0.7967915
#> lag1_var4 1.61097145 0.4003288 1.1947301 2.2939621
#> const -7.43425532 4.5660726 -12.8663729 -0.3602468
#> exo1 0.08378759 0.3936346 -0.4152557 0.5737837
#> exo2 -1.78898500 0.7208464 -2.7619828 -0.7911556
#> exo3 -0.06992133 0.4360570 -0.7280283 0.4496693
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003487216 6.30347e-05 0.0002623118 0.0004349359
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006755638 0.0009786676 -0.002200973 0.000690873
#> Sigma[2,2] 0.1640445608 0.0326609853 0.119743700 0.205641404
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002004402 0.0004026252 0.001355125 0.002514514
#> Sigma[3,2] -0.045255788 0.0260499041 -0.081808408 -0.011623772
#> Sigma[3,3] 0.095237577 0.0254556976 0.073738323 0.139927908
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001699206 0.0005990543 0.0009614822 0.002571185
#> Sigma[4,2] 0.067338554 0.0305699188 0.0384510121 0.120507437
#> Sigma[4,3] 0.074991114 0.0180222360 0.0533380394 0.101693139
#> Sigma[4,4] 0.133754679 0.0345342175 0.0890556040 0.182029821
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960796781 0.02653962 0.92970188 1.000971116
#> lag1_var2 0.020723685 0.03711495 -0.02907300 0.073334943
#> lag1_var3 0.039615455 0.05821989 -0.03962341 0.120766337
#> lag1_var4 -0.032643526 0.05152661 -0.10599172 0.036119060
#> const 0.536171359 0.19483562 0.21684096 0.759227881
#> exo1 -0.005522325 0.01805854 -0.02138318 0.027010943
#> exo2 -0.027619783 0.01614010 -0.05283993 -0.007713774
#> exo3 -0.018991131 0.03034746 -0.06359754 0.020353503
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01637369 0.4156134 -0.41949675 0.66075381
#> lag1_var2 0.38926383 0.6221714 -0.59667934 1.04006817
#> lag1_var3 -0.89232093 0.9967311 -2.49483638 0.09945623
#> lag1_var4 0.88678392 0.8793616 0.01380602 2.28478534
#> const 0.27495998 4.6423952 -6.71162138 5.77191799
#> exo1 -0.47503097 0.3075048 -0.93635936 -0.13004184
#> exo2 3.33320627 0.4218904 2.82527080 3.95687047
#> exo3 0.01950130 0.4003121 -0.46725124 0.61539309
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1170288 0.4569942 -0.5839260 0.6283085
#> lag1_var2 0.4310526 0.5385891 -0.3958528 0.9351135
#> lag1_var3 1.4455769 0.8775021 0.1139868 2.2901835
#> lag1_var4 -0.4813721 0.7590670 -1.2042015 0.6731709
#> const 2.6207306 3.6556663 -3.2865257 6.0076900
#> exo1 0.4036796 0.2194568 0.1382634 0.7340628
#> exo2 -1.4623427 0.2828847 -1.8088738 -1.0228150
#> exo3 -0.1902325 0.3559378 -0.6693111 0.3171468
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1469475 0.4894424 -0.8174315 0.5609931
#> lag1_var2 0.3232745 0.6296264 -0.5729607 1.1944854
#> lag1_var3 0.2729695 1.0204859 -1.1276586 1.7056084
#> lag1_var4 0.7193273 0.9029060 -0.5324416 2.0096708
#> const 1.2368828 5.0811806 -6.0495146 6.2862117
#> exo1 0.1266830 0.2887028 -0.2357941 0.5447100
#> exo2 0.5709860 0.3194769 0.3033062 1.0869905
#> exo3 -0.2500002 0.4982566 -0.7441055 0.5753182
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009393593 0.0002832455 0.0005593756 0.001335893
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001301547 0.002446301 -0.001580356 0.004575238
#> Sigma[2,2] 0.160384380 0.031657692 0.117144795 0.204645139
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005172656 0.004557421 -0.01205235 0.0003225667
#> Sigma[3,2] -0.148001132 0.054035225 -0.23160830 -0.0926501792
#> Sigma[3,3] 0.487636871 0.121979467 0.36509008 0.6686721514
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004200966 0.00341303 -0.00909279 -0.0004995159
#> Sigma[4,2] -0.022922561 0.04197493 -0.08886576 0.0205570898
#> Sigma[4,3] 0.376302532 0.09821029 0.25783898 0.5128962478
#> Sigma[4,4] 0.362711950 0.08181621 0.24995028 0.4680024139
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00945894 0.01531351 0.991235556 1.029141285
#> lag1_var2 0.01765174 0.08682337 -0.099236366 0.123393952
#> lag1_var3 0.01255198 0.11316834 -0.134336817 0.150230593
#> lag1_var4 -0.01674222 0.11421012 -0.156789108 0.132025279
#> const 0.14269778 0.43644504 -0.477731600 0.716035234
#> exo1 0.02847225 0.02554922 -0.008071689 0.062238222
#> exo2 -0.02467162 0.03858570 -0.069390953 0.037062189
#> exo3 -0.03783984 0.02619685 -0.069115132 0.001936243
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1459008 0.1449029 -0.36030548 0.03164383
#> lag1_var2 0.1240015 0.8962086 -1.08127346 1.41938177
#> lag1_var3 -0.6606702 1.0615671 -2.07639527 0.81185939
#> lag1_var4 0.7329020 1.0839669 -0.77715835 2.18446957
#> const -1.8698359 4.7850964 -7.49380214 5.03511275
#> exo1 -0.2831676 0.3131011 -0.68603515 0.12121809
#> exo2 0.3968885 0.6808406 -0.55492708 1.28490148
#> exo3 0.6634018 0.4836139 0.07278524 1.28790374
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02487774 0.3417791 -0.4408959 0.4199245
#> lag1_var2 0.75869880 2.1933461 -2.4382810 3.5829770
#> lag1_var3 1.64202657 2.9497619 -2.6661185 5.3186747
#> lag1_var4 -0.71651999 2.9560809 -4.4161882 3.5991179
#> const 5.83213865 8.6779590 -6.5695932 16.0929628
#> exo1 0.48805781 0.6180964 -0.3988878 1.1702940
#> exo2 -0.79643025 0.8542134 -2.0671779 0.2522475
#> exo3 -0.24375062 1.0339776 -1.7005162 1.0085369
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1193876 0.2927543 -0.4553290 0.2804690
#> lag1_var2 0.5581698 2.1910190 -2.8191500 3.1760890
#> lag1_var3 0.7428430 2.8944886 -3.7088420 4.1078291
#> lag1_var4 0.2461676 2.9010653 -3.1483823 4.7137469
#> const 3.3809066 7.1038538 -6.5035821 11.4884206
#> exo1 0.2647645 0.4208095 -0.3408961 0.7696640
#> exo2 -0.4927578 0.6283728 -1.3623423 0.3256741
#> exo3 0.2681904 0.7448444 -0.7441389 1.1763703
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001205089 0.0002524154 0.0009407465 0.001573898
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003948918 0.0007709496 -0.005146863 -0.00317129
#> Sigma[2,2] 0.095092518 0.0219148923 0.061110079 0.11871936
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003780653 0.0008998412 0.003114788 0.005216685
#> Sigma[3,2] -0.081557088 0.0179423712 -0.100539875 -0.054725552
#> Sigma[3,3] 0.080559323 0.0170974835 0.056401075 0.098585838
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001493502 0.0005635257 0.001008477 0.002432285
#> Sigma[4,2] -0.026518782 0.0068295001 -0.035308996 -0.017334673
#> Sigma[4,3] 0.033870000 0.0073151576 0.023121859 0.041964811
#> Sigma[4,4] 0.019091171 0.0048634807 0.012431940 0.025878353
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99967723 0.01270219 0.979210200 1.01384564
#> lag1_var2 0.01276234 0.09259254 -0.095681180 0.15427848
#> lag1_var3 0.07379721 0.16505260 -0.122973512 0.32713129
#> lag1_var4 -0.07856550 0.16862443 -0.335063102 0.12308446
#> const 0.45979036 0.49449883 -0.154046072 1.21071350
#> exo1 0.02439450 0.02692835 -0.009154673 0.05919813
#> exo2 -0.01143942 0.04369212 -0.077772951 0.03942916
#> exo3 0.02702390 0.04837818 -0.023005578 0.09504822
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14420155 0.1410285 -0.007931467 0.36880514
#> lag1_var2 -0.37181886 1.1346937 -2.269585987 0.67681303
#> lag1_var3 -1.91317188 2.0549139 -5.269063723 0.08025877
#> lag1_var4 1.95475747 2.0932546 -0.081785637 5.39301091
#> const -5.40983227 6.6671250 -16.781470490 1.18966645
#> exo1 -0.02390319 0.2774423 -0.449135625 0.28539836
#> exo2 0.65475202 0.3068179 0.206553176 1.06597953
#> exo3 0.23238747 0.4041144 -0.206005373 0.84248289
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2122497071 0.1480498 -0.4625276 -0.07490754
#> lag1_var2 1.6502639174 1.0948585 0.7863634 3.59477043
#> lag1_var3 3.5090163153 1.9800230 1.9826172 6.95665555
#> lag1_var4 -2.5839228151 2.0087183 -6.1002227 -1.03890545
#> const 9.4619634289 6.2251633 4.3174501 20.72245921
#> exo1 0.1092628390 0.2645636 -0.1468658 0.52937610
#> exo2 -0.8630182861 0.2805084 -1.1622878 -0.41710894
#> exo3 0.0007997298 0.3573928 -0.5403443 0.36345309
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1333049 0.07256846 -0.25646427 -0.06544314
#> lag1_var2 1.2039169 0.49023128 0.72803645 2.05561303
#> lag1_var3 1.9879790 0.88329984 1.18324166 3.50046847
#> lag1_var4 -1.0177550 0.89379540 -2.55071292 -0.20437918
#> const 5.1987332 2.70088906 2.87245210 9.91656071
#> exo1 0.1010547 0.12037470 -0.03475254 0.27347948
#> exo2 -0.5113851 0.14412145 -0.72960421 -0.32686989
#> exo3 0.1383231 0.13892947 -0.08786547 0.28980451
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006737822 0.0001406513 0.0005166868 0.0008910319
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0129182 0.003543183 -0.01761935 -0.008566912
#> Sigma[2,2] 0.4929082 0.137703895 0.33722717 0.701400591
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01019447 0.003126062 0.006226872 0.0144879
#> Sigma[3,2] -0.35040697 0.112872408 -0.514719625 -0.2338254
#> Sigma[3,3] 0.28523373 0.099665427 0.180670156 0.4318525
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002118477 0.001094069 0.0008701687 0.0037801364
#> Sigma[4,2] -0.037348742 0.035763755 -0.0898105455 0.0008550888
#> Sigma[4,3] 0.065870539 0.033546218 0.0331023302 0.1130596560
#> Sigma[4,4] 0.045876499 0.012636886 0.0313324057 0.0647928665
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994050347 0.03325861 0.94441618 1.03894765
#> lag1_var2 -0.018463095 0.04069371 -0.06274876 0.04255980
#> lag1_var3 -0.039930676 0.06373533 -0.10180465 0.05590491
#> lag1_var4 0.039741484 0.05647247 -0.04531335 0.09171760
#> const 0.143079308 0.29410984 -0.27801488 0.52306016
#> exo1 0.002269143 0.02426509 -0.03738174 0.02744828
#> exo2 -0.055657568 0.02165988 -0.08374105 -0.02725601
#> exo3 0.059411648 0.03176313 0.01822439 0.10389833
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3221290 0.8876058 -1.6117111 0.9643455
#> lag1_var2 1.5994395 1.4489320 -0.2343043 3.6093742
#> lag1_var3 1.4236080 2.3238619 -1.5749101 4.6175685
#> lag1_var4 -1.4075723 2.0738526 -4.2530245 1.2481596
#> const 7.9964466 6.1931299 -0.7035486 15.9862254
#> exo1 0.8152749 0.6437995 0.1656514 1.8708047
#> exo2 1.0670778 0.5873137 0.2502819 1.8322075
#> exo3 0.2173290 0.6704012 -0.6743025 1.0849409
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6957015 0.5438123 0.07551348 1.44273233
#> lag1_var2 -1.1150985 0.9738910 -2.57715053 -0.06947700
#> lag1_var3 -1.1387038 1.5413530 -3.42384209 0.46572242
#> lag1_var4 1.9955413 1.3793959 0.55568861 4.02915504
#> const -7.9848536 4.3920217 -13.71159796 -4.11420665
#> exo1 -0.4634586 0.4509445 -1.16984385 0.03671271
#> exo2 -1.5133594 0.4476402 -2.18562120 -0.98954140
#> exo3 -0.3345096 0.6090297 -1.19639413 0.39124824
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51824945 0.2446027 0.27859802 0.88952103
#> lag1_var2 -0.51270941 0.3191309 -0.97487116 -0.05781991
#> lag1_var3 -0.89377176 0.5477786 -1.67717040 -0.11699230
#> lag1_var4 1.78105256 0.4997803 1.06235352 2.48268046
#> const -4.83887518 3.0204167 -8.51487695 -0.16739290
#> exo1 0.05907301 0.1056232 -0.09802468 0.19575070
#> exo2 -0.87298423 0.1906947 -1.17948473 -0.67317781
#> exo3 -0.20928827 0.2799085 -0.59426348 0.11116944
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002833035 7.579903e-05 0.0002103429 0.0004117971
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005179001 0.002330199 -0.008791468 -0.002824202
#> Sigma[2,2] 0.443779717 0.106458372 0.349408268 0.622676592
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003632843 0.00238768 0.0007762113 0.007005367
#> Sigma[3,2] -0.375701571 0.11334402 -0.5725127981 -0.271597123
#> Sigma[3,3] 0.725697998 0.20578439 0.4782190624 1.041794252
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003569099 0.002101972 -0.002112522 0.00371181
#> Sigma[4,2] -0.1014098545 0.071660969 -0.221808151 -0.02625422
#> Sigma[4,3] 0.5102299733 0.168809733 0.319483150 0.75756773
#> Sigma[4,4] 0.4653260351 0.151499057 0.302270101 0.67306338
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004699256 0.01594285 0.978929270 1.02151495
#> lag1_var2 -0.026141800 0.02968628 -0.060831810 0.01866871
#> lag1_var3 -0.044902206 0.04593328 -0.097229183 0.02486597
#> lag1_var4 0.039485832 0.04231583 -0.024138690 0.08842217
#> const 0.222400813 0.20768044 -0.010952883 0.52056655
#> exo1 0.002951362 0.01103640 -0.009607111 0.01917841
#> exo2 -0.045676776 0.01167502 -0.062970965 -0.03224761
#> exo3 0.043328281 0.01503169 0.019801220 0.06250654
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0037951 0.8679132 -2.1087402 0.1584577
#> lag1_var2 2.6360102 1.7986381 0.2501027 5.0483856
#> lag1_var3 2.7798111 2.7692197 -0.9815267 6.6015262
#> lag1_var4 -2.4663325 2.5389925 -5.9721033 0.9861076
#> const 7.9338444 8.9675887 -4.0994083 21.0253889
#> exo1 -0.3254960 0.4476435 -0.9584853 0.1241662
#> exo2 0.3389171 0.5829526 -0.5756996 0.8832332
#> exo3 0.3773282 0.3833933 -0.1204561 0.9396298
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5302628 1.1758288 0.1981770 3.38384540
#> lag1_var2 -2.1099744 2.4047241 -5.8386918 0.68461325
#> lag1_var3 -2.0872621 3.8063059 -7.9719411 2.38064431
#> lag1_var4 2.6047146 3.5034699 -1.5486860 7.97933751
#> const -9.9064195 13.3502628 -28.0354254 7.46285097
#> exo1 0.8991451 0.6024240 0.0568297 1.61018680
#> exo2 -0.9536069 0.6788715 -1.7736406 0.05811527
#> exo3 -0.5844461 0.5723261 -1.4414534 0.12160641
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8949388 0.9339561 -0.14095217 2.45414471
#> lag1_var2 -0.7501375 1.7430973 -3.62173977 0.82241114
#> lag1_var3 -0.8106455 2.7614873 -5.35788246 1.69578372
#> lag1_var4 1.5490431 2.5401610 -0.74261351 5.69818812
#> const -6.2870877 11.2752183 -23.54438347 8.20647578
#> exo1 0.7253338 0.5445139 -0.07005935 1.30406506
#> exo2 -0.7572538 0.4420873 -1.35735661 -0.08582939
#> exo3 -0.3556567 0.4506745 -1.05079972 0.17941335
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001561257 3.85315e-05 9.679342e-05 0.0002028863
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001293359 0.001077328 -0.002728229 0.0001108746
#> Sigma[2,2] 0.237174111 0.056293120 0.181692793 0.3283359623
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003544197 0.002166414 0.0004986368 0.006365034
#> Sigma[3,2] -0.258596792 0.077101515 -0.3631095746 -0.152096457
#> Sigma[3,3] 0.564249633 0.137070131 0.3789032961 0.757566113
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002826744 0.001847349 0.0005304189 0.005053585
#> Sigma[4,2] -0.110409417 0.053201707 -0.1667284730 -0.031300163
#> Sigma[4,3] 0.414896958 0.116524681 0.2898488733 0.587549953
#> Sigma[4,4] 0.358821030 0.103324965 0.2525838605 0.520369748
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978784750 0.007582499 0.969908556 0.99080045
#> lag1_var2 0.029224713 0.022809057 -0.008553849 0.05531167
#> lag1_var3 0.031436642 0.037679025 -0.030695101 0.07416708
#> lag1_var4 -0.029732889 0.036399848 -0.070263092 0.03012537
#> const 0.437713253 0.152624838 0.187777978 0.55524351
#> exo1 -0.003623013 0.011419631 -0.018595248 0.01214892
#> exo2 -0.027345508 0.008603726 -0.039074107 -0.01671567
#> exo3 0.023245866 0.008924585 0.011506332 0.03453448
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48879735 0.3984383 -1.06881698 -0.01210666
#> lag1_var2 2.95063076 1.0451398 1.59220871 4.26787317
#> lag1_var3 3.72941883 1.7478460 1.38547200 5.80291940
#> lag1_var4 -3.69871852 1.6865324 -5.72469693 -1.44378335
#> const 12.79096061 7.5265918 3.77661494 24.78612690
#> exo1 -0.52487034 0.6468226 -1.44645521 0.37903613
#> exo2 0.45307334 0.2705346 0.07089658 0.83276736
#> exo3 0.06784949 0.5055620 -0.64907441 0.67909066
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1034312 0.4139971 -0.3894186 0.6523498
#> lag1_var2 -0.5013898 1.3221264 -2.0734171 1.3829148
#> lag1_var3 -0.4667211 2.2740155 -3.2929006 2.6943272
#> lag1_var4 1.4393366 2.2396090 -1.6944297 4.2617636
#> const -2.7153375 8.1964221 -16.2306673 5.4247222
#> exo1 1.4769913 0.8137842 0.3911763 2.5693518
#> exo2 -0.4220324 0.7216829 -1.5435360 0.4248487
#> exo3 1.9259070 0.7602872 0.8160780 2.9363771
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2157510 0.3488616 -0.5682169 0.3299377
#> lag1_var2 1.1108703 1.0221886 -0.1821785 2.4970639
#> lag1_var3 1.4801889 1.6863345 -0.7687152 3.7998252
#> lag1_var4 -0.4672407 1.6446606 -2.7736298 1.7719656
#> const 4.2903375 5.7970493 -4.1760005 10.7017925
#> exo1 1.1686159 0.5433611 0.4919392 1.9954433
#> exo2 -0.1377503 0.6443628 -1.0554792 0.6755672
#> exo3 2.0596626 0.5260935 1.3051224 2.7236327
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004087212 4.886986e-05 0.0003382102 0.0004822092
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004517806 0.0007236854 -0.001500064 0.0004387288
#> Sigma[2,2] 0.0225577540 0.0063756679 0.017319553 0.0333898482
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004859926 0.0006820591 -0.0004331489 0.001394736
#> Sigma[3,2] -0.0121523232 0.0056032954 -0.0219559797 -0.006212927
#> Sigma[3,3] 0.0198623471 0.0046091377 0.0152781172 0.026977044
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003269434 0.0005398003 -0.0004849765 0.0009361367
#> Sigma[4,2] -0.0033149838 0.0043148577 -0.0096055002 0.0027050782
#> Sigma[4,3] 0.0163965695 0.0033835651 0.0121128206 0.0213554291
#> Sigma[4,4] 0.0166458787 0.0032233581 0.0119263340 0.0203422945
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99208000 0.01334130 0.975369856 1.00756513
#> lag1_var2 0.01563834 0.03227282 -0.021650671 0.06065375
#> lag1_var3 0.03730677 0.06674307 -0.033599491 0.14164307
#> lag1_var4 -0.04203807 0.06604963 -0.147722515 0.02551628
#> const 0.41415087 0.20229871 0.201225108 0.72008427
#> exo1 0.02017511 0.01686728 -0.001558518 0.04415282
#> exo2 -0.06608076 0.02036523 -0.096369404 -0.03696595
#> exo3 0.00337423 0.02146395 -0.029085805 0.02457597
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18600831 0.1246931 0.06977369 0.3905725
#> lag1_var2 0.21619172 0.2622997 -0.19668734 0.5349969
#> lag1_var3 -0.26360902 0.4933119 -0.96740306 0.4075893
#> lag1_var4 0.36631133 0.4871287 -0.29955693 1.0601531
#> const -1.34063043 1.9267259 -4.19987080 0.6292169
#> exo1 -0.04934001 0.1245192 -0.23933010 0.1100484
#> exo2 2.30344461 0.2051899 2.01586619 2.6025545
#> exo3 0.82229148 0.1944281 0.55224983 1.1019378
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05627331 0.09580329 -0.18541847 0.07275916
#> lag1_var2 0.31058919 0.18315822 0.02555598 0.48237120
#> lag1_var3 0.93270130 0.33408646 0.37963380 1.25800815
#> lag1_var4 -0.03879038 0.32303304 -0.34130421 0.50372984
#> const 2.02581418 1.37089765 0.01167092 3.64490138
#> exo1 -0.01651871 0.13078248 -0.18554583 0.16100088
#> exo2 -1.29966160 0.14965279 -1.47032847 -1.06603242
#> exo3 -0.36605586 0.22164248 -0.72061004 -0.14635941
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01279662 0.0882966 -0.11276610 0.11458015
#> lag1_var2 0.19452872 0.1774819 -0.05163706 0.45489047
#> lag1_var3 0.29462745 0.2999224 -0.20107083 0.61138538
#> lag1_var4 0.67958957 0.2995481 0.36087799 1.17277060
#> const -0.06003186 1.5076048 -1.88461402 1.71607487
#> exo1 -0.04581540 0.1061213 -0.19755024 0.06598827
#> exo2 -0.42562277 0.1194061 -0.57164468 -0.25735714
#> exo3 -0.04401949 0.1933214 -0.34521512 0.13873307
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002042676 5.798929e-05 0.0001381843 0.0002930522
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005469717 0.001399732 -0.007077926 -0.003204494
#> Sigma[2,2] 0.401793041 0.117408955 0.271226438 0.583272341
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005355476 0.001506743 0.003565064 0.007572789
#> Sigma[3,2] -0.377034621 0.116527552 -0.563114550 -0.258477649
#> Sigma[3,3] 0.506871669 0.129404705 0.398411289 0.731097357
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001877479 0.0009682189 0.0004636151 0.003130403
#> Sigma[4,2] -0.116283346 0.0594149161 -0.2237035103 -0.069483897
#> Sigma[4,3] 0.270962327 0.0744795717 0.1890962424 0.384749613
#> Sigma[4,4] 0.205306143 0.0469798441 0.1502105793 0.275958206
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9899222201 0.01384973 0.971821620 1.011186206
#> lag1_var2 0.0012289873 0.02579310 -0.030351531 0.040985664
#> lag1_var3 -0.0001672442 0.03912061 -0.045464864 0.061133784
#> lag1_var4 -0.0005271994 0.03613859 -0.057497807 0.040535997
#> const 0.3274200608 0.18433727 0.103329608 0.618831060
#> exo1 -0.0243270197 0.01161890 -0.037928340 -0.006356382
#> exo2 -0.0387126166 0.01103821 -0.054348161 -0.023042093
#> exo3 0.0241438947 0.01216507 0.005859052 0.039272648
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55015574 0.6654690 -1.52637645 0.3990903
#> lag1_var2 1.51615200 0.7985479 0.26990648 2.3815477
#> lag1_var3 1.06021195 1.2321301 -0.81839844 2.3577966
#> lag1_var4 -0.94585579 1.0972176 -2.16419387 0.7000225
#> const 7.30932210 8.7043524 -7.38071748 16.9896100
#> exo1 0.01567111 0.4990318 -0.56292428 0.7494262
#> exo2 0.54739732 0.4720809 0.07763154 1.2739176
#> exo3 -0.41281112 0.4505054 -1.03747224 0.1932844
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9082925 0.8028177 -0.21927972 2.07596375
#> lag1_var2 -0.7729631 1.1024901 -1.97583846 0.88445813
#> lag1_var3 -0.1996468 1.7027916 -1.98611599 2.27933439
#> lag1_var4 0.9694704 1.5308330 -1.24286764 2.53802134
#> const -7.5220925 9.6094654 -18.16686445 8.13780022
#> exo1 -0.2309786 0.5528513 -0.99016422 0.50956484
#> exo2 -0.8336693 0.5920556 -1.74904737 -0.03100066
#> exo3 0.5047985 0.4368042 -0.02108345 1.12648030
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6088112 0.4273059 0.03020378 1.17347225
#> lag1_var2 -0.1924352 0.7975411 -1.26388292 0.85955700
#> lag1_var3 -0.1250392 1.2490332 -1.74323121 1.57243957
#> lag1_var4 0.9762927 1.1774539 -0.61723295 2.52068536
#> const -4.6511154 5.1352708 -10.06310459 2.61405851
#> exo1 -0.2301151 0.4015713 -0.79667907 0.32142512
#> exo2 -0.4871882 0.4379058 -1.08400456 0.07093133
#> exo3 0.2123536 0.3845468 -0.35072007 0.67804448
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006852551 0.0002118664 0.0003691429 0.0009580806
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007671208 0.001240539 -0.002216251 0.001211272
#> Sigma[2,2] 0.0446338755 0.009569761 0.034958604 0.058725935
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008508353 0.003715988 0.00377028 0.01420167
#> Sigma[3,2] -0.025632649 0.030777360 -0.06717939 0.01510787
#> Sigma[3,3] 0.517034961 0.174865945 0.34146943 0.77547394
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008584920 0.004598769 0.003146766 0.01531511
#> Sigma[4,2] 0.004784346 0.032009659 -0.035541186 0.04624798
#> Sigma[4,3] 0.526660038 0.197041673 0.337680638 0.81276981
#> Sigma[4,4] 0.558683650 0.224321230 0.355309223 0.88843025
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977498625 0.01641021 0.95757920 0.99989097
#> lag1_var2 0.003685029 0.04194444 -0.05595279 0.05946029
#> lag1_var3 -0.008512030 0.06475685 -0.09518230 0.07498487
#> lag1_var4 0.009655389 0.06214350 -0.07040809 0.09122291
#> const 0.486960772 0.26386352 0.15839214 0.88798690
#> exo1 0.032890449 0.02970836 -0.00581438 0.06989977
#> exo2 -0.065965537 0.02682321 -0.11193632 -0.04354929
#> exo3 0.004496574 0.02688555 -0.03148456 0.03507020
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01099798 0.1538662 -0.2346595 0.1591572
#> lag1_var2 1.10836330 0.3619646 0.5701779 1.5467330
#> lag1_var3 0.29666893 0.5215570 -0.4208652 1.0151562
#> lag1_var4 -0.31509975 0.4913939 -0.9955930 0.3534834
#> const 1.58039842 2.2418448 -1.3853910 4.7171030
#> exo1 -0.04133918 0.1656543 -0.2813885 0.1653294
#> exo2 1.10212532 0.2094623 0.7803767 1.3257528
#> exo3 -0.84280326 0.1253830 -1.0211338 -0.6912890
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.60448386 0.4454942 1.027948 2.129875
#> lag1_var2 -4.71516747 1.0972163 -5.966770 -3.277638
#> lag1_var3 -6.63508982 1.6219283 -8.385441 -4.355100
#> lag1_var4 7.32782335 1.5588910 5.113269 9.012191
#> const -19.88176580 6.8678584 -28.720995 -10.629162
#> exo1 -0.03344363 0.8861147 -1.044781 1.308797
#> exo2 -4.22188972 1.0155452 -5.646918 -2.845808
#> exo3 0.13293268 0.8460907 -1.145084 1.171439
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.67178500 0.4826610 1.076160 2.2484708
#> lag1_var2 -4.50541378 1.0976340 -5.836741 -3.2665657
#> lag1_var3 -7.26033849 1.6667846 -9.209721 -5.2887284
#> lag1_var4 7.94645717 1.6028157 6.010789 9.8218916
#> const -21.12259660 7.9122819 -32.068836 -10.9929218
#> exo1 -0.05171748 0.8937170 -1.111185 1.2275846
#> exo2 -3.57376882 1.1447478 -5.160303 -1.9926238
#> exo3 -0.42123107 0.8764832 -1.761329 0.6969812
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003652009 7.33917e-05 0.0002800245 0.0004855786
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001261929 0.001854634 -0.003686111 0.001226798
#> Sigma[2,2] 0.454112748 0.127510119 0.277135936 0.633437174
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006636929 0.001213407 -0.002408285 0.0008635039
#> Sigma[3,2] -0.1730630992 0.079395702 -0.288340636 -0.0707158241
#> Sigma[3,3] 0.1897680512 0.044989512 0.147265467 0.2620719095
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001369533 0.0009600592 -0.002880323 -0.0001538564
#> Sigma[4,2] 0.058789321 0.0413248517 -0.001800306 0.1137338785
#> Sigma[4,3] 0.103879418 0.0318464853 0.075323170 0.1612122292
#> Sigma[4,4] 0.136649197 0.0375282956 0.096530507 0.1983940148
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97451344 0.01260136 0.956174397 0.99060328
#> lag1_var2 0.01447516 0.04019244 -0.047471429 0.06249887
#> lag1_var3 0.02863185 0.07387513 -0.085727532 0.11766984
#> lag1_var4 -0.02213402 0.07572610 -0.115614612 0.09344602
#> const 0.37533619 0.25275976 0.017163725 0.72234895
#> exo1 -0.01541281 0.01281439 -0.031588234 0.00308914
#> exo2 -0.04044872 0.01849297 -0.063423310 -0.01264044
#> exo3 0.02601925 0.01702642 0.004227568 0.04601405
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0975605 0.3689479 0.4852050 1.4415230
#> lag1_var2 -0.9916557 1.4545824 -2.8865176 1.0942098
#> lag1_var3 -3.4456516 2.6530885 -6.9542248 0.3654566
#> lag1_var4 3.1813488 2.8338601 -0.8084512 6.9324157
#> const -14.8466851 5.0500564 -21.8596338 -7.7393401
#> exo1 -0.3727758 0.4298265 -1.0258271 0.1297273
#> exo2 1.7197979 0.5736203 0.9964537 2.5641268
#> exo3 1.0205367 0.8662765 -0.1555611 2.2032392
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1750146 0.4349800 -0.27638908 0.8340772
#> lag1_var2 0.6372647 0.7428843 -0.44455169 1.5606897
#> lag1_var3 1.9394237 1.3908381 -0.03146713 3.7072451
#> lag1_var4 -1.1770246 1.4529228 -3.00627069 1.0236838
#> const 7.2453057 3.6364252 3.22505015 13.0116347
#> exo1 0.1949595 0.4319401 -0.40920649 0.7013868
#> exo2 -0.9971713 0.3465276 -1.54502494 -0.5910793
#> exo3 0.2048467 0.3762079 -0.23890944 0.7637551
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.746278453 0.3325478 0.3427732 1.2558350
#> lag1_var2 -0.052288482 0.5943810 -0.8027887 0.7202564
#> lag1_var3 -0.180526664 1.0889958 -1.6151175 1.2364734
#> lag1_var4 0.819149503 1.0413716 -0.5849216 2.1478629
#> const -1.179645430 3.9299529 -6.9505673 3.7902117
#> exo1 0.006884113 0.5665063 -0.9362203 0.6269883
#> exo2 -0.111229877 0.3557401 -0.6397159 0.2984357
#> exo3 0.779757207 0.3589852 0.2642391 1.2428145
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007657438 0.000225564 0.0005957354 0.001165631
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009700387 0.005266575 -0.01883316 -0.004078327
#> Sigma[2,2] 0.330534429 0.110107406 0.22005573 0.516087580
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001045807 0.003845506 -0.00446648 0.005489434
#> Sigma[3,2] -0.139257917 0.078328976 -0.25931683 -0.041218070
#> Sigma[3,3] 0.420126458 0.128067703 0.24902357 0.557954472
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005234307 0.004656263 -0.01269164 0.0001195779
#> Sigma[4,2] 0.069985918 0.101841758 -0.04392078 0.2186636322
#> Sigma[4,3] 0.354832745 0.101439224 0.21390836 0.4829357010
#> Sigma[4,4] 0.423594565 0.095297892 0.31152107 0.5752910549
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02559936 0.01126736 1.007401863 1.03765870
#> lag1_var2 -0.04104822 0.02604849 -0.080994327 -0.01109712
#> lag1_var3 -0.07062744 0.04306567 -0.133768890 -0.01609504
#> lag1_var4 0.06162437 0.04174881 0.010930407 0.12307567
#> const -0.02110654 0.18210271 -0.250559360 0.20550789
#> exo1 0.04291218 0.02332424 0.021296249 0.07737999
#> exo2 -0.23440839 0.03459306 -0.285084192 -0.19041918
#> exo3 0.05779642 0.03743842 0.004499588 0.10419681
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6710607 0.2555733 -1.00933830 -0.33261254
#> lag1_var2 1.4177535 0.5451590 0.75770114 2.29026758
#> lag1_var3 1.2699017 0.9430535 0.07434978 2.77377363
#> lag1_var4 -1.0770690 0.8710104 -2.45192671 0.04952559
#> const 6.3203492 3.9870627 1.44259215 12.43341387
#> exo1 -0.3260337 0.4795911 -1.02616084 0.33239269
#> exo2 7.6375973 0.6472537 6.73825682 8.52040430
#> exo3 -0.2556022 0.8948176 -1.57623074 0.93127194
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0749443 0.4214755 0.4055598 1.5986813
#> lag1_var2 0.1225870 0.9006331 -0.8118408 1.4954557
#> lag1_var3 0.9638005 1.4898584 -0.5402432 3.2325535
#> lag1_var4 -0.4151880 1.3339003 -2.4166891 0.9082574
#> const 1.6433515 3.3171224 -3.1312737 6.2722250
#> exo1 0.9065197 0.4201875 0.4375447 1.5271514
#> exo2 -8.4274882 0.8157313 -9.4790334 -7.3184256
#> exo3 0.3395202 0.9859174 -0.9583174 1.4654070
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6939414 0.3539418 0.14142512 1.079266
#> lag1_var2 0.6867803 0.8770713 -0.37803680 1.941732
#> lag1_var3 1.2452616 1.4282181 -0.52281682 3.190143
#> lag1_var4 -0.5687835 1.2929474 -2.36237993 1.031895
#> const 4.2300751 4.0557409 -2.29179242 8.104377
#> exo1 0.7487731 0.4888696 0.07724736 1.412922
#> exo2 -4.0012677 0.6858498 -4.91618077 -3.147339
#> exo3 0.2161738 1.1920723 -1.22240821 1.675592
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008646585 0.0002692569 0.0005986675 0.001251579
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00396448 0.0009835723 -0.005290198 -0.002561358
#> Sigma[2,2] 0.12829167 0.0367662011 0.087947233 0.189678294
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01263597 0.006477977 0.00655394 0.02290367
#> Sigma[3,2] -0.14394547 0.072241489 -0.22902921 -0.03897555
#> Sigma[3,3] 1.23317111 0.313453783 0.89203307 1.71473476
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01039915 0.007081673 0.003418999 0.02140107
#> Sigma[4,2] -0.05303925 0.091830739 -0.153433470 0.08711698
#> Sigma[4,3] 1.18196194 0.291244705 0.860654009 1.62224361
#> Sigma[4,4] 1.19791665 0.272727844 0.901241440 1.61476580
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96640677 0.01462635 0.94417827 0.98157948
#> lag1_var2 0.05408008 0.04158380 0.01622498 0.12909757
#> lag1_var3 0.07403954 0.05232858 0.02188842 0.16507397
#> lag1_var4 -0.06927683 0.04956155 -0.15443105 -0.01840082
#> const 0.55053892 0.20752667 0.31450094 0.88621396
#> exo1 0.03494397 0.01765772 0.01116815 0.06056944
#> exo2 -0.15225919 0.03486392 -0.20218106 -0.11263892
#> exo3 0.09572215 0.02867522 0.05787310 0.12923335
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06500211 0.2213883 -0.2104415 0.3989322
#> lag1_var2 0.88522452 0.5239226 0.2166888 1.6328891
#> lag1_var3 0.56924940 0.7483868 -0.3458347 1.6620893
#> lag1_var4 -0.59142009 0.7100157 -1.6289905 0.2648287
#> const 2.08641027 3.2666290 -2.9463578 6.0904809
#> exo1 0.32198642 0.4007198 -0.1550638 0.8770780
#> exo2 3.59002477 0.3561519 3.2063908 4.1354932
#> exo3 -0.80894001 0.4639575 -1.3827302 -0.1433720
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4856618 0.6388241 -0.2799527 1.374223
#> lag1_var2 -0.5193396 1.9051261 -2.9708870 2.321944
#> lag1_var3 -1.2979341 2.4675901 -4.4901356 2.108394
#> lag1_var4 2.2075543 2.3259629 -0.9774363 5.204471
#> const -9.9895507 8.6484122 -19.3642878 4.368221
#> exo1 -0.3908998 1.0252458 -1.8456420 1.011776
#> exo2 -10.7731890 0.5430344 -11.5578720 -10.092993
#> exo3 0.2849291 1.6950516 -1.8165084 2.517386
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5593774 0.7316624 -0.2703868 1.5379614
#> lag1_var2 -0.2821776 1.9822547 -2.8548404 2.6341304
#> lag1_var3 -1.5069487 2.4564419 -4.9101238 1.8271723
#> lag1_var4 2.4163132 2.3001051 -0.6803567 5.6207377
#> const -10.4820675 9.8099248 -21.5867653 5.5972079
#> exo1 -0.1626498 0.9070836 -1.6370639 0.9762789
#> exo2 -8.5887517 0.5341812 -9.4501707 -8.0644277
#> exo3 -0.2795538 1.7003361 -2.4041037 1.8879993
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003806657 7.780265e-05 0.0003146507 0.0005129398
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001874624 0.0006812991 -0.0029381 -0.001063695
#> Sigma[2,2] 0.048357588 0.0129750831 0.0326490 0.068130829
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000901611 0.002100841 -0.004536899 0.001062201
#> Sigma[3,2] 0.011269449 0.019216091 -0.015043071 0.036901267
#> Sigma[3,3] 0.259528016 0.097517468 0.161427781 0.426617624
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002107795 0.002293058 -0.006067522 8.710484e-05
#> Sigma[4,2] 0.041788717 0.021352330 0.013767720 7.021815e-02
#> Sigma[4,3] 0.274424856 0.109588957 0.163745656 4.595314e-01
#> Sigma[4,4] 0.308866419 0.122587612 0.180034096 5.103695e-01
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0242222771 0.01047433 1.01206940 1.04013951
#> lag1_var2 -0.1025339588 0.03427984 -0.15476091 -0.05876961
#> lag1_var3 -0.1701182313 0.06627225 -0.28013342 -0.09506613
#> lag1_var4 0.1644191222 0.06560839 0.08881048 0.27256922
#> const -0.2390003061 0.23964406 -0.58809466 0.04362502
#> exo1 0.0003577221 0.01612132 -0.02451102 0.01962246
#> exo2 -0.1683341937 0.02161166 -0.20128258 -0.14027269
#> exo3 -0.0106451658 0.02612123 -0.04982397 0.01409819
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3568522 0.1089210 -0.5130740 -0.23463507
#> lag1_var2 1.3490658 0.3898870 0.8307574 1.91990188
#> lag1_var3 0.9908261 0.5950731 0.1146386 1.75591901
#> lag1_var4 -0.9031923 0.5859761 -1.6643369 -0.04061136
#> const 4.7102087 2.3061195 2.0836542 7.74086863
#> exo1 0.2492209 0.2784506 -0.1297122 0.64626497
#> exo2 0.4738174 0.1725174 0.2728204 0.75872230
#> exo3 1.1620678 0.2960029 0.8234601 1.64748585
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3233456 0.2261606 0.01179715 0.59583726
#> lag1_var2 3.2549299 1.3495303 1.47786205 5.17835385
#> lag1_var3 4.6606796 2.0518695 1.78325609 7.40709420
#> lag1_var4 -4.1080387 2.0847721 -6.96232706 -1.22279644
#> const 15.4931179 6.4095374 8.00871060 25.37481118
#> exo1 -0.3255321 0.4309724 -1.08164273 0.05413177
#> exo2 -4.5780349 0.4310308 -5.24951156 -4.16467197
#> exo3 -1.3098255 0.6477578 -2.13771795 -0.32772098
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1113981 0.2209434 -0.1982074 0.3661471
#> lag1_var2 3.9489422 1.5477487 1.9679294 6.1224364
#> lag1_var3 5.0056062 2.2718445 1.9959259 8.0834962
#> lag1_var4 -4.3939976 2.3126391 -7.5846533 -1.3688712
#> const 17.7848607 6.6396696 9.2980467 28.3343029
#> exo1 -0.1807295 0.4119348 -0.8682825 0.2245797
#> exo2 -4.3997224 0.4720860 -5.1148652 -3.8465423
#> exo3 -0.6514116 0.6210615 -1.3656530 0.3641754
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00183885 0.0005315336 0.001124846 0.002607402
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003149201 0.001449830 -0.005396278 -0.001878478
#> Sigma[2,2] 0.018623203 0.007002497 0.013260828 0.029988094
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006566502 0.008653391 -0.01863751 0.004942135
#> Sigma[3,2] 0.072842934 0.034385535 0.04501122 0.126832192
#> Sigma[3,3] 0.832228288 0.180581167 0.62192177 1.098632351
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008726436 0.009440322 -0.02222973 0.003204215
#> Sigma[4,2] 0.085611085 0.039423062 0.05444776 0.148211883
#> Sigma[4,3] 0.895714297 0.201584368 0.67068467 1.199672403
#> Sigma[4,4] 0.968572811 0.226479823 0.72671224 1.315068159
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92956443 0.03230473 0.88215144 0.967885597
#> lag1_var2 0.17343642 0.11781540 0.01801500 0.333355687
#> lag1_var3 0.28986500 0.17587003 0.07432724 0.537519865
#> lag1_var4 -0.28477811 0.17219343 -0.52776423 -0.073760472
#> const 1.38480388 0.54185113 0.76209617 2.193365398
#> exo1 -0.04476126 0.02079189 -0.06216217 -0.007679313
#> exo2 -0.07567801 0.02783871 -0.10982366 -0.034784090
#> exo3 -0.05644428 0.04204521 -0.11468214 0.003849153
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20626317 0.12925610 0.04547446 0.398488559
#> lag1_var2 0.09671782 0.46100014 -0.58053002 0.669660328
#> lag1_var3 -0.84298393 0.75758719 -1.99680931 0.092741866
#> lag1_var4 0.82788540 0.74012917 -0.08638101 1.954311619
#> const -2.90650759 2.05352026 -5.87587439 -0.440784586
#> exo1 -0.10552229 0.08161948 -0.21332374 -0.005568811
#> exo2 0.29356401 0.17517267 0.05376297 0.543784036
#> exo3 0.23456859 0.10656166 0.09922202 0.388880730
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6767806 0.6228438 -0.21959488 1.4544061
#> lag1_var2 -0.6019121 2.3693533 -3.28966861 2.1346732
#> lag1_var3 -1.9573971 3.6987939 -6.25123827 2.3750951
#> lag1_var4 2.8738430 3.6192272 -1.36494917 7.0630310
#> const -14.6952261 10.0786686 -26.39145228 0.7411478
#> exo1 -1.0136024 0.8249891 -2.41526532 -0.2185773
#> exo2 0.1979768 1.1656821 -1.38125543 1.6795787
#> exo3 0.7762658 0.6786796 0.05870198 1.9161616
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8324753 0.7025712 -0.19338936 1.6707244
#> lag1_var2 -0.8218397 2.6433115 -3.67097340 2.3323261
#> lag1_var3 -2.9722745 4.1591692 -7.76464184 2.0513672
#> lag1_var4 3.8928345 4.0688356 -1.02154328 8.5684103
#> const -18.0658728 11.3112103 -30.77600980 -0.5093053
#> exo1 -1.0935727 0.8782342 -2.58444323 -0.2612973
#> exo2 0.3514683 1.2917584 -1.38174954 2.0180801
#> exo3 0.9099321 0.7148494 0.08531083 2.0826777
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003021878 5.163124e-05 0.0002389738 0.0003863064
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01534049 0.005384936 -0.02330553 -0.009023365
#> Sigma[2,2] 2.40387483 0.511139705 1.66428329 3.127893384
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007993781 0.002725791 0.004181711 0.01173105
#> Sigma[3,2] -1.195018807 0.203807507 -1.472300402 -0.89527018
#> Sigma[3,3] 0.720831147 0.114195768 0.563895020 0.88094590
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000801038 0.001733661 -0.003146597 0.001443818
#> Sigma[4,2] 0.172873671 0.151792842 0.004784006 0.392919257
#> Sigma[4,3] 0.060309500 0.073816394 -0.034675818 0.166740433
#> Sigma[4,4] 0.182808962 0.064597388 0.138655512 0.302753144
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974315708 0.01651765 0.953592129 0.995555883
#> lag1_var2 0.026686882 0.02626799 0.002165971 0.062868375
#> lag1_var3 0.048960162 0.04753567 0.003560093 0.114332435
#> lag1_var4 -0.045003962 0.04208670 -0.102995286 -0.003719467
#> const 0.509051296 0.21450451 0.149632645 0.747273363
#> exo1 -0.003407036 0.01459991 -0.025510386 0.016016645
#> exo2 -0.056928586 0.01240133 -0.073449567 -0.038667101
#> exo3 0.016879042 0.01377643 -0.001350755 0.032549970
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32897282 1.607013 -1.70653507 2.9250244
#> lag1_var2 0.05943936 3.093839 -4.75132988 4.0600175
#> lag1_var3 -1.69698078 5.648962 -10.43985941 5.6491831
#> lag1_var4 1.66029649 5.070585 -4.91404584 9.4794203
#> const -7.25312527 11.514539 -25.38786345 5.1373863
#> exo1 -1.48816247 1.038531 -2.95953975 -0.1648487
#> exo2 0.74496331 1.144533 -0.77171942 2.2894038
#> exo3 1.64100914 1.355987 -0.05139605 3.3349270
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06303724 0.9555013 -1.2570457 1.30247090
#> lag1_var2 0.29678256 1.7208055 -2.0293430 2.82610415
#> lag1_var3 1.59834187 3.1366060 -2.6513750 6.20139828
#> lag1_var4 -0.70753430 2.8037055 -4.8314294 3.08621089
#> const 5.09589340 7.6056984 -3.4788854 14.84560522
#> exo1 0.84972195 0.5648661 0.2125899 1.53746867
#> exo2 -0.84123371 0.7199195 -1.8961663 0.03404068
#> exo3 -0.03506980 0.9532088 -1.1925239 1.38331097
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.223996175 0.5330343 -0.6479570 0.82386046
#> lag1_var2 -0.005561281 0.8350263 -0.8963089 1.35274737
#> lag1_var3 0.056215121 1.5101422 -1.5812312 2.49765384
#> lag1_var4 0.849440361 1.3472080 -1.3344142 2.33212451
#> const -0.298920788 5.5160785 -6.4341609 8.47960494
#> exo1 0.076197858 0.4561430 -0.4019033 0.81470540
#> exo2 -0.468283707 0.3136219 -0.8687448 -0.03817253
#> exo3 0.920246927 0.4650452 0.4693705 1.65451540
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006787357 0.0001735642 0.0004708056 0.0009149895
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008338975 0.004215009 -0.0158310 -0.003982359
#> Sigma[2,2] 1.034262368 0.185790050 0.8632845 1.355649881
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009621995 0.004888721 0.003583665 0.01720712
#> Sigma[3,2] -0.595731852 0.159721458 -0.780502957 -0.37518874
#> Sigma[3,3] 0.723983893 0.211435602 0.394372475 0.96187435
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006899461 0.004138577 0.000744321 0.011802878
#> Sigma[4,2] -0.165444462 0.150805460 -0.369060049 0.007897644
#> Sigma[4,3] 0.544132794 0.175788059 0.268135324 0.760641753
#> Sigma[4,4] 0.556647655 0.145739867 0.321659894 0.727354834
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98555745 0.01804430 0.964509300 1.012497443
#> lag1_var2 -0.01292212 0.02425288 -0.048859981 0.009670284
#> lag1_var3 -0.03387232 0.05660081 -0.118288939 0.019489326
#> lag1_var4 0.03574563 0.05005831 -0.011054282 0.110807753
#> const 0.27028895 0.20816102 0.004338957 0.568593888
#> exo1 -0.02761521 0.03057031 -0.067681545 0.009593327
#> exo2 -0.02523422 0.03274828 -0.066226445 0.020236968
#> exo3 0.01341246 0.02034403 -0.015328205 0.036452207
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0263054 1.3564431 -2.8174416 0.9901241
#> lag1_var2 2.2686766 1.5498271 -0.1249635 4.2497304
#> lag1_var3 3.1556567 3.6798897 -2.5677147 7.8318275
#> lag1_var4 -2.7214028 3.2388581 -6.8412625 2.3239302
#> const 7.9632113 17.0770072 -15.0237323 30.7186845
#> exo1 0.2991589 1.2164955 -1.5207198 1.6606889
#> exo2 0.9130126 0.9866431 -0.5134872 2.2924089
#> exo3 -0.6276986 0.7966409 -1.6496598 0.4251087
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68645485 1.3815357 -1.4173631 2.0241996
#> lag1_var2 -1.03761870 1.5820068 -2.5829849 1.4163959
#> lag1_var3 -1.42828209 3.7188426 -5.0643754 4.2487924
#> lag1_var4 2.09902910 3.2860284 -2.9276563 5.2912535
#> const -3.18478626 17.0558175 -18.7547234 22.4723954
#> exo1 -0.93497437 0.8333132 -2.0769547 0.1829652
#> exo2 -0.79476757 0.9910469 -2.0184033 0.6498286
#> exo3 0.05580717 0.4488685 -0.3963246 0.7663344
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2455455 1.1267484 -1.3994111 1.48666518
#> lag1_var2 -0.3589309 1.3656739 -1.8853594 1.78351396
#> lag1_var3 -0.7507048 3.2164422 -4.4017109 4.21521714
#> lag1_var4 1.6431129 2.8438740 -2.7402986 4.86850415
#> const -1.2227033 13.3656495 -15.4451234 19.80116906
#> exo1 -0.9071079 0.6751552 -1.6392781 0.06864267
#> exo2 -0.4523237 0.7931343 -1.2272345 0.87702023
#> exo3 -0.1968095 0.4285303 -0.8966685 0.18251987
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005710474 0.0002018506 0.0003491427 0.0008953786
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006320984 0.0003917381 0.0002989141 0.001307986
#> Sigma[2,2] 0.0051669855 0.0009231105 0.0037926007 0.006257024
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003399221 0.001393486 -0.005508736 -0.001830212
#> Sigma[3,2] -0.006528675 0.002158721 -0.010239565 -0.003983737
#> Sigma[3,3] 0.054985731 0.015737671 0.037075338 0.080275981
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003003290 0.001241517 -0.004768437 -1.589539e-03
#> Sigma[4,2] -0.002980495 0.002226094 -0.006342128 -9.953170e-06
#> Sigma[4,3] 0.051742338 0.015072844 0.033766557 7.513407e-02
#> Sigma[4,4] 0.051003779 0.014573979 0.033115502 7.272897e-02
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95820038 0.02435627 0.922349086 0.99116591
#> lag1_var2 -0.02426060 0.06511436 -0.094567195 0.06486822
#> lag1_var3 -0.09885295 0.09422406 -0.210698673 0.02475056
#> lag1_var4 0.11038668 0.09273381 -0.010280837 0.21942756
#> const -0.02130898 0.36673699 -0.467359975 0.54224776
#> exo1 0.01729939 0.01304076 0.001079524 0.03555222
#> exo2 -0.04025630 0.01902074 -0.067572131 -0.01705775
#> exo3 0.01833100 0.03749766 -0.022035035 0.07687994
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19076420 0.04648876 -0.25688716 -0.136086670
#> lag1_var2 0.55821991 0.23716496 0.22872143 0.866853042
#> lag1_var3 -0.09298097 0.29458247 -0.54795141 0.220146488
#> lag1_var4 0.17116128 0.30187605 -0.15887298 0.630294929
#> const -0.23087352 0.78590936 -1.55468969 0.660325522
#> exo1 -0.06788867 0.05827285 -0.14188689 0.005720637
#> exo2 0.12182716 0.10331184 -0.01256361 0.252377339
#> exo3 0.27812251 0.04823926 0.19405063 0.322947137
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54476662 0.1769610 0.33515893 0.8007496
#> lag1_var2 0.50525227 0.6273178 -0.40640179 1.3223788
#> lag1_var3 1.42219581 0.9126523 0.04920164 2.5865732
#> lag1_var4 -0.66390580 0.9176995 -1.85510832 0.6980960
#> const 4.67754122 3.7140304 -0.76079010 8.8712412
#> exo1 -0.02028332 0.1671230 -0.26471466 0.2030009
#> exo2 -1.47860110 0.2783061 -1.82785146 -1.1013946
#> exo3 -0.18762149 0.3272466 -0.70531149 0.1925123
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41576500 0.1924910 0.2037111 0.6956400
#> lag1_var2 0.60606291 0.6317488 -0.3109844 1.4097052
#> lag1_var3 0.93854015 0.9515102 -0.5267302 2.0927313
#> lag1_var4 -0.11095301 0.9526301 -1.2872770 1.3377520
#> const 3.39355644 3.8489863 -2.3616198 7.8464366
#> exo1 -0.07177209 0.1526345 -0.2897526 0.1215488
#> exo2 -1.43264135 0.2625068 -1.7759680 -1.1098583
#> exo3 0.01661344 0.3287097 -0.4867792 0.4101824
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003839375 0.0001251047 0.000233171 0.0005758204
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01020863 0.003365668 -0.0140783 -0.004928554
#> Sigma[2,2] 0.85389970 0.149665525 0.6468531 1.045533457
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009769039 0.004026033 0.004404149 0.0147035
#> Sigma[3,2] -0.731846252 0.171283315 -0.949133090 -0.4854898
#> Sigma[3,3] 0.885975675 0.186579763 0.623899866 1.1491989
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00392739 0.002386265 0.0007186889 0.006815307
#> Sigma[4,2] -0.23455498 0.107670987 -0.3754076854 -0.069667363
#> Sigma[4,3] 0.47751734 0.103589917 0.3230523734 0.621278438
#> Sigma[4,4] 0.36032491 0.060915715 0.2654875289 0.432159668
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001371613 0.01648211 0.977800249 1.02302875
#> lag1_var2 0.032154909 0.03339671 0.004606706 0.08965483
#> lag1_var3 0.057137419 0.05581192 0.013658376 0.15377099
#> lag1_var4 -0.063482649 0.05082227 -0.151443157 -0.02517196
#> const 0.377920130 0.16116388 0.121641996 0.57982344
#> exo1 0.003459681 0.01229498 -0.014047618 0.01706029
#> exo2 -0.109982728 0.01555625 -0.128992941 -0.08934711
#> exo3 0.008256146 0.01901739 -0.013565519 0.03724271
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2672563 0.5497227 -0.44510921 0.9801214
#> lag1_var2 -2.4444423 1.1083328 -3.62536652 -0.5576178
#> lag1_var3 -5.6311841 1.8452822 -7.57851215 -2.5113754
#> lag1_var4 5.7413898 1.7174279 2.79726811 7.4786750
#> const -12.9270105 10.9590129 -26.85676738 1.7159842
#> exo1 -1.2593024 0.6441816 -2.11075475 -0.3442371
#> exo2 0.3057719 0.6561243 -0.50631631 1.2228920
#> exo3 0.8015648 0.5803851 -0.03839738 1.6361607
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0722235 0.6604161 0.1234333 1.8801067
#> lag1_var2 0.7687500 1.5468282 -1.3863246 2.8433893
#> lag1_var3 2.3263421 2.5958085 -1.3518012 5.7666890
#> lag1_var4 -1.7492355 2.4023149 -4.8658523 1.7812747
#> const -2.3000004 10.0657899 -17.9835271 9.3854411
#> exo1 0.8061826 0.6286767 -0.1894949 1.5107337
#> exo2 -1.8985030 0.7305685 -2.7203097 -0.8935066
#> exo3 -1.4569828 0.6975734 -2.3991825 -0.5456491
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.31648722 0.5677589 0.65274971 2.1009368
#> lag1_var2 -1.14137403 1.2915747 -2.96041952 0.5032593
#> lag1_var3 -1.77975336 2.1592992 -4.82308494 0.9815792
#> lag1_var4 2.42873302 2.0044369 -0.08821526 5.3000899
#> const -12.52561923 6.4153828 -22.59408362 -5.9377982
#> exo1 0.04733601 0.3592284 -0.44672679 0.5474187
#> exo2 -1.84232050 0.5050933 -2.45750617 -1.1698184
#> exo3 -1.04220093 0.5231368 -1.80884174 -0.2928084
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008104305 0.0002288079 0.0005646023 0.001195928
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01210502 0.006336576 -0.02091569 -0.003585851
#> Sigma[2,2] 1.29392002 0.403966508 0.77346216 1.923641562
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001683916 0.009646548 -0.01436338 0.01149366
#> Sigma[3,2] -0.8752615704 0.255831942 -1.17364186 -0.51303964
#> Sigma[3,3] 1.8176319363 0.484479066 1.29353410 2.60190012
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008972752 0.01004051 -0.02333758 0.003876639
#> Sigma[4,2] 0.026236945 0.20874694 -0.16593236 0.366663418
#> Sigma[4,3] 1.279638346 0.50294436 0.75923238 2.074907632
#> Sigma[4,4] 1.374199643 0.52693143 0.75255309 2.142184385
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00121167 0.01053643 0.989407422 1.01714997
#> lag1_var2 -0.01695895 0.05299220 -0.087553882 0.06019162
#> lag1_var3 -0.02026962 0.07415933 -0.117003316 0.08428399
#> lag1_var4 0.01697594 0.07475691 -0.087059358 0.11700849
#> const 0.24547427 0.27027525 -0.088483906 0.55290751
#> exo1 0.02603915 0.03323362 -0.014351898 0.06986022
#> exo2 -0.02325541 0.03028025 -0.061717469 0.01631378
#> exo3 0.03454210 0.01895021 0.008878383 0.05976957
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2563366 0.4135072 -0.2661422 0.8382056
#> lag1_var2 -0.5085380 1.5112489 -2.4641505 1.1927486
#> lag1_var3 -1.1767751 2.1628972 -3.8245957 1.2167617
#> lag1_var4 1.2152992 2.1839884 -1.3534195 3.9709206
#> const -5.1302815 8.8587561 -17.7855073 6.4104667
#> exo1 -0.6434381 1.2471481 -2.0530488 1.3013646
#> exo2 1.4691479 1.4795523 -0.1501525 3.4415033
#> exo3 0.6376961 1.1497225 -1.3152919 1.8447160
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1542457 0.6937348 0.1894634 1.81872337
#> lag1_var2 2.4604251 1.9120127 -0.4516733 4.55089157
#> lag1_var3 3.7058872 2.7531189 -0.5167920 6.84227669
#> lag1_var4 -3.3233059 2.7282992 -6.3173850 0.97627098
#> const 12.1730518 11.1520010 -3.5799363 27.53124592
#> exo1 0.6492946 0.7615189 -0.5962442 1.50401201
#> exo2 -1.8771520 1.4315380 -3.8999207 0.02327627
#> exo3 0.2648742 1.6091347 -1.8045655 2.59478728
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4057213 0.6122477 0.4943871 2.1870878
#> lag1_var2 1.8058473 1.7226411 -0.8902678 3.8563884
#> lag1_var3 2.4478993 2.3576892 -1.2685143 5.0381818
#> lag1_var4 -2.0474844 2.3748982 -4.7463606 1.6880310
#> const 7.4490767 11.6606116 -7.2305248 23.0052765
#> exo1 0.2198368 0.7946829 -0.8852161 1.4047060
#> exo2 -0.9153479 1.1519292 -1.9729583 0.8409439
#> exo3 0.7891988 1.0634077 -0.5122329 2.2888152
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003589823 0.0009577818 0.0023638 0.005085761
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09302088 0.03588931 -0.1560458 -0.05591673
#> Sigma[2,2] 7.70689154 2.23996723 5.7496209 11.23955878
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0472038 0.01792967 0.03185852 0.07799318
#> Sigma[3,2] -4.4589090 1.25201773 -6.57195890 -3.24259480
#> Sigma[3,3] 2.8533411 0.71581659 2.11885565 4.07258369
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01403383 0.007753076 0.004467767 0.02560352
#> Sigma[4,2] -1.75473498 0.522882615 -2.631185062 -1.21763245
#> Sigma[4,3] 1.36600847 0.295417883 1.053643924 1.84287145
#> Sigma[4,4] 0.85507802 0.131959023 0.708976536 1.06908018
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92141419 0.03875499 0.86868531 0.97540922
#> lag1_var2 0.05671865 0.03158049 0.01985668 0.11007954
#> lag1_var3 0.12549671 0.07494352 0.03652228 0.25266339
#> lag1_var4 -0.09485232 0.05305242 -0.18612875 -0.03309678
#> const 0.48749333 0.31084331 0.10511344 0.91938123
#> exo1 0.04471169 0.04967745 -0.01613752 0.11487459
#> exo2 -0.11372549 0.03827009 -0.17733266 -0.07926439
#> exo3 0.01026615 0.04041902 -0.03031246 0.07114111
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5950679 2.649789 -2.6069829 4.7761739
#> lag1_var2 -0.6637269 1.140933 -1.8557194 1.3148050
#> lag1_var3 -3.6310971 2.512705 -6.3586623 0.6924864
#> lag1_var4 3.1302964 1.605711 0.3750935 4.9455795
#> const -12.1846206 23.775738 -44.2493085 16.9903857
#> exo1 3.2795532 1.944180 0.4310978 5.1526246
#> exo2 -1.1021507 1.722701 -3.4216964 0.8953556
#> exo3 0.6149141 1.772494 -2.3106690 2.6100546
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7684440 1.5161826 -2.3143606 1.6947910
#> lag1_var2 0.8273562 0.6665661 -0.3799212 1.3703905
#> lag1_var3 2.6685162 1.4576047 0.0360858 3.9035039
#> lag1_var4 -1.5199112 0.9581111 -2.3262219 0.1739148
#> const 8.7394535 14.8209389 -10.3245336 27.2500362
#> exo1 -1.8206160 1.1673166 -2.9885642 -0.1519051
#> exo2 -2.2482360 1.3827488 -3.7557131 -0.3510663
#> exo3 0.7617485 1.0905258 -0.1096365 2.6856014
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2631391 0.8446939 -1.3305105 0.98321893
#> lag1_var2 0.3836656 0.4432988 -0.2211442 0.97797839
#> lag1_var3 0.6982360 1.0086267 -0.6277867 2.07213888
#> lag1_var4 0.3486435 0.6710258 -0.5619501 1.28247934
#> const 2.4874266 8.1277357 -9.7339149 10.39467887
#> exo1 -0.6556137 0.5549574 -1.4442181 0.01551777
#> exo2 -3.5799384 1.0751598 -4.8204107 -2.04329383
#> exo3 1.4052922 0.8481296 0.4400308 2.73119557
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004029681 9.498845e-05 0.0002699266 0.0005245103
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002038482 0.0006268538 -0.002938215 -0.001232546
#> Sigma[2,2] 0.018392788 0.0040016661 0.013373809 0.024144931
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006184001 0.0005961254 -0.0001379889 0.001492986
#> Sigma[3,2] -0.0088502882 0.0027858676 -0.0129861879 -0.005304373
#> Sigma[3,3] 0.0271984564 0.0046541895 0.0200599334 0.032693065
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006098544 0.0004828481 -0.001343555 -2.781014e-06
#> Sigma[4,2] 0.0017443481 0.0030112958 -0.001898730 6.296187e-03
#> Sigma[4,3] 0.0252993304 0.0044212228 0.018887014 3.107675e-02
#> Sigma[4,4] 0.0300192356 0.0048443886 0.023221614 3.727764e-02
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.883335e-01 0.03087747 0.9481905198 1.03151126
#> lag1_var2 -7.804343e-05 0.03797409 -0.0526541075 0.04774099
#> lag1_var3 1.566552e-02 0.07081551 -0.0754655963 0.11528851
#> lag1_var4 -1.578818e-02 0.06397104 -0.1072984335 0.06518988
#> const 3.817250e-01 0.32613956 0.0002660923 0.86299051
#> exo1 -1.106469e-02 0.01752073 -0.0320707769 0.01416681
#> exo2 -8.763707e-02 0.01792752 -0.1151859662 -0.07229881
#> exo3 3.144960e-02 0.02007983 0.0121783197 0.06224895
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.068271690 0.15833578 -0.3102024 0.09785446
#> lag1_var2 0.918550296 0.14579551 0.7387501 1.13958640
#> lag1_var3 0.542063668 0.29573172 0.2146254 0.99809970
#> lag1_var4 -0.459288670 0.26145738 -0.8573004 -0.16109916
#> const 1.407377584 1.64180993 -0.6669384 3.87700538
#> exo1 -0.005072686 0.09460199 -0.1362228 0.10845035
#> exo2 1.238401049 0.07200893 1.1674877 1.34623760
#> exo3 0.001020537 0.17388685 -0.2306118 0.25985292
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03434800 0.1715734 -0.2633542 0.17137128
#> lag1_var2 0.21135298 0.2870942 -0.1840533 0.53815660
#> lag1_var3 0.51786694 0.6050863 -0.3974618 1.21856744
#> lag1_var4 0.37260200 0.5512460 -0.2565409 1.21161246
#> const 1.19644460 1.6116849 -0.7300458 3.61406663
#> exo1 0.11739643 0.1866379 -0.1527300 0.34821915
#> exo2 -0.97733996 0.1926813 -1.2237223 -0.69104325
#> exo3 -0.08815584 0.1239442 -0.2666136 0.07875941
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11048192 0.1918926 -0.37080268 0.120793610
#> lag1_var2 0.40488426 0.3143680 -0.03355591 0.799976515
#> lag1_var3 0.19307485 0.6601824 -0.72852952 0.989542092
#> lag1_var4 0.78131462 0.6013451 0.05370684 1.626735478
#> const 0.35999719 1.7681362 -1.61375409 3.087893307
#> exo1 0.13134070 0.2028575 -0.13166028 0.419792453
#> exo2 -0.32469148 0.2224016 -0.60916344 0.002742284
#> exo3 -0.09420552 0.1245885 -0.23135423 0.088169339
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003887599 0.0009450647 0.003014052 0.005258249
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006950807 0.001250722 -0.001094400 0.001948251
#> Sigma[2,2] 0.0099340809 0.003917101 0.006486758 0.016740894
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002304202 0.005247256 -0.00593620 0.007952545
#> Sigma[3,2] -0.021489983 0.013522756 -0.04158904 -0.008844726
#> Sigma[3,3] 0.226763540 0.059008210 0.14552790 0.304908736
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003138965 0.004947521 -0.004157997 0.009477908
#> Sigma[4,2] -0.012942316 0.010767849 -0.029607710 -0.002016087
#> Sigma[4,3] 0.210242873 0.051562811 0.135183895 0.274398165
#> Sigma[4,4] 0.201405604 0.046583081 0.130961285 0.261708583
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03009866 0.02661132 1.00237756 1.07389601
#> lag1_var2 -0.13536798 0.19273125 -0.40486479 0.10709994
#> lag1_var3 -0.30269380 0.32190537 -0.77220757 0.11450820
#> lag1_var4 0.30106654 0.33325456 -0.12496854 0.79139696
#> const -0.60839704 0.92116488 -1.94080989 0.66755986
#> exo1 0.07877443 0.04670998 0.02355887 0.15116626
#> exo2 -0.06839249 0.06252860 -0.13074119 0.02080447
#> exo3 -0.05606678 0.06243151 -0.14292855 0.03102334
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.075783449 0.03727487 -0.1146028 -0.01463101
#> lag1_var2 0.821567370 0.12916505 0.6445952 0.98473089
#> lag1_var3 0.061777632 0.23686351 -0.2067709 0.41554486
#> lag1_var4 -0.056710333 0.24847975 -0.4232403 0.22424717
#> const 1.568225401 1.11547157 0.3130749 3.42906851
#> exo1 -0.142360862 0.07715800 -0.2590000 -0.05597807
#> exo2 0.058722569 0.13285906 -0.1375764 0.24550597
#> exo3 0.008037328 0.04461394 -0.0458234 0.07395574
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8433199 0.2661153 0.41669190 1.11743889
#> lag1_var2 -0.3257265 1.2536320 -2.31584717 0.80560992
#> lag1_var3 0.3620478 1.8868058 -2.79070888 2.02517946
#> lag1_var4 0.4239791 1.9301383 -1.26929447 3.67406908
#> const -2.8374993 6.1064257 -12.65664929 2.96515958
#> exo1 0.5668769 0.4624313 0.05165815 1.35085278
#> exo2 -0.1934375 0.7309592 -0.94501147 1.01781666
#> exo3 -0.3667530 0.3009828 -0.82419365 -0.03243443
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78049454 0.2496217 0.39327135 1.05642011
#> lag1_var2 0.08638814 1.2485605 -1.92489524 1.34079622
#> lag1_var3 0.06209533 1.8693491 -3.07281235 1.84071167
#> lag1_var4 0.73549502 1.9141450 -1.05943854 3.97227633
#> const -2.17193851 6.0652700 -11.66022619 4.59086032
#> exo1 0.44954965 0.4482832 -0.03913196 1.22452379
#> exo2 -0.15205612 0.6584538 -0.82236599 0.93561619
#> exo3 -0.36654493 0.2955299 -0.81982185 -0.01427308
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001329108 0.0003786508 0.001044943 0.001949394
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002636569 0.002929761 -0.006348427 0.00101428
#> Sigma[2,2] 0.320834742 0.066516952 0.239538741 0.41460209
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008028821 0.009232756 -0.0224898 0.0005164247
#> Sigma[3,2] -0.347771723 0.167881953 -0.5680268 -0.1674102802
#> Sigma[3,3] 1.447899435 0.330319924 0.9674350 1.9013123358
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01002904 0.009943094 -0.02470108 0.0003613861
#> Sigma[4,2] -0.17049035 0.150642586 -0.38319284 0.0122924660
#> Sigma[4,3] 1.33539259 0.285823590 0.93445917 1.6905896997
#> Sigma[4,4] 1.32801462 0.255940493 1.00636348 1.6631286565
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97748946 0.01539463 0.955788498 0.996746315
#> lag1_var2 0.03731823 0.03751213 -0.007839908 0.093741416
#> lag1_var3 0.05619325 0.06796586 -0.025937085 0.158000553
#> lag1_var4 -0.05623329 0.06433684 -0.153384607 0.021641427
#> const 0.57981862 0.33754518 0.206586704 1.073633006
#> exo1 0.04111847 0.03164074 0.007465259 0.091445348
#> exo2 -0.05433047 0.03345693 -0.105520894 -0.007548259
#> exo3 0.03707488 0.03998124 -0.014479887 0.088915499
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4851170 0.2668627 -0.8100843 -0.1166134
#> lag1_var2 1.7141474 0.5471247 1.0711572 2.4350768
#> lag1_var3 1.5431711 0.9084589 0.5000068 2.9007693
#> lag1_var4 -1.4299977 0.8531412 -2.6898690 -0.4367726
#> const 7.0062542 4.5642602 -0.2723382 12.6827036
#> exo1 -0.2424607 0.5189388 -0.9891380 0.3823144
#> exo2 1.1243059 0.5884525 0.4012557 2.0688813
#> exo3 0.5062880 0.5431550 -0.1190935 1.3632144
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96373265 0.5944402 0.06641132 1.6166511
#> lag1_var2 -2.33672054 0.8794352 -3.69417224 -1.2644594
#> lag1_var3 -2.99987937 1.2332980 -4.56803115 -1.1759337
#> lag1_var4 3.71173223 1.1862118 2.00212301 5.2331713
#> const -8.30239782 12.8381665 -22.27959704 11.1764359
#> exo1 0.01887355 0.7893333 -1.17734572 0.9713212
#> exo2 -1.06037922 1.4290888 -3.29103602 0.6732386
#> exo3 -3.89877683 1.1975247 -5.54833859 -2.2989899
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7587084 0.5095558 0.04282107 1.3363509
#> lag1_var2 -1.8599644 0.8367222 -3.06338620 -0.6604566
#> lag1_var3 -2.9815453 1.2046031 -4.37223038 -1.1445334
#> lag1_var4 3.7662776 1.1565396 1.98296288 5.1153278
#> const -6.5839786 11.3471217 -19.53019079 9.6708801
#> exo1 -0.1284669 0.7680868 -1.08301860 0.9239775
#> exo2 -0.4442664 1.4453556 -2.90598418 1.2299097
#> exo3 -3.8333256 1.0500720 -5.27217673 -2.3892278
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00180971 0.0005149712 0.001463158 0.002638648
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03060999 0.01020001 -0.04586564 -0.01917091
#> Sigma[2,2] 0.93880905 0.30580542 0.60377008 1.42923410
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02656478 0.008376231 0.01859739 0.03979358
#> Sigma[3,2] -0.79296270 0.208721466 -1.07504159 -0.52085084
#> Sigma[3,3] 0.99085712 0.167948760 0.81341673 1.25938014
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009011604 0.003966519 0.003467376 0.01450923
#> Sigma[4,2] -0.248421295 0.085175234 -0.364835092 -0.13757287
#> Sigma[4,3] 0.566876725 0.092461662 0.467802800 0.71133111
#> Sigma[4,4] 0.463770132 0.091689044 0.361378784 0.60158336
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11090007 0.04367045 1.05692673 1.174474405
#> lag1_var2 -0.15670324 0.08974334 -0.26856805 -0.060636372
#> lag1_var3 -0.26884807 0.15329253 -0.45982331 -0.105983627
#> lag1_var4 0.22666710 0.14337603 0.07171575 0.403192180
#> const -0.51064094 0.58014057 -1.38781580 0.187664977
#> exo1 0.02224298 0.03488158 -0.01571173 0.070678158
#> exo2 -0.04582405 0.03196566 -0.07944104 0.003670575
#> exo3 0.01851936 0.03095594 -0.02505958 0.059716946
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8598427 1.0153708 -3.4088238 -0.8262767
#> lag1_var2 5.2892875 2.0002229 2.9870248 7.9559671
#> lag1_var3 7.4716597 3.4425714 3.5246988 12.1326886
#> lag1_var4 -6.9819765 3.2332057 -11.3723061 -3.3282047
#> const 23.2887343 15.2126461 7.8176563 44.7731858
#> exo1 0.2234118 0.7210768 -0.7943256 1.2006842
#> exo2 0.8085719 0.9479142 -0.6392810 1.9673221
#> exo3 -0.6619212 0.5565373 -1.4142361 0.1565016
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0495536 0.8495363 1.07132092 3.34254532
#> lag1_var2 -3.0226724 1.8939854 -5.41120497 -0.52503858
#> lag1_var3 -4.2786581 3.2383546 -8.32514593 -0.04033168
#> lag1_var4 4.6029433 3.0431062 0.67821015 8.32646441
#> const -16.6833073 12.0248220 -35.17603230 -3.10593618
#> exo1 0.2712679 1.0020966 -1.14027122 1.52383157
#> exo2 -0.8923094 1.1242822 -2.20404475 0.53554799
#> exo3 0.9808052 0.7778534 -0.09396887 1.98777972
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94753660 0.4816301 0.2975079 1.4954429
#> lag1_var2 -0.08657628 1.0407755 -1.4339554 1.2572842
#> lag1_var3 -0.19469124 1.7577625 -2.4494531 2.0439261
#> lag1_var4 0.82795046 1.6373609 -1.2869630 2.8958853
#> const -3.99977161 7.1637035 -12.2822330 7.0824674
#> exo1 0.43232669 0.8109603 -0.8966668 1.3443737
#> exo2 -0.41498946 0.8974461 -1.7192589 0.6589945
#> exo3 0.62147300 0.6041413 -0.1243783 1.4535575
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01959216 0.003882252 0.01421616 0.0238727
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00611367 0.01333404 -0.02401875 0.01178461
#> Sigma[2,2] 0.12999142 0.03148080 0.09223461 0.17619650
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00522647 0.01457075 -0.01399118 0.02515683
#> Sigma[3,2] -0.13484515 0.04457436 -0.20388551 -0.08295842
#> Sigma[3,3] 0.28435160 0.09262335 0.16491202 0.42620672
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00135264 0.009486205 -0.01083955 0.01537334
#> Sigma[4,2] -0.06451070 0.033853774 -0.11369620 -0.02449071
#> Sigma[4,3] 0.23056139 0.077101643 0.12977588 0.34459092
#> Sigma[4,4] 0.21750499 0.066513389 0.12778173 0.31380290
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93594238 0.0586694 0.85372261 1.00977466
#> lag1_var2 0.30650583 0.1155520 0.14139065 0.45080275
#> lag1_var3 0.54538162 0.1892072 0.25873801 0.74315914
#> lag1_var4 -0.54329576 0.1791272 -0.72542113 -0.27985172
#> const 1.66600023 0.8881915 0.23669593 2.58039294
#> exo1 0.09864791 0.1119541 -0.03315946 0.27796688
#> exo2 -0.20542610 0.1760006 -0.45789657 0.03762096
#> exo3 0.19384070 0.1194366 0.08250143 0.39749279
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21030245 0.1458453 0.01743458 0.4269377
#> lag1_var2 0.09363021 0.6549118 -0.59397426 1.1504199
#> lag1_var3 -1.25571621 1.0953334 -2.36429166 0.5657207
#> lag1_var4 1.27391462 1.0646947 -0.47243548 2.3654797
#> const -4.18591710 3.6610716 -8.06132356 1.1288468
#> exo1 -0.12413837 0.3824352 -0.60965390 0.4244396
#> exo2 0.78434666 0.4415360 0.33177028 1.4720118
#> exo3 3.01353941 0.3542671 2.50553799 3.4711149
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5496482 0.1959877 -0.8803507 -0.3763614
#> lag1_var2 2.3303542 0.8885602 1.2264984 3.6601366
#> lag1_var3 4.3749318 1.4608760 2.3938794 6.3947773
#> lag1_var4 -3.4521264 1.3971542 -5.4019036 -1.5906166
#> const 13.6925174 3.6654626 9.8460942 17.9576427
#> exo1 0.2546470 0.5926595 -0.5912004 1.0239647
#> exo2 2.5030344 0.6606613 1.4590374 3.1374217
#> exo3 -4.1214334 0.7394758 -5.1304115 -3.1445895
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4871156 0.1631633 -0.7460565 -0.3089844
#> lag1_var2 2.2634041 0.6585123 1.5445940 3.3513113
#> lag1_var3 3.3598966 1.0713869 2.1156683 5.0372092
#> lag1_var4 -2.4005213 1.0253555 -4.0160578 -1.1892176
#> const 10.7140640 3.0938574 6.3711522 14.4312306
#> exo1 0.2014796 0.4327294 -0.3917851 0.7472962
#> exo2 3.3499953 0.5234311 2.5261416 3.9662828
#> exo3 -2.6790762 0.7077157 -3.6876015 -1.8353147
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001355994 0.0004766625 0.0008242361 0.002170594
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002548223 0.002851634 -2.134932e-05 0.007010519
#> Sigma[2,2] 0.107521834 0.033629982 8.085945e-02 0.159810683
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01340684 0.009637364 0.00547838 0.02885473
#> Sigma[3,2] -0.04227528 0.034848320 -0.08160012 0.00722261
#> Sigma[3,3] 0.54670896 0.251637870 0.30177076 0.97752065
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01576932 0.01047178 0.007839086 0.03272558
#> Sigma[4,2] 0.01870409 0.03730183 -0.026558836 0.06615363
#> Sigma[4,3] 0.55289003 0.26197165 0.322769894 1.01265349
#> Sigma[4,4] 0.59567223 0.28248247 0.380132013 1.10172738
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003785997 0.02922298 0.95797636 1.03901510
#> lag1_var2 -0.032325956 0.06706977 -0.11486145 0.07133930
#> lag1_var3 -0.068247121 0.13060763 -0.21683575 0.13710754
#> lag1_var4 0.065749372 0.12088319 -0.12238605 0.20549510
#> const 0.034035009 0.34156964 -0.45767996 0.45493353
#> exo1 0.020329118 0.04527096 -0.03727396 0.07249677
#> exo2 -0.058678500 0.03506879 -0.11422697 -0.01944002
#> exo3 -0.002665616 0.04195648 -0.05686412 0.05750107
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13510189 0.2168165 -0.41385667 0.12071167
#> lag1_var2 1.24115499 0.3495397 0.75591306 1.72147317
#> lag1_var3 0.96790801 0.6942941 0.06624986 1.96604675
#> lag1_var4 -0.91077183 0.6451890 -1.85191540 -0.08187335
#> const 2.04209405 3.4148617 -2.59897019 6.24565107
#> exo1 -0.55429323 0.4486610 -1.01190051 0.15226752
#> exo2 1.91378735 0.3702634 1.34574737 2.25186192
#> exo3 0.01382239 0.3050365 -0.43820410 0.45079425
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95534609 0.7375517 -0.2310536 1.79998695
#> lag1_var2 -1.89283984 1.2935921 -3.5199927 -0.03440286
#> lag1_var3 -2.55303969 2.5252042 -5.2579180 1.28201769
#> lag1_var4 3.29282250 2.3182699 -0.2067845 5.84455014
#> const -11.48996590 9.5152229 -24.4094513 1.88387841
#> exo1 0.11196735 1.0085578 -1.2428677 1.54249395
#> exo2 -0.01532217 0.5910523 -0.9110109 0.65257094
#> exo3 1.10667989 0.8707386 0.2700180 2.55226134
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9685784 0.7283577 -0.1467122 1.8429967
#> lag1_var2 -1.6312437 1.2671043 -3.2107803 0.1783981
#> lag1_var3 -2.7761962 2.4579895 -5.3259102 0.9258272
#> lag1_var4 3.5491702 2.2515996 0.1665534 5.9590103
#> const -12.7884257 9.5718800 -26.6549321 -1.2913415
#> exo1 -0.2084015 1.0509609 -1.6785337 1.2825849
#> exo2 1.2225323 0.7160907 0.1942903 2.1122405
#> exo3 1.2346992 0.8184196 0.5212187 2.6514775
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002965557 0.001115695 0.001953608 0.004777228
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01008795 0.01141961 -0.02629168 0.00511965
#> Sigma[2,2] 1.10966461 0.28296768 0.90090005 1.58336393
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005809925 0.006420319 -0.002013455 0.01505642
#> Sigma[3,2] -0.596558076 0.145446360 -0.847155055 -0.50247699
#> Sigma[3,3] 0.345169993 0.075526891 0.303195056 0.47174316
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009909313 0.001739340 -0.001161068 3.617573e-03
#> Sigma[4,2] -0.0594804668 0.036339298 -0.100580239 9.880431e-05
#> Sigma[4,3] 0.0599924195 0.016360005 0.033698155 7.725918e-02
#> Sigma[4,4] 0.0353896095 0.005510438 0.027973989 4.270101e-02
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947038024 0.03473000 0.889658994 0.97507349
#> lag1_var2 -0.010855593 0.05859690 -0.063769059 0.09379275
#> lag1_var3 -0.045450586 0.11130803 -0.145557234 0.15409317
#> lag1_var4 0.063692387 0.10432829 -0.123562473 0.15629233
#> const 0.268204336 0.57625696 -0.552569784 1.07068963
#> exo1 0.003315482 0.02962745 -0.038961493 0.04469206
#> exo2 -0.006731341 0.06304941 -0.080236822 0.09714575
#> exo3 0.059204014 0.05625193 -0.006806791 0.14593361
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9112247 0.8092125 -0.07366694 2.07023536
#> lag1_var2 -1.4454944 1.9101758 -3.89861948 0.71466867
#> lag1_var3 -4.3501339 3.9252619 -9.45649720 0.07130576
#> lag1_var4 4.2939522 3.6901698 0.10600266 9.18115705
#> const -15.9342458 11.7952196 -32.83684070 -0.64087703
#> exo1 0.3662391 1.0699215 -1.23266441 1.90620395
#> exo2 0.4373432 1.4133495 -1.23140995 2.70770724
#> exo3 -1.1409585 0.8866934 -2.44694751 -0.22359810
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7612072 0.4832666 -1.3733423 -0.1377534
#> lag1_var2 1.7481894 1.0880622 0.5135093 3.0004430
#> lag1_var3 4.1339525 2.2333792 1.5998893 6.7412550
#> lag1_var4 -3.0712883 2.0766590 -5.5319473 -0.7040415
#> const 13.1037585 6.0229542 4.6506580 21.0816910
#> exo1 -0.2721614 0.6140025 -1.2047193 0.6139870
#> exo2 -0.4312578 0.8271071 -1.7658931 0.5138754
#> exo3 0.9237773 0.4508443 0.4844019 1.6626170
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39142122 0.1340458 -0.6176192 -0.26351912
#> lag1_var2 0.84583553 0.2440827 0.5665108 1.22301479
#> lag1_var3 1.59026463 0.5057855 0.9869659 2.37045664
#> lag1_var4 -0.49659071 0.4700363 -1.2161647 0.05873736
#> const 4.23894320 2.0682090 2.3224513 7.80400380
#> exo1 -0.09930324 0.1519166 -0.3077857 0.07227973
#> exo2 -0.25084083 0.2460785 -0.5393996 0.08564836
#> exo3 0.41375257 0.1468910 0.2264875 0.62223765
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003066662 5.406108e-05 0.000225472 0.0003690989
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00110266 0.002130731 -0.003835301 0.001796284
#> Sigma[2,2] 0.29453234 0.068988731 0.219683453 0.408990272
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001018545 0.003797063 -0.005239536 0.004095077
#> Sigma[3,2] -0.515993618 0.123307284 -0.662563449 -0.314616701
#> Sigma[3,3] 1.585354624 0.252014981 1.201924596 1.857726434
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001637626 0.003331717 -0.005734422 0.002852668
#> Sigma[4,2] -0.395266827 0.109452417 -0.514281513 -0.205509309
#> Sigma[4,3] 1.401971970 0.224858004 1.045299753 1.632177143
#> Sigma[4,4] 1.269413395 0.208655667 0.937230136 1.476131723
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999535756 0.009756616 0.987193810 1.012284216
#> lag1_var2 -0.010405917 0.030192910 -0.042182385 0.035464550
#> lag1_var3 -0.042174812 0.062766766 -0.103457140 0.056253432
#> lag1_var4 0.040446875 0.060736110 -0.055880857 0.100369602
#> const 0.100768988 0.170502249 -0.141553113 0.330938353
#> exo1 -0.001907865 0.025493026 -0.042107613 0.025716704
#> exo2 -0.030492052 0.015450841 -0.051670202 -0.008744328
#> exo3 0.020038086 0.013240071 0.002680846 0.040173708
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0003710446 0.1464789 -0.24076796 0.15880196
#> lag1_var2 1.2807509774 0.6275657 0.55109403 2.25296073
#> lag1_var3 1.4038018757 1.2523061 -0.04910762 3.25717825
#> lag1_var4 -1.4979198285 1.2233577 -3.31380048 -0.08569002
#> const 5.9742101472 3.2893218 2.11908987 10.87389761
#> exo1 0.1516634843 0.4869545 -0.47076867 0.84693315
#> exo2 0.5103181245 0.4614057 -0.18099130 1.01024820
#> exo3 0.1503754787 0.5821222 -0.63459167 1.04117748
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4639249 0.4328777 -1.1591966 -0.01255208
#> lag1_var2 2.3916869 1.9079056 -0.3289458 4.87848908
#> lag1_var3 5.2521273 3.8758114 -0.2626761 10.39946836
#> lag1_var4 -4.3299370 3.8174084 -9.4669230 1.06427469
#> const 13.6447107 7.4185571 2.4370234 23.62838368
#> exo1 -0.5154808 0.9874181 -1.7954700 0.88810563
#> exo2 0.3715948 1.0314740 -0.6647952 1.94780447
#> exo3 0.8045182 1.1034136 -0.5870459 2.49368067
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4737092 0.4108169 -1.1452007 -0.06853083
#> lag1_var2 2.8949141 1.7006825 0.5384444 5.13430859
#> lag1_var3 5.6747776 3.4711488 0.8584359 10.33640866
#> lag1_var4 -4.7815456 3.4237968 -9.4415541 -0.07408527
#> const 15.9376124 6.8599186 6.3836769 25.10543212
#> exo1 -0.4604688 0.8481957 -1.5704162 0.70897279
#> exo2 0.6545062 0.9045826 -0.2170617 2.05572781
#> exo3 0.9060552 0.9946545 -0.4668434 2.29175593
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007590336 0.0002357902 0.0005486703 0.001164391
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008511388 0.003038279 -0.01345485 -0.005329658
#> Sigma[2,2] 0.482010756 0.093439031 0.36093770 0.605325572
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005618279 0.002660068 0.00183599 0.008878779
#> Sigma[3,2] -0.401704918 0.107201463 -0.55760555 -0.285286935
#> Sigma[3,3] 0.553765297 0.122942580 0.42886173 0.743666424
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.654619e-05 0.002528128 -0.003313371 0.003487042
#> Sigma[4,2] -8.440257e-02 0.069911039 -0.200967211 -0.011233278
#> Sigma[4,3] 2.991339e-01 0.061183951 0.246385458 0.391474259
#> Sigma[4,4] 2.539798e-01 0.040217721 0.211923351 0.319981064
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01661536 0.03110911 0.969886657 1.053156096
#> lag1_var2 -0.01679956 0.05406373 -0.082988600 0.048469399
#> lag1_var3 -0.05212761 0.08080970 -0.153651384 0.045276512
#> lag1_var4 0.04150215 0.07437713 -0.046302609 0.134319990
#> const 0.26140022 0.30418474 -0.116770561 0.728229828
#> exo1 -0.02407018 0.02129327 -0.057983801 -0.004630869
#> exo2 -0.03899747 0.03306045 -0.079849297 0.006064350
#> exo3 0.03719737 0.02851605 0.005656107 0.082279035
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03720939 1.3293111 -2.70335057 0.7992942
#> lag1_var2 2.62646475 1.6332115 0.05858865 4.6150117
#> lag1_var3 3.05572706 2.4582763 -0.81609599 6.1510395
#> lag1_var4 -2.79821094 2.1603484 -5.51838602 0.6168861
#> const 11.35201897 13.8728202 -7.09992054 29.2594153
#> exo1 0.08202472 0.6761711 -0.73506798 1.0864456
#> exo2 0.53197055 0.9124943 -0.71580905 1.7930168
#> exo3 0.89209227 0.6368748 0.40728916 1.9449301
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4039844 1.2441017 -0.35145884 2.9297649
#> lag1_var2 -1.9066871 1.4780533 -3.63954365 0.4328349
#> lag1_var3 -2.3997150 2.2028059 -5.11295493 1.0767269
#> lag1_var4 2.9645560 1.9111742 -0.09177081 5.2927314
#> const -8.5145709 13.0211021 -24.69261628 9.9115119
#> exo1 0.5924509 0.8849884 -0.68647831 1.5938384
#> exo2 -0.2629972 0.8914043 -1.38951169 1.1423774
#> exo3 0.2241354 0.3971990 -0.36740244 0.7232903
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7277029 0.5016085 0.07383611 1.4805789
#> lag1_var2 -0.4704953 0.7268916 -1.50407778 0.5703388
#> lag1_var3 -0.8386277 1.0804428 -2.38116585 0.6517964
#> lag1_var4 1.5882523 0.9583332 0.24611161 2.9143359
#> const -2.2149024 5.0671927 -9.15845299 4.5437407
#> exo1 0.6763241 0.6457092 -0.30184652 1.3577710
#> exo2 0.1176082 0.6213965 -0.66784200 1.0074544
#> exo3 0.8866855 0.3755185 0.44078727 1.4195828
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002243968 0.0004086559 0.00175821 0.002884784
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003860408 0.002164133 -0.006317212 -0.0008342066
#> Sigma[2,2] 0.045264224 0.014416151 0.031541745 0.0681010657
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005969955 0.001498783 -0.007842268 -0.004140834
#> Sigma[3,2] 0.001292837 0.008409007 -0.009349293 0.012442339
#> Sigma[3,3] 0.042262139 0.009713231 0.030502713 0.055161229
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009428774 0.002459378 -0.01305297 -0.006503069
#> Sigma[4,2] 0.040060722 0.012288897 0.02130188 0.054686445
#> Sigma[4,3] 0.044359381 0.011088774 0.03120016 0.059946225
#> Sigma[4,4] 0.079854243 0.019237395 0.05634419 0.105610583
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91710269 0.04877971 0.85212167 0.9911346
#> lag1_var2 0.09590223 0.15202825 -0.11067099 0.2759087
#> lag1_var3 0.15289938 0.18209662 -0.10584891 0.3694857
#> lag1_var4 -0.14005711 0.18168554 -0.34752153 0.1132988
#> const 0.72158833 0.81952398 -0.62185541 1.4612774
#> exo1 0.02863401 0.05653711 -0.04697819 0.1106352
#> exo2 -0.06164820 0.04165986 -0.12135481 -0.0124655
#> exo3 0.02288792 0.05406873 -0.04662673 0.1067440
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27986305 0.2349183 -0.0009703869 0.6212908
#> lag1_var2 0.30430287 0.4833036 -0.1858612366 1.0999464
#> lag1_var3 -0.87449598 0.5983511 -1.4709780168 0.1531492
#> lag1_var4 0.82227382 0.5805140 -0.1522239410 1.4184621
#> const -1.49268076 1.7762123 -3.8984913416 0.6593179
#> exo1 0.04130533 0.1941894 -0.1758907296 0.3188512
#> exo2 0.17517768 0.2648511 -0.1920309979 0.4759232
#> exo3 -0.10555073 0.2742608 -0.4746622438 0.2172626
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.371285367 0.2114930 0.05165535 0.6548393
#> lag1_var2 0.001117719 0.7057444 -1.07655340 0.9930572
#> lag1_var3 0.775891253 0.8965533 -0.60675656 2.0113038
#> lag1_var4 0.127149280 0.8923553 -1.08952325 1.5041652
#> const 0.208629003 3.3675094 -4.03635326 5.3073722
#> exo1 -0.113098092 0.1770257 -0.30781494 0.1313728
#> exo2 -0.961524322 0.2079380 -1.25902946 -0.7080165
#> exo3 -0.109466487 0.2027856 -0.31218981 0.2164580
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60993477 0.3809937 0.1227779 1.1905848
#> lag1_var2 -0.08901071 0.9536877 -1.0907143 1.5243027
#> lag1_var3 -0.36956523 1.1877812 -1.7068093 1.6226792
#> lag1_var4 1.24062304 1.1556389 -0.7064503 2.5034343
#> const -2.11680414 4.2932370 -7.2907023 4.7120837
#> exo1 -0.08097293 0.3209832 -0.4434103 0.3817971
#> exo2 -0.82743706 0.2916156 -1.1118411 -0.3163250
#> exo3 -0.19837676 0.2994178 -0.6438366 0.1277410
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00716593 0.002567642 0.005404222 0.01134596
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004477884 0.002848334 -0.008172262 -0.0006945686
#> Sigma[2,2] 0.035175184 0.008360832 0.023412269 0.0448406787
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001985374 0.009708998 -0.01480084 0.01266433
#> Sigma[3,2] -0.058950617 0.015491140 -0.07645318 -0.03734052
#> Sigma[3,3] 0.262808805 0.055979424 0.21787929 0.36338153
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005116991 0.008898416 -0.01644799 0.008147796
#> Sigma[4,2] -0.039390732 0.012300999 -0.05409496 -0.023514812
#> Sigma[4,3] 0.235897510 0.052578266 0.19505455 0.330725361
#> Sigma[4,4] 0.220251551 0.050539921 0.17844216 0.310332544
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93410377 0.03867043 0.88725771 0.98375918
#> lag1_var2 0.16590965 0.11028570 0.02402700 0.32369052
#> lag1_var3 0.30118527 0.17721141 0.05865288 0.55996009
#> lag1_var4 -0.29782254 0.17299396 -0.55322194 -0.06240473
#> const 1.32822359 0.76689126 0.08789054 2.27999782
#> exo1 0.02948667 0.07966913 -0.07332950 0.12839997
#> exo2 -0.03441772 0.10403389 -0.18454230 0.11803104
#> exo3 0.01356033 0.08741085 -0.06863786 0.16797887
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3435633 0.1531711 0.18823676 0.5955310
#> lag1_var2 -0.2020178 0.3474527 -0.68570029 0.2755659
#> lag1_var3 -1.8667620 0.6563572 -2.77023856 -0.9943722
#> lag1_var4 1.8460025 0.6414726 0.99414603 2.7295348
#> const -6.0321426 2.8720939 -10.79294009 -3.2398536
#> exo1 0.1351876 0.1073742 0.01489190 0.2666534
#> exo2 0.3340963 0.1956108 0.09820424 0.6327254
#> exo3 0.1880171 0.1615941 0.01834276 0.4330988
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.81075617 0.3300680 -1.3982394 -0.4891329
#> lag1_var2 1.75363238 0.6507658 1.2322437 2.9009718
#> lag1_var3 4.70585409 1.0954478 3.7150505 6.7136661
#> lag1_var4 -3.60474385 1.0733442 -5.5752821 -2.6401043
#> const 13.31913427 6.2097908 7.3061893 24.2076229
#> exo1 -0.75521544 0.5244820 -1.4996569 -0.1134450
#> exo2 -0.29070138 0.5003048 -1.0520222 0.3684891
#> exo3 0.09400584 0.5860322 -0.6833856 0.9613382
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6410259 0.2579606 -1.0939121 -0.3790185
#> lag1_var2 1.4234605 0.5576505 0.8068040 2.3114052
#> lag1_var3 3.2963148 0.8508443 2.5398379 4.8388800
#> lag1_var4 -2.1819494 0.8367235 -3.6958931 -1.4243790
#> const 9.0906899 4.8613790 4.0798200 17.5945352
#> exo1 -0.7054085 0.5067598 -1.4548565 -0.1033074
#> exo2 -0.1089457 0.4806118 -0.8388441 0.4617700
#> exo3 0.2114402 0.5546200 -0.4937846 1.0215116
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002678117 5.726784e-05 0.0001898736 0.0003434588
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00170498 0.002681588 -0.005475684 0.001555418
#> Sigma[2,2] 0.58021978 0.202416060 0.370847569 0.925932122
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00335471 0.002180688 0.0003637448 0.006326855
#> Sigma[3,2] -0.29907234 0.075919633 -0.3800892789 -0.197552069
#> Sigma[3,3] 0.54843182 0.084685784 0.4374785479 0.670685257
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00253286 0.001232621 0.0008530212 0.004123492
#> Sigma[4,2] 0.05649746 0.108396983 -0.0795419777 0.212769515
#> Sigma[4,3] 0.39064375 0.078291462 0.2940078300 0.501617995
#> Sigma[4,4] 0.45259092 0.074187902 0.3497229178 0.548354734
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971220803 0.020336933 0.94309239 0.999539058
#> lag1_var2 0.037685281 0.035839958 -0.00967798 0.084725874
#> lag1_var3 0.062469274 0.062952745 -0.02055661 0.145727938
#> lag1_var4 -0.060947880 0.059208619 -0.13881583 0.017685437
#> const 0.616958074 0.277976937 0.19260023 1.006622891
#> exo1 -0.008700818 0.014715691 -0.03314497 0.003450711
#> exo2 -0.097076737 0.009674198 -0.10528328 -0.081393277
#> exo3 0.077906272 0.015878414 0.05955777 0.102670561
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8391502 0.7417761 -2.8109375 -0.6948081
#> lag1_var2 3.1370751 2.1833304 -0.2962429 5.3258949
#> lag1_var3 4.2175898 3.5730030 -1.3841951 7.8175470
#> lag1_var4 -3.7394083 3.5375720 -7.3430138 1.7947542
#> const 17.0860623 14.0846397 -5.9581594 31.6755731
#> exo1 -0.2278699 0.7160111 -1.2415961 0.6871913
#> exo2 0.9648861 0.6320702 0.1333091 1.8227366
#> exo3 0.5333045 0.9624282 -0.2825005 2.1610315
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.53547975 0.5418787 0.9264438 2.3745705
#> lag1_var2 0.78163852 1.1764351 -1.0321684 2.2662261
#> lag1_var3 1.37442534 1.9769674 -1.7411606 3.8658379
#> lag1_var4 -1.04876526 1.9325111 -3.4589138 1.9655966
#> const 1.20481283 11.0183582 -13.1468827 13.8287093
#> exo1 -0.06043578 0.6236438 -0.9910893 0.7532112
#> exo2 -3.43176616 0.8262544 -4.6587899 -2.4583534
#> exo3 -0.23538672 0.8273209 -1.3824680 0.7875814
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42755889 0.5661874 -0.4490352 1.1611799
#> lag1_var2 2.55112601 1.3317185 1.0938626 4.5669766
#> lag1_var3 3.68228527 2.3243159 1.0308967 7.1591699
#> lag1_var4 -3.06170816 2.2456698 -6.4018934 -0.5222863
#> const 10.98862514 10.7956779 -0.4756536 29.0383166
#> exo1 -0.21968804 0.5110136 -1.0688761 0.3849580
#> exo2 -3.00715941 0.8501685 -4.2018651 -1.9322621
#> exo3 0.08662611 0.6755465 -0.8849274 0.9370872
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001223061 0.0002240026 0.0009963619 0.001549288
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003953403 0.0007447931 -0.005008383 -0.002851077
#> Sigma[2,2] 0.028338103 0.0064340394 0.021105429 0.037198844
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001335167 0.0007411343 0.000271335 0.002321237
#> Sigma[3,2] -0.012058865 0.0035744463 -0.017338193 -0.007622815
#> Sigma[3,3] 0.013331263 0.0022121078 0.011254656 0.017190755
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.220475e-05 0.0007008768 -0.0009752816 0.0008019992
#> Sigma[4,2] -2.539185e-03 0.0018684549 -0.0047099752 0.0001997168
#> Sigma[4,3] 1.024901e-02 0.0013695327 0.0082040941 0.0119198068
#> Sigma[4,4] 1.078678e-02 0.0014896721 0.0085236183 0.0123101635
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01678402 0.01509388 0.99609856 1.03741822
#> lag1_var2 -0.08693029 0.01792474 -0.11050063 -0.06433084
#> lag1_var3 -0.14527790 0.05066465 -0.21988541 -0.08109262
#> lag1_var4 0.16100423 0.05406530 0.08447924 0.23958852
#> const -0.18472196 0.28513869 -0.55993220 0.23208539
#> exo1 -0.02011695 0.02690268 -0.05547684 0.01747144
#> exo2 -0.05531107 0.02886011 -0.10002101 -0.03276338
#> exo3 0.04342032 0.04453293 -0.01408839 0.10885905
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02561774 0.0800907 -0.09678264 0.1191661
#> lag1_var2 1.01706668 0.0848511 0.89198805 1.1304419
#> lag1_var3 0.76904885 0.2180064 0.41892813 0.9763160
#> lag1_var4 -0.71843520 0.2260841 -0.91246699 -0.3446781
#> const 2.33588991 1.2759557 0.36522403 4.0191416
#> exo1 0.08781117 0.1799329 -0.08819912 0.3572178
#> exo2 0.55219485 0.1872939 0.31899242 0.8172819
#> exo3 0.19922764 0.1794860 -0.08728785 0.3851990
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02838206 0.04561546 -0.08239054 0.03598885
#> lag1_var2 0.04029510 0.05961713 -0.03395512 0.12548784
#> lag1_var3 0.67862190 0.15552735 0.49364156 0.86897711
#> lag1_var4 0.22869848 0.16917167 0.01790840 0.45722707
#> const 0.98275045 1.57912041 -0.85704684 3.36072594
#> exo1 0.02634617 0.15630237 -0.21559851 0.20091711
#> exo2 -0.48518251 0.11964544 -0.66196588 -0.35106129
#> exo3 -0.02417567 0.08157010 -0.11773277 0.08717124
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03537708 0.03905388 -0.08037689 0.02424209
#> lag1_var2 0.19733374 0.07595091 0.09642857 0.30425044
#> lag1_var3 0.37648433 0.20497977 0.11528836 0.65295802
#> lag1_var4 0.60452502 0.21030514 0.32971792 0.89787950
#> const 0.16325091 1.41347230 -1.65219326 1.97573418
#> exo1 0.07132069 0.12991123 -0.12968098 0.22189348
#> exo2 -0.35881487 0.12995106 -0.51704761 -0.16354997
#> exo3 0.04459047 0.10592635 -0.09944771 0.19618235
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001249416 0.0002210124 0.0008828406 0.001468182
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002507827 0.009090661 -0.01724229 0.008055446
#> Sigma[2,2] 2.578883711 0.589547139 1.63377642 3.280856733
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001775283 0.00773798 -0.00758576 0.01398223
#> Sigma[3,2] -1.915663320 0.42621167 -2.37147874 -1.20084104
#> Sigma[3,3] 1.643376038 0.33251770 1.14155994 2.06654044
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000649816 0.004696132 -0.005233355 0.007490097
#> Sigma[4,2] -0.659828809 0.200144094 -0.908784926 -0.374322188
#> Sigma[4,3] 0.743639030 0.161174062 0.536342675 0.979135614
#> Sigma[4,4] 0.463161164 0.086835986 0.362614271 0.593512315
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99978547 0.02614512 0.96920699 1.04015410
#> lag1_var2 -0.01304585 0.04098572 -0.07639726 0.03400898
#> lag1_var3 -0.02381489 0.07987240 -0.15002336 0.06652640
#> lag1_var4 0.02103887 0.07155092 -0.06046714 0.13561310
#> const 0.18687869 0.27165582 -0.23163390 0.49612679
#> exo1 0.03049435 0.03640264 -0.02175882 0.07450311
#> exo2 -0.04194342 0.02803799 -0.08395950 -0.01045886
#> exo3 0.04984241 0.02607071 0.02045441 0.09278185
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.29011455 1.029383 -2.7957469 0.06196584
#> lag1_var2 3.15304848 1.319182 1.4653558 5.08773131
#> lag1_var3 4.49514567 2.498953 1.2981233 8.17876159
#> lag1_var4 -4.17899098 2.236190 -7.4691127 -1.36044453
#> const 18.08417022 13.272315 -0.5734895 33.68216141
#> exo1 -2.40168959 1.608695 -4.7396719 -0.31417848
#> exo2 -2.10921407 1.946716 -4.5726714 0.26736991
#> exo3 0.05894447 1.420857 -1.3527911 2.51736242
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8554064 0.7740022 -0.17913856 1.9491508
#> lag1_var2 -1.2876220 1.0295713 -2.81732160 0.1854488
#> lag1_var3 -1.6865837 1.9388680 -4.57930662 1.0981759
#> lag1_var4 2.4486688 1.7304982 -0.02673852 5.0409315
#> const -10.2389447 10.6452402 -21.83012301 3.4515612
#> exo1 0.4933165 1.2032835 -1.10624391 2.2031558
#> exo2 1.1804368 1.5067669 -0.67558516 3.2092430
#> exo3 2.9149782 0.8147637 1.59715982 3.6994808
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1749479 0.4004280 -0.5548230 0.5202740
#> lag1_var2 -0.0389897 0.5519216 -0.6375011 0.8563689
#> lag1_var3 -0.1327517 1.0757626 -1.2520119 1.6180453
#> lag1_var4 1.0975619 0.9648406 -0.4320719 2.1062795
#> const -2.8997511 5.5250029 -9.8055039 4.5671958
#> exo1 -0.9294802 0.4895021 -1.5697150 -0.2751986
#> exo2 0.1415935 0.7025952 -0.8756319 1.1630838
#> exo3 3.3898262 0.3467497 2.9709463 3.8621312
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003491267 0.00069771 0.002460781 0.004431622
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007774168 0.002590363 -0.01209241 -0.004986276
#> Sigma[2,2] 0.059780540 0.011672999 0.04671750 0.077654624
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006284488 0.002293771 0.003487607 0.009761694
#> Sigma[3,2] -0.050562131 0.012163211 -0.070102543 -0.036657979
#> Sigma[3,3] 0.050055078 0.012496549 0.034846500 0.070291104
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00105538 0.0008404618 7.103907e-05 0.002297685
#> Sigma[4,2] -0.01022842 0.0054849474 -1.847265e-02 -0.002595744
#> Sigma[4,3] 0.01643811 0.0050633225 9.100098e-03 0.023449875
#> Sigma[4,4] 0.01015049 0.0022380011 6.503573e-03 0.012127429
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91187160 0.03513075 0.85689422 0.950384405
#> lag1_var2 -0.03393913 0.14807559 -0.19545844 0.208663968
#> lag1_var3 -0.03681983 0.22666554 -0.27936973 0.327143169
#> lag1_var4 0.06209660 0.22763334 -0.29662316 0.307606598
#> const 0.34235431 1.02907995 -1.12038465 1.476736502
#> exo1 0.04425846 0.04724524 -0.01966265 0.108804915
#> exo2 -0.09192801 0.08291533 -0.21998270 -0.003952574
#> exo3 0.05230172 0.07048498 -0.07143280 0.112994614
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2292119 0.1593859 0.009855667 0.427828076
#> lag1_var2 0.5334279 0.6709764 -0.496836351 1.270549389
#> lag1_var3 0.1558183 0.9446657 -1.237746729 1.295673383
#> lag1_var4 -0.1280694 0.9343968 -1.271150817 1.248112192
#> const -0.1473484 3.3443144 -5.179763228 4.423329921
#> exo1 -0.2701976 0.1726761 -0.431564158 -0.007192608
#> exo2 1.7558447 0.3360922 1.321085878 2.184945151
#> exo3 0.6424207 0.2645824 0.332062308 1.050985240
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2509199 0.1222365 -0.38406686 -0.07835643
#> lag1_var2 0.8620692 0.5359262 0.15939964 1.67371166
#> lag1_var3 1.6774935 0.7810890 0.60381309 2.82818958
#> lag1_var4 -0.7313703 0.7759034 -1.88388396 0.33505567
#> const 4.9219061 2.3176935 2.59386391 8.59476267
#> exo1 0.2710050 0.1930403 0.03353766 0.55902961
#> exo2 -1.8880146 0.2404825 -2.21153381 -1.57972925
#> exo3 -0.2691538 0.2832010 -0.71073767 0.09170917
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11085601 0.05693884 -0.19185959 -0.05467429
#> lag1_var2 0.92203261 0.25021851 0.56786870 1.21465174
#> lag1_var3 1.36131720 0.44266530 0.73899587 1.82989289
#> lag1_var4 -0.36911986 0.44433367 -0.83955295 0.26280323
#> const 3.66650859 1.16235183 2.06298499 5.33509320
#> exo1 0.09185563 0.14982452 -0.14733325 0.28442233
#> exo2 -0.76753980 0.05682201 -0.84472541 -0.70117561
#> exo3 0.19897360 0.14609515 0.01274171 0.39354691
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003780763 9.687081e-05 0.0002441177 0.0004980454
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001114105 0.001522653 -0.001211014 0.002592905
#> Sigma[2,2] 0.246021028 0.058312507 0.180826915 0.346288523
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008336735 0.0009527314 -0.001785077 0.0006788391
#> Sigma[3,2] -0.1377777271 0.0318527996 -0.193628086 -0.1032035095
#> Sigma[3,3] 0.0843632240 0.0190165857 0.063579958 0.1174212468
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000286808 0.0002615615 -0.0005106165 0.0001437746
#> Sigma[4,2] -0.005227920 0.0047731865 -0.0111378418 0.0017226404
#> Sigma[4,3] 0.011005806 0.0031209538 0.0071577012 0.0147611950
#> Sigma[4,4] 0.009260245 0.0029230033 0.0059880627 0.0130498003
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999713603 0.01614635 0.97589334 1.02067755
#> lag1_var2 0.003043035 0.03773368 -0.05762489 0.04739879
#> lag1_var3 -0.014790053 0.07032982 -0.12389924 0.07233650
#> lag1_var4 0.006166491 0.06967023 -0.08060011 0.11438852
#> const 0.342616798 0.30262275 0.03609811 0.80463134
#> exo1 0.002310091 0.02624511 -0.03856419 0.02977432
#> exo2 -0.012368684 0.01965208 -0.03406649 0.01879495
#> exo3 -0.015670059 0.02260046 -0.04333816 0.01552206
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.75995759 0.3557525 -1.1419406 -0.2504609
#> lag1_var2 2.35249414 0.7741881 1.0556441 3.2166334
#> lag1_var3 2.79175811 1.3990873 0.4297992 4.3349226
#> lag1_var4 -2.65211332 1.3339168 -4.1109723 -0.3903090
#> const 9.34671334 7.2594304 -0.6725958 18.5304945
#> exo1 -0.17206521 0.6091692 -0.9160078 0.7104539
#> exo2 1.24459214 0.5022382 0.5022204 1.8423869
#> exo3 0.02076996 0.4264656 -0.4856338 0.6737245
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45428505 0.2289618 0.1041079 0.7069903
#> lag1_var2 -0.66156430 0.4944831 -1.1260261 0.1539604
#> lag1_var3 -0.39655317 0.9084251 -1.2064889 1.0909962
#> lag1_var4 1.26596770 0.8603178 -0.1582773 2.0289714
#> const -3.03623957 3.8201033 -8.5277999 1.1502291
#> exo1 0.09121007 0.3455145 -0.3965858 0.5196950
#> exo2 -1.13913650 0.2778574 -1.5337213 -0.8227947
#> exo3 0.25794022 0.3167486 -0.1801738 0.7127701
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.019518772 0.09126840 -0.10382795 0.14532325
#> lag1_var2 0.312668701 0.17327567 0.05582108 0.52024496
#> lag1_var3 0.561934052 0.34984767 0.02372185 0.97210314
#> lag1_var4 0.420089620 0.34072059 0.02538250 0.94410742
#> const 0.472859238 1.33087797 -1.70364504 2.07841335
#> exo1 -0.001316401 0.06688218 -0.08817208 0.09143632
#> exo2 -0.548629859 0.11737470 -0.72488788 -0.40351158
#> exo3 0.308434671 0.13594647 0.13152038 0.51881678
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000776657 0.0001492932 0.0005832665 0.001009787
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01008645 0.005137064 -0.01865062 -0.004529116
#> Sigma[2,2] 1.09035658 0.321989512 0.77281354 1.561521944
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007498787 0.003265109 0.005249298 0.01308299
#> Sigma[3,2] -0.659462385 0.210198222 -0.994993822 -0.45884447
#> Sigma[3,3] 0.484770397 0.148564215 0.350614438 0.73473355
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002963459 0.00144183 0.001592223 0.005187229
#> Sigma[4,2] -0.150259974 0.07540215 -0.270500156 -0.065090294
#> Sigma[4,3] 0.187233218 0.06021609 0.136470819 0.284426381
#> Sigma[4,4] 0.129524473 0.03178419 0.093507374 0.177109381
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01769961 0.03144887 0.97300759 1.058465863
#> lag1_var2 -0.03245428 0.04000380 -0.09125893 0.014918526
#> lag1_var3 -0.05304152 0.08305181 -0.17195198 0.045946835
#> lag1_var4 0.04224422 0.07418352 -0.04418364 0.150405424
#> const 0.23957175 0.27629195 -0.08742324 0.606562949
#> exo1 0.01845775 0.02816718 -0.01631829 0.047881321
#> exo2 -0.17884473 0.02578752 -0.21452989 -0.145123430
#> exo3 -0.04228068 0.02968063 -0.08289144 -0.005582725
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4069585 1.1907685 -2.03224511 1.022789
#> lag1_var2 1.8430352 1.1972166 -0.04515886 3.301446
#> lag1_var3 2.3639827 2.5102266 -1.56816575 5.486815
#> lag1_var4 -2.2931903 2.2218350 -5.00231531 1.202559
#> const 8.5021099 12.6097212 -4.19892799 28.666217
#> exo1 -0.0819039 0.8586479 -1.18943886 1.053527
#> exo2 1.0251025 0.6208815 0.42453321 2.004851
#> exo3 0.4711815 0.6371410 -0.36719565 1.295136
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5873227 0.6775826 -0.4907641 1.3426654
#> lag1_var2 -0.8824732 0.8064917 -1.7819957 0.3075616
#> lag1_var3 -1.0343625 1.6808892 -2.8568418 1.3744457
#> lag1_var4 1.8963695 1.5069202 -0.2255943 3.4743101
#> const -6.9259456 6.5427098 -15.5877595 2.7263854
#> exo1 0.2402811 0.5084982 -0.4986384 0.8485147
#> exo2 -3.7486750 0.3742887 -4.2697545 -3.3052739
#> exo3 0.1532076 0.4602153 -0.5315996 0.7560801
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4143623 0.3867556 -0.17726409 0.7995028
#> lag1_var2 -0.2800855 0.4812104 -0.83810164 0.3505757
#> lag1_var3 -0.4803979 1.0202921 -1.73391270 0.8228244
#> lag1_var4 1.4067668 0.9228573 0.24403849 2.5731123
#> const -4.7398179 4.0435165 -9.22855978 0.5606447
#> exo1 0.2429957 0.2725791 -0.19841512 0.5288412
#> exo2 -3.4656966 0.3409129 -4.04577400 -3.1568589
#> exo3 0.4263892 0.3642641 0.03700626 1.0445381
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007506038 0.0001650503 0.0005435681 0.0009744356
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02262781 0.004337636 -0.02987766 -0.01856419
#> Sigma[2,2] 1.89450205 0.297273483 1.61485443 2.37803605
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01184621 0.002639885 0.008371162 0.01591784
#> Sigma[3,2] -1.12120268 0.169991867 -1.373530123 -0.90993428
#> Sigma[3,3] 0.82104750 0.115889136 0.662086951 0.97745784
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001904355 0.00206475 -0.004463862 0.001019722
#> Sigma[4,2] 0.009849786 0.07360124 -0.103576167 0.104421993
#> Sigma[4,3] 0.170024058 0.03792758 0.124750535 0.228904674
#> Sigma[4,4] 0.196802399 0.02308597 0.168482404 0.227321269
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984426499 0.01996348 0.95263380 1.00625538
#> lag1_var2 0.009755495 0.04059153 -0.03654565 0.07347878
#> lag1_var3 0.013138857 0.06996278 -0.06707203 0.12371704
#> lag1_var4 -0.014355674 0.06531816 -0.11742460 0.05995050
#> const 0.470169192 0.32688285 0.09471029 0.88026578
#> exo1 0.020873268 0.02275843 -0.00110266 0.05887981
#> exo2 -0.056057644 0.02553112 -0.08327069 -0.02004308
#> exo3 0.027611619 0.03599682 -0.02301685 0.07623315
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3875208 0.9875204 -3.5263768 -0.7724815
#> lag1_var2 5.1774101 2.5602847 1.1469182 7.9863548
#> lag1_var3 7.1920214 4.3473217 0.2867210 11.8344773
#> lag1_var4 -6.5835819 3.9784314 -10.7428230 -0.1768244
#> const 24.4060898 15.9251065 2.7561733 44.2544626
#> exo1 -0.9678791 1.1811499 -2.7324140 0.1772502
#> exo2 1.5928156 1.5082837 -0.2185673 3.8858869
#> exo3 0.3797444 2.4799166 -2.0371845 4.4478948
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8585696 0.6243040 0.86774613 2.5167277
#> lag1_var2 -2.2720685 1.5674100 -4.17244672 0.1167501
#> lag1_var3 -2.9145485 2.6429006 -6.02781321 1.1840774
#> lag1_var4 3.3287602 2.4117417 -0.47866966 6.1279017
#> const -12.0371183 8.3835645 -22.24162062 -0.9003239
#> exo1 0.7208333 0.7048161 -0.07138719 1.7580459
#> exo2 -1.5620825 0.8822530 -2.95794395 -0.4086428
#> exo3 0.6822843 1.4864212 -1.75744754 1.9464664
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46993963 0.1544832 0.2733203 0.69865923
#> lag1_var2 0.48525861 0.1888983 0.1968222 0.69839910
#> lag1_var3 0.81764052 0.3068814 0.3272470 1.15847035
#> lag1_var4 -0.02803071 0.2927356 -0.3554641 0.42420820
#> const 0.86481164 2.9556212 -2.6175807 5.68927386
#> exo1 0.17115305 0.2884694 -0.3022955 0.40715176
#> exo2 -0.63197583 0.5067899 -1.3210548 -0.06043785
#> exo3 0.98541117 0.4597921 0.6442466 1.79015633
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007764335 0.000171354 0.000536035 0.00101252
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01612449 0.003919634 -0.02107215 -0.01061566
#> Sigma[2,2] 0.61435076 0.192290355 0.44470019 0.92776277
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01267473 0.004891287 0.005194575 0.01821739
#> Sigma[3,2] -0.47210879 0.170803422 -0.735468213 -0.30777831
#> Sigma[3,3] 0.77246671 0.154917183 0.608483043 0.99958170
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003492064 0.004356686 -0.003000221 0.008123455
#> Sigma[4,2] -0.122399263 0.079732582 -0.246294915 -0.020469992
#> Sigma[4,3] 0.532259944 0.096278318 0.376441808 0.643963322
#> Sigma[4,4] 0.493242709 0.081249183 0.360820473 0.581051401
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975351420 0.02354628 0.94073623 1.00514545
#> lag1_var2 0.016214345 0.03463348 -0.03670385 0.05330406
#> lag1_var3 0.023812461 0.05886547 -0.06443137 0.08796771
#> lag1_var4 -0.022179256 0.05713407 -0.08809147 0.05997074
#> const 0.513736992 0.22817069 0.13971968 0.78109426
#> exo1 0.001008201 0.02126420 -0.02847448 0.02849597
#> exo2 -0.045016897 0.04258305 -0.09968287 0.01503736
#> exo3 0.064237205 0.03416733 0.02050371 0.10101734
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.919937376 0.6173009 -1.7371742 -0.05756695
#> lag1_var2 1.703986985 0.9604434 0.7499749 3.22812624
#> lag1_var3 1.341849256 1.7298531 -0.3434641 4.12939546
#> lag1_var4 -1.037912515 1.6667808 -3.7174971 0.65777781
#> const 5.161510102 5.7140852 0.1263044 14.40092995
#> exo1 0.035855004 0.7599300 -0.8869146 1.14095623
#> exo2 0.453776563 0.7839589 -0.6044986 1.63540928
#> exo3 -0.002284693 0.9787964 -1.3385815 1.28359627
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0940263 0.5529258 0.2235748 1.6434075
#> lag1_var2 0.8226357 0.9131256 -0.1700250 2.0677369
#> lag1_var3 2.5264415 1.5655309 0.8228100 4.6804391
#> lag1_var4 -2.0979377 1.5573398 -4.3080284 -0.4307773
#> const 7.1394800 6.9261298 -3.3451079 16.1423071
#> exo1 0.1315652 0.7139191 -1.0349944 0.8593835
#> exo2 -1.0382027 0.9729576 -2.2002901 0.4270920
#> exo3 -0.2634258 1.3085473 -2.0898353 1.3223469
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5875783 0.3460230 0.1142874 1.0120751
#> lag1_var2 1.6174639 0.8370043 0.5434252 2.5336825
#> lag1_var3 2.9869525 1.5001907 0.9505514 4.7256526
#> lag1_var4 -2.3787529 1.5056123 -4.2054202 -0.3158373
#> const 9.3434015 7.5325475 -1.3122782 19.7196349
#> exo1 0.1523017 0.6214642 -0.8245861 0.7499428
#> exo2 -0.8244842 0.8146312 -1.9409002 0.2946159
#> exo3 -0.2925473 0.9859765 -1.5360039 0.9995870
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004055794 6.245813e-05 0.0003014345 0.0004731834
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008205801 0.002374608 -0.01119579 -0.005081703
#> Sigma[2,2] 0.641359275 0.179395872 0.42212104 0.917266758
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0055991 0.002736141 0.002720765 0.00971421
#> Sigma[3,2] -0.4943736 0.174139434 -0.756680654 -0.28108478
#> Sigma[3,3] 0.5301051 0.170630680 0.351963586 0.82720795
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004298977 0.001620105 -0.001287481 0.002995324
#> Sigma[4,2] -0.0967812610 0.080773192 -0.230984509 -0.002195570
#> Sigma[4,3] 0.2353764254 0.082673717 0.161432381 0.379752632
#> Sigma[4,4] 0.1881837397 0.051536859 0.124881581 0.261290481
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002500071 0.009504974 0.989138657 1.013411879
#> lag1_var2 -0.002347581 0.023849275 -0.039888567 0.023206086
#> lag1_var3 -0.012986652 0.039012261 -0.074458536 0.028997495
#> lag1_var4 0.006547522 0.037863125 -0.032073694 0.067229431
#> const 0.321890833 0.137554565 0.136810831 0.500312171
#> exo1 -0.013057968 0.014827324 -0.025076926 0.012377247
#> exo2 -0.033162637 0.020604177 -0.058826827 -0.006606944
#> exo3 0.044859332 0.027445434 0.001564676 0.071749576
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.74614117 0.4193476 -2.3099230 -1.1847033
#> lag1_var2 2.92820411 1.1858212 1.3304637 4.5927111
#> lag1_var3 3.62142997 1.8835140 1.1009835 6.2386806
#> lag1_var4 -3.06124575 1.7968977 -5.5645309 -0.6816246
#> const 13.87158297 5.9761336 4.8344290 22.2078567
#> exo1 -0.08850839 0.6970562 -1.0783222 0.8697107
#> exo2 1.13238199 0.8429656 -0.3232514 1.9680945
#> exo3 0.56894603 0.9012820 -0.3111404 2.0276599
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.414668990 0.5145750 1.830447 3.24862957
#> lag1_var2 -3.306109098 1.0468222 -4.589759 -1.87219205
#> lag1_var3 -4.680373172 1.6281335 -6.757057 -2.58622027
#> lag1_var4 4.930162190 1.5580530 2.928281 6.90919869
#> const -19.074989008 7.1226037 -29.097771 -11.04805924
#> exo1 0.007911788 0.6292247 -0.676983 0.98448548
#> exo2 -1.095817665 0.8037802 -2.194419 0.02992768
#> exo3 -0.483675438 0.6445961 -1.525552 0.16215789
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.38385872 0.3812607 0.9254628 1.9235051
#> lag1_var2 -1.93675391 0.6329669 -2.8472874 -1.1106830
#> lag1_var3 -3.15329222 0.9840771 -4.5743875 -1.8449507
#> lag1_var4 3.76458200 0.9274985 2.5101408 5.0651781
#> const -12.71649811 5.3522354 -20.1277701 -4.8472304
#> exo1 -0.05617595 0.3573867 -0.5338719 0.4362938
#> exo2 -0.37772550 0.5531887 -1.1893408 0.2535345
#> exo3 -0.10840267 0.2292992 -0.3760394 0.2222598
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002156445 4.188199e-05 0.000160322 0.0002666536
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00022124 0.002634444 -0.003876421 0.003176512
#> Sigma[2,2] 0.71735407 0.193453196 0.450320703 0.970495554
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001099664 0.001324285 -0.001618253 0.001892245
#> Sigma[3,2] -0.3661289576 0.101183727 -0.488174949 -0.222329333
#> Sigma[3,3] 0.1968532534 0.054139122 0.119426791 0.262371427
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.874854e-05 0.000253946 -0.0003874286 0.000291262
#> Sigma[4,2] 1.454665e-03 0.016466309 -0.0204478534 0.024338854
#> Sigma[4,3] 1.080552e-02 0.006985629 0.0025531409 0.021067480
#> Sigma[4,4] 1.366783e-02 0.002807270 0.0103150376 0.018057421
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986326615 0.01020449 0.96994872 0.99642761
#> lag1_var2 -0.005557417 0.01254032 -0.02189682 0.01152720
#> lag1_var3 -0.014529795 0.02519752 -0.04560900 0.02134679
#> lag1_var4 0.013576946 0.02267760 -0.01871074 0.04234807
#> const 0.326530906 0.14547379 0.13634534 0.53833664
#> exo1 -0.016186030 0.01381677 -0.03211353 0.00483369
#> exo2 -0.039017851 0.01548165 -0.05988533 -0.01647360
#> exo3 0.057633475 0.01633430 0.03030921 0.07592434
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6400269 1.0693266 -3.1048537 -0.5952031
#> lag1_var2 3.0599347 1.2350011 1.5897684 4.7990307
#> lag1_var3 4.0296820 2.4188511 1.1219431 7.4509528
#> lag1_var4 -3.6332028 2.1615316 -6.7064165 -1.0562345
#> const 16.5407803 11.9067272 2.9594459 32.5086989
#> exo1 -0.2631777 1.0189783 -1.6898531 1.1165931
#> exo2 4.2271235 0.9903528 2.6377907 5.1973227
#> exo3 0.5778197 0.9479752 -0.3452282 2.1921024
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8837092 0.5237924 0.3034479 1.59250882
#> lag1_var2 -1.1168960 0.6064135 -1.9446166 -0.46230600
#> lag1_var3 -1.2108311 1.1865400 -2.8294232 0.07283641
#> lag1_var4 1.9545680 1.0552769 0.8170988 3.41502728
#> const -7.1115757 5.5723540 -14.6776661 -0.65219071
#> exo1 0.1068917 0.4951826 -0.6146421 0.79251200
#> exo2 -2.4733629 0.5022032 -2.9448331 -1.60787487
#> exo3 -0.2314716 0.5024405 -1.0808776 0.20799599
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008650768 0.13376294 -0.19110780 0.1774038
#> lag1_var2 0.112780470 0.15387951 -0.10871976 0.2879468
#> lag1_var3 0.184554267 0.30116510 -0.25499702 0.5234145
#> lag1_var4 0.819044736 0.26824968 0.52438171 1.2073851
#> const -0.529939738 1.40599399 -1.99818393 1.7641347
#> exo1 -0.031772883 0.08674379 -0.16375657 0.0762727
#> exo2 -0.499330911 0.13382121 -0.70437830 -0.3691163
#> exo3 0.037093890 0.08567321 -0.06397275 0.1588213
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00608169 0.001091106 0.00480377 0.007745099
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06903623 0.01973367 -0.09357889 -0.04438037
#> Sigma[2,2] 1.45896868 0.31989734 1.03419395 1.85599273
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0624752 0.01635438 0.04046083 0.08302745
#> Sigma[3,2] -1.1348587 0.30832568 -1.53392538 -0.76973467
#> Sigma[3,3] 1.1893703 0.28581897 0.82320234 1.56691686
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03849062 0.009318768 0.02526976 0.05116864
#> Sigma[4,2] -0.57220096 0.203924417 -0.84701738 -0.30903684
#> Sigma[4,3] 0.79981949 0.188031588 0.55516218 1.04160479
#> Sigma[4,4] 0.63712263 0.130757593 0.46986572 0.79950565
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93772474 0.03841751 0.892358408 0.99921563
#> lag1_var2 0.02425755 0.02084105 -0.005786533 0.05067412
#> lag1_var3 0.06223493 0.05526231 -0.021241127 0.12252768
#> lag1_var4 -0.04710795 0.05159303 -0.102370797 0.03085552
#> const 0.84137504 0.81860874 -0.471750415 1.67018336
#> exo1 0.07521131 0.10929980 -0.066331207 0.22024293
#> exo2 0.04246505 0.06953328 -0.036254506 0.15164072
#> exo3 0.04237048 0.06469225 -0.049418167 0.12559904
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30790671 0.3825833 -0.2201488 0.7939201
#> lag1_var2 0.82335552 0.4019209 0.2025449 1.2379688
#> lag1_var3 0.09923004 1.0039879 -1.3809075 1.2521087
#> lag1_var4 -0.18297632 0.9027112 -1.2351681 1.1348896
#> const -1.21948605 8.4625823 -13.0374522 8.5946688
#> exo1 0.98375084 1.3580555 -1.1659392 2.6617420
#> exo2 1.57233666 1.2721839 0.0401191 3.3535119
#> exo3 0.09162755 1.3577451 -1.9061444 1.5815806
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.96981290 0.3841499 -1.5925295 -0.5259877
#> lag1_var2 1.06480910 0.4958339 0.4098684 1.7716216
#> lag1_var3 3.22390676 1.3894556 1.1251889 5.0312376
#> lag1_var4 -1.95774103 1.2937444 -3.6292008 0.0240442
#> const 9.76725059 8.9836706 -0.1632759 24.6218711
#> exo1 -0.04109426 1.0780463 -1.4072266 1.4259896
#> exo2 -1.67426871 1.2040397 -3.0948592 0.1310916
#> exo3 -0.37547006 1.2826934 -1.8086213 1.2889349
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9331870 0.2737378 -1.3917294 -0.64638516
#> lag1_var2 1.2623936 0.4077890 0.6605958 1.76028045
#> lag1_var3 2.8823751 1.1557625 1.0470049 4.21850418
#> lag1_var4 -1.5829468 1.0851704 -2.8447558 0.14829759
#> const 8.3342689 6.4861389 1.4058874 19.25412031
#> exo1 0.4780536 0.6820467 -0.3969935 1.49818329
#> exo2 -1.2828112 0.8885256 -2.2623946 0.06712029
#> exo3 -0.3853647 0.8752974 -1.5148427 0.70777904
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005490109 0.001150816 0.004503044 0.007588036
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001968975 0.0012280540 -0.003833141 -0.0007450069
#> Sigma[2,2] 0.005211298 0.0009605834 0.003791397 0.0063389168
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001824532 0.003584241 -0.006032954 0.003739616
#> Sigma[3,2] -0.009834319 0.003639130 -0.014725787 -0.004694425
#> Sigma[3,3] 0.088753076 0.016188727 0.070388926 0.111987527
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003055916 0.003065765 -0.006788308 0.001415965
#> Sigma[4,2] -0.006570815 0.003455096 -0.011346432 -0.001800766
#> Sigma[4,3] 0.083319438 0.014464978 0.066460918 0.103552871
#> Sigma[4,4] 0.079992029 0.012927052 0.064512601 0.097798975
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96272688 0.04316949 0.91194285 1.01735075
#> lag1_var2 0.04275540 0.20786787 -0.22130862 0.28537492
#> lag1_var3 0.07335613 0.35830939 -0.38220720 0.53245778
#> lag1_var4 -0.07654619 0.36209869 -0.54264126 0.38227693
#> const 1.09376884 1.21752617 -0.39877661 2.65860050
#> exo1 -0.01329574 0.05687291 -0.08176799 0.06945177
#> exo2 -0.06427913 0.06765733 -0.14741982 0.03408299
#> exo3 -0.05441473 0.06736029 -0.15815514 0.01613712
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06937145 0.03880218 0.02325735 0.1198056
#> lag1_var2 0.41189820 0.15874070 0.12868943 0.5645304
#> lag1_var3 -0.14687277 0.22731907 -0.51451142 0.1164700
#> lag1_var4 0.13957172 0.22865385 -0.13089066 0.5075307
#> const -0.65715602 1.19237150 -2.12446369 0.8672471
#> exo1 0.04796879 0.05163149 -0.01731493 0.1192288
#> exo2 0.63542535 0.08076033 0.50209519 0.6909882
#> exo3 0.13991940 0.04795376 0.08408868 0.2079183
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42054825 0.1222795 -0.5813471 -0.25367511
#> lag1_var2 2.09788805 0.7767086 1.3496502 3.43970233
#> lag1_var3 3.19803547 1.2703822 1.8901438 5.32113988
#> lag1_var4 -2.22194357 1.2679451 -4.3438835 -0.91256120
#> const 10.07455326 2.9496884 5.6330237 13.77757035
#> exo1 -0.03634135 0.2217609 -0.3244848 0.27347732
#> exo2 -0.82224975 0.3468862 -1.2444740 -0.28359606
#> exo3 -0.22236228 0.2128903 -0.5405905 0.04228942
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.354407658 0.1218683 -0.5404730 -0.20176931
#> lag1_var2 2.122619464 0.7910652 1.4318923 3.53810527
#> lag1_var3 2.708683834 1.3010272 1.5000042 4.95352247
#> lag1_var4 -1.728997464 1.3012176 -3.9778456 -0.51813002
#> const 8.611315866 2.9452548 4.5562418 13.17805485
#> exo1 -0.005307526 0.2370371 -0.3117481 0.31900341
#> exo2 -0.447944414 0.3283538 -0.8461442 0.07964104
#> exo3 -0.144211184 0.1995264 -0.4234068 0.11491615
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002783601 0.000468512 0.002044083 0.003242415
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007889106 0.00338933 -0.01165962 -0.002296217
#> Sigma[2,2] 0.119324895 0.01810669 0.09872473 0.143229036
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004084792 0.002174425 0.00123727 0.006916005
#> Sigma[3,2] -0.067776449 0.012440491 -0.08926224 -0.057045406
#> Sigma[3,3] 0.047331427 0.010875404 0.03547095 0.065298890
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005561874 0.0008930193 -0.002023389 0.0004275195
#> Sigma[4,2] 0.0020454022 0.0088123147 -0.006953754 0.0167000188
#> Sigma[4,3] 0.0081486417 0.0044926034 0.001911225 0.0138437943
#> Sigma[4,4] 0.0098879928 0.0029364312 0.006484975 0.0140450174
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96902736 0.03107999 0.92917905 1.00732323
#> lag1_var2 0.08270854 0.08577464 -0.07614085 0.14666881
#> lag1_var3 0.17067553 0.15941909 -0.12121590 0.30480813
#> lag1_var4 -0.17224105 0.16116287 -0.30218638 0.12490152
#> const 0.86692434 0.69803900 -0.29399667 1.68894771
#> exo1 0.01403043 0.04610758 -0.06032865 0.05708379
#> exo2 -0.01846202 0.05813479 -0.09672050 0.05168154
#> exo3 0.01126636 0.06458317 -0.09758951 0.07408626
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2578881 0.1731943 -0.4387201 0.04141311
#> lag1_var2 0.6009459 0.5663245 -0.2011697 1.33670312
#> lag1_var3 -0.3241558 1.1385262 -1.9167464 1.17747787
#> lag1_var4 0.4263200 1.1537211 -1.1549069 2.01793468
#> const 0.3416695 4.4198293 -5.2047293 6.84953431
#> exo1 -0.2673411 0.4347763 -0.7455478 0.40106318
#> exo2 0.3242437 0.3762648 -0.2526650 0.70973215
#> exo3 0.1678949 0.4463398 -0.3655755 0.84813678
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1402112 0.1092383 -0.02913869 0.2822728
#> lag1_var2 0.6424935 0.3103702 0.21332123 1.0013300
#> lag1_var3 1.8557370 0.5373134 1.15487237 2.6176885
#> lag1_var4 -0.9866929 0.5304955 -1.73395279 -0.2939711
#> const 4.1000851 2.1933168 1.35833441 7.1718874
#> exo1 0.1909531 0.2433580 -0.14923881 0.4431536
#> exo2 -0.6366819 0.2542493 -0.89439797 -0.1932085
#> exo3 0.1438328 0.2368024 -0.16870683 0.4272224
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004838116 0.04940598 -0.05800063 0.07654636
#> lag1_var2 0.745455783 0.36504445 0.36940975 1.32402061
#> lag1_var3 1.238545218 0.61956737 0.64658212 2.20258235
#> lag1_var4 -0.291392361 0.62893708 -1.27471934 0.31969692
#> const 3.093021031 1.49529990 1.23391277 5.14555080
#> exo1 0.032449695 0.09800149 -0.11780886 0.14714035
#> exo2 -0.455083121 0.10753947 -0.62696960 -0.33802656
#> exo3 0.253128842 0.07135032 0.19969837 0.36942149
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009969783 0.0001994336 0.0008308558 0.001342163
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01018415 0.003875148 -0.01566023 -0.005955359
#> Sigma[2,2] 0.23666070 0.058569789 0.17478393 0.330164510
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009083572 0.005914247 0.0004551256 0.01732316
#> Sigma[3,2] -0.214055938 0.116508770 -0.3592653468 -0.04349407
#> Sigma[3,3] 0.762166217 0.154821210 0.5550298282 0.98010777
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001645863 0.005226582 -0.006604334 0.006805795
#> Sigma[4,2] -0.041136982 0.097408487 -0.131510602 0.123184008
#> Sigma[4,3] 0.609960945 0.134813602 0.441159566 0.806915349
#> Sigma[4,4] 0.584227721 0.151632819 0.432247987 0.819007056
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9935847289 0.01211242 0.97921703 1.01303531
#> lag1_var2 -0.0163707515 0.08647294 -0.14540113 0.08046800
#> lag1_var3 -0.0375415273 0.11768818 -0.21646361 0.08817878
#> lag1_var4 0.0379085832 0.11792058 -0.08616161 0.21809823
#> const 0.1674057143 0.30053798 -0.27353811 0.54223058
#> exo1 -0.0101986221 0.02688687 -0.04739344 0.02599752
#> exo2 -0.0747071269 0.02843088 -0.11886298 -0.04180382
#> exo3 0.0009663275 0.02291908 -0.03052538 0.03064594
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23070523 0.1825056 -0.50613049 0.003856512
#> lag1_var2 1.45988903 1.1118061 0.01781117 3.063318997
#> lag1_var3 1.21378382 1.5415712 -0.77972911 3.472894939
#> lag1_var4 -1.19046201 1.5368218 -3.44117035 0.803530996
#> const 4.91479275 5.4568446 -4.07593921 11.496115359
#> exo1 -0.02074539 0.5251646 -0.68294144 0.619717619
#> exo2 0.38798545 0.5073317 -0.44335951 0.881915038
#> exo3 0.07140318 0.5170107 -0.46599390 0.948334478
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1782355 0.5020142 -0.9685429 0.3619713
#> lag1_var2 1.4382671 2.1557780 -1.1501403 4.2467415
#> lag1_var3 2.3943597 3.1309493 -1.4113145 6.3090193
#> lag1_var4 -1.4462014 3.0968536 -5.3318290 2.3087138
#> const 7.6615139 11.8161285 -6.2072766 26.4049265
#> exo1 0.1547095 0.4352375 -0.5142570 0.6107559
#> exo2 -0.2390769 1.0006092 -1.6587136 0.9789817
#> exo3 0.2724968 1.0201825 -1.3009238 1.5046268
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32977145 0.5094620 -1.1078198 0.2451473
#> lag1_var2 2.22932295 2.1455088 -0.6607467 4.6678663
#> lag1_var3 2.90514075 3.1310788 -0.9885157 6.6141439
#> lag1_var4 -1.93258513 3.1079371 -5.6190693 1.9530054
#> const 10.26774117 12.6699168 -5.3207076 29.6277956
#> exo1 0.13443470 0.6449106 -0.7915016 0.9642501
#> exo2 0.03013159 0.8495240 -1.2122821 1.1053073
#> exo3 0.32016340 0.7570153 -0.7946278 1.2634669
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002376752 0.0007825508 0.001672187 0.00359151
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001281823 0.006332478 -0.009291663 0.007017685
#> Sigma[2,2] 0.6500351446 0.145919824 0.489365350 0.887008889
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003108354 0.002312349 -0.006472813 -1.662213e-05
#> Sigma[3,2] -0.264519939 0.070925213 -0.382242352 -1.835222e-01
#> Sigma[3,3] 0.152062725 0.040755818 0.109155018 2.119393e-01
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003302007 0.001596373 -0.005299162 -0.0007097103
#> Sigma[4,2] 0.028509294 0.030937525 -0.024171366 0.0659162421
#> Sigma[4,3] 0.037709995 0.019017468 0.020375923 0.0678698828
#> Sigma[4,4] 0.056228337 0.012377010 0.042021719 0.0750043998
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.080925107 0.02703886 1.04304648 1.11180399
#> lag1_var2 -0.011523692 0.04531025 -0.07596298 0.03446028
#> lag1_var3 -0.092120005 0.10465384 -0.23693280 0.01530357
#> lag1_var4 0.047872980 0.10265296 -0.05941811 0.19102378
#> const -0.161526498 0.54517355 -0.85063693 0.63937861
#> exo1 0.001111459 0.05811079 -0.07866566 0.07150048
#> exo2 -0.029855370 0.05006858 -0.09103006 0.04063672
#> exo3 -0.008753416 0.03885609 -0.05144183 0.05438091
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1122046 0.5464126 -1.8935402 -0.3655265
#> lag1_var2 1.4981448 1.2255746 -0.3665082 2.9462564
#> lag1_var3 1.7362273 2.7508906 -2.4034786 5.0353375
#> lag1_var4 -1.2675634 2.6583949 -4.4757868 2.7446766
#> const 7.3487610 9.1780773 -5.8522211 20.7789943
#> exo1 -0.2296802 0.8992326 -1.6187089 0.9500185
#> exo2 0.3204745 0.6420763 -0.6490970 1.0375291
#> exo3 0.6444422 0.7180661 -0.1661873 1.8527262
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41955173 0.2291823 0.1288623 0.73738306
#> lag1_var2 -0.15222991 0.5801296 -0.7990119 0.62448065
#> lag1_var3 0.39492668 1.3228744 -1.1338116 2.13838052
#> lag1_var4 0.35869047 1.2808709 -1.3564922 1.81817991
#> const 0.05119651 3.7349936 -4.6811512 5.18411555
#> exo1 -0.39249204 0.5078781 -0.9604329 0.44707457
#> exo2 -0.67750184 0.3610677 -1.0948102 -0.07954425
#> exo3 -0.34195446 0.3588338 -0.8774497 0.08311928
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07757192 0.1198097 -0.2455075430 0.06684937
#> lag1_var2 0.27474938 0.2840049 0.0008609951 0.69703337
#> lag1_var3 0.63192853 0.6577570 0.0095736103 1.60149503
#> lag1_var4 0.36211080 0.6374803 -0.5784834529 0.97236151
#> const 1.95764324 2.3419263 -0.5464332412 5.87727744
#> exo1 -0.56906831 0.1850107 -0.8132560704 -0.32658686
#> exo2 -0.58881960 0.2271618 -0.9072038911 -0.27062697
#> exo3 -0.05466971 0.1908250 -0.2894809067 0.22927970
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005171553 0.00132778 0.003968758 0.007461141
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02020046 0.01225401 -0.03660013 -0.002000301
#> Sigma[2,2] 0.62495447 0.11318305 0.45433535 0.746642015
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02469232 0.005053971 -0.0322456 -0.01872609
#> Sigma[3,2] -0.16070805 0.086036123 -0.3097157 -0.07658855
#> Sigma[3,3] 0.30279704 0.062515557 0.2178197 0.38012004
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03772121 0.009576494 -0.05277612 -0.02818522
#> Sigma[4,2] 0.18801965 0.074667392 0.09020779 0.30665728
#> Sigma[4,3] 0.22833708 0.041924574 0.16612959 0.27322893
#> Sigma[4,4] 0.34985858 0.075196306 0.26054110 0.45160790
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02873688 0.03961217 0.97774781 1.08022830
#> lag1_var2 -0.01343804 0.12861195 -0.18303911 0.16871973
#> lag1_var3 -0.05820779 0.23257958 -0.36162305 0.27090871
#> lag1_var4 0.03830570 0.23459355 -0.29467270 0.34326378
#> const 0.28195044 1.02663158 -0.98490326 1.61927258
#> exo1 0.08397676 0.02712488 0.05133826 0.12953660
#> exo2 -0.11508390 0.08767957 -0.26538856 -0.02853718
#> exo3 -0.11158593 0.04677331 -0.17518665 -0.04180718
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3082828 0.4317935 -0.18657128 0.9230914
#> lag1_var2 -1.5399774 1.3198833 -2.99317976 0.4976935
#> lag1_var3 -4.2914350 2.3801238 -6.94813370 -0.6303716
#> lag1_var4 4.4933911 2.3829682 0.85024446 7.1484441
#> const -15.5866701 11.3062945 -31.56891166 -1.8407198
#> exo1 -0.5861633 0.8383110 -2.07989851 0.2092646
#> exo2 1.1693132 0.8237870 0.20861171 2.3944668
#> exo3 1.0456107 0.6542281 0.09477066 1.8724002
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3608665 0.3347956 -0.7174699 0.16890358
#> lag1_var2 1.5630179 1.0251403 -0.1353610 2.70898953
#> lag1_var3 3.8492564 1.8623330 0.7567389 5.91502784
#> lag1_var4 -2.9133120 1.8508372 -4.9413571 0.17412274
#> const 11.1642625 8.5118522 -0.4870812 22.47496527
#> exo1 -0.2275279 0.3966259 -0.7048235 0.36457534
#> exo2 -1.4680567 0.3195234 -1.9023815 -1.02485480
#> exo3 -0.5844889 0.5065858 -1.3473958 0.04956059
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18937894 0.3464221 -0.6315916 0.336762373
#> lag1_var2 0.45218723 1.1366566 -1.2260705 2.070229501
#> lag1_var3 1.02772906 2.0548470 -2.0108725 3.933011659
#> lag1_var4 0.04350299 2.0629769 -2.8558803 3.113795546
#> const 1.26762588 8.4126471 -12.0963066 10.658836570
#> exo1 -0.55661346 0.3552218 -1.0772106 -0.167247699
#> exo2 -0.89697238 0.5852335 -1.5461111 0.007516663
#> exo3 -0.01576019 0.4424364 -0.5335080 0.637149246
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002774081 0.0008144316 0.001992755 0.004046745
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002068636 0.002334184 -0.005411496 0.0008643459
#> Sigma[2,2] 0.060333903 0.014668474 0.039497242 0.0801236339
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006639419 0.003730574 -0.01141497 -0.001013873
#> Sigma[3,2] -0.026852293 0.018016536 -0.05490180 -0.011325911
#> Sigma[3,3] 0.204430601 0.052370757 0.14472285 0.288380939
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008312943 0.004442853 -0.013182283 -0.0007229478
#> Sigma[4,2] 0.013881521 0.014257696 -0.009098115 0.0258247842
#> Sigma[4,3] 0.193620179 0.047685831 0.140045701 0.2700710293
#> Sigma[4,4] 0.210622435 0.049060354 0.156238007 0.2878019354
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0098343785 0.03122135 0.9749024203 1.0539703750
#> lag1_var2 -0.0985762006 0.11264313 -0.2188683986 0.0750852753
#> lag1_var3 -0.1416645574 0.15469991 -0.2972630363 0.1004610157
#> lag1_var4 0.1431023585 0.15484856 -0.0991517695 0.2947264464
#> const -0.2619752094 0.43820916 -0.7662873885 0.4055038970
#> exo1 0.0600469393 0.04972471 0.0007419313 0.1291215738
#> exo2 -0.1158356476 0.08095486 -0.2252151361 -0.0005812626
#> exo3 -0.0006831365 0.05780623 -0.0782944980 0.0789861500
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17350473 0.1102851 -0.2900147 -0.008328474
#> lag1_var2 0.85142642 0.4041192 0.1978246 1.234802976
#> lag1_var3 -0.20177858 0.6348171 -1.2636023 0.380269755
#> lag1_var4 0.25291054 0.6380295 -0.3385662 1.317898177
#> const 0.16466739 2.3133945 -3.2262826 3.021216611
#> exo1 -0.09853284 0.2204287 -0.3911476 0.217329605
#> exo2 -0.06149459 0.2786438 -0.4599955 0.265214419
#> exo3 -0.27327487 0.1531588 -0.5114705 -0.105650880
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01221708 0.1753789 -0.2489232 0.22374699
#> lag1_var2 1.28198245 0.9934000 -0.2654099 2.45531644
#> lag1_var3 2.95301215 1.3863307 0.7186903 4.62805908
#> lag1_var4 -2.07791584 1.4500725 -3.8346526 0.24531113
#> const 8.88606221 6.5417711 -0.4667173 17.70184475
#> exo1 -0.17413627 0.5146736 -0.6769743 0.68388672
#> exo2 -0.59901265 0.3649801 -1.0668041 -0.07766400
#> exo3 -0.46137515 0.3801163 -0.9101542 0.06062691
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1329507 0.1608755 -0.328650314 0.1190512
#> lag1_var2 1.6091559 1.0596999 -0.007913185 2.7931752
#> lag1_var3 2.4582746 1.4528736 0.107604026 4.0807568
#> lag1_var4 -1.5334816 1.5201575 -3.236416812 0.9221774
#> const 8.0699742 6.7976666 -1.927448849 17.7470640
#> exo1 -0.2510753 0.5492042 -0.888238131 0.6336690
#> exo2 -0.6638910 0.3764467 -1.213407705 -0.1915946
#> exo3 -0.6585750 0.3517392 -1.089337971 -0.2507183
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006549267 0.0001386324 0.0005212037 0.0008776215
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002707504 0.00196713 -0.0003093481 0.00498883
#> Sigma[2,2] 0.200701430 0.03447464 0.1535539008 0.24852733
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001407172 0.00311724 -0.003987654 0.003570571
#> Sigma[3,2] -0.112065826 0.02466326 -0.132343782 -0.074219741
#> Sigma[3,3] 0.202989888 0.03669154 0.156679335 0.252973809
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001408872 0.002674335 -0.003026153 0.004272277
#> Sigma[4,2] 0.0027536756 0.023297560 -0.018515699 0.041858956
#> Sigma[4,3] 0.1411504932 0.035596007 0.103404808 0.188406075
#> Sigma[4,4] 0.1450970210 0.032270783 0.107278726 0.189268705
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966959524 0.02241933 0.934600624 0.994851844
#> lag1_var2 0.021710963 0.04387727 -0.035759689 0.071799688
#> lag1_var3 0.043156464 0.07790725 -0.061548394 0.131279025
#> lag1_var4 -0.040590927 0.07652289 -0.127928675 0.062144267
#> const 0.530613137 0.37361352 0.124796337 1.121445141
#> exo1 0.022739508 0.01739830 -0.003508102 0.045132569
#> exo2 -0.004918688 0.02425329 -0.038101113 0.028252028
#> exo3 -0.038173569 0.02568787 -0.061842733 0.001012343
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10360178 0.4465988 -0.33329832 0.7724819
#> lag1_var2 0.11382036 1.1758752 -1.47029837 1.5703370
#> lag1_var3 -1.19768990 2.0097894 -3.90460212 1.2641687
#> lag1_var4 1.24501408 1.9802911 -1.21046951 3.9001728
#> const -4.21191414 7.1211676 -15.17981216 2.6253288
#> exo1 -0.02644967 0.4290365 -0.58788093 0.6382419
#> exo2 0.60689302 0.4368907 0.09729634 1.2355763
#> exo3 -0.33157457 0.5669041 -1.27476865 0.2718570
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.628682889 0.3677669 -1.1610269 -0.1869718
#> lag1_var2 1.808028336 1.2323423 0.3499172 3.3564610
#> lag1_var3 4.016894958 2.0457898 1.5352729 6.5524307
#> lag1_var4 -3.046384764 2.0149754 -5.5627971 -0.6267840
#> const 13.824573434 6.3134851 7.4510736 23.1804338
#> exo1 -0.008684957 0.3964470 -0.5325134 0.4953597
#> exo2 -0.829033599 0.3378352 -1.2491327 -0.3413280
#> exo3 -0.026079747 0.3858623 -0.4736674 0.5553107
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56010162 0.1377106 -0.7220510 -0.37499248
#> lag1_var2 1.64579090 0.6572466 0.9190151 2.52787689
#> lag1_var3 2.93718115 1.0670339 1.7128144 4.35481109
#> lag1_var4 -1.92411791 1.0517826 -3.3093146 -0.73597286
#> const 10.35246968 2.5894412 7.1392347 14.10285603
#> exo1 -0.02454961 0.2740814 -0.2782997 0.44054683
#> exo2 -0.50836804 0.3704269 -0.9803188 0.02233943
#> exo3 -0.20608304 0.2238891 -0.4826869 0.11957504
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001399287 0.0005306493 0.0009465877 0.002266089
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003601886 0.004393429 -0.01034415 0.002155639
#> Sigma[2,2] 0.290413641 0.058023461 0.21973670 0.376701742
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01652623 0.008144818 0.005765201 0.02580602
#> Sigma[3,2] -0.22099779 0.096289231 -0.391549102 -0.14624808
#> Sigma[3,3] 0.59193999 0.195169403 0.340131843 0.85972762
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01514095 0.00759142 0.006071253 0.02486698
#> Sigma[4,2] -0.05255877 0.07982650 -0.190089210 0.01000385
#> Sigma[4,3] 0.49081469 0.16600166 0.269599485 0.69973596
#> Sigma[4,4] 0.49036654 0.14774493 0.293348284 0.70125527
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01551011 0.02130503 0.99066420 1.05100388
#> lag1_var2 -0.09131376 0.03631458 -0.13970141 -0.04312354
#> lag1_var3 -0.16252609 0.06314796 -0.24882155 -0.07912859
#> lag1_var4 0.15867862 0.05935253 0.07965856 0.23897310
#> const -0.15630295 0.33518728 -0.65658720 0.25900811
#> exo1 -0.01138830 0.02240014 -0.04206864 0.01900645
#> exo2 -0.08753210 0.02745748 -0.12817496 -0.05567743
#> exo3 -0.02061411 0.03990383 -0.06892617 0.04256392
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0452522 0.4078804 -1.7208771 -0.6387954
#> lag1_var2 3.4144325 0.6086917 2.7050546 4.2669627
#> lag1_var3 4.2601334 1.0778260 3.0230219 5.8024701
#> lag1_var4 -4.0831590 1.0104097 -5.5194609 -2.8983048
#> const 14.8149138 6.2774519 8.5088463 24.9930967
#> exo1 -0.3127038 0.4887386 -1.0167416 0.4101943
#> exo2 0.8918059 0.4124744 0.3445929 1.4595283
#> exo3 0.1365880 0.5005709 -0.5478621 0.7817587
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9561083 0.5607591 0.2015064 1.77043919
#> lag1_var2 -2.2309148 0.7066221 -3.0074697 -1.28952441
#> lag1_var3 -3.0090201 1.2632849 -4.4205266 -1.37233400
#> lag1_var4 3.7914839 1.1683930 2.2637519 5.07395723
#> const -10.8333332 8.5727339 -22.4628871 0.41231348
#> exo1 0.3799287 0.6990082 -0.6964452 1.09011800
#> exo2 -2.0421051 0.6523915 -3.2561718 -1.55592036
#> exo3 -0.7755673 0.5493925 -1.6179773 -0.06589453
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4165328 0.5631881 -0.3767542 1.15228169
#> lag1_var2 -0.6638891 0.7711742 -1.5698469 0.36838971
#> lag1_var3 -1.2736790 1.3637978 -2.8673678 0.54162672
#> lag1_var4 2.1654599 1.2655299 0.4789626 3.64353993
#> const -4.2837506 7.8293376 -15.6808541 6.00941197
#> exo1 0.1752076 0.5812349 -0.7105636 0.76876736
#> exo2 -1.6051156 0.7330796 -2.9266381 -0.90742553
#> exo3 -0.7393124 0.5905874 -1.7473867 -0.09487625
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003448339 6.823564e-05 0.0002590536 0.0004347249
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008906727 0.002565685 -0.01194514 -0.005008052
#> Sigma[2,2] 0.886240250 0.269446797 0.52444199 1.291725917
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002688196 0.001886784 0.0002627364 0.005277906
#> Sigma[3,2] -0.324419281 0.102330273 -0.4783534162 -0.190237432
#> Sigma[3,3] 0.212198009 0.040957035 0.1551225050 0.271160131
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001805623 0.001717191 -0.004048944 0.0003768491
#> Sigma[4,2] 0.110251429 0.086698741 0.029066455 0.2509246344
#> Sigma[4,3] 0.069435228 0.033907214 0.018635234 0.1118004089
#> Sigma[4,4] 0.142939688 0.062463886 0.089342760 0.2465848275
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9609455939 0.01264746 0.942889914 0.97855469
#> lag1_var2 0.0404489608 0.02251281 0.007114669 0.07107681
#> lag1_var3 0.0811932084 0.04562584 0.012653687 0.14375028
#> lag1_var4 -0.0741724878 0.04225580 -0.131238207 -0.01098041
#> const 0.6181490936 0.11702837 0.449361378 0.77994981
#> exo1 0.0113488197 0.01415886 -0.005869286 0.03266744
#> exo2 -0.1252418021 0.02217099 -0.158576165 -0.09645784
#> exo3 -0.0007381474 0.01731811 -0.024289963 0.02192562
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9444773 0.7347946 -0.07328287 1.9677389
#> lag1_var2 -1.4299819 1.4170045 -3.20278588 0.1636181
#> lag1_var3 -4.0475113 2.8531778 -7.47149989 -0.7857887
#> lag1_var4 3.9789477 2.6223658 1.09161905 7.1119034
#> const -11.8469553 9.5004892 -21.24358672 3.2380298
#> exo1 -0.5356143 1.0713273 -1.84682685 1.1434231
#> exo2 1.9669938 0.6278093 1.15151658 2.7408805
#> exo3 1.4578482 1.0454819 0.20765460 2.9403760
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4931157 0.3586912 -0.87778414 0.04674725
#> lag1_var2 1.5743763 0.6246573 0.83912520 2.49608750
#> lag1_var3 3.6194068 1.2915045 2.03848629 5.48978471
#> lag1_var4 -2.7107193 1.2022440 -4.47122325 -1.19525386
#> const 11.1905270 4.9439261 3.51957992 16.74490370
#> exo1 0.4376556 0.3387027 -0.02242694 0.94302969
#> exo2 -2.6760923 0.4284800 -3.04322081 -1.97640345
#> exo3 -1.4751895 0.5783271 -2.39330305 -0.88663506
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0887725 0.3097253 -0.4561465 0.3683283
#> lag1_var2 0.7245619 0.6332314 -0.2331752 1.3318169
#> lag1_var3 1.2949919 1.2801917 -0.6052739 2.6662589
#> lag1_var4 -0.3851162 1.1809569 -1.6151611 1.3744167
#> const 4.7170686 3.2722952 -0.8058730 8.1489524
#> exo1 0.2176809 0.3534607 -0.1958514 0.7361561
#> exo2 -2.1313636 0.4902804 -2.7701547 -1.3730892
#> exo3 -0.9579416 0.7435661 -1.8123028 0.1626638
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001536536 0.0003740034 0.001099416 0.002136732
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01803299 0.007468124 -0.02947333 -0.009209947
#> Sigma[2,2] 1.09335004 0.258208227 0.77921240 1.463611849
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005684967 0.00609848 -0.01399355 0.002667704
#> Sigma[3,2] -0.695993289 0.29486207 -1.15026894 -0.458042782
#> Sigma[3,3] 1.315487547 0.37649188 0.91884516 1.919714548
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01592687 0.005570023 -0.0249983 -0.01005932
#> Sigma[4,2] -0.19057234 0.217828926 -0.5478570 0.02078105
#> Sigma[4,3] 1.07500906 0.299958592 0.7325119 1.50083506
#> Sigma[4,4] 1.08262988 0.265697354 0.7618683 1.50140483
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969065992 0.01523386 0.943441021 0.98703220
#> lag1_var2 0.031388695 0.03415610 -0.001763202 0.08293470
#> lag1_var3 0.036284693 0.06616301 -0.021943185 0.13818779
#> lag1_var4 -0.030498621 0.05964971 -0.123387579 0.02153396
#> const 0.461903283 0.33281325 -0.012907143 0.90146441
#> exo1 0.007724552 0.04630034 -0.046072959 0.06698337
#> exo2 -0.041073699 0.05134726 -0.099317854 0.04270318
#> exo3 0.042466123 0.03526987 0.003488791 0.09795977
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83738620 0.5939680 -0.11087847 1.5521202
#> lag1_var2 -0.41397756 0.9056925 -1.49277523 0.8749094
#> lag1_var3 -2.08590293 1.4971944 -3.95708233 -0.0480696
#> lag1_var4 1.78376924 1.2981833 0.01648406 3.4024273
#> const -3.73504199 9.4495238 -17.24411285 9.1253446
#> exo1 -0.38392686 1.3824189 -2.40289062 1.2185019
#> exo2 0.06509972 1.1592001 -1.67354085 1.3557319
#> exo3 -0.48031016 0.7848016 -1.44745045 0.6726329
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35481657 0.5236367 -0.4320153 1.0240373
#> lag1_var2 -0.44624976 0.8367653 -1.5937925 0.7106485
#> lag1_var3 -0.37017532 1.5240480 -2.5008547 1.6579646
#> lag1_var4 1.18604120 1.3370346 -0.5750574 3.0902956
#> const -2.76751613 6.8596834 -11.9094941 7.5145027
#> exo1 -0.01930799 0.9406312 -0.9996027 1.3748726
#> exo2 -4.18692485 1.2662862 -5.6164891 -2.2951833
#> exo3 1.08527157 0.8190764 0.2031428 2.3357066
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9041026 0.5010200 0.2184547 1.59799237
#> lag1_var2 -1.1955489 0.9933230 -2.5607411 0.01610153
#> lag1_var3 -2.5226246 1.8915824 -5.2548537 -0.27140572
#> lag1_var4 3.1740366 1.6844217 1.1741493 5.63519391
#> const -7.6034364 6.1066523 -16.1119455 0.01084824
#> exo1 -0.2171841 0.6839770 -1.3005345 0.66740791
#> exo2 -4.7895481 1.0068253 -6.2523010 -3.50151437
#> exo3 0.9257907 0.7212242 0.3905507 2.06782851
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004772741 0.0001115271 0.0003406071 0.0006379885
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006826773 0.001717076 -0.00953038 -0.004925135
#> Sigma[2,2] 0.236366463 0.058294710 0.17611852 0.324373280
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006209946 0.001662185 0.004748355 0.00903472
#> Sigma[3,2] -0.196081948 0.044243610 -0.260912183 -0.14801900
#> Sigma[3,3] 0.193030454 0.037729584 0.146336181 0.24612716
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002337974 0.001133407 0.0008864807 0.004118334
#> Sigma[4,2] -0.061423243 0.018100416 -0.0870881986 -0.040692705
#> Sigma[4,3] 0.082321059 0.019860303 0.0591152505 0.112201209
#> Sigma[4,4] 0.048405067 0.011569432 0.0356800289 0.065813981
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9433245165 0.006426604 0.933677573 0.952529554
#> lag1_var2 0.0755755276 0.040121587 0.002951033 0.108892110
#> lag1_var3 0.1105573842 0.068060793 -0.011745679 0.170445030
#> lag1_var4 -0.0957544498 0.069001828 -0.156611590 0.028327403
#> const 0.6660195034 0.220481888 0.367002548 0.949214677
#> exo1 -0.0283950038 0.024887027 -0.063656786 0.007178112
#> exo2 0.0002178914 0.019350039 -0.030311540 0.025010506
#> exo3 0.0387672497 0.016024341 0.016529276 0.059055633
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50709478 0.2734368 0.1447416 0.85142723
#> lag1_var2 1.04783985 0.5297977 0.4098241 1.84693324
#> lag1_var3 0.77314292 0.8352747 -0.2363218 1.91654244
#> lag1_var4 -1.02990039 0.8359823 -2.1252057 0.03383655
#> const 2.79420150 3.4092498 -2.8446024 6.07953930
#> exo1 0.20723695 0.4966914 -0.2851425 0.92384434
#> exo2 0.09340567 0.2797493 -0.2003045 0.57883420
#> exo3 0.04497749 0.3430805 -0.3985450 0.51713166
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15162697 0.2639026 -0.5005522 0.2454225
#> lag1_var2 -0.07124912 0.5677165 -0.9083932 0.6168196
#> lag1_var3 0.38873174 0.9589053 -1.0546006 1.5272506
#> lag1_var4 0.68013299 0.9464712 -0.3719670 2.1138223
#> const -0.93628337 3.0382675 -4.4314950 3.6490149
#> exo1 -0.11725331 0.4362246 -0.6798866 0.4545581
#> exo2 -0.16184853 0.3441871 -0.5562605 0.3392857
#> exo3 0.22305185 0.3972538 -0.4167849 0.7182918
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.148402480 0.1497521 -0.05797265 0.3627259
#> lag1_var2 0.277415323 0.3643934 -0.21674566 0.7981754
#> lag1_var3 0.382737877 0.6241892 -0.46253947 1.2365928
#> lag1_var4 0.556665599 0.6101131 -0.23827851 1.3928062
#> const -0.619830390 1.5546639 -2.99061965 1.5670240
#> exo1 0.006150289 0.2010649 -0.18358049 0.3447419
#> exo2 -0.111368224 0.2532223 -0.42657489 0.2633609
#> exo3 0.255962308 0.2435444 -0.12680194 0.5764356
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003103438 8.494039e-05 0.0002015375 0.0004399974
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009598544 0.0005584296 -0.001617941 -0.0002070051
#> Sigma[2,2] 0.0475233468 0.0116981776 0.034235647 0.0633315756
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005805203 0.00173256 -0.00176411 0.00286592
#> Sigma[3,2] -0.0312530108 0.01412515 -0.05403599 -0.01604528
#> Sigma[3,3] 0.1424557707 0.02491708 0.11258311 0.17903075
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002671394 0.001601626 -0.002484342 0.002005854
#> Sigma[4,2] 0.0094486688 0.011873399 -0.003630699 0.026219443
#> Sigma[4,3] 0.1196897702 0.031944886 0.083547138 0.167739008
#> Sigma[4,4] 0.1320564845 0.041676975 0.085451478 0.190685500
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999038578 0.009199105 0.985843775 1.010946356
#> lag1_var2 -0.039445756 0.042184142 -0.098919362 0.008564412
#> lag1_var3 -0.022008155 0.056156735 -0.103014160 0.049900217
#> lag1_var4 0.021373051 0.055232001 -0.048506291 0.100534122
#> const 0.191877857 0.156001715 -0.002883888 0.406670533
#> exo1 0.006591612 0.018065509 -0.019757741 0.030360081
#> exo2 -0.021396264 0.014547664 -0.040583952 -0.003580711
#> exo3 -0.014421015 0.025836708 -0.052506063 0.012989337
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11013989 0.08373921 -0.21586077 -0.006221426
#> lag1_var2 0.71889761 0.64880149 -0.01427615 1.729677212
#> lag1_var3 0.05638921 0.75624850 -0.84293893 1.245571038
#> lag1_var4 -0.02076627 0.75847930 -1.21031532 0.885767751
#> const 0.57702796 2.34745153 -2.60200315 3.996199459
#> exo1 -0.33291535 0.18494884 -0.61314984 -0.089786913
#> exo2 0.32701710 0.24928725 0.01815303 0.700666959
#> exo3 0.23202489 0.09996141 0.09264646 0.377194143
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09524092 0.1913642 -0.3795777 0.1312770
#> lag1_var2 0.87276144 0.8870484 -0.1315272 2.1565605
#> lag1_var3 1.52167876 1.1284760 0.2649030 3.1714377
#> lag1_var4 -0.56251057 1.1251117 -2.2127813 0.6707078
#> const 4.40301208 4.7374836 -0.6133622 11.6015984
#> exo1 0.07599811 0.3016170 -0.4067080 0.3818254
#> exo2 -1.17353546 0.5187186 -1.8763767 -0.4496401
#> exo3 -0.34668993 0.2933470 -0.6468422 0.1257966
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1981611 0.2496917 -0.55436716 0.1132714
#> lag1_var2 1.1356992 0.8953533 -0.08584117 2.3988551
#> lag1_var3 1.1570632 1.2438057 -0.46070425 2.8672755
#> lag1_var4 -0.1524379 1.2337441 -1.86513789 1.4263290
#> const 3.8216234 6.1906918 -2.76462323 13.2693679
#> exo1 -0.2150356 0.3098134 -0.68202007 0.1651521
#> exo2 -0.9316792 0.3530069 -1.34064262 -0.4130129
#> exo3 -0.1574175 0.3061296 -0.49788633 0.3181682
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003844516 8.862745e-05 0.0002869537 0.0005203866
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003767774 0.001036578 -0.001695365 0.001063023
#> Sigma[2,2] 0.1411652539 0.042273155 0.090702208 0.209720127
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002332802 0.0007244742 -0.000707221 0.001238805
#> Sigma[3,2] -0.0982863256 0.0269378750 -0.139050211 -0.063962408
#> Sigma[3,3] 0.0750378395 0.0172987640 0.051734146 0.097772721
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.266984e-05 0.0001344279 -0.0002233559 0.0001370604
#> Sigma[4,2] 4.030497e-04 0.0047901571 -0.0053877917 0.0076494592
#> Sigma[4,3] 6.575512e-03 0.0038136222 0.0006987981 0.0111511079
#> Sigma[4,4] 7.152944e-03 0.0020674663 0.0056326747 0.0103621742
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985497414 0.008734671 0.973556064 0.99636368
#> lag1_var2 0.009724405 0.039175367 -0.055300156 0.05020396
#> lag1_var3 0.027859824 0.060337162 -0.068886738 0.09909394
#> lag1_var4 -0.027530990 0.062793285 -0.097793274 0.07353199
#> const 0.413084498 0.207963050 0.164266592 0.73886256
#> exo1 0.019150040 0.016299722 -0.004164136 0.04080744
#> exo2 -0.069119067 0.017241208 -0.094662271 -0.04609053
#> exo3 0.015716569 0.017258613 -0.005856572 0.03774814
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.021232700 0.09974252 -0.1560105 0.1061218
#> lag1_var2 0.775466521 1.33207395 -1.1775262 2.4870909
#> lag1_var3 0.268213665 2.15832112 -2.9804486 3.0238244
#> lag1_var4 -0.241167816 2.23073644 -3.1232459 3.0893030
#> const -0.136162234 7.15409991 -8.3506436 10.7405567
#> exo1 0.158611734 0.31469568 -0.1830330 0.5551434
#> exo2 0.884045284 0.51580175 0.2691105 1.6615764
#> exo3 0.005653036 0.47097614 -0.5283261 0.7820435
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03543094 0.07664661 -0.06673453 0.1290193
#> lag1_var2 0.60291356 0.88560037 -0.63502077 1.7102474
#> lag1_var3 1.46774050 1.40304235 -0.51732581 3.3043093
#> lag1_var4 -0.55070656 1.45247488 -2.41629948 1.5247200
#> const 4.15277127 4.94654533 -3.66885095 8.9695216
#> exo1 -0.11828197 0.23599825 -0.43508928 0.1186055
#> exo2 -1.28318406 0.36843574 -1.85231040 -0.9246352
#> exo3 0.37034990 0.35094040 -0.20954360 0.7473814
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.021203218 0.03345380 -0.02350029 0.06452565
#> lag1_var2 0.859366080 0.19285803 0.59915661 1.11608710
#> lag1_var3 1.247468653 0.29295207 0.83513429 1.61628289
#> lag1_var4 -0.295940272 0.31243324 -0.68550372 0.14372215
#> const 2.956058046 1.04481832 1.51694354 4.40974815
#> exo1 -0.007190897 0.05249321 -0.08266760 0.06497944
#> exo2 -0.692875749 0.14169423 -0.84031882 -0.45023365
#> exo3 0.387329245 0.09926642 0.26758404 0.53607114
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00802913 0.002012067 0.005410159 0.01075666
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0227793 0.02237889 -0.05236189 0.007622653
#> Sigma[2,2] 1.0619201 0.28895574 0.76535699 1.541782181
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03577533 0.01676771 0.01359122 0.05928086
#> Sigma[3,2] -0.61974174 0.19003167 -0.87189066 -0.38418459
#> Sigma[3,3] 0.48921047 0.13026256 0.32045393 0.66281373
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02537501 0.008009274 0.01401098 0.03577344
#> Sigma[4,2] -0.01098502 0.077915501 -0.11958959 0.10400241
#> Sigma[4,3] 0.14763333 0.046998731 0.10304441 0.22879385
#> Sigma[4,4] 0.15671536 0.042184021 0.10133425 0.21509446
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974440619 0.05042391 0.88395804 1.0270418
#> lag1_var2 0.001144905 0.17145654 -0.23456650 0.2171866
#> lag1_var3 -0.035366338 0.29279361 -0.43092154 0.3460482
#> lag1_var4 0.034678511 0.28164858 -0.32441786 0.4167914
#> const 0.499355508 0.83875802 -0.22899859 2.0059825
#> exo1 0.063337226 0.08206247 -0.05892549 0.1635618
#> exo2 -0.027893257 0.14516763 -0.21223755 0.1531920
#> exo3 -0.002778309 0.07961802 -0.10901952 0.1100013
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9484236 0.5424515 -1.8367570 -0.4208586
#> lag1_var2 1.9842135 1.3632399 0.7453882 4.2097334
#> lag1_var3 2.0310100 2.3574498 -0.1348271 5.9427473
#> lag1_var4 -1.7135529 2.2262812 -5.4040386 0.2481532
#> const 7.4322331 8.9617631 -5.2340578 20.1922709
#> exo1 0.3386237 0.9561791 -0.8894298 1.5966665
#> exo2 1.3786585 0.4921550 0.6693257 1.9846891
#> exo3 0.8874686 0.7465427 -0.1801001 1.7785565
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99843025 0.2086950 0.7239758 1.2600113
#> lag1_var2 -2.23530762 0.6938077 -3.3849649 -1.5577287
#> lag1_var3 -3.09496668 1.1460389 -4.9846006 -1.9474321
#> lag1_var4 3.81310952 1.1145941 2.6901850 5.6673849
#> const -10.15991465 5.5796746 -15.5827640 -1.1359248
#> exo1 -0.03653203 0.5950531 -1.0234558 0.6223772
#> exo2 -1.75723580 0.5169832 -2.5669632 -1.1629529
#> exo3 -0.56243850 0.5194063 -1.2051923 0.2287806
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48741796 0.2509252 0.1442115 0.8439425
#> lag1_var2 -1.59194157 0.7276304 -2.6379983 -0.6497613
#> lag1_var3 -2.79572454 1.2332799 -4.5586547 -1.1739753
#> lag1_var4 3.72239314 1.1816619 2.1971013 5.4291644
#> const -8.26745142 4.0194259 -15.1028123 -5.1671207
#> exo1 0.18865529 0.2962000 -0.1387056 0.6187051
#> exo2 -1.08353150 0.5900488 -1.8991767 -0.3928332
#> exo3 -0.07638226 0.4275313 -0.7834340 0.3939607
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001059896 0.0002402988 0.0007425149 0.001398863
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02683543 0.009559289 -0.04225127 -0.01702215
#> Sigma[2,2] 1.36902787 0.442628355 0.81764894 2.01743757
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02407489 0.008760447 0.01568193 0.03957997
#> Sigma[3,2] -1.05528957 0.375533592 -1.56395676 -0.55112877
#> Sigma[3,3] 1.40509143 0.377228771 0.91345890 1.89282338
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008725867 0.004731111 0.003734223 0.01622406
#> Sigma[4,2] -0.259095095 0.178939059 -0.474110348 -0.01122841
#> Sigma[4,3] 0.852538198 0.220796672 0.594128194 1.17367397
#> Sigma[4,4] 0.770597918 0.157332141 0.586029055 0.99104315
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95393483 0.03509380 0.90332851 0.99692903
#> lag1_var2 0.05749330 0.06540191 -0.02606856 0.14174497
#> lag1_var3 0.10338824 0.10922525 -0.03487362 0.24198038
#> lag1_var4 -0.09557183 0.09862222 -0.22010875 0.03041742
#> const 0.72570601 0.31637028 0.22789740 1.14492262
#> exo1 0.03510307 0.03128423 0.01103035 0.09007497
#> exo2 -0.08088699 0.04127477 -0.13908218 -0.02603935
#> exo3 0.03197647 0.03894416 -0.03994275 0.06444511
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12213894 0.8964865 -1.0254365 1.502472
#> lag1_var2 1.13937584 1.3525190 -0.7676818 2.913405
#> lag1_var3 0.45116131 2.2244098 -2.7582827 3.317085
#> lag1_var4 -0.48037464 1.9827640 -3.0738708 2.311452
#> const 0.17261214 8.3579400 -10.3183971 12.575085
#> exo1 -0.82980838 1.3584806 -2.8667391 0.433489
#> exo2 1.38474149 1.3621070 0.0468169 3.769399
#> exo3 -0.05960136 1.4912221 -1.9214716 2.380339
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4775092 0.8876286 -0.7217246 1.647365
#> lag1_var2 -0.7455929 1.3368589 -2.3705409 1.150670
#> lag1_var3 -0.2925120 2.2075849 -2.9157361 2.847320
#> lag1_var4 1.0786697 1.9685715 -1.7300418 3.448324
#> const 1.2832502 8.4412105 -11.5872399 11.026136
#> exo1 0.9142311 1.3173304 -0.2920428 3.220508
#> exo2 -3.4559448 1.1134357 -5.2406052 -2.150194
#> exo3 0.6977719 0.9457997 -0.7499630 1.719821
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6001468 0.6750893 -0.2994322 1.5071128
#> lag1_var2 -0.4563555 0.9071923 -1.8184521 0.7226001
#> lag1_var3 -0.6702739 1.5074747 -2.9206899 1.2463796
#> lag1_var4 1.4494904 1.3395369 -0.2399101 3.4494708
#> const -0.3573272 5.6882068 -8.1415146 6.2504187
#> exo1 0.4586770 0.8021955 -0.3479157 1.7662563
#> exo2 -2.8592304 0.8410256 -4.1255960 -1.8347316
#> exo3 0.7457147 0.5397935 0.1030228 1.5328060
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002004017 5.251766e-05 0.000138642 0.0002784294
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007509975 0.003222906 -0.01234836 -0.004324207
#> Sigma[2,2] 0.650633342 0.247704870 0.40852612 1.079165485
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006477764 0.002525057 0.004080313 0.01055091
#> Sigma[3,2] -0.511219834 0.192315445 -0.839595128 -0.32225997
#> Sigma[3,3] 0.460932842 0.150770317 0.293739339 0.69542253
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001719977 0.0008310319 0.0006597099 0.0028504
#> Sigma[4,2] -0.099894117 0.0468149809 -0.1742417662 -0.0438876
#> Sigma[4,3] 0.141046739 0.0443420303 0.0785395478 0.2028746
#> Sigma[4,4] 0.081556989 0.0225099023 0.0529158459 0.1155500
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97331949 0.007000126 0.96337548 0.982314818
#> lag1_var2 0.04691939 0.022987667 0.01245101 0.073494846
#> lag1_var3 0.07463032 0.034768416 0.02241993 0.114127427
#> lag1_var4 -0.07071779 0.033917272 -0.10970266 -0.018674907
#> const 0.58885953 0.160579292 0.32675057 0.766968672
#> exo1 -0.01673932 0.010940962 -0.03447858 -0.005891545
#> exo2 -0.03872121 0.015650072 -0.06438338 -0.020209174
#> exo3 0.03234686 0.015841169 0.01165672 0.053195994
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2125606 0.7516506 -0.7823402 1.3259882
#> lag1_var2 -0.9627782 2.7772428 -4.4802826 3.0849357
#> lag1_var3 -2.9556787 4.2753997 -8.4793806 3.2521083
#> lag1_var4 3.0067053 4.1367153 -3.0104923 8.3319645
#> const -9.4913430 13.8552664 -30.2910508 8.1839336
#> exo1 1.0763057 0.3661865 0.5730491 1.5414627
#> exo2 4.2952174 0.6096883 3.4659027 5.0093848
#> exo3 -1.6111393 0.8735843 -2.7246116 -0.4203251
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3285857 0.5861945 -1.2404154 0.3919054
#> lag1_var2 2.0001941 2.2294944 -1.1468276 5.1503155
#> lag1_var3 4.2203404 3.4537013 -0.6033877 9.1604105
#> lag1_var4 -3.2565248 3.3537300 -8.0365270 1.4374665
#> const 12.7387891 10.8889013 -0.5823657 30.3045175
#> exo1 -0.7688467 0.2883481 -1.1946215 -0.4029225
#> exo2 -4.1952863 0.7257261 -5.1051776 -3.2396647
#> exo3 0.9564049 0.9851385 -0.4330982 2.1828989
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21530724 0.1956897 -0.5243458 0.01143858
#> lag1_var2 1.15107333 0.7729925 0.1434925 2.32231301
#> lag1_var3 1.98054057 1.2105471 0.4276868 3.84582014
#> lag1_var4 -0.95848237 1.1813234 -2.7657879 0.55632875
#> const 5.77582644 3.6813834 1.7190222 11.57931595
#> exo1 -0.08754715 0.1404552 -0.2595421 0.09328858
#> exo2 -1.63028802 0.3790601 -2.1410625 -1.15035590
#> exo3 -0.05389973 0.4865871 -0.7293715 0.58471024
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008306482 0.0001086985 0.000648844 0.0009422642
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00460892 0.002953438 -0.008534795 -0.001099988
#> Sigma[2,2] 0.63591243 0.148758502 0.481699565 0.844279726
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003824753 0.002016577 -0.006094412 -0.000982272
#> Sigma[3,2] -0.335277552 0.075069638 -0.432776499 -0.257126439
#> Sigma[3,3] 0.239133494 0.048995529 0.173727581 0.302417854
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006959119 0.0009546942 -0.008334684 -0.005717437
#> Sigma[4,2] 0.057934707 0.0355365236 0.010438569 0.098201645
#> Sigma[4,3] 0.035235677 0.0230725050 0.006269476 0.066316999
#> Sigma[4,4] 0.074833018 0.0109339230 0.061822662 0.090341814
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00999131 0.01923068 0.985230184 1.03641065
#> lag1_var2 0.05578698 0.06198032 -0.033381569 0.12065815
#> lag1_var3 0.07518135 0.10094472 -0.071647251 0.18079709
#> lag1_var4 -0.08829352 0.09997922 -0.195248097 0.05495003
#> const 0.49846207 0.44975552 -0.082454586 1.19131466
#> exo1 0.04223397 0.02406981 0.009069994 0.07396104
#> exo2 -0.07184179 0.02015726 -0.099599852 -0.04645462
#> exo3 -0.01592692 0.03558201 -0.067323733 0.02707867
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3917950 0.4845332 -0.406454266 0.9355212
#> lag1_var2 -3.2751715 2.0043228 -5.344707624 0.1977947
#> lag1_var3 -6.5108933 3.2630198 -9.958637648 -0.8913962
#> lag1_var4 6.7165765 3.2366399 1.108634795 10.0825982
#> const -18.9770562 10.3770740 -28.522616411 -0.8525139
#> exo1 -0.2092092 0.5549684 -0.607431116 0.7733266
#> exo2 0.7099324 0.9284943 -0.374243328 2.0777359
#> exo3 1.2748757 0.9970046 0.007182326 2.8063000
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4024744 0.3416997 -0.7478778 0.1829093
#> lag1_var2 2.4431603 1.3382580 0.1971778 3.8207619
#> lag1_var3 4.8230211 2.1764628 1.1815339 7.0677740
#> lag1_var4 -3.9036636 2.1553452 -6.1129402 -0.2810185
#> const 13.3859685 7.0522036 0.5805241 19.9272138
#> exo1 -0.1895871 0.3708398 -0.7495862 0.1973438
#> exo2 -0.9507931 0.5259093 -1.7684831 -0.3427737
#> exo3 -0.3100335 0.6121836 -1.0575666 0.6188358
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1676681 0.1819049 -0.42046829 0.09044883
#> lag1_var2 0.1122037 0.5834699 -0.52521734 0.88939822
#> lag1_var3 0.3127438 0.9596436 -0.75193621 1.57199751
#> lag1_var4 0.7592275 0.9456439 -0.47184379 1.81990986
#> const 0.2897404 3.8776463 -5.89108880 4.45583447
#> exo1 -0.3316074 0.2051555 -0.67989763 -0.11077041
#> exo2 -0.5624975 0.2183547 -0.88453621 -0.30063841
#> exo3 0.4861183 0.4242036 -0.08501845 1.08289909
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006075797 0.0001210194 0.000461309 0.0007814881
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006065616 0.001394879 -0.007755497 -0.004044132
#> Sigma[2,2] 0.106348392 0.019843973 0.077522688 0.129945068
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006104601 0.001650172 0.003947409 0.008575885
#> Sigma[3,2] -0.105638106 0.020275563 -0.133826958 -0.077046437
#> Sigma[3,3] 0.127924189 0.025443343 0.100005514 0.169562317
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002773517 0.001143761 0.001577224 0.004632403
#> Sigma[4,2] -0.047278351 0.011692675 -0.064301368 -0.032949869
#> Sigma[4,3] 0.075168682 0.018234338 0.054693013 0.104539829
#> Sigma[4,4] 0.055879952 0.014498488 0.041615127 0.078427818
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014449484 0.02076517 0.99085201 1.046234766
#> lag1_var2 -0.001333155 0.01471628 -0.01724284 0.018666525
#> lag1_var3 -0.008446171 0.02412163 -0.03566476 0.022739348
#> lag1_var4 -0.000377384 0.02009478 -0.02855234 0.020343259
#> const 0.219583783 0.19286341 -0.03438194 0.478615864
#> exo1 -0.019801159 0.02608264 -0.04982571 0.019461606
#> exo2 -0.062233465 0.01823539 -0.07752601 -0.031585722
#> exo3 -0.021154788 0.01846068 -0.05096164 0.002721936
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.505323265 0.2662853 -0.8527558 -0.1723768
#> lag1_var2 1.481400884 0.3099934 0.9822791 1.7600501
#> lag1_var3 1.187212229 0.5574557 0.3441945 1.7524836
#> lag1_var4 -1.032876785 0.5064529 -1.5236218 -0.2756122
#> const 5.794840130 2.8143275 1.9276213 9.1797341
#> exo1 -0.009888395 0.2986700 -0.4522910 0.3187356
#> exo2 1.421124961 0.2211939 1.1703780 1.7718509
#> exo3 -0.045874898 0.2169923 -0.3587830 0.2294479
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987584372 0.3582691 0.5882109 1.4953771
#> lag1_var2 -0.357596510 0.3318050 -0.7312129 0.1822574
#> lag1_var3 0.084087397 0.5480243 -0.5286548 0.9721124
#> lag1_var4 0.590404189 0.4809281 -0.1885092 1.1186690
#> const -3.545423340 2.8837651 -8.0793068 -0.1640122
#> exo1 0.006523066 0.2792434 -0.3390393 0.3930820
#> exo2 -2.653627171 0.2410801 -2.9342935 -2.3023570
#> exo3 0.163529971 0.3090832 -0.2807067 0.5514047
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81323775 0.2574323 0.5012094 1.1519220
#> lag1_var2 0.08726663 0.1864570 -0.1595940 0.3720851
#> lag1_var3 0.04432715 0.3076281 -0.3794235 0.4930454
#> lag1_var4 0.72014918 0.2738100 0.3309469 1.1090226
#> const -2.43479817 1.7059696 -5.3902102 -0.7143383
#> exo1 -0.01085744 0.1685913 -0.1807879 0.2586503
#> exo2 -2.17166490 0.1742479 -2.3320138 -1.8936743
#> exo3 0.17106444 0.2559232 -0.2192027 0.4432263
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008228837 0.002519334 0.005470193 0.01210679
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05173968 0.01849305 -0.08111949 -0.03251163
#> Sigma[2,2] 1.95428080 0.57801968 1.32994210 2.83626194
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08293152 0.02150485 0.05746273 0.1134925
#> Sigma[3,2] -1.44919111 0.41697035 -2.14414212 -1.0027678
#> Sigma[3,3] 1.55603951 0.32027918 1.17389618 2.0317504
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05371474 0.01736799 0.03561177 0.08213516
#> Sigma[4,2] -0.22084839 0.11266568 -0.37000805 -0.07072676
#> Sigma[4,3] 0.68213959 0.14926102 0.54264931 0.94115910
#> Sigma[4,4] 0.58344903 0.13630101 0.47668795 0.83035209
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85188937 0.10130664 0.75024574 1.00776980
#> lag1_var2 0.20429917 0.15962010 -0.04898098 0.38565368
#> lag1_var3 0.31143984 0.25718482 -0.09727098 0.60430885
#> lag1_var4 -0.27476796 0.22985969 -0.54007043 0.08890897
#> const 1.49724812 1.17018524 -0.12932687 2.99374239
#> exo1 0.07461390 0.09615384 -0.03655839 0.22115430
#> exo2 -0.28415979 0.12309880 -0.42739935 -0.08136085
#> exo3 0.03983354 0.08942326 -0.10350755 0.14950243
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9579778 1.322113 -2.6856713 0.6810878
#> lag1_var2 1.6800748 2.662734 -1.6192127 5.4748923
#> lag1_var3 1.3094118 4.144548 -3.8693586 7.3051667
#> lag1_var4 -1.0402688 3.801640 -6.5303800 3.7104058
#> const 9.5447302 14.673746 -10.8392111 30.1692566
#> exo1 -0.9301663 1.061996 -2.1327056 0.5982464
#> exo2 1.6945174 1.686371 -0.8130341 3.9310255
#> exo3 0.4558582 1.240796 -1.1721920 2.3003489
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3040598 1.2904378 -1.535674 1.5463581
#> lag1_var2 1.3975107 2.2943659 -2.115012 3.5498671
#> lag1_var3 2.9657392 3.6137965 -2.610871 6.2509151
#> lag1_var4 -1.9520749 3.2650316 -5.023405 3.0792581
#> const 5.5156121 14.4874395 -16.078931 23.9475806
#> exo1 0.8453058 1.5224054 -1.102848 3.1135135
#> exo2 -5.1156654 1.6389611 -7.403555 -2.8211688
#> exo3 -0.7541185 0.9928782 -2.087114 0.4139798
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0058657 0.6099345 -1.7074378 -0.1380918
#> lag1_var2 2.3129044 0.9268236 1.0492393 3.2728022
#> lag1_var3 3.5513518 1.4929811 1.5278891 5.1131957
#> lag1_var4 -2.3211004 1.3181524 -3.7394351 -0.5057774
#> const 11.0904708 6.9061283 1.6699856 19.3861319
#> exo1 0.2703419 1.1636496 -0.8747262 2.2261906
#> exo2 -4.5323946 1.1306306 -5.7716560 -2.7818100
#> exo3 -0.5676933 0.7182763 -1.6159584 0.2650061
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001547751 0.0002941115 0.001154777 0.001940844
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007737364 0.00223059 -0.01129647 -0.004879543
#> Sigma[2,2] 0.142893118 0.02480948 0.10967422 0.177620229
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009659233 0.01349127 -0.005911648 0.03060406
#> Sigma[3,2] -0.188571632 0.09815595 -0.346681892 -0.08847388
#> Sigma[3,3] 3.268658775 0.66245442 2.552897308 4.32150149
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005531459 0.0150685 -0.01197877 0.028171832
#> Sigma[4,2] -0.115365820 0.1028954 -0.27802853 0.005408432
#> Sigma[4,3] 3.601164132 0.7603424 2.71947029 4.774363261
#> Sigma[4,4] 4.032683013 0.8775346 2.95362000 5.338770751
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941038262 0.02847548 0.905390544 0.98054147
#> lag1_var2 0.055554913 0.03645558 -0.001179093 0.09589372
#> lag1_var3 0.102191978 0.07578291 -0.018777744 0.17641291
#> lag1_var4 -0.089261124 0.06699394 -0.154433298 0.01792327
#> const 0.594398515 0.31686329 0.289906170 1.13255655
#> exo1 -0.010721160 0.03033566 -0.049896499 0.03596430
#> exo2 -0.001339907 0.04312222 -0.059564670 0.05888670
#> exo3 0.015533793 0.04805091 -0.049669342 0.08486233
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.066048969 0.4634111 -0.48264950 0.7740829
#> lag1_var2 0.749982989 0.4506339 0.06036583 1.2540441
#> lag1_var3 -0.053756475 0.9373567 -1.52641067 1.0012739
#> lag1_var4 0.060752178 0.8158101 -0.86410810 1.3432379
#> const 0.635399758 5.2162969 -7.73860042 6.4955381
#> exo1 0.002394608 0.2324827 -0.28820259 0.3446787
#> exo2 2.497419391 0.3836975 2.02294139 2.9550064
#> exo3 0.027817637 0.3976302 -0.45224708 0.5492740
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2247291 2.382859 -1.184586 4.9465119
#> lag1_var2 -1.3757713 2.732521 -5.599977 1.5171883
#> lag1_var3 -1.3048325 5.263368 -9.454706 4.7681758
#> lag1_var4 1.8853933 4.626247 -3.476531 8.9960637
#> const -2.4527598 22.017202 -30.048263 18.9605538
#> exo1 0.1878133 1.600021 -1.779261 2.0277811
#> exo2 -0.8295864 1.272255 -2.600564 0.7241062
#> exo3 0.7447919 1.513742 -1.435772 2.7447920
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3981780 2.575428 -1.237166 5.284618
#> lag1_var2 -1.4906182 2.991778 -6.125132 1.700816
#> lag1_var3 -2.2582631 5.714805 -10.950129 4.131760
#> lag1_var4 2.8335748 5.026553 -2.808452 10.424530
#> const -4.3849273 24.000669 -34.583620 21.533286
#> exo1 0.2266317 1.910192 -2.207628 2.440412
#> exo2 0.5539900 1.342250 -1.297529 2.144667
#> exo3 0.8505173 1.576469 -1.286151 3.053167
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001774255 5.994358e-05 0.0001083324 0.0002591433
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.501585e-05 0.001073875 -0.001257491 0.001501772
#> Sigma[2,2] 1.028154e-01 0.019001627 0.076575552 0.127198374
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007619855 0.001766622 -0.003323135 0.001409899
#> Sigma[3,2] -0.1338122141 0.065207952 -0.243053051 -0.071457019
#> Sigma[3,3] 0.4791930466 0.235652269 0.286270145 0.847281077
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00069390 0.001252839 -0.00267738 0.0005273529
#> Sigma[4,2] -0.05816691 0.057448377 -0.15468645 -0.0029001568
#> Sigma[4,3] 0.38745921 0.197567493 0.21949840 0.6936045452
#> Sigma[4,4] 0.35161395 0.164545209 0.20168994 0.6076380584
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988733983 0.004488047 0.98209771 0.993574225
#> lag1_var2 0.003546211 0.027717781 -0.02760751 0.049800555
#> lag1_var3 0.004325917 0.039982998 -0.04135311 0.069815366
#> lag1_var4 -0.002873332 0.040097856 -0.06874062 0.042319679
#> const 0.245920695 0.123614738 0.06483959 0.419949002
#> exo1 -0.002817901 0.015335126 -0.02361819 0.015086873
#> exo2 -0.033563936 0.013044038 -0.05145956 -0.016340813
#> exo3 -0.025249169 0.011907433 -0.04136102 -0.008575698
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1993799 0.08165934 -0.31903042 -0.09917976
#> lag1_var2 1.4261862 0.65296721 0.67439015 2.44241009
#> lag1_var3 1.2732275 1.05220420 -0.02902228 2.90942589
#> lag1_var4 -1.2662540 1.05898373 -2.89901039 0.04328776
#> const 5.5464924 3.23421984 1.31077529 10.46615766
#> exo1 0.1023822 0.28162538 -0.26894885 0.51639962
#> exo2 0.6640445 0.23628310 0.36390748 0.98321586
#> exo3 0.4822011 0.24687253 0.18585634 0.82934745
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2402545 0.2235233 -0.06811484 0.5256548
#> lag1_var2 0.3159904 0.8186529 -0.75930530 1.4334172
#> lag1_var3 1.5662680 1.4433573 -0.04977046 3.6554126
#> lag1_var4 -0.6900700 1.4666509 -2.79208403 0.9187993
#> const 3.2612762 8.2998786 -8.37652903 12.8666143
#> exo1 0.2848668 0.6453152 -0.66119960 1.1665564
#> exo2 -2.7701934 0.7904053 -4.14733714 -2.0107285
#> exo3 -0.6147598 0.5445281 -1.33436207 0.1410679
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09666401 0.2082410 -0.23051806 0.3342808
#> lag1_var2 1.10968193 0.7330198 0.05102264 1.9215668
#> lag1_var3 2.15778496 1.2734561 0.43942230 3.7467668
#> lag1_var4 -1.26581426 1.3017584 -2.86380497 0.4881989
#> const 6.48092467 7.4313607 -2.94192159 16.5831388
#> exo1 0.37616703 0.5336548 -0.35471358 1.1013167
#> exo2 -2.31500422 0.6847652 -3.49800172 -1.6293582
#> exo3 -0.26615488 0.5453111 -0.97723835 0.4920870
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007798725 0.0002484255 0.0005593869 0.001226145
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00339482 0.002465038 -0.007599349 -0.0007722776
#> Sigma[2,2] 0.11790824 0.019905461 0.094682667 0.1496361098
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000482964 0.001169167 -0.00192914 0.001002163
#> Sigma[3,2] -0.060535698 0.008765343 -0.07192178 -0.047659547
#> Sigma[3,3] 0.048987706 0.007724315 0.04116857 0.060626523
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003050195 0.001252735 -5.243096e-03 -0.002004154
#> Sigma[4,2] 0.022347776 0.012382545 1.078806e-02 0.041642587
#> Sigma[4,3] 0.007597059 0.006081996 9.048999e-05 0.016566148
#> Sigma[4,4] 0.024589877 0.006920559 1.786587e-02 0.036725000
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99707083 0.01413454 0.975996149 1.01395951
#> lag1_var2 -0.04665317 0.03297844 -0.101481117 -0.01118065
#> lag1_var3 -0.06998085 0.04830280 -0.150518683 -0.01993703
#> lag1_var4 0.07014597 0.04706703 0.016086996 0.14751475
#> const 0.06114953 0.24601704 -0.292441318 0.37457394
#> exo1 0.02331192 0.02744364 -0.006578225 0.06464782
#> exo2 -0.05075858 0.02267472 -0.083510768 -0.02434321
#> exo3 -0.01931768 0.02977878 -0.048564680 0.02457646
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1896356 0.3358856 -0.5145606 0.3296313
#> lag1_var2 0.2562949 1.0865767 -1.4307174 1.5625579
#> lag1_var3 -0.9279747 1.6125061 -3.4266235 1.0040827
#> lag1_var4 1.0114671 1.6260198 -1.0024778 3.4724330
#> const -1.3466670 5.5356940 -9.4964960 5.9355579
#> exo1 -0.9185750 0.3171883 -1.2043407 -0.4063626
#> exo2 -1.3283716 0.3315485 -1.7850610 -0.8213841
#> exo3 0.6276070 0.3046414 0.1359743 1.0035533
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2099961 0.3228181 -0.2733120 0.6219259035
#> lag1_var2 1.1862416 0.7136864 0.4173469 2.2957663683
#> lag1_var3 2.6146459 1.0760024 1.4661720 4.2949239951
#> lag1_var4 -1.7668827 1.0494193 -3.4124670 -0.6263169506
#> const 5.9453913 3.9930178 0.6981935 11.5176546172
#> exo1 0.4448702 0.2207240 0.1159627 0.7216146932
#> exo2 0.1544573 0.2709575 -0.3191590 0.4143382872
#> exo3 -0.3130262 0.1893374 -0.5280928 0.0004340131
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07459881 0.1622618 -0.10917629 0.30495752
#> lag1_var2 1.09258676 0.3704323 0.75233960 1.70027304
#> lag1_var3 1.57915947 0.5528448 1.05278141 2.49378077
#> lag1_var4 -0.65710139 0.5502309 -1.55825541 -0.11034435
#> const 3.95365215 1.7176040 1.32733152 6.05269556
#> exo1 -0.20602513 0.1375977 -0.39123080 -0.04233356
#> exo2 -0.80356632 0.1425688 -1.00731694 -0.63787130
#> exo3 0.12535308 0.0941486 -0.01827503 0.24292500
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001159071 0.0002642431 0.0008235241 0.001541414
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00592514 0.003133434 -0.01079564 -0.002423274
#> Sigma[2,2] 0.22720169 0.056908519 0.15898504 0.319025066
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001020547 0.00204516 -0.003658549 0.002056078
#> Sigma[3,2] -0.108058028 0.02093824 -0.132278500 -0.075190051
#> Sigma[3,3] 0.085115560 0.01985474 0.056460829 0.111843026
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004477691 0.001461581 -0.006732331 -0.002765749
#> Sigma[4,2] 0.016421176 0.021315847 -0.009449108 0.044421340
#> Sigma[4,3] 0.028039174 0.014808616 0.008832413 0.050006590
#> Sigma[4,4] 0.039390803 0.009397285 0.029015179 0.051118229
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98699650 0.03535470 0.937819467 1.031496211
#> lag1_var2 -0.07668126 0.05949059 -0.168147920 -0.005259910
#> lag1_var3 -0.14542630 0.10889018 -0.313276642 -0.013834029
#> lag1_var4 0.15225927 0.10883483 0.015034312 0.317803076
#> const -0.09984326 0.55314176 -0.985807997 0.455428638
#> exo1 0.02785530 0.03595036 -0.006103966 0.086653615
#> exo2 -0.05521711 0.03144047 -0.102847143 -0.021933475
#> exo3 -0.04803352 0.03032290 -0.086159338 -0.004135072
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6841141 0.3726078 0.2518077 1.2008212
#> lag1_var2 0.2328283 0.7242573 -0.7706327 1.2434382
#> lag1_var3 -1.1124830 1.3943151 -3.0079293 0.7623811
#> lag1_var4 0.9476362 1.4793592 -0.9714313 2.9052950
#> const -3.6996725 6.9717869 -14.9992946 2.9997194
#> exo1 -0.2267262 0.4780992 -0.9357184 0.3163100
#> exo2 0.5570058 0.5535534 -0.1974649 1.2737704
#> exo3 0.3223539 0.3458523 -0.2665351 0.6884131
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5186863 0.3218334 -1.0461577 -0.174635059
#> lag1_var2 1.2340023 0.5186921 0.5216136 1.968591398
#> lag1_var3 3.0745804 0.9373214 1.7769663 4.390682714
#> lag1_var4 -2.0488123 0.9547231 -3.3548807 -0.702740076
#> const 8.3490998 5.7266713 1.9378864 16.836869357
#> exo1 0.0237354 0.2858373 -0.3883462 0.339379928
#> exo2 -0.8617852 0.3184014 -1.2577244 -0.436726118
#> exo3 -0.3655604 0.2517465 -0.6907906 -0.003872941
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1525302 0.2634425 -0.6042129 0.12318365
#> lag1_var2 1.1551905 0.4296723 0.6906815 1.82737069
#> lag1_var3 2.0890455 0.7667545 1.2302493 3.28848846
#> lag1_var4 -1.1316581 0.7535130 -2.3261586 -0.27597753
#> const 5.2875616 3.9955788 1.6943561 11.93950090
#> exo1 -0.1090109 0.2304941 -0.4791007 0.15765654
#> exo2 -0.6292715 0.1333313 -0.7960419 -0.46889839
#> exo3 -0.2225822 0.2010173 -0.5101504 0.06424645
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00413371 0.0009232249 0.003155628 0.005600191
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04478491 0.01237018 -0.06542618 -0.03120671
#> Sigma[2,2] 0.62133455 0.19016179 0.40499508 0.90735489
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05012496 0.01332587 0.03331188 0.06977129
#> Sigma[3,2] -0.66634702 0.21333952 -1.01503322 -0.43290943
#> Sigma[3,3] 0.84918864 0.27103448 0.53440968 1.30037390
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04121295 0.01101795 0.0263296 0.05649173
#> Sigma[4,2] -0.53576264 0.17556212 -0.8214079 -0.33507678
#> Sigma[4,3] 0.73326921 0.23323661 0.4540905 1.11065524
#> Sigma[4,4] 0.65028486 0.20482837 0.3998311 0.96869097
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93286769 0.04156335 0.88325128 0.98226960
#> lag1_var2 0.03528711 0.02642904 -0.00028781 0.07456987
#> lag1_var3 0.05511814 0.05730370 -0.01300096 0.14676698
#> lag1_var4 -0.03071731 0.05313887 -0.11551147 0.03240643
#> const 0.49529684 0.64165385 -0.36894923 1.41675883
#> exo1 0.01355540 0.06278324 -0.08650465 0.07900596
#> exo2 -0.07459981 0.07038627 -0.16769838 0.02682537
#> exo3 0.03475675 0.07377385 -0.05048338 0.13983874
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71833442 0.3808975 0.2153881 1.16392341
#> lag1_var2 0.35405735 0.3321211 -0.1606527 0.78671797
#> lag1_var3 -0.94380011 0.7273021 -2.1017667 -0.08445292
#> lag1_var4 0.66185236 0.6656646 -0.1673860 1.69788680
#> const -2.42451155 7.1119776 -13.0515221 6.99584054
#> exo1 -0.08444675 0.7837010 -0.8311934 1.10762852
#> exo2 1.01814952 1.0530451 -0.3072611 2.53186019
#> exo3 0.31769446 1.0093643 -1.0774651 1.61430715
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1662481 0.4227679 -1.6333212 -0.4726507
#> lag1_var2 1.1259385 0.3925611 0.4715574 1.5714611
#> lag1_var3 3.4440132 0.9472376 2.0710054 4.8625112
#> lag1_var4 -2.0061069 0.8746402 -3.3651455 -0.8799879
#> const 8.3356178 7.5108605 -1.3216534 19.1830294
#> exo1 0.2307206 1.0824504 -1.3213629 1.3667083
#> exo2 -0.5220729 1.0733913 -1.9630424 0.8987088
#> exo3 -0.3788979 1.0995019 -1.8716157 1.1937258
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0294644 0.3858675 -1.4687529 -0.3877367
#> lag1_var2 1.1423556 0.3452689 0.5514534 1.4623321
#> lag1_var3 2.6786846 0.8537230 1.3666778 3.8700092
#> lag1_var4 -1.2443181 0.7880227 -2.4065667 -0.1614793
#> const 6.1572116 6.3872814 -1.4897257 15.3598928
#> exo1 0.2320857 0.9957036 -1.2268570 1.2704556
#> exo2 -0.2369138 0.8361614 -1.3916404 0.9122897
#> exo3 -0.3335308 0.9120655 -1.5608020 0.9800197
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002763151 4.030678e-05 0.0002280621 0.000339693
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003007101 0.001202288 -0.004547993 -0.001292873
#> Sigma[2,2] 0.543043931 0.185912223 0.332864125 0.849336988
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00300209 0.001307696 0.00114444 0.004428958
#> Sigma[3,2] -0.60716215 0.181156716 -0.84910316 -0.362773486
#> Sigma[3,3] 0.92971619 0.232632393 0.58918563 1.227020964
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001529587 0.001655795 -0.0008503937 0.003558725
#> Sigma[4,2] -0.383183654 0.128377297 -0.5170364997 -0.178392592
#> Sigma[4,3] 0.749423994 0.211312633 0.4838520485 1.066920697
#> Sigma[4,4] 0.681828566 0.202675297 0.4587707576 0.997206227
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977837808 0.01233602 0.960209221 0.995054805
#> lag1_var2 0.017956101 0.01576006 -0.004668854 0.039703623
#> lag1_var3 0.037422528 0.02797452 -0.003403284 0.074720160
#> lag1_var4 -0.033408941 0.02381384 -0.065378047 0.000774908
#> const 0.456794676 0.22383227 0.187661600 0.777812583
#> exo1 0.006016105 0.01842733 -0.021626926 0.024062685
#> exo2 -0.060332174 0.02075182 -0.094777591 -0.035687348
#> exo3 0.012282456 0.02204793 -0.018393858 0.041624041
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3534142 0.7512364 0.310364 2.3131487
#> lag1_var2 -0.4643066 0.7911965 -1.461820 0.6034067
#> lag1_var3 -2.4193384 1.4134713 -4.218966 -0.5047422
#> lag1_var4 1.9525147 1.1960554 0.353290 3.4485053
#> const -7.0349897 8.7240672 -19.234406 5.6341756
#> exo1 -0.6191612 0.4129256 -1.251633 -0.1842980
#> exo2 -1.2274510 0.8154126 -2.357654 -0.1588342
#> exo3 4.1218006 0.4651866 3.612343 4.8464330
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.697569 0.9658569 -2.8980639 -0.3454307
#> lag1_var2 1.946412 0.9816331 0.7931521 3.2840367
#> lag1_var3 4.104878 1.7859686 2.0838120 6.6454383
#> lag1_var4 -2.587861 1.5263066 -4.7865122 -0.9040352
#> const 11.475778 12.6869222 -7.3158393 27.8335374
#> exo1 0.881914 0.4556892 0.3117697 1.5335134
#> exo2 -2.053654 0.9790967 -3.3851547 -0.8106673
#> exo3 -2.175719 0.5138683 -3.0209681 -1.7040456
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2274649 0.7573491 -2.25056714 -0.1161104
#> lag1_var2 1.6041967 0.7513953 0.71370270 2.7623162
#> lag1_var3 2.5057826 1.3868910 0.95778517 4.7251376
#> lag1_var4 -1.1243551 1.1905866 -3.04076877 0.1595223
#> const 6.9837312 10.4041643 -7.63749549 19.4445416
#> exo1 0.6967159 0.5172650 -0.09749697 1.2592522
#> exo2 -3.6837028 0.8376919 -4.94019701 -2.5021319
#> exo3 0.1394132 0.4575981 -0.59498190 0.7300840
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001062384 0.0001921354 0.0008153944 0.001342289
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001510846 0.00760343 -0.01081684 0.008820055
#> Sigma[2,2] 1.681936549 0.45651386 1.19466462 2.397309208
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005263574 0.004227521 -0.005324835 0.005363245
#> Sigma[3,2] -0.9576814440 0.262768952 -1.340847196 -0.664000146
#> Sigma[3,3] 0.5915046499 0.156368395 0.418181632 0.799265098
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003264406 0.001163647 -0.00192437 0.001292029
#> Sigma[4,2] 0.0396183895 0.052018886 -0.03771755 0.109664021
#> Sigma[4,3] 0.0265773238 0.032527291 -0.02527121 0.065363794
#> Sigma[4,4] 0.0532380947 0.014324387 0.03815573 0.073876669
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984182374 0.01600321 0.96332737 1.00768506
#> lag1_var2 -0.016154765 0.03844608 -0.05577493 0.04419805
#> lag1_var3 -0.021181846 0.06388636 -0.08609171 0.07948140
#> lag1_var4 0.023680039 0.06565880 -0.07573563 0.09639276
#> const 0.306549226 0.34041696 -0.20623086 0.65529404
#> exo1 0.009599283 0.03011853 -0.03210901 0.04768249
#> exo2 -0.090850433 0.02309515 -0.12745760 -0.06527905
#> exo3 0.014620322 0.02934797 -0.02491168 0.05067065
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.04887545 0.8739698 -3.2215369 -0.85867516
#> lag1_var2 2.76445223 2.3914170 -0.8605983 5.78449173
#> lag1_var3 3.48351749 4.0414637 -2.6027508 8.60434285
#> lag1_var4 -2.84735372 4.2699277 -8.0920986 3.88919079
#> const 13.15439497 14.6872083 -13.0201933 25.81716781
#> exo1 -2.64320580 1.4342373 -4.6336724 -0.59427219
#> exo2 0.05681305 2.1636761 -2.9750028 2.91301381
#> exo3 -1.38756211 0.8545225 -2.3798150 -0.07834603
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.22705006 0.5531887 0.5803145 2.076159
#> lag1_var2 -0.09539021 1.1990756 -1.6700909 1.759899
#> lag1_var3 0.54358266 2.0409159 -2.1393819 3.673414
#> lag1_var4 -0.06169201 2.1479176 -3.5341884 2.641255
#> const 0.28047787 9.7083543 -8.3514111 16.795539
#> exo1 1.62405982 0.8981260 0.3643951 2.802208
#> exo2 1.08058878 1.2857049 -0.7845011 2.875619
#> exo3 0.61360534 0.5894154 -0.3232254 1.216404
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01515840 0.1229917 -0.1460220 0.18822838
#> lag1_var2 1.31093834 0.4241843 0.7113567 1.86074235
#> lag1_var3 2.21688820 0.7177718 1.2100332 3.15268281
#> lag1_var4 -1.34196957 0.7710772 -2.3382193 -0.25416325
#> const 7.07025414 2.9256032 3.2972005 11.24638736
#> exo1 0.06453531 0.1959403 -0.1344715 0.39274296
#> exo2 1.19045255 0.2101546 0.9094512 1.47236888
#> exo3 -0.21836374 0.1483517 -0.3988945 -0.02499753
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004555898 0.001393326 0.003132504 0.006741031
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002708973 0.002864988 -0.0003634401 0.007490632
#> Sigma[2,2] 0.187462292 0.051231086 0.1135272731 0.255530492
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002924326 0.002281304 -0.003836119 0.002326088
#> Sigma[3,2] -0.1181406435 0.031730738 -0.163010586 -0.071036534
#> Sigma[3,3] 0.0826350697 0.022501653 0.050091223 0.116382674
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001537208 0.0006597183 0.0007067821 0.002535586
#> Sigma[4,2] 0.005552878 0.0078643694 -0.0057880823 0.015396032
#> Sigma[4,3] 0.005033541 0.0064090516 -0.0006975335 0.015233235
#> Sigma[4,4] 0.009098244 0.0031623069 0.0057971096 0.013399201
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86743061 0.06654052 0.7792261 0.96230542
#> lag1_var2 0.14570207 0.13956184 -0.0514677 0.32036545
#> lag1_var3 0.18548501 0.20751192 -0.1143451 0.44457764
#> lag1_var4 -0.15152058 0.20428429 -0.4064168 0.12621441
#> const 0.76803571 0.48788719 0.1821105 1.41227189
#> exo1 -0.17118323 0.05374418 -0.2269656 -0.08380109
#> exo2 -0.08088146 0.07860942 -0.1770111 0.02460189
#> exo3 0.02447977 0.10887794 -0.1328435 0.15584084
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02844026 0.3207121 -0.4521973 0.4049930
#> lag1_var2 0.39697121 0.7864105 -0.8354137 1.2926115
#> lag1_var3 -0.85984244 1.1991860 -2.6796739 0.5694278
#> lag1_var4 0.86634463 1.2390581 -0.5712050 2.7745471
#> const -0.83463676 4.6653152 -5.2659643 6.4688961
#> exo1 0.32075034 0.3965255 -0.1718749 0.8808627
#> exo2 1.08861570 0.5264627 0.2593583 1.7219537
#> exo3 0.77232509 0.4059330 0.3279336 1.3705812
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03572195 0.2090488 -0.1680407 0.37334560
#> lag1_var2 1.10561808 0.5363184 0.5510718 1.94200804
#> lag1_var3 2.60444873 0.8090358 1.7442176 3.87287776
#> lag1_var4 -1.70609713 0.8535308 -3.0505463 -0.77659921
#> const 5.52449740 3.8549285 -0.6042253 10.14744745
#> exo1 -0.16877792 0.2846631 -0.5669382 0.23129509
#> exo2 -1.41753966 0.3145086 -1.7732583 -0.90368208
#> exo3 -0.42947438 0.3087313 -0.8893102 -0.07134038
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05544105 0.09056010 -0.06074018 0.1820063
#> lag1_var2 1.09328724 0.28171980 0.74078676 1.4227510
#> lag1_var3 1.61953913 0.43483260 1.06599328 2.1260127
#> lag1_var4 -0.69967662 0.43465475 -1.21212211 -0.1358670
#> const 3.80522434 1.74620644 1.54997214 6.3234089
#> exo1 0.04185939 0.07156613 -0.03444419 0.1486223
#> exo2 -0.76793124 0.09569374 -0.87348298 -0.6308081
#> exo3 0.07068983 0.12500019 -0.10380435 0.2435009
#>
#>
#>
#> $global
#> $global$A
#> $global$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978815826 0.003282962 0.974483954 0.983218118
#> lag1_var2 0.029509545 0.008273320 0.019815636 0.042140873
#> lag1_var3 0.040472778 0.012746403 0.025254498 0.058736664
#> lag1_var4 -0.038824483 0.011902704 -0.055853694 -0.024329236
#> const 0.464409038 0.039946243 0.417982922 0.521363704
#> exo1 -0.000190432 0.001718783 -0.001679982 0.002515324
#> exo2 -0.049829810 0.005728927 -0.058107244 -0.043341302
#> exo3 0.021056615 0.003324777 0.016053726 0.024346398
#>
#> $global$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003241367 0.01774717 -0.02606665 0.019972491
#> lag1_var2 0.440037269 0.09615039 0.30389512 0.550422566
#> lag1_var3 -0.163488171 0.07821549 -0.27762541 -0.068113061
#> lag1_var4 0.206470239 0.08356904 0.10694128 0.328635385
#> const -0.380299045 0.13587130 -0.61621851 -0.240229632
#> exo1 -0.020224617 0.01262872 -0.03604215 -0.004279037
#> exo2 0.097772657 0.05485234 0.03336217 0.184025282
#> exo3 0.040250089 0.01935906 0.01149869 0.061197826
#>
#> $global$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14317093 0.06556920 0.09474406 0.26389931
#> lag1_var2 0.78621471 0.07878895 0.66031048 0.84868860
#> lag1_var3 1.74947412 0.18438455 1.43887501 1.88277385
#> lag1_var4 -0.89991850 0.17278416 -1.03735350 -0.61704914
#> const 4.07294380 0.70973410 2.84123362 4.69999561
#> exo1 0.01712503 0.03438990 -0.02275569 0.06777588
#> exo2 -0.37273470 0.10357919 -0.52110422 -0.24640846
#> exo3 0.11746536 0.03230426 0.07236064 0.16216339
#>
#> $global$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.145547812 0.04602913 0.10673540 0.22877268
#> lag1_var2 0.810716841 0.07931017 0.69280971 0.88160656
#> lag1_var3 1.236787682 0.15121323 1.00045038 1.37116830
#> lag1_var4 -0.342183128 0.14739888 -0.48275197 -0.11120320
#> const 2.702860249 0.53513177 1.84309498 3.28566486
#> exo1 0.004895736 0.03404742 -0.04043596 0.05299464
#> exo2 -0.338736824 0.08160987 -0.45655702 -0.23040678
#> exo3 0.152550056 0.03541121 0.10201633 0.20072885
#>
#>
#> $global$Sigma
#> $global$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02830458 0.001268384 0.02674107 0.03008663
#>
#> $global$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02161738 0.006747106 -0.03148195 -0.01565578
#> Sigma[2,2] 0.99319011 0.266767470 0.72741653 1.39614556
#>
#> $global$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002783905 0.01165463 -0.01619824 0.01495139
#> Sigma[3,2] -0.293183137 0.13913879 -0.50605327 -0.13958786
#> Sigma[3,3] 2.110080863 0.34327843 1.77183551 2.66745686
#>
#> $global$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01141322 0.01242128 -0.02988939 0.003408079
#> Sigma[4,2] 0.34553601 0.06667769 0.26449741 0.446710189
#> Sigma[4,3] 2.03679260 0.27427752 1.78415583 2.477313368
#> Sigma[4,4] 2.39059964 0.31533644 2.08913947 2.878871321
#>
#>
#> $global$V
#> $global$V[[1]]
#> mean sd 5% quantile 95% quantile
#> V[1,1] 2.081842 0.2749043 1.752093 2.468706
#>
#> $global$V[[2]]
#> mean sd 5% quantile 95% quantile
#> V[2,1] -2.116021 1.013340 -3.220625 -0.5759533
#> V[2,2] 9.803780 2.234425 6.071968 11.8971157
#>
#> $global$V[[3]]
#> mean sd 5% quantile 95% quantile
#> V[3,1] -3.508373 1.637700 -5.294400 -0.9993813
#> V[3,2] 14.836685 3.592549 8.822125 18.3244947
#> V[3,3] 24.732693 5.739769 15.085453 30.2804015
#>
#> $global$V[[4]]
#> mean sd 5% quantile 95% quantile
#> V[4,1] 2.977649 1.648389 0.4263278 4.714895
#> V[4,2] -14.721402 3.471125 -18.0913972 -8.897427
#> V[4,3] -24.276376 5.545489 -29.6814602 -14.939501
#> V[4,4] 24.459160 5.329585 15.5001382 29.586243
#>
#> $global$V[[5]]
#> mean sd 5% quantile 95% quantile
#> V[5,1] -13.77268 6.438707 -21.37992 -4.349256
#> V[5,2] 46.34430 14.630758 22.25962 60.469007
#> V[5,3] 75.54459 23.260974 36.94466 97.610124
#> V[5,4] -74.80669 22.563021 -95.99546 -37.246146
#> V[5,5] 306.15134 97.960999 148.33821 410.730141
#>
#> $global$V[[6]]
#> mean sd 5% quantile 95% quantile
#> V[6,1] 0.003192524 0.1042583 -0.1160726 0.1658429
#> V[6,2] -0.270158005 0.1122922 -0.4350456 -0.1345318
#> V[6,3] -0.331711892 0.1614867 -0.5940325 -0.1830858
#> V[6,4] 0.367571654 0.1515518 0.2204027 0.6068257
#> V[6,5] -0.209620600 0.8159428 -1.4159553 0.7946357
#> V[6,6] 3.422895685 0.5126723 2.5435865 3.9733768
#>
#> $global$V[[7]]
#> mean sd 5% quantile 95% quantile
#> V[7,1] 0.02655942 0.4904742 -0.5715602 0.534485767
#> V[7,2] 2.75685741 0.6422625 1.8038183 3.631628713
#> V[7,3] 4.11848423 1.1860432 2.3049982 5.688269012
#> V[7,4] -4.32609932 1.0625636 -5.6907640 -2.646391863
#> V[7,5] 12.27823203 4.1656706 6.4369743 18.173903428
#> V[7,6] -0.31332579 0.2333502 -0.5858029 -0.008914687
#> V[7,7] 17.16150410 1.0720128 15.4701197 18.391062158
#>
#> $global$V[[8]]
#> mean sd 5% quantile 95% quantile
#> V[8,1] -0.1606006 0.1655045 -0.34901694 0.07695873
#> V[8,2] -0.7624940 0.2878705 -1.12437901 -0.40545203
#> V[8,3] -1.0859145 0.5206636 -1.80386767 -0.45385740
#> V[8,4] 1.2690354 0.5411216 0.61520746 2.02028806
#> V[8,5] -3.7127290 2.4037189 -6.65219224 -0.25901058
#> V[8,6] -0.1109312 0.2160805 -0.37565871 0.17014176
#> V[8,7] 0.6336184 0.4994764 0.05275736 1.38634331
#> V[8,8] 6.5712376 0.6311171 5.68520067 7.44193837
#>
#>
#> $global$hyper
#> mean sd 5% quantile 95% quantile
#> nu 5.0626399 0.003359856 5.0606550 5.0684250
#> m 0.8588117 0.925816243 -0.2896744 2.2708557
#> w 153.8651044 44.529091295 83.3949504 209.9243286
#> s 0.2848544 0.174342581 0.1224747 0.5569365
#>
#>
# workflow with the pipe |>
############################################################
set.seed(123)
ilo_dynamic_panel |>
specify_bvarPANEL$new(exogenous = ilo_exogenous_variables) |>
estimate(S = 10) |>
estimate(S = 10) |>
summary()
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001688593 0.0003674675 0.00132227 0.002327315
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00673043 0.001287062 -0.008749437 -0.00534874
#> Sigma[2,2] 0.17247438 0.035160853 0.132908474 0.22697566
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006965704 0.005049372 0.0002389668 0.01377787
#> Sigma[3,2] -0.152179595 0.074880780 -0.2618329894 -0.05249121
#> Sigma[3,3] 0.334384189 0.116142784 0.2190189951 0.51635265
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00467440 0.00531827 -0.002458009 0.01187705
#> Sigma[4,2] -0.08854519 0.07281210 -0.191154553 0.01221529
#> Sigma[4,3] 0.31208960 0.10406968 0.201434378 0.46926133
#> Sigma[4,4] 0.31942785 0.09506989 0.205967989 0.45695392
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97293013 0.01004169 0.96161732 0.98760148
#> lag1_var2 0.01559250 0.02800442 -0.02904416 0.04813976
#> lag1_var3 0.05577920 0.06099585 -0.03475279 0.13100197
#> lag1_var4 -0.04495037 0.05642085 -0.11515547 0.03718231
#> const 0.26896235 0.27434421 -0.08968643 0.60084871
#> exo1 -0.01531761 0.03830391 -0.07577715 0.02683118
#> exo2 -0.01590453 0.02642319 -0.04994820 0.01687067
#> exo3 -0.12931222 0.04342442 -0.18546282 -0.07233487
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27600527 0.09198397 0.177793716 0.43177110
#> lag1_var2 0.73051368 0.13112428 0.553343103 0.89954810
#> lag1_var3 -0.60303227 0.34719763 -1.089904319 -0.13860611
#> lag1_var4 0.45866473 0.32318976 0.007802342 0.90953886
#> const 0.48179808 3.50981876 -4.471722173 4.10255180
#> exo1 0.03340850 0.41498850 -0.495885737 0.55488331
#> exo2 -0.01195035 0.47219465 -0.642673301 0.59511719
#> exo3 -0.61245222 0.43875517 -1.295494096 -0.04697014
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1864094 0.2047420 -0.5159057 0.02023326
#> lag1_var2 0.1795346 0.3896993 -0.1955019 0.80069620
#> lag1_var3 2.0130961 0.9419564 0.8063138 3.53650845
#> lag1_var4 -0.8647595 0.8594487 -2.2204904 0.29014678
#> const -0.4070524 5.2698722 -7.8475846 7.16305330
#> exo1 -0.2128288 0.4373076 -0.8715544 0.26874337
#> exo2 -1.1339762 0.5577507 -2.0093708 -0.54955545
#> exo3 1.1745740 0.6064573 0.6056095 2.15413318
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.074799388 0.2120950 -0.42970887 0.1124453
#> lag1_var2 0.214813405 0.3997795 -0.17871239 0.8598754
#> lag1_var3 1.151692611 0.9652386 -0.08339213 2.7158117
#> lag1_var4 -0.002525174 0.8901062 -1.41027240 1.1857195
#> const -2.704199312 5.0280782 -9.80374335 3.9763928
#> exo1 -0.229620678 0.3336479 -0.75170330 0.1658371
#> exo2 -1.244370774 0.5909516 -2.08323939 -0.4628477
#> exo3 1.094187993 0.5902406 0.55894775 2.0772296
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005653589 0.001040642 0.004332818 0.006976688
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01219426 0.003203996 -0.01638869 -0.008072292
#> Sigma[2,2] 0.09450172 0.021056901 0.07298701 0.130760766
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008600255 0.001234306 0.006857184 0.01023285
#> Sigma[3,2] -0.043520437 0.008180134 -0.057347325 -0.03463114
#> Sigma[3,3] 0.047418678 0.012896788 0.033282378 0.06750926
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008324349 0.002216985 -0.003689245 0.001843114
#> Sigma[4,2] 0.0330076352 0.015225827 0.017861506 0.056638965
#> Sigma[4,3] 0.0168912810 0.014648900 0.006277354 0.040786944
#> Sigma[4,4] 0.0494839019 0.018972254 0.031350301 0.082157222
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00081860 0.03640303 0.950481843 1.051948549
#> lag1_var2 -0.10800949 0.11479088 -0.243782260 0.061908811
#> lag1_var3 -0.14048540 0.18655718 -0.369049904 0.122290753
#> lag1_var4 0.14422247 0.17849500 -0.107694338 0.364664900
#> const -0.27152503 0.78940105 -1.538058036 0.550744586
#> exo1 0.03069055 0.06008454 -0.062109553 0.086273197
#> exo2 -0.07356619 0.04832615 -0.141473081 -0.004994854
#> exo3 0.04547989 0.03923382 0.008683485 0.108085237
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07496977 0.1782822 -0.2079586 0.2476599
#> lag1_var2 0.40483909 0.6343764 -0.2598812 1.4093716
#> lag1_var3 -0.62423623 0.8773996 -1.6007145 0.6935764
#> lag1_var4 0.63204573 0.8518897 -0.6488497 1.5786822
#> const -0.60595652 3.1675854 -4.0494804 3.6861412
#> exo1 0.05958117 0.2515764 -0.2069902 0.4297713
#> exo2 0.34411029 0.4745497 -0.1804380 1.0760749
#> exo3 -0.54573093 0.2494878 -0.8872655 -0.2039699
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23093495 0.1169639 -0.35208427 -0.0408019
#> lag1_var2 0.49246343 0.3407311 -0.02967418 0.8093783
#> lag1_var3 1.55815603 0.4792712 0.85919198 2.0447573
#> lag1_var4 -0.53878047 0.4632124 -1.00960335 0.1314220
#> const 3.10265873 2.1162936 -0.57970015 5.0628588
#> exo1 0.06275785 0.1630850 -0.10786320 0.3454878
#> exo2 -0.03353305 0.2578805 -0.43702445 0.2863837
#> exo3 1.62596026 0.2960556 1.33045702 2.0862727
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2247865 0.09048249 -0.34316162 -0.1064813
#> lag1_var2 0.2950472 0.28403533 -0.04230053 0.7590469
#> lag1_var3 0.4244786 0.34766120 -0.01336797 0.9486301
#> lag1_var4 0.6423374 0.34053097 0.11552418 1.0633819
#> const 0.8015500 1.67976095 -1.35057337 2.8377508
#> exo1 0.1416299 0.20631777 -0.07173680 0.4930174
#> exo2 0.2471165 0.26756667 -0.09692088 0.6024251
#> exo3 1.4258843 0.36683681 0.89256830 1.8926858
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001459231 0.0003442626 0.00105299 0.001971171
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04801644 0.01764164 -0.06783813 -0.02140406
#> Sigma[2,2] 6.83765981 1.90248923 4.78278326 9.50538345
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02089466 0.01001226 0.008529483 0.03512789
#> Sigma[3,2] -4.32669911 1.25723258 -6.202001658 -3.06618479
#> Sigma[3,3] 4.14033572 0.96657243 3.224148641 5.74206788
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.011164180 0.007477893 -0.02247688 -0.004063184
#> Sigma[4,2] -0.007552745 0.561663438 -0.88374445 0.718859181
#> Sigma[4,3] 1.685215297 0.432061469 1.10658491 2.298414540
#> Sigma[4,4] 2.020966876 0.239431411 1.69584987 2.339817777
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01358979 0.02655311 0.975227305 1.05056854
#> lag1_var2 -0.01560247 0.02763244 -0.045851151 0.02977168
#> lag1_var3 -0.03545503 0.04619871 -0.087920364 0.03868804
#> lag1_var4 0.03012121 0.04157558 -0.036935775 0.07696640
#> const -0.04081770 0.37283184 -0.646448499 0.38907285
#> exo1 0.02184820 0.03621877 -0.023422698 0.06463993
#> exo2 -0.04368939 0.04599130 -0.092022190 0.03516746
#> exo3 0.07874186 0.04835148 0.009917024 0.14671091
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.8299853 1.250898 -6.828936 -3.5986463
#> lag1_var2 4.8559599 1.621207 2.894568 7.3210718
#> lag1_var3 7.5740529 2.608496 4.409971 11.5298958
#> lag1_var4 -6.2790657 2.333492 -9.891136 -3.4552131
#> const 44.1714533 19.829057 25.977749 79.7960883
#> exo1 -2.2385403 1.683873 -4.316051 0.2336548
#> exo2 0.3611548 3.251460 -4.723552 3.5885677
#> exo3 -0.8944461 2.507846 -3.587756 2.9474861
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1763597 0.7709689 2.2471259 4.2464748
#> lag1_var2 -2.5939722 1.4664260 -4.7195589 -0.6431573
#> lag1_var3 -4.0363580 2.3464003 -7.4616783 -0.9340985
#> lag1_var4 4.0614557 2.0790902 1.3193221 7.0453214
#> const -21.3937315 14.3675883 -45.0313208 -5.6294243
#> exo1 0.2897196 1.5043877 -1.7278608 1.7811240
#> exo2 -2.5035977 2.2818186 -5.0381278 1.0382995
#> exo3 1.0952824 1.0468463 -0.3954253 2.4396456
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08252848 0.5332600 -0.5863401 0.7941159
#> lag1_var2 0.05633213 0.8030686 -0.9290761 1.1954142
#> lag1_var3 0.11002986 1.3356212 -1.5644663 2.0072968
#> lag1_var4 0.77044185 1.1717103 -0.8831980 2.1927529
#> const 5.27276124 7.8293422 -5.1107607 14.2585005
#> exo1 -1.05889499 1.1268473 -2.8116599 -0.0105827
#> exo2 -2.61460297 1.9249404 -4.4332209 0.6043754
#> exo3 0.65255748 1.0853323 -1.0677585 1.8943148
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001064894 0.0003897528 0.0007280983 0.001683384
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001862742 0.001138014 -0.003289879 -0.0003435588
#> Sigma[2,2] 0.045776435 0.009824465 0.035160725 0.0624463627
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001506658 0.001791987 -0.0003576699 0.004371957
#> Sigma[3,2] -0.025728053 0.005861576 -0.0327579414 -0.017055783
#> Sigma[3,3] 0.130385886 0.021006426 0.1076867064 0.166923691
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.129713e-05 0.001450675 -0.001254826 0.002458305
#> Sigma[4,2] 1.071584e-02 0.012144184 -0.001212164 0.031000534
#> Sigma[4,3] 1.127352e-01 0.020876884 0.091702249 0.147520004
#> Sigma[4,4] 1.243290e-01 0.023184094 0.097719064 0.154813262
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95317767 0.01857698 0.933169152 0.979974044
#> lag1_var2 0.07238205 0.05184259 0.001989955 0.134951018
#> lag1_var3 0.08358430 0.06131280 0.006028693 0.158745430
#> lag1_var4 -0.07720289 0.05882025 -0.148899031 -0.002271815
#> const 0.76150534 0.33526413 0.267401815 1.124029357
#> exo1 -0.01510926 0.03224952 -0.056602475 0.034559732
#> exo2 -0.08196947 0.03809345 -0.133945499 -0.033751015
#> exo3 -0.01253217 0.02873202 -0.056238125 0.024407919
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24457669 0.07123659 0.1736812 0.35695723
#> lag1_var2 0.56414339 0.36190178 -0.0895178 0.89422571
#> lag1_var3 -0.22601032 0.40305641 -0.9626143 0.09197701
#> lag1_var4 0.17149128 0.39802971 -0.1466189 0.89938861
#> const -1.57042934 1.54788944 -3.9336399 0.16459621
#> exo1 -0.06516708 0.20012968 -0.3286224 0.20636386
#> exo2 1.96623944 0.23934574 1.6530459 2.25810706
#> exo3 -0.44155230 0.28976201 -0.8125474 -0.01553819
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08051186 0.3014378 -0.537013612 0.2594805
#> lag1_var2 -0.20190933 0.3744961 -0.705811325 0.3645466
#> lag1_var3 0.34402323 0.4900317 -0.254885257 1.1207446
#> lag1_var4 0.68717220 0.4534092 -0.004640352 1.2447250
#> const -0.72459113 3.1396203 -4.601951970 3.6996843
#> exo1 -0.10411100 0.3603761 -0.698968001 0.3203865
#> exo2 -2.31181257 0.4450315 -2.911673556 -1.7929759
#> exo3 -0.90842308 0.3399761 -1.373622069 -0.5056295
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10778712 0.3443327 -0.4046756 0.5011042
#> lag1_var2 -0.07474666 0.6189696 -0.9568472 0.7802216
#> lag1_var3 -0.22798670 0.7414150 -1.2187980 0.8719268
#> lag1_var4 1.23168340 0.6903719 0.2344780 2.1486981
#> const -3.03805884 3.2736302 -7.1360587 0.8566004
#> exo1 -0.15462074 0.4116150 -0.7167168 0.4085974
#> exo2 -0.71724779 0.4530826 -1.2350125 -0.1768218
#> exo3 -1.27838601 0.3456590 -1.6942203 -0.7209157
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002295458 0.0006364719 0.001563851 0.003225027
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06310938 0.01800535 -0.09074479 -0.04424846
#> Sigma[2,2] 3.31726703 0.66721602 2.49792588 4.29432623
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04511159 0.01433572 0.03003394 0.06715445
#> Sigma[3,2] -2.28724025 0.56929601 -3.23018433 -1.80714238
#> Sigma[3,3] 1.89489947 0.47942671 1.52033940 2.70593291
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007941208 0.005591654 0.00218587 0.01690298
#> Sigma[4,2] -0.304872185 0.239882023 -0.69298929 -0.10546047
#> Sigma[4,3] 0.563542029 0.189417649 0.31215233 0.83558949
#> Sigma[4,4] 0.421605000 0.103221688 0.25133633 0.54214867
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90715912 0.03426052 0.85401105 0.95192011
#> lag1_var2 0.17320347 0.06036382 0.08771138 0.25985130
#> lag1_var3 0.28555297 0.10276384 0.13926960 0.43189692
#> lag1_var4 -0.26475261 0.09266684 -0.39875122 -0.13551967
#> const 1.26227036 0.38957992 0.86290840 1.92233426
#> exo1 -0.01332263 0.02502661 -0.04863465 0.01919700
#> exo2 -0.10788410 0.04362588 -0.17586873 -0.05862622
#> exo3 0.02309236 0.02781187 -0.02355449 0.04951575
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.31943928 0.9662148 -2.7647469 -0.01880696
#> lag1_var2 0.49851111 1.9418794 -2.0470407 3.41523759
#> lag1_var3 -0.34212310 3.2073350 -4.5070588 4.44811227
#> lag1_var4 0.91691724 2.9322799 -3.4925083 4.69311176
#> const 3.72150997 11.4058677 -9.3524597 18.82410180
#> exo1 -0.05295128 1.1601219 -1.6195394 1.23681926
#> exo2 1.62615279 1.9053924 -0.9821372 4.46443917
#> exo3 0.89808928 1.4352816 -0.9884825 2.83026220
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4508626 0.7076134 -0.46782166 1.4114175
#> lag1_var2 1.4776308 1.3964746 -0.75447126 3.1067162
#> lag1_var3 3.1218044 2.3184197 -0.58549859 5.8658842
#> lag1_var4 -2.4639028 2.1112957 -4.94047332 0.8726871
#> const 6.7753694 9.2633983 -4.89979088 16.5010031
#> exo1 -0.5495384 0.9837705 -1.78569695 0.8185976
#> exo2 -4.7556680 1.2673317 -6.59492076 -3.0496721
#> exo3 1.7324018 1.0841756 0.08326497 3.1716907
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4170231 0.2600692 -0.7439722 -0.04550670
#> lag1_var2 1.5808826 0.4463543 1.0020114 2.22802386
#> lag1_var3 2.5792802 0.7459765 1.6153048 3.66192678
#> lag1_var4 -1.5302897 0.6851516 -2.5487008 -0.66617908
#> const 8.2615846 4.2672657 2.1318627 14.20845016
#> exo1 -0.6416795 0.4580755 -1.1304831 0.08468436
#> exo2 -4.2653820 0.6551181 -5.1851208 -3.40542964
#> exo3 2.5445491 0.5951730 1.6377371 3.17447107
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007327182 0.001425194 0.005700464 0.009364193
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00280236 0.008973001 -0.0115598 0.01325106
#> Sigma[2,2] 0.61235980 0.102883013 0.4596891 0.74215110
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01497149 0.007691505 -0.02265318 -0.002295033
#> Sigma[3,2] -0.34515040 0.059555220 -0.43733607 -0.271994517
#> Sigma[3,3] 0.27687147 0.060701759 0.20997524 0.368585831
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01406950 0.005469492 -0.022013262 -0.007416213
#> Sigma[4,2] 0.04535607 0.041812957 0.002063532 0.107485786
#> Sigma[4,3] 0.06584409 0.039937649 0.011042682 0.119449707
#> Sigma[4,4] 0.10509466 0.026695903 0.076253886 0.147766307
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92068922 0.05002953 0.84617717 0.97783489
#> lag1_var2 0.05886650 0.08990036 -0.08454890 0.14697270
#> lag1_var3 0.04452121 0.14514617 -0.18933098 0.19045047
#> lag1_var4 -0.03691145 0.14307749 -0.17922869 0.19171944
#> const 1.04910231 0.77900631 -0.12900759 1.92766025
#> exo1 0.04499769 0.09539479 -0.06486368 0.19124162
#> exo2 -0.12856983 0.08060549 -0.23222687 -0.01210877
#> exo3 -0.01296963 0.07243964 -0.12529628 0.08444186
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4428643 0.2930046 -0.9272937 -0.1312385
#> lag1_var2 2.0584253 0.7606961 1.0493573 3.0150972
#> lag1_var3 1.9498964 1.2078483 0.3679021 3.4725705
#> lag1_var4 -1.8519089 1.2272979 -3.4624879 -0.2911436
#> const 5.7108576 6.4549625 -5.4095376 11.5836987
#> exo1 0.2284780 0.6382002 -0.7161674 1.0113174
#> exo2 0.7398505 0.7951139 -0.4522782 1.7325895
#> exo3 -1.7214492 0.5872048 -2.4248942 -0.8982200
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3894961 0.2283761 0.1380652 0.7706084
#> lag1_var2 -0.5729997 0.7068252 -1.6497594 0.2772870
#> lag1_var3 -0.1054907 1.1183426 -1.8153667 1.2552227
#> lag1_var4 0.9664817 1.1133137 -0.3830261 2.6634468
#> const -1.5947315 3.7821063 -5.0335685 4.2947291
#> exo1 -0.2271344 0.5104257 -0.9006023 0.4650603
#> exo2 -1.0504536 0.4761682 -1.6858774 -0.3766254
#> exo3 1.5994845 0.4276546 1.1548617 2.2192390
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11580051 0.1561059 -0.08547052 0.31831764
#> lag1_var2 0.32427660 0.3862844 -0.27600221 0.71025781
#> lag1_var3 0.48867276 0.6329774 -0.48328084 1.14359677
#> lag1_var4 0.46040328 0.6409221 -0.21443257 1.42845468
#> const 0.19773414 3.0118783 -4.69617151 3.45911175
#> exo1 -0.09897321 0.2834126 -0.45635357 0.30940023
#> exo2 -0.66133590 0.3998390 -1.17755984 -0.08334651
#> exo3 0.59871940 0.3414051 0.07400164 0.95815356
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001548242 4.412884e-05 9.884915e-05 0.0002185562
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003298706 0.001652554 -0.005924596 -0.001562788
#> Sigma[2,2] 0.281878719 0.080718343 0.187502282 0.408720409
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00166698 0.001470118 -0.0002421653 0.003747856
#> Sigma[3,2] -0.24935825 0.069380688 -0.3489398918 -0.165646494
#> Sigma[3,3] 0.29468169 0.071999258 0.2019233725 0.394338996
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004367754 0.0007581185 -0.001554446 0.0002808293
#> Sigma[4,2] -0.0737506379 0.0314997322 -0.119190086 -0.0337773584
#> Sigma[4,3] 0.1431408143 0.0419450650 0.099242805 0.2139436857
#> Sigma[4,4] 0.1014073998 0.0298572394 0.076722520 0.1540701478
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993349798 0.017719262 0.967876628 1.01865035
#> lag1_var2 0.002847331 0.034739355 -0.048499161 0.04437779
#> lag1_var3 0.004549060 0.057005503 -0.079455012 0.07270667
#> lag1_var4 -0.005943876 0.055125465 -0.076368053 0.07276267
#> const 0.305960675 0.190376686 0.027532931 0.55872863
#> exo1 0.009738133 0.008016586 0.001274814 0.02280832
#> exo2 -0.048093003 0.017080908 -0.071883752 -0.02236382
#> exo3 0.022166268 0.014098860 -0.001313864 0.03731371
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9911910 0.6228140 -1.9113573 -0.3205629
#> lag1_var2 2.2382670 1.6246154 0.4908798 4.9276299
#> lag1_var3 2.1251391 2.7276183 -0.7989247 6.6720098
#> lag1_var4 -1.8334787 2.6477149 -6.1732957 1.0534381
#> const 9.2203775 8.5126583 0.6833225 23.3787578
#> exo1 -0.1406698 0.5828767 -0.8306949 0.7275517
#> exo2 1.3092485 0.7356233 0.2807872 2.2521820
#> exo3 -0.7713866 0.3215935 -1.2041432 -0.3198499
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9600912 0.5510795 0.2461237 1.8661375
#> lag1_var2 -0.7649394 1.5192982 -3.4583956 0.5147935
#> lag1_var3 -0.1747494 2.5604987 -4.7115351 1.9555829
#> lag1_var4 0.8318607 2.5059443 -1.2670885 5.1911727
#> const -4.1346508 8.6653244 -19.8538938 2.4438252
#> exo1 0.1110788 0.4874608 -0.6003997 0.7043625
#> exo2 -1.8460320 0.6379575 -2.6817247 -0.9535784
#> exo3 1.1575626 0.3830949 0.7192827 1.7644687
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35127675 0.2820882 -0.06318736 0.7235114
#> lag1_var2 0.35439069 0.5982489 -0.68883512 0.9458958
#> lag1_var3 0.71434125 1.0170470 -1.02894737 1.7540289
#> lag1_var4 0.14099938 1.0082483 -0.85010962 1.8512845
#> const 0.39968321 4.7002818 -6.42767147 6.2816917
#> exo1 0.01042317 0.2716366 -0.29255646 0.4028279
#> exo2 -1.03253047 0.2586732 -1.31465622 -0.7465366
#> exo3 0.69154491 0.2554614 0.45907425 1.0839164
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002171868 8.958965e-05 0.0001340986 0.0003616093
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002219527 0.001630441 -0.004851314 -0.0002624744
#> Sigma[2,2] 0.219932871 0.035527796 0.178476946 0.2667182724
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00165896 0.001862424 -0.0001982703 0.004664277
#> Sigma[3,2] -0.22061565 0.030085410 -0.2584170207 -0.187533569
#> Sigma[3,3] 0.41340119 0.094401423 0.3166108134 0.555420254
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003199828 0.001164725 -0.0007485165 0.00239031
#> Sigma[4,2] -0.0938828471 0.037509625 -0.1413521816 -0.03603439
#> Sigma[4,3] 0.2967701527 0.090893032 0.2081478957 0.42934968
#> Sigma[4,4] 0.2538018111 0.081775495 0.1724211557 0.37756799
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9697143615 0.010840141 0.95260249 0.98105391
#> lag1_var2 0.0831341851 0.023871024 0.05423900 0.11725553
#> lag1_var3 0.1162856990 0.038215272 0.07345826 0.17226430
#> lag1_var4 -0.1146488160 0.036498456 -0.16802989 -0.07454524
#> const 0.6542485931 0.176729885 0.46141833 0.94950992
#> exo1 -0.0003696529 0.014672720 -0.01834504 0.02167069
#> exo2 -0.0729394637 0.012169895 -0.08695349 -0.05509082
#> exo3 0.0266646977 0.008814909 0.01452361 0.03678729
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120241 0.4975001 -0.8964382 0.46429426
#> lag1_var2 0.2640910 0.7271648 -0.8302909 1.19610998
#> lag1_var3 -0.2161571 1.2907834 -1.9721441 1.56537033
#> lag1_var4 0.3751468 1.1469482 -1.1808761 1.96166638
#> const -0.7606598 5.1074454 -8.3860626 5.85144103
#> exo1 -0.7734134 0.5474931 -1.5977096 -0.02204979
#> exo2 0.1145396 0.3192925 -0.3163481 0.50384333
#> exo3 1.0876545 0.4246093 0.4511769 1.63188662
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75935224 0.6084880 0.04881481 1.6912202
#> lag1_var2 0.25990035 0.9638078 -1.23576531 1.4059208
#> lag1_var3 0.67438790 1.7557007 -2.18385197 2.6887982
#> lag1_var4 -0.05151204 1.5515288 -1.87005698 2.4382021
#> const 0.18409723 4.6324309 -4.52483549 7.6909312
#> exo1 0.46872466 0.4189323 -0.01557264 1.0170600
#> exo2 -0.65763691 0.5734631 -1.39721656 0.1616428
#> exo3 -0.51105744 0.6270733 -1.29164736 0.3694539
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.662546257 0.4200913 0.1939854 1.2914011
#> lag1_var2 0.123157314 0.7034851 -0.8875167 0.9670105
#> lag1_var3 0.043664682 1.2578599 -1.8836709 1.3539714
#> lag1_var4 0.684609430 1.1277724 -0.5181094 2.3623600
#> const -1.704173132 4.6511704 -8.5895488 4.4083546
#> exo1 0.007975737 0.3719028 -0.4942839 0.5716343
#> exo2 -0.611741570 0.4849454 -1.2015039 0.1798441
#> exo3 0.164578971 0.5444331 -0.6017943 0.8649026
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003948467 0.0007617791 0.002894183 0.00484692
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002614546 0.004258616 -0.008063943 0.004028219
#> Sigma[2,2] 0.187937195 0.056276402 0.137722843 0.274268401
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01397761 0.00839095 -0.02663095 -0.004585138
#> Sigma[3,2] -0.09523831 0.05051645 -0.15660573 -0.013067929
#> Sigma[3,3] 0.53157737 0.14086511 0.40337635 0.750530962
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01631320 0.008175812 -0.02627425 -0.005745033
#> Sigma[4,2] 0.05738779 0.059613422 -0.01074302 0.155985961
#> Sigma[4,3] 0.49289205 0.137516044 0.36564012 0.734154981
#> Sigma[4,4] 0.58280078 0.153811728 0.42625093 0.850846841
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96393716 0.02172557 0.93205356 0.99134408
#> lag1_var2 0.18569128 0.06158362 0.12898027 0.28663537
#> lag1_var3 0.19695260 0.07991413 0.12336875 0.32789384
#> lag1_var4 -0.19959204 0.07808027 -0.32780941 -0.12830734
#> const 0.76738203 0.37508629 0.30139490 1.29020321
#> exo1 -0.02985438 0.05994927 -0.13400928 0.01868599
#> exo2 0.02656753 0.06709440 -0.06603886 0.10321170
#> exo3 -0.02249694 0.08022235 -0.14458966 0.08119343
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06058431 0.1379291 -0.23262590 0.12527096
#> lag1_var2 0.17467816 0.4580830 -0.37776923 0.90605171
#> lag1_var3 -0.75588788 0.6087361 -1.54286494 0.15690972
#> lag1_var4 0.81003697 0.5841220 -0.06184655 1.57490404
#> const -0.27038190 2.5395528 -3.31100899 3.58488034
#> exo1 0.11492632 0.3065969 -0.24654491 0.52980596
#> exo2 1.71903554 0.3129086 1.31317009 2.11248234
#> exo3 -0.67098213 0.3763016 -1.06102444 -0.07193833
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9380580 0.3007099 0.6545788 1.4503621
#> lag1_var2 -2.3939460 0.8659193 -3.7830714 -1.3441547
#> lag1_var3 -1.9275788 1.1814632 -3.8143409 -0.5111861
#> lag1_var4 2.8086290 1.1397338 1.4522966 4.6291461
#> const -12.0995279 5.4276236 -21.0892677 -5.3694962
#> exo1 -0.1498152 0.7345684 -1.1363818 0.9001769
#> exo2 -3.3919953 0.6207235 -4.1604306 -2.4220722
#> exo3 1.3603401 0.7407590 0.3617227 2.3760521
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96460563 0.3226429 0.6675951 1.477125
#> lag1_var2 -2.94358355 1.0181018 -4.6055769 -1.852388
#> lag1_var3 -3.36569352 1.4006848 -5.6191064 -1.842956
#> lag1_var4 4.30318438 1.3453996 2.8386066 6.470836
#> const -14.98505293 5.5947437 -23.6118293 -8.817412
#> exo1 -0.03076136 0.8482086 -1.2209074 1.059373
#> exo2 -2.41184697 0.6517287 -3.1659482 -1.332348
#> exo3 0.97078299 0.8754555 -0.1799711 2.309392
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007731292 0.0001691816 0.0005571289 0.001003661
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001009305 0.0007176152 -0.0001910026 0.001826872
#> Sigma[2,2] 0.026784226 0.0089553826 0.0172077710 0.039773155
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002385979 0.002006579 -0.005337172 0.0005305622
#> Sigma[3,2] -0.044790641 0.014394897 -0.067465203 -0.0279602170
#> Sigma[3,3] 0.114567595 0.031247078 0.082080423 0.1613891094
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001581235 0.001552954 -0.003963094 0.0004804209
#> Sigma[4,2] -0.024678409 0.009424181 -0.039403463 -0.0142333050
#> Sigma[4,3] 0.082022627 0.022174705 0.058842032 0.1139850320
#> Sigma[4,4] 0.064705288 0.015792042 0.048185023 0.0880175147
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9975966524 0.03693658 0.93426589 1.03565131
#> lag1_var2 0.0388317964 0.07998914 -0.06352535 0.14672938
#> lag1_var3 0.0447263435 0.11378156 -0.10059620 0.20850592
#> lag1_var4 -0.0500142093 0.10975191 -0.20546818 0.09130109
#> const 0.4843799807 0.46488054 -0.04390568 1.24310424
#> exo1 0.0094777011 0.02313428 -0.02494018 0.04033240
#> exo2 -0.0043394800 0.02388027 -0.03397732 0.02982615
#> exo3 -0.0001577684 0.01822394 -0.03073169 0.01586107
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03885950 0.1808210 -0.26000064 0.2086599
#> lag1_var2 0.38097154 0.3948830 -0.07293769 0.9992877
#> lag1_var3 -0.66896884 0.5328480 -1.27828789 0.2050539
#> lag1_var4 0.68297785 0.5143233 -0.15351836 1.2676805
#> const -1.89311245 2.5743938 -5.20374012 1.7394195
#> exo1 -0.46949732 0.1160120 -0.64400740 -0.3304530
#> exo2 -0.03291041 0.1048613 -0.18103688 0.1009223
#> exo3 0.09927878 0.1729894 -0.16449035 0.2856726
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02963550 0.3337278 -0.2943235 0.5996429
#> lag1_var2 0.46309807 0.7716941 -0.5623048 1.6006894
#> lag1_var3 1.90303771 1.0138203 0.4276850 3.3242427
#> lag1_var4 -0.94867912 0.9812774 -2.3440078 0.4549680
#> const 3.46524241 4.2761050 -3.4355318 8.3555942
#> exo1 0.65053687 0.2920689 0.3005546 1.0463499
#> exo2 -1.06042457 0.2772399 -1.3698394 -0.5792368
#> exo3 -0.01952521 0.3350132 -0.3305515 0.5105834
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05812883 0.2321536 -0.244844650 0.4119093
#> lag1_var2 0.41968917 0.5616190 -0.179416130 1.2772609
#> lag1_var3 0.95145618 0.7305868 0.084561933 2.0451604
#> lag1_var4 0.03000476 0.7071960 -1.033631520 0.8516936
#> const 0.76934299 2.9725317 -3.449417304 5.1939613
#> exo1 0.29854296 0.2443391 -0.002788321 0.6350422
#> exo2 -1.10528116 0.2400780 -1.353391764 -0.7014463
#> exo3 0.05999436 0.2290129 -0.161419986 0.4006739
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001809504 6.123561e-05 0.0001299323 0.0002800496
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003868651 0.002436444 -0.007612517 -0.00131437
#> Sigma[2,2] 0.487316384 0.123430405 0.334473470 0.68262603
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00422479 0.002315426 0.00152072 0.007603105
#> Sigma[3,2] -0.25922919 0.097477969 -0.42070309 -0.157012359
#> Sigma[3,3] 0.32296341 0.079900545 0.23586247 0.458338488
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002360804 0.00134676 0.0006123532 0.004235785
#> Sigma[4,2] -0.003029653 0.05194228 -0.0781291614 0.059909222
#> Sigma[4,3] 0.201176809 0.04957635 0.1329016624 0.263230629
#> Sigma[4,4] 0.215458745 0.05692074 0.1392308023 0.293481918
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97884424 0.01272869 0.960038189 0.995484152
#> lag1_var2 0.01521937 0.01964251 -0.008058398 0.045663635
#> lag1_var3 0.02166832 0.03556956 -0.019785877 0.077185884
#> lag1_var4 -0.01866783 0.03135480 -0.067965572 0.017359266
#> const 0.39760887 0.12274057 0.237063502 0.571147590
#> exo1 -0.00989989 0.01178344 -0.020588055 0.007548869
#> exo2 -0.06001587 0.01115130 -0.073404725 -0.043299891
#> exo3 0.05312034 0.02158656 0.029116281 0.086453385
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18578548 0.8443780 -0.8223001 1.4538347
#> lag1_var2 1.34726859 1.3222919 -0.5189841 2.8989109
#> lag1_var3 1.11948238 2.3550515 -2.2856550 3.8380739
#> lag1_var4 -1.21678814 2.0846999 -3.6240338 1.7763053
#> const 1.86152048 6.8467188 -8.2573453 9.2983559
#> exo1 0.11224421 0.5355810 -0.6607192 0.7038825
#> exo2 -0.08341826 0.5473948 -0.9729676 0.4912657
#> exo3 0.26987048 0.8392033 -0.8048784 1.4904071
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24525598 0.5457763 -0.6231217 0.8781057
#> lag1_var2 -0.36804225 0.9210435 -1.5504627 1.0252079
#> lag1_var3 0.07301942 1.6448740 -1.8680215 2.6191035
#> lag1_var4 0.83281760 1.4728969 -1.4790211 2.5383311
#> const -2.28369919 5.6457310 -8.8205950 6.2488779
#> exo1 -0.06711647 0.5451095 -0.7568059 0.6022007
#> exo2 -0.64533368 0.6912630 -1.5097087 0.4017770
#> exo3 0.23906646 0.5720966 -0.5065542 1.0607306
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.368212531 0.5321747 -0.26790038 1.15177246
#> lag1_var2 0.030181380 0.8252125 -1.26693722 0.96318254
#> lag1_var3 0.068699238 1.6144174 -2.45367976 1.84625832
#> lag1_var4 0.807999251 1.4482478 -0.74101097 3.05953770
#> const -3.143056411 6.6887225 -13.24724613 3.92899586
#> exo1 -0.008917925 0.4470568 -0.58034510 0.54717730
#> exo2 -0.734812786 0.6014417 -1.53787354 0.06421369
#> exo3 0.418942409 0.3399609 0.04500768 0.91765248
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002304668 5.292996e-05 0.0001806116 0.0003132314
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006747265 0.0007082973 -0.001489526 0.0004533082
#> Sigma[2,2] 0.0800325443 0.0216657150 0.056461171 0.1128567658
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008762912 0.0007695326 -0.000224638 0.001799041
#> Sigma[3,2] -0.0503235433 0.0252784339 -0.083188408 -0.014398876
#> Sigma[3,3] 0.2189877978 0.0326077527 0.181635383 0.261951667
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004231697 0.0007640685 -0.0004585521 0.001428542
#> Sigma[4,2] 0.0070168137 0.0191694860 -0.0211627353 0.030438836
#> Sigma[4,3] 0.1866681205 0.0367722707 0.1518183498 0.248718853
#> Sigma[4,4] 0.1955876092 0.0420797164 0.1614032567 0.269418112
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986810087 0.01085390 0.974163518 1.00396086
#> lag1_var2 0.030720342 0.05526598 -0.045223985 0.09644115
#> lag1_var3 0.030645650 0.07973609 -0.079868253 0.12678998
#> lag1_var4 -0.032928570 0.07972223 -0.129663275 0.07739266
#> const 0.491082470 0.25720359 0.137950496 0.83752677
#> exo1 0.014163991 0.01283856 -0.004735418 0.03057130
#> exo2 -0.024881212 0.01630979 -0.045242394 -0.00340679
#> exo3 0.007694269 0.01460431 -0.007014730 0.02898021
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28544856 0.1460578 0.04571191 0.4384823
#> lag1_var2 -0.33879143 0.6541411 -1.17563302 0.5586313
#> lag1_var3 -1.53400241 0.9589565 -2.78969464 -0.2738382
#> lag1_var4 1.53826786 0.9575047 0.27974412 2.7824756
#> const -6.43512603 3.2198738 -9.77477287 -1.2263724
#> exo1 0.06417808 0.2461394 -0.25476740 0.3936123
#> exo2 0.08870524 0.1985725 -0.17336775 0.3574332
#> exo3 0.14768596 0.2536795 -0.17379440 0.5130303
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7783345 0.2994499 -1.1352358 -0.34813124
#> lag1_var2 3.0008391 1.1409643 1.2983396 4.19555200
#> lag1_var3 6.0654629 1.7057324 3.4924002 7.76502309
#> lag1_var4 -5.0881740 1.7039325 -6.7723769 -2.53236425
#> const 19.7099743 6.6132406 10.3209797 27.61955745
#> exo1 0.1177960 0.4228118 -0.4697522 0.70022518
#> exo2 -0.3690215 0.5210602 -1.1195978 0.29382565
#> exo3 -0.7561084 0.5584379 -1.5457686 0.04708261
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5759888 0.2380403 -0.8961413 -0.23060779
#> lag1_var2 2.5421101 0.9386423 1.1975601 3.64574017
#> lag1_var3 4.6926441 1.3804309 2.6695903 6.35979512
#> lag1_var4 -3.7023160 1.3744720 -5.3566828 -1.70397543
#> const 14.4519103 5.0876261 7.0824437 21.13112262
#> exo1 0.1636276 0.3955540 -0.3657724 0.67483273
#> exo2 -0.3228690 0.5358128 -1.1021596 0.38137806
#> exo3 -0.6770978 0.4935897 -1.4070398 -0.08349679
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005206745 0.0001316019 0.0003654283 0.0007318271
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001180107 0.0008017848 -0.002352827 -9.618732e-05
#> Sigma[2,2] 0.035852615 0.0078237174 0.027282799 4.845477e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -9.289698e-05 0.001219376 -0.002214944 0.001007967
#> Sigma[3,2] -1.733807e-02 0.009364149 -0.029196621 -0.004876594
#> Sigma[3,3] 6.449712e-02 0.012335698 0.046367424 0.080534648
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000925143 0.001458134 -0.003447401 0.0006146828
#> Sigma[4,2] 0.008350837 0.011034789 -0.005560170 0.0257058805
#> Sigma[4,3] 0.051457756 0.011442545 0.035823550 0.0659870355
#> Sigma[4,4] 0.057049134 0.013640309 0.045124874 0.0797364351
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991831984 0.01680685 0.96870282 1.014067379
#> lag1_var2 -0.012869499 0.05821408 -0.09846862 0.054322092
#> lag1_var3 -0.003627101 0.08876683 -0.13085411 0.100754058
#> lag1_var4 0.001415697 0.08781000 -0.10301049 0.126717543
#> const 0.433066811 0.36503242 0.04914665 0.974790862
#> exo1 0.001921868 0.02767599 -0.03607015 0.033594465
#> exo2 -0.032913205 0.02597397 -0.07373619 -0.001420802
#> exo3 0.018065420 0.02235319 -0.01485897 0.047604528
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18252441 0.08408393 0.07592592 0.2975922
#> lag1_var2 0.67398193 0.23879098 0.31842283 0.9770236
#> lag1_var3 -0.01923078 0.38517352 -0.58955586 0.4505932
#> lag1_var4 -0.01277584 0.38290762 -0.47501939 0.5619844
#> const -0.62717000 2.18006559 -3.91655138 1.9075573
#> exo1 -0.11529768 0.16099950 -0.33716694 0.1325344
#> exo2 0.19942396 0.12793572 -0.01495640 0.3157234
#> exo3 -0.02086410 0.18754567 -0.27513276 0.2453621
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.58647867 0.2181524 -0.83123445 -0.2790581
#> lag1_var2 1.69248797 0.5234258 0.93628092 2.2811787
#> lag1_var3 2.65268587 0.6512975 1.72217525 3.4173994
#> lag1_var4 -1.59907343 0.6386995 -2.34533344 -0.6884858
#> const 6.96409012 3.6751807 1.86938178 11.1235666
#> exo1 -0.05479282 0.1494755 -0.19378741 0.1751144
#> exo2 -0.37287457 0.1778997 -0.61268037 -0.1150605
#> exo3 0.50559902 0.2451820 0.07067866 0.7629601
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4377870 0.1994442 -0.6334938 -0.11524531
#> lag1_var2 1.7740997 0.4442928 1.0874853 2.25479251
#> lag1_var3 2.0914813 0.5403684 1.2883193 2.69693126
#> lag1_var4 -1.0452994 0.5273523 -1.6359622 -0.26891468
#> const 4.9835910 3.2246225 -0.2959268 8.47319480
#> exo1 -0.1262920 0.1589449 -0.3026534 0.11132161
#> exo2 -0.2855790 0.1517298 -0.4685024 -0.05948607
#> exo3 0.5006763 0.2438965 0.1432619 0.79949292
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001211185 2.90662e-05 8.260645e-05 0.0001532908
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003193599 0.0003380318 -0.0001803325 0.0007251787
#> Sigma[2,2] 0.1126092833 0.0166331627 0.0888527327 0.1323737265
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003199867 0.0007123913 -0.001219669 0.0007294538
#> Sigma[3,2] -0.0650025638 0.0275327005 -0.110234106 -0.0340580556
#> Sigma[3,3] 0.1797777676 0.0350121468 0.138946757 0.2370899890
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001411243 0.0008044987 -0.001289062 0.0009782986
#> Sigma[4,2] 0.0003561261 0.0251517008 -0.043413983 0.0230322757
#> Sigma[4,3] 0.1487586992 0.0259020861 0.112019843 0.1822313630
#> Sigma[4,4] 0.1560293965 0.0219406313 0.124864621 0.1839112203
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008828833 0.00797263 0.998151679 1.0199823247
#> lag1_var2 -0.033522264 0.02410910 -0.067147480 -0.0006225587
#> lag1_var3 -0.059870135 0.03999464 -0.116908163 -0.0112703383
#> lag1_var4 0.054239817 0.04030869 0.006577874 0.1119190866
#> const 0.153218618 0.14935731 -0.023721578 0.3306333168
#> exo1 -0.001374537 0.01415044 -0.022406212 0.0159533764
#> exo2 -0.031001325 0.01080289 -0.046091441 -0.0177942418
#> exo3 0.002384369 0.01479034 -0.021255334 0.0171736634
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4940598 0.1767271 0.27807125 0.7380848
#> lag1_var2 -0.4430695 0.7038499 -1.63241699 0.2593128
#> lag1_var3 -1.7581868 1.1283982 -3.63817805 -0.6306297
#> lag1_var4 1.6639466 1.1193936 0.54794334 3.5347440
#> const -5.5179908 2.5500274 -9.85449774 -3.0952536
#> exo1 0.5027767 0.3852707 0.08688956 0.9944872
#> exo2 1.1021903 0.3801112 0.58959473 1.6297785
#> exo3 0.3904601 0.3635048 0.07411278 1.0395176
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1366071 0.3315581 -0.55158615 0.3347890
#> lag1_var2 1.1834906 0.7956213 0.23065033 2.4296521
#> lag1_var3 2.8305428 1.1961847 1.48466767 4.7760981
#> lag1_var4 -1.9127164 1.1502667 -3.79109738 -0.5641651
#> const 7.7426763 4.7839692 1.57517432 14.9104850
#> exo1 -0.5588865 0.3056519 -0.93223633 -0.1375979
#> exo2 -0.9685371 0.5442194 -1.68287531 -0.1988695
#> exo3 0.5679197 0.3560165 0.02708502 1.0398658
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1523930 0.3065240 -0.23476071 0.57945706
#> lag1_var2 0.6922669 0.6464264 -0.29831207 1.47953513
#> lag1_var3 1.4107171 0.9068338 0.05585821 2.51962803
#> lag1_var4 -0.5299208 0.8667945 -1.58576866 0.71022599
#> const 3.4629693 4.6647488 -2.11704885 11.00693735
#> exo1 -0.2784157 0.2712044 -0.65262395 0.09621252
#> exo2 -0.3481242 0.4965095 -0.95095606 0.43914147
#> exo3 0.8419677 0.3961596 0.23301452 1.31318536
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001917146 0.0006867644 0.0009536124 0.002808604
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04401606 0.0233229 -0.08011498 -0.02100445
#> Sigma[2,2] 3.73705199 0.9886513 2.53412236 5.04537100
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02809894 0.01682044 0.01294932 0.05662895
#> Sigma[3,2] -2.04002919 0.57688324 -2.88657072 -1.36189850
#> Sigma[3,3] 1.59154662 0.41583883 1.15188573 2.24789994
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005065951 0.009556198 -0.007113138 0.01800375
#> Sigma[4,2] -0.043198829 0.281212635 -0.476411856 0.21328425
#> Sigma[4,3] 0.547827200 0.179149764 0.353720584 0.82847339
#> Sigma[4,4] 0.579056339 0.091137580 0.455188402 0.70603693
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99691633 0.02940836 0.95630659 1.03953541
#> lag1_var2 0.01575259 0.03989067 -0.03716102 0.07128317
#> lag1_var3 0.03300633 0.07954203 -0.07133495 0.14258077
#> lag1_var4 -0.03946625 0.07444344 -0.14257020 0.05425051
#> const 0.45989364 0.45520085 -0.18252044 1.07034013
#> exo1 0.04521232 0.06168695 -0.02084941 0.14777474
#> exo2 -0.03233015 0.03744167 -0.08363737 0.01905670
#> exo3 0.05973718 0.03371777 0.01167325 0.10022438
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5382313 1.977557 -4.7825474 0.2591310
#> lag1_var2 2.0830519 2.339493 -0.1706963 5.5316608
#> lag1_var3 2.3381746 4.639464 -2.0893003 9.2110743
#> lag1_var4 -1.9017414 4.090489 -8.0303879 2.1374423
#> const 15.8102532 25.698699 -6.1860398 56.5527640
#> exo1 -2.1550068 2.046680 -4.8502807 0.5102474
#> exo2 -0.6771417 2.011079 -2.6441836 2.5549926
#> exo3 -0.8869321 1.608618 -3.3296480 0.9042850
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5563749 1.6818124 -0.3868504 4.237007
#> lag1_var2 -1.2548707 1.9018653 -3.8358982 1.123298
#> lag1_var3 -1.4004884 3.7218946 -6.4973597 3.195317
#> lag1_var4 1.8882196 3.2864929 -2.1536495 6.310560
#> const -10.7614649 20.6742269 -44.1529883 7.089477
#> exo1 1.0926395 1.0923994 -0.6046085 2.152863
#> exo2 -0.5917397 1.2803769 -2.1972676 1.303636
#> exo3 0.2222907 0.9770464 -1.0295565 1.532886
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85556688 1.0174457 -0.4201685 2.05364477
#> lag1_var2 -0.62572735 1.1314000 -1.8257550 0.89713380
#> lag1_var3 -1.05013116 2.1706946 -3.3510719 1.86758419
#> lag1_var4 1.76565013 1.8958382 -0.7752248 3.81954359
#> const -4.95079545 12.0564170 -24.4475357 8.44993470
#> exo1 -0.09630739 0.7560848 -1.3123234 0.71551734
#> exo2 -1.00200171 0.7057327 -1.7284372 0.07607168
#> exo3 -0.29806014 0.5091915 -0.8759629 0.45539012
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005485518 0.0002062405 0.000405852 0.0008658273
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009574526 0.0003947293 -0.001588478 -0.0005233432
#> Sigma[2,2] 0.0054140553 0.0009973523 0.003893076 0.0064622828
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001760715 0.0009388827 0.0007331855 0.003278927
#> Sigma[3,2] -0.005247726 0.0025211671 -0.0080224640 -0.001076354
#> Sigma[3,3] 0.111234696 0.0223102339 0.0894033992 0.144125064
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001168599 0.0009917262 -7.669976e-05 0.002636159
#> Sigma[4,2] -0.001674464 0.0029188468 -4.795616e-03 0.003258678
#> Sigma[4,3] 0.108678812 0.0211448259 8.842187e-02 0.140941249
#> Sigma[4,4] 0.108575007 0.0200059635 9.022461e-02 0.140329654
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967262554 0.02687388 0.932580416 1.00485710
#> lag1_var2 0.038709535 0.05049114 -0.027540366 0.11008143
#> lag1_var3 0.063092323 0.06532559 -0.029121016 0.14718087
#> lag1_var4 -0.059400594 0.06146469 -0.138838181 0.02678938
#> const 0.571160745 0.33032100 0.146981627 1.01475018
#> exo1 0.014897950 0.01994408 -0.009022558 0.04429825
#> exo2 -0.075050315 0.02152141 -0.101783297 -0.04479697
#> exo3 0.003536022 0.02376496 -0.036826336 0.02895767
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02476421 0.05176661 -0.04856697 0.08965383
#> lag1_var2 0.53426426 0.11784630 0.41615166 0.71535754
#> lag1_var3 -0.08701720 0.13827328 -0.23682515 0.11123406
#> lag1_var4 0.08410119 0.13306710 -0.11036982 0.22369886
#> const 0.07698023 0.60526838 -0.61690606 0.98696320
#> exo1 -0.02737478 0.08570837 -0.16478589 0.05383751
#> exo2 0.51717345 0.05350692 0.42947930 0.58220372
#> exo3 0.02602101 0.09447773 -0.10314043 0.15755591
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12928837 0.3144491 -0.1950968 0.6084335
#> lag1_var2 -0.42485506 0.7198985 -1.5539229 0.4136313
#> lag1_var3 0.06726785 0.9818470 -1.4617785 1.1434983
#> lag1_var4 0.89694293 0.9492743 -0.1149367 2.3835779
#> const -0.64876320 3.9541839 -6.5436697 4.1495756
#> exo1 0.41724137 0.2574072 0.1080919 0.8063539
#> exo2 -1.60033524 0.3019179 -2.0113322 -1.1847131
#> exo3 -0.11737629 0.3560828 -0.4927843 0.3966282
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15435531 0.3187244 -0.19509097 0.6129093
#> lag1_var2 -0.27059305 0.7348577 -1.43484348 0.5315852
#> lag1_var3 -0.28847445 1.0011986 -1.84420153 0.8775458
#> lag1_var4 1.25870357 0.9658886 0.16292133 2.7664928
#> const -1.32447645 3.8648218 -6.99366747 3.2716569
#> exo1 0.39832342 0.2673922 0.08618123 0.8387056
#> exo2 -1.24575083 0.3160505 -1.68887969 -0.8106469
#> exo3 -0.09544826 0.3586340 -0.52009248 0.4112627
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001016032 0.0001816837 0.0007534685 0.001230448
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03114018 0.006494957 -0.04031697 -0.02308677
#> Sigma[2,2] 2.68824752 0.431465266 2.06350634 3.21483862
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02845507 0.005753137 0.0205401 0.03662356
#> Sigma[3,2] -2.11103369 0.346244261 -2.5672802 -1.63336850
#> Sigma[3,3] 1.72964906 0.290698096 1.3484858 2.11591589
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006159561 0.001858062 0.003942539 0.008606749
#> Sigma[4,2] -0.132518697 0.075062371 -0.255554099 -0.048203340
#> Sigma[4,3] 0.184535364 0.066036384 0.114918638 0.287540193
#> Sigma[4,4] 0.096951558 0.024371470 0.064936876 0.129376891
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97211006 0.02801346 0.932911108 1.00458247
#> lag1_var2 0.07976961 0.04169864 0.016310463 0.13273382
#> lag1_var3 0.11306048 0.05636265 0.026198114 0.18246129
#> lag1_var4 -0.11418350 0.05058318 -0.175759934 -0.03629041
#> const 0.79019040 0.25465357 0.473732537 1.09191533
#> exo1 -0.02245896 0.03551173 -0.072634365 0.02635435
#> exo2 -0.28961460 0.02179191 -0.321991481 -0.26664536
#> exo3 0.03721905 0.02594315 0.009327541 0.07890182
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68693233 2.066415 -2.5605516 3.077086433
#> lag1_var2 0.07047463 3.471650 -3.5208188 5.440056073
#> lag1_var3 -0.93653215 4.763328 -5.8508177 6.434710148
#> lag1_var4 0.85829130 4.318303 -5.9104063 5.305947713
#> const -7.62434837 17.107261 -22.5218191 23.671129231
#> exo1 -0.93895605 1.091102 -2.6272960 0.003917614
#> exo2 2.73995413 1.482360 0.3993424 4.375874129
#> exo3 0.04275830 2.319153 -3.9630337 2.230490319
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8343036 1.7299868 -2.8747829 1.893700
#> lag1_var2 1.8844864 2.8157052 -2.3824087 4.891887
#> lag1_var3 3.3312595 3.8653191 -2.5283385 7.466879
#> lag1_var4 -2.2810952 3.5002773 -6.0375027 3.075757
#> const 13.9919601 14.8032365 -12.4981099 26.475625
#> exo1 0.6160329 0.9343848 -0.1483153 2.046912
#> exo2 -6.3545243 1.3118632 -7.8191941 -4.152055
#> exo3 0.3711940 1.8566489 -1.5290917 3.527267
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37834425 0.3465272 -0.86155796 0.002081625
#> lag1_var2 1.63299508 0.4287437 1.02900669 2.155104086
#> lag1_var3 2.23165913 0.5722664 1.42753055 2.928359733
#> lag1_var4 -1.20967604 0.5144994 -1.83195805 -0.468527931
#> const 7.39726629 3.4080103 3.22040153 11.949392846
#> exo1 -0.08259827 0.3198986 -0.49354526 0.340836262
#> exo2 -4.98508075 0.3599897 -5.42917499 -4.443192548
#> exo3 0.43876543 0.3475734 -0.01803587 0.873765049
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01478061 0.002645534 0.01050761 0.01775921
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01524475 0.04024231 -0.06922722 0.03678324
#> Sigma[2,2] 1.80780317 0.60627046 1.15583901 2.80282846
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01260617 0.0230226 -0.0156595 0.04280205
#> Sigma[3,2] -0.87192204 0.3215648 -1.4113447 -0.58060969
#> Sigma[3,3] 0.49804093 0.1680203 0.3388984 0.77325049
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006883746 0.009205324 -0.003908659 0.02065306
#> Sigma[4,2] -0.055741778 0.102328667 -0.189406436 0.09016340
#> Sigma[4,3] 0.124882379 0.049887751 0.060986317 0.19351851
#> Sigma[4,4] 0.128732288 0.021860249 0.093868499 0.15668215
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94793336 0.06761892 0.862633832 1.04379647
#> lag1_var2 0.05052664 0.05164785 -0.008530306 0.12983149
#> lag1_var3 0.11277712 0.10078424 0.001021718 0.27584453
#> lag1_var4 -0.09435894 0.07508528 -0.217950980 -0.01982528
#> const 0.43516556 0.76697362 -0.617047946 1.48848898
#> exo1 0.04002758 0.10743244 -0.113658314 0.18077956
#> exo2 -0.15521584 0.15833246 -0.362380377 0.04192164
#> exo3 0.06924476 0.18453479 -0.153171554 0.32653154
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6705513 0.6240890 -1.4352571 0.3317421
#> lag1_var2 1.9609237 0.5341270 1.2574832 2.6240925
#> lag1_var3 2.1080232 1.1255776 0.8232392 3.5560704
#> lag1_var4 -2.0602813 0.9356441 -3.1567777 -0.8529119
#> const 12.7898774 7.7451010 2.9517742 23.6127361
#> exo1 -4.5026213 0.9872100 -5.4612650 -2.8115289
#> exo2 2.0192839 1.1959907 0.2207473 3.3392842
#> exo3 0.4622981 1.3003013 -1.2651962 2.1511747
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7945420 0.2781687 0.3297655 1.0626504
#> lag1_var2 -0.7046944 0.2982028 -1.0932347 -0.2976870
#> lag1_var3 -0.4677262 0.6594134 -1.3512237 0.3959385
#> lag1_var4 1.2484886 0.5761724 0.4546494 1.9892028
#> const -7.2018721 4.1918495 -12.7572247 -0.9165869
#> exo1 2.3818878 0.5270122 1.4720374 2.8492381
#> exo2 -1.7104713 0.6460487 -2.4388993 -0.8051452
#> exo3 1.5039434 0.7811182 0.2797380 2.4378050
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5549830 0.1464476 0.4200164 0.790578114
#> lag1_var2 -0.2010840 0.1425577 -0.3679594 -0.008418432
#> lag1_var3 -0.3690408 0.3203157 -0.7795595 0.066161938
#> lag1_var4 1.1903421 0.2852573 0.8058089 1.582696797
#> const -3.8278740 2.1172118 -6.5557831 -1.004691616
#> exo1 0.5149872 0.1830380 0.3109987 0.790497523
#> exo2 -0.8777908 0.3613127 -1.3025366 -0.310225578
#> exo3 2.0331928 0.3558291 1.4692830 2.488436455
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002432096 0.0006710042 0.001840473 0.003549989
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05652849 0.01694091 -0.08218172 -0.0369103
#> Sigma[2,2] 4.61846887 1.25258577 3.11479059 6.6838870
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03513654 0.01072386 0.02370688 0.05095702
#> Sigma[3,2] -2.76620094 0.73414054 -3.98266534 -1.90911678
#> Sigma[3,3] 1.69407177 0.43739631 1.19660924 2.41534248
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001886964 0.001699355 -0.0001040171 0.004144626
#> Sigma[4,2] -0.037080419 0.063916192 -0.1063028947 0.058292707
#> Sigma[4,3] 0.063629229 0.040218300 0.0083037586 0.113375694
#> Sigma[4,4] 0.046696374 0.012133144 0.0286086044 0.061546888
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.081792533 0.04937226 1.01004477 1.15013480
#> lag1_var2 -0.181931633 0.08918036 -0.28730531 -0.05174772
#> lag1_var3 -0.323221427 0.15425082 -0.50598548 -0.09859281
#> lag1_var4 0.302355005 0.14089487 0.09260867 0.46749524
#> const -0.802510093 0.46511109 -1.47662055 -0.25176790
#> exo1 0.062651110 0.06553636 -0.02011615 0.15604467
#> exo2 0.003119657 0.04872445 -0.07258163 0.06182170
#> exo3 0.040943024 0.04431068 -0.01425000 0.10503182
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9278590 2.860262 -6.4555469 1.1617987
#> lag1_var2 6.1025031 4.454633 -0.1389012 12.0709001
#> lag1_var3 9.1886962 7.631059 -1.3484195 19.4525906
#> lag1_var4 -8.9413801 6.832685 -17.9261925 0.4909155
#> const 35.8867133 26.654974 1.4211801 70.7248497
#> exo1 -0.6707606 1.860580 -3.3160575 1.6731498
#> exo2 -0.4170472 3.576900 -5.1803455 5.2981549
#> exo3 -0.9016604 1.319782 -2.5009818 1.0582295
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7602564 1.6673808 -0.1802628 4.23649752
#> lag1_var2 -3.9875258 2.6104642 -7.3954312 -0.36139397
#> lag1_var3 -6.0741460 4.4718296 -11.9351502 0.04045274
#> lag1_var4 6.7440650 4.0053318 1.2846932 11.89479920
#> const -25.0609927 16.0681008 -45.7613490 -4.11944360
#> exo1 0.5141901 1.1110495 -0.9203038 2.06473909
#> exo2 0.1306031 2.0058372 -2.9478617 2.84648950
#> exo3 0.7277692 0.7245986 -0.3839853 1.58255140
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7346919 0.2326617 0.48925367 1.0894224
#> lag1_var2 -0.8338688 0.2590171 -1.21388409 -0.5229378
#> lag1_var3 -1.4091294 0.4361921 -2.04005157 -0.8801513
#> lag1_var4 2.2163410 0.3906830 1.72655410 2.7667985
#> const -6.0359457 2.7825615 -9.99695160 -2.6061599
#> exo1 0.1102234 0.1346487 -0.08970539 0.2893211
#> exo2 -0.1395545 0.2658888 -0.47341101 0.1989858
#> exo3 0.1976117 0.1216609 0.09641211 0.4035458
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015101 0.00021916 0.0008035487 0.001322739
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009004937 0.006962101 -0.01971529 -0.002150372
#> Sigma[2,2] 0.706839426 0.224211816 0.52728501 1.069095545
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006304406 0.005375784 0.000270475 0.0142419
#> Sigma[3,2] -0.526012431 0.156296153 -0.746111610 -0.3677726
#> Sigma[3,3] 0.479361750 0.148932042 0.310876044 0.6848663
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001337511 0.002086416 -0.001047678 0.004365846
#> Sigma[4,2] -0.116095844 0.053383169 -0.188931021 -0.048556732
#> Sigma[4,3] 0.180823467 0.090015623 0.096624721 0.327068958
#> Sigma[4,4] 0.121066350 0.066904088 0.072363425 0.230971079
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99586752 0.01968960 0.96730665 1.01870704
#> lag1_var2 -0.03041027 0.03814266 -0.07114321 0.02321079
#> lag1_var3 -0.06376305 0.06686133 -0.13820720 0.03078659
#> lag1_var4 0.06013530 0.06221065 -0.02710444 0.13431448
#> const 0.26899899 0.18363277 0.05493741 0.57706793
#> exo1 -0.04090971 0.03340384 -0.07425247 0.01044380
#> exo2 -0.17095097 0.02911881 -0.21577333 -0.13669755
#> exo3 0.09582055 0.03536555 0.04508691 0.14705613
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8903670 0.6618399 -1.723216 0.1111219
#> lag1_var2 2.6201103 0.7942828 1.608860 3.6999230
#> lag1_var3 3.3049326 1.4622022 1.349177 5.2491389
#> lag1_var4 -3.1399964 1.2795970 -4.896031 -1.4018221
#> const 12.3704573 5.5101182 4.463523 18.3997370
#> exo1 -0.6158573 0.8677564 -1.837931 0.4251369
#> exo2 2.4513444 0.8000759 1.318988 3.5120356
#> exo3 0.4251098 0.7774329 -0.497857 1.6017957
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9764297 0.6063264 -0.03846903 1.636344096
#> lag1_var2 -1.3667263 0.5809951 -2.00242999 -0.403528316
#> lag1_var3 -1.7636641 1.0501827 -2.91127131 0.005801028
#> lag1_var4 2.5282012 0.8977103 1.01901748 3.459253606
#> const -8.9546325 5.0968722 -16.31673261 -2.206276676
#> exo1 0.5823703 0.8074242 -0.51819856 1.706513185
#> exo2 -3.6090350 0.8823943 -4.98825790 -2.684173919
#> exo3 -0.3721845 0.5185290 -1.19192100 0.149866041
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4633953 0.4364922 -0.1696344 0.9917064
#> lag1_var2 -0.2125287 0.3553396 -0.6533665 0.1812184
#> lag1_var3 -0.4959030 0.6149056 -1.2844032 0.1629282
#> lag1_var4 1.3848142 0.5250520 0.8211771 2.0916341
#> const -3.5911361 3.7177517 -8.4551941 1.5161804
#> exo1 0.2272948 0.4312311 -0.3446978 0.8489346
#> exo2 -2.3343930 0.5270490 -3.1369955 -1.6682323
#> exo3 -0.1266134 0.2388426 -0.5063214 0.1104073
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002156916 5.152388e-05 0.0001299605 0.0002685564
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001616429 0.0006118944 -0.002376354 -0.0007318868
#> Sigma[2,2] 0.121952294 0.0192388121 0.097196382 0.1492171517
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002478858 0.004381871 -0.008025278 0.003159237
#> Sigma[3,2] -0.338133374 0.119535239 -0.536383705 -0.215085163
#> Sigma[3,3] 3.997952161 1.059052703 2.862317340 5.356157424
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003724841 0.004227202 -0.008867957 0.001974304
#> Sigma[4,2] -0.260644463 0.116189066 -0.449865081 -0.136894496
#> Sigma[4,3] 3.877622806 1.047206247 2.768641636 5.250031598
#> Sigma[4,4] 3.809545380 1.037180284 2.714685775 5.190620995
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000892938 0.004801556 0.994949264 1.00749026
#> lag1_var2 -0.010372300 0.029355596 -0.050206166 0.02658951
#> lag1_var3 -0.007554127 0.038866854 -0.058378330 0.04194627
#> lag1_var4 0.004633870 0.038366500 -0.044573126 0.05458097
#> const 0.236245523 0.095716324 0.137053283 0.38548716
#> exo1 0.008604980 0.009440932 -0.003397817 0.02313304
#> exo2 -0.118234850 0.017159547 -0.138824538 -0.09425951
#> exo3 0.039359684 0.019650116 0.019241883 0.07118239
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20050923 0.2384607 -0.1711748 0.4708056
#> lag1_var2 0.81290867 0.6642532 -0.0962845 1.5373043
#> lag1_var3 0.53692043 0.9670530 -0.8296185 1.6718829
#> lag1_var4 -0.59726960 0.9590375 -1.6870666 0.7958710
#> const 1.01176817 3.5574426 -3.6849669 6.1394268
#> exo1 0.03449213 0.2230185 -0.2455631 0.3188587
#> exo2 4.45430944 0.4434923 3.7687442 5.0145930
#> exo3 -0.03380595 0.3438886 -0.4111959 0.4923498
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5066535 0.8582142 -0.8391812 1.380586
#> lag1_var2 0.8343776 4.1567389 -4.2972589 7.059185
#> lag1_var3 0.8309176 5.7777180 -5.6749426 10.089746
#> lag1_var4 -0.1957086 5.7768788 -9.4166411 6.392833
#> const 11.2143584 22.1704203 -19.6482587 41.377100
#> exo1 1.5123126 0.8029112 0.3511034 2.501007
#> exo2 -5.2683228 1.8531151 -8.0493010 -2.873862
#> exo3 -4.3808066 2.0904038 -7.4714979 -1.983607
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6680246 0.7718096 -0.5859635 1.4273673
#> lag1_var2 1.1285931 4.1020954 -4.1987795 7.3281825
#> lag1_var3 0.7862226 5.7118867 -6.0440269 10.0167280
#> lag1_var4 -0.1887813 5.7343100 -9.4019306 6.7999484
#> const 11.0660314 22.6113589 -21.8986592 41.0953216
#> exo1 1.5845876 0.8380929 0.5021407 2.7859595
#> exo2 -2.2440331 1.8254333 -5.0426967 -0.2069242
#> exo3 -4.5768013 2.0859185 -7.5893608 -2.2520852
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005626496 0.0001859742 0.0003804021 0.0008338472
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01839768 0.005579286 -0.02682598 -0.01145745
#> Sigma[2,2] 1.30087298 0.278666089 1.01924102 1.76775257
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009959275 0.00352684 0.006886041 0.01606531
#> Sigma[3,2] -0.773131759 0.26258416 -1.241689480 -0.51416876
#> Sigma[3,3] 0.725161898 0.26998890 0.494990891 1.22790883
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001985592 0.002352782 -0.005393961 0.0007471085
#> Sigma[4,2] 0.060547372 0.151563635 -0.215042055 0.1753832895
#> Sigma[4,3] 0.256363657 0.148454259 0.159633666 0.5064281411
#> Sigma[4,4] 0.324783731 0.073863430 0.260437955 0.4454031006
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96245966 0.01429304 0.949408888 0.98769542
#> lag1_var2 0.01902769 0.01842822 -0.008076792 0.04357406
#> lag1_var3 0.02449236 0.02770492 -0.014058451 0.06365747
#> lag1_var4 -0.01577146 0.02484653 -0.053512020 0.01784169
#> const 0.48286581 0.20750233 0.215224692 0.78749808
#> exo1 0.02066555 0.01774503 -0.002180754 0.04137889
#> exo2 -0.04589730 0.01723769 -0.071484138 -0.02223618
#> exo3 0.04358652 0.02401857 0.012814971 0.07585116
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4133459 0.8279097 -0.8279720 1.3170152
#> lag1_var2 -0.4487942 1.1370340 -1.8092462 1.1184332
#> lag1_var3 -1.8132850 1.7338894 -3.8407134 0.6814005
#> lag1_var4 1.7455606 1.4118741 -0.2450245 3.5143347
#> const -4.6229996 7.1387269 -14.2410554 5.5240165
#> exo1 -1.0834239 0.8695424 -2.2233881 0.2258978
#> exo2 2.1237029 1.5520171 0.2868222 4.5028800
#> exo3 0.9054521 0.8081091 -0.3835040 1.8841216
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3576285 0.4359817 -0.8719347 0.3443953
#> lag1_var2 1.8306697 0.7287946 0.9228070 2.8657139
#> lag1_var3 3.4319895 1.1341418 2.0017700 4.9616768
#> lag1_var4 -2.4218462 0.9696025 -3.7295480 -1.1437189
#> const 6.9558994 2.4038984 3.0918904 9.3723099
#> exo1 0.6706274 0.6557692 -0.3639661 1.4056593
#> exo2 -5.2764281 1.3708068 -6.6590538 -3.1608771
#> exo3 -0.3626909 0.6768444 -1.2283537 0.5918251
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11341206 0.2913476 -0.4402166 0.3430718
#> lag1_var2 1.26661617 0.6481520 0.1385116 1.9128303
#> lag1_var3 1.81941700 0.9831638 0.1033693 2.7924690
#> lag1_var4 -0.82178458 0.9258136 -1.6795857 0.8135785
#> const 2.49361298 5.4982731 -5.4593735 10.0502084
#> exo1 -0.02735954 0.4606109 -0.6198053 0.6497786
#> exo2 -4.50374452 0.8360610 -5.5950782 -3.2620637
#> exo3 0.24352630 0.4311577 -0.3368705 0.8702131
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001176253 0.0001876974 0.0009722818 0.001507316
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02863431 0.005734392 -0.03663446 -0.02182271
#> Sigma[2,2] 1.89046030 0.297232050 1.48496466 2.29268967
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02426251 0.005088587 0.01742977 0.03143775
#> Sigma[3,2] -1.45236541 0.301648915 -1.88306885 -1.08541094
#> Sigma[3,3] 1.64841493 0.407405163 1.15246230 2.23644989
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005923094 0.0055226 -0.0004963698 0.01418658
#> Sigma[4,2] -0.206796331 0.2257901 -0.4707501289 0.15133352
#> Sigma[4,3] 0.761459909 0.2613573 0.4159649302 1.15139780
#> Sigma[4,4] 0.705505078 0.1580269 0.5156723244 0.94742220
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993872364 0.02968294 0.94779772 1.02971891
#> lag1_var2 0.007372431 0.05008511 -0.05211229 0.07845661
#> lag1_var3 0.012285870 0.07558595 -0.07771310 0.11998333
#> lag1_var4 -0.015384003 0.07005417 -0.11414568 0.06676704
#> const 0.365876708 0.34978015 -0.13540619 0.84154210
#> exo1 0.013837544 0.03224248 -0.02812928 0.04982601
#> exo2 -0.159594457 0.03568267 -0.19447174 -0.09729960
#> exo3 -0.027791768 0.04194891 -0.09455496 0.01996051
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6104604 1.786677 -5.3384852 -0.1133394
#> lag1_var2 5.1838297 2.589505 1.7438235 8.7828629
#> lag1_var3 6.4684069 3.939036 1.1840474 11.9017887
#> lag1_var4 -5.8374556 3.633397 -10.9483119 -0.9746789
#> const 17.0851850 20.134220 -11.4818975 47.5491617
#> exo1 -0.2148080 1.120073 -1.7743210 1.3160569
#> exo2 1.1246285 1.302643 -0.6282517 2.8249062
#> exo3 -0.9632296 1.487599 -3.2259699 0.7635260
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8031939 1.5161329 -1.6004507 2.59728465
#> lag1_var2 -0.8352957 2.0605316 -3.5340821 2.10691871
#> lag1_var3 -0.4071040 3.1221056 -4.4844357 4.11282262
#> lag1_var4 1.1980713 2.8337117 -2.8752694 4.98046666
#> const -4.9833104 15.5275057 -21.1004045 19.44269526
#> exo1 0.3763157 0.8564249 -0.7126058 1.61701808
#> exo2 -1.6164067 1.2351176 -3.3250004 -0.05611324
#> exo3 0.4441672 1.2997914 -1.3430330 1.96403990
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0881958 0.7505520 -2.284975 -0.287475549
#> lag1_var2 2.5140297 1.0441214 1.235298 4.153684966
#> lag1_var3 3.7408615 1.5780057 1.810384 6.207398738
#> lag1_var4 -2.4662421 1.4230002 -4.656868 -0.718380600
#> const 5.5268665 8.6546433 -2.871618 20.643480305
#> exo1 0.2579229 0.5820475 -0.715007 0.866607903
#> exo2 -1.0435040 0.7646651 -2.066285 0.006020754
#> exo3 -0.2684040 1.1401275 -1.874026 1.337852638
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004386297 7.789119e-05 0.0003381437 0.0005516159
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001560009 0.001949787 -0.004366419 0.001125555
#> Sigma[2,2] 0.200407964 0.051355418 0.141865484 0.283350927
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001006106 0.001584265 -0.001072547 0.003350586
#> Sigma[3,2] -0.136433958 0.032267837 -0.177004435 -0.089855744
#> Sigma[3,3] 0.328269889 0.048084123 0.259580433 0.379847462
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.490085e-06 0.001630708 -0.002605117 0.002058296
#> Sigma[4,2] -9.209790e-03 0.047438247 -0.061299542 0.067036413
#> Sigma[4,3] 2.616272e-01 0.045035356 0.196214785 0.310066540
#> Sigma[4,4] 2.775660e-01 0.050710785 0.224666879 0.355105638
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95609040 0.009948733 0.946819581 0.972612863
#> lag1_var2 0.02388519 0.018984754 -0.005484665 0.045304141
#> lag1_var3 0.03292941 0.027254756 -0.009601288 0.064883037
#> lag1_var4 -0.02368760 0.026677936 -0.056034894 0.016814661
#> const 0.40691141 0.082848939 0.291474586 0.508243427
#> exo1 -0.02432981 0.009674076 -0.036012997 -0.008807586
#> exo2 0.01452666 0.034047134 -0.028406838 0.058604001
#> exo3 -0.01537014 0.022224274 -0.047543101 0.010169591
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2205759 0.4487390 -0.24962663 0.9418878
#> lag1_var2 0.8505802 0.6949648 -0.08649498 1.7487592
#> lag1_var3 0.1167863 1.1505030 -1.43762432 1.6590569
#> lag1_var4 -0.1947808 1.0990559 -1.65278790 1.2575055
#> const 1.5428140 6.0061852 -8.60944044 7.4730800
#> exo1 0.2790135 0.4593817 -0.25497911 0.9223934
#> exo2 0.8709162 0.3774336 0.22216970 1.2093440
#> exo3 -2.1466198 0.3304173 -2.56250657 -1.7218616
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5423373 0.6564903 -1.51370298 0.3100466
#> lag1_var2 1.4887093 1.1489675 -0.05918089 2.9610298
#> lag1_var3 3.1651599 1.7976224 0.67859617 5.4898678
#> lag1_var4 -2.0942535 1.7049182 -4.36862915 0.2446182
#> const 7.4258480 9.5947316 -3.28846249 22.9206752
#> exo1 -0.3398021 0.4268348 -0.89829338 0.2273934
#> exo2 -1.1782136 0.5419042 -1.78251659 -0.3173434
#> exo3 1.4573864 0.6565271 0.52381981 2.1295087
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43107942 0.5893942 -1.1746419 0.44553562
#> lag1_var2 1.78241470 0.9249071 0.5075802 2.85442543
#> lag1_var3 2.84619408 1.4014890 0.8745320 4.36980386
#> lag1_var4 -1.79655151 1.3189173 -3.2447276 0.05038128
#> const 7.27705423 8.3737032 -2.4293972 19.69545192
#> exo1 -0.16490538 0.3915061 -0.7071525 0.33000862
#> exo2 -0.66949821 0.3832897 -1.1920626 -0.10024411
#> exo3 0.09218379 0.6306487 -0.8063587 0.81745954
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008287904 0.0001818418 0.0006228034 0.001074807
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.571367e-05 0.001839066 -0.002561392 0.002440785
#> Sigma[2,2] 1.581006e-01 0.045303545 0.113391899 0.230290366
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003097469 0.002366744 -0.006674272 -0.000461666
#> Sigma[3,2] 0.027569513 0.026749584 -0.010113417 0.061594598
#> Sigma[3,3] 0.694050845 0.092411535 0.567940614 0.822214153
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003178303 0.002624393 -0.007123323 3.437545e-05
#> Sigma[4,2] 0.139177006 0.033313746 0.088297692 1.810313e-01
#> Sigma[4,3] 0.734932016 0.103198467 0.586847039 8.740606e-01
#> Sigma[4,4] 0.855428484 0.118424810 0.675222617 1.009831e+00
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982467479 0.01736945 0.95875734 1.00642103
#> lag1_var2 0.012925941 0.06569993 -0.09101067 0.09473007
#> lag1_var3 0.008063498 0.08747313 -0.12836752 0.11054036
#> lag1_var4 -0.007331617 0.08602778 -0.10844759 0.12689746
#> const 0.360316591 0.25655242 0.01719460 0.66277255
#> exo1 -0.020345642 0.02226695 -0.04778170 0.01211610
#> exo2 -0.077664323 0.03090389 -0.12646196 -0.04453950
#> exo3 -0.089094601 0.02471960 -0.12334218 -0.05867735
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40049063 0.2696706 0.03843321 0.74241727
#> lag1_var2 -0.89669642 1.0781144 -2.35431474 0.39473838
#> lag1_var3 -2.48265761 1.4595543 -4.44209591 -0.67120880
#> lag1_var4 2.46787418 1.4636081 0.64253860 4.41821861
#> const -6.68882816 6.0510760 -13.42571160 2.47126164
#> exo1 0.07637306 0.3284275 -0.36298314 0.45781996
#> exo2 1.80724578 0.4462450 1.25579428 2.51525735
#> exo3 -0.35177826 0.3006083 -0.80940074 0.04873248
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76198542 0.5019327 -1.5836648 -0.2454529
#> lag1_var2 3.39752874 2.2947727 1.3120889 7.0935194
#> lag1_var3 5.61385583 3.0720549 2.9289764 10.5254687
#> lag1_var4 -4.65539453 3.0437738 -9.5207563 -2.0354727
#> const 17.83855001 8.8378197 7.3463181 30.7349285
#> exo1 0.22523338 0.5936368 -0.5521024 0.9997112
#> exo2 -0.04357979 0.9770552 -1.0746398 1.4994947
#> exo3 1.04529525 0.6236305 0.1652986 1.8435786
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4990026 0.5168250 -1.3344135 -0.05751204
#> lag1_var2 2.5629413 2.0992891 0.6597251 5.81746103
#> lag1_var3 3.5766871 2.7985695 0.8934799 7.86117748
#> lag1_var4 -2.6127834 2.7796574 -6.8583306 0.11334440
#> const 12.3951025 9.8840905 0.5038306 27.56173004
#> exo1 0.2909216 0.6619297 -0.7992468 1.00011054
#> exo2 1.2154031 1.0686994 0.1603057 2.91055484
#> exo3 0.8240675 0.7537594 -0.2410640 1.82759914
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002041963 0.0006262261 0.001410787 0.002943955
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003122192 0.004924128 -0.005657456 0.007578889
#> Sigma[2,2] 1.277947585 0.207141235 1.072282996 1.591790270
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009839641 0.003591206 -0.01423799 -0.004423427
#> Sigma[3,2] -0.807922791 0.172222383 -1.09157292 -0.649869202
#> Sigma[3,3] 0.783212010 0.137098094 0.63217393 0.991661547
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00945614 0.002432604 -0.01276494 -0.006718285
#> Sigma[4,2] -0.07364538 0.098532145 -0.23391253 0.014765456
#> Sigma[4,3] 0.37622173 0.076973500 0.26520473 0.469780016
#> Sigma[4,4] 0.40389817 0.066473414 0.31758704 0.496912321
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975728093 0.02299734 0.94364249 1.00470166
#> lag1_var2 0.014864559 0.02080626 -0.01676176 0.03863019
#> lag1_var3 0.014295503 0.03146187 -0.03169565 0.05110964
#> lag1_var4 -0.011730864 0.02440220 -0.04134793 0.02340912
#> const 0.321119238 0.40388121 -0.22863288 0.86124775
#> exo1 0.004549101 0.02843040 -0.03556784 0.04341853
#> exo2 -0.104139327 0.04454250 -0.15276848 -0.03692973
#> exo3 0.073754617 0.04792801 0.01217998 0.13816446
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7331881 1.0677996 -3.35693669 -0.5336233
#> lag1_var2 1.4852263 0.5671613 0.65366416 2.1541763
#> lag1_var3 1.2072116 0.9738565 -0.26777250 2.3972224
#> lag1_var4 -0.6341086 0.7292453 -1.54506132 0.4911689
#> const 10.4430273 8.3430180 -2.11763920 20.4803600
#> exo1 -1.1621662 0.9534858 -2.45302738 0.2077749
#> exo2 0.2106284 1.2813968 -1.32809822 2.0744412
#> exo3 1.7322729 1.2111758 0.01337719 3.3088715
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3008898 0.7513238 1.48721681 3.5648206
#> lag1_var2 -1.1052956 0.4440461 -1.79740211 -0.6065920
#> lag1_var3 -1.0791118 0.7311360 -2.25378858 -0.2588647
#> lag1_var4 1.3191867 0.5648212 0.64729831 2.1575456
#> const -10.2178373 6.6893983 -18.49430258 -0.3456096
#> exo1 1.2042234 0.8147728 0.08428206 2.3731908
#> exo2 -2.0440635 1.0884676 -3.44989537 -0.7138007
#> exo3 -0.1195561 0.8597699 -1.19106307 1.2318504
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5448814 0.4196922 0.8644987 1.9622958
#> lag1_var2 -0.8673119 0.2809950 -1.2176292 -0.4979436
#> lag1_var3 -1.4506032 0.4506840 -2.0850599 -0.8971768
#> lag1_var4 1.9879837 0.3581338 1.5474015 2.5077512
#> const -7.7491259 5.4609506 -14.7920410 -0.1183827
#> exo1 0.5994848 0.5494723 -0.1180535 1.3609768
#> exo2 -2.3872239 0.6532239 -3.1425853 -1.5159131
#> exo3 1.2542074 0.5216428 0.6310222 1.9384970
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007165563 0.001417857 0.005397655 0.008982459
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 5.213798e-05 0.001466039 -0.001659789 0.002107995
#> Sigma[2,2] 9.033054e-03 0.003561762 0.005797204 0.014934659
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004305314 0.002538806 -0.004095731 0.002279244
#> Sigma[3,2] -0.0062656710 0.002885870 -0.010812223 -0.002976272
#> Sigma[3,3] 0.0152613075 0.001575807 0.013079129 0.017085938
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.588169e-04 0.001947999 -0.003226724 0.002045057
#> Sigma[4,2] 9.824156e-06 0.001468998 -0.001839881 0.001890204
#> Sigma[4,3] 1.153879e-02 0.001689752 0.009427774 0.013981645
#> Sigma[4,4] 1.225431e-02 0.002204043 0.010172978 0.015265280
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88831525 0.07326801 0.80922655 1.0113282
#> lag1_var2 0.04706560 0.30508471 -0.46484447 0.3041751
#> lag1_var3 0.06344067 0.41582226 -0.63820636 0.4255312
#> lag1_var4 -0.04550472 0.42279923 -0.42810885 0.6528679
#> const 1.11205945 1.69564454 -1.68501824 2.9804831
#> exo1 0.03140365 0.07820212 -0.07489326 0.1303684
#> exo2 0.03064219 0.08319780 -0.10694017 0.1192434
#> exo3 0.03330344 0.07468518 -0.05671728 0.1390473
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04377677 0.06611773 -0.1390791 0.02913439
#> lag1_var2 0.37944144 0.35159629 0.1048532 0.99748975
#> lag1_var3 -0.54996463 0.50299479 -1.0592914 0.33722508
#> lag1_var4 0.60338483 0.52129272 -0.3043827 1.14203176
#> const -1.50075767 1.73952843 -3.7445804 1.03669769
#> exo1 -0.07578688 0.07236098 -0.1668766 0.03149199
#> exo2 0.65218037 0.09552585 0.5556169 0.81394286
#> exo3 0.32691372 0.10657987 0.1770751 0.46506815
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29297467 0.09871001 0.14893289 0.413811513
#> lag1_var2 0.90232458 0.54907389 0.18121076 1.591424582
#> lag1_var3 1.89519874 0.80788853 0.83568905 2.933316635
#> lag1_var4 -1.06319332 0.82792292 -2.13867638 -0.001936084
#> const 4.06642640 2.22483347 1.08270967 6.599298825
#> exo1 0.07266277 0.09257003 -0.06170858 0.188363725
#> exo2 -1.12851703 0.12653767 -1.32535663 -0.987850374
#> exo3 -0.41318131 0.14346768 -0.63401773 -0.218908131
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27292348 0.08103609 0.15154284 0.38233444
#> lag1_var2 0.87474904 0.37887583 0.44997685 1.39874449
#> lag1_var3 1.08092126 0.57901500 0.50221890 1.89488386
#> lag1_var4 -0.19773514 0.59201515 -1.02157712 0.39971968
#> const 1.79392423 1.43986505 -0.04878087 3.69422122
#> exo1 0.02094834 0.11956121 -0.18183836 0.13105985
#> exo2 -0.71835460 0.12688349 -0.93513073 -0.60563194
#> exo3 -0.19907712 0.10961102 -0.33873075 -0.05803259
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002230626 5.188948e-05 0.0001573658 0.0002898537
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007032474 0.003050443 -0.01141781 -0.003484795
#> Sigma[2,2] 0.432525176 0.148179893 0.28479482 0.666758967
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005767968 0.002568689 0.00264681 0.009156878
#> Sigma[3,2] -0.332326046 0.126334128 -0.53292604 -0.198254233
#> Sigma[3,3] 0.341528334 0.105617234 0.23372110 0.516460902
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001243792 0.0009124963 2.775918e-05 0.002640278
#> Sigma[4,2] -0.052699734 0.0411072295 -1.151319e-01 -0.002480493
#> Sigma[4,3] 0.133334847 0.0361123037 8.735305e-02 0.186191457
#> Sigma[4,4] 0.106561586 0.0284378851 8.308573e-02 0.151666573
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99561853 0.01510629 0.974392103 1.01507366
#> lag1_var2 0.01082913 0.03639262 -0.041830127 0.05888653
#> lag1_var3 0.01288945 0.05818240 -0.070604617 0.08873284
#> lag1_var4 -0.01593010 0.05390167 -0.085160867 0.06337526
#> const 0.32999009 0.16113674 0.086390155 0.50951913
#> exo1 0.00214061 0.01663910 -0.019136901 0.02615129
#> exo2 -0.07215454 0.01624635 -0.092800274 -0.04905311
#> exo3 0.02052491 0.01792228 0.001695056 0.04789797
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4230963 0.7238211 -2.4531220 -0.4195231
#> lag1_var2 2.4136633 1.4042077 0.2405545 4.2055844
#> lag1_var3 2.5097899 2.3260802 -1.0444452 5.5217338
#> lag1_var4 -2.0493869 2.0842260 -4.7088277 1.1543542
#> const 10.9089472 5.1866166 3.3252219 16.7218149
#> exo1 -0.4338536 0.7244939 -1.3465848 0.4720520
#> exo2 4.1137314 0.6971127 3.2338363 5.1726930
#> exo3 -0.4254459 0.8106614 -1.4461453 0.8182414
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9350905 0.6659742 0.1248856 1.930414
#> lag1_var2 -0.3852108 1.1786795 -2.0768694 1.216527
#> lag1_var3 0.3413465 1.9625590 -2.4701797 2.987890
#> lag1_var4 0.3043297 1.7435301 -2.0731257 2.776864
#> const -2.9003940 5.5404277 -9.3012532 4.526107
#> exo1 0.2313520 0.6045153 -0.4319643 1.122645
#> exo2 -4.4103092 0.6010106 -5.3051623 -3.570221
#> exo3 1.0311280 0.6343704 0.1469848 1.844882
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01810423 0.3127915 -0.4112884 0.3515514
#> lag1_var2 0.90123121 0.4506385 0.2923300 1.3901241
#> lag1_var3 1.55547699 0.7269312 0.5773736 2.3541324
#> lag1_var4 -0.57864896 0.6545180 -1.3274186 0.2844060
#> const 2.99911325 3.6184672 -1.8243389 7.5771904
#> exo1 -0.06469823 0.3416238 -0.6023842 0.3209340
#> exo2 -1.88890917 0.3053598 -2.2304074 -1.3895939
#> exo3 0.83613517 0.2517711 0.4930754 1.1836507
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000297527 6.71769e-05 0.0002113693 0.0003892564
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004713317 0.001409492 -0.006787584 -0.00300852
#> Sigma[2,2] 0.192595590 0.048131237 0.125957888 0.26057427
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002913831 0.00119861 0.001487469 0.004730408
#> Sigma[3,2] -0.122711833 0.03748899 -0.182750919 -0.077365633
#> Sigma[3,3] 0.131946055 0.03746975 0.086227266 0.184307980
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001084642 0.0009593872 -0.001381838 0.0009452862
#> Sigma[4,2] -0.0094150573 0.0190437638 -0.031574086 0.0152437385
#> Sigma[4,3] 0.0629966718 0.0259576942 0.035868923 0.1082434155
#> Sigma[4,4] 0.0609530292 0.0207824059 0.040366191 0.0961283593
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96489030 0.01289721 0.94388195 0.9777460398
#> lag1_var2 0.02538227 0.03487823 -0.01803437 0.0795427183
#> lag1_var3 0.03122420 0.05727891 -0.04141010 0.1193661615
#> lag1_var4 -0.02629683 0.05517556 -0.11064965 0.0439631031
#> const 0.46384727 0.14068264 0.28389982 0.6487881030
#> exo1 -0.01611983 0.01276426 -0.03288821 0.0008151688
#> exo2 -0.12274239 0.01088427 -0.13470983 -0.1059218277
#> exo3 0.06879065 0.02249445 0.03980262 0.1024600987
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36945397 0.2424958 -0.6889092 -0.03164109
#> lag1_var2 1.48192398 0.4583106 0.8454178 2.08719324
#> lag1_var3 1.06751171 0.7629181 0.1512590 2.15000305
#> lag1_var4 -0.99662161 0.7463260 -2.0771586 -0.09133376
#> const 4.94625957 4.0725943 -0.9691129 10.67854746
#> exo1 0.11712478 0.4226663 -0.4003710 0.77765440
#> exo2 0.86189842 0.3506427 0.4411787 1.36867082
#> exo3 -0.04933346 0.3546281 -0.5472264 0.32746041
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.055385712 0.3542364 -0.3450990 0.6381878
#> lag1_var2 0.308648898 0.5907842 -0.3698764 1.1350714
#> lag1_var3 1.527834281 0.8774292 0.5851574 2.8233083
#> lag1_var4 -0.599736187 0.8287825 -1.8159096 0.3187278
#> const 3.090856201 2.6289173 -0.4210485 6.9870701
#> exo1 0.008655518 0.3829858 -0.5805232 0.4851331
#> exo2 -1.389692322 0.3000237 -1.8679480 -1.0439225
#> exo3 -0.008156978 0.3313986 -0.4805204 0.4158385
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17489826 0.2826663 -0.5023526 0.2933913
#> lag1_var2 0.90420479 0.5263795 0.1871710 1.6340672
#> lag1_var3 1.69225030 0.7916761 0.6628290 2.8296926
#> lag1_var4 -0.69579532 0.7612378 -1.8062960 0.3079065
#> const 4.74524768 2.9465054 0.4977241 8.9785196
#> exo1 0.08355031 0.2249915 -0.1840299 0.4273008
#> exo2 -0.94221886 0.2743822 -1.3479654 -0.6221717
#> exo3 -0.03545570 0.2697741 -0.4157295 0.3260175
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001642707 4.066883e-05 0.0001002459 0.0002074188
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001848285 0.00131097 -0.00413245 -0.000859047
#> Sigma[2,2] 0.178185476 0.04317710 0.12973889 0.239214252
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004145286 0.001171984 -0.001209338 0.001875288
#> Sigma[3,2] -0.0710364070 0.046405243 -0.143191258 -0.014245024
#> Sigma[3,3] 0.4167401796 0.095686000 0.337192860 0.575504670
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008763551 0.001228926 -0.002339643 0.001082753
#> Sigma[4,2] 0.0500769488 0.041872014 -0.013715512 0.105904680
#> Sigma[4,3] 0.3815589511 0.101212298 0.284090337 0.542988665
#> Sigma[4,4] 0.4292227971 0.103339869 0.312503017 0.587083777
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97661691 0.011754736 0.964293015 0.99550166
#> lag1_var2 0.03221556 0.033086110 -0.013761246 0.06981967
#> lag1_var3 0.03328570 0.049167220 -0.039924562 0.08547910
#> lag1_var4 -0.03128162 0.046817027 -0.080926202 0.03851990
#> const 0.47787804 0.146766141 0.256305847 0.63801659
#> exo1 0.00583711 0.006642443 -0.003158479 0.01495241
#> exo2 -0.03614655 0.016224621 -0.056084643 -0.01510477
#> exo3 0.02867798 0.010101783 0.016836839 0.04341874
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2462082 0.3174584 -0.194979044 0.6555711
#> lag1_var2 -0.3638710 0.5896732 -1.334703188 0.1306977
#> lag1_var3 -1.4105032 0.8871027 -2.908531252 -0.6880881
#> lag1_var4 1.4138578 0.8369279 0.704057739 2.8139688
#> const -5.2380866 3.1273711 -9.806596945 -1.1604939
#> exo1 -0.1945249 0.4680170 -0.801005915 0.4107092
#> exo2 0.3146716 0.4126473 -0.240425328 0.8652471
#> exo3 0.4898249 0.3596921 -0.004211154 0.9252467
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2454453 0.4980457 -0.4152955 0.9136652
#> lag1_var2 1.7024663 1.6717706 -0.8876160 3.7276696
#> lag1_var3 3.1382142 2.3290747 -0.4863804 5.9216935
#> lag1_var4 -2.3767596 2.2809165 -5.2163104 1.1437916
#> const 8.3995399 7.7638277 0.1630932 18.0192389
#> exo1 0.7157556 0.4801637 0.0786521 1.2861080
#> exo2 -0.2576900 0.6534542 -1.2626292 0.4117735
#> exo3 -0.6193095 0.6109739 -1.3629686 0.3185733
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42738805 0.4237794 -0.1919259 0.8695052
#> lag1_var2 1.18986315 1.6971394 -1.2262937 3.3728240
#> lag1_var3 1.78849949 2.4109888 -1.6132860 4.9016148
#> lag1_var4 -1.01442815 2.3754590 -4.0304832 2.3663335
#> const 3.73448898 7.1151053 -5.5849642 11.5171918
#> exo1 0.60170142 0.4973523 -0.1222235 1.2289962
#> exo2 -0.05151529 0.6025023 -0.8858397 0.7731761
#> exo3 -0.30909647 0.4598637 -0.9082365 0.3318408
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004773814 0.0001173116 0.0004102189 0.0006710577
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01774909 0.004082289 -0.02435247 -0.01382112
#> Sigma[2,2] 1.22164812 0.310541851 0.81543671 1.65406701
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01324532 0.003555755 0.01030416 0.01935455
#> Sigma[3,2] -0.83982440 0.221439041 -1.14806782 -0.53597127
#> Sigma[3,3] 0.82291763 0.201898328 0.56573915 1.06305946
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003354252 0.001505462 0.001620435 0.005939502
#> Sigma[4,2] -0.155253682 0.083558466 -0.260767252 -0.047419625
#> Sigma[4,3] 0.376978473 0.124076448 0.250986929 0.567797379
#> Sigma[4,4] 0.317450384 0.098458245 0.225498665 0.470133620
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981214664 0.02410594 0.946841635 1.012690391
#> lag1_var2 0.031532123 0.02735799 -0.006192237 0.070732429
#> lag1_var3 0.058315421 0.04616174 -0.003592399 0.128248812
#> lag1_var4 -0.058750615 0.03932299 -0.118180602 -0.005616321
#> const 0.565191966 0.20370059 0.274725379 0.847213417
#> exo1 0.008487881 0.01419022 -0.012774042 0.025144292
#> exo2 -0.081698923 0.01941424 -0.102694316 -0.054153885
#> exo3 0.070998152 0.02329027 0.037286636 0.094874446
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7170964 0.9846620 -2.1350535 0.3624773
#> lag1_var2 2.1001264 1.2085342 0.6374174 3.7631381
#> lag1_var3 2.3504220 2.0242156 -0.2546751 5.1304691
#> lag1_var4 -2.1119485 1.7388246 -4.5615969 0.1571710
#> const 6.8580267 7.4974368 -5.3676012 15.6067014
#> exo1 0.1610585 0.3767685 -0.2408343 0.7691629
#> exo2 3.4725734 1.0406239 2.0806432 4.8661729
#> exo3 -0.5686100 0.8241922 -1.7398258 0.5378231
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2087719 0.7154402 1.4823700 3.3835734
#> lag1_var2 -2.9314398 0.8468968 -4.3097740 -1.8914130
#> lag1_var3 -4.2074889 1.4761791 -6.6060868 -2.4943077
#> lag1_var4 4.4588251 1.2666627 2.9786477 6.4324731
#> const -14.2670136 5.5786597 -21.2850175 -6.6801388
#> exo1 0.5164798 0.4205620 -0.1134664 0.9630945
#> exo2 -5.2451933 0.9426652 -6.4937298 -4.0036102
#> exo3 0.4732204 0.6843140 -0.3022885 1.5352126
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9812804 0.4243853 1.4597957 2.5559414
#> lag1_var2 -2.3111115 0.6768163 -3.2960021 -1.5121567
#> lag1_var3 -3.8594381 1.2123252 -5.6207886 -2.4186662
#> lag1_var4 4.2168360 1.0492150 2.9422245 5.7565606
#> const -13.2128513 2.6309007 -16.6977020 -9.5361705
#> exo1 0.6743528 0.5269653 -0.1322326 1.2307201
#> exo2 -3.5578701 0.6452184 -4.4338359 -2.7071919
#> exo3 0.1795043 0.4474639 -0.4230478 0.7602069
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003212355 5.699281e-05 0.0002602478 0.0004091909
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004887144 0.0006417727 -0.001556351 -8.320158e-05
#> Sigma[2,2] 0.0313357163 0.0076494059 0.022515156 4.411448e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002931085 0.000995461 -0.0009825065 0.001288435
#> Sigma[3,2] -0.0257863584 0.009253481 -0.0416349277 -0.017009685
#> Sigma[3,3] 0.0479920301 0.008832445 0.0403512431 0.062888763
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006728103 0.0005883822 -0.001145686 0.0002960099
#> Sigma[4,2] -0.0028510001 0.0055616065 -0.009606321 0.0063083842
#> Sigma[4,3] 0.0299700837 0.0043916530 0.024261485 0.0369492073
#> Sigma[4,4] 0.0289067689 0.0058316188 0.019790455 0.0355135550
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973747977 0.01002809 0.964649636 0.99040941
#> lag1_var2 0.052118972 0.05140785 -0.030064937 0.10591695
#> lag1_var3 0.049233825 0.06654741 -0.059336265 0.12401282
#> lag1_var4 -0.045800985 0.06547315 -0.119806615 0.06077674
#> const 0.537448027 0.20833759 0.247851982 0.81866486
#> exo1 0.007294164 0.01281467 -0.005694481 0.02617906
#> exo2 -0.031066618 0.01276300 -0.048039370 -0.01851480
#> exo3 0.017004030 0.01749829 -0.006091665 0.04028489
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18004462 0.06738047 0.08918835 0.26728534
#> lag1_var2 0.04304932 0.43388585 -0.51766258 0.59883046
#> lag1_var3 -1.07155518 0.57138468 -1.77352066 -0.28450995
#> lag1_var4 1.05626049 0.56066255 0.28549114 1.74116428
#> const -3.35979903 1.75695520 -5.62608285 -1.16007784
#> exo1 0.08701767 0.18929216 -0.13760425 0.32007228
#> exo2 0.43711046 0.15091585 0.26867484 0.63736139
#> exo3 -0.22879679 0.14901098 -0.37990589 0.02422586
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2641532 0.08480604 -0.3753798 -0.1402936
#> lag1_var2 1.1581660 0.46547982 0.4614329 1.6892019
#> lag1_var3 2.6145045 0.64300475 1.6032606 3.2797668
#> lag1_var4 -1.6162706 0.63364747 -2.2666298 -0.6198419
#> const 7.4670475 2.18840092 3.9299491 9.9437417
#> exo1 -0.1695984 0.21304798 -0.4074091 0.1572772
#> exo2 -1.2481767 0.27221546 -1.6074395 -0.8814379
#> exo3 1.2383731 0.13058704 1.0314568 1.3903287
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1392620 0.05849435 -0.2005821 -0.05084641
#> lag1_var2 0.8437701 0.26126444 0.3910149 1.10325256
#> lag1_var3 1.3450115 0.36545549 0.6988026 1.62717089
#> lag1_var4 -0.3372579 0.36146957 -0.6100600 0.30026715
#> const 3.6278684 1.58074769 1.3412927 5.54414117
#> exo1 -0.1092904 0.18578563 -0.3709705 0.12941548
#> exo2 -1.0096631 0.18365859 -1.2320996 -0.74500352
#> exo3 1.1270794 0.14267540 0.9287613 1.31146673
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001492179 0.0004986536 0.0007791662 0.002212461
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01320303 0.004500047 -0.01947375 -0.007040302
#> Sigma[2,2] 0.42756125 0.072936114 0.35943369 0.543822277
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008171245 0.00286244 0.00477309 0.01236358
#> Sigma[3,2] -0.273591375 0.04310886 -0.34085040 -0.22980964
#> Sigma[3,3] 0.180507031 0.02621741 0.14779434 0.21837732
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004571351 0.0005490399 -0.001179770 0.0001939082
#> Sigma[4,2] 0.0038980322 0.0115337767 -0.011168415 0.0212499836
#> Sigma[4,3] 0.0032231519 0.0076409926 -0.008650750 0.0135076990
#> Sigma[4,4] 0.0060759125 0.0011697951 0.004590832 0.0076215817
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008431739 0.01872110 0.98289169 1.03116760
#> lag1_var2 0.058985549 0.09359660 -0.09167894 0.14212046
#> lag1_var3 0.105223163 0.14495877 -0.11972138 0.24392482
#> lag1_var4 -0.117854434 0.15033760 -0.26390719 0.11853909
#> const 0.701068515 0.71530092 -0.28165917 1.71680058
#> exo1 0.023807748 0.03339335 -0.01148621 0.07305298
#> exo2 -0.057299445 0.02893050 -0.09491776 -0.01873943
#> exo3 -0.003882347 0.03691131 -0.05795933 0.04602127
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18466244 0.4007421 -0.7272870 0.3472837
#> lag1_var2 -0.05236291 1.9507981 -3.0220031 2.7168650
#> lag1_var3 -1.40298936 3.0193576 -5.9794467 2.8731325
#> lag1_var4 1.55592468 3.0547077 -2.7640453 6.1985275
#> const -4.96846836 11.0737133 -19.4647548 9.3479582
#> exo1 0.38589320 0.5711714 -0.3004509 1.1661739
#> exo2 0.10037340 0.6898392 -0.9113583 0.8505666
#> exo3 0.10882253 0.7494284 -0.9424247 1.1291992
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15402471 0.2726568 -0.19803162 0.50881604
#> lag1_var2 1.16349164 1.2405451 -0.50271962 3.04105555
#> lag1_var3 2.65122914 1.9143744 0.08445428 5.54363376
#> lag1_var4 -1.82518254 1.9402075 -4.76536149 0.76859725
#> const 7.23409957 7.4439660 -2.41247311 16.75476292
#> exo1 -0.23761157 0.3571499 -0.72346666 0.16429122
#> exo2 -0.68000428 0.4374159 -1.16384385 -0.08371725
#> exo3 -0.02543242 0.4678186 -0.61706730 0.59949603
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03434662 0.04673829 -0.03493011 0.09014748
#> lag1_var2 0.86487404 0.16872325 0.60172786 1.06078948
#> lag1_var3 1.33314549 0.26058058 0.92923294 1.64316798
#> lag1_var4 -0.39045059 0.26130442 -0.70818282 0.01091994
#> const 2.87784050 0.82914051 1.67700968 3.92126349
#> exo1 0.01307310 0.05951520 -0.07662328 0.08145590
#> exo2 -0.63117595 0.04892237 -0.69723149 -0.56029655
#> exo3 0.04830316 0.08202033 -0.08115735 0.15754743
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006379971 0.0001902944 0.0004190519 0.0009292077
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003657474 0.001609854 -0.00603068 -0.001606138
#> Sigma[2,2] 0.093533092 0.029005208 0.07476026 0.138608797
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005678133 0.003699506 0.001318573 0.01099253
#> Sigma[3,2] -0.177496900 0.058534666 -0.269603843 -0.13251684
#> Sigma[3,3] 0.461442403 0.141388900 0.292817140 0.66145325
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002783322 0.002669927 -0.0003437032 0.006662866
#> Sigma[4,2] -0.105238344 0.037184527 -0.1620760946 -0.069085167
#> Sigma[4,3] 0.329267406 0.100968728 0.1919207321 0.470651339
#> Sigma[4,4] 0.253243435 0.077085283 0.1413318924 0.359619043
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962487811 0.02056600 0.93775983 0.988601431
#> lag1_var2 0.079196715 0.07278935 -0.02816829 0.156065549
#> lag1_var3 0.107339550 0.08795602 -0.01751325 0.200659513
#> lag1_var4 -0.104160425 0.08656518 -0.19575165 0.020246076
#> const 0.712824031 0.39660295 0.17247579 1.286805101
#> exo1 -0.018507870 0.03641532 -0.06720295 0.037529682
#> exo2 -0.016938786 0.02236408 -0.05220749 0.009174796
#> exo3 0.004924437 0.01951468 -0.02260560 0.030386484
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28801615 0.2943740 -0.14144820 0.6268542
#> lag1_var2 0.10889133 0.9787663 -0.95117176 1.5840906
#> lag1_var3 -1.14566604 1.1998273 -2.44682701 0.6618524
#> lag1_var4 1.08371113 1.1704640 -0.67531998 2.3456338
#> const -2.29737125 4.6662776 -7.94084429 4.0350631
#> exo1 0.44908326 0.3428470 0.03434080 0.9863416
#> exo2 0.19402387 0.1694290 -0.02091164 0.4114277
#> exo3 -0.05373818 0.3251117 -0.41364941 0.4437578
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31534712 0.5828892 -0.3591575 1.1780931
#> lag1_var2 -0.25316110 1.8781727 -3.1471539 2.0038059
#> lag1_var3 0.40282340 2.2942448 -3.1085478 3.2105923
#> lag1_var4 0.52213533 2.2422191 -2.2103476 3.9386432
#> const -3.04185477 9.6937442 -16.7657022 8.5811751
#> exo1 -0.61865551 0.7678213 -1.6988716 0.4063076
#> exo2 -0.68780331 0.6471488 -1.4390399 0.3174677
#> exo3 0.05351607 0.8087281 -1.2412001 0.8233104
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.564641001 0.3993908 0.04338991 1.0968240
#> lag1_var2 -0.576563765 1.2309792 -2.30422562 1.0865390
#> lag1_var3 -1.056001971 1.5106346 -3.14351743 1.0027423
#> lag1_var4 1.943616890 1.4767849 -0.06366569 3.9742107
#> const -6.440895187 6.8800699 -15.29824065 3.4187524
#> exo1 -0.241955053 0.5534941 -0.99491923 0.4697228
#> exo2 -0.579187401 0.5667011 -1.27985900 0.2829716
#> exo3 -0.008651642 0.5981035 -0.94075516 0.6130430
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002333114 0.000941442 0.001416614 0.003851107
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 4.517383e-05 0.001360777 -0.001753681 0.001707326
#> Sigma[2,2] 2.089960e-02 0.005199752 0.014965877 0.028534536
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008995403 0.004464826 -0.01576919 -0.003833861
#> Sigma[3,2] -0.050654545 0.017002364 -0.07520131 -0.031547379
#> Sigma[3,3] 0.208018255 0.056253093 0.14684162 0.293768643
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009329876 0.004026689 -0.01529410 -0.004593959
#> Sigma[4,2] -0.037692963 0.013975981 -0.05812731 -0.022191150
#> Sigma[4,3] 0.179122260 0.046155769 0.12886723 0.249789146
#> Sigma[4,4] 0.158387095 0.038010815 0.11675546 0.216401862
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97931925 0.03617046 0.93177444 1.02661438
#> lag1_var2 0.19396671 0.14605247 0.01856550 0.42758038
#> lag1_var3 0.35661138 0.24704497 0.06703300 0.74304756
#> lag1_var4 -0.36680181 0.24677644 -0.75064394 -0.07881945
#> const 1.42612561 0.83069375 0.51117698 2.80421701
#> exo1 0.01648690 0.04420303 -0.03933184 0.08541799
#> exo2 -0.03891296 0.07840711 -0.12688122 0.09230327
#> exo3 0.03051313 0.05770711 -0.03995653 0.12231795
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21321017 0.08909634 0.09316287 0.3339506
#> lag1_var2 0.81101249 0.41490280 0.33876761 1.4052885
#> lag1_var3 0.51353984 0.65150101 -0.19807969 1.4260026
#> lag1_var4 -0.58011390 0.64667094 -1.48207246 0.1228245
#> const 1.59127452 2.00328254 -0.85786212 4.4650028
#> exo1 0.01818903 0.16500348 -0.22783245 0.2134012
#> exo2 0.72343674 0.17175657 0.46682580 0.9321145
#> exo3 0.19693333 0.13185641 0.01163376 0.3545463
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2274627 0.3512013 -0.6525012 0.312250640
#> lag1_var2 -0.1157320 1.1114407 -1.9960130 1.011642355
#> lag1_var3 -0.1308057 1.7465032 -3.0612663 1.491520630
#> lag1_var4 1.1934129 1.7534158 -0.4320802 4.121755923
#> const -1.5898674 8.4538406 -14.4295272 7.723184336
#> exo1 -0.3511043 0.4965131 -0.8122578 0.506374802
#> exo2 -0.8537536 0.4815239 -1.2789770 -0.002125948
#> exo3 0.1427888 0.6282294 -0.5769187 1.060686722
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08955799 0.3096378 -0.4691154 0.4008009
#> lag1_var2 0.12729832 0.9434093 -1.5328870 1.1005335
#> lag1_var3 -0.25151679 1.5027365 -2.8137273 1.1593292
#> lag1_var4 1.28942657 1.5121653 -0.1201149 3.8490760
#> const -1.79633013 7.4890064 -13.4617277 6.3854495
#> exo1 -0.34052573 0.4068596 -0.7047667 0.3706391
#> exo2 -0.40380276 0.4301812 -0.8072155 0.3798032
#> exo3 0.28184895 0.5795072 -0.3600653 1.1299645
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002034772 0.0005090278 0.001462459 0.002907467
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007341859 0.001598081 -0.009404459 -0.005336194
#> Sigma[2,2] 0.074041385 0.016264496 0.050635778 0.096516687
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005109623 0.001120566 0.003594276 0.006546516
#> Sigma[3,2] -0.056278308 0.012455818 -0.074145507 -0.039162102
#> Sigma[3,3] 0.047730503 0.010256156 0.031850196 0.061945304
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.316801e-05 0.0004528079 -0.0003931312 0.000871322
#> Sigma[4,2] -7.431076e-03 0.0036847918 -0.0124946884 -0.002425475
#> Sigma[4,3] 1.112287e-02 0.0036912286 0.0063679937 0.016770738
#> Sigma[4,4] 6.936698e-03 0.0017595890 0.0042416382 0.009356636
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97015299 0.03082923 0.93097879 1.010067441
#> lag1_var2 0.16378606 0.03722238 0.11881783 0.222705887
#> lag1_var3 0.26999487 0.04603340 0.21623082 0.340533385
#> lag1_var4 -0.27175628 0.04732822 -0.34302880 -0.214989987
#> const 1.22421041 0.63573487 0.45721869 2.150190010
#> exo1 0.02021224 0.04267259 -0.04518409 0.056799196
#> exo2 -0.07408094 0.04215687 -0.12712829 -0.025590716
#> exo3 -0.02512090 0.02704285 -0.06441870 0.004915331
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3666806 0.2014522 0.09851577 0.64054611
#> lag1_var2 -0.7351800 0.5087013 -1.28705817 0.06836334
#> lag1_var3 -1.8937000 0.7360291 -2.62870858 -0.61809729
#> lag1_var4 1.9984802 0.7372497 0.73177616 2.75274619
#> const -6.6054285 4.3694405 -13.40634477 -1.42604100
#> exo1 0.1295574 0.1491117 -0.04906827 0.34997397
#> exo2 1.9355986 0.2616543 1.55370908 2.20944710
#> exo3 1.1414911 0.2467707 0.78737677 1.45584102
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20504798 0.1588026 -0.4262160 0.01289028
#> lag1_var2 1.46525286 0.4578640 0.8094551 2.01089072
#> lag1_var3 2.69374114 0.6698964 1.6119098 3.40763972
#> lag1_var4 -1.83218098 0.6727754 -2.5511823 -0.75830109
#> const 7.85896244 3.5818788 3.9038259 13.11048436
#> exo1 -0.09493453 0.1049661 -0.2489631 0.02933680
#> exo2 -1.96757742 0.1694721 -2.1414121 -1.71958596
#> exo3 -0.62945390 0.2128378 -0.8763190 -0.31284767
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03416752 0.03908833 -0.02126606 0.08470214
#> lag1_var2 0.60214830 0.15276039 0.41923685 0.82479673
#> lag1_var3 0.86803156 0.22687078 0.57321492 1.20143586
#> lag1_var4 0.08952392 0.22692120 -0.24559095 0.38193907
#> const 1.86303283 0.89906031 0.83526577 3.06283337
#> exo1 -0.01412419 0.05607886 -0.10338860 0.04810605
#> exo2 -0.84315459 0.05891275 -0.91591401 -0.76201791
#> exo3 0.15500846 0.11700300 -0.01740045 0.28504020
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005092334 0.0001191113 0.0003226641 0.0006411562
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02096926 0.006147911 -0.02835092 -0.01169891
#> Sigma[2,2] 2.48140873 0.665890222 1.74460284 3.45376477
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009676673 0.004087817 0.004133984 0.01524026
#> Sigma[3,2] -1.552496893 0.496806398 -2.275085667 -0.98283502
#> Sigma[3,3] 1.383719109 0.409602896 0.970531636 2.07564431
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004963176 0.00202634 -0.007413371 -0.00186923
#> Sigma[4,2] 0.129831799 0.11805617 -0.007764790 0.31378912
#> Sigma[4,3] 0.381284007 0.15791425 0.205004640 0.64158306
#> Sigma[4,4] 0.526115503 0.14766856 0.368666611 0.75819931
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97659404 0.01117475 0.962759681 0.993340837
#> lag1_var2 0.04367925 0.02692188 0.003176904 0.071938204
#> lag1_var3 0.06722672 0.04085728 0.005753752 0.109133785
#> lag1_var4 -0.06480955 0.03790965 -0.104159603 -0.007736067
#> const 0.49695876 0.15413260 0.269029904 0.710376384
#> exo1 -0.01497967 0.01808789 -0.043607595 0.008233284
#> exo2 -0.11744773 0.02232339 -0.144522922 -0.085162645
#> exo3 0.04984180 0.02658997 0.024352408 0.096678833
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3574048 0.8364564 -1.3524978 0.8239051
#> lag1_var2 0.1417470 1.6794616 -2.2511147 2.5467185
#> lag1_var3 -0.9569786 2.5153419 -4.4915021 2.7390863
#> lag1_var4 1.1449047 2.3252021 -2.2035943 4.4163755
#> const -0.8851350 13.2104024 -15.1320095 16.5063107
#> exo1 1.4443146 1.3969135 -0.3553698 3.0771100
#> exo2 6.5527940 2.0946886 3.2238707 9.1746773
#> exo3 0.2619307 1.6409464 -2.0104362 2.3086783
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3177644 0.5809481 -0.87898605 0.6717061
#> lag1_var2 1.7018460 1.0227145 -0.01812997 2.8246434
#> lag1_var3 3.3428399 1.5213071 0.82462566 5.0762831
#> lag1_var4 -2.4061360 1.4096691 -4.06005708 -0.1016431
#> const 10.9024008 10.1215697 -3.73802389 23.7156321
#> exo1 -0.4836171 0.9936639 -1.89764023 0.9664629
#> exo2 -4.5581623 1.5314655 -6.17029629 -1.9909108
#> exo3 0.2933236 1.2238734 -0.86140450 2.3976527
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6274071 0.5142891 -1.3089055 0.00605721
#> lag1_var2 1.5011695 1.0659721 -0.3238428 2.51577485
#> lag1_var3 2.2622720 1.6163222 -0.4982676 3.80678123
#> lag1_var4 -1.1602316 1.4958818 -2.5405318 1.38082212
#> const 9.4935636 6.6207732 0.3500704 17.67024378
#> exo1 0.5231417 0.7440303 -0.4383340 1.52086918
#> exo2 -0.4061189 0.6234997 -1.2243554 0.37376487
#> exo3 0.5397064 0.7392140 -0.4193913 1.69164291
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006114904 0.0001103718 0.000441359 0.000741427
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001304342 0.000583488 -0.002120403 -0.0006299828
#> Sigma[2,2] 0.014032684 0.004181216 0.010364183 0.0205232761
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001136280 0.0009282012 0.0003726475 0.002749393
#> Sigma[3,2] -0.005888422 0.0049164218 -0.0145404702 -0.001498858
#> Sigma[3,3] 0.030984143 0.0088528546 0.0229795593 0.046017515
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006049071 0.0008449119 -6.124341e-05 0.002104717
#> Sigma[4,2] 0.0001869135 0.0037390088 -6.263357e-03 0.004166317
#> Sigma[4,3] 0.0295585774 0.0068707710 2.281326e-02 0.040765026
#> Sigma[4,4] 0.0309331353 0.0056557638 2.528661e-02 0.039538299
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971046877 0.01184917 0.954930150 0.988295131
#> lag1_var2 0.014783714 0.03616678 -0.028196052 0.059816444
#> lag1_var3 0.011006740 0.06407157 -0.060948628 0.096796436
#> lag1_var4 -0.005735636 0.06513285 -0.093748982 0.061297191
#> const 0.344843722 0.18992753 0.111154026 0.630115062
#> exo1 0.017654075 0.01423098 0.001180198 0.040601142
#> exo2 -0.030864747 0.01857880 -0.051614326 -0.005151323
#> exo3 -0.011498718 0.02245113 -0.051326782 0.008684975
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10213962 0.07994905 -0.015114136 0.200572352
#> lag1_var2 0.58504108 0.18777560 0.292453170 0.788638388
#> lag1_var3 -0.37401217 0.31898631 -0.865246436 0.001881472
#> lag1_var4 0.38625543 0.30877964 0.029937149 0.844993434
#> const -1.38037209 0.80982918 -2.422932837 -0.235912085
#> exo1 -0.03363842 0.07297740 -0.134726400 0.047942860
#> exo2 0.70469943 0.11354437 0.557068089 0.851636463
#> exo3 0.16295414 0.11573441 0.008440153 0.335648255
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22025040 0.1545862 -0.009035048 0.4071140
#> lag1_var2 -0.20661237 0.2136124 -0.545829676 0.0235512
#> lag1_var3 0.12400626 0.4416071 -0.495055437 0.6136575
#> lag1_var4 0.76355499 0.4066374 0.348078300 1.3328292
#> const -0.43475424 1.2473655 -1.960638325 1.5527556
#> exo1 0.14905166 0.1273140 -0.060556610 0.2676318
#> exo2 -0.81018245 0.1414446 -0.940537180 -0.5654039
#> exo3 -0.01958123 0.1655959 -0.262169876 0.2077854
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27439079 0.1690587 0.03572075 0.48401637
#> lag1_var2 -0.14862862 0.2017248 -0.45105277 0.06241680
#> lag1_var3 -0.51547729 0.4009085 -1.00863702 -0.03202298
#> lag1_var4 1.43188648 0.3647091 1.03787665 1.91119659
#> const -2.30578303 1.2376602 -3.56019947 -0.33722349
#> exo1 0.13954424 0.1391197 -0.07292151 0.28265202
#> exo2 -0.52653210 0.1645314 -0.68421895 -0.27440685
#> exo3 0.05562846 0.1651265 -0.16071886 0.28734711
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009884202 0.0002710288 0.0007594657 0.00139206
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001271938 0.002286396 -0.005319552 0.001062684
#> Sigma[2,2] 0.281542070 0.087720332 0.179756318 0.414422984
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00142516 0.002726033 -0.002024083 0.005359668
#> Sigma[3,2] -0.16995120 0.076224738 -0.280547008 -0.075770099
#> Sigma[3,3] 0.42977034 0.112827938 0.285333127 0.590864253
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008107978 0.003413503 -0.003493123 0.005945065
#> Sigma[4,2] -0.0051101951 0.039334093 -0.062569143 0.045224072
#> Sigma[4,3] 0.3747478660 0.085121120 0.259458158 0.493266077
#> Sigma[4,4] 0.4224274249 0.080998453 0.302632520 0.526191794
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93236742 0.01131256 0.91504046 0.94554310
#> lag1_var2 0.11111903 0.03045065 0.07807718 0.16099715
#> lag1_var3 0.15904334 0.05749135 0.09559455 0.25220960
#> lag1_var4 -0.15415930 0.05484515 -0.24306174 -0.09540849
#> const 0.97388372 0.33216310 0.55409424 1.41710539
#> exo1 0.01715293 0.02313688 -0.01625692 0.04970431
#> exo2 -0.24424465 0.03828551 -0.29518061 -0.19086186
#> exo3 -0.09218527 0.03013161 -0.11725252 -0.04314852
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02265294 0.1691874 -0.1122331 0.3145597
#> lag1_var2 0.25850657 0.5063601 -0.6053845 0.7534325
#> lag1_var3 -0.68310100 0.9071038 -2.2767435 0.2354694
#> lag1_var4 0.76981630 0.8379785 -0.0834952 2.2404514
#> const -1.39935553 1.7704558 -4.2492576 0.4802853
#> exo1 0.12886617 0.3576326 -0.3856710 0.5598104
#> exo2 2.39312620 0.6360728 1.5795496 3.1674861
#> exo3 0.50745208 0.5206923 -0.2348756 1.1402610
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5435115 0.2961821 -0.908841 -0.09606642
#> lag1_var2 2.4648157 0.5245803 1.689844 3.15288136
#> lag1_var3 4.6634933 0.9571553 3.330514 6.03675428
#> lag1_var4 -3.7371120 0.9257395 -5.013358 -2.42113205
#> const 12.0095365 7.3615503 3.395074 24.79865463
#> exo1 -0.1958652 0.6254117 -1.078268 0.63035100
#> exo2 -3.6137698 0.7966300 -4.808491 -2.62574462
#> exo3 -1.7889983 0.7402758 -2.506740 -0.51617315
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6208986 0.2830297 -0.9660853 -0.1901674
#> lag1_var2 2.5443169 0.5456324 1.8933765 3.3169392
#> lag1_var3 4.1148270 0.9543075 2.9736753 5.5069928
#> lag1_var4 -3.1003129 0.9306553 -4.4547831 -1.9470253
#> const 10.7540194 8.1351869 0.5451525 24.4409489
#> exo1 -0.1300533 0.7082989 -1.1706341 0.6936390
#> exo2 -2.6260831 0.8478550 -3.7328511 -1.4457691
#> exo3 -1.7245970 0.7377842 -2.5333105 -0.5860479
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002886865 6.276744e-05 0.0002163883 0.0003858937
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009785284 0.005319222 -0.01857628 -0.00397701
#> Sigma[2,2] 1.173018119 0.430974835 0.68987506 1.83339862
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004864381 0.002393346 0.002056694 0.008625224
#> Sigma[3,2] 0.037555778 0.170543084 -0.227211362 0.244119314
#> Sigma[3,3] 1.584042648 0.153764297 1.425599737 1.849266596
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001189616 0.00537491 -0.009079811 0.005433602
#> Sigma[4,2] 0.824610313 0.36473734 0.414703095 1.402343610
#> Sigma[4,3] 1.744910521 0.19802629 1.554371431 2.056714868
#> Sigma[4,4] 2.446781964 0.36880953 1.999912670 2.985039540
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978895561 0.01087523 0.9653849273 0.994684566
#> lag1_var2 0.027450611 0.01768249 0.0006537553 0.050328435
#> lag1_var3 0.039648821 0.02738257 -0.0022957060 0.073496835
#> lag1_var4 -0.039131649 0.02546558 -0.0708164146 -0.001512741
#> const 0.500770930 0.11893777 0.3378903778 0.674191932
#> exo1 0.004527281 0.01864198 -0.0208621159 0.031353302
#> exo2 -0.071201299 0.01398980 -0.0856630291 -0.049342699
#> exo3 0.021398474 0.01488464 0.0019699657 0.041323164
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2948729 0.7405978 0.1097021 2.1649789
#> lag1_var2 -1.5295756 1.9874287 -4.7810975 0.2901099
#> lag1_var3 -3.3221981 3.0211628 -8.2441528 -0.5638673
#> lag1_var4 3.1457954 2.8710024 0.5109988 7.7963030
#> const -17.3915867 7.9421968 -29.4766727 -6.7721755
#> exo1 -0.2645143 1.2968103 -1.6123875 1.7110299
#> exo2 6.3083407 1.5075318 4.0718463 7.9920996
#> exo3 2.7709112 1.2061270 0.9491579 4.2236839
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3965804 0.7899986 -0.91812777 1.080138
#> lag1_var2 1.4536684 2.0999056 -1.06690234 4.395433
#> lag1_var3 2.8093034 3.2569471 -1.15947480 7.267482
#> lag1_var4 -2.1761950 3.0808453 -6.44707403 1.627036
#> const 9.7528343 9.0491487 -0.03344047 24.371086
#> exo1 0.8224773 1.2614215 -0.85244290 2.459051
#> exo2 -5.0512723 1.4923219 -6.65075837 -2.453454
#> exo3 -0.7538432 1.7793445 -3.24270727 1.460139
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2573078 1.031933 -0.3948206 2.414893
#> lag1_var2 0.1955620 3.352574 -4.5080873 4.618810
#> lag1_var3 0.2440910 5.155532 -6.9976343 6.916461
#> lag1_var4 0.2769274 4.889421 -6.1529098 7.075940
#> const -2.3715900 11.141971 -18.2324052 12.554073
#> exo1 0.6986793 1.694107 -1.5891650 2.771170
#> exo2 -1.3825978 1.919169 -3.5551694 1.877601
#> exo3 1.0716497 2.645755 -2.8438374 4.321279
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001982191 0.0004688332 0.001543291 0.002771205
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007692879 0.003484651 -0.01220741 -0.002942293
#> Sigma[2,2] 0.235850824 0.048462038 0.18045017 0.304422408
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006471488 0.002369033 0.003210524 0.008990999
#> Sigma[3,2] -0.118590831 0.025573957 -0.146035540 -0.077953212
#> Sigma[3,3] 0.225354617 0.026172729 0.187129678 0.259086094
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003044415 0.002309806 0.001111927 0.00678619
#> Sigma[4,2] 0.004287856 0.026609348 -0.026629301 0.04240590
#> Sigma[4,3] 0.166510755 0.024907083 0.138040407 0.20467487
#> Sigma[4,4] 0.172113235 0.030885781 0.135731690 0.22211732
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965910525 0.05194597 0.894567513 1.04272462
#> lag1_var2 0.106869621 0.10281560 -0.012331838 0.27771695
#> lag1_var3 0.234274140 0.20188299 -0.003413655 0.57022387
#> lag1_var4 -0.238134853 0.19224788 -0.562079657 -0.01170632
#> const 1.146431464 0.64959372 0.127476065 1.98864953
#> exo1 -0.002211588 0.03187150 -0.048272938 0.03124971
#> exo2 -0.129513654 0.04458041 -0.203221948 -0.08688060
#> exo3 -0.046385734 0.07815062 -0.150024040 0.06104336
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13171755 0.5740948 -0.81559233 0.7727411
#> lag1_var2 0.89328513 0.7955797 -0.28705079 1.7680138
#> lag1_var3 -0.20801625 1.5354181 -2.48123148 1.5264436
#> lag1_var4 0.31303667 1.4158433 -1.33688730 2.4139592
#> const -2.65390285 6.2441085 -12.95854589 4.4704922
#> exo1 -0.04371789 0.3611000 -0.38144327 0.5137173
#> exo2 0.37861454 0.4355151 -0.07970635 1.0277905
#> exo3 0.32568956 0.5076260 -0.36847638 1.0036904
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8712073 0.4972397 0.3993895 1.62180804
#> lag1_var2 -0.4685005 0.9388992 -1.8704110 0.58739494
#> lag1_var3 0.3419686 1.8581628 -2.4377549 2.42955205
#> lag1_var4 0.3030415 1.7696244 -1.7173383 2.92957278
#> const -1.7049817 7.1472942 -12.4840736 7.58750342
#> exo1 -0.4397115 0.2625529 -0.7978117 -0.08160501
#> exo2 -3.7562251 0.4232311 -4.3012256 -3.25228397
#> exo3 -0.1492117 0.6900635 -0.9988741 0.90518963
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.836971053 0.3361092 0.3586267 1.2656163
#> lag1_var2 -0.227852181 0.8428792 -1.4506838 0.8479076
#> lag1_var3 -0.194979550 1.6648520 -2.6241817 1.9071207
#> lag1_var4 0.901286110 1.5987289 -1.0739820 3.2597340
#> const -4.268059767 5.5866869 -13.7074313 1.2200019
#> exo1 -0.476634545 0.3529558 -0.8064196 0.1024174
#> exo2 -3.615791449 0.2753640 -4.0410226 -3.2865228
#> exo3 0.007399743 0.6540260 -0.8693992 0.8760514
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008967032 0.0001376668 0.0007315845 0.001095914
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02826167 0.003887149 -0.03348454 -0.02254602
#> Sigma[2,2] 1.65864209 0.274894236 1.32607101 2.04256408
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01910931 0.003538778 0.01372813 0.02320905
#> Sigma[3,2] -1.15859813 0.198998253 -1.40542698 -0.87386560
#> Sigma[3,3] 1.07493605 0.223355875 0.77234833 1.39618612
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001062731 0.002915352 -0.002696891 0.00499735
#> Sigma[4,2] -0.111952430 0.119888928 -0.297269086 0.02168048
#> Sigma[4,3] 0.363804682 0.145011906 0.214840363 0.59181542
#> Sigma[4,4] 0.315716629 0.086253012 0.224735445 0.45681051
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96391231 0.03181392 0.9228880986 1.008855948
#> lag1_var2 0.07691805 0.04994026 -0.0004280819 0.122516478
#> lag1_var3 0.12216188 0.07925086 -0.0012369013 0.192253603
#> lag1_var4 -0.11943771 0.07366662 -0.1851110090 -0.003396499
#> const 0.71322367 0.35183575 0.1426292940 1.135949645
#> exo1 0.00228121 0.02911824 -0.0461764029 0.035461602
#> exo2 -0.06131068 0.02010774 -0.0900982083 -0.036290759
#> exo3 0.06631103 0.03781123 0.0243555305 0.128052415
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25591028 1.5563018 -1.697247 2.4258955
#> lag1_var2 -1.11980075 2.5741341 -4.858111 2.0548548
#> lag1_var3 -3.17706698 4.0514524 -9.031127 1.8569514
#> lag1_var4 3.25260639 3.7791914 -1.450980 8.6099357
#> const -9.83177739 17.4840903 -30.018120 14.5822303
#> exo1 -0.71916188 1.2073138 -2.404849 0.8640792
#> exo2 0.17142329 0.8375231 -1.137795 1.1418633
#> exo3 0.05399847 1.3023479 -2.176831 1.2114163
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5540695 1.4314278 -1.6656190 2.3540384
#> lag1_var2 0.7063849 2.4397858 -2.3044236 4.4951588
#> lag1_var3 2.0816005 3.8109598 -2.6604021 7.9682208
#> lag1_var4 -1.2864821 3.5384378 -6.6726043 3.1146851
#> const -0.3265384 15.5970739 -21.3822325 20.1887648
#> exo1 0.3048866 1.0468273 -0.8470536 2.0978766
#> exo2 -0.5109547 0.8618831 -1.6426741 0.7307495
#> exo3 0.5230930 1.2237059 -0.6076414 2.4778255
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7638514 0.7696419 -0.1050046 1.9216092
#> lag1_var2 -0.3417891 1.3358587 -2.2576589 1.2065702
#> lag1_var3 -0.4546594 2.0921772 -3.5034587 1.9261601
#> lag1_var4 1.3112771 1.9316169 -0.9457561 4.1401251
#> const -8.4915937 7.9457071 -19.0299305 1.6498044
#> exo1 -0.1847050 0.4706617 -0.7656478 0.5966517
#> exo2 -0.4451765 0.5376907 -1.1250525 0.2881046
#> exo3 0.6133052 0.6660261 -0.3690025 1.3825673
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005362955 0.0002063101 0.0003500933 0.0008807137
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01338561 0.005845467 -0.02269459 -0.007137217
#> Sigma[2,2] 0.79874727 0.213165618 0.52041564 1.065444769
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007696457 0.003586028 0.003860636 0.01348853
#> Sigma[3,2] -0.490044571 0.150526514 -0.682729394 -0.28835093
#> Sigma[3,3] 0.349126902 0.107257903 0.207206895 0.49278268
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003196671 0.0005532427 -0.001091539 0.0003960414
#> Sigma[4,2] -0.0112159479 0.0408592654 -0.064193475 0.0457075319
#> Sigma[4,3] 0.0580766324 0.0258698793 0.030296208 0.0971413584
#> Sigma[4,4] 0.0543638312 0.0118923107 0.036561874 0.0706829099
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993052164 0.01181459 0.97568579 1.00759427
#> lag1_var2 -0.021050566 0.03810421 -0.08230111 0.02106725
#> lag1_var3 -0.043577733 0.06459944 -0.14952898 0.02400726
#> lag1_var4 0.044098863 0.06334632 -0.02131766 0.14899507
#> const 0.144935542 0.28655511 -0.23941453 0.51253137
#> exo1 0.004760139 0.02731557 -0.03925322 0.02690043
#> exo2 -0.065671388 0.01837772 -0.08716417 -0.04096429
#> exo3 0.020739490 0.02938127 -0.02349153 0.05357738
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8949656 0.4749033 -1.4650599 -0.2402000
#> lag1_var2 2.2847652 1.9324586 -0.8113137 4.4421685
#> lag1_var3 2.3412810 3.2799490 -2.8793966 6.0416939
#> lag1_var4 -2.0982485 3.2408559 -5.7167063 3.0317519
#> const 9.0316731 12.0040895 -7.2638155 25.8283609
#> exo1 -0.4721364 0.7741623 -1.3059639 0.7455269
#> exo2 0.8100224 0.8807347 -0.2903229 2.2502270
#> exo3 0.2485024 0.9772099 -0.9198991 1.4822816
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55691294 0.2736125 0.2353259 0.9251322
#> lag1_var2 -0.21069641 0.9114612 -1.3477756 1.0870148
#> lag1_var3 0.64836065 1.5672079 -1.2957123 2.8421801
#> lag1_var4 0.12130724 1.5530655 -2.0494634 2.1162361
#> const -0.49288471 7.0365491 -11.2398008 7.0691703
#> exo1 -0.03523676 0.5845770 -0.9553207 0.6267446
#> exo2 -1.24411221 0.4337923 -1.8301294 -0.6524313
#> exo3 -0.34448753 0.5703845 -1.0366385 0.4006854
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01736782 0.1692798 -0.25392206 0.20598834
#> lag1_var2 0.87946925 0.5595794 0.20070568 1.69597018
#> lag1_var3 1.59216349 0.9554324 0.44970048 3.00555857
#> lag1_var4 -0.65463298 0.9351951 -2.04806892 0.46617249
#> const 3.68611677 3.5159148 0.03900996 9.02741742
#> exo1 -0.31642083 0.1533724 -0.51963617 -0.08479965
#> exo2 -0.78635471 0.2449131 -1.09777027 -0.45361823
#> exo3 -0.20314826 0.1719384 -0.41098903 0.04561559
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003100172 6.89233e-05 0.0002058095 0.0003880746
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004421209 0.002917177 -0.008959874 -0.001110155
#> Sigma[2,2] 0.365480184 0.104509498 0.258097515 0.541676931
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003465115 0.002817447 0.0002054249 0.007555186
#> Sigma[3,2] -0.319634691 0.109642968 -0.5052430367 -0.230853192
#> Sigma[3,3] 0.428669750 0.123115329 0.3219523218 0.633057592
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008643845 0.001468294 -0.001451495 0.002641502
#> Sigma[4,2] -0.1120299316 0.056946334 -0.198869239 -0.051612552
#> Sigma[4,3] 0.2575617248 0.067796950 0.179179823 0.358385407
#> Sigma[4,4] 0.2054164113 0.042196070 0.150245511 0.267346124
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964212546 0.01193778 0.950814660 0.98127255
#> lag1_var2 0.007629422 0.03914240 -0.057479147 0.05259823
#> lag1_var3 0.002390943 0.06891412 -0.110487171 0.08495692
#> lag1_var4 0.009289368 0.06765907 -0.075343641 0.11834768
#> const 0.307894189 0.25790566 0.008553292 0.70631831
#> exo1 -0.016987454 0.02055484 -0.041198828 0.01011920
#> exo2 -0.046172155 0.01659115 -0.067454299 -0.02100930
#> exo3 0.032960712 0.01966966 0.008466627 0.06117495
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4835722 0.9583342 -0.8279172 1.5404332
#> lag1_var2 3.0209679 1.5362500 1.2579159 5.3149797
#> lag1_var3 4.0092023 2.5233658 1.0490216 7.8644026
#> lag1_var4 -4.4720838 2.2220447 -7.9028300 -1.8502384
#> const 15.7019501 7.5185350 7.0717653 28.0916765
#> exo1 -0.1420464 0.7709632 -1.2229214 0.8998722
#> exo2 0.9982200 0.8704474 -0.1166714 2.3148954
#> exo3 -0.3226915 0.5042666 -1.1310612 0.2692184
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.300794830 0.8954133 -1.3414149 0.8410911
#> lag1_var2 -1.419606351 1.7826975 -3.8810561 0.7248097
#> lag1_var3 -1.780359752 2.9649123 -5.9434243 1.8491267
#> lag1_var4 3.088686402 2.6716998 -0.2418662 6.8831832
#> const -10.874657747 7.2645215 -21.9178855 -1.6992088
#> exo1 0.047165151 0.7633089 -1.0444419 1.0599926
#> exo2 -2.092171696 0.7439488 -2.9252033 -0.8682023
#> exo3 -0.009322878 0.5389324 -0.6099236 0.7618865
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.035545576 0.5504295 -0.8338676 0.6998885
#> lag1_var2 0.026508490 1.1429469 -1.5240730 1.5451789
#> lag1_var3 -0.001970378 1.9143510 -2.6405338 2.4696315
#> lag1_var4 1.076675946 1.7380804 -1.1491473 3.4701806
#> const -3.442069771 4.9847698 -10.3340425 3.2946420
#> exo1 -0.033457875 0.4334651 -0.7671146 0.4405760
#> exo2 -1.563748186 0.5936482 -2.1836092 -0.6425207
#> exo3 -0.201251753 0.4487518 -0.6595488 0.4539256
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000446431 0.0001180428 0.000329832 0.0006344061
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001600284 0.0009375017 -0.002943421 -0.0002025575
#> Sigma[2,2] 0.031995756 0.0084833193 0.023473873 0.0468427056
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004176546 0.001069820 -0.0009636644 0.002109861
#> Sigma[3,2] -0.0192222870 0.005685351 -0.0275645428 -0.012715999
#> Sigma[3,3] 0.0234105615 0.005706327 0.0167971775 0.031649214
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004149967 0.0009695064 -0.001666661 0.001081949
#> Sigma[4,2] -0.0104965929 0.0047289135 -0.016461463 -0.003224004
#> Sigma[4,3] 0.0216368692 0.0060511802 0.015676698 0.031986263
#> Sigma[4,4] 0.0243269672 0.0074622186 0.017969677 0.037546548
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98486546 0.01594106 0.9595593854 0.999816709
#> lag1_var2 0.01036642 0.01273313 0.0002949884 0.031959518
#> lag1_var3 0.06656535 0.02444919 0.0353006625 0.103927885
#> lag1_var4 -0.06365442 0.01966977 -0.0955715224 -0.040319454
#> const 0.58801141 0.16197570 0.4085620092 0.837158379
#> exo1 0.01002877 0.01093571 -0.0015270951 0.022554729
#> exo2 -0.04581004 0.02524041 -0.0751464478 -0.008037595
#> exo3 -0.01244296 0.02672165 -0.0399001991 0.030461784
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28379597 0.2398529 -0.01071943 0.6118092
#> lag1_var2 0.56736620 0.1782173 0.31780579 0.7815686
#> lag1_var3 0.02886584 0.4163767 -0.47249670 0.5726294
#> lag1_var4 0.13370817 0.3388845 -0.29006157 0.5441703
#> const 0.11589099 2.2751684 -3.18785844 2.9175179
#> exo1 -0.07088308 0.1676229 -0.26154688 0.1938755
#> exo2 1.39982466 0.2310388 1.11578783 1.7197011
#> exo3 0.66342412 0.2194280 0.35230284 0.9247181
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03506318 0.2252605 -0.25085691 0.36051088
#> lag1_var2 0.10063075 0.1868953 -0.19803475 0.32407810
#> lag1_var3 0.44232381 0.3583638 -0.04609180 0.86082105
#> lag1_var4 0.32570492 0.3020377 -0.02319958 0.74212844
#> const -0.65659255 2.1369644 -3.17642822 2.26715825
#> exo1 -0.05305673 0.1506418 -0.25774133 0.13729525
#> exo2 -0.84979427 0.1768634 -1.07314050 -0.59436759
#> exo3 -0.34612188 0.2349528 -0.62831583 -0.03420916
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10278328 0.1914601 -0.1153537 0.394654568
#> lag1_var2 0.09513367 0.1726195 -0.1775224 0.301045820
#> lag1_var3 -0.31011688 0.2718810 -0.7019823 0.003822379
#> lag1_var4 1.17174944 0.2385944 0.9147753 1.516330149
#> const -2.95504405 1.8379505 -5.4725395 -0.367460720
#> exo1 -0.11236716 0.1356389 -0.2738890 0.086276966
#> exo2 -0.53065471 0.1223131 -0.6702515 -0.354930669
#> exo3 -0.20718603 0.2203378 -0.5093651 0.083750542
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003059932 6.238931e-05 0.0002284691 0.0003947802
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009021679 0.001570191 -0.01078707 -0.00667118
#> Sigma[2,2] 0.607455345 0.108620892 0.46971963 0.76264310
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007944777 0.00165527 0.005786375 0.01033591
#> Sigma[3,2] -0.400683631 0.08261398 -0.543756899 -0.31880199
#> Sigma[3,3] 0.504625402 0.06849689 0.434419156 0.61228754
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0021479581 0.001227811 0.0003735622 0.003837695
#> Sigma[4,2] 0.0006489065 0.053544476 -0.0824626534 0.068456574
#> Sigma[4,3] 0.2620472621 0.059077648 0.1889945836 0.350358625
#> Sigma[4,4] 0.2869397741 0.050674882 0.2074225864 0.336949457
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985791113 0.02112606 0.95440200 1.013052836
#> lag1_var2 0.007827364 0.04843057 -0.06336811 0.070407231
#> lag1_var3 0.006759148 0.07639345 -0.10531109 0.107601641
#> lag1_var4 -0.007943285 0.07222015 -0.10176347 0.099064910
#> const 0.446560676 0.29906357 0.02833554 0.842989801
#> exo1 -0.013516061 0.01875127 -0.04356346 0.004556707
#> exo2 -0.034817531 0.01210070 -0.05097416 -0.017808354
#> exo3 0.044799503 0.01233289 0.02543689 0.058907365
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2271438 0.8817419 -0.9899836 1.4742032
#> lag1_var2 0.2565856 2.3856681 -2.8532577 3.7162417
#> lag1_var3 -0.7569059 3.7213792 -5.6845280 4.6031136
#> lag1_var4 0.8028004 3.4990341 -4.2521404 5.4316963
#> const -7.4390153 9.4966227 -21.3574267 4.8701240
#> exo1 -0.2798284 0.6740245 -1.3695698 0.4742314
#> exo2 0.2759446 0.4686266 -0.1393878 1.1334238
#> exo3 -0.5539600 0.7426857 -1.4756952 0.6095962
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2398806 0.5911559 -1.16279043 0.4078692
#> lag1_var2 0.8819528 1.4386259 -0.62644332 2.8968389
#> lag1_var3 2.4093035 2.2243876 0.06246352 5.5806077
#> lag1_var4 -1.4684258 2.0887710 -4.43004213 0.7229530
#> const 10.2011805 7.6192939 2.78526102 22.4949239
#> exo1 -0.3509468 0.4073852 -0.87548701 0.1518301
#> exo2 -0.4302980 0.5244706 -1.15030232 0.2129071
#> exo3 0.6500635 0.5605251 -0.08362350 1.4458596
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1116638 0.4559820 -0.7759527 0.46218846
#> lag1_var2 0.7401715 1.2312618 -0.9830569 2.15557655
#> lag1_var3 1.4660309 1.9429968 -1.1726064 3.78219613
#> lag1_var4 -0.4677395 1.8513169 -2.6691786 2.05492849
#> const 4.1646256 7.4688775 -5.0549927 14.98333019
#> exo1 -0.5505669 0.4193458 -1.0501114 0.01415305
#> exo2 -0.2684966 0.4473888 -0.8590526 0.34304123
#> exo3 0.3330725 0.5623822 -0.5551007 0.91917887
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006584624 0.0002061947 0.0004498967 0.0009944896
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006177404 0.003148941 -0.00431733 0.00436931
#> Sigma[2,2] 0.2626072329 0.053932401 0.19509743 0.34143583
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01073770 0.004527641 0.00648165 0.01806372
#> Sigma[3,2] -0.08828508 0.087321664 -0.21394456 0.03249343
#> Sigma[3,3] 0.61232280 0.110160830 0.47877800 0.78445835
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01127242 0.006495965 0.005515895 0.02217585
#> Sigma[4,2] 0.07495712 0.098083779 -0.062901389 0.20810464
#> Sigma[4,3] 0.60103113 0.133158556 0.441482054 0.79784900
#> Sigma[4,4] 0.69474558 0.185320270 0.485288177 0.96642019
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992735053 0.01405147 0.97490590 1.01326056
#> lag1_var2 0.001442871 0.03885576 -0.04744092 0.05752837
#> lag1_var3 -0.007599748 0.06216350 -0.09577584 0.07357781
#> lag1_var4 0.006396933 0.05802042 -0.06830780 0.08724985
#> const 0.265401936 0.10340495 0.14121507 0.41122778
#> exo1 -0.004090548 0.02252155 -0.03831614 0.01731079
#> exo2 -0.102835333 0.03154586 -0.15336409 -0.07154240
#> exo3 0.070193371 0.02824334 0.03061561 0.10811557
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23388684 0.2705110 -0.5812745 0.1512290
#> lag1_var2 1.30055952 0.4306187 0.8320555 1.9601686
#> lag1_var3 1.52792204 0.6655431 0.8131240 2.6651425
#> lag1_var4 -1.43234478 0.6307435 -2.5056143 -0.7239431
#> const 3.87594092 3.0805161 -1.1001623 7.9518684
#> exo1 -0.83908097 0.5311964 -1.6156629 -0.1810921
#> exo2 -0.07700112 0.5852989 -0.7394632 0.8001542
#> exo3 1.20573985 0.3536712 0.7703627 1.7131558
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7415497 0.3732150 0.27324814 1.20992449
#> lag1_var2 -1.2264034 0.7593746 -2.04742330 0.05906788
#> lag1_var3 -1.5509264 1.3208263 -3.16106001 0.47339111
#> lag1_var4 2.3423796 1.2391027 0.44863944 3.85431929
#> const -7.3459278 4.4804938 -13.97918395 -1.96029254
#> exo1 0.2808577 0.7577337 -0.72766063 1.33456012
#> exo2 -4.3493106 1.0922832 -5.56123006 -2.83684196
#> exo3 1.1342997 0.6827666 0.00262608 1.76983968
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6372754 0.4875764 0.1073970 1.3366022
#> lag1_var2 -0.8220278 0.8322058 -1.9645873 0.4018837
#> lag1_var3 -1.2472625 1.4544495 -3.3217472 0.6784484
#> lag1_var4 2.1149347 1.3775570 0.3157752 4.0519303
#> const -6.9740233 6.2206759 -16.4381378 -0.9566414
#> exo1 -0.2113877 0.8297076 -1.1906120 0.9354310
#> exo2 -4.6763506 1.2692159 -6.1666975 -2.9165305
#> exo3 2.0292327 0.8156768 0.7581927 2.7648402
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003322191 8.735905e-05 0.0002422868 0.0004618926
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005185486 0.00773631 -0.0119419 0.008087255
#> Sigma[2,2] 3.842553695 1.05801996 2.4382965 5.220121782
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002045927 0.00363349 -0.005582326 0.003210701
#> Sigma[3,2] -1.3674555896 0.36329756 -1.783859439 -0.894087275
#> Sigma[3,3] 0.6855848574 0.13060814 0.512138196 0.874749094
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003054209 0.001715772 -0.005357307 -0.001013596
#> Sigma[4,2] 0.361028350 0.207647459 0.107702045 0.581155503
#> Sigma[4,3] 0.102128687 0.091182569 -0.008731272 0.207989187
#> Sigma[4,4] 0.302485683 0.029968997 0.255613725 0.331286612
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9939898675 0.01612689 0.97579007 1.01747474
#> lag1_var2 0.0111412115 0.01642046 -0.01041025 0.03306190
#> lag1_var3 0.0222907825 0.03835249 -0.02895013 0.07253171
#> lag1_var4 -0.0271853214 0.03266650 -0.07149256 0.01570330
#> const 0.3629849699 0.24136274 0.01904839 0.62622614
#> exo1 -0.0091507537 0.02089632 -0.03823666 0.01969510
#> exo2 -0.0719265956 0.01711575 -0.09802392 -0.04894482
#> exo3 -0.0007704639 0.01694407 -0.02351256 0.02446347
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9625466 2.015070 -3.6252754 1.7934377
#> lag1_var2 -0.8887472 2.061736 -2.9640488 2.3056017
#> lag1_var3 -3.7600131 4.871348 -8.6443988 3.7226997
#> lag1_var4 4.5661766 4.050590 -1.7614439 8.7043419
#> const -5.4316668 19.838564 -28.5811155 22.1804897
#> exo1 -1.9957138 1.984994 -4.9217674 0.0688162
#> exo2 1.9152787 2.614537 -1.8229413 5.3895019
#> exo3 2.4715811 2.033898 -0.5000755 4.9266495
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3135882 0.7882350 0.3947436 2.467745
#> lag1_var2 0.3567082 0.9115717 -1.1512937 1.383783
#> lag1_var3 1.3915063 2.1321384 -2.1336809 3.772672
#> lag1_var4 -1.2949858 1.8523916 -3.3995584 1.782949
#> const 1.9082196 8.5416498 -9.6806295 12.042541
#> exo1 0.6060212 0.7185129 -0.4958787 1.545731
#> exo2 -2.9097919 0.9771658 -4.5142275 -1.835399
#> exo3 -2.0040030 0.9809855 -3.3916102 -0.661559
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9890069 0.3882646 0.37136337 1.3803920
#> lag1_var2 -0.3739194 0.4745496 -0.96999914 0.2974274
#> lag1_var3 -1.0525290 1.0973034 -2.38708811 0.5195590
#> lag1_var4 1.4922587 0.9896117 0.08873504 2.7627885
#> const -2.6729147 6.5583338 -10.57774264 6.5418770
#> exo1 -0.2856986 0.5193054 -1.06269152 0.3585771
#> exo2 -2.4521603 0.5386151 -3.17863064 -1.7486374
#> exo3 -0.9905592 0.4789174 -1.51061195 -0.3079329
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004959945 0.0001050389 0.0003852778 0.0006510431
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005133877 0.001691753 -0.008029538 -0.003214586
#> Sigma[2,2] 0.210942101 0.044770517 0.162680258 0.285214969
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00459569 0.003850361 -0.001174405 0.009633848
#> Sigma[3,2] -0.11599910 0.121341726 -0.270748317 0.037962311
#> Sigma[3,3] 1.27531716 0.287140502 0.948505378 1.655958099
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001355134 0.004305625 -0.005729956 0.00640626
#> Sigma[4,2] 0.021809322 0.114508392 -0.105807919 0.17946886
#> Sigma[4,3] 1.251997546 0.230346783 0.969768014 1.55403936
#> Sigma[4,4] 1.321096044 0.190661935 1.066567998 1.57524416
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019743888 0.01517662 0.99864958 1.04109815
#> lag1_var2 -0.030744086 0.04252728 -0.08165634 0.03498016
#> lag1_var3 -0.083882590 0.07059706 -0.15831270 0.02189366
#> lag1_var4 0.074451209 0.06909980 -0.02909130 0.14847595
#> const 0.046963183 0.28686660 -0.30424042 0.45817015
#> exo1 0.061870780 0.02613277 0.02356388 0.09303745
#> exo2 -0.105313496 0.01832035 -0.13759374 -0.08763971
#> exo3 -0.004588606 0.02912350 -0.03526170 0.04354771
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5148089 0.1779612 -0.7158975 -0.2374223
#> lag1_var2 1.9610394 0.6333192 1.3358232 2.9898798
#> lag1_var3 2.3981294 1.0271462 1.2642864 4.0369472
#> lag1_var4 -2.2874853 0.9981119 -3.8906863 -1.2432230
#> const 8.0945392 2.9182120 4.1414263 11.9965537
#> exo1 0.1086615 0.4109779 -0.5373034 0.4715250
#> exo2 2.0173197 0.6106386 1.1483810 2.6464510
#> exo3 -0.2902372 0.6936632 -1.1131853 0.8313196
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3127635 0.8059104 0.1103831 2.1979329
#> lag1_var2 -1.2501648 1.3700069 -2.8952511 0.9039008
#> lag1_var3 -2.3509167 2.5977985 -5.2154853 1.8411639
#> lag1_var4 2.9686370 2.4311708 -0.9345231 5.7258243
#> const -11.6124819 12.3490169 -28.2735710 6.9182942
#> exo1 0.1571328 1.3367147 -1.2988693 1.9892428
#> exo2 -6.8574480 0.9099423 -8.4383846 -6.0079340
#> exo3 2.4179544 1.3217321 0.3350286 4.0983278
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0323683 0.8477268 -0.2565317 1.969528
#> lag1_var2 -0.3149477 1.4911913 -2.2180831 1.693551
#> lag1_var3 -1.3573324 2.8383325 -4.8713245 2.763958
#> lag1_var4 2.0509684 2.6465190 -1.7370738 5.323276
#> const -8.0748765 12.0904403 -23.9227507 10.069187
#> exo1 0.2520485 1.2427895 -1.0706823 1.847057
#> exo2 -5.8791763 1.0573531 -7.7844338 -4.892116
#> exo3 2.3467079 1.7000247 -0.3497475 4.549588
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002083098 6.578985e-05 0.0001398557 0.0003087951
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00733785 0.002451042 -0.01144016 -0.004840558
#> Sigma[2,2] 0.76064290 0.252192761 0.53324986 1.219783530
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003357454 0.002793214 0.0006398557 0.007931447
#> Sigma[3,2] -0.301546887 0.280242807 -0.7504123991 -0.060340113
#> Sigma[3,3] 0.857642376 0.241875327 0.6336915369 1.265540392
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -7.799153e-05 0.003308447 -0.004665813 0.004481795
#> Sigma[4,2] 6.067129e-02 0.266699767 -0.303796387 0.401104594
#> Sigma[4,3] 7.857697e-01 0.190133787 0.602198022 1.081431204
#> Sigma[4,4] 8.940193e-01 0.224091752 0.626430939 1.242752451
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993243000 0.007248144 0.985538759 1.005263184
#> lag1_var2 -0.002432895 0.016070451 -0.024877163 0.019942666
#> lag1_var3 -0.002392901 0.031762577 -0.044291417 0.042551873
#> lag1_var4 0.000100592 0.029813084 -0.042516260 0.039017237
#> const 0.341837981 0.089684132 0.193095616 0.436459499
#> exo1 0.015775843 0.014198048 -0.003102516 0.030586102
#> exo2 -0.018760435 0.020579800 -0.045435526 0.005654076
#> exo3 -0.017509496 0.017426822 -0.037232281 0.010858760
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1448493 0.4635331 -0.5243440 0.7369084
#> lag1_var2 0.1894383 0.7816226 -0.8556219 1.3107065
#> lag1_var3 -1.2014462 1.5871045 -3.3742845 1.0059874
#> lag1_var4 1.3256813 1.4710198 -0.6859917 3.3537066
#> const -7.1641123 6.9032062 -16.7500775 -0.2821814
#> exo1 -0.2079293 1.1348888 -1.5239279 1.5169049
#> exo2 0.3587977 1.1437767 -1.1339585 1.5832373
#> exo3 0.1853972 1.0439895 -1.3325537 1.6321801
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1757182 0.5176584 -0.9297717 0.42628758
#> lag1_var2 0.5439119 0.9949501 -0.4792521 1.96762083
#> lag1_var3 2.1226516 1.9648551 0.2393872 4.87491798
#> lag1_var4 -1.1826956 1.8390741 -3.8055160 0.61978664
#> const 7.1342070 7.9076469 -2.3283949 18.85074242
#> exo1 -0.1682309 1.2271293 -2.1753999 1.22817587
#> exo2 -1.0423228 0.6246218 -1.6824337 -0.04204207
#> exo3 0.5537080 0.9717867 -0.6793100 1.92681907
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10142367 0.4886678 -0.7090525 0.578897076
#> lag1_var2 0.34688733 0.9234290 -0.8991584 1.665061444
#> lag1_var3 0.98212384 1.7940893 -1.4775805 3.483629721
#> lag1_var4 0.05123967 1.6938931 -2.3626899 2.289151753
#> const 2.10531794 8.2975555 -8.8089237 12.705900982
#> exo1 -0.31103551 1.2574318 -2.3081976 1.314989055
#> exo2 -0.94953048 0.7251091 -2.0186904 0.007447384
#> exo3 0.71842445 0.9448916 -0.3284938 2.185120732
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007375921 0.001885673 0.004583033 0.009859915
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008680558 0.0009343151 -0.002231193 0.0002908071
#> Sigma[2,2] 0.0069284409 0.0012461936 0.005814382 0.0090383720
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001164028 0.004227493 -0.005838109 0.005945448
#> Sigma[3,2] -0.012445441 0.002644965 -0.016189131 -0.008937819
#> Sigma[3,3] 0.097824242 0.012273049 0.081168644 0.113629796
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004108431 0.003985731 -0.006244439 0.004842683
#> Sigma[4,2] -0.0077872365 0.002836041 -0.011246461 -0.003370926
#> Sigma[4,3] 0.0934017306 0.011604051 0.077231524 0.108317087
#> Sigma[4,4] 0.0924189224 0.011015749 0.077566603 0.107346086
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90146068 0.03364214 0.861831204 0.95229756
#> lag1_var2 0.13717158 0.08990493 -0.005198085 0.23892044
#> lag1_var3 0.09866038 0.18045657 -0.163900933 0.29901537
#> lag1_var4 -0.08586934 0.17490899 -0.282552495 0.16472977
#> const 0.78589369 0.41802658 0.267418312 1.39486902
#> exo1 -0.07406815 0.13072740 -0.280355554 0.05390710
#> exo2 0.00190860 0.05974984 -0.093387047 0.06777744
#> exo3 -0.01243816 0.09405564 -0.131370571 0.10528415
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08880867 0.07918948 -0.01938551 0.19243704
#> lag1_var2 0.62198207 0.16675962 0.41249772 0.85007582
#> lag1_var3 0.13807236 0.17685234 -0.04236014 0.40667762
#> lag1_var4 -0.12974211 0.17062535 -0.39289243 0.05025025
#> const 0.21592177 0.52219423 -0.42269295 1.01249549
#> exo1 -0.06977367 0.07374522 -0.16745775 0.02149063
#> exo2 0.50601059 0.08491174 0.38630764 0.61635466
#> exo3 0.29044890 0.08291206 0.20178340 0.41055686
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2593380 0.2267589 -0.60408475 0.01702559
#> lag1_var2 0.9130521 0.7401461 -0.14186482 1.92151581
#> lag1_var3 1.5520458 1.0357081 0.06242634 2.91045181
#> lag1_var4 -0.5841626 1.0130209 -1.91134325 0.89139322
#> const 5.3049331 2.6732938 2.14197331 9.13746279
#> exo1 0.1484682 0.2772900 -0.18296669 0.61388932
#> exo2 -0.9770399 0.2475574 -1.32983052 -0.65756984
#> exo3 -0.2515555 0.3724355 -0.82871926 0.22353642
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21955669 0.2249095 -0.563835000 0.06231279
#> lag1_var2 1.04141926 0.7645660 -0.002243795 2.11803856
#> lag1_var3 1.19308313 1.1070756 -0.326430064 2.73985767
#> lag1_var4 -0.19557894 1.0815542 -1.700761173 1.30772035
#> const 4.26303359 2.8313480 0.695151394 8.36377039
#> exo1 0.10108767 0.2713054 -0.249216309 0.52413062
#> exo2 -0.62443205 0.2738207 -0.975410541 -0.23831948
#> exo3 -0.02922654 0.3396929 -0.542817710 0.41583431
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003708045 6.965208e-05 0.0002901532 0.0004787989
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002638198 0.001258677 -0.004527599 -0.0009532218
#> Sigma[2,2] 0.067675188 0.016707597 0.043170809 0.0874883935
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002160347 0.001353832 0.0005255765 0.004229205
#> Sigma[3,2] -0.065790604 0.016760463 -0.0882075674 -0.040079833
#> Sigma[3,3] 0.120192098 0.025720515 0.0831639920 0.150654229
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009038125 0.001025815 -0.00019305 0.002612767
#> Sigma[4,2] -0.0321968903 0.012983659 -0.05094974 -0.015831427
#> Sigma[4,3] 0.0922465553 0.022081871 0.06142536 0.122812577
#> Sigma[4,4] 0.0815035033 0.020067163 0.05386256 0.111539799
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.020092376 0.01227633 1.00436654 1.036713189
#> lag1_var2 -0.020958455 0.01162575 -0.03919529 -0.007671212
#> lag1_var3 -0.014889357 0.02311061 -0.05157055 0.012188522
#> lag1_var4 0.004879019 0.02194373 -0.01960107 0.040849220
#> const 0.288118675 0.13652367 0.11147194 0.490384917
#> exo1 0.005337485 0.01522111 -0.01583045 0.026425743
#> exo2 -0.069685208 0.02093097 -0.09910566 -0.040547988
#> exo3 -0.007407507 0.01711936 -0.02605004 0.016138702
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.573207237 0.1633631 -0.8219598 -0.3613294
#> lag1_var2 1.315693004 0.2379974 1.1162691 1.7398917
#> lag1_var3 0.775232462 0.4443027 0.3615027 1.5546158
#> lag1_var4 -0.585053416 0.3921560 -1.2765950 -0.2332444
#> const 2.102395706 1.8369813 -0.3608171 4.7108057
#> exo1 0.006142123 0.1642334 -0.2085261 0.2006904
#> exo2 0.982346487 0.2172536 0.6967539 1.3132983
#> exo3 0.102594461 0.2249978 -0.1952967 0.4285860
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.48293662 0.4048877 0.8561474 1.9445702
#> lag1_var2 -1.08796923 0.4617718 -1.9049844 -0.6624095
#> lag1_var3 -1.06015099 0.8441464 -2.5609024 -0.2677355
#> lag1_var4 1.61085916 0.7207216 0.9765448 2.9150593
#> const -5.65194337 2.3287367 -8.7676959 -2.4665728
#> exo1 0.01305393 0.2537136 -0.3017324 0.3936986
#> exo2 -3.33300297 0.3580884 -3.9166233 -2.9168384
#> exo3 -0.27276798 0.3980857 -0.8341927 0.2686745
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27725508 0.3739799 0.6981677 1.7129313
#> lag1_var2 -0.77571607 0.3725813 -1.4184188 -0.3988170
#> lag1_var3 -1.37926936 0.6896750 -2.5527442 -0.6568695
#> lag1_var4 2.03592811 0.5821790 1.4707671 3.0586448
#> const -6.77776295 2.0132646 -9.0784528 -3.7610294
#> exo1 0.01964634 0.2384379 -0.2579166 0.4143133
#> exo2 -3.03631132 0.3336245 -3.5554457 -2.6198282
#> exo3 -0.22868052 0.3546947 -0.7379812 0.2486546
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005005902 9.167941e-05 0.0003676639 0.0006162526
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04198304 0.007332539 -0.05146759 -0.0320177
#> Sigma[2,2] 4.82025811 0.742574105 3.82448391 5.8685051
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02394343 0.004481945 0.01791117 0.02970752
#> Sigma[3,2] -2.56874127 0.376201551 -3.10306926 -2.12012957
#> Sigma[3,3] 1.49842561 0.226284755 1.25711961 1.82689706
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003134466 0.001034384 -0.0009598802 0.001720706
#> Sigma[4,2] 0.1386151039 0.161137177 -0.0350940935 0.380515441
#> Sigma[4,3] 0.0705550066 0.065717889 -0.0333423582 0.147764890
#> Sigma[4,4] 0.1750826543 0.048787217 0.1197618912 0.249212389
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990027813 0.010000670 0.975200822 1.000920475
#> lag1_var2 0.001237455 0.007912317 -0.008535989 0.013148430
#> lag1_var3 0.004170078 0.014678616 -0.012948208 0.026944636
#> lag1_var4 -0.004741556 0.011551508 -0.022229201 0.008771538
#> const 0.347052036 0.161287352 0.163982988 0.594380529
#> exo1 -0.013108607 0.026004381 -0.051884748 0.017803909
#> exo2 -0.123972962 0.027629840 -0.167682103 -0.090651292
#> exo3 0.034758844 0.026527218 -0.006666601 0.068007330
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5747660 1.158339 -2.2052246 0.9423462
#> lag1_var2 1.5184150 1.022035 0.2041228 2.9409745
#> lag1_var3 0.9850349 1.852313 -1.3961814 3.5751297
#> lag1_var4 -0.7522676 1.494496 -2.8503505 1.2177141
#> const 3.1680034 15.859437 -18.9180386 24.3384125
#> exo1 1.7433796 2.295199 -0.6708431 5.3719975
#> exo2 0.8707716 2.765958 -3.1924250 4.4290004
#> exo3 -0.2807797 2.240002 -2.8915048 3.0624279
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75895097 0.4562130 0.21137234 1.43683292
#> lag1_var2 -0.63415062 0.4642294 -1.28130581 -0.02821709
#> lag1_var3 -0.07552808 0.8357011 -1.24040630 0.99703992
#> lag1_var4 0.77835869 0.6761431 -0.09661294 1.73838994
#> const -3.51159362 6.4823267 -12.57930419 5.10883215
#> exo1 -0.85485205 1.2671975 -2.81870906 0.50881614
#> exo2 -1.69870436 1.5163113 -3.79469795 0.39719323
#> exo3 0.82376858 1.4116345 -1.27580835 2.51858314
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45704704 0.3147873 0.1243561 0.94860050
#> lag1_var2 -0.22129583 0.2391812 -0.6150976 0.02057043
#> lag1_var3 -0.29185580 0.4213700 -0.9932884 0.13672578
#> lag1_var4 1.16074681 0.3216377 0.8311363 1.69048539
#> const -4.13296675 4.2238104 -10.9071487 0.21750413
#> exo1 0.09609967 0.3861949 -0.5022285 0.56187458
#> exo2 -1.44567565 0.3344595 -1.8101270 -0.94191536
#> exo3 0.73192598 0.4884544 0.1908009 1.54643499
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001799458 0.0005943503 0.001333478 0.002812952
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05764964 0.02306676 -0.09333609 -0.03717032
#> Sigma[2,2] 3.96617076 0.96201829 2.90775921 5.33674478
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04359488 0.02149171 0.02670142 0.07869549
#> Sigma[3,2] -2.78894796 0.81259218 -4.05697566 -2.03713061
#> Sigma[3,3] 2.29063790 0.69866339 1.70242692 3.41774380
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009323954 0.008882099 0.002246931 0.02403492
#> Sigma[4,2] -0.428826638 0.320987248 -0.951625499 -0.12911326
#> Sigma[4,3] 0.656572277 0.256929955 0.441101271 1.07069146
#> Sigma[4,4] 0.429959361 0.081665066 0.335194927 0.55119093
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979834524 0.01806471 0.95476799 1.00210800
#> lag1_var2 0.043106434 0.02943975 0.01107960 0.09021861
#> lag1_var3 0.062240966 0.04842845 0.01089716 0.14094743
#> lag1_var4 -0.064206954 0.04712724 -0.14081064 -0.01519041
#> const 0.581477944 0.34189201 0.17510387 1.08309094
#> exo1 -0.058551654 0.02927091 -0.09607788 -0.01219159
#> exo2 0.004102351 0.04254558 -0.04837391 0.06512489
#> exo3 0.062795836 0.03457617 0.01819911 0.10057899
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59515235 1.120455 -2.064086 0.937121
#> lag1_var2 1.84061517 2.167166 -1.742079 3.981452
#> lag1_var3 1.85256038 3.589926 -4.118372 5.329368
#> lag1_var4 -1.69818167 3.390452 -4.945345 3.882202
#> const 7.02600195 24.705324 -26.366555 45.043175
#> exo1 0.68239324 1.855122 -1.926181 2.720480
#> exo2 1.00274193 1.855509 -1.719836 3.367798
#> exo3 0.03799652 1.969851 -2.916304 2.295144
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6867835 0.8566966 0.4333976 2.8741659
#> lag1_var2 -2.2095313 1.4581363 -3.5657436 0.1644255
#> lag1_var3 -2.8373724 2.4458618 -5.0997589 1.1350403
#> lag1_var4 3.3852183 2.3147580 -0.3863435 5.6281578
#> const -13.1264807 19.3500745 -39.5299718 14.5254627
#> exo1 -0.3906444 1.4802752 -2.2420093 1.6079612
#> exo2 -1.0173248 1.4616405 -2.8206240 1.1623259
#> exo3 -0.4297236 1.3247311 -2.2168083 1.3622324
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.40080195 0.3337575 0.9778727 1.8845212
#> lag1_var2 -1.53937791 0.5290942 -2.3545707 -0.8536746
#> lag1_var3 -2.44142583 0.8795895 -3.7905582 -1.3307083
#> lag1_var4 3.09487364 0.8448374 2.0417241 4.3760182
#> const -11.31753803 6.9380073 -19.8120130 -0.1026684
#> exo1 0.02723584 0.5546820 -0.7525652 0.7538985
#> exo2 -0.39890939 0.5370057 -1.1549190 0.1728632
#> exo3 -0.46767561 0.6929701 -1.1868061 0.7033928
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001691647 0.0003602216 0.001259822 0.002227113
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003033413 0.0007566199 -0.003973316 -0.001919555
#> Sigma[2,2] 0.024080937 0.0041913087 0.019849520 0.031426241
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001818196 0.001377222 0.0005935817 0.003973368
#> Sigma[3,2] -0.013437175 0.004078431 -0.0207400078 -0.010298588
#> Sigma[3,3] 0.033221134 0.006899846 0.0260132195 0.044572371
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006473155 0.001099314 -0.001747189 0.001070505
#> Sigma[4,2] 0.0059416977 0.003524572 0.001069308 0.010551207
#> Sigma[4,3] 0.0233739054 0.005914307 0.017867006 0.033234583
#> Sigma[4,4] 0.0292659738 0.006283299 0.022569073 0.037866555
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004395957 0.01266857 0.98859281 1.02274245
#> lag1_var2 -0.029814629 0.08821355 -0.13040711 0.08370791
#> lag1_var3 -0.001130485 0.12263331 -0.13598162 0.16006855
#> lag1_var4 0.002105609 0.12632867 -0.16665724 0.13791194
#> const -0.027814632 0.28800642 -0.37810788 0.40710913
#> exo1 0.009723969 0.02749658 -0.03123872 0.04637335
#> exo2 -0.025099099 0.04277241 -0.08679364 0.02361354
#> exo3 0.017417540 0.04524738 -0.03984896 0.07355182
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05091761 0.04504327 -0.007352686 0.1129193
#> lag1_var2 0.94022856 0.28405519 0.520868898 1.2670140
#> lag1_var3 0.16969289 0.41775106 -0.477233181 0.6217408
#> lag1_var4 -0.20641004 0.43115494 -0.679511543 0.4580779
#> const 2.25222153 1.71664018 -0.256054417 4.2153588
#> exo1 -0.06529604 0.17549786 -0.328835752 0.1442593
#> exo2 1.06596658 0.11547573 0.915947603 1.2416244
#> exo3 0.04085496 0.16331284 -0.199411901 0.2045119
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19029372 0.06715188 -0.28720663 -0.1055413
#> lag1_var2 0.07730804 0.23398407 -0.23915801 0.3535481
#> lag1_var3 0.63405537 0.34337089 0.21060839 1.0677368
#> lag1_var4 0.40713938 0.36034325 -0.05864914 0.8532006
#> const 0.32826509 1.93648219 -2.15750242 2.9876554
#> exo1 0.03835365 0.24879174 -0.25890289 0.4313436
#> exo2 -1.46562312 0.18877897 -1.68785847 -1.2135741
#> exo3 0.28787069 0.24933697 0.03097275 0.6607198
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15062189 0.06304403 -0.25282585 -0.0851005
#> lag1_var2 0.47945582 0.20783860 0.23416066 0.7609989
#> lag1_var3 0.32418506 0.28390593 -0.03582145 0.7026672
#> lag1_var4 0.70254118 0.31143801 0.27530939 1.0997840
#> const 0.94524375 1.65914627 -0.25148308 3.9595509
#> exo1 -0.01257539 0.18195930 -0.28572139 0.2027053
#> exo2 -0.63859835 0.17403328 -0.84968385 -0.4271071
#> exo3 0.33330982 0.21759515 0.13110445 0.6882429
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005359956 0.0001052826 0.0003849629 0.0006686424
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01364508 0.004419186 -0.01853279 -0.006900876
#> Sigma[2,2] 1.17332428 0.210298206 0.88790973 1.452722158
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01248687 0.00354643 0.006965461 0.01577093
#> Sigma[3,2] -0.94064861 0.20289796 -1.234198509 -0.71117743
#> Sigma[3,3] 0.86991734 0.23802686 0.660589786 1.24770088
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004634342 0.001735477 0.003015863 0.007269013
#> Sigma[4,2] -0.249744498 0.121605511 -0.450226651 -0.152607535
#> Sigma[4,3] 0.329717394 0.141675570 0.224125917 0.563835905
#> Sigma[4,4] 0.198286074 0.076916036 0.134858669 0.322469910
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0016378087 0.01733492 0.980232175 1.02537909
#> lag1_var2 0.0011265532 0.04123812 -0.065810999 0.04919486
#> lag1_var3 -0.0076065389 0.06956282 -0.120172913 0.07514950
#> lag1_var4 0.0006924262 0.06552013 -0.078580087 0.10742078
#> const 0.3346721631 0.19469889 0.103375921 0.62273562
#> exo1 0.0064782342 0.02148011 -0.020643642 0.04031492
#> exo2 -0.0266576176 0.02399904 -0.054938181 0.01034282
#> exo3 0.0303283736 0.02416318 0.001973001 0.06391721
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5425967 0.7722281 -3.5514407 -1.5091114
#> lag1_var2 2.3406035 1.4742478 -0.1741104 3.8608302
#> lag1_var3 2.5922457 2.4687133 -1.6213843 5.1753105
#> lag1_var4 -1.6304534 2.2944959 -3.9796879 2.2908807
#> const 10.5278044 8.5137716 0.8649247 22.9528727
#> exo1 -0.9874986 1.3080865 -2.9475492 0.5592776
#> exo2 1.2513163 1.0767969 -0.3699352 2.6460034
#> exo3 0.5242936 0.7730399 -0.5886055 1.3568010
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.02374932 0.6616994 1.0575631 2.8763822
#> lag1_var2 -0.90599487 1.5165772 -2.2922733 1.7680442
#> lag1_var3 -0.75994058 2.5378632 -3.1195228 3.7418503
#> lag1_var4 0.94919372 2.4029952 -3.3031098 3.1278155
#> const -5.50293319 8.3857934 -17.9839614 4.9695320
#> exo1 0.98693496 1.0741692 -0.3326097 2.4753684
#> exo2 -1.08026824 1.1003963 -2.5704614 0.6160833
#> exo3 0.06381436 0.8117057 -0.9151333 1.0964917
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4616005 0.2767416 0.07878554 0.8264422
#> lag1_var2 0.2456315 0.8082839 -0.56784902 1.5556013
#> lag1_var3 0.3805467 1.3533231 -0.95160104 2.5984135
#> lag1_var4 0.4217158 1.3007260 -1.71412316 1.6624689
#> const -0.3476934 4.3428518 -6.54568571 4.9539992
#> exo1 0.4115547 0.4641538 -0.26252199 1.0639685
#> exo2 -0.3483524 0.6024420 -1.10488547 0.4782205
#> exo3 0.4221592 0.4635425 -0.26038803 0.9697490
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001264552 0.0002204601 0.0009347598 0.001511785
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006062496 0.001060110 -0.001815692 0.0006611088
#> Sigma[2,2] 0.0223091956 0.004936312 0.016359645 0.0293698508
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004034293 0.002325233 0.000753020 0.006931713
#> Sigma[3,2] 0.022368056 0.015253658 0.002456657 0.042870643
#> Sigma[3,3] 0.432681021 0.082274973 0.335164033 0.551361931
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003865323 0.002323607 0.0005365134 0.007109089
#> Sigma[4,2] 0.036882225 0.017763629 0.0153918452 0.061107452
#> Sigma[4,3] 0.466570778 0.090417113 0.3636666817 0.597494280
#> Sigma[4,4] 0.510847775 0.101058627 0.4008238238 0.656635431
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00240217 0.01927190 0.98272404 1.03479102
#> lag1_var2 0.00157975 0.06160958 -0.09524082 0.07423147
#> lag1_var3 -0.03020308 0.10393519 -0.18565193 0.09427166
#> lag1_var4 0.02170690 0.10115851 -0.09935799 0.17299661
#> const 0.39471775 0.37811537 -0.16048361 0.82258597
#> exo1 -0.01444342 0.02659753 -0.04017512 0.02508509
#> exo2 -0.22634893 0.02583367 -0.26336290 -0.19211587
#> exo3 -0.08249109 0.02743602 -0.11659322 -0.04635054
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18033541 0.1048979 -0.3295303 -0.06900632
#> lag1_var2 1.09287381 0.2309922 0.8610082 1.44665685
#> lag1_var3 0.78838784 0.3894344 0.3629792 1.37044469
#> lag1_var4 -0.73653509 0.3764870 -1.2965309 -0.32068981
#> const 2.56257244 1.4623996 0.6285592 4.58837797
#> exo1 -0.04740425 0.1016655 -0.1636008 0.07056387
#> exo2 0.29645726 0.1233260 0.1064368 0.45477091
#> exo3 0.10136285 0.2264040 -0.1786495 0.42456163
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4295009 0.4224914 -0.9604328 0.1694040
#> lag1_var2 1.7256170 1.1496453 0.2575341 3.3985764
#> lag1_var3 4.5591651 2.0429732 1.5818700 7.3987114
#> lag1_var4 -3.6027442 1.9970532 -6.3898251 -0.6878262
#> const 13.6590480 7.2637067 4.3169559 23.0452577
#> exo1 0.7875738 0.2899962 0.4784567 1.2540268
#> exo2 -2.3963577 0.6421535 -3.2564815 -1.4877813
#> exo3 -0.5308485 0.8749635 -1.7365680 0.6575883
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5621785 0.4240341 -1.0556302 0.08495677
#> lag1_var2 2.1827103 1.1939909 0.6474901 3.89631366
#> lag1_var3 4.7426349 2.1018778 1.5724125 7.47768750
#> lag1_var4 -3.7329458 2.0596603 -6.4268539 -0.62584645
#> const 14.5060147 7.4841951 4.3916809 24.80743576
#> exo1 0.7948406 0.2964914 0.4271677 1.21622319
#> exo2 -2.3328668 0.7041620 -3.2881666 -1.31475981
#> exo3 -0.4986950 0.9931244 -1.8817344 0.88195004
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002131404 5.057668e-05 0.000148757 0.000283152
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005475764 0.002331899 -0.009373117 -0.002653212
#> Sigma[2,2] 0.493814483 0.193920730 0.330694758 0.828620217
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00254627 0.001121708 0.001290576 0.004277032
#> Sigma[3,2] -0.24431918 0.126552261 -0.448580775 -0.144058816
#> Sigma[3,3] 0.16499955 0.084796546 0.105294441 0.297354274
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005668451 0.0008174232 -0.001745227 0.0006090013
#> Sigma[4,2] 0.0339704087 0.0386450452 -0.021365414 0.0783699606
#> Sigma[4,3] 0.0313502218 0.0220691865 0.006325840 0.0640281213
#> Sigma[4,4] 0.0549681863 0.0151271203 0.031998868 0.0738611314
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9926424250 0.012411397 0.97744024 1.01122399
#> lag1_var2 0.0003261227 0.032250975 -0.03403667 0.04471520
#> lag1_var3 -0.0065186260 0.059672589 -0.07102118 0.07399432
#> lag1_var4 0.0040766859 0.057785435 -0.07240780 0.06802497
#> const 0.3215227514 0.168292915 0.08057052 0.52744596
#> exo1 -0.0023139732 0.014087569 -0.02368537 0.01426122
#> exo2 -0.0781165160 0.015928947 -0.09469979 -0.05252797
#> exo3 0.0535056536 0.009938299 0.03908874 0.06599929
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.36798347 0.6588935 -2.3425904 -0.5643769
#> lag1_var2 2.34393315 0.8876500 1.4994935 3.8085388
#> lag1_var3 2.70663837 1.5723941 1.2255843 5.2978896
#> lag1_var4 -2.14634631 1.7560615 -5.0138318 -0.1492775
#> const 9.21772398 5.6215575 1.1912903 16.0977719
#> exo1 -0.54899251 0.6457580 -1.2411168 0.4418563
#> exo2 -0.07457072 0.6174395 -0.9998295 0.6511652
#> exo3 -0.33286180 0.7639550 -1.1607377 0.8653128
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77068449 0.4309669 0.1451832 1.3441889
#> lag1_var2 -0.01787967 0.6356389 -0.7097037 1.0335469
#> lag1_var3 0.88134712 1.1010617 -0.3335030 2.6920831
#> lag1_var4 -0.29298386 1.0538215 -2.0018694 0.8475731
#> const 0.64191210 3.2924142 -4.4430552 4.1491531
#> exo1 0.35368441 0.3381813 -0.1038142 0.8007292
#> exo2 -0.83734457 0.3044638 -1.3137199 -0.4872725
#> exo3 0.87881800 0.3686326 0.2999173 1.2497778
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003004807 0.3251137 -0.4005811 0.4484721
#> lag1_var2 1.050211484 0.6116282 0.3416062 1.8814209
#> lag1_var3 1.971061933 1.0837521 0.7190387 3.4626988
#> lag1_var4 -1.044978031 1.0488324 -2.4594819 0.2263311
#> const 4.562918741 2.8031570 0.5845102 8.6582496
#> exo1 0.052246913 0.1941296 -0.2944292 0.2154734
#> exo2 -0.957999658 0.2190065 -1.2232229 -0.6090026
#> exo3 0.748673561 0.2736914 0.3147617 1.0944055
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001000182 0.0003237632 0.0006838691 0.00150968
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003879033 0.00198110 -0.006596167 -0.001368615
#> Sigma[2,2] 0.109282879 0.01433828 0.091078707 0.128656400
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001154705 0.001700562 -0.001744583 0.002905512
#> Sigma[3,2] -0.094487150 0.017639080 -0.119491352 -0.073320708
#> Sigma[3,3] 0.144588563 0.038211992 0.095694734 0.198318376
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009963676 0.001404143 -0.003115746 0.0008646663
#> Sigma[4,2] -0.0505711743 0.015991255 -0.073111003 -0.0273627754
#> Sigma[4,3] 0.1221939947 0.039082837 0.073381521 0.1740069188
#> Sigma[4,4] 0.1215290489 0.040524605 0.073136789 0.1776945225
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92217747 0.03998319 0.869679051 0.9736876599
#> lag1_var2 0.06524748 0.05587733 -0.006465759 0.1444500585
#> lag1_var3 0.09311185 0.11366890 -0.049897300 0.2514638372
#> lag1_var4 -0.07345346 0.10039256 -0.214013784 0.0537140985
#> const 0.48955390 0.31972409 -0.008835169 0.8344868743
#> exo1 -0.03867964 0.02066679 -0.068621703 -0.0168257399
#> exo2 -0.05971506 0.04114143 -0.104703548 -0.0005093261
#> exo3 -0.02774215 0.04307429 -0.092958406 0.0234176696
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08225053 0.3651940 -0.6583765 0.3104618
#> lag1_var2 0.96519529 0.3888819 0.4030527 1.5292999
#> lag1_var3 0.01250650 0.7109648 -1.0078574 1.0237662
#> lag1_var4 -0.01138236 0.6033403 -0.8411264 0.8591174
#> const 2.65357446 3.3832493 -0.6882390 7.9023112
#> exo1 0.71100512 0.1578481 0.5145522 0.9181928
#> exo2 0.84814028 0.3323416 0.4177783 1.3579132
#> exo3 -0.02438568 0.3592034 -0.4819104 0.4726504
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1471602 0.4190870 -0.3004175 0.7474812
#> lag1_var2 0.4914592 0.3844006 -0.0435212 0.9204686
#> lag1_var3 2.1483863 0.6344106 1.2844320 2.8184069
#> lag1_var4 -1.2480038 0.5015799 -1.7853518 -0.5663767
#> const 2.8983439 3.6509378 -2.9875741 7.1480259
#> exo1 -0.5079606 0.3583139 -1.0612947 -0.1032030
#> exo2 -2.6627480 0.3512125 -3.2120023 -2.2075296
#> exo3 -0.3866074 0.4255530 -0.8953863 0.2196847
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09629284 0.4414946 -0.33485978 0.86263534
#> lag1_var2 0.78737963 0.4133339 0.07326215 1.10511084
#> lag1_var3 1.84874922 0.7257708 0.63549271 2.45137315
#> lag1_var4 -0.90997585 0.6045136 -1.47877953 0.07480775
#> const 3.12606033 4.1978830 -4.44807141 7.11060691
#> exo1 -0.19838731 0.3814975 -0.83015905 0.20284929
#> exo2 -2.83628531 0.2837982 -3.31493550 -2.51967958
#> exo3 -0.54378935 0.3922640 -0.90092113 0.07367627
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002879136 4.385076e-05 0.0002360888 0.0003469536
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008245848 0.001440013 -0.01027424 -0.006378395
#> Sigma[2,2] 0.442874087 0.060178450 0.36939414 0.513886538
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005237404 0.001156226 0.003741457 0.00680592
#> Sigma[3,2] -0.276788896 0.042848188 -0.344193243 -0.22943538
#> Sigma[3,3] 0.203104615 0.035176535 0.163218581 0.26320174
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.316995e-05 0.0004416219 -0.0005280791 0.0007374009
#> Sigma[4,2] -3.189048e-04 0.0263835438 -0.0410419499 0.0282946379
#> Sigma[4,3] 3.214343e-02 0.0148507380 0.0153401301 0.0539787679
#> Sigma[4,4] 3.394708e-02 0.0131126022 0.0241379532 0.0557654202
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99687908 0.01623191 0.97484118 1.017429424
#> lag1_var2 0.05345988 0.02482315 0.01122144 0.076286285
#> lag1_var3 0.08521639 0.04194897 0.01491139 0.123842144
#> lag1_var4 -0.09191275 0.03900868 -0.12557222 -0.024120865
#> const 0.52499065 0.19312879 0.22661943 0.722950388
#> exo1 -0.01867365 0.01236961 -0.02878758 0.004098389
#> exo2 -0.11404865 0.01794041 -0.13801088 -0.091689297
#> exo3 0.05745344 0.01742731 0.03130364 0.074717377
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7185872 0.3263769 -1.0860922 -0.2771623
#> lag1_var2 -0.1790757 0.8293771 -1.4082565 0.6735419
#> lag1_var3 -1.8405586 1.3192862 -3.8201343 -0.3592885
#> lag1_var4 2.1802300 1.4325629 0.5434890 4.1893142
#> const -0.6343897 4.6947056 -6.1311052 7.0086845
#> exo1 0.4934309 0.6128418 -0.3049039 1.4095082
#> exo2 0.4306916 0.5787082 -0.1496060 1.2315488
#> exo3 0.4038641 0.7088588 -0.5507871 1.2840646
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8996935 0.2473755 0.6021641 1.2471301
#> lag1_var2 0.8792996 0.5931249 0.1196267 1.5918138
#> lag1_var3 2.4329057 0.9349283 1.2057680 3.6015858
#> lag1_var4 -1.8872930 1.0002975 -3.1342420 -0.6570308
#> const 2.8481210 2.8746647 -0.4759567 6.9505244
#> exo1 -0.2305596 0.3578491 -0.7647520 0.2310441
#> exo2 -0.5902824 0.3224860 -1.1552571 -0.3417846
#> exo3 -0.7681198 0.3881646 -1.2468391 -0.2596689
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47454314 0.1344203 0.27205345 0.63619780
#> lag1_var2 0.47229415 0.3056344 0.04948505 0.84715353
#> lag1_var3 0.81683248 0.5130732 0.09825182 1.43601469
#> lag1_var4 -0.04831871 0.5365654 -0.66614871 0.70828862
#> const 1.12478463 1.9420010 -1.79673551 3.84103369
#> exo1 0.08528759 0.1324716 -0.03698922 0.31929551
#> exo2 -0.33261619 0.1718230 -0.51979808 -0.06730498
#> exo3 -0.53893825 0.1463539 -0.77643519 -0.37004176
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01210986 0.002862685 0.009331053 0.01620787
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02639848 0.04442283 -0.1034807 0.01728233
#> Sigma[2,2] 1.88293878 0.63725801 1.2236600 3.00095022
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0356436 0.03791675 -0.09923837 0.007406762
#> Sigma[3,2] -0.9865128 0.32670103 -1.47616602 -0.625197263
#> Sigma[3,3] 1.3021938 0.41521900 0.86011288 1.946661599
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05988978 0.03167831 -0.11223020 -0.02501434
#> Sigma[4,2] 0.29280968 0.30941128 -0.06613025 0.78910780
#> Sigma[4,3] 0.74628417 0.38906512 0.42958595 1.42876844
#> Sigma[4,4] 1.07773648 0.35740463 0.68983777 1.58905606
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90805555 0.05082414 0.83203397 0.96800922
#> lag1_var2 0.14171219 0.06756846 0.04739842 0.21452848
#> lag1_var3 0.17843675 0.09937511 0.04063124 0.28620193
#> lag1_var4 -0.16726927 0.08973737 -0.25792938 -0.04191967
#> const 1.06649464 0.74537528 0.07638584 2.06819577
#> exo1 -0.03380252 0.10437127 -0.16544111 0.12354519
#> exo2 -0.01503209 0.09584191 -0.09653688 0.15835516
#> exo3 0.15639701 0.17140546 -0.05007076 0.39706547
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8609021 0.5364041 -1.5478774 -0.1784776
#> lag1_var2 2.5019512 0.7839490 1.3526752 3.3932038
#> lag1_var3 2.4487082 1.1639288 0.7263763 3.7718348
#> lag1_var4 -2.2699615 1.1186771 -3.6052834 -0.7013289
#> const 9.6022024 9.6377947 -3.4169134 23.8759676
#> exo1 3.7533693 1.3949102 1.8024875 5.5516089
#> exo2 -0.3167195 1.5169211 -2.2582381 1.7354407
#> exo3 -0.3582372 1.3479065 -2.3294839 1.2896991
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11645321 0.3919430 -0.2425767 0.7837917
#> lag1_var2 0.05509108 0.5553095 -0.6607863 0.8468551
#> lag1_var3 0.90021419 0.8377636 -0.2025169 2.1103178
#> lag1_var4 0.01517104 0.7892942 -1.0439519 1.0549031
#> const 1.07613054 3.9444631 -3.7790426 6.5750290
#> exo1 -1.98724158 0.4943104 -2.7504717 -1.4292283
#> exo2 0.50888779 1.3179487 -1.1806221 2.3263720
#> exo3 0.36048996 1.2201818 -1.3869264 1.6112204
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5292233 0.3887154 -1.1038786 0.02250436
#> lag1_var2 1.4068715 0.6617764 0.4955691 2.28841486
#> lag1_var3 2.0439289 1.0059043 0.6530327 3.38794836
#> lag1_var4 -0.9680965 0.9318686 -2.2153303 0.29702813
#> const 6.2067638 5.3385240 -0.2541183 14.05553611
#> exo1 0.4534334 0.6681352 -0.3870776 1.49161452
#> exo2 0.3251566 0.6664545 -0.6502474 1.00791235
#> exo3 0.1426294 1.3687190 -1.4534155 2.50444780
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005108038 0.0001158397 0.0003505756 0.000653415
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007783138 0.004035632 -0.01361934 -0.003469682
#> Sigma[2,2] 0.697851259 0.172040518 0.47594270 0.936907742
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004295701 0.003874708 -0.0002060831 0.009843856
#> Sigma[3,2] -0.528218846 0.136208331 -0.7145608958 -0.342044210
#> Sigma[3,3] 0.430233927 0.106401277 0.2827471951 0.568462405
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001318674 0.001146209 -0.002827449 0.0002311736
#> Sigma[4,2] -0.031139396 0.026934232 -0.063013216 0.0098942306
#> Sigma[4,3] 0.056855613 0.018681964 0.029073404 0.0827003407
#> Sigma[4,4] 0.038611023 0.008551030 0.028375379 0.0509307720
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97021237 0.009924064 0.95529518 0.981788530
#> lag1_var2 0.09610604 0.034696058 0.05996974 0.148552731
#> lag1_var3 0.13226200 0.047311889 0.08379790 0.203279153
#> lag1_var4 -0.13249260 0.046545031 -0.20316301 -0.085937605
#> const 0.78685090 0.195227526 0.55505194 1.090155662
#> exo1 0.02360803 0.026531846 -0.01926876 0.051752889
#> exo2 -0.03171746 0.021305561 -0.05778633 -0.001519725
#> exo3 -0.01462959 0.023124541 -0.04496856 0.018122532
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29380128 0.4732371 -0.2328694 1.0069519
#> lag1_var2 -2.19643544 1.1569715 -3.5634612 -0.5451030
#> lag1_var3 -4.05817243 1.6137371 -6.0161876 -1.7549109
#> lag1_var4 4.11911253 1.5837024 1.8728213 6.0326559
#> const -10.23038705 10.7042898 -27.6984923 -0.6555970
#> exo1 0.22696665 0.7603559 -0.8033042 1.2383605
#> exo2 -0.07899759 0.8837389 -1.4920650 0.8869472
#> exo3 0.16154266 0.8960066 -0.9174885 1.4829598
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08326392 0.3957658 -0.6785647 0.4136557
#> lag1_var2 1.93800302 1.0826090 0.2784045 3.1816103
#> lag1_var3 3.41067274 1.5145057 1.1011838 5.1823679
#> lag1_var4 -2.50133015 1.4759381 -4.2242836 -0.2419108
#> const 7.37351577 9.1252150 -0.7950059 21.5768151
#> exo1 -0.26048568 0.5539039 -1.0070764 0.4555505
#> exo2 -0.50332238 0.6941336 -1.0283356 0.6675096
#> exo3 -0.08655144 0.6051895 -1.0458914 0.6008338
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14821700 0.1058123 0.0380720 0.3006913
#> lag1_var2 -0.10473445 0.4795225 -0.7469962 0.5304016
#> lag1_var3 -0.15439820 0.6586922 -1.0448797 0.7191152
#> lag1_var4 1.12881074 0.6425205 0.2894583 2.0027039
#> const -2.00693596 2.4551046 -5.3510099 1.6421563
#> exo1 -0.11426711 0.1750045 -0.3064641 0.1444482
#> exo2 -0.57168145 0.2415004 -0.9823971 -0.3312972
#> exo3 0.03988695 0.1644190 -0.1844973 0.2679952
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004801648 0.0001694673 0.0002897289 0.0007342183
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00134738 0.0005071908 -0.002038404 -0.0006593385
#> Sigma[2,2] 0.01665285 0.0041488843 0.012357796 0.0234006866
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003675567 0.001209810 -0.001532636 0.001673987
#> Sigma[3,2] -0.0250787412 0.007630354 -0.036134586 -0.015054263
#> Sigma[3,3] 0.1118763730 0.031575715 0.070436614 0.151789862
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004616884 0.001187846 -0.002432622 0.0009211662
#> Sigma[4,2] -0.0160100173 0.007299902 -0.026724479 -0.0065547888
#> Sigma[4,3] 0.1011110839 0.029557367 0.062426202 0.1378559143
#> Sigma[4,4] 0.0954473102 0.027268991 0.060987469 0.1317178576
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972207789 0.02036679 0.94299961 0.996625316
#> lag1_var2 0.061539573 0.05781341 -0.02211833 0.138792500
#> lag1_var3 0.104617873 0.08335274 -0.02063127 0.208861567
#> lag1_var4 -0.104225015 0.08036931 -0.20505802 0.016400300
#> const 0.654917672 0.25869129 0.39101476 1.036479780
#> exo1 -0.006790871 0.01955219 -0.03637705 0.018752283
#> exo2 -0.025141954 0.02453849 -0.05989753 0.003614733
#> exo3 -0.002055778 0.02189413 -0.03530785 0.023650455
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26694336 0.10653113 0.11563666 0.40451977
#> lag1_var2 0.19652203 0.28032908 -0.16712191 0.59899665
#> lag1_var3 -0.62355787 0.41638261 -1.13890955 -0.03650101
#> lag1_var4 0.59786132 0.40341747 0.02820270 1.09527979
#> const -2.43099790 1.60131789 -4.77512219 -0.30627262
#> exo1 -0.02205315 0.06597880 -0.09103071 0.08193357
#> exo2 0.88347096 0.15585364 0.66275136 1.06963762
#> exo3 0.14048026 0.08918148 0.03137985 0.24502846
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7982708 0.3989414 -1.3348815 -0.17665295
#> lag1_var2 1.7296439 1.0895702 0.1351250 3.26787000
#> lag1_var3 3.5715678 1.7777659 0.9653703 6.00824254
#> lag1_var4 -2.4760598 1.7209263 -4.8357740 0.04943040
#> const 11.1085157 5.7061846 2.0742856 18.46784211
#> exo1 -0.1948839 0.2956290 -0.5719231 0.21814026
#> exo2 -0.4383151 0.3126447 -0.8183006 -0.01465736
#> exo3 0.3368159 0.2833946 -0.1195250 0.62560064
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67642861 0.3513587 -1.15066669 -0.1399954
#> lag1_var2 1.62806797 0.9709140 0.21969338 3.0028254
#> lag1_var3 2.82514553 1.6131746 0.48117719 5.0602800
#> lag1_var4 -1.71585461 1.5618266 -3.87984993 0.5575339
#> const 8.72472594 5.0924256 0.85216485 15.1849635
#> exo1 -0.21382920 0.2823618 -0.53985693 0.1973748
#> exo2 0.02363994 0.2763566 -0.31985676 0.4061502
#> exo3 0.42205866 0.2652187 0.01637201 0.7138503
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001110213 0.0002590821 0.0009097906 0.001553475
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001497103 0.003069164 -0.00519358 0.002571176
#> Sigma[2,2] 0.193150028 0.041804415 0.14286030 0.245612915
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007218797 0.002293874 -0.002488864 0.003608941
#> Sigma[3,2] -0.1412727416 0.029444970 -0.176488929 -0.102584676
#> Sigma[3,3] 0.1091787084 0.020959184 0.079866574 0.133867765
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001413092 0.0006317889 -0.0009939566 0.0007515862
#> Sigma[4,2] -0.0276695029 0.0061977388 -0.0353692263 -0.0186738126
#> Sigma[4,3] 0.0266166699 0.0044359528 0.0202410943 0.0327573862
#> Sigma[4,4] 0.0110303412 0.0016601075 0.0094175551 0.0136584542
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9969943382 0.03398670 0.95355466 1.04349999
#> lag1_var2 -0.0017080988 0.03833368 -0.05453259 0.05555674
#> lag1_var3 0.0088757203 0.06998730 -0.08933091 0.11072919
#> lag1_var4 -0.0128813268 0.06673080 -0.10468097 0.07958240
#> const 0.3928904879 0.21990400 0.05036108 0.67746631
#> exo1 0.0467743946 0.02801554 0.01946701 0.09260760
#> exo2 -0.0574740555 0.02476448 -0.08347437 -0.02328903
#> exo3 0.0001231979 0.03343504 -0.03706682 0.04999141
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5348277 0.6480992 -0.36932058 1.3655435
#> lag1_var2 1.6354454 0.5107580 0.97119144 2.2922276
#> lag1_var3 1.1817531 0.9027831 0.06001160 2.3170005
#> lag1_var4 -1.4313345 0.7805140 -2.34997104 -0.3369428
#> const 3.9555270 4.7006768 -4.00830375 9.2742464
#> exo1 -0.2018106 0.5161120 -0.83503196 0.5235636
#> exo2 1.6940012 0.4582490 1.03202546 2.2852526
#> exo3 0.5246913 0.4754805 -0.09682278 1.1966550
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13959138 0.4890022 -0.7755225 0.4341156
#> lag1_var2 -0.55309924 0.3503408 -1.0208226 -0.1012799
#> lag1_var3 0.01361554 0.6263949 -0.7930786 0.8092743
#> lag1_var4 1.06255823 0.5503550 0.2495384 1.7251932
#> const -1.60561202 3.4447161 -5.6582395 3.9316611
#> exo1 0.14594938 0.3639157 -0.3473436 0.6248983
#> exo2 -1.69939205 0.3353114 -2.1230580 -1.2094145
#> exo3 -0.18029939 0.3794471 -0.7122026 0.3025297
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20723560 0.15883793 0.004668758 0.4157250
#> lag1_var2 0.03444705 0.07042151 -0.064285724 0.1261696
#> lag1_var3 0.06497410 0.13959571 -0.126068175 0.2541691
#> lag1_var4 0.88447310 0.14017728 0.664743463 1.0277434
#> const -1.16308198 1.00289136 -2.736148467 -0.0144683
#> exo1 0.03226026 0.07512728 -0.069315030 0.1521604
#> exo2 -0.72139395 0.08475329 -0.825731785 -0.6174929
#> exo3 0.15199473 0.12250927 -0.020946837 0.3288693
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004652647 0.001000434 0.003673062 0.006188254
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003848421 0.001510353 -0.005955684 -0.00224812
#> Sigma[2,2] 0.012147395 0.003003126 0.008194427 0.01591188
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001898303 0.001365055 0.000063733 0.003885863
#> Sigma[3,2] -0.007152128 0.001711801 -0.009305585 -0.004761879
#> Sigma[3,3] 0.011952604 0.001435214 0.009953855 0.013885615
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.436126e-04 0.0009558833 -0.001524024 0.0009129916
#> Sigma[4,2] -4.651693e-05 0.0014245255 -0.002118339 0.0018648469
#> Sigma[4,3] 8.119089e-03 0.0015685098 0.005756932 0.0099914844
#> Sigma[4,4] 8.490223e-03 0.0019103190 0.005728146 0.0111290816
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972239742 0.04058657 0.9262039 1.0383846
#> lag1_var2 0.183390166 0.17488403 -0.1056389 0.3646534
#> lag1_var3 0.184247537 0.28030099 -0.2615581 0.5139855
#> lag1_var4 -0.194664138 0.28019477 -0.5303331 0.2487285
#> const 0.925771106 0.69667104 -0.1821117 1.7158417
#> exo1 0.030836827 0.06518842 -0.0576723 0.1171905
#> exo2 0.004692682 0.09908973 -0.1182476 0.1339415
#> exo3 0.007796681 0.07663268 -0.1090610 0.1043247
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006400283 0.08449137 -0.14584815 0.08729101
#> lag1_var2 0.448846623 0.30658181 0.07343066 0.84822195
#> lag1_var3 -0.069745826 0.52879639 -0.76015456 0.61601196
#> lag1_var4 0.106332544 0.53482561 -0.57895669 0.80217770
#> const -0.292904764 1.82342358 -2.96612723 2.02564158
#> exo1 -0.038708946 0.12155248 -0.21274691 0.10514990
#> exo2 0.397446351 0.09464393 0.30224341 0.54570296
#> exo3 0.245707954 0.14921983 0.04508652 0.43476022
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002831523 0.08889679 -0.14086363 0.1013208
#> lag1_var2 0.533269785 0.35454400 0.07126084 1.0905152
#> lag1_var3 1.342240440 0.52632612 0.63341800 2.0971162
#> lag1_var4 -0.408169239 0.53793771 -1.17357493 0.3149473
#> const 2.651092638 2.09710460 0.03914137 5.7130770
#> exo1 0.006249769 0.12083691 -0.17417565 0.1628287
#> exo2 -0.643177325 0.10403648 -0.77858060 -0.4935311
#> exo3 0.241248763 0.11877703 0.07739870 0.4136353
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00417993 0.06370730 -0.1133809 0.06016241
#> lag1_var2 0.55637127 0.26431264 0.2419671 0.96548974
#> lag1_var3 0.87860953 0.36777517 0.5082898 1.45212182
#> lag1_var4 0.09588122 0.38037626 -0.4935352 0.48006095
#> const 1.29227851 1.78943507 -0.8142459 3.84762839
#> exo1 -0.01571038 0.07458788 -0.1232836 0.09215571
#> exo2 -0.43439320 0.08675665 -0.5534737 -0.32029843
#> exo3 0.39553629 0.08838280 0.2716125 0.50148469
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02202132 0.007161112 0.01519169 0.03501052
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002870858 0.002232843 -0.006804303 -0.0007013296
#> Sigma[2,2] 0.008193262 0.002729536 0.004455608 0.0112073879
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001790322 0.003979473 -0.004775932 0.005401849
#> Sigma[3,2] -0.0096471360 0.003781162 -0.014472588 -0.004873118
#> Sigma[3,3] 0.0485171067 0.012283595 0.032986884 0.064819332
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001786471 0.003903068 -0.006445969 0.004170884
#> Sigma[4,2] -0.005583479 0.002778239 -0.009174693 -0.002290326
#> Sigma[4,3] 0.046979217 0.011912854 0.032990889 0.063429323
#> Sigma[4,4] 0.047791007 0.012131838 0.033359726 0.065089854
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.927378377 0.03024896 0.8793290 0.95690688
#> lag1_var2 -0.212561764 0.15832549 -0.3867209 0.04120881
#> lag1_var3 -0.577838963 0.33744471 -0.9844655 -0.13954189
#> lag1_var4 0.614662058 0.34825061 0.1420621 1.02857608
#> const -1.261151332 1.62151734 -2.7683457 1.62479142
#> exo1 0.005308582 0.08103074 -0.1166076 0.08344829
#> exo2 -0.086424516 0.06609640 -0.1533016 0.01219320
#> exo3 0.051662668 0.24485295 -0.3229721 0.31033874
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03375002 0.01876880 0.004517523 0.05583005
#> lag1_var2 0.75299889 0.14166924 0.533226275 0.91712826
#> lag1_var3 0.22354565 0.33025653 -0.328461858 0.58783362
#> lag1_var4 -0.19850205 0.33813421 -0.571126634 0.36353208
#> const 0.88143255 1.36602429 -1.184181565 2.33159382
#> exo1 -0.09005996 0.07115038 -0.189908308 0.01732167
#> exo2 0.71833729 0.06660580 0.638793922 0.80726782
#> exo3 0.42249929 0.13840160 0.204360981 0.59289791
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2102023 0.04877755 -0.26109533 -0.1349628
#> lag1_var2 1.8293520 0.44879195 1.20372675 2.4400338
#> lag1_var3 3.3602566 0.93078108 2.13735498 4.6285581
#> lag1_var4 -2.5281817 0.93988624 -3.80906436 -1.3191852
#> const 10.0924581 3.55349672 5.31629403 14.5229294
#> exo1 0.1662046 0.19628525 -0.09079402 0.4125704
#> exo2 -2.8013401 0.15719629 -3.05864669 -2.6510791
#> exo3 -1.0170791 0.41203058 -1.38191960 -0.3338921
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2105313 0.04528819 -0.2620916 -0.1406620
#> lag1_var2 2.0955145 0.42635823 1.4507225 2.6349421
#> lag1_var3 3.1624439 0.84737179 2.0062766 4.2309434
#> lag1_var4 -2.2987772 0.85587872 -3.3790735 -1.1533139
#> const 9.8393240 3.34676356 5.5135783 14.3165800
#> exo1 0.1298721 0.21531461 -0.1587868 0.3965140
#> exo2 -2.6421901 0.15903702 -2.8911956 -2.4868234
#> exo3 -0.8746172 0.38660726 -1.2295974 -0.2322775
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001341943 0.0003980895 0.0008972373 0.001916298
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05196082 0.01150957 -0.06934461 -0.03924058
#> Sigma[2,2] 3.30286407 0.40312457 2.78874381 3.88520692
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03026957 0.006759091 0.02237372 0.04023348
#> Sigma[3,2] -1.78884819 0.257846063 -2.20184656 -1.45823382
#> Sigma[3,3] 1.07952252 0.183162646 0.85364532 1.33996644
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003694993 0.002373619 0.001095202 0.007566647
#> Sigma[4,2] -0.084994341 0.101872597 -0.248976728 0.025132140
#> Sigma[4,3] 0.171680261 0.090859463 0.091063442 0.329167734
#> Sigma[4,4] 0.145053290 0.060902543 0.098772487 0.240928652
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90699626 0.05064536 0.841785791 0.96585916
#> lag1_var2 0.12805720 0.07251374 0.042618007 0.23229482
#> lag1_var3 0.25101481 0.14158343 0.085177949 0.45537092
#> lag1_var4 -0.22478823 0.12350223 -0.404715697 -0.07851817
#> const 1.09809259 0.37652457 0.586127110 1.59333412
#> exo1 0.02312713 0.02558844 -0.010564076 0.06019376
#> exo2 -0.10412493 0.03040243 -0.159378340 -0.07914733
#> exo3 0.04957334 0.03437805 0.008260127 0.09848945
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.08608063 2.912138 -0.3801379 7.1656503
#> lag1_var2 -4.94116691 3.954096 -11.3266911 -0.3913003
#> lag1_var3 -11.40328695 7.734437 -23.8879307 -2.5355159
#> lag1_var4 10.49664092 6.749834 2.5333589 21.3561788
#> const -32.51737291 24.921208 -64.1185898 0.7056629
#> exo1 -3.03389587 1.570619 -5.1426128 -0.6424448
#> exo2 -1.10538429 1.993547 -3.2769893 2.3129043
#> exo3 0.03905059 1.908448 -2.4599224 2.9555994
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2934687 1.6237802 -3.6514807 0.5436934
#> lag1_var2 3.4823292 2.2681373 0.8732725 7.2458117
#> lag1_var3 7.7278084 4.4195898 2.6657035 15.0708310
#> lag1_var4 -6.4602413 3.8696573 -12.8812134 -1.9535189
#> const 19.7078259 12.8883188 1.7037783 35.6716987
#> exo1 1.5903920 0.9307408 0.3123668 2.9377050
#> exo2 -0.3792611 1.2095698 -2.4733245 0.8696336
#> exo3 -0.1522963 0.8861088 -1.3325158 1.1054816
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32377962 0.2764571 -0.06877646 0.6266076
#> lag1_var2 0.66843967 0.4546137 0.06022325 1.2656975
#> lag1_var3 1.33848246 0.8718866 0.16704272 2.4683289
#> lag1_var4 -0.51871177 0.7846538 -1.52690590 0.5589870
#> const 1.30965293 1.6122308 -1.21323494 3.2841561
#> exo1 0.01447364 0.4047900 -0.38489919 0.6470837
#> exo2 -1.10752175 0.2712912 -1.48593033 -0.7869447
#> exo3 -0.14543980 0.3133013 -0.53314433 0.2296838
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001520195 4.111443e-05 9.970871e-05 0.0002185959
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008005474 0.0004833061 -0.00145071 -0.0001454735
#> Sigma[2,2] 0.0541914012 0.0242032661 0.03173002 0.0937277317
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001531715 0.003094102 -0.006526823 0.001848924
#> Sigma[3,2] -0.057815582 0.057342330 -0.139902165 0.022646722
#> Sigma[3,3] 1.055992520 0.127038611 0.864270505 1.203063479
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002075684 0.003281205 -0.007276607 0.001373512
#> Sigma[4,2] -0.025766969 0.053065769 -0.085421370 0.057842236
#> Sigma[4,3] 1.049747301 0.140581044 0.835602774 1.205383835
#> Sigma[4,4] 1.063277601 0.159897507 0.826788833 1.238281703
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987300731 0.006291723 0.97858688 0.994794956
#> lag1_var2 0.021156908 0.033145191 -0.01909576 0.064571671
#> lag1_var3 0.027219418 0.049961509 -0.02353435 0.101744820
#> lag1_var4 -0.028339995 0.049885770 -0.10224166 0.022941092
#> const 0.404714499 0.139878502 0.25560794 0.601793493
#> exo1 -0.005397344 0.007486008 -0.01686247 0.002456235
#> exo2 -0.049421725 0.015282298 -0.06968529 -0.027020540
#> exo3 0.033182176 0.015279236 0.01694368 0.058806148
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02177760 0.1782726 -0.23845725 0.2502102
#> lag1_var2 0.66826937 0.3774140 0.32462329 1.2774535
#> lag1_var3 0.15525269 0.6312387 -0.48177237 1.1343608
#> lag1_var4 -0.14834308 0.6311461 -1.12736183 0.4810781
#> const 0.21811005 3.9252548 -3.99460661 6.5232915
#> exo1 0.03964198 0.1366940 -0.16066460 0.1863393
#> exo2 0.49547230 0.3775007 0.04451486 1.0108000
#> exo3 -0.60938364 0.2026802 -0.88993001 -0.3874466
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91995847 0.4586941 -1.420375 -0.2236998
#> lag1_var2 6.51361531 2.4624216 3.010331 10.0213764
#> lag1_var3 9.89135735 3.9171554 3.904273 15.1965028
#> lag1_var4 -9.09328612 3.9847020 -14.462090 -3.0045686
#> const 32.22601216 15.5722779 8.784431 50.8957018
#> exo1 -0.57417915 0.7724869 -1.733698 0.3648443
#> exo2 -1.58284479 1.2003127 -3.128852 -0.0106489
#> exo3 -0.09255841 1.1437319 -1.362022 1.8086483
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9266961 0.4607638 -1.409505 -0.18036643
#> lag1_var2 6.8452795 2.4921546 3.283026 10.48666419
#> lag1_var3 9.8174372 3.9746925 3.712229 15.32339587
#> lag1_var4 -9.0036016 4.0406707 -14.575668 -2.80243971
#> const 32.0798189 15.7822503 7.229463 52.10423175
#> exo1 -0.5663721 0.7615714 -1.696627 0.32416942
#> exo2 -1.3258426 1.0404442 -2.650853 0.08214617
#> exo3 -0.4633523 1.0979036 -1.673083 1.34846678
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003232815 7.660817e-05 0.00023956 0.0004403755
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006330103 0.00697325 -0.01028428 0.007795469
#> Sigma[2,2] 3.1002858148 0.94475900 2.12973377 4.657641994
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007344983 0.007171942 -0.008225453 0.0122576
#> Sigma[3,2] -1.7679891964 0.763936917 -2.926530915 -1.1026146
#> Sigma[3,3] 1.9310874117 0.669465620 1.357430990 2.9497025
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008371135 0.004272434 -0.004243961 0.006560448
#> Sigma[4,2] 0.2958650469 0.322844916 -0.198695728 0.757520096
#> Sigma[4,3] 0.8413812757 0.206160802 0.628941864 1.176658798
#> Sigma[4,4] 1.1378902546 0.132782603 0.981648111 1.325847624
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972641938 0.007381771 0.96314462 0.98258858
#> lag1_var2 0.007841367 0.017187594 -0.01329584 0.03450750
#> lag1_var3 0.008888267 0.026500688 -0.02289131 0.05052355
#> lag1_var4 -0.006202314 0.024823071 -0.04466917 0.02427708
#> const 0.437223077 0.115941418 0.30958763 0.62062449
#> exo1 0.007965436 0.020048263 -0.02374379 0.03171803
#> exo2 -0.107048106 0.031296703 -0.15736654 -0.07525949
#> exo3 0.012742766 0.025332263 -0.02403726 0.04675881
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1971285 1.089513 -1.7387792 1.103852
#> lag1_var2 0.4190919 1.194285 -1.2955508 1.873429
#> lag1_var3 -0.4165640 1.832831 -3.0409778 1.793910
#> lag1_var4 0.4843738 1.696830 -1.5958642 2.854418
#> const 2.6556265 19.191046 -22.0042616 31.532698
#> exo1 1.4081666 1.669673 -0.6940498 3.422965
#> exo2 0.5342080 1.547143 -1.4106075 2.916654
#> exo3 -0.1101928 1.695820 -2.8299785 1.523372
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06567239 0.6765399 -0.71656376 1.080454
#> lag1_var2 1.17050759 1.0458845 -0.09272158 2.652200
#> lag1_var3 2.60051756 1.6308117 0.77366242 5.072960
#> lag1_var4 -1.66874193 1.5954570 -4.07352050 0.147605
#> const 4.40479738 14.9986945 -19.00845107 22.055322
#> exo1 -0.02862417 1.6319021 -2.39184648 2.243315
#> exo2 -0.81761812 1.1817057 -2.08150341 1.090578
#> exo3 0.61015715 1.0326411 -0.56902643 2.267953
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1853862 0.5621963 -1.0809006 0.3159897
#> lag1_var2 1.0182341 0.9664437 -0.2118060 2.2586125
#> lag1_var3 1.7002165 1.4558796 -0.1819060 3.5018574
#> lag1_var4 -0.7025015 1.3998070 -2.4320172 1.0722612
#> const 4.6331062 9.8394886 -7.0158515 20.3757877
#> exo1 0.9594730 1.1857106 -0.6504369 2.4218511
#> exo2 -0.4968217 1.3188913 -2.2768535 1.5890272
#> exo3 0.5832662 1.0591965 -0.5463964 2.2507569
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004988993 0.001153779 0.003684761 0.006730312
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01894356 0.00603496 -0.02740891 -0.01214084
#> Sigma[2,2] 0.17951676 0.03790640 0.13226539 0.23357586
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02424421 0.007611655 0.01402206 0.03392776
#> Sigma[3,2] -0.12447695 0.060912509 -0.19961985 -0.04359318
#> Sigma[3,3] 0.39627324 0.083501917 0.27344863 0.50608303
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01640675 0.006918701 0.00678935 0.02523837
#> Sigma[4,2] -0.03406297 0.055296173 -0.09485980 0.03645141
#> Sigma[4,3] 0.38232193 0.094252338 0.26668238 0.52182069
#> Sigma[4,4] 0.42183416 0.115537793 0.32113000 0.60020960
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95202757 0.08896123 0.81453663 1.0702438528
#> lag1_var2 0.16073822 0.14195914 -0.02550533 0.3726227290
#> lag1_var3 0.28419280 0.27461088 -0.08153450 0.6780319332
#> lag1_var4 -0.28354827 0.25724196 -0.65127039 0.0582370608
#> const 1.05679577 1.13858582 -0.44625243 2.7063359118
#> exo1 -0.06013878 0.04404000 -0.11845643 0.0006988016
#> exo2 0.12569942 0.10623268 -0.03819742 0.2455719250
#> exo3 -0.08829042 0.09173470 -0.20388023 0.0562020526
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6304134 0.3363326 0.22859960 1.1761293
#> lag1_var2 -0.2399189 0.6266473 -1.19714700 0.4561768
#> lag1_var3 -1.9660958 1.1711588 -3.65576936 -0.6624170
#> lag1_var4 1.8641886 1.0945898 0.64340164 3.4345460
#> const -6.4499049 3.8086115 -11.64441739 -1.1257176
#> exo1 0.3010145 0.2557584 -0.01756071 0.6386659
#> exo2 2.8296605 0.5228003 2.19007508 3.5852919
#> exo3 0.3831847 0.6784508 -0.60418500 1.2494605
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45527742 0.7308494 -1.6061069 0.2427523
#> lag1_var2 1.00684582 1.0422624 -0.1070079 2.6291583
#> lag1_var3 3.22614036 2.1823847 0.8147272 6.6557650
#> lag1_var4 -2.14460683 2.0754691 -5.4111324 0.1482178
#> const 8.13672040 12.1748300 -4.3346800 27.8656393
#> exo1 -0.60566142 0.6689679 -1.3984952 0.4668857
#> exo2 -1.94596468 0.9324225 -3.2414337 -0.7915259
#> exo3 0.05338897 0.9789678 -1.0859273 1.4908824
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1621787 0.6770603 -1.2218629 0.5509100
#> lag1_var2 0.6314447 0.9015351 -0.4344590 2.0901122
#> lag1_var3 1.7889558 1.9573213 -0.5811819 4.8491328
#> lag1_var4 -0.7117893 1.8657513 -3.6188362 1.5429624
#> const 3.4981646 12.1701342 -9.1012920 22.8991672
#> exo1 -0.5166849 0.8566592 -1.5285837 0.7703921
#> exo2 -0.6393542 0.9138664 -1.8982383 0.6434270
#> exo3 0.2414124 0.9735730 -0.9103314 1.6131497
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009267512 0.0001942169 0.0006973245 0.001242168
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01924871 0.003418281 -0.02420883 -0.01542403
#> Sigma[2,2] 0.75753649 0.134791292 0.62271332 0.96633858
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01256257 0.001627488 0.009829907 0.01410914
#> Sigma[3,2] -0.42125974 0.093460400 -0.536571911 -0.30023324
#> Sigma[3,3] 0.46363742 0.097378921 0.358077924 0.62574952
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007631393 0.002174068 -0.002448748 0.003596254
#> Sigma[4,2] 0.0466046884 0.097563583 -0.068959209 0.189678585
#> Sigma[4,3] 0.2131360219 0.059112832 0.149338643 0.307754159
#> Sigma[4,4] 0.2520669047 0.047800786 0.183417303 0.301882549
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970920918 0.01233245 0.95288175 0.98528419
#> lag1_var2 0.010245700 0.05954774 -0.05791718 0.09440110
#> lag1_var3 0.005183912 0.09585711 -0.10271438 0.13827634
#> lag1_var4 0.001595446 0.09890990 -0.13614661 0.11789264
#> const 0.347792131 0.33583291 -0.07552011 0.81718165
#> exo1 -0.002871894 0.01048097 -0.01595170 0.01261667
#> exo2 -0.064807438 0.02985520 -0.10941785 -0.02761803
#> exo3 0.053150602 0.02271078 0.01710368 0.07754959
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1146913 0.1632314 -0.2861376 0.1402644
#> lag1_var2 0.9404441 1.5029814 -1.1948680 3.0790773
#> lag1_var3 0.1882144 2.4307064 -3.2317736 3.5216237
#> lag1_var4 -0.1109635 2.4848860 -3.6464077 3.3623765
#> const -0.9921856 10.1874364 -14.8074754 12.6850313
#> exo1 -0.4051686 0.4416871 -1.0791505 0.1734293
#> exo2 2.4789508 1.1506490 0.6441482 3.9391519
#> exo3 -0.3673509 0.9806599 -1.3838463 1.1136230
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13928000 0.2382303 -0.1589776 0.4826038
#> lag1_var2 -0.07777237 1.0334481 -1.7024793 0.8686108
#> lag1_var3 0.74043012 1.7905755 -2.1252334 2.4613231
#> lag1_var4 0.16606100 1.7394317 -1.5376497 2.9216793
#> const 1.60714967 2.7057990 -1.9273908 5.4823502
#> exo1 -0.07438538 0.5403397 -0.9676984 0.5679402
#> exo2 -2.26763058 0.5668832 -2.9405137 -1.4853763
#> exo3 0.14834545 0.5940150 -0.6591682 0.8608173
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07161278 0.2984029 -0.2883915 0.5029434
#> lag1_var2 0.23426452 1.1654024 -1.4755915 1.5775342
#> lag1_var3 0.42599189 1.9183249 -2.4350236 2.5841154
#> lag1_var4 0.54690333 1.8954783 -1.5502529 3.3809597
#> const -0.24014486 6.1961607 -9.5426487 6.2537491
#> exo1 -0.33437268 0.4637556 -1.0860252 0.1546285
#> exo2 -0.81209567 0.4435900 -1.2965243 -0.2148448
#> exo3 -0.09092308 0.4343652 -0.5769628 0.5310085
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003684419 4.968968e-05 0.0003055552 0.0004353956
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001673987 0.002571595 -0.004748423 0.002487787
#> Sigma[2,2] 0.514041275 0.136390241 0.339227027 0.722070196
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002609831 0.001750352 -0.004871058 -0.0002722391
#> Sigma[3,2] -0.031219805 0.086646832 -0.153165529 0.0858651556
#> Sigma[3,3] 1.153035681 0.233817114 0.835594826 1.4595252448
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003795942 0.00312421 -0.007607383 0.0009697037
#> Sigma[4,2] 0.305983488 0.09210243 0.143887747 0.3863908034
#> Sigma[4,3] 1.182901380 0.26669404 0.794969863 1.5161589092
#> Sigma[4,4] 1.436521079 0.31230586 0.952726485 1.8163008320
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96921661 0.009888224 0.9573932793 0.98308484
#> lag1_var2 0.05438809 0.038998195 -0.0066681735 0.09969508
#> lag1_var3 0.07356475 0.060940960 -0.0228544380 0.14457250
#> lag1_var4 -0.07172432 0.059112370 -0.1404189260 0.02213882
#> const 0.60627283 0.151729569 0.3967093292 0.82286495
#> exo1 0.01716222 0.012518942 0.0007703405 0.03487771
#> exo2 -0.11334864 0.026631775 -0.1418668349 -0.07617152
#> exo3 0.02061213 0.020068823 -0.0100367532 0.03896909
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8475641 0.4545396 0.07992525 1.3333291
#> lag1_var2 -0.9939719 1.3617529 -2.46544589 1.1829437
#> lag1_var3 -2.4697715 2.0753020 -4.59348880 0.8306607
#> lag1_var4 2.3582547 2.0245176 -0.87405801 4.4040800
#> const -10.7647029 8.3138523 -20.52837712 2.8946932
#> exo1 -0.7719000 0.4424439 -1.26196377 -0.1249123
#> exo2 4.3597988 1.0846137 3.15949342 5.9876793
#> exo3 -0.0198129 0.6633363 -0.98995410 0.8013930
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04077964 0.7628921 -1.1640403 0.9976838
#> lag1_var2 0.99891255 2.6583795 -2.7846162 4.4555459
#> lag1_var3 2.35066289 4.0391032 -3.4137718 7.3734203
#> lag1_var4 -1.41130254 3.9647010 -6.3887388 4.1994190
#> const 2.25937136 14.8696105 -16.1209671 26.0119548
#> exo1 0.40912513 0.7810190 -0.5854675 1.5804961
#> exo2 -6.48514941 0.9542320 -7.7627110 -5.2608972
#> exo3 1.63538778 1.7312351 -0.3424104 4.2204625
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60999805 0.8185334 -0.6838602 1.487068
#> lag1_var2 0.05896871 2.6127179 -3.2158531 3.567036
#> lag1_var3 0.30209645 3.8899883 -4.6625502 5.353411
#> lag1_var4 0.58086123 3.8079982 -4.4137057 5.408609
#> const -6.19883546 16.3836690 -24.4836520 19.095094
#> exo1 -0.07283962 0.8703486 -1.2810469 1.047431
#> exo2 -4.09563167 0.9850681 -5.5521974 -2.790065
#> exo3 1.72641807 1.6528676 -0.2784491 3.970501
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001209031 0.0001854458 0.0009699082 0.001474145
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0229414 0.006430692 -0.03246369 -0.01540091
#> Sigma[2,2] 1.9738351 0.433669793 1.39761360 2.57940221
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009154943 0.006284647 0.0003689353 0.0179330
#> Sigma[3,2] -1.010662474 0.307242307 -1.4060919460 -0.5962885
#> Sigma[3,3] 1.028914108 0.299350869 0.7235752949 1.4915999
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003301356 0.006139144 -0.01037434 0.006146096
#> Sigma[4,2] 0.016728509 0.200744357 -0.30336039 0.231245864
#> Sigma[4,3] 0.569995012 0.224134878 0.35501961 0.924646665
#> Sigma[4,4] 0.655412648 0.189573231 0.47120799 0.939715065
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95412725 0.03195377 0.917806491 1.00067220
#> lag1_var2 0.07181581 0.04997160 0.003165741 0.11942069
#> lag1_var3 0.14138500 0.09746597 0.010735743 0.23413891
#> lag1_var4 -0.13549884 0.08972384 -0.220682415 -0.01462342
#> const 0.86758374 0.46392622 0.195925367 1.48931791
#> exo1 0.00177560 0.03242100 -0.050333158 0.03524989
#> exo2 -0.10629129 0.03936628 -0.161730812 -0.06518338
#> exo3 0.06442662 0.02629207 0.026801315 0.09901159
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6008409 1.058686 -1.6578964 0.8338670
#> lag1_var2 1.5683463 1.959171 -0.6168526 4.2325068
#> lag1_var3 1.0976115 3.761213 -3.2457625 6.1328293
#> lag1_var4 -0.8743440 3.419121 -5.4700519 3.1032759
#> const 2.9336773 9.792574 -10.4605212 15.6000647
#> exo1 -0.8575281 1.139693 -2.2285029 0.8973737
#> exo2 1.4243454 1.735354 -0.8561302 3.9129274
#> exo3 1.4410137 1.459940 -0.5272907 3.4896738
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2134979 0.6387791 -0.4686861 1.1092846
#> lag1_var2 0.3374976 1.1276033 -1.3505543 1.6917320
#> lag1_var3 1.8036931 2.1940101 -1.5135810 4.3996738
#> lag1_var4 -0.9934678 1.9653288 -3.2862125 2.0284734
#> const 5.5839328 6.6540882 -5.4712334 13.0572381
#> exo1 0.7003105 0.7952649 -0.3833362 1.6728533
#> exo2 -1.2589368 1.1058395 -2.7538055 -0.2063101
#> exo3 -0.4372906 1.2005339 -2.2176148 0.8237528
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1286311 0.3550716 -0.5601983 0.4209214
#> lag1_var2 0.9442514 0.7594894 -0.2768373 1.8437171
#> lag1_var3 1.9973765 1.4641247 -0.3283356 3.6614699
#> lag1_var4 -1.0357261 1.3688933 -2.6156046 1.1257423
#> const 6.1341056 5.0585061 -0.1175879 13.4087220
#> exo1 0.2608388 0.4851605 -0.2979843 1.0001947
#> exo2 -0.5821123 1.0776626 -2.4029274 0.5891138
#> exo3 0.3290764 1.0502459 -0.7379653 1.9627105
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00144618 0.000270856 0.001058784 0.001806238
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00754558 0.003931466 -0.01375547 -0.002723266
#> Sigma[2,2] 0.19303351 0.060822695 0.13498284 0.295817698
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003553021 0.002042934 0.001427873 0.006775636
#> Sigma[3,2] -0.106267391 0.035860838 -0.162121074 -0.072070505
#> Sigma[3,3] 0.074029854 0.019769126 0.054543055 0.103659587
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001349436 0.001201023 -0.003253775 6.871523e-05
#> Sigma[4,2] 0.017662436 0.012857254 0.002557100 3.865780e-02
#> Sigma[4,3] 0.007018580 0.008339008 -0.003193191 1.903027e-02
#> Sigma[4,4] 0.019848849 0.007551142 0.011153333 2.961907e-02
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98733986 0.02603642 0.949055126 1.023888004
#> lag1_var2 0.05163948 0.04850595 -0.006609953 0.106713035
#> lag1_var3 0.07226680 0.07300865 -0.013827089 0.156835287
#> lag1_var4 -0.07705139 0.06852210 -0.154841202 0.009700571
#> const 0.55761702 0.34452187 0.116007857 0.982954161
#> exo1 -0.01436305 0.02438303 -0.043683558 0.025490028
#> exo2 -0.02927298 0.02913675 -0.066108850 0.010024499
#> exo3 -0.02635476 0.03258446 -0.078587338 0.005066001
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4939352 0.3658376 -0.04795376 0.92218612
#> lag1_var2 1.9990179 0.6317205 1.18172380 2.89440230
#> lag1_var3 1.5764309 0.9579075 0.35623794 2.95071990
#> lag1_var4 -1.8276264 0.8607894 -3.05958690 -0.67572909
#> const 5.3692255 2.9979269 1.51950762 10.05818294
#> exo1 -0.7059702 0.3187880 -1.15202985 -0.30461815
#> exo2 1.5080480 0.3686695 1.05404902 2.01169299
#> exo3 -0.3730753 0.3254639 -0.75474089 0.06579114
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2670610 0.2886605 -0.5570618 0.20835649
#> lag1_var2 -0.3274190 0.4065125 -0.9646116 0.09069765
#> lag1_var3 0.3680907 0.6149647 -0.5956912 0.99550902
#> lag1_var4 0.7188623 0.5389590 0.1390205 1.55836307
#> const -0.6003629 2.6047665 -3.8107362 3.46193138
#> exo1 0.3831245 0.1745769 0.1527309 0.64473716
#> exo2 -1.6060652 0.2320066 -1.9319858 -1.33778824
#> exo3 0.3874685 0.1345654 0.1640698 0.52981646
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04980352 0.1737378 -0.20216672 0.29150516
#> lag1_var2 0.55467405 0.2100968 0.32698878 0.83428328
#> lag1_var3 0.73966759 0.3134169 0.39986253 1.15213449
#> lag1_var4 0.21305034 0.2810435 -0.16061205 0.51200635
#> const 1.01509410 1.5737129 -0.95396734 3.27647247
#> exo1 -0.06807939 0.1486812 -0.31410128 0.07479458
#> exo2 -0.72079272 0.1041152 -0.83269400 -0.54977308
#> exo3 0.17879110 0.1361715 0.00123437 0.33487052
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000578978 9.546943e-05 0.0004327159 0.0006891957
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01383652 0.002974322 -0.01734973 -0.009444345
#> Sigma[2,2] 0.98528889 0.221150787 0.70357049 1.270142336
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01032797 0.002444454 0.006675298 0.01365506
#> Sigma[3,2] -0.83993891 0.236135693 -1.174603498 -0.51587706
#> Sigma[3,3] 1.04912815 0.223547302 0.791422574 1.36169497
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003299636 0.002308571 0.0002775898 0.006582137
#> Sigma[4,2] -0.356487595 0.155580956 -0.5682491717 -0.130584378
#> Sigma[4,3] 0.664363776 0.130179311 0.5059441537 0.844626017
#> Sigma[4,4] 0.520185567 0.086451403 0.3930507158 0.625418807
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994348108 0.01400669 0.977302857 1.01488187
#> lag1_var2 0.008164202 0.02487571 -0.026557541 0.03838538
#> lag1_var3 0.028411312 0.04655136 -0.036984891 0.08462094
#> lag1_var4 -0.029850927 0.04261222 -0.080162408 0.02949158
#> const 0.288669948 0.18782071 0.006485374 0.52600754
#> exo1 -0.008474815 0.01817181 -0.031151824 0.01820124
#> exo2 -0.080590407 0.03134928 -0.120815331 -0.03445887
#> exo3 0.051742391 0.01737204 0.025478359 0.07310353
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1098079 0.7700580 -0.6754030 1.3579883
#> lag1_var2 0.3469391 1.4148371 -1.9704631 1.7118287
#> lag1_var3 -1.1420721 2.6898318 -5.5086086 1.4915327
#> lag1_var4 1.0699964 2.4535352 -1.3850373 5.0399096
#> const 1.3349716 9.3257974 -13.0650971 12.1989375
#> exo1 0.4866433 0.9685439 -1.0014240 1.7044552
#> exo2 1.0462931 0.8720222 -0.1206727 2.1670618
#> exo3 -0.6067578 0.6055108 -1.3335267 0.2334953
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6288180 0.7789600 -0.459203 1.6358040
#> lag1_var2 -0.6583233 1.1547873 -1.968872 1.0453429
#> lag1_var3 -0.1078339 2.1272550 -2.517881 3.0731038
#> lag1_var4 1.0040190 1.8998545 -1.861507 3.1651059
#> const -9.6229404 10.0698740 -25.115260 3.3025356
#> exo1 -1.0176869 1.3747685 -2.435137 1.2531986
#> exo2 -1.5566361 1.1695468 -3.214940 -0.2222652
#> exo3 2.3853766 0.5341637 1.774207 3.1991479
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7868153 0.4737175 0.1354359 1.5009572
#> lag1_var2 -0.8957065 0.7175976 -1.6819238 0.2262418
#> lag1_var3 -1.4940131 1.3480721 -2.9670389 0.6160566
#> lag1_var4 2.3558051 1.2434542 0.4418426 3.7324515
#> const -11.6139088 6.5932203 -23.1016668 -5.2387172
#> exo1 -0.8291138 1.0404504 -2.1550340 0.7906070
#> exo2 -1.0585154 0.8296732 -2.2550986 -0.1495193
#> exo3 2.1730879 0.4483920 1.5976037 2.8114754
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001331876 0.0004086973 0.000924238 0.00198356
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006682563 0.002976261 -0.01087285 -0.002769696
#> Sigma[2,2] 0.224259271 0.056796230 0.16548992 0.316594496
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00287154 0.002012392 0.0001131266 0.005084895
#> Sigma[3,2] -0.12895328 0.041419715 -0.1887720860 -0.065601441
#> Sigma[3,3] 0.35330512 0.054303840 0.2951514791 0.423240788
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001661532 0.001986149 -0.004042953 0.001040997
#> Sigma[4,2] 0.020213593 0.025616584 -0.013439701 0.052970993
#> Sigma[4,3] 0.284835353 0.072959625 0.192325026 0.380177605
#> Sigma[4,4] 0.316794213 0.083392524 0.218888823 0.436513991
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007636485 0.01738185 0.98986398 1.03525932
#> lag1_var2 0.021910608 0.06010933 -0.06508818 0.09727413
#> lag1_var3 0.037162439 0.08976783 -0.09300470 0.15552288
#> lag1_var4 -0.044877135 0.08919299 -0.16331583 0.08230026
#> const 0.371658491 0.35598428 -0.05215165 0.90832113
#> exo1 0.012161300 0.03685291 -0.02183448 0.07632510
#> exo2 -0.070561899 0.03533961 -0.11874295 -0.01805034
#> exo3 -0.007475104 0.02657326 -0.05032048 0.02614808
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5940612 0.1988434 -0.8912553 -0.36715219
#> lag1_var2 2.6598106 0.6754608 1.6896721 3.59728191
#> lag1_var3 2.7031607 1.0153850 1.2387526 4.11139377
#> lag1_var4 -2.6062537 0.9972622 -3.9859686 -1.16582515
#> const 10.3465373 3.7188129 5.8130424 16.10134725
#> exo1 -0.3275287 0.3814343 -0.9156149 0.04626388
#> exo2 0.7648908 0.4352728 0.1265399 1.28267477
#> exo3 -0.1735949 0.3543127 -0.7601993 0.11706342
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7346933 0.2449663 0.4361087 1.0660635
#> lag1_var2 -0.1770889 0.7317728 -1.2855765 0.8655194
#> lag1_var3 0.8027644 1.2146479 -1.0369552 2.4782153
#> lag1_var4 -0.1143449 1.1665829 -1.7780210 1.6136377
#> const 1.1720361 5.8838354 -5.2939563 10.7910914
#> exo1 0.2740071 0.6465724 -0.8289494 0.9349124
#> exo2 -1.3135107 0.5155502 -2.1360083 -0.6395810
#> exo3 -1.2356183 0.6450803 -1.9877327 -0.2397414
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34744152 0.2273637 0.0400924 0.63644272
#> lag1_var2 1.32183836 0.7038322 0.4750351 2.43884658
#> lag1_var3 2.20877321 1.1406514 0.8065320 4.01696987
#> lag1_var4 -1.44273734 1.1192660 -3.2388138 -0.08738683
#> const 7.01538185 6.0261391 0.5321569 16.90662904
#> exo1 0.05961594 0.6292855 -0.8535221 0.85192420
#> exo2 -0.84215644 0.4804751 -1.5012736 -0.24180868
#> exo3 -1.40094509 0.5798497 -2.0930472 -0.53096167
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002441846 6.359782e-05 0.0001571213 0.0003367296
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002619105 0.0008198237 -0.0004598807 0.001645729
#> Sigma[2,2] 0.0717923580 0.0131616031 0.0581671259 0.091546062
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002452613 0.0008921144 0.001564351 0.003796801
#> Sigma[3,2] -0.057819180 0.0148732541 -0.078155849 -0.034837909
#> Sigma[3,3] 0.171894407 0.0370034978 0.118660136 0.217666174
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002739514 0.00108980 0.001563513 0.004494098
#> Sigma[4,2] -0.022624610 0.01838926 -0.044119762 0.003848696
#> Sigma[4,3] 0.152010189 0.03500164 0.102653549 0.200430828
#> Sigma[4,4] 0.150100088 0.03417496 0.102867187 0.200469162
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00152689 0.007075104 0.989075460 1.008893902
#> lag1_var2 -0.01377724 0.027669782 -0.047817496 0.031609427
#> lag1_var3 -0.02943226 0.047295839 -0.085826423 0.047332964
#> lag1_var4 0.02646805 0.045436550 -0.047233442 0.080931879
#> const 0.16486844 0.119367519 0.014921068 0.331382663
#> exo1 -0.02663248 0.018568349 -0.056608832 -0.004793166
#> exo2 -0.12211995 0.010283530 -0.134483748 -0.105379919
#> exo3 0.02941206 0.015387543 0.007587538 0.049810936
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3560509 0.1061684 -0.4775963 -0.2033986
#> lag1_var2 1.4539589 0.4441037 0.8304981 2.0167697
#> lag1_var3 0.6180060 0.7781334 -0.4683843 1.6213075
#> lag1_var4 -0.4789732 0.7574955 -1.4623865 0.5589770
#> const 1.3406855 1.8034406 -1.5528290 3.3039935
#> exo1 -0.1489460 0.2622450 -0.4884757 0.1902107
#> exo2 2.1070798 0.3158595 1.6255109 2.4831134
#> exo3 -0.6623180 0.3251348 -1.0375905 -0.1705503
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6158404 0.1035961 0.4698757 0.75157507
#> lag1_var2 -2.0187896 0.4235501 -2.6429317 -1.43098144
#> lag1_var3 -1.3187046 0.8269774 -2.4134259 -0.08905768
#> lag1_var4 2.2297264 0.8101298 1.0346413 3.31221176
#> const -6.3398940 2.8174474 -10.1350810 -2.47324188
#> exo1 0.5068563 0.2638913 0.1776896 0.85588916
#> exo2 -2.8396311 0.5928068 -3.5576781 -1.96996927
#> exo3 1.1934265 0.5472070 0.3454464 1.73242438
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4437627 0.1072033 0.3086932 0.5985449
#> lag1_var2 -1.6298571 0.3688515 -2.1478303 -1.1862653
#> lag1_var3 -1.6373670 0.6862437 -2.5607725 -0.7238437
#> lag1_var4 2.6547232 0.6661453 1.7817336 3.5791907
#> const -7.5228583 2.9788130 -11.3627959 -3.6695735
#> exo1 0.4566959 0.2910492 0.1062042 0.8910621
#> exo2 -1.8525373 0.5260761 -2.4571903 -1.0874023
#> exo3 0.9251098 0.5157182 0.1792929 1.5687921
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001690701 0.0004075855 0.001161939 0.002162605
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02569732 0.01054729 -0.04068831 -0.01252233
#> Sigma[2,2] 1.36228061 0.26800814 1.01970751 1.74288971
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02461806 0.01119029 0.0106632 0.04194975
#> Sigma[3,2] -1.27538101 0.24417673 -1.6198271 -0.99488296
#> Sigma[3,3] 1.48558903 0.29219335 1.1007771 1.90542064
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009753581 0.005377282 0.003460078 0.01839758
#> Sigma[4,2] -0.460657245 0.121814158 -0.609947087 -0.29316352
#> Sigma[4,3] 0.747405189 0.189634243 0.501696861 0.98411072
#> Sigma[4,4] 0.501962357 0.136006479 0.317584458 0.68397947
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03261028 0.01831495 1.013053724 1.061246032
#> lag1_var2 -0.03191775 0.01963749 -0.059862083 -0.007434256
#> lag1_var3 -0.04691253 0.03317377 -0.094272999 -0.007291813
#> lag1_var4 0.02905328 0.02886913 -0.005614272 0.068284542
#> const 0.33944808 0.25004083 0.007313121 0.692568019
#> exo1 -0.04570205 0.05318588 -0.118201323 0.023516201
#> exo2 -0.01455244 0.03315750 -0.068216463 0.021233448
#> exo3 0.04324365 0.02567884 0.017374443 0.081116418
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.312012 0.6551052 -3.374891 -1.8096902
#> lag1_var2 2.663645 0.7538186 1.717197 3.6825847
#> lag1_var3 2.656192 1.2869654 1.094489 4.4120394
#> lag1_var4 -1.791006 1.1391383 -3.314507 -0.4481748
#> const 5.771316 9.2228439 -3.542741 20.5088924
#> exo1 -0.190713 2.1017449 -2.654649 2.9570435
#> exo2 2.270803 0.8877673 1.180601 3.6001027
#> exo3 2.789955 1.0550692 1.263006 4.1252447
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2644422 0.7598329 1.5925016 3.57730230
#> lag1_var2 -1.6525868 0.8751119 -2.7783855 -0.45495215
#> lag1_var3 -1.4435969 1.4259700 -3.2866352 0.48601632
#> lag1_var4 1.5539891 1.2081928 -0.1017915 3.02793474
#> const -1.8928358 8.4631370 -14.0556507 8.01821848
#> exo1 -0.2572760 2.0378181 -3.1547653 2.25265148
#> exo2 -3.7149030 1.0670008 -5.3667301 -2.51192502
#> exo3 -0.9694219 0.9736681 -2.5532282 0.02377996
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8880185 0.4818140 0.41726131 1.6449417
#> lag1_var2 -0.4817694 0.6119693 -1.37492888 0.2671131
#> lag1_var3 -0.5552036 0.9876179 -1.97189116 0.6530076
#> lag1_var4 1.2038879 0.8248082 0.18068215 2.3641594
#> const 0.1817973 4.1607599 -6.36372802 5.1286934
#> exo1 -0.3763811 0.9503007 -1.62586875 1.0275860
#> exo2 -2.4716386 0.7513806 -3.57020269 -1.5682221
#> exo3 0.8266522 0.5575491 -0.02891382 1.3275019
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001092601 0.000209552 0.0007412876 0.001323106
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004940218 0.004581027 -0.0002805037 0.01204651
#> Sigma[2,2] 0.722518047 0.144408047 0.5574713778 0.93463039
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002458563 0.004003857 -0.005796284 0.004902844
#> Sigma[3,2] -0.1598119167 0.074724043 -0.239588919 -0.038143430
#> Sigma[3,3] 0.3104212518 0.040832532 0.266223559 0.369540589
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002080382 0.004385691 -0.00395384 0.006680167
#> Sigma[4,2] 0.170036871 0.120748763 0.04445145 0.354585622
#> Sigma[4,3] 0.273719582 0.072370095 0.21715152 0.388623920
#> Sigma[4,4] 0.392739881 0.133181410 0.29571572 0.611655340
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993366419 0.02254858 0.95940242 1.021792348
#> lag1_var2 -0.020081415 0.03670484 -0.07155181 0.023032487
#> lag1_var3 -0.046484795 0.07988774 -0.15384596 0.049284111
#> lag1_var4 0.045682091 0.07265422 -0.04032614 0.142788802
#> const 0.239143431 0.30492983 -0.11076985 0.727628664
#> exo1 -0.038675097 0.02851822 -0.07007960 0.009373886
#> exo2 0.005268982 0.03472237 -0.04233822 0.057904384
#> exo3 0.040436876 0.01733747 0.01800063 0.065422227
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04858241 0.5325966 -0.8565924 0.4789908
#> lag1_var2 0.92161200 0.8731950 0.1182570 2.3584413
#> lag1_var3 0.46213999 1.9077994 -1.5622960 3.5448870
#> lag1_var4 -0.48259731 1.7710812 -3.3786481 1.4008288
#> const 2.69752870 9.0138215 -5.8709474 17.4503636
#> exo1 -0.74311835 0.8964770 -2.1261943 0.2880170
#> exo2 -0.79415935 0.9104747 -2.0855850 0.3458066
#> exo3 -0.72302313 0.8226577 -1.9527786 0.2397834
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7653973 0.3856465 0.3207975 1.32858041
#> lag1_var2 -1.0142451 0.5098593 -1.8398522 -0.39961775
#> lag1_var3 -1.2296632 1.2618164 -3.3539646 0.13904945
#> lag1_var4 1.9055891 1.1489738 0.6394437 3.82494680
#> const -5.6851395 7.5731615 -15.6422748 4.56132627
#> exo1 -1.2618313 0.7795590 -2.0292048 0.06248643
#> exo2 -2.1905702 0.4248837 -2.6948597 -1.58503187
#> exo3 -0.6198893 0.2508577 -0.9785414 -0.27149137
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8625967 0.4030347 0.4369369 1.4956207
#> lag1_var2 -0.9726681 0.6674014 -2.0355978 -0.2676542
#> lag1_var3 -1.8040530 1.4946078 -4.3258968 -0.3821192
#> lag1_var4 2.4805934 1.3665396 1.1536973 4.7743912
#> const -6.7003023 6.3378119 -15.3277304 1.7983277
#> exo1 -1.7628582 0.7496236 -2.5520500 -0.6907531
#> exo2 -2.8082025 0.6217523 -3.8193252 -2.1089655
#> exo3 -1.0191588 0.4697109 -1.6014509 -0.3169529
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01711266 0.004217161 0.01278622 0.02368675
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01638422 0.01155625 -0.03444798 -0.002107085
#> Sigma[2,2] 0.20556509 0.04957912 0.14846022 0.283656371
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005614353 0.007666848 -0.003651105 0.01722603
#> Sigma[3,2] -0.097429741 0.026024940 -0.135721265 -0.06013918
#> Sigma[3,3] 0.145112476 0.036383446 0.095667883 0.19755723
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001370862 0.01008166 -0.01630508 0.009103906
#> Sigma[4,2] -0.013527080 0.03106385 -0.04278793 0.043009533
#> Sigma[4,3] 0.117973641 0.03164484 0.07353455 0.161844510
#> Sigma[4,4] 0.126958646 0.03357718 0.08789621 0.181357018
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86439573 0.03669606 0.827118322 0.92470511
#> lag1_var2 0.13638421 0.09053825 -0.004239421 0.23538843
#> lag1_var3 0.29701596 0.20537459 -0.015253715 0.53637607
#> lag1_var4 -0.25728603 0.20231304 -0.489994742 0.05659658
#> const 1.71136138 0.81945979 0.561637740 2.82361357
#> exo1 -0.02098788 0.10423086 -0.152537143 0.09779304
#> exo2 -0.06690906 0.16989703 -0.266819021 0.17017472
#> exo3 -0.06785943 0.17689726 -0.228289628 0.23521622
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47448004 0.1043405 0.3104903 0.5700095
#> lag1_var2 -0.05734321 0.3759705 -0.5550957 0.4617079
#> lag1_var3 -2.49811395 0.8902390 -3.6294791 -1.1818352
#> lag1_var4 2.41547013 0.9386431 1.0763527 3.6405796
#> const -8.21065978 4.3500805 -14.8121617 -3.2007308
#> exo1 -0.19092103 0.4748745 -0.7422936 0.5810144
#> exo2 0.98492448 0.5533686 0.1692583 1.7295829
#> exo3 0.91530519 0.8545550 -0.1388415 2.2326494
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07489507 0.1080846 -0.2339246 0.05230625
#> lag1_var2 0.84268510 0.1742208 0.6135834 1.09367976
#> lag1_var3 3.04190825 0.4230326 2.4608492 3.60650127
#> lag1_var4 -2.17603479 0.4449520 -2.7532959 -1.54006122
#> const 7.56290773 3.3212625 3.5466233 12.00973308
#> exo1 0.01521428 0.2231842 -0.2751345 0.31467503
#> exo2 -2.26166155 0.3680070 -2.6377603 -1.71365544
#> exo3 -0.76146541 0.7493809 -1.4836874 0.54929724
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1408861 0.09654204 -0.004658815 0.2594703
#> lag1_var2 0.6384378 0.14958649 0.445986462 0.8485245
#> lag1_var3 1.5721178 0.36717382 1.043735063 2.0601109
#> lag1_var4 -0.7205108 0.36856986 -1.225821950 -0.2333506
#> const 2.8705322 2.25918141 -0.385972295 5.5770611
#> exo1 -0.0773671 0.24512398 -0.396533191 0.3001169
#> exo2 -2.1904368 0.43284432 -2.831482451 -1.6933504
#> exo3 -0.4920669 0.59285087 -0.976664083 0.5181671
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001218618 0.0001870441 0.0009460783 0.001460818
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0284698 0.004521533 -0.03472342 -0.02209402
#> Sigma[2,2] 0.9728047 0.214890959 0.72291466 1.31742373
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02643189 0.005335906 0.01964067 0.0320323
#> Sigma[3,2] -1.01954251 0.242447430 -1.40550964 -0.7380804
#> Sigma[3,3] 1.62012370 0.392595012 1.14470572 2.1914694
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005189342 0.003941176 4.644089e-05 0.01090601
#> Sigma[4,2] -0.297158092 0.117342846 -4.699858e-01 -0.15675068
#> Sigma[4,3] 0.882540409 0.232875391 6.113436e-01 1.22983957
#> Sigma[4,4] 0.682363598 0.195263068 4.484881e-01 0.97759174
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997957115 0.02207266 0.96698429 1.02314795
#> lag1_var2 -0.027496630 0.05988730 -0.10343763 0.04063797
#> lag1_var3 -0.034573596 0.07679211 -0.13515315 0.05162993
#> lag1_var4 0.032744478 0.07461872 -0.05068886 0.13147439
#> const 0.221950147 0.30241351 -0.10957175 0.72419752
#> exo1 0.003064076 0.02647750 -0.03626131 0.03671354
#> exo2 -0.101058821 0.04066552 -0.15578191 -0.04334979
#> exo3 0.032775827 0.04371722 -0.01978118 0.10146305
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01486921 0.7190566 -0.9518538 1.011513
#> lag1_var2 1.08748697 2.1450113 -1.2821886 3.436881
#> lag1_var3 0.57974717 2.7653258 -2.5366038 3.750896
#> lag1_var4 -0.59971076 2.7194643 -3.8635429 2.554999
#> const 3.31084707 8.5506613 -9.5813388 14.097291
#> exo1 -0.14590494 1.0209014 -1.5834030 1.271243
#> exo2 1.91036001 1.2304025 0.1827701 3.377139
#> exo3 0.60946151 0.9719312 -0.7215186 1.770922
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0445556 0.8163466 -1.2654258 1.0721190
#> lag1_var2 2.9648298 2.6874022 -0.7641043 6.2450361
#> lag1_var3 4.7335962 3.5692774 -0.2853621 9.2424316
#> lag1_var4 -3.8889403 3.5371291 -8.4778760 0.9876645
#> const 12.3520485 11.3767489 -5.0167529 26.0308681
#> exo1 -0.5578688 1.2973461 -2.2416985 1.3751862
#> exo2 -3.5282680 1.3254526 -5.3558223 -1.4975433
#> exo3 -1.4126929 1.1114011 -2.8241159 0.0957318
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0563477 0.4023042 -0.5897091 0.5369883
#> lag1_var2 3.5810581 1.3119806 1.4842126 5.2978889
#> lag1_var3 4.9088126 1.8093142 2.1038900 7.3129292
#> lag1_var4 -4.0697291 1.8089881 -6.5438932 -1.3415157
#> const 14.1781960 7.1630369 1.6134813 21.0454366
#> exo1 -0.6900280 0.6102855 -1.3833224 0.1987959
#> exo2 -2.1912634 0.7036207 -3.0585331 -1.2941571
#> exo3 -1.0259371 0.6042943 -1.7504780 -0.1067635
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004666193 0.0001092931 0.0003037983 0.0006046782
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01125538 0.003614562 -0.01607292 -0.006363953
#> Sigma[2,2] 0.86778272 0.219414122 0.66346164 1.231086412
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01065904 0.004496466 0.004970648 0.01642322
#> Sigma[3,2] -0.82895961 0.210721747 -1.163055564 -0.62838528
#> Sigma[3,3] 0.99372767 0.223684504 0.763132773 1.36032162
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004078112 0.002977372 0.0007500187 0.007895735
#> Sigma[4,2] -0.322410134 0.111723458 -0.4911186405 -0.187658129
#> Sigma[4,3] 0.527070577 0.126848506 0.3488274377 0.705741685
#> Sigma[4,4] 0.358105152 0.079155136 0.2488918479 0.461389579
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973362210 0.01339902 0.95266977 0.98898440
#> lag1_var2 0.024522956 0.03716602 -0.01983897 0.08201795
#> lag1_var3 0.039984820 0.06231453 -0.03420551 0.13549331
#> lag1_var4 -0.035160939 0.05897396 -0.12501010 0.03588361
#> const 0.437258472 0.13427016 0.28172029 0.64703084
#> exo1 -0.002088942 0.02637438 -0.03361813 0.03756868
#> exo2 -0.059564157 0.03113090 -0.09283812 -0.01094871
#> exo3 0.042652991 0.02454341 0.00366348 0.07528161
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15411750 0.7775329 -0.6328292 1.3995855
#> lag1_var2 2.46830647 1.7836019 -0.4163817 4.4796257
#> lag1_var3 2.77371346 2.9822873 -1.9989121 6.2216773
#> lag1_var4 -2.97705161 2.8010624 -6.3080704 1.4343702
#> const 10.62402844 10.1385247 -3.4736486 24.0706414
#> exo1 -0.67767275 1.2042180 -2.3437564 0.7099315
#> exo2 0.68015383 1.2179471 -0.9965654 2.2931885
#> exo3 -0.09767382 1.0023666 -1.6254246 1.0543872
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4162926 0.9181422 -1.110472 1.237951
#> lag1_var2 -1.0829072 2.1371030 -3.230040 2.567132
#> lag1_var3 -1.0058831 3.5876267 -4.702215 5.031095
#> lag1_var4 1.9330430 3.3748748 -3.685806 5.508637
#> const -7.2628936 12.2947804 -22.516181 10.485352
#> exo1 0.2400307 1.2289527 -1.137880 2.088973
#> exo2 -1.9635911 1.3132078 -3.644852 -0.147995
#> exo3 -0.4313192 1.1056635 -1.585230 1.258838
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53861584 0.5260954 -0.3156694 0.9964086
#> lag1_var2 0.04892623 1.2179612 -1.0636017 2.1339478
#> lag1_var3 0.05428712 2.0550075 -1.8682046 3.5033872
#> lag1_var4 0.76588007 1.9377277 -2.4627700 2.5964696
#> const -2.64054724 7.0255067 -10.3594142 8.0969631
#> exo1 -0.18464997 0.6089896 -0.8831571 0.7481455
#> exo2 -1.59691315 0.7036312 -2.4532412 -0.5131593
#> exo3 -0.46055359 0.7198522 -1.4210717 0.4330629
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003261239 0.000101674 0.0002337968 0.0004972444
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008393353 0.002835064 -0.01224064 -0.00469426
#> Sigma[2,2] 0.587759379 0.116687559 0.45395308 0.75566371
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004681018 0.001631892 0.002564308 0.006885909
#> Sigma[3,2] -0.329274909 0.071806054 -0.420859956 -0.245821301
#> Sigma[3,3] 0.346326518 0.054890587 0.279485917 0.431127783
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006289577 0.001624442 -0.001775752 0.002592605
#> Sigma[4,2] -0.0474433302 0.063111007 -0.141767827 0.039509302
#> Sigma[4,3] 0.2065425990 0.041471921 0.149380204 0.252676021
#> Sigma[4,4] 0.2040766946 0.045748040 0.136485424 0.266684095
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983446092 0.03265039 0.94332073 1.03326197
#> lag1_var2 0.021749025 0.05470401 -0.06369538 0.07900600
#> lag1_var3 0.038018436 0.11454462 -0.13895001 0.16168191
#> lag1_var4 -0.037833641 0.10245591 -0.15070786 0.12112057
#> const 0.437054366 0.33452900 -0.10152358 0.82656056
#> exo1 -0.001534517 0.01543927 -0.02199790 0.02064109
#> exo2 -0.094859483 0.02036852 -0.11748320 -0.06070340
#> exo3 0.066945457 0.01376717 0.05067286 0.08678817
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22665435 0.9930638 -1.9229435 0.6253037
#> lag1_var2 1.80462649 1.7302804 0.0250540 4.8238362
#> lag1_var3 1.80765288 3.6046660 -1.9208558 8.0370135
#> lag1_var4 -1.82035010 3.2454435 -7.4538933 1.5586348
#> const 7.61075496 12.0464052 -3.5393720 28.0075434
#> exo1 0.09907143 0.8584107 -1.2429930 1.0762029
#> exo2 -0.18881124 0.7157090 -1.2897537 0.5073300
#> exo3 0.26196408 0.8531186 -0.7993194 1.3761782
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90296690 0.6189911 0.2411292 1.93801990
#> lag1_var2 -0.91236890 0.8120175 -2.3143962 -0.08054242
#> lag1_var3 -0.97043730 1.6367178 -3.7795320 0.72196821
#> lag1_var4 1.56102008 1.4038568 0.1057089 3.96287310
#> const -5.91995427 6.4180326 -15.1460123 1.75942452
#> exo1 0.19149900 0.6016961 -0.4772176 0.96408037
#> exo2 -1.01698171 0.6353697 -1.7329423 -0.04790826
#> exo3 -0.08095846 0.4766061 -0.6423937 0.58867942
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85934739 0.4429722 0.1726943 1.3752147
#> lag1_var2 -0.35505022 0.6998803 -1.2694048 0.5161422
#> lag1_var3 -0.75156932 1.4102533 -2.5907529 1.0871024
#> lag1_var4 1.33741976 1.2381736 -0.3117336 2.9918281
#> const -4.17343790 3.9679921 -8.7115440 1.7876886
#> exo1 0.26339863 0.3985360 -0.3102256 0.7106991
#> exo2 -1.22393547 0.3810663 -1.7220797 -0.6885384
#> exo3 0.05501351 0.3696836 -0.3577238 0.6135247
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004470425 0.0001161143 0.0002895046 0.0005893623
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003879647 0.002344231 -0.006737881 -0.000751032
#> Sigma[2,2] 0.277157336 0.079805469 0.179972622 0.379235847
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006547123 0.004845048 0.0009227985 0.01398449
#> Sigma[3,2] -0.293809925 0.109241677 -0.4677088470 -0.19609644
#> Sigma[3,3] 0.874647249 0.219199344 0.6664889658 1.26050227
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004259246 0.004484204 -0.001253082 0.011168939
#> Sigma[4,2] -0.123080080 0.098106200 -0.283812874 -0.006076221
#> Sigma[4,3] 0.736491522 0.179549319 0.567869082 1.049085105
#> Sigma[4,4] 0.707124704 0.143785590 0.554170223 0.938915087
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96508365 0.03081042 0.9225265321 1.006237044
#> lag1_var2 0.03101773 0.06330500 -0.0516417144 0.117770218
#> lag1_var3 0.05344738 0.10005379 -0.0775858870 0.191930612
#> lag1_var4 -0.04878524 0.09393494 -0.1789046731 0.073811344
#> const 0.54749316 0.35306357 0.0924059011 1.026927702
#> exo1 -0.01736636 0.02032559 -0.0518090976 0.006342244
#> exo2 -0.11805262 0.02305150 -0.1508931032 -0.085964186
#> exo3 0.02542324 0.02064489 -0.0002856797 0.058566328
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60204262 0.8084322 -1.6846475 0.5486723
#> lag1_var2 2.37385889 1.3954101 0.4379061 4.1611186
#> lag1_var3 2.32280468 2.1749339 -0.6411586 5.1803896
#> lag1_var4 -2.22568624 2.0383972 -4.9248749 0.5441703
#> const 8.64619109 10.3673724 -6.2245957 22.1084913
#> exo1 -0.03395202 0.4944128 -0.7316720 0.5616973
#> exo2 1.51188417 0.4563512 0.8639380 2.0756852
#> exo3 -0.90156224 0.5006480 -1.7237362 -0.3371802
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25354028 0.9331201 -1.5687639 1.1136296
#> lag1_var2 0.24496890 2.1184982 -3.1296521 2.5280517
#> lag1_var3 0.78132184 3.3515698 -4.4512147 4.3195455
#> lag1_var4 0.21296720 3.1595550 -3.0792376 5.1703192
#> const 3.42736786 10.1609365 -8.7053268 18.2904957
#> exo1 -0.05358671 0.4949769 -0.8428060 0.4810618
#> exo2 -2.16941358 1.1315476 -3.6242534 -0.5576573
#> exo3 2.18982072 0.7737263 0.9400045 3.0785514
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71081314 0.7739552 -1.7408694 0.3999047
#> lag1_var2 1.51281128 1.7835037 -1.2654823 3.4845701
#> lag1_var3 1.82850869 2.8237664 -2.6048762 4.8537145
#> lag1_var4 -0.73389626 2.6461720 -3.5136587 3.4021967
#> const 7.96590135 6.7270483 0.7843815 17.0499232
#> exo1 -0.06720977 0.3586175 -0.5733131 0.3403109
#> exo2 -1.24358711 1.0619909 -2.5871371 0.3249786
#> exo3 1.70365394 0.8420165 0.4321944 2.7434511
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000436777 7.335093e-05 0.0003442925 0.0005234562
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 7.384834e-05 0.004667677 -0.006614234 0.005532226
#> Sigma[2,2] 9.108171e-01 0.231422747 0.592458113 1.208527185
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005422762 0.001278599 -0.0006991567 0.00267445
#> Sigma[3,2] -0.2023289413 0.085338563 -0.3269539984 -0.10195642
#> Sigma[3,3] 0.3715579483 0.061539190 0.2620966482 0.42552167
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005838923 0.00248084 -0.003318683 0.003344501
#> Sigma[4,2] 0.1802340726 0.05767721 0.091155847 0.248577342
#> Sigma[4,3] 0.3372021678 0.08212463 0.195144486 0.392278313
#> Sigma[4,4] 0.4718543925 0.10043101 0.303944332 0.567611865
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96719515 0.008810101 0.958667503 0.980981912
#> lag1_var2 0.03802339 0.010901532 0.025959671 0.051810015
#> lag1_var3 0.09063076 0.028711484 0.055185879 0.123837339
#> lag1_var4 -0.08745598 0.025594561 -0.120774032 -0.058025283
#> const 0.66090049 0.198694173 0.410354287 0.943442787
#> exo1 0.02672936 0.016500638 0.009119859 0.051354042
#> exo2 -0.02861210 0.019485116 -0.060320543 -0.008304447
#> exo3 0.01282977 0.021028565 -0.011748331 0.044700932
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.413543368 0.4819081 -0.1207128 1.1142481
#> lag1_var2 0.741650596 0.6377392 -0.1673129 1.6062368
#> lag1_var3 -0.116860325 1.6496797 -2.3500650 2.1752020
#> lag1_var4 -0.001783855 1.4619546 -2.0347744 1.9524450
#> const -2.238126968 9.7213960 -13.9640081 12.4168659
#> exo1 -0.524867064 0.6159437 -1.2545413 0.4493413
#> exo2 2.863350809 0.6773277 1.9516364 3.8635509
#> exo3 1.374167733 0.7812116 0.5846260 2.6966091
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08215495 0.2642460 -0.4748666 0.2849664
#> lag1_var2 0.60801502 0.3801127 0.2554204 1.2185938
#> lag1_var3 2.23733652 0.9836583 1.4219934 3.8684702
#> lag1_var4 -1.37456166 0.9064142 -2.8820879 -0.5190939
#> const 5.48995967 6.0926092 -3.4619879 12.9746623
#> exo1 0.32690164 0.5155277 -0.5624506 0.8550780
#> exo2 -0.42270758 0.5226350 -1.1838647 0.2042445
#> exo3 -1.06958427 0.5974045 -1.8543267 -0.2953726
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08403297 0.2165305 -0.23800386 0.320387540
#> lag1_var2 0.76298401 0.4562132 0.28466656 1.529419877
#> lag1_var3 1.82890052 1.0936469 0.72680521 3.703853594
#> lag1_var4 -0.98798904 1.0380509 -2.68412803 0.214763700
#> const 3.44190575 4.0198701 -3.04510342 7.452102041
#> exo1 0.14114915 0.6320011 -0.79322670 0.856176772
#> exo2 0.85737696 0.5705194 -0.02060971 1.547444537
#> exo3 -0.67047570 0.4902947 -1.39701908 -0.001792854
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002890934 4.797537e-05 0.0002251192 0.0003541619
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003025261 0.00058303 -0.003787825 -0.002347328
#> Sigma[2,2] 0.097475641 0.02453619 0.068243191 0.135199866
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003459634 0.000937702 0.002282894 0.004561822
#> Sigma[3,2] -0.098480627 0.031090250 -0.150001179 -0.067687647
#> Sigma[3,3] 0.133051816 0.039687017 0.095229438 0.196317442
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001678759 0.0006508868 0.0008270054 0.002479339
#> Sigma[4,2] -0.040339006 0.0186697157 -0.0697996248 -0.022389870
#> Sigma[4,3] 0.075829010 0.0222484420 0.0531122875 0.111724329
#> Sigma[4,4] 0.053435592 0.0126657690 0.0394236123 0.073221388
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97523590 0.01112031 9.630397e-01 0.9915857144
#> lag1_var2 0.03855731 0.02931450 -9.339184e-03 0.0690369412
#> lag1_var3 0.05808274 0.04783625 -1.722551e-02 0.1100376097
#> lag1_var4 -0.05481549 0.04674858 -1.058361e-01 0.0187748688
#> const 0.51688047 0.20972861 1.816553e-01 0.7517744248
#> exo1 -0.01852273 0.01263036 -3.585562e-02 -0.0008806023
#> exo2 -0.05731874 0.01483927 -7.748174e-02 -0.0374521813
#> exo3 0.01750386 0.01443370 4.020286e-05 0.0419895236
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24281407 0.1873248 -0.50102901 -0.01407873
#> lag1_var2 0.82521534 0.6836294 -0.03167666 1.65510530
#> lag1_var3 -0.28387547 1.1439974 -1.73113301 1.16974638
#> lag1_var4 0.38329408 1.1225939 -1.08212148 1.79403349
#> const 0.96514176 3.9499217 -3.08289939 6.27915341
#> exo1 0.06531926 0.2590491 -0.18592750 0.48136578
#> exo2 0.63608613 0.2704996 0.37363427 1.09666709
#> exo3 -0.05106653 0.3175695 -0.40685156 0.44557605
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.465141863 0.2375748 0.1514267 0.7774026
#> lag1_var2 -0.442245283 0.7231164 -1.3888814 0.6060849
#> lag1_var3 0.789046067 1.1903010 -0.7779075 2.4587020
#> lag1_var4 0.013714845 1.1494773 -1.6101043 1.5132222
#> const -0.250095463 4.0529618 -4.9752665 5.8280575
#> exo1 -0.152992541 0.3030265 -0.5970437 0.2100929
#> exo2 -0.906229488 0.3597866 -1.4641370 -0.4857381
#> exo3 -0.005532328 0.4285096 -0.5528823 0.5319698
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33196791 0.1734926 0.10359481 0.5986765
#> lag1_var2 -0.23518732 0.4667028 -0.98271681 0.2810366
#> lag1_var3 0.14454066 0.7398158 -1.01567006 0.9832054
#> lag1_var4 0.73428330 0.7067678 -0.07809249 1.8438738
#> const -1.00495039 2.9230076 -5.52300308 3.1446660
#> exo1 -0.11508837 0.2007465 -0.39001981 0.1737776
#> exo2 -0.53434191 0.2273246 -0.87483573 -0.2613397
#> exo3 -0.04086391 0.2721044 -0.34396413 0.3676644
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001426642 0.0003018793 0.001044521 0.001811264
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02666022 0.00905132 -0.0416993 -0.01742706
#> Sigma[2,2] 1.35930955 0.52216719 0.9308017 2.24573421
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01730448 0.006151565 0.0106106 0.026778
#> Sigma[3,2] -0.92109641 0.357842394 -1.5064895 -0.637629
#> Sigma[3,3] 0.67698656 0.246598346 0.4648025 1.091791
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001913134 0.001436642 -0.003908633 -0.0001116132
#> Sigma[4,2] 0.049460039 0.040317207 -0.000232552 0.1061263795
#> Sigma[4,3] 0.022691510 0.034329024 -0.030270628 0.0626358107
#> Sigma[4,4] 0.061740065 0.011790023 0.048353269 0.0792801338
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.065282942 0.02162221 1.03542478 1.093911662
#> lag1_var2 0.052084380 0.07443374 -0.04065546 0.153076633
#> lag1_var3 0.050906456 0.10685857 -0.08313917 0.197691800
#> lag1_var4 -0.081208325 0.10785833 -0.22977480 0.054342847
#> const 0.391825081 0.47053977 -0.08253314 1.130558022
#> exo1 0.008960546 0.02273146 -0.02856164 0.035441382
#> exo2 -0.068485116 0.04229262 -0.12730182 -0.013554135
#> exo3 -0.040647010 0.02308658 -0.07215824 -0.009350328
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8998191 0.4420409 -2.493353397 -1.3385578
#> lag1_var2 1.5494460 1.4733376 -0.277447415 3.8429496
#> lag1_var3 1.2238398 2.1343974 -1.454612432 4.5382733
#> lag1_var4 -0.6387056 2.1230072 -3.902765497 2.0847878
#> const 9.4918172 8.4634679 -0.771210376 20.2611734
#> exo1 -1.0934363 1.0873003 -2.606342812 0.3391159
#> exo2 1.1472905 1.3204081 -0.529862437 2.8873023
#> exo3 1.5391439 0.9280129 -0.004623931 2.4714579
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0285233 0.4184877 0.5026975 1.6496972
#> lag1_var2 0.1802527 1.3171429 -1.8851807 1.8761350
#> lag1_var3 1.0116885 1.9052580 -1.9773609 3.4770711
#> lag1_var4 -0.3954390 1.8906142 -2.8730890 2.5323989
#> const -0.5130029 6.4039909 -9.5358988 6.9861110
#> exo1 1.2695388 0.7893279 0.1284302 2.3452777
#> exo2 -1.6627061 1.0080168 -3.0810618 -0.4550759
#> exo3 -0.7626432 0.6567844 -1.3422459 0.3595215
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3399453 0.1266084 -0.4973925500 -0.1334192
#> lag1_var2 0.9272516 0.4388695 0.1790967131 1.3690652
#> lag1_var3 1.3897473 0.6118831 0.3519826148 2.0237213
#> lag1_var4 -0.3325908 0.6151052 -0.9737975944 0.7115980
#> const 4.9438878 1.8600596 2.0888469240 7.0220641
#> exo1 0.5273034 0.1740205 0.2524516534 0.7318556
#> exo2 -0.8936907 0.3077719 -1.3368803211 -0.5219953
#> exo3 0.3445770 0.2527628 0.0004089821 0.6582586
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004097183 0.0001015928 0.0002831945 0.0005557463
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004031562 0.0005763912 -0.001124818 0.0004930868
#> Sigma[2,2] 0.0467999726 0.0117217726 0.030882040 0.0616697795
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005819849 0.0005667708 -0.0001771153 0.001384529
#> Sigma[3,2] -0.0471139254 0.0126446806 -0.0622693782 -0.029794497
#> Sigma[3,3] 0.0568042280 0.0146434946 0.0384110347 0.073485070
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003096289 0.0002721015 -3.527705e-05 0.0006895855
#> Sigma[4,2] -0.0128561042 0.0045190297 -1.911573e-02 -0.0072583132
#> Sigma[4,3] 0.0226236089 0.0058722740 1.522507e-02 0.0290320442
#> Sigma[4,4] 0.0135784239 0.0032591251 9.215788e-03 0.0174530014
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02168444 0.01661964 0.999205261 1.044349823
#> lag1_var2 -0.06285835 0.04234846 -0.124044336 -0.004492654
#> lag1_var3 -0.08570743 0.05801221 -0.173324247 -0.009699933
#> lag1_var4 0.07999577 0.06291893 -0.001070537 0.175180913
#> const -0.07695386 0.24828323 -0.427999335 0.243681662
#> exo1 -0.02540036 0.02000108 -0.048197658 0.004024828
#> exo2 -0.04887534 0.02129105 -0.074799283 -0.019781135
#> exo3 0.01937620 0.02392820 -0.013091986 0.056125935
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31275919 0.2332227 0.04864060 0.6763778
#> lag1_var2 -0.21495560 0.3508626 -0.72178804 0.2382864
#> lag1_var3 -1.63382113 0.4664785 -2.27533705 -1.0157714
#> lag1_var4 1.58744781 0.5011055 0.87307290 2.2238267
#> const -4.15481643 1.7579872 -6.00378553 -1.3494616
#> exo1 -0.01223084 0.2238877 -0.34905166 0.2700180
#> exo2 0.22840687 0.2588343 -0.06546146 0.6341148
#> exo3 0.02387452 0.1903793 -0.28599153 0.2338636
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13854823 0.2338092 -0.2255952 0.4527622
#> lag1_var2 0.92063315 0.4960159 0.2953297 1.6163749
#> lag1_var3 2.38347129 0.6635523 1.5355594 3.2979747
#> lag1_var4 -1.49602902 0.7009132 -2.4520347 -0.6081540
#> const 5.09456064 2.6785365 1.1867279 8.4630544
#> exo1 0.05341202 0.2662105 -0.3336176 0.3722729
#> exo2 -0.69833844 0.2748056 -1.1078449 -0.3503885
#> exo3 0.40125993 0.1823698 0.2029584 0.6951263
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38023089 0.09337368 0.27843503 0.5054429
#> lag1_var2 0.44651054 0.29820044 0.09615906 0.8678684
#> lag1_var3 0.75494941 0.40298866 0.26223120 1.3103505
#> lag1_var4 0.11091563 0.41662610 -0.44676496 0.6186676
#> const 0.83760088 1.73796857 -1.45841648 3.4525083
#> exo1 0.04713117 0.12660085 -0.14447330 0.1757628
#> exo2 -0.56602091 0.09965453 -0.67477534 -0.4123078
#> exo3 0.43881489 0.06394572 0.34664398 0.5164453
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002782374 0.0005143755 0.00220805 0.003534948
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002587873 0.001106174 0.001096757 0.003847818
#> Sigma[2,2] 0.018734827 0.003836466 0.012361500 0.022564388
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01983720 0.005319643 -0.02754726 -0.0122085173
#> Sigma[3,2] -0.02612304 0.016692460 -0.04575075 -0.0001762493
#> Sigma[3,3] 0.50291643 0.139904245 0.34506192 0.7299627928
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01834804 0.00531692 -0.02594529 -0.01026637
#> Sigma[4,2] -0.01389667 0.01704666 -0.03304435 0.01464743
#> Sigma[4,3] 0.49731061 0.14293269 0.33465715 0.72610713
#> Sigma[4,4] 0.50010002 0.14636280 0.33206621 0.72933004
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92682124 0.03878116 0.87090335 0.98380094
#> lag1_var2 0.08840332 0.14732181 -0.09491784 0.31902383
#> lag1_var3 -0.02332120 0.19911624 -0.25358033 0.29049152
#> lag1_var4 0.03711130 0.19456500 -0.26856867 0.26040981
#> const 0.42768710 0.48717904 -0.27333658 1.06335725
#> exo1 0.02997694 0.04063522 -0.01796644 0.08503064
#> exo2 -0.18016487 0.04017713 -0.23194112 -0.12708628
#> exo3 -0.08182116 0.04399628 -0.16053183 -0.04185694
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14940390 0.1199689 0.01731403 0.33683628
#> lag1_var2 0.58927494 0.4147821 0.05183845 1.20106741
#> lag1_var3 -0.44040871 0.5747751 -1.21153215 0.43999052
#> lag1_var4 0.41773339 0.5663689 -0.45006154 1.17889858
#> const -1.34900960 2.0078233 -4.56408215 0.93978610
#> exo1 -0.03123684 0.1130712 -0.20808366 0.09497785
#> exo2 0.25365850 0.1123565 0.12901804 0.41129344
#> exo3 -0.48510604 0.1300182 -0.68242128 -0.33246260
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2441252 0.7239396 -1.34389761 0.4466467
#> lag1_var2 2.0186337 2.0545989 -0.24783431 4.8386876
#> lag1_var3 5.0668722 2.8521856 1.82048359 8.9083808
#> lag1_var4 -4.1532965 2.8151311 -7.96049816 -0.9404590
#> const 13.1524257 12.9862790 -0.44427498 32.6823504
#> exo1 -0.1060579 0.5202662 -0.97510270 0.5076590
#> exo2 0.6347286 0.6781824 -0.27492071 1.5649884
#> exo3 0.9665381 0.8865928 -0.07224779 2.3323112
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1267782 0.7435373 -1.23605287 0.6971355
#> lag1_var2 2.1065761 2.0488815 -0.11686742 4.8735725
#> lag1_var3 4.3179461 2.8246446 1.14690732 8.1098088
#> lag1_var4 -3.4056741 2.7875565 -7.16114135 -0.2799192
#> const 10.9199016 13.3659734 -5.05860149 30.4722539
#> exo1 -0.1253600 0.5208963 -0.95949160 0.5159289
#> exo2 0.8003897 0.6711789 -0.06594119 1.7035201
#> exo3 0.6511299 0.8636034 -0.42020235 1.9323972
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008067165 0.002020647 0.005379763 0.01064714
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001942278 0.00274118 -0.006687175 0.0007603057
#> Sigma[2,2] 0.031370930 0.00578223 0.025444096 0.0411084043
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03374018 0.01391375 -0.05156584 -0.015358578
#> Sigma[3,2] -0.02896768 0.01919086 -0.05943995 -0.005881011
#> Sigma[3,3] 0.57482308 0.07907402 0.46157854 0.664712766
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.035738626 0.01412472 -0.05440418 -0.01696953
#> Sigma[4,2] -0.005833204 0.01829396 -0.03249257 0.01568453
#> Sigma[4,3] 0.557223932 0.08031342 0.44498229 0.65858902
#> Sigma[4,4] 0.556906457 0.08393461 0.44519865 0.67465810
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012445766 0.03740896 0.9672913 1.07003939
#> lag1_var2 -0.010223910 0.19366481 -0.2124205 0.28279624
#> lag1_var3 -0.071157811 0.30300156 -0.4617895 0.36778153
#> lag1_var4 0.069276341 0.30230594 -0.3690525 0.45708386
#> const -0.122656230 0.95140321 -1.5847446 0.91211785
#> exo1 -0.036458591 0.08665085 -0.1704503 0.07088656
#> exo2 -0.008447816 0.08394368 -0.1357741 0.08313574
#> exo3 0.020820569 0.10635424 -0.1196337 0.16660813
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10917450 0.1042528 -0.21670241 0.05986567
#> lag1_var2 1.08268333 0.5625874 0.07374828 1.59558714
#> lag1_var3 0.54241605 0.9356078 -1.03399164 1.51916746
#> lag1_var4 -0.53771189 0.9364679 -1.50593423 1.04341143
#> const 2.36165514 2.6371877 -2.06520855 4.71150522
#> exo1 -0.16796457 0.1513480 -0.37316139 0.04600069
#> exo2 0.08100798 0.1231586 -0.06233276 0.25601979
#> exo3 0.14399423 0.1859203 -0.13990961 0.35085966
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14737128 0.2935339 -0.2595677 0.5921650
#> lag1_var2 -0.84986471 1.3212819 -2.7822468 0.6353908
#> lag1_var3 1.01427314 2.2711187 -2.4467936 3.1537925
#> lag1_var4 -0.05449238 2.2526277 -2.1894073 3.3773810
#> const 0.17871461 5.8234860 -8.5422575 7.6287607
#> exo1 -0.09181202 1.0397731 -1.4645456 1.4454127
#> exo2 -1.96329961 0.7043625 -3.0052024 -1.1548142
#> exo3 -0.03802870 0.7320842 -1.0070688 0.9402909
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07237347 0.3027000 -0.3038771 0.531433
#> lag1_var2 -0.27876916 1.4945850 -2.4253748 1.435598
#> lag1_var3 1.11679634 2.3884718 -2.6020611 3.486347
#> lag1_var4 -0.14779743 2.3672425 -2.4909774 3.541543
#> const 1.37511603 5.8528061 -7.6504934 8.865196
#> exo1 -0.20953095 0.9650628 -1.4783189 1.227292
#> exo2 -1.93017986 0.6750397 -2.9177733 -1.082796
#> exo3 0.05577666 0.7175724 -0.9466929 1.074847
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005903891 0.0001645038 0.0004554932 0.0008619002
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01363059 0.003495576 -0.01923611 -0.009985553
#> Sigma[2,2] 0.54990900 0.087458923 0.44740845 0.654620908
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01560566 0.00480287 0.01090268 0.02382189
#> Sigma[3,2] -0.59155179 0.10480607 -0.74724388 -0.46893779
#> Sigma[3,3] 0.75159320 0.14682740 0.60688745 0.99355809
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007529997 0.002860775 0.004918298 0.0124866
#> Sigma[4,2] -0.264646769 0.060014936 -0.358941644 -0.2024569
#> Sigma[4,3] 0.403467030 0.091836891 0.309842389 0.5548875
#> Sigma[4,4] 0.249851718 0.060334311 0.187332740 0.3467610
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98125341 0.008462424 0.97102370 0.99367706
#> lag1_var2 0.08466027 0.030840458 0.04399602 0.12486523
#> lag1_var3 0.12141782 0.051454243 0.05619197 0.19144567
#> lag1_var4 -0.12536653 0.050665592 -0.19454438 -0.05943529
#> const 0.77402791 0.134925422 0.60653631 0.94450575
#> exo1 -0.01162034 0.027036845 -0.05072018 0.01933343
#> exo2 -0.02260794 0.024891744 -0.05702385 0.01259204
#> exo3 0.01332685 0.024668208 -0.01757120 0.04475644
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76344036 0.2837490 -1.1705457 -0.4648331
#> lag1_var2 0.64204537 1.0969915 -0.3776705 2.3604513
#> lag1_var3 -0.03506981 1.6311581 -1.4061094 2.5977459
#> lag1_var4 0.39663030 1.5986129 -2.1170671 1.7545842
#> const -0.17918824 5.2410978 -8.4593588 6.4917328
#> exo1 -0.08542671 0.6311739 -0.8410724 0.9444856
#> exo2 0.09424094 0.5495453 -0.6512426 0.7951782
#> exo3 0.02903956 0.8169059 -1.2172586 0.8511969
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03259319 0.3761845 0.4300778 1.4152615
#> lag1_var2 0.05687278 1.2119103 -1.7795272 1.3290609
#> lag1_var3 0.71607511 1.9076632 -2.2188365 2.7700423
#> lag1_var4 -0.19411959 1.8341969 -2.1501319 2.5900900
#> const 0.46710675 5.0163532 -4.4131706 9.2566876
#> exo1 -0.42549901 0.7746391 -1.4827243 0.6754367
#> exo2 -0.80896902 0.6301175 -1.4769541 0.2196288
#> exo3 -0.25280626 0.9218599 -1.3426788 1.0347920
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5871968 0.2792297 0.1145341 0.8866652
#> lag1_var2 0.1959216 0.6653156 -0.6051994 1.0712080
#> lag1_var3 0.2755735 1.1066153 -1.0744069 1.7662644
#> lag1_var4 0.4768396 1.0651886 -0.9680439 1.7443220
#> const -0.8052753 2.3717674 -3.0778301 3.3354833
#> exo1 -0.4975808 0.4626937 -0.9744991 0.1805368
#> exo2 -0.7709578 0.3484299 -1.1449686 -0.1788153
#> exo3 -0.2367923 0.5494192 -0.9772069 0.4538693
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006249865 0.002261532 0.00386727 0.00951291
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001041251 0.002789336 -0.003332518 0.00452425
#> Sigma[2,2] 0.055135175 0.014618759 0.037189818 0.07540098
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002612687 0.004689472 -0.006189655 0.007390773
#> Sigma[3,2] -0.0422740659 0.020648318 -0.064532267 -0.010496805
#> Sigma[3,3] 0.2485082156 0.052608509 0.173884162 0.326351435
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001267309 0.006293495 -0.007020283 0.01102309
#> Sigma[4,2] -0.004698315 0.019737654 -0.023721467 0.02857215
#> Sigma[4,3] 0.223490896 0.048416491 0.159871487 0.29925558
#> Sigma[4,4] 0.224258089 0.047817569 0.163270532 0.29334908
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78949013 0.10513357 0.66666583 0.94610505
#> lag1_var2 0.64003770 0.19796871 0.36545768 0.90656368
#> lag1_var3 0.87254314 0.28430923 0.47941903 1.23259414
#> lag1_var4 -0.85788242 0.26863342 -1.21010839 -0.49165230
#> const 4.28337517 1.34759846 2.21940987 5.85135959
#> exo1 0.01572624 0.06043646 -0.07850271 0.07972931
#> exo2 -0.03802877 0.05274417 -0.10076545 0.04569915
#> exo3 -0.04666443 0.07962008 -0.12435744 0.08429595
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02966650 0.1311975 -0.142325402 0.2162729
#> lag1_var2 0.23945495 0.5053995 -0.526980316 0.8162723
#> lag1_var3 -0.68633299 0.7804442 -1.925094768 0.1027684
#> lag1_var4 0.71642707 0.7507445 -0.063487815 1.9103722
#> const -2.35642518 2.2764046 -5.150855458 1.0973691
#> exo1 0.20399553 0.1640541 -0.003326865 0.4385065
#> exo2 1.33749584 0.1754575 1.118864747 1.5991890
#> exo3 -0.03160843 0.3918273 -0.583926475 0.4562888
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87879505 0.3545136 0.4529758 1.3952482
#> lag1_var2 -0.51510809 1.5768944 -2.5788909 1.7318968
#> lag1_var3 -0.71663425 2.0506722 -3.2764276 2.3414617
#> lag1_var4 1.43241459 2.0324485 -1.5900806 4.0047907
#> const -3.34497626 5.8887626 -10.6709388 4.6512440
#> exo1 -0.61491222 0.5741667 -1.3531616 0.1505433
#> exo2 -4.32192969 0.5471927 -5.1366103 -3.6588047
#> exo3 0.06029538 0.7324522 -1.0253862 0.9621286
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90242247 0.3189850 0.53556555 1.3720954
#> lag1_var2 -0.57041509 1.4252300 -2.54737165 1.2189947
#> lag1_var3 -1.51571182 1.7841842 -3.89955122 0.7797912
#> lag1_var4 2.26212493 1.7782249 -0.02890675 4.6727142
#> const -5.72200079 5.7977426 -13.01176937 2.8426674
#> exo1 -0.48805577 0.5502737 -1.16892445 0.2638968
#> exo2 -3.47610553 0.4724431 -4.19772422 -2.8533192
#> exo3 0.05529513 0.6297617 -0.93493402 0.8579464
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002148942 4.208416e-05 0.0001686123 0.000285473
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001458782 0.0007022019 0.000674775 0.002629032
#> Sigma[2,2] 0.071351620 0.0182365213 0.054188233 0.101743720
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002266141 0.000694378 -0.003229777 -0.001404823
#> Sigma[3,2] -0.064141207 0.014092302 -0.085185630 -0.048085736
#> Sigma[3,3] 0.079210609 0.015066034 0.061323879 0.099213473
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001430955 0.000346365 -0.001891921 -0.0009481281
#> Sigma[4,2] -0.021212306 0.006966429 -0.031251600 -0.0131055652
#> Sigma[4,3] 0.041706180 0.009496005 0.029820804 0.0550300664
#> Sigma[4,4] 0.030128670 0.006122182 0.022079946 0.0388017701
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983906126 0.010358019 0.967335773 0.99491580
#> lag1_var2 0.040402973 0.060671716 -0.022928169 0.13165041
#> lag1_var3 0.076663308 0.096482796 -0.019254280 0.22192452
#> lag1_var4 -0.078024018 0.097084663 -0.224035237 0.01835410
#> const 0.528877212 0.280599814 0.269347708 0.96714471
#> exo1 0.005045231 0.008839715 -0.003912608 0.02003944
#> exo2 -0.060309476 0.023054813 -0.096765445 -0.03557463
#> exo3 -0.025152749 0.013080693 -0.045311719 -0.01183147
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07230166 0.1407603 -0.1124740 0.27810169
#> lag1_var2 0.48967790 0.4711093 -0.2514176 1.06728038
#> lag1_var3 -0.72149052 0.8148241 -1.9697729 0.32843377
#> lag1_var4 0.73716914 0.8217173 -0.3213177 1.99892703
#> const -2.51984925 3.9485843 -8.1162071 2.78059988
#> exo1 -0.12233747 0.1684805 -0.3502363 0.08728861
#> exo2 -0.11281529 0.2875942 -0.5037250 0.28211544
#> exo3 -0.16696543 0.3643037 -0.6586079 0.32741876
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11132275 0.1532159 -0.3074227 0.09151704
#> lag1_var2 0.73899346 0.5594923 -0.1449944 1.44240469
#> lag1_var3 2.03678199 0.9704047 0.5015045 3.14822865
#> lag1_var4 -1.10171216 0.9794780 -2.2353123 0.43324607
#> const 6.24378303 4.5268655 -0.2067696 12.20568200
#> exo1 0.02673452 0.2306854 -0.3223926 0.35340630
#> exo2 -0.44300041 0.3746309 -0.9387840 0.08750904
#> exo3 -0.13983058 0.3305031 -0.6190365 0.29642661
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05805315 0.07153968 -0.1363679 0.05026058
#> lag1_var2 0.78178585 0.31762428 0.2896209 1.20953039
#> lag1_var3 1.17020424 0.53430329 0.3251622 1.86079364
#> lag1_var4 -0.21068887 0.53678232 -0.9128598 0.63497644
#> const 3.57523778 2.26447043 -0.1807621 6.17090230
#> exo1 -0.04714055 0.16905485 -0.2855905 0.17245228
#> exo2 -0.52489065 0.24682869 -0.8632622 -0.20819728
#> exo3 -0.23843516 0.14740689 -0.4539617 -0.07332215
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00140365 0.0003537102 0.001014323 0.001908739
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00816392 0.002885446 -0.01282557 -0.005044596
#> Sigma[2,2] 0.13701818 0.022232119 0.11128345 0.171309123
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003764185 0.001908001 0.001770404 0.006787625
#> Sigma[3,2] -0.077986042 0.016174224 -0.107280378 -0.064364192
#> Sigma[3,3] 0.096128157 0.018220011 0.076346712 0.123228730
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.001315e-05 0.001987046 -0.002347198 0.002968063
#> Sigma[4,2] -1.774232e-02 0.015917731 -0.039960156 0.005310869
#> Sigma[4,3] 6.799422e-02 0.014794484 0.049307879 0.089976428
#> Sigma[4,4] 6.727511e-02 0.011696137 0.050965610 0.083926041
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92580169 0.03478105 0.87935315 0.97512785
#> lag1_var2 0.05625374 0.04708965 -0.01193861 0.11492189
#> lag1_var3 0.17773316 0.10471585 0.03901901 0.32355897
#> lag1_var4 -0.15669059 0.09210399 -0.28019465 -0.03418968
#> const 1.08811100 0.22042858 0.75042415 1.30847390
#> exo1 0.05888082 0.02847166 0.02141882 0.09928922
#> exo2 -0.23950511 0.02925342 -0.27690107 -0.19762147
#> exo3 -0.02257020 0.05569264 -0.07761846 0.06971445
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1255604 0.2110019 -0.4383734 0.1206115
#> lag1_var2 0.4229139 0.4268794 -0.0743547 1.0758887
#> lag1_var3 -0.8348246 0.8466913 -1.8785661 0.4528009
#> lag1_var4 1.0075884 0.7850320 -0.1619245 1.9655626
#> const -2.8409631 2.3673015 -6.3644266 0.2955273
#> exo1 -0.7878535 0.3596183 -1.2685426 -0.3614639
#> exo2 1.3364868 0.2153447 1.0834403 1.6683719
#> exo3 0.3774203 0.4158692 -0.2082704 0.9110809
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4618113 0.2559530 0.09024291 0.76921090
#> lag1_var2 -0.4420020 0.3687472 -0.96356616 0.05774784
#> lag1_var3 -0.1125288 0.7615696 -1.11491284 1.00650713
#> lag1_var4 0.9140927 0.6715240 -0.03639855 1.83099940
#> const -2.7179245 1.7823426 -5.28885142 -0.47371286
#> exo1 0.5683550 0.2226811 0.20269449 0.79157577
#> exo2 -4.7415400 0.3207231 -5.16484733 -4.36180482
#> exo3 0.8852224 0.3726042 0.24872906 1.25818180
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4351772 0.2705480 0.01671559 0.7310009
#> lag1_var2 -0.5809247 0.2618766 -0.85762848 -0.1777969
#> lag1_var3 -1.2145734 0.5866627 -1.76225171 -0.2840018
#> lag1_var4 2.1274041 0.4968493 1.36876480 2.5994116
#> const -6.1895880 2.0079893 -9.06215683 -3.4065202
#> exo1 0.2572271 0.1316717 0.05399205 0.3811040
#> exo2 -4.6663856 0.3030332 -5.03747023 -4.3025380
#> exo3 1.1891283 0.3047888 0.72785538 1.5863158
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006136359 0.002442885 0.00304393 0.009477265
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005199275 0.002606540 -0.008441847 -0.001313969
#> Sigma[2,2] 0.034527755 0.007092636 0.027119445 0.045845975
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004511719 0.003093275 -0.0001779206 0.008354813
#> Sigma[3,2] -0.035317969 0.010685367 -0.0533454841 -0.025664182
#> Sigma[3,3] 0.046562260 0.016570969 0.0309421400 0.074808357
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005512722 0.002059334 -0.002577385 0.002730927
#> Sigma[4,2] -0.0093461677 0.006114294 -0.019130111 -0.002977801
#> Sigma[4,3] 0.0202174817 0.009167092 0.010604473 0.035246017
#> Sigma[4,4] 0.0134803331 0.004907709 0.008351699 0.021309501
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97192268 0.05936859 0.89704152 1.05461002
#> lag1_var2 0.06389409 0.18788369 -0.18460530 0.31708583
#> lag1_var3 0.09222405 0.23810548 -0.21030571 0.40444201
#> lag1_var4 -0.09120342 0.24075578 -0.41030622 0.21551571
#> const 0.56677262 1.11297852 -0.90715300 2.02379976
#> exo1 0.03869119 0.06935430 -0.04014974 0.12878528
#> exo2 -0.06186141 0.08014228 -0.16824264 0.05925793
#> exo3 0.01771768 0.06831958 -0.07761190 0.10744517
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13618697 0.0773969 0.01806144 0.235668873
#> lag1_var2 0.11659806 0.5056189 -0.68844503 0.728722021
#> lag1_var3 -0.82529350 0.6875411 -1.87915278 0.036566229
#> lag1_var4 0.83771368 0.7061047 -0.04772749 1.919290279
#> const -3.30584907 2.3820653 -6.10674845 0.002768973
#> exo1 -0.05119818 0.1257810 -0.18923385 0.141075136
#> exo2 1.13906190 0.2364287 0.85814516 1.483455222
#> exo3 0.19369431 0.2096434 -0.10691402 0.461868358
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03523877 0.09770958 -0.14933333 0.1034755
#> lag1_var2 1.06823781 0.38707051 0.45866991 1.5072825
#> lag1_var3 2.11668770 0.54955512 1.24528294 2.7497539
#> lag1_var4 -1.20172900 0.57486806 -1.87617869 -0.2963426
#> const 6.81496367 2.38493606 4.01744673 10.8226625
#> exo1 0.08568329 0.13854606 -0.05982804 0.2826341
#> exo2 -1.64881284 0.27548248 -1.98197374 -1.3141422
#> exo3 0.07400088 0.20863687 -0.19533264 0.3654277
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07365053 0.05266064 -0.005116831 0.1363596
#> lag1_var2 0.83072524 0.22247120 0.510562304 1.0738410
#> lag1_var3 1.05416706 0.30773455 0.624123802 1.3955757
#> lag1_var4 -0.11551577 0.32555260 -0.462951921 0.3418287
#> const 3.09026433 1.59615960 1.002399005 5.1546216
#> exo1 0.04835216 0.12003322 -0.096406791 0.2113263
#> exo2 -0.80821857 0.13950043 -1.008352650 -0.6218113
#> exo3 0.22734353 0.09384112 0.118848191 0.3749893
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02501486 0.00446309 0.01909536 0.0314532
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01345862 0.005330606 -0.02177778 -0.007721128
#> Sigma[2,2] 0.04184140 0.012416472 0.02744629 0.058214137
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006507312 0.004726249 0.001106913 0.01332929
#> Sigma[3,2] -0.036426974 0.008748110 -0.050551991 -0.02697661
#> Sigma[3,3] 0.058864299 0.013621705 0.043615174 0.08004780
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001127295 0.003717591 -0.005179735 0.005033039
#> Sigma[4,2] -0.0200141644 0.008235426 -0.031208876 -0.008301215
#> Sigma[4,3] 0.0504180606 0.011589917 0.036187333 0.067242657
#> Sigma[4,4] 0.0498974969 0.009961157 0.037804214 0.065021046
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58039694 0.12109497 0.41608472 0.7565462
#> lag1_var2 0.23628443 0.08465443 0.13716041 0.3673480
#> lag1_var3 0.64184968 0.21620336 0.41445732 0.9503812
#> lag1_var4 -0.46105211 0.19296711 -0.76160149 -0.2760104
#> const 3.15115686 1.23754252 1.92833416 5.0750086
#> exo1 -0.02379106 0.14740092 -0.21007598 0.2077492
#> exo2 -0.34788835 0.18125507 -0.52687896 -0.0591048
#> exo3 0.17866751 0.17067774 -0.09954483 0.3304690
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24500299 0.1326280 0.05071350 0.40246153
#> lag1_var2 0.84573148 0.1642617 0.57860043 1.03947893
#> lag1_var3 0.34115338 0.2946234 -0.05084909 0.72802617
#> lag1_var4 -0.34134076 0.2797666 -0.70476223 0.05177774
#> const -0.03490526 1.9263429 -2.88018583 2.53308864
#> exo1 0.02396616 0.1985775 -0.25041570 0.26979614
#> exo2 0.55674073 0.2178545 0.31217348 0.88553558
#> exo3 0.22714035 0.2008214 0.07866188 0.58176966
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01351309 0.2463093 -0.337696352 0.34207709
#> lag1_var2 0.31361385 0.2320892 0.005581977 0.67601785
#> lag1_var3 0.98850238 0.4932382 0.332980064 1.71169837
#> lag1_var4 -0.16107082 0.4024079 -0.746408983 0.36174907
#> const 2.47829507 1.7022023 -0.320062307 4.24322820
#> exo1 0.13950687 0.1915254 -0.138423819 0.35029735
#> exo2 -1.56009463 0.1398905 -1.765383370 -1.38640291
#> exo3 -0.20195806 0.2345532 -0.551625818 0.02239549
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1029616 0.2273091 -0.191703433 0.41569841
#> lag1_var2 0.4618308 0.2025858 0.168250704 0.77035976
#> lag1_var3 0.5672715 0.4606975 -0.006180041 1.29566652
#> lag1_var4 0.2850087 0.3852021 -0.318024412 0.74877412
#> const 0.8349752 1.6040402 -1.678036574 2.63814739
#> exo1 0.1983828 0.2022470 -0.072846122 0.48335804
#> exo2 -1.6190713 0.1526576 -1.830637764 -1.38354834
#> exo3 -0.1334487 0.2013950 -0.423734078 0.08017917
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001100844 0.0002266512 0.0008181192 0.001441499
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02438635 0.009833381 -0.03745971 -0.01168091
#> Sigma[2,2] 3.61400174 0.848727734 2.94914041 5.10260477
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01971995 0.00734011 0.009339548 0.02911004
#> Sigma[3,2] -2.18903758 0.58972322 -3.219001250 -1.76622144
#> Sigma[3,3] 1.50080500 0.40869378 1.142653819 2.17265236
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003892237 0.001983439 0.0009734618 0.006202292
#> Sigma[4,2] 0.262495161 0.127082408 0.1151245214 0.433860967
#> Sigma[4,3] 0.053542156 0.082385822 -0.0535052943 0.183779766
#> Sigma[4,4] 0.280565532 0.053321153 0.2036763349 0.355056847
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95616628 0.02723278 0.921978305 0.99922968
#> lag1_var2 0.02432775 0.02474038 -0.010632090 0.06018087
#> lag1_var3 0.02802820 0.03794648 -0.026418747 0.08165403
#> lag1_var4 -0.02265205 0.03046799 -0.066991076 0.02074219
#> const 0.49495731 0.12565408 0.298276966 0.61441515
#> exo1 0.02920982 0.02654268 -0.007050602 0.06457257
#> exo2 -0.26976476 0.04370623 -0.343416736 -0.22591060
#> exo3 0.01932475 0.03473598 -0.030663246 0.06354353
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8228401 1.874797 -1.6659091 3.2923458
#> lag1_var2 1.0095922 1.471488 -0.7058584 3.0277398
#> lag1_var3 0.3951681 2.273798 -2.3358341 3.3507923
#> lag1_var4 -0.5394733 1.791995 -2.9766663 1.4872577
#> const -3.6791184 13.073423 -24.0548173 9.5402264
#> exo1 -1.1103982 1.918963 -3.8335267 1.3440706
#> exo2 9.6873239 1.375208 8.2790516 12.0777467
#> exo3 -2.5334510 2.103909 -5.0023207 0.4217567
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3347571 1.3162534 -1.3288907 2.0508125
#> lag1_var2 -0.4814638 1.0561778 -2.0310770 0.7395716
#> lag1_var3 -0.1029074 1.6172307 -2.3816886 1.8422555
#> lag1_var4 0.9515095 1.2639734 -0.4907710 2.7967953
#> const -1.1663201 7.9364116 -12.0087231 10.7448534
#> exo1 0.9947420 1.1984139 -0.5592849 2.6221384
#> exo2 -8.7067862 0.7984357 -9.8263831 -7.8291526
#> exo3 2.2353864 1.3248979 0.3801451 3.8371807
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0992845 0.4011275 0.5969888 1.7390387
#> lag1_var2 -0.4306039 0.2670993 -0.7446376 -0.0419821
#> lag1_var3 -0.8080969 0.4065653 -1.2645928 -0.2230104
#> lag1_var4 1.5394452 0.3183236 1.0855899 1.9215635
#> const -7.2065619 5.5543264 -13.4329353 1.9739753
#> exo1 0.3321528 0.4850967 -0.3369070 1.0002791
#> exo2 -2.6564864 0.4614097 -3.2187453 -2.0806079
#> exo3 0.7190673 0.6195427 -0.1672355 1.4259571
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008595777 0.0001739876 0.0006331598 0.001095633
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007905154 0.002658774 -0.01191436 -0.004260733
#> Sigma[2,2] 0.263188813 0.080857309 0.18877413 0.405351842
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006570313 0.003598995 0.002205944 0.01173753
#> Sigma[3,2] -0.196978101 0.116734113 -0.378659916 -0.08333148
#> Sigma[3,3] 0.810513221 0.318442439 0.587513839 1.35822828
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002516216 0.003933865 -0.00299418 0.008044422
#> Sigma[4,2] -0.057860743 0.102435798 -0.22172830 0.047664246
#> Sigma[4,3] 0.760463172 0.276364191 0.56554907 1.240613489
#> Sigma[4,4] 0.789318335 0.246200366 0.58898062 1.203547626
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945351593 0.01462063 0.922277242 0.96108653
#> lag1_var2 0.032258173 0.03370289 -0.021050323 0.07397233
#> lag1_var3 0.074893621 0.06121640 -0.020376609 0.15484620
#> lag1_var4 -0.060231388 0.06027798 -0.135633855 0.03420401
#> const 0.661871902 0.29805468 0.347497413 1.12402595
#> exo1 0.006157934 0.02446625 -0.025296755 0.03502386
#> exo2 -0.073444225 0.02712954 -0.112618676 -0.04343447
#> exo3 0.035059506 0.02598522 -0.009179372 0.05971703
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4509595 0.1998162 0.1402224 0.6582726
#> lag1_var2 0.1867046 0.4297781 -0.3843507 0.7680946
#> lag1_var3 -1.4107340 0.7566853 -2.3870840 -0.4098704
#> lag1_var4 1.2908050 0.7349999 0.2809566 2.2468675
#> const -4.6394113 4.4565154 -10.8696675 1.0479903
#> exo1 -0.4086154 0.6923216 -1.1165573 0.6603763
#> exo2 0.7273806 0.5297342 0.0599784 1.5304021
#> exo3 -0.2924504 0.4898155 -0.9400298 0.4064569
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5609955 0.5524069 -1.4658273 -0.01865932
#> lag1_var2 2.9130568 1.4144619 1.2660441 5.21562533
#> lag1_var3 5.9262263 2.4869437 3.1465978 10.09978916
#> lag1_var4 -5.0378529 2.4808831 -9.1857073 -2.27687521
#> const 18.4452947 13.6808255 4.1122284 39.40030284
#> exo1 0.2469351 0.8044998 -0.8778618 1.25171912
#> exo2 -1.8892103 1.0447317 -3.4532243 -0.64940979
#> exo3 -0.4664207 0.8169154 -1.5566435 0.70101284
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.348998809 0.5558772 -1.22976106 0.2144948
#> lag1_var2 2.945441585 1.3863205 1.49057582 5.2013318
#> lag1_var3 4.998158981 2.4495771 2.54645963 9.1008211
#> lag1_var4 -4.158795073 2.4389203 -8.22792972 -1.7369903
#> const 15.748777315 13.8684023 -0.08926723 35.7339835
#> exo1 0.007221106 0.8320656 -1.33508086 1.0018846
#> exo2 -1.576780011 0.9956706 -2.91886421 -0.1705139
#> exo3 -0.675816957 1.0013097 -2.04176005 0.6787375
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005199118 0.0001224266 0.0003563049 0.000707888
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003211835 0.000858765 -0.004584359 -0.002293609
#> Sigma[2,2] 0.044457655 0.007714248 0.033749249 0.054843940
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001237468 0.001197845 -0.0005632057 0.002619806
#> Sigma[3,2] -0.039949382 0.008325088 -0.0512702524 -0.027418672
#> Sigma[3,3] 0.092324448 0.018454940 0.0663964212 0.117021316
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001050785 0.001451892 -0.00302642 0.0008337667
#> Sigma[4,2] -0.013166915 0.008535091 -0.02172574 0.0004984687
#> Sigma[4,3] 0.078493455 0.019029345 0.05388468 0.1049751215
#> Sigma[4,4] 0.082897828 0.020748376 0.05671382 0.1089173843
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95663614 0.01927908 0.9282148476 0.981960178
#> lag1_var2 0.03011562 0.02649531 0.0005884683 0.073647128
#> lag1_var3 0.05897114 0.04984026 0.0004968033 0.140727580
#> lag1_var4 -0.05057917 0.04366049 -0.1219179976 0.001387878
#> const 0.53996739 0.24686691 0.1306392029 0.759867998
#> exo1 0.01055609 0.01772086 -0.0118849907 0.030336109
#> exo2 -0.05257906 0.02064524 -0.0770268518 -0.022709160
#> exo3 0.02420880 0.02517831 -0.0079041742 0.062703382
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26609922 0.2201781 -0.07042132 0.5253592
#> lag1_var2 0.63918561 0.2516204 0.32355203 0.9867020
#> lag1_var3 0.20833125 0.4245608 -0.38037935 0.8127664
#> lag1_var4 -0.17798606 0.3772467 -0.71922723 0.3402419
#> const 0.35313015 2.7026136 -3.29977553 4.2901681
#> exo1 -0.01790524 0.1391490 -0.17036588 0.2075833
#> exo2 1.57378051 0.1896467 1.34639037 1.8332495
#> exo3 0.65213971 0.2870102 0.35760454 1.0401988
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53231578 0.4065344 -1.1788057 -0.08635270
#> lag1_var2 0.58709479 0.4887161 0.1285911 1.41407746
#> lag1_var3 1.04619210 0.7350897 0.1806934 2.16713980
#> lag1_var4 -0.06643509 0.6557757 -1.0656824 0.70296686
#> const 3.56126005 4.3860874 -2.2366813 10.01700590
#> exo1 -0.13276426 0.2837697 -0.5532956 0.20266317
#> exo2 -1.55534340 0.2915486 -1.9326412 -1.18624295
#> exo3 -0.54490730 0.4240993 -1.0730126 0.03918141
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4577639 0.4257215 -1.1195858 -0.0383142
#> lag1_var2 0.6164904 0.5325906 0.1130949 1.4857224
#> lag1_var3 0.5109521 0.7917169 -0.3077786 1.7314078
#> lag1_var4 0.5330516 0.6990743 -0.5453737 1.2494843
#> const 2.1774705 3.8745486 -3.0236005 7.7876795
#> exo1 -0.1738279 0.2994485 -0.5839965 0.2588804
#> exo2 -0.6535895 0.2945408 -0.9909416 -0.2076740
#> exo3 -0.1718603 0.3658340 -0.6023941 0.3857765
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001850789 0.0005169533 0.00122392 0.002649757
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07435369 0.0301891 -0.1076982 -0.02952398
#> Sigma[2,2] 7.52577313 2.7300018 4.4898149 11.53952026
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03759033 0.01848724 0.01168854 0.06163539
#> Sigma[3,2] -4.38550565 1.92497217 -7.32392965 -2.42567563
#> Sigma[3,3] 3.08040153 1.44855028 1.74353254 5.35562382
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006047033 0.005881477 -0.01448086 0.001562515
#> Sigma[4,2] 0.178918335 0.396152573 -0.44095682 0.627354691
#> Sigma[4,3] 0.463219106 0.341451662 0.16511560 1.056292671
#> Sigma[4,4] 0.633093818 0.174876385 0.44752259 0.923800076
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9698452394 0.01050238 0.95537395 0.98328513
#> lag1_var2 0.0463355153 0.01837877 0.02241390 0.07139666
#> lag1_var3 0.0695274601 0.03149482 0.02727804 0.11187702
#> lag1_var4 -0.0669210993 0.02866407 -0.10345030 -0.02802857
#> const 0.5523133578 0.23721695 0.24016430 0.88754799
#> exo1 0.0006195909 0.04622666 -0.06084949 0.06799358
#> exo2 0.0354428617 0.04244123 -0.02173181 0.09049939
#> exo3 0.0644888950 0.04010106 0.01217868 0.11552167
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8280061 0.8286546 -2.1973748 0.1436664
#> lag1_var2 1.0724698 1.0957849 -0.4483351 2.5452496
#> lag1_var3 0.6561379 1.8194120 -1.8210053 3.1220195
#> lag1_var4 -0.4449041 1.6252284 -2.6660826 1.7444300
#> const 10.8796893 20.9677875 -15.2290181 38.5855714
#> exo1 1.5486547 2.9038772 -2.4371069 5.5051353
#> exo2 -0.8016980 1.9844138 -3.0270221 2.3118599
#> exo3 -2.6611783 3.1630584 -7.2505565 1.1074660
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05028197 0.5667424 0.3019542 1.7603472
#> lag1_var2 -0.41901734 0.8202764 -1.2510874 0.8495328
#> lag1_var3 0.06657432 1.3723511 -1.3387031 2.2310186
#> lag1_var4 0.68658027 1.2602137 -1.3632676 1.9553820
#> const -12.22762970 15.7824527 -31.5394769 10.2133169
#> exo1 -1.26520866 1.5465390 -2.8650672 1.0619235
#> exo2 0.44193034 1.3305818 -1.5297486 2.0011900
#> exo3 1.22834311 1.8522699 -1.2741527 3.7353516
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50813953 0.3481013 -0.0111658 0.9212559
#> lag1_var2 -0.08288237 0.5495914 -0.5986932 0.8626086
#> lag1_var3 -0.03580293 0.8818291 -0.8495988 1.4661409
#> lag1_var4 0.95629868 0.8188160 -0.4443810 1.7015440
#> const -6.94072491 5.1284792 -12.8459070 0.7289684
#> exo1 -0.38924740 0.8033778 -1.1594989 0.8380110
#> exo2 -0.05153069 0.6182040 -0.9812157 0.6458446
#> exo3 -0.43913615 0.6315938 -1.3428432 0.3191670
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004484544 0.0001060978 0.0003346079 0.0006094354
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001438388 0.002303424 -0.004461989 0.002170245
#> Sigma[2,2] 0.298849081 0.093064853 0.198451761 0.445286778
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002930512 0.002503625 -0.006914337 -0.0001959396
#> Sigma[3,2] -0.047574290 0.063000306 -0.129814945 0.0225929884
#> Sigma[3,3] 0.523787125 0.134741352 0.362632061 0.7122786302
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003949167 0.001902072 -0.007109464 -0.002038408
#> Sigma[4,2] 0.123973785 0.107759562 -0.018834795 0.275759166
#> Sigma[4,3] 0.519602692 0.153346910 0.331597490 0.736432846
#> Sigma[4,4] 0.615439254 0.201410527 0.388639496 0.932143159
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00570766 0.02410369 0.97074020 1.035063977
#> lag1_var2 -0.01112797 0.05447091 -0.09436670 0.045997497
#> lag1_var3 -0.03016102 0.09559105 -0.17440421 0.076821213
#> lag1_var4 0.02396121 0.09040214 -0.07428266 0.161234074
#> const 0.21181338 0.29399774 -0.20487419 0.603996072
#> exo1 -0.03220773 0.01681209 -0.05177543 -0.007398304
#> exo2 -0.02731611 0.01622783 -0.05187182 -0.008202903
#> exo3 0.05086308 0.01646582 0.02895600 0.075014024
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3684470 0.5539412 -1.04176171 0.3184965
#> lag1_var2 1.3026902 0.9716864 0.03486662 2.6439880
#> lag1_var3 1.1297863 1.7374209 -1.07407924 3.5236283
#> lag1_var4 -0.9573055 1.6126481 -3.18872412 1.1211345
#> const 0.9451606 6.7476301 -7.80482647 8.5898310
#> exo1 0.7520008 0.4715383 0.24918672 1.5088302
#> exo2 1.1185555 0.5132619 0.59461024 1.9521488
#> exo3 -1.1128597 0.4740312 -1.60059545 -0.3260422
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3524460 0.6385876 0.4963067 2.2076861
#> lag1_var2 -2.7076333 1.3667019 -4.9478500 -1.1924843
#> lag1_var3 -3.9412891 2.5375833 -8.1375801 -1.2847532
#> lag1_var4 4.5972698 2.3714782 2.0663045 8.5217495
#> const -14.1996724 7.4312926 -22.5135153 -3.6693928
#> exo1 -0.2472568 0.4143425 -0.6351604 0.3947441
#> exo2 -0.5276405 0.5489943 -1.3043305 0.1705550
#> exo3 1.6288952 0.7917076 0.6358870 2.6842270
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1850470 0.8034830 -0.004480278 2.2292176
#> lag1_var2 -2.3246046 1.6229098 -4.977978242 -0.4647665
#> lag1_var3 -3.9179289 2.9532324 -8.827155519 -0.7673196
#> lag1_var4 4.6860254 2.7651106 1.676269581 9.2825225
#> const -15.4476181 9.9673862 -26.981494709 -0.2205466
#> exo1 0.1751009 0.4445160 -0.464284251 0.7453841
#> exo2 0.1641166 0.7111935 -0.730372019 1.2165638
#> exo3 1.0210174 0.8725695 -0.232071615 2.0472540
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002216388 0.0006038661 0.001677628 0.003057069
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1052342 0.03047656 -0.153398 -0.07513621
#> Sigma[2,2] 6.3859697 1.68682743 4.516511 9.09715664
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07058141 0.01691653 0.05415132 0.09665856
#> Sigma[3,2] -4.18123033 0.96274136 -5.62684505 -3.05807664
#> Sigma[3,3] 3.13209501 0.62174577 2.38683486 3.93100078
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008146359 0.009069035 -0.007279929 0.01736015
#> Sigma[4,2] -0.379659768 0.372185178 -0.842025040 0.17852833
#> Sigma[4,3] 0.694466012 0.200807098 0.489307040 1.00063492
#> Sigma[4,4] 0.527746014 0.106881872 0.393470325 0.69008425
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.048100322 0.02472417 1.01181549 1.07376767
#> lag1_var2 0.020745982 0.02985067 -0.01427259 0.06539400
#> lag1_var3 0.030855518 0.05247670 -0.02934539 0.11127173
#> lag1_var4 -0.054291524 0.05075240 -0.12902353 0.00499750
#> const 0.244521353 0.33464128 -0.11994746 0.73611045
#> exo1 -0.009242741 0.03611932 -0.06174983 0.03791817
#> exo2 -0.013533353 0.05493363 -0.10288470 0.04953668
#> exo3 0.046792137 0.05094442 -0.01387365 0.11734523
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.1358690 1.765636 -7.586029 -2.8997210
#> lag1_var2 4.0946175 1.725651 1.753908 6.3664208
#> lag1_var3 5.8372019 2.981227 1.614325 9.7044926
#> lag1_var4 -4.3288434 2.694302 -7.888862 -0.4706237
#> const 37.0373067 17.584069 13.921904 59.3228749
#> exo1 -0.5532847 1.820111 -2.700657 2.3036819
#> exo2 -1.5121106 3.295485 -6.083063 3.0987277
#> exo3 -0.2148600 2.984567 -4.626282 3.2808342
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7616659 1.0969646 2.128757 4.903619
#> lag1_var2 -2.3757833 0.6612086 -3.333731 -1.620981
#> lag1_var3 -3.2879130 1.1492293 -4.889627 -1.876131
#> lag1_var4 3.1200776 1.0073927 1.890277 4.452877
#> const -22.0516626 11.4776043 -35.438655 -6.885501
#> exo1 1.1732669 1.6365904 -1.182236 3.262501
#> exo2 0.9374368 2.1740715 -1.866675 3.907022
#> exo3 -1.3985545 2.1475689 -3.786593 1.397631
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77570710 0.6093135 -0.01578385 1.7082740
#> lag1_var2 -0.36272401 0.6573169 -1.32784905 0.4604563
#> lag1_var3 -0.51688067 1.1409332 -2.19952918 0.8962596
#> lag1_var4 1.25396371 0.9851649 0.03190956 2.6858341
#> const -2.05845074 5.9625455 -10.80639525 5.5609004
#> exo1 0.93565438 0.6535857 0.21826003 1.9221743
#> exo2 0.06125233 0.7919975 -1.14365127 0.7535116
#> exo3 -1.65056743 0.7493927 -2.70360994 -0.7386442
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01873734 0.002762565 0.01497502 0.02201662
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02939062 0.01633988 -0.05189223 -0.004226934
#> Sigma[2,2] 0.33576204 0.06639418 0.24065102 0.405572575
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04365632 0.01909309 0.01350802 0.06489776
#> Sigma[3,2] -0.29127555 0.09894759 -0.42747464 -0.17661719
#> Sigma[3,3] 0.82701917 0.15537811 0.63433853 1.06608323
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02527659 0.01123397 0.008073056 0.03783410
#> Sigma[4,2] -0.07435339 0.08716806 -0.185312789 0.04604564
#> Sigma[4,3] 0.66300007 0.13117326 0.537075188 0.87877838
#> Sigma[4,4] 0.64060559 0.12104145 0.514885366 0.85127042
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03820878 0.06834440 0.95886343 1.1386367
#> lag1_var2 -0.06129309 0.21848660 -0.36205203 0.2188147
#> lag1_var3 -0.12608010 0.33454034 -0.58603070 0.2866497
#> lag1_var4 0.11154164 0.32561948 -0.29294946 0.5625040
#> const 0.03660110 1.00020589 -1.39216349 1.1857409
#> exo1 -0.06523442 0.14295822 -0.24370464 0.1449089
#> exo2 -0.73196985 0.09199945 -0.85768942 -0.6074900
#> exo3 0.18589801 0.15008244 -0.03026527 0.3488064
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.17024450 0.3825931 -1.7074659 -0.64214066
#> lag1_var2 2.84425162 0.8302291 1.5282270 3.82020673
#> lag1_var3 3.13254866 1.2653585 1.1131377 4.61522812
#> lag1_var4 -2.89855060 1.1801933 -4.2429500 -1.00185485
#> const 13.20420648 3.2334922 8.4730573 16.97337497
#> exo1 0.06036626 0.6326360 -0.6519305 1.00797490
#> exo2 0.41532336 0.7753057 -0.8062508 1.17385425
#> exo3 -0.56766628 0.4817340 -1.3838651 -0.07356192
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8059435 0.7557352 0.9129955 2.9738889
#> lag1_var2 -2.7389932 1.7187506 -4.9568030 -0.1904890
#> lag1_var3 -3.2212905 2.7266011 -6.7540347 0.8216539
#> lag1_var4 3.7266701 2.5995971 -0.1919646 7.0361685
#> const -10.2448198 9.2303096 -24.3680120 0.1820022
#> exo1 0.7861546 0.7133358 -0.4735437 1.4654978
#> exo2 -1.9402389 1.2174066 -3.7022848 -0.3957501
#> exo3 1.0032469 1.0483908 -0.3789954 2.1536526
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0683559 0.7169977 0.20925761 2.1365918
#> lag1_var2 -1.1692100 1.6213252 -3.46019468 1.2093508
#> lag1_var3 -1.6014584 2.5864399 -5.22198080 2.1630973
#> lag1_var4 2.2643821 2.4647355 -1.38379898 5.6585941
#> const -2.5300295 8.4889186 -14.43211677 7.2180274
#> exo1 0.8653821 0.5388564 0.02114751 1.4149852
#> exo2 -1.6904779 0.9393390 -3.18459166 -0.6025563
#> exo3 0.6527303 0.9108247 -0.52139803 1.7926687
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001159586 0.0003695345 0.0008222241 0.001765256
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007708563 0.003088364 -0.01312251 -0.004630203
#> Sigma[2,2] 0.220817739 0.044858113 0.16356255 0.280547654
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007712068 0.001594197 -0.001245893 0.003034661
#> Sigma[3,2] -0.0430127925 0.028957696 -0.080108999 -0.000531924
#> Sigma[3,3] 0.0993883105 0.020268753 0.068854356 0.121210415
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003683561 0.00104210 -0.004925442 -0.002142048
#> Sigma[4,2] 0.076883442 0.02624235 0.043106256 0.118080612
#> Sigma[4,3] 0.085646503 0.03394780 0.049443314 0.134600651
#> Sigma[4,4] 0.138216618 0.04944010 0.095857617 0.216262204
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019983412 0.03384301 0.970241420 1.06534064
#> lag1_var2 -0.058783723 0.05626604 -0.139575554 0.01529183
#> lag1_var3 -0.117113559 0.11546047 -0.282835467 0.03445767
#> lag1_var4 0.109538978 0.10717331 -0.030878050 0.26370415
#> const -0.087477949 0.50336001 -0.700727863 0.64066045
#> exo1 -0.002209569 0.04241651 -0.041993319 0.06226783
#> exo2 -0.112795409 0.04420798 -0.165584609 -0.04753133
#> exo3 0.054542495 0.03382543 0.005195828 0.09603366
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68934046 0.4787052 -1.1886528 0.03391762
#> lag1_var2 1.99552460 0.9693277 0.5104295 3.06254501
#> lag1_var3 2.20118434 1.9958921 -0.8550741 4.29302169
#> lag1_var4 -2.00076941 1.8494179 -3.9397130 0.83451118
#> const 8.27642290 6.4725037 0.2609382 17.00893199
#> exo1 0.07635573 0.4587388 -0.5474099 0.69330892
#> exo2 2.54921507 0.7643891 1.3478997 3.33179427
#> exo3 -0.51994931 0.5337858 -1.4873108 -0.04423557
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03138482 0.3188220 -0.34478905 0.5185134
#> lag1_var2 -0.22817356 0.5535610 -0.99435138 0.5152981
#> lag1_var3 0.35796418 1.1105097 -1.19756609 1.7881522
#> lag1_var4 0.57418424 1.0408715 -0.78967709 2.0280108
#> const 1.46186071 4.9170004 -5.36349440 7.3010129
#> exo1 0.26693386 0.2528185 -0.01260253 0.6682695
#> exo2 -2.03177870 0.3729336 -2.49088496 -1.4419590
#> exo3 0.98510806 0.3795598 0.44058479 1.4790251
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37535637 0.4446218 -0.91967663 0.2730212
#> lag1_var2 0.56805600 0.7437529 -0.39088810 1.5595950
#> lag1_var3 1.03809323 1.4956479 -0.90068939 3.0098117
#> lag1_var4 0.04210978 1.3988322 -1.83412032 1.8556902
#> const 4.65804672 6.7091894 -5.40349426 13.4448925
#> exo1 0.33951590 0.2225623 0.01724075 0.5664926
#> exo2 -0.94313287 0.4965768 -1.42211675 -0.1317784
#> exo3 0.77492762 0.4183233 0.09321316 1.2470283
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005737029 0.001449552 0.003932309 0.007847822
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04281214 0.0144546 -0.06617946 -0.02784983
#> Sigma[2,2] 1.04470289 0.2762494 0.74569878 1.48249106
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03358761 0.008613566 0.02303599 0.04644082
#> Sigma[3,2] -0.86739567 0.256831443 -1.24785874 -0.52600131
#> Sigma[3,3] 1.92738884 0.371248747 1.50901737 2.47228632
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007449533 0.005898971 0.002147081 0.017578715
#> Sigma[4,2] -0.241594594 0.194252625 -0.513092161 0.004333959
#> Sigma[4,3] 1.449434779 0.287068284 1.112037695 1.873810378
#> Sigma[4,4] 1.349143770 0.220370950 1.066005851 1.645053719
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93432436 0.04017419 0.88724807 0.98856913
#> lag1_var2 0.11481734 0.09480713 -0.03507713 0.21855972
#> lag1_var3 0.19467221 0.16123409 -0.06660314 0.36516860
#> lag1_var4 -0.18807849 0.15796684 -0.35358679 0.06826767
#> const 1.08238524 0.75546966 0.08762656 1.97893364
#> exo1 0.05555104 0.05900113 -0.02336215 0.13333128
#> exo2 -0.10965798 0.07971950 -0.23865757 -0.02022124
#> exo3 0.08662093 0.07006062 0.02700597 0.20333970
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32003681 0.5806327 -0.5880332 1.0162767
#> lag1_var2 0.01571813 1.4581234 -1.4818992 2.3809048
#> lag1_var3 -1.52234301 2.5160295 -4.1019044 2.5181987
#> lag1_var4 1.46950046 2.4849573 -2.5188477 4.0184695
#> const -3.47973002 11.2985987 -14.3954417 13.9867921
#> exo1 -1.18227633 0.7352930 -2.2891938 -0.4625733
#> exo2 -0.58458706 1.0383142 -2.1706545 0.6091817
#> exo3 0.37637676 1.6355446 -2.1536855 2.4759054
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8413241 0.5844224 0.24635271 1.7904012
#> lag1_var2 -2.0013908 1.2475748 -3.31456361 -0.2652489
#> lag1_var3 -2.0958061 2.1929513 -4.28265252 0.9081333
#> lag1_var4 2.9150700 2.1661873 -0.09924015 5.0788184
#> const -6.9780980 12.2596732 -27.68669373 5.8848071
#> exo1 0.7929362 1.2122972 -1.15425109 2.1727937
#> exo2 0.7891282 0.9777690 -0.46608018 2.0197183
#> exo3 1.9951353 1.8734821 -0.67829589 3.7660098
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1306067 0.5273290 0.4231320 1.9000514
#> lag1_var2 -2.4454187 1.3179987 -4.3059471 -0.8162084
#> lag1_var3 -3.7580883 2.3065611 -7.0531518 -0.8547097
#> lag1_var4 4.5461423 2.2554929 1.6817687 7.7586188
#> const -11.2639757 9.2060453 -24.2888576 0.5420955
#> exo1 0.1064268 1.1345311 -1.6104578 1.5108907
#> exo2 0.3897847 0.7340641 -0.6599158 1.3978064
#> exo3 2.1673584 1.5668814 -0.0782516 3.7915673
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001252482 0.0002634123 0.0009044351 0.001646444
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005995347 0.005929026 -0.01460611 0.001120335
#> Sigma[2,2] 0.347614583 0.120479976 0.22206827 0.542413332
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005296952 0.005366349 -0.00127539 0.01286885
#> Sigma[3,2] -0.306841321 0.109149486 -0.47960639 -0.19267526
#> Sigma[3,3] 0.281233523 0.099539106 0.17776198 0.43511342
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.461139e-05 0.0006728011 -0.0007770651 0.0009863125
#> Sigma[4,2] -7.299999e-03 0.0118487181 -0.0279968821 0.0053738236
#> Sigma[4,3] 1.699925e-02 0.0116636911 0.0054692030 0.0375619194
#> Sigma[4,4] 1.103136e-02 0.0024013791 0.0082346701 0.0144630085
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96209682 0.03525952 0.90412011 0.99726595
#> lag1_var2 0.07986658 0.06834754 0.01482088 0.19250932
#> lag1_var3 0.10156493 0.08302982 0.02232341 0.23811788
#> lag1_var4 -0.09978472 0.08259387 -0.23580387 -0.01903810
#> const 0.77092597 0.57052898 0.11506095 1.71625500
#> exo1 0.02992549 0.03492829 -0.02416927 0.06558790
#> exo2 -0.08706783 0.03256947 -0.13176655 -0.04588736
#> exo3 0.01042894 0.03120864 -0.02388625 0.06309985
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14323216 0.5348602 -0.50149817 0.9795613
#> lag1_var2 0.85532103 1.7368379 -1.67337171 3.0916254
#> lag1_var3 -0.11657068 2.0281501 -3.01969982 2.4642921
#> lag1_var4 0.06171234 2.0114966 -2.49845546 2.9551890
#> const 1.55009518 9.0335069 -11.56189112 13.0384063
#> exo1 0.31768654 0.4826572 -0.36105948 0.9147289
#> exo2 0.63828961 0.4600915 0.03843707 1.3147456
#> exo3 0.38443451 0.6000747 -0.48641174 1.1662375
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02985957 0.4580618 -0.6945938 0.5043870
#> lag1_var2 0.12684301 1.5182760 -1.8016085 2.3789549
#> lag1_var3 1.05476484 1.7758054 -1.1601496 3.7272860
#> lag1_var4 -0.06098810 1.7621994 -2.6963978 2.1347989
#> const 0.94897424 8.2041586 -9.9726202 12.8442207
#> exo1 -0.26494999 0.4647906 -0.7981888 0.4308416
#> exo2 -1.33680665 0.3931546 -1.9470961 -0.8352893
#> exo3 -0.13524771 0.5345557 -0.8658444 0.6155738
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09620563 0.07294649 -0.01344072 0.1908433
#> lag1_var2 0.47310215 0.13799810 0.30540095 0.6800363
#> lag1_var3 0.49875002 0.17260753 0.29269259 0.7658328
#> lag1_var4 0.46153221 0.16740316 0.21053811 0.6671143
#> const 1.03194045 1.11635354 -0.47396362 2.5847758
#> exo1 0.01046666 0.09578683 -0.11435678 0.1324535
#> exo2 -0.83217413 0.04849192 -0.89952507 -0.7725637
#> exo3 0.19875630 0.09046579 0.08693816 0.3091074
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003487802 0.0008372058 0.002334241 0.004543545
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007328452 0.004099114 -0.01319876 -0.001230811
#> Sigma[2,2] 0.280574543 0.049741508 0.24064941 0.367136603
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01380236 0.007139543 0.003656922 0.02398662
#> Sigma[3,2] -0.32229591 0.046054014 -0.401852962 -0.28408208
#> Sigma[3,3] 0.49459441 0.042912513 0.436867644 0.55490153
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01052961 0.005374088 0.003205081 0.01804261
#> Sigma[4,2] -0.18906888 0.023913125 -0.228434773 -0.16484327
#> Sigma[4,3] 0.34465669 0.027912190 0.305176839 0.38156434
#> Sigma[4,4] 0.25846886 0.024874005 0.229549650 0.29804011
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99995525 0.04436387 0.95843463 1.07066411
#> lag1_var2 -0.05912238 0.07580715 -0.17431021 0.01953221
#> lag1_var3 -0.10678069 0.13900450 -0.31538980 0.04222625
#> lag1_var4 0.10453989 0.12621070 -0.03217890 0.29293878
#> const 0.18518530 0.36865893 -0.31251044 0.72849108
#> exo1 0.06324963 0.05443618 0.01273643 0.14552663
#> exo2 -0.46294818 0.06507329 -0.52846271 -0.36747849
#> exo3 0.22159892 0.06370874 0.16203905 0.32038692
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3806246 0.5604848 -2.27153187 -0.7050075
#> lag1_var2 3.5609905 0.8437752 2.64513594 4.9852623
#> lag1_var3 4.7314948 1.5265739 3.07362569 7.3017271
#> lag1_var4 -4.4454841 1.4104457 -6.83327321 -2.9496535
#> const 14.5895792 5.9338671 6.65815312 23.7231431
#> exo1 0.2064059 0.5830257 -0.53704578 1.0108708
#> exo2 1.0217357 0.6355308 0.08666195 1.9071515
#> exo3 -0.3311442 0.5178598 -0.98315048 0.2600829
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8809111 0.6965196 1.0788968 3.0216920
#> lag1_var2 -3.6365168 1.0875242 -5.3933896 -2.3297872
#> lag1_var3 -5.6521017 1.9697119 -8.8183871 -3.2714846
#> lag1_var4 6.2875387 1.8342681 4.0987647 9.2412669
#> const -20.4867802 8.0787065 -33.1409518 -10.7169455
#> exo1 -0.2392199 0.7473741 -1.2957429 0.8324807
#> exo2 -5.2179886 0.5266844 -5.8229590 -4.3924194
#> exo3 1.2064244 0.8186526 0.3030956 2.3959694
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2610087 0.4507138 0.7424761 1.9757638
#> lag1_var2 -2.1869277 0.7211543 -3.2635434 -1.2636722
#> lag1_var3 -3.9594691 1.3091459 -5.8991699 -2.2754554
#> lag1_var4 4.7454226 1.2246036 3.1845579 6.5597200
#> const -15.0495521 5.4274515 -23.3564464 -8.7267608
#> exo1 -0.1588757 0.4974040 -0.8175486 0.5824974
#> exo2 -4.8162299 0.4198660 -5.3579545 -4.3163336
#> exo3 1.1091620 0.5931032 0.4771561 2.0211892
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000880557 0.0003553773 0.0005251867 0.001457558
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01534498 0.007069294 -0.02639908 -0.007248832
#> Sigma[2,2] 0.50262227 0.116635647 0.34876914 0.656969433
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01333892 0.006557347 0.006655767 0.02367835
#> Sigma[3,2] -0.33948344 0.138079673 -0.541757212 -0.19099770
#> Sigma[3,3] 0.42310418 0.142591548 0.256639847 0.64137955
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004309588 0.003005921 -2.239116e-05 0.008216126
#> Sigma[4,2] -0.040832907 0.085099506 -1.596908e-01 0.066292573
#> Sigma[4,3] 0.228949353 0.071264108 1.358385e-01 0.330558330
#> Sigma[4,4] 0.212593772 0.039372069 1.557500e-01 0.265238820
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99215355 0.03318219 0.95493770 1.03227033
#> lag1_var2 0.02713891 0.07442038 -0.07155143 0.13987815
#> lag1_var3 0.03480082 0.12736110 -0.12500938 0.23230766
#> lag1_var4 -0.03510911 0.12346972 -0.22633070 0.12224504
#> const 0.23152657 0.47246648 -0.45969404 0.80814933
#> exo1 -0.02595659 0.02822349 -0.05593455 0.01540142
#> exo2 -0.09701789 0.01711385 -0.11986591 -0.07617628
#> exo3 0.01922984 0.04294294 -0.03777377 0.07454079
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32569250 0.9125548 -1.5214466 0.8273998
#> lag1_var2 1.03823049 2.1193886 -1.0717027 4.0852027
#> lag1_var3 0.47912799 3.5356078 -2.9916402 5.5524746
#> lag1_var4 -0.44591128 3.4050060 -5.2241412 2.9364454
#> const 8.00582847 11.3376120 -7.6725022 23.2136352
#> exo1 0.54040983 0.7106264 -0.5718675 1.1642677
#> exo2 0.66253755 0.4967903 0.1427210 1.5169407
#> exo3 0.01278167 0.9839893 -1.6448783 1.0900979
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.180259139 0.7777977 0.1205797 2.288603
#> lag1_var2 -0.238861609 1.6423067 -2.7549952 1.546125
#> lag1_var3 -0.003771075 2.8540784 -4.2915733 3.139210
#> lag1_var4 0.532688794 2.7342355 -2.5556577 4.566470
#> const -5.674881954 8.8541932 -18.3383810 4.277929
#> exo1 -0.462643179 0.8010063 -1.3941361 0.703777
#> exo2 -4.462905075 0.3209970 -4.8513620 -4.042900
#> exo3 1.314307623 1.1263514 -0.2419590 2.855394
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0229728 0.5325053 0.4200599 1.7763353
#> lag1_var2 0.1066102 1.2166955 -1.6477221 1.3187330
#> lag1_var3 -0.1930861 2.1067668 -3.2653130 1.8925573
#> lag1_var4 0.7463986 1.9731633 -1.2888104 3.6304944
#> const -2.2217073 6.1406298 -12.1152335 3.7648585
#> exo1 -0.1468764 0.4823217 -0.8748674 0.4422577
#> exo2 -4.2461731 0.2845260 -4.6467773 -3.8655352
#> exo3 1.3877246 0.6681667 0.3195296 2.2372874
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006331941 6.988504e-05 0.000553666 0.0007373389
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008968182 0.005339055 -0.01486236 -0.00171361
#> Sigma[2,2] 2.857138368 0.546006777 2.12148542 3.61641769
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004529397 0.003704987 0.0006842435 0.009157814
#> Sigma[3,2] -1.520603008 0.339642403 -2.0168083307 -1.059669968
#> Sigma[3,3] 0.990478434 0.226880811 0.7030790556 1.315865895
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008129756 0.002315377 -0.004099304 0.002088642
#> Sigma[4,2] 0.0858584702 0.110969129 -0.106057674 0.204684418
#> Sigma[4,3] 0.2067226657 0.086613320 0.120211272 0.352928205
#> Sigma[4,4] 0.3584280138 0.053141349 0.282498693 0.432711810
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04968494 0.013438849 1.031230058 1.068878814
#> lag1_var2 -0.02261724 0.006918387 -0.030605176 -0.011333365
#> lag1_var3 -0.04620512 0.012825800 -0.062357962 -0.025933810
#> lag1_var4 0.02186538 0.011230758 0.004268233 0.035732704
#> const 0.13491813 0.180040664 -0.110174897 0.373818314
#> exo1 0.01042644 0.024076819 -0.028017475 0.042090650
#> exo2 -0.04056001 0.022664795 -0.066919491 -0.002690134
#> exo3 0.04324292 0.018622158 0.019561216 0.069811238
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.75079420 1.201748 -5.1335227 -1.98667771
#> lag1_var2 2.92532612 1.190545 1.3717913 4.40539410
#> lag1_var3 3.64205702 2.187385 0.7865778 6.43769544
#> lag1_var4 -2.26101480 1.698444 -4.3150730 -0.06814978
#> const 11.70420395 12.294632 -3.4242412 29.50159046
#> exo1 0.05193616 1.637014 -1.8912955 2.16847314
#> exo2 0.11438415 1.779643 -2.3033968 2.59657253
#> exo3 -0.01830295 1.602158 -2.5119063 1.77046853
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1756522 0.6824975 1.1670533 2.9318998
#> lag1_var2 -1.0344631 0.6581003 -1.9099911 -0.1287453
#> lag1_var3 -0.9659188 1.2001298 -2.5123608 0.7033144
#> lag1_var4 1.1290780 0.9490651 -0.1898871 2.2963822
#> const -5.0237306 7.0358338 -14.8227217 4.7461738
#> exo1 0.1881697 0.9390322 -1.1964195 1.2641215
#> exo2 -0.4743924 0.9755630 -1.9708374 0.7028980
#> exo3 -0.1722412 0.7988586 -1.4350946 0.7461302
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1443277 0.4424097 -0.5696677 0.68473295
#> lag1_var2 0.1983821 0.4358186 -0.4770614 0.74823596
#> lag1_var3 0.3700047 0.8076441 -0.8718460 1.39184274
#> lag1_var4 0.5889192 0.6617045 -0.2277091 1.65591425
#> const -1.0780482 4.5471381 -7.8586080 3.52791330
#> exo1 0.3800846 0.5309139 -0.5425498 0.89732298
#> exo2 -0.5882760 0.4228598 -1.1553106 -0.06904531
#> exo3 -0.3297135 0.6179304 -1.2140905 0.32064158
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001135614 0.000486006 0.0007175378 0.001932511
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00146499 0.001209280 -0.003323043 -0.0006103692
#> Sigma[2,2] 0.02689526 0.004465824 0.021930521 0.0336077464
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001582969 0.001032384 0.00070131 0.003265924
#> Sigma[3,2] -0.020485313 0.011754362 -0.03916565 -0.007983572
#> Sigma[3,3] 0.092410570 0.034657315 0.05399307 0.146748684
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005485773 0.001238586 -0.001070483 0.002345253
#> Sigma[4,2] -0.0020677239 0.010792177 -0.017049152 0.011198100
#> Sigma[4,3] 0.0793519022 0.028349626 0.047493777 0.124149229
#> Sigma[4,4] 0.0789580846 0.022618909 0.053599934 0.114335007
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003387466 0.01383448 0.98469805 1.02413723
#> lag1_var2 -0.031530009 0.08706558 -0.12413532 0.10558700
#> lag1_var3 -0.054275817 0.15170680 -0.24056952 0.16137380
#> lag1_var4 0.052084335 0.15579842 -0.16901749 0.24391597
#> const 0.110182453 0.56331896 -0.64823558 0.87443678
#> exo1 0.002316726 0.03444412 -0.04171773 0.05415168
#> exo2 -0.053001342 0.02331282 -0.08041107 -0.01878710
#> exo3 -0.023736705 0.05706456 -0.11122069 0.05115990
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24414994 0.07210882 0.1502227 0.3306961
#> lag1_var2 1.43510335 0.27728367 1.1157529 1.8758650
#> lag1_var3 1.35935457 0.43084147 0.8920538 2.0239195
#> lag1_var4 -1.49776827 0.44011980 -2.1832672 -1.0275414
#> const 4.92011887 1.57080501 2.7615080 6.8375077
#> exo1 0.01777116 0.15104893 -0.2249828 0.1950443
#> exo2 0.86982342 0.19236713 0.5554874 1.0621213
#> exo3 -0.96625301 0.24101087 -1.3164477 -0.6511810
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39715928 0.1738355 -0.63304649 -0.2019520
#> lag1_var2 0.58746544 0.7406409 -0.24403244 1.7656013
#> lag1_var3 1.10255205 1.1514321 -0.17401880 2.9302974
#> lag1_var4 -0.03372843 1.1725709 -1.89282033 1.2734546
#> const 3.36871401 4.1908145 -0.29117139 9.7404100
#> exo1 0.10019952 0.2058952 -0.13011500 0.4165935
#> exo2 -1.99895828 0.2405112 -2.30155996 -1.6320906
#> exo3 0.33713113 0.3253522 -0.06143307 0.8548164
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2315456 0.1601692 -0.44729539 -0.02495601
#> lag1_var2 1.3179416 0.7296681 0.51483965 2.40418038
#> lag1_var3 1.6520731 1.0953618 0.45201030 3.24304500
#> lag1_var4 -0.6633694 1.1107117 -2.28188418 0.53225645
#> const 5.7449400 4.1438296 1.79027858 11.66868635
#> exo1 0.1138649 0.1849994 -0.06904189 0.42435950
#> exo2 -1.4656538 0.1731166 -1.65445637 -1.18123580
#> exo3 -0.3143494 0.2684538 -0.60786026 0.07664954
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009048728 0.0001628567 0.0007371427 0.001172759
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001921846 0.001428928 -0.003927116 -0.0003857844
#> Sigma[2,2] 0.079042038 0.015448379 0.062904930 0.1017439206
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000624537 0.002236253 -0.003420086 0.002677049
#> Sigma[3,2] -0.084564574 0.019679611 -0.115956392 -0.067486674
#> Sigma[3,3] 0.266445780 0.053358270 0.198019569 0.345246545
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001552432 0.001776074 -0.003835243 0.001102043
#> Sigma[4,2] -0.046695112 0.019148867 -0.075483873 -0.022880820
#> Sigma[4,3] 0.239930217 0.048426528 0.175031405 0.307585796
#> Sigma[4,4] 0.233242122 0.042581525 0.175835118 0.290653922
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97523974 0.02398897 0.941373418 1.00650683
#> lag1_var2 -0.01683114 0.03937169 -0.063006349 0.04300285
#> lag1_var3 -0.04980498 0.07732950 -0.155928345 0.06302426
#> lag1_var4 0.05479764 0.07325337 -0.050397060 0.15771037
#> const 0.30215162 0.24882554 0.006681685 0.68246387
#> exo1 0.01547233 0.02766227 -0.024094402 0.05221152
#> exo2 -0.16997523 0.03526909 -0.226714321 -0.13239392
#> exo3 0.01856247 0.02287898 -0.009539844 0.04909392
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0006768455 0.1105510 -0.1497237 0.1646361
#> lag1_var2 1.4942362302 0.3068380 1.0326234 1.8565366
#> lag1_var3 1.6941505870 0.6244785 0.7915564 2.4914763
#> lag1_var4 -1.7446712066 0.6117564 -2.5182093 -0.8629920
#> const 4.7515628655 2.6214010 1.2795497 7.9305547
#> exo1 -0.4875827001 0.1331807 -0.6605940 -0.2906722
#> exo2 1.0156835532 0.2911835 0.6259199 1.4114201
#> exo3 -0.0869470967 0.2604040 -0.4348123 0.2480664
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85217778 0.3280665 0.3542816 1.2419462
#> lag1_var2 -2.07755997 0.5707805 -2.8284966 -1.2868075
#> lag1_var3 -2.65640583 1.1828031 -4.2482960 -0.9738124
#> lag1_var4 3.51118670 1.1358171 1.8584778 5.0149941
#> const -10.06980543 4.5612997 -15.5759046 -4.1440582
#> exo1 -0.04673856 0.4716644 -0.6632782 0.5279805
#> exo2 -1.19735090 0.7390973 -2.5066921 -0.6681616
#> exo3 0.01475661 0.4739327 -0.5576687 0.6959166
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91091368 0.3159248 0.4408230 1.3129334
#> lag1_var2 -1.68180771 0.4883239 -2.4360482 -1.1052995
#> lag1_var3 -2.50633614 1.0237158 -3.9597317 -1.1079834
#> lag1_var4 3.34438144 0.9816090 1.9766729 4.6906380
#> const -9.41027297 4.0851873 -14.1054758 -4.0250607
#> exo1 -0.29843591 0.4936140 -0.9525496 0.3048831
#> exo2 -0.61040278 0.7138470 -1.8391661 0.0467292
#> exo3 -0.08135916 0.4852241 -0.7033606 0.6439765
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000830894 0.0001628831 0.0006551615 0.001096633
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003435073 0.00178049 -0.005963624 -0.001279527
#> Sigma[2,2] 0.081069054 0.01663813 0.059954716 0.105059548
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004801848 0.003431353 0.0008089691 0.01007027
#> Sigma[3,2] -0.102798491 0.038219178 -0.1652363144 -0.05881110
#> Sigma[3,3] 0.304138361 0.072825876 0.2274895770 0.42491798
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002863929 0.002529738 -2.134382e-05 0.006787317
#> Sigma[4,2] -0.057047385 0.032682571 -1.101181e-01 -0.014543388
#> Sigma[4,3] 0.248635191 0.054387957 1.854644e-01 0.335776818
#> Sigma[4,4] 0.219109269 0.041690593 1.665548e-01 0.278509795
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986058515 0.01104038 0.96899253 0.99950032
#> lag1_var2 0.007956816 0.06581228 -0.08118442 0.10944218
#> lag1_var3 0.073869031 0.12085459 -0.08582898 0.26273329
#> lag1_var4 -0.074472329 0.12105052 -0.26420806 0.08498572
#> const 0.492253380 0.29558149 0.16689994 0.95359475
#> exo1 0.013148921 0.02280266 -0.01905562 0.04376090
#> exo2 -0.112396331 0.01643317 -0.13327431 -0.08946421
#> exo3 -0.131856052 0.03189422 -0.18083817 -0.10725245
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007115215 0.1225869 -0.15514551 0.1563350
#> lag1_var2 0.858898688 0.6409033 -0.05245378 1.6468503
#> lag1_var3 0.336141693 1.1368987 -1.30581158 1.7408000
#> lag1_var4 -0.340894542 1.1431909 -1.76132854 1.3144939
#> const 0.777224320 3.8719911 -4.38038603 5.8606443
#> exo1 -0.034733734 0.2240444 -0.23746998 0.3269401
#> exo2 0.824838334 0.2594759 0.43937542 1.1347586
#> exo3 2.573570234 0.3021510 2.16425081 2.9718984
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081583 0.2329592 -0.6515923 -0.004451893
#> lag1_var2 1.5756306 1.0675372 0.2625021 3.310237970
#> lag1_var3 3.0623474 1.8149784 0.9224174 6.088051173
#> lag1_var4 -2.0691794 1.8298139 -5.1115940 0.082051281
#> const 7.1079600 7.6652356 -3.0913901 17.131549219
#> exo1 0.2233049 0.6037838 -0.7698557 0.894404086
#> exo2 0.2482650 0.4725984 -0.1920273 1.083718123
#> exo3 -4.7412713 0.3723966 -5.1412851 -4.161055312
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2893375 0.1928635 -0.5636409 -0.01262868
#> lag1_var2 1.8534126 0.7736350 0.9995392 3.15701951
#> lag1_var3 2.8575743 1.3047387 1.5079785 5.08799489
#> lag1_var4 -1.8578694 1.3179785 -4.1014370 -0.49175509
#> const 6.4036244 6.2577272 -2.5904507 14.39668194
#> exo1 0.2061664 0.5021295 -0.5841002 0.77400245
#> exo2 0.7681473 0.4774051 0.2656323 1.55949279
#> exo3 -3.3547311 0.3794504 -3.8491705 -2.93637514
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001039457 0.00019132 0.0008397493 0.001350225
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02412224 0.006322878 -0.0334378 -0.01644456
#> Sigma[2,2] 1.88459144 0.572987831 1.3501206 2.81241263
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01125652 0.005115295 0.004787543 0.01881004
#> Sigma[3,2] -0.96051447 0.289279093 -1.383889980 -0.63819924
#> Sigma[3,3] 0.74786670 0.191740466 0.503514116 1.01613023
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001011707 0.003900332 -0.005574202 0.004203738
#> Sigma[4,2] -0.029187972 0.124061701 -0.200246254 0.138538199
#> Sigma[4,3] 0.325390806 0.107589812 0.193656266 0.499605164
#> Sigma[4,4] 0.374411585 0.082685931 0.292834678 0.488429547
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99911226 0.02835653 0.95450828 1.02934013
#> lag1_var2 -0.02301980 0.02553671 -0.05480526 0.01835305
#> lag1_var3 -0.04759611 0.05431238 -0.11663361 0.03979504
#> lag1_var4 0.04544038 0.04534466 -0.02723305 0.10355173
#> const 0.12781037 0.28453292 -0.29718996 0.49183150
#> exo1 0.04871075 0.02240721 0.01640759 0.07512289
#> exo2 -0.21005559 0.03011421 -0.25539670 -0.17529406
#> exo3 0.09042880 0.03438111 0.04022014 0.12215385
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9911925 1.604146 -2.5402333 1.5647265
#> lag1_var2 1.4541200 1.420020 -0.9120603 2.8089542
#> lag1_var3 0.9735944 2.982971 -3.9936770 3.8243722
#> lag1_var4 -0.7618881 2.459627 -3.1739669 3.2884766
#> const 11.3957104 12.316288 -7.1959240 24.5011022
#> exo1 -1.3859334 1.658106 -4.0863328 0.5794544
#> exo2 3.1461028 2.126628 0.5121798 6.4068091
#> exo3 -1.0778839 1.122902 -2.3919023 0.4875164
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5012829 1.0526399 -0.9217624 1.8642437
#> lag1_var2 -0.4068650 0.9638518 -1.7945069 0.7874059
#> lag1_var3 0.2404797 2.0393360 -2.7105741 2.7824916
#> lag1_var4 0.6573332 1.6937157 -1.4300909 3.1158245
#> const -4.6736039 7.9588117 -11.7760373 8.0573111
#> exo1 0.1347560 0.7928889 -0.8717191 1.2830286
#> exo2 -5.9081717 1.3788846 -7.5966410 -3.7997646
#> exo3 1.1976874 1.0146145 -0.4616345 2.3703074
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02274982 0.7374738 -0.9634949 1.0281752
#> lag1_var2 -0.02138442 0.6916064 -1.0633610 0.8237492
#> lag1_var3 0.06713912 1.4574376 -2.1462581 1.8413584
#> lag1_var4 0.99402226 1.2198475 -0.5147497 2.8523047
#> const -0.91027957 6.2825868 -9.2882694 6.5571975
#> exo1 -0.65523270 0.3941580 -1.2303176 -0.1449582
#> exo2 -5.00696788 0.8298693 -5.7246411 -3.6700970
#> exo3 0.77967082 0.7355696 -0.4045396 1.6602803
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001714067 0.0003341234 0.001354451 0.002252759
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008170186 0.00614989 -0.01727387 -0.0001511921
#> Sigma[2,2] 0.755322849 0.14254361 0.55488728 0.9297488714
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003793482 0.003824303 -0.001143544 0.009794496
#> Sigma[3,2] -0.292032943 0.107933821 -0.455671921 -0.160982767
#> Sigma[3,3] 0.466127569 0.099924302 0.343666796 0.623409681
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001170382 0.00222953 -0.004414593 0.001590593
#> Sigma[4,2] 0.179288869 0.09784303 0.033941544 0.311434029
#> Sigma[4,3] 0.312756136 0.04967477 0.248552105 0.384454816
#> Sigma[4,4] 0.455969369 0.06204353 0.398724363 0.555850948
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02525561 0.01108417 1.007982095 1.037080009
#> lag1_var2 -0.06318974 0.05683076 -0.145767493 0.006132003
#> lag1_var3 -0.12073106 0.09580780 -0.251800417 0.004052958
#> lag1_var4 0.10780305 0.09925319 -0.017703438 0.245291252
#> const 0.20233490 0.48318520 -0.489610268 0.744572784
#> exo1 0.01930270 0.02426013 -0.005879188 0.056825147
#> exo2 -0.15866975 0.05571437 -0.238344889 -0.086492498
#> exo3 -0.04809767 0.04971498 -0.112896800 0.026655072
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1881324 0.2516906 -0.14558123 0.5487058
#> lag1_var2 0.3643063 1.3848762 -1.43323376 2.4437192
#> lag1_var3 -0.2632547 2.3086635 -3.31622916 3.2361858
#> lag1_var4 0.1999538 2.3185055 -3.32770041 3.2126338
#> const 2.5019587 7.1826600 -8.26868592 11.8280420
#> exo1 -0.4134322 1.0143549 -1.44566680 1.3354661
#> exo2 -1.3590859 1.5721240 -3.32231914 1.0734601
#> exo3 1.1508426 0.7223373 0.08201324 2.1004325
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07605759 0.2428284 -0.4494741 0.1804715
#> lag1_var2 2.94750689 1.2233599 1.2998843 4.7279512
#> lag1_var3 5.33651404 2.0914290 2.6706479 8.5090758
#> lag1_var4 -4.51953729 2.0799432 -7.6749466 -1.8633340
#> const 10.77505098 5.7970577 4.3330219 19.3224171
#> exo1 -1.09456216 0.4680674 -1.7827730 -0.5314860
#> exo2 0.17973754 0.9265697 -0.7552815 1.7523348
#> exo3 -2.40793574 0.4920406 -2.9888860 -1.6884886
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04384631 0.2330561 -0.30065948 0.3226619
#> lag1_var2 3.02741779 1.1267587 1.65252577 4.8968086
#> lag1_var3 4.94244846 2.0094859 2.47701463 8.2658876
#> lag1_var4 -4.15355317 2.0114677 -7.45250192 -1.6598017
#> const 11.52219979 7.9544210 -0.04910306 20.1962399
#> exo1 -1.41692326 0.3712549 -1.88926729 -0.9404585
#> exo2 -0.71758478 0.9013881 -1.84154401 0.5362257
#> exo3 -1.84999273 0.5950283 -2.53068181 -0.9257068
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001493068 0.0004275264 0.0009727531 0.002140905
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001522165 0.0004977763 -0.002299771 -0.0008650346
#> Sigma[2,2] 0.006456237 0.0013502694 0.004967550 0.0082298845
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0000802955 0.002049870 -0.00265713 0.003034841
#> Sigma[3,2] -0.0092299549 0.002705967 -0.01392162 -0.006741606
#> Sigma[3,3] 0.0515232051 0.009106633 0.03923233 0.065777976
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001374748 0.001835630 -0.003634324 0.001354190
#> Sigma[4,2] -0.004447058 0.002250915 -0.007868498 -0.001707953
#> Sigma[4,3] 0.045662305 0.007938945 0.034985895 0.057471248
#> Sigma[4,4] 0.043452322 0.007577029 0.033606449 0.053633218
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991817953 0.01721578 0.97148186 1.01581179
#> lag1_var2 0.034440348 0.09864606 -0.07064512 0.18415162
#> lag1_var3 0.078406909 0.15118003 -0.06189724 0.31674542
#> lag1_var4 -0.079577349 0.15355369 -0.32293384 0.06261381
#> const 0.435874728 0.62878853 -0.30886911 1.44484471
#> exo1 0.006506344 0.04242315 -0.04768066 0.06508413
#> exo2 -0.076174204 0.02522398 -0.10319277 -0.03626108
#> exo3 -0.006043900 0.03629079 -0.05303570 0.04231483
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1423143 0.02680250 0.096297114 0.16620542
#> lag1_var2 0.4189092 0.11253712 0.299266210 0.59613201
#> lag1_var3 -0.2475339 0.16300165 -0.458262261 -0.02189116
#> lag1_var4 0.2333053 0.16386531 0.008624636 0.44997021
#> const -0.8906427 0.76476810 -1.777692465 0.25765092
#> exo1 -0.0439319 0.04851653 -0.106589603 0.02077197
#> exo2 0.2685160 0.05908735 0.186195194 0.34739737
#> exo3 0.1803833 0.03929861 0.128944100 0.23304434
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.211457332 0.05021669 -0.28641440 -0.1466170
#> lag1_var2 0.612178375 0.41331959 0.05954745 1.1203778
#> lag1_var3 0.984436904 0.66911904 0.08084233 1.9128482
#> lag1_var4 0.003852087 0.67688377 -0.93167473 0.9348017
#> const 3.664945330 2.70550735 -0.96163371 6.8173630
#> exo1 0.037220365 0.10914175 -0.14002067 0.1586276
#> exo2 -0.773960720 0.23285733 -1.11223622 -0.4827457
#> exo3 -0.038527578 0.28844431 -0.44118990 0.3323539
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10081869 0.04936845 -0.16034774 -0.02756443
#> lag1_var2 0.61689592 0.45244224 0.05714154 1.22835067
#> lag1_var3 0.37783715 0.68227483 -0.47088691 1.38171369
#> lag1_var4 0.61352084 0.69201405 -0.40071999 1.48498161
#> const 1.87879760 2.77573172 -2.43281540 5.26599816
#> exo1 0.00531141 0.11559911 -0.19305290 0.11882039
#> exo2 -0.59163599 0.21663908 -0.88764086 -0.32926576
#> exo3 0.10314259 0.27654972 -0.28941944 0.46244520
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001559343 0.0004107604 0.00104007 0.002124552
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003784158 0.000916311 -0.004985975 -0.002579066
#> Sigma[2,2] 0.022824321 0.003998400 0.015984370 0.027032708
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001801159 0.001499106 -0.0002803292 0.00381395
#> Sigma[3,2] -0.020457556 0.007668507 -0.0320362551 -0.01107231
#> Sigma[3,3] 0.050624523 0.016158579 0.0328610723 0.07563072
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.657487e-05 0.001430746 -0.001887172 0.001856724
#> Sigma[4,2] -1.111041e-02 0.007387959 -0.022859591 -0.002940905
#> Sigma[4,3] 4.587540e-02 0.014399162 0.029919596 0.067835143
#> Sigma[4,4] 4.547762e-02 0.012631216 0.030435049 0.064134003
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97216736 0.03547123 0.93608365 1.031629138
#> lag1_var2 0.04142704 0.05612409 -0.05179483 0.101255126
#> lag1_var3 0.08145032 0.10967691 -0.04977456 0.239423602
#> lag1_var4 -0.08055057 0.10142102 -0.22506927 0.042703884
#> const 0.56172295 0.40336940 -0.07308913 0.977319251
#> exo1 -0.03941125 0.04083742 -0.10123216 0.007631980
#> exo2 -0.04767877 0.03275480 -0.09311273 -0.004752979
#> exo3 -0.04188945 0.04683199 -0.11831464 0.004611549
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06424408 0.1403757 -0.11848227 0.2639595
#> lag1_var2 0.82827693 0.2440621 0.48183130 1.1535190
#> lag1_var3 0.41687044 0.6077978 -0.38621256 1.2923834
#> lag1_var4 -0.40461240 0.5712369 -1.22641347 0.3477274
#> const 1.58117474 1.7075278 -0.69523560 3.8830067
#> exo1 0.07176126 0.1298047 -0.11727903 0.2215480
#> exo2 0.63050901 0.1235694 0.44193850 0.7475318
#> exo3 0.25069760 0.1515503 0.02958336 0.4500055
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3493298 0.1807928 -0.58226812 -0.08335289
#> lag1_var2 0.5424494 0.3131802 0.08541033 0.90303750
#> lag1_var3 1.2647981 0.7957179 0.06739898 2.17687884
#> lag1_var4 -0.2454404 0.7447623 -1.10376305 0.87867354
#> const 2.5145946 2.1287210 -0.68809668 5.18651954
#> exo1 0.0845854 0.1910566 -0.14499744 0.36347169
#> exo2 -0.5901338 0.2175220 -0.81868140 -0.24977200
#> exo3 -0.3739135 0.3440654 -0.89194882 -0.01461399
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37662851 0.1600339 -0.596542218 -0.14696061
#> lag1_var2 0.73106205 0.2652955 0.330873804 1.06762914
#> lag1_var3 0.98852547 0.6490036 -0.005904356 1.62559167
#> lag1_var4 0.08561503 0.6061353 -0.513282381 1.00797582
#> const 1.99062215 1.9027616 -0.926774499 4.39410875
#> exo1 0.13349369 0.1755593 -0.058772829 0.40440747
#> exo2 -0.36965482 0.2436343 -0.603803740 0.01010012
#> exo3 -0.30830824 0.3287246 -0.795460210 0.04554458
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002959154 6.825714e-05 0.0002310622 0.0004054656
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001522028 0.0005695284 -0.002368864 -0.0008413212
#> Sigma[2,2] 0.123368507 0.0241434352 0.090637573 0.1557402435
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001962763 0.002176478 -0.001192923 0.004955366
#> Sigma[3,2] -0.046147881 0.036485984 -0.086917880 0.012751559
#> Sigma[3,3] 0.447000010 0.106956733 0.304251200 0.589137833
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001195239 0.00245247 -0.002039108 0.004753827
#> Sigma[4,2] 0.027497603 0.04466721 -0.018588985 0.106443243
#> Sigma[4,3] 0.457109148 0.12806185 0.293596436 0.630889807
#> Sigma[4,4] 0.514556458 0.15293045 0.323590454 0.722627429
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001658940 0.01075600 0.98445340 1.015672479
#> lag1_var2 -0.004851127 0.02395905 -0.04037893 0.029452317
#> lag1_var3 -0.017193555 0.04473962 -0.07700781 0.051857441
#> lag1_var4 0.010967631 0.04263855 -0.05397226 0.069898463
#> const 0.326228544 0.20640963 0.04302549 0.629240753
#> exo1 -0.001412449 0.01094817 -0.01581378 0.013896376
#> exo2 -0.178085505 0.01411247 -0.19439389 -0.156177976
#> exo3 -0.019280674 0.01980102 -0.04257286 0.008293967
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7245605 0.3572240 -1.2588280 -0.2559969
#> lag1_var2 1.2838453 0.5961772 0.5650306 2.1767285
#> lag1_var3 0.9727789 1.1898274 -0.5191411 2.7711158
#> lag1_var4 -0.7393002 1.1179374 -2.4307222 0.6468601
#> const 5.1291122 4.8756168 -0.7057014 12.3628158
#> exo1 -0.7843537 0.2280924 -1.0719861 -0.4682035
#> exo2 1.9304601 0.3372282 1.4631373 2.4232638
#> exo3 0.2128012 0.4078457 -0.2387795 0.8067233
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0794073 0.7443373 -1.1458480 0.7749524
#> lag1_var2 1.2183279 1.4801282 -0.2535351 3.4146230
#> lag1_var3 2.9637589 2.9612202 0.1200238 7.3945597
#> lag1_var4 -2.2075333 2.7812173 -6.3991531 0.4067229
#> const 12.0356207 10.1304707 0.7105563 26.1671697
#> exo1 0.4329969 0.5468135 -0.4434944 0.9627336
#> exo2 -4.7020458 0.6745061 -5.7660131 -3.8762387
#> exo3 -3.4349911 0.3853128 -3.8661039 -3.0150348
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38768212 0.8149637 -1.7874753 0.3376451
#> lag1_var2 1.79470581 1.5514389 0.1523690 4.0814170
#> lag1_var3 3.25132137 3.1007268 0.1457090 8.0021897
#> lag1_var4 -2.33592985 2.9110560 -6.7371096 0.6075863
#> const 14.79429557 11.2503410 0.2161990 30.6864328
#> exo1 -0.02821205 0.5955852 -0.9677015 0.5695185
#> exo2 -3.89758013 0.7754507 -5.1176870 -3.1477488
#> exo3 -3.59428207 0.5685350 -4.3556069 -2.7921413
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002103096 0.0002827401 0.001670839 0.002409201
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003997984 0.001217916 -0.00594748 -0.002693082
#> Sigma[2,2] 0.018138783 0.006241148 0.01371061 0.028505642
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.186228e-05 0.003833412 -0.005102085 0.0054502959
#> Sigma[3,2] -1.257549e-02 0.013348412 -0.035857428 -0.0007884831
#> Sigma[3,3] 2.308373e-01 0.033078993 0.184549288 0.2744991744
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003434445 0.003743597 -0.008484862 0.001842001
#> Sigma[4,2] 0.001200636 0.010578358 -0.015088070 0.012141525
#> Sigma[4,3] 0.232953257 0.032609079 0.183371209 0.272570021
#> Sigma[4,4] 0.246258692 0.035445471 0.191191579 0.284216967
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992108552 0.04431283 0.92640228 1.04287570
#> lag1_var2 -0.015698017 0.12427496 -0.17813140 0.16075324
#> lag1_var3 -0.015829613 0.16834808 -0.21923118 0.23869756
#> lag1_var4 0.014145123 0.16321997 -0.23347267 0.21138551
#> const 0.365991616 0.73131978 -0.39531527 1.41020813
#> exo1 0.024550352 0.03478780 -0.01569601 0.07887103
#> exo2 -0.019449359 0.03902860 -0.06501247 0.04731762
#> exo3 -0.001240836 0.04100538 -0.05416060 0.04650328
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05318945 0.12813888 -0.11151118 0.25282683
#> lag1_var2 0.58339219 0.36254770 0.02256986 1.06504829
#> lag1_var3 0.18678313 0.59560185 -0.67847171 1.02719754
#> lag1_var4 -0.17087789 0.57434771 -0.97785166 0.66984749
#> const 0.36416539 1.90623634 -2.74888858 2.35191203
#> exo1 -0.14854104 0.09407358 -0.28200673 -0.02527874
#> exo2 0.69628331 0.09748822 0.57785100 0.84623538
#> exo3 0.30844635 0.12076416 0.15600609 0.49467862
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5376029 0.4640490 -1.0913567 0.05730255
#> lag1_var2 1.4846035 1.2963645 -0.2757933 3.10955343
#> lag1_var3 1.2484814 2.0068994 -1.1710909 3.78233900
#> lag1_var4 -0.2539429 1.9340651 -2.6948619 2.07762669
#> const 5.7497572 6.6668960 -3.7740884 13.72300351
#> exo1 -0.3019464 0.2910925 -0.7157450 0.06077633
#> exo2 -0.1442855 0.6872146 -1.0560033 0.66820895
#> exo3 -0.1984413 0.6025726 -0.9610167 0.63903127
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53629551 0.4938959 -1.1803378 0.09338405
#> lag1_var2 1.61382249 1.3940084 -0.2340131 3.38502395
#> lag1_var3 0.91797281 2.1132619 -1.5767955 3.82438142
#> lag1_var4 0.11308170 2.0345900 -2.6749752 2.51497991
#> const 4.81163851 6.8215606 -4.4041868 13.33729296
#> exo1 -0.43391668 0.3007820 -0.8792111 -0.08772450
#> exo2 0.34706436 0.7046826 -0.6371491 1.17815500
#> exo3 0.02253201 0.6645083 -0.7703879 0.94462004
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009549 0.0002867524 0.0005646994 0.001374648
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005693838 0.002268402 -0.009020374 -0.002854288
#> Sigma[2,2] 0.081023664 0.019272878 0.053393358 0.104363076
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005502036 0.002572015 0.0027675 0.009105559
#> Sigma[3,2] -0.064016215 0.028577276 -0.1050412 -0.031373007
#> Sigma[3,3] 0.172772261 0.042356335 0.1105464 0.229121282
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00205316 0.002002877 -0.0004458967 0.004901391
#> Sigma[4,2] -0.01450858 0.023162747 -0.0453656778 0.011421768
#> Sigma[4,3] 0.13766178 0.032773224 0.0895816170 0.180962554
#> Sigma[4,4] 0.13297993 0.027442809 0.0988183620 0.177075691
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96172027 0.008393947 0.94902557 0.972858574
#> lag1_var2 0.06039101 0.047727915 -0.01179176 0.114446095
#> lag1_var3 0.04114311 0.080656417 -0.07229867 0.135229459
#> lag1_var4 -0.03449896 0.078886778 -0.12350414 0.077568878
#> const 0.51599391 0.184069034 0.28241995 0.753766003
#> exo1 -0.01455897 0.016668124 -0.03720762 0.008428747
#> exo2 -0.09308117 0.016387418 -0.11295744 -0.070134039
#> exo3 -0.03590142 0.044618444 -0.10112549 0.021619160
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01698163 0.1075996 -0.1547923 0.1366341
#> lag1_var2 0.76076716 0.4044361 0.1800613 1.1527655
#> lag1_var3 0.29869050 0.6452874 -0.6726228 0.9995645
#> lag1_var4 -0.26840147 0.6316891 -0.9480043 0.6724437
#> const -0.04540306 1.5829073 -2.0886445 2.4030926
#> exo1 0.14047884 0.1775774 -0.1066574 0.3333538
#> exo2 1.21858644 0.2413694 0.9513290 1.5922079
#> exo3 0.49027395 0.4060850 -0.1643408 0.9573001
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4121831 0.2220723 0.1573544 0.75268881
#> lag1_var2 -0.7263052 0.6334579 -1.6177219 0.16592192
#> lag1_var3 -0.2073110 0.9555795 -1.5151092 1.10814165
#> lag1_var4 1.0845398 0.9358902 -0.2251936 2.36041826
#> const -2.9885733 2.2505812 -6.4353887 -0.05715547
#> exo1 -0.7938850 0.4169065 -1.4199358 -0.22743481
#> exo2 -1.3257393 0.4070077 -1.8571847 -0.74627048
#> exo3 0.2628423 0.2863135 -0.1691559 0.61045703
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4155888 0.1852681 0.1766329 0.69928052
#> lag1_var2 -0.5385972 0.5270824 -1.3337342 0.06398451
#> lag1_var3 -0.4718140 0.8671479 -1.7625069 0.51910226
#> lag1_var4 1.3835438 0.8580176 0.3947987 2.65757374
#> const -4.3313521 2.2629924 -7.7198319 -1.25628293
#> exo1 -0.7304312 0.3758703 -1.2803222 -0.29203978
#> exo2 -0.5482333 0.3496062 -1.0718704 -0.11651019
#> exo3 0.6100999 0.1639338 0.3479463 0.79648911
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006498846 0.0001359036 0.0004762323 0.0008532033
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002569457 0.005870744 -0.008772066 0.006965671
#> Sigma[2,2] 1.476332220 0.281928588 1.162394438 1.948824032
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003783948 0.003992204 -0.001468511 0.009841268
#> Sigma[3,2] -0.782398246 0.148744652 -0.979673340 -0.571633590
#> Sigma[3,3] 0.630183848 0.119259879 0.479329441 0.805106765
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00284911 0.003296706 -0.0003251222 0.007984349
#> Sigma[4,2] 0.07530589 0.106697101 -0.0843443368 0.197765169
#> Sigma[4,3] 0.22946643 0.090693926 0.1307206453 0.368628446
#> Sigma[4,4] 0.34247463 0.046266916 0.2782773063 0.409027045
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001839987 0.02816320 0.96430786 1.03808250
#> lag1_var2 -0.005128931 0.01917697 -0.03476205 0.01576312
#> lag1_var3 -0.006000535 0.03370287 -0.05593947 0.02660382
#> lag1_var4 0.001333153 0.02436683 -0.02434200 0.03713067
#> const 0.293222123 0.11058776 0.12865321 0.43784493
#> exo1 -0.006372864 0.01724987 -0.02682150 0.01805681
#> exo2 -0.112786596 0.02501357 -0.14582999 -0.08014750
#> exo3 -0.009182631 0.03039792 -0.03658858 0.04098460
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8808884 1.2707156 -2.595236218 0.63619824
#> lag1_var2 1.5455042 0.7734665 0.549128174 2.60303318
#> lag1_var3 1.5948991 1.2818957 -0.036981783 3.46823337
#> lag1_var4 -1.2432896 0.9464860 -2.646777017 -0.07253496
#> const 7.3920541 9.9327266 -7.286549305 21.14550236
#> exo1 0.3116129 0.8478352 -1.036394834 1.21145250
#> exo2 1.3105309 1.3572214 -0.005517261 3.51801982
#> exo3 0.7132172 1.8747087 -1.866248798 3.53014418
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4524464 0.6975006 1.5407719 3.4569034
#> lag1_var2 -1.2727352 0.3506401 -1.7475838 -0.8169526
#> lag1_var3 -1.1810772 0.5581099 -1.9777299 -0.4012040
#> lag1_var4 1.3588882 0.4029378 0.7890683 1.9376953
#> const -8.0741587 6.3426189 -18.0147146 0.1445552
#> exo1 -0.1168573 0.5563274 -0.7885342 0.6367241
#> exo2 -2.1972589 0.5223040 -3.0327866 -1.6479530
#> exo3 -0.4502218 1.1720720 -2.0964542 1.3215267
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.40461044 0.4091443 1.8841049 2.9720446
#> lag1_var2 -1.05387386 0.2504281 -1.4770710 -0.8283277
#> lag1_var3 -1.32910833 0.5004764 -2.1811519 -0.7967915
#> lag1_var4 1.61097145 0.4003288 1.1947301 2.2939621
#> const -7.43425532 4.5660726 -12.8663729 -0.3602468
#> exo1 0.08378759 0.3936346 -0.4152557 0.5737837
#> exo2 -1.78898500 0.7208464 -2.7619828 -0.7911556
#> exo3 -0.06992133 0.4360570 -0.7280283 0.4496693
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003487216 6.30347e-05 0.0002623118 0.0004349359
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006755638 0.0009786676 -0.002200973 0.000690873
#> Sigma[2,2] 0.1640445608 0.0326609853 0.119743700 0.205641404
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002004402 0.0004026252 0.001355125 0.002514514
#> Sigma[3,2] -0.045255788 0.0260499041 -0.081808408 -0.011623772
#> Sigma[3,3] 0.095237577 0.0254556976 0.073738323 0.139927908
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001699206 0.0005990543 0.0009614822 0.002571185
#> Sigma[4,2] 0.067338554 0.0305699188 0.0384510121 0.120507437
#> Sigma[4,3] 0.074991114 0.0180222360 0.0533380394 0.101693139
#> Sigma[4,4] 0.133754679 0.0345342175 0.0890556040 0.182029821
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960796781 0.02653962 0.92970188 1.000971116
#> lag1_var2 0.020723685 0.03711495 -0.02907300 0.073334943
#> lag1_var3 0.039615455 0.05821989 -0.03962341 0.120766337
#> lag1_var4 -0.032643526 0.05152661 -0.10599172 0.036119060
#> const 0.536171359 0.19483562 0.21684096 0.759227881
#> exo1 -0.005522325 0.01805854 -0.02138318 0.027010943
#> exo2 -0.027619783 0.01614010 -0.05283993 -0.007713774
#> exo3 -0.018991131 0.03034746 -0.06359754 0.020353503
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01637369 0.4156134 -0.41949675 0.66075381
#> lag1_var2 0.38926383 0.6221714 -0.59667934 1.04006817
#> lag1_var3 -0.89232093 0.9967311 -2.49483638 0.09945623
#> lag1_var4 0.88678392 0.8793616 0.01380602 2.28478534
#> const 0.27495998 4.6423952 -6.71162138 5.77191799
#> exo1 -0.47503097 0.3075048 -0.93635936 -0.13004184
#> exo2 3.33320627 0.4218904 2.82527080 3.95687047
#> exo3 0.01950130 0.4003121 -0.46725124 0.61539309
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1170288 0.4569942 -0.5839260 0.6283085
#> lag1_var2 0.4310526 0.5385891 -0.3958528 0.9351135
#> lag1_var3 1.4455769 0.8775021 0.1139868 2.2901835
#> lag1_var4 -0.4813721 0.7590670 -1.2042015 0.6731709
#> const 2.6207306 3.6556663 -3.2865257 6.0076900
#> exo1 0.4036796 0.2194568 0.1382634 0.7340628
#> exo2 -1.4623427 0.2828847 -1.8088738 -1.0228150
#> exo3 -0.1902325 0.3559378 -0.6693111 0.3171468
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1469475 0.4894424 -0.8174315 0.5609931
#> lag1_var2 0.3232745 0.6296264 -0.5729607 1.1944854
#> lag1_var3 0.2729695 1.0204859 -1.1276586 1.7056084
#> lag1_var4 0.7193273 0.9029060 -0.5324416 2.0096708
#> const 1.2368828 5.0811806 -6.0495146 6.2862117
#> exo1 0.1266830 0.2887028 -0.2357941 0.5447100
#> exo2 0.5709860 0.3194769 0.3033062 1.0869905
#> exo3 -0.2500002 0.4982566 -0.7441055 0.5753182
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009393593 0.0002832455 0.0005593756 0.001335893
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001301547 0.002446301 -0.001580356 0.004575238
#> Sigma[2,2] 0.160384380 0.031657692 0.117144795 0.204645139
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005172656 0.004557421 -0.01205235 0.0003225667
#> Sigma[3,2] -0.148001132 0.054035225 -0.23160830 -0.0926501792
#> Sigma[3,3] 0.487636871 0.121979467 0.36509008 0.6686721514
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004200966 0.00341303 -0.00909279 -0.0004995159
#> Sigma[4,2] -0.022922561 0.04197493 -0.08886576 0.0205570898
#> Sigma[4,3] 0.376302532 0.09821029 0.25783898 0.5128962478
#> Sigma[4,4] 0.362711950 0.08181621 0.24995028 0.4680024139
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00945894 0.01531351 0.991235556 1.029141285
#> lag1_var2 0.01765174 0.08682337 -0.099236366 0.123393952
#> lag1_var3 0.01255198 0.11316834 -0.134336817 0.150230593
#> lag1_var4 -0.01674222 0.11421012 -0.156789108 0.132025279
#> const 0.14269778 0.43644504 -0.477731600 0.716035234
#> exo1 0.02847225 0.02554922 -0.008071689 0.062238222
#> exo2 -0.02467162 0.03858570 -0.069390953 0.037062189
#> exo3 -0.03783984 0.02619685 -0.069115132 0.001936243
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1459008 0.1449029 -0.36030548 0.03164383
#> lag1_var2 0.1240015 0.8962086 -1.08127346 1.41938177
#> lag1_var3 -0.6606702 1.0615671 -2.07639527 0.81185939
#> lag1_var4 0.7329020 1.0839669 -0.77715835 2.18446957
#> const -1.8698359 4.7850964 -7.49380214 5.03511275
#> exo1 -0.2831676 0.3131011 -0.68603515 0.12121809
#> exo2 0.3968885 0.6808406 -0.55492708 1.28490148
#> exo3 0.6634018 0.4836139 0.07278524 1.28790374
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02487774 0.3417791 -0.4408959 0.4199245
#> lag1_var2 0.75869880 2.1933461 -2.4382810 3.5829770
#> lag1_var3 1.64202657 2.9497619 -2.6661185 5.3186747
#> lag1_var4 -0.71651999 2.9560809 -4.4161882 3.5991179
#> const 5.83213865 8.6779590 -6.5695932 16.0929628
#> exo1 0.48805781 0.6180964 -0.3988878 1.1702940
#> exo2 -0.79643025 0.8542134 -2.0671779 0.2522475
#> exo3 -0.24375062 1.0339776 -1.7005162 1.0085369
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1193876 0.2927543 -0.4553290 0.2804690
#> lag1_var2 0.5581698 2.1910190 -2.8191500 3.1760890
#> lag1_var3 0.7428430 2.8944886 -3.7088420 4.1078291
#> lag1_var4 0.2461676 2.9010653 -3.1483823 4.7137469
#> const 3.3809066 7.1038538 -6.5035821 11.4884206
#> exo1 0.2647645 0.4208095 -0.3408961 0.7696640
#> exo2 -0.4927578 0.6283728 -1.3623423 0.3256741
#> exo3 0.2681904 0.7448444 -0.7441389 1.1763703
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001205089 0.0002524154 0.0009407465 0.001573898
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003948918 0.0007709496 -0.005146863 -0.00317129
#> Sigma[2,2] 0.095092518 0.0219148923 0.061110079 0.11871936
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003780653 0.0008998412 0.003114788 0.005216685
#> Sigma[3,2] -0.081557088 0.0179423712 -0.100539875 -0.054725552
#> Sigma[3,3] 0.080559323 0.0170974835 0.056401075 0.098585838
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001493502 0.0005635257 0.001008477 0.002432285
#> Sigma[4,2] -0.026518782 0.0068295001 -0.035308996 -0.017334673
#> Sigma[4,3] 0.033870000 0.0073151576 0.023121859 0.041964811
#> Sigma[4,4] 0.019091171 0.0048634807 0.012431940 0.025878353
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99967723 0.01270219 0.979210200 1.01384564
#> lag1_var2 0.01276234 0.09259254 -0.095681180 0.15427848
#> lag1_var3 0.07379721 0.16505260 -0.122973512 0.32713129
#> lag1_var4 -0.07856550 0.16862443 -0.335063102 0.12308446
#> const 0.45979036 0.49449883 -0.154046072 1.21071350
#> exo1 0.02439450 0.02692835 -0.009154673 0.05919813
#> exo2 -0.01143942 0.04369212 -0.077772951 0.03942916
#> exo3 0.02702390 0.04837818 -0.023005578 0.09504822
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14420155 0.1410285 -0.007931467 0.36880514
#> lag1_var2 -0.37181886 1.1346937 -2.269585987 0.67681303
#> lag1_var3 -1.91317188 2.0549139 -5.269063723 0.08025877
#> lag1_var4 1.95475747 2.0932546 -0.081785637 5.39301091
#> const -5.40983227 6.6671250 -16.781470490 1.18966645
#> exo1 -0.02390319 0.2774423 -0.449135625 0.28539836
#> exo2 0.65475202 0.3068179 0.206553176 1.06597953
#> exo3 0.23238747 0.4041144 -0.206005373 0.84248289
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2122497071 0.1480498 -0.4625276 -0.07490754
#> lag1_var2 1.6502639174 1.0948585 0.7863634 3.59477043
#> lag1_var3 3.5090163153 1.9800230 1.9826172 6.95665555
#> lag1_var4 -2.5839228151 2.0087183 -6.1002227 -1.03890545
#> const 9.4619634289 6.2251633 4.3174501 20.72245921
#> exo1 0.1092628390 0.2645636 -0.1468658 0.52937610
#> exo2 -0.8630182861 0.2805084 -1.1622878 -0.41710894
#> exo3 0.0007997298 0.3573928 -0.5403443 0.36345309
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1333049 0.07256846 -0.25646427 -0.06544314
#> lag1_var2 1.2039169 0.49023128 0.72803645 2.05561303
#> lag1_var3 1.9879790 0.88329984 1.18324166 3.50046847
#> lag1_var4 -1.0177550 0.89379540 -2.55071292 -0.20437918
#> const 5.1987332 2.70088906 2.87245210 9.91656071
#> exo1 0.1010547 0.12037470 -0.03475254 0.27347948
#> exo2 -0.5113851 0.14412145 -0.72960421 -0.32686989
#> exo3 0.1383231 0.13892947 -0.08786547 0.28980451
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006737822 0.0001406513 0.0005166868 0.0008910319
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0129182 0.003543183 -0.01761935 -0.008566912
#> Sigma[2,2] 0.4929082 0.137703895 0.33722717 0.701400591
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01019447 0.003126062 0.006226872 0.0144879
#> Sigma[3,2] -0.35040697 0.112872408 -0.514719625 -0.2338254
#> Sigma[3,3] 0.28523373 0.099665427 0.180670156 0.4318525
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002118477 0.001094069 0.0008701687 0.0037801364
#> Sigma[4,2] -0.037348742 0.035763755 -0.0898105455 0.0008550888
#> Sigma[4,3] 0.065870539 0.033546218 0.0331023302 0.1130596560
#> Sigma[4,4] 0.045876499 0.012636886 0.0313324057 0.0647928665
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994050347 0.03325861 0.94441618 1.03894765
#> lag1_var2 -0.018463095 0.04069371 -0.06274876 0.04255980
#> lag1_var3 -0.039930676 0.06373533 -0.10180465 0.05590491
#> lag1_var4 0.039741484 0.05647247 -0.04531335 0.09171760
#> const 0.143079308 0.29410984 -0.27801488 0.52306016
#> exo1 0.002269143 0.02426509 -0.03738174 0.02744828
#> exo2 -0.055657568 0.02165988 -0.08374105 -0.02725601
#> exo3 0.059411648 0.03176313 0.01822439 0.10389833
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3221290 0.8876058 -1.6117111 0.9643455
#> lag1_var2 1.5994395 1.4489320 -0.2343043 3.6093742
#> lag1_var3 1.4236080 2.3238619 -1.5749101 4.6175685
#> lag1_var4 -1.4075723 2.0738526 -4.2530245 1.2481596
#> const 7.9964466 6.1931299 -0.7035486 15.9862254
#> exo1 0.8152749 0.6437995 0.1656514 1.8708047
#> exo2 1.0670778 0.5873137 0.2502819 1.8322075
#> exo3 0.2173290 0.6704012 -0.6743025 1.0849409
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6957015 0.5438123 0.07551348 1.44273233
#> lag1_var2 -1.1150985 0.9738910 -2.57715053 -0.06947700
#> lag1_var3 -1.1387038 1.5413530 -3.42384209 0.46572242
#> lag1_var4 1.9955413 1.3793959 0.55568861 4.02915504
#> const -7.9848536 4.3920217 -13.71159796 -4.11420665
#> exo1 -0.4634586 0.4509445 -1.16984385 0.03671271
#> exo2 -1.5133594 0.4476402 -2.18562120 -0.98954140
#> exo3 -0.3345096 0.6090297 -1.19639413 0.39124824
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51824945 0.2446027 0.27859802 0.88952103
#> lag1_var2 -0.51270941 0.3191309 -0.97487116 -0.05781991
#> lag1_var3 -0.89377176 0.5477786 -1.67717040 -0.11699230
#> lag1_var4 1.78105256 0.4997803 1.06235352 2.48268046
#> const -4.83887518 3.0204167 -8.51487695 -0.16739290
#> exo1 0.05907301 0.1056232 -0.09802468 0.19575070
#> exo2 -0.87298423 0.1906947 -1.17948473 -0.67317781
#> exo3 -0.20928827 0.2799085 -0.59426348 0.11116944
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002833035 7.579903e-05 0.0002103429 0.0004117971
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005179001 0.002330199 -0.008791468 -0.002824202
#> Sigma[2,2] 0.443779717 0.106458372 0.349408268 0.622676592
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003632843 0.00238768 0.0007762113 0.007005367
#> Sigma[3,2] -0.375701571 0.11334402 -0.5725127981 -0.271597123
#> Sigma[3,3] 0.725697998 0.20578439 0.4782190624 1.041794252
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003569099 0.002101972 -0.002112522 0.00371181
#> Sigma[4,2] -0.1014098545 0.071660969 -0.221808151 -0.02625422
#> Sigma[4,3] 0.5102299733 0.168809733 0.319483150 0.75756773
#> Sigma[4,4] 0.4653260351 0.151499057 0.302270101 0.67306338
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004699256 0.01594285 0.978929270 1.02151495
#> lag1_var2 -0.026141800 0.02968628 -0.060831810 0.01866871
#> lag1_var3 -0.044902206 0.04593328 -0.097229183 0.02486597
#> lag1_var4 0.039485832 0.04231583 -0.024138690 0.08842217
#> const 0.222400813 0.20768044 -0.010952883 0.52056655
#> exo1 0.002951362 0.01103640 -0.009607111 0.01917841
#> exo2 -0.045676776 0.01167502 -0.062970965 -0.03224761
#> exo3 0.043328281 0.01503169 0.019801220 0.06250654
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0037951 0.8679132 -2.1087402 0.1584577
#> lag1_var2 2.6360102 1.7986381 0.2501027 5.0483856
#> lag1_var3 2.7798111 2.7692197 -0.9815267 6.6015262
#> lag1_var4 -2.4663325 2.5389925 -5.9721033 0.9861076
#> const 7.9338444 8.9675887 -4.0994083 21.0253889
#> exo1 -0.3254960 0.4476435 -0.9584853 0.1241662
#> exo2 0.3389171 0.5829526 -0.5756996 0.8832332
#> exo3 0.3773282 0.3833933 -0.1204561 0.9396298
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5302628 1.1758288 0.1981770 3.38384540
#> lag1_var2 -2.1099744 2.4047241 -5.8386918 0.68461325
#> lag1_var3 -2.0872621 3.8063059 -7.9719411 2.38064431
#> lag1_var4 2.6047146 3.5034699 -1.5486860 7.97933751
#> const -9.9064195 13.3502628 -28.0354254 7.46285097
#> exo1 0.8991451 0.6024240 0.0568297 1.61018680
#> exo2 -0.9536069 0.6788715 -1.7736406 0.05811527
#> exo3 -0.5844461 0.5723261 -1.4414534 0.12160641
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8949388 0.9339561 -0.14095217 2.45414471
#> lag1_var2 -0.7501375 1.7430973 -3.62173977 0.82241114
#> lag1_var3 -0.8106455 2.7614873 -5.35788246 1.69578372
#> lag1_var4 1.5490431 2.5401610 -0.74261351 5.69818812
#> const -6.2870877 11.2752183 -23.54438347 8.20647578
#> exo1 0.7253338 0.5445139 -0.07005935 1.30406506
#> exo2 -0.7572538 0.4420873 -1.35735661 -0.08582939
#> exo3 -0.3556567 0.4506745 -1.05079972 0.17941335
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001561257 3.85315e-05 9.679342e-05 0.0002028863
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001293359 0.001077328 -0.002728229 0.0001108746
#> Sigma[2,2] 0.237174111 0.056293120 0.181692793 0.3283359623
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003544197 0.002166414 0.0004986368 0.006365034
#> Sigma[3,2] -0.258596792 0.077101515 -0.3631095746 -0.152096457
#> Sigma[3,3] 0.564249633 0.137070131 0.3789032961 0.757566113
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002826744 0.001847349 0.0005304189 0.005053585
#> Sigma[4,2] -0.110409417 0.053201707 -0.1667284730 -0.031300163
#> Sigma[4,3] 0.414896958 0.116524681 0.2898488733 0.587549953
#> Sigma[4,4] 0.358821030 0.103324965 0.2525838605 0.520369748
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978784750 0.007582499 0.969908556 0.99080045
#> lag1_var2 0.029224713 0.022809057 -0.008553849 0.05531167
#> lag1_var3 0.031436642 0.037679025 -0.030695101 0.07416708
#> lag1_var4 -0.029732889 0.036399848 -0.070263092 0.03012537
#> const 0.437713253 0.152624838 0.187777978 0.55524351
#> exo1 -0.003623013 0.011419631 -0.018595248 0.01214892
#> exo2 -0.027345508 0.008603726 -0.039074107 -0.01671567
#> exo3 0.023245866 0.008924585 0.011506332 0.03453448
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48879735 0.3984383 -1.06881698 -0.01210666
#> lag1_var2 2.95063076 1.0451398 1.59220871 4.26787317
#> lag1_var3 3.72941883 1.7478460 1.38547200 5.80291940
#> lag1_var4 -3.69871852 1.6865324 -5.72469693 -1.44378335
#> const 12.79096061 7.5265918 3.77661494 24.78612690
#> exo1 -0.52487034 0.6468226 -1.44645521 0.37903613
#> exo2 0.45307334 0.2705346 0.07089658 0.83276736
#> exo3 0.06784949 0.5055620 -0.64907441 0.67909066
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1034312 0.4139971 -0.3894186 0.6523498
#> lag1_var2 -0.5013898 1.3221264 -2.0734171 1.3829148
#> lag1_var3 -0.4667211 2.2740155 -3.2929006 2.6943272
#> lag1_var4 1.4393366 2.2396090 -1.6944297 4.2617636
#> const -2.7153375 8.1964221 -16.2306673 5.4247222
#> exo1 1.4769913 0.8137842 0.3911763 2.5693518
#> exo2 -0.4220324 0.7216829 -1.5435360 0.4248487
#> exo3 1.9259070 0.7602872 0.8160780 2.9363771
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2157510 0.3488616 -0.5682169 0.3299377
#> lag1_var2 1.1108703 1.0221886 -0.1821785 2.4970639
#> lag1_var3 1.4801889 1.6863345 -0.7687152 3.7998252
#> lag1_var4 -0.4672407 1.6446606 -2.7736298 1.7719656
#> const 4.2903375 5.7970493 -4.1760005 10.7017925
#> exo1 1.1686159 0.5433611 0.4919392 1.9954433
#> exo2 -0.1377503 0.6443628 -1.0554792 0.6755672
#> exo3 2.0596626 0.5260935 1.3051224 2.7236327
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004087212 4.886986e-05 0.0003382102 0.0004822092
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004517806 0.0007236854 -0.001500064 0.0004387288
#> Sigma[2,2] 0.0225577540 0.0063756679 0.017319553 0.0333898482
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004859926 0.0006820591 -0.0004331489 0.001394736
#> Sigma[3,2] -0.0121523232 0.0056032954 -0.0219559797 -0.006212927
#> Sigma[3,3] 0.0198623471 0.0046091377 0.0152781172 0.026977044
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003269434 0.0005398003 -0.0004849765 0.0009361367
#> Sigma[4,2] -0.0033149838 0.0043148577 -0.0096055002 0.0027050782
#> Sigma[4,3] 0.0163965695 0.0033835651 0.0121128206 0.0213554291
#> Sigma[4,4] 0.0166458787 0.0032233581 0.0119263340 0.0203422945
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99208000 0.01334130 0.975369856 1.00756513
#> lag1_var2 0.01563834 0.03227282 -0.021650671 0.06065375
#> lag1_var3 0.03730677 0.06674307 -0.033599491 0.14164307
#> lag1_var4 -0.04203807 0.06604963 -0.147722515 0.02551628
#> const 0.41415087 0.20229871 0.201225108 0.72008427
#> exo1 0.02017511 0.01686728 -0.001558518 0.04415282
#> exo2 -0.06608076 0.02036523 -0.096369404 -0.03696595
#> exo3 0.00337423 0.02146395 -0.029085805 0.02457597
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18600831 0.1246931 0.06977369 0.3905725
#> lag1_var2 0.21619172 0.2622997 -0.19668734 0.5349969
#> lag1_var3 -0.26360902 0.4933119 -0.96740306 0.4075893
#> lag1_var4 0.36631133 0.4871287 -0.29955693 1.0601531
#> const -1.34063043 1.9267259 -4.19987080 0.6292169
#> exo1 -0.04934001 0.1245192 -0.23933010 0.1100484
#> exo2 2.30344461 0.2051899 2.01586619 2.6025545
#> exo3 0.82229148 0.1944281 0.55224983 1.1019378
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05627331 0.09580329 -0.18541847 0.07275916
#> lag1_var2 0.31058919 0.18315822 0.02555598 0.48237120
#> lag1_var3 0.93270130 0.33408646 0.37963380 1.25800815
#> lag1_var4 -0.03879038 0.32303304 -0.34130421 0.50372984
#> const 2.02581418 1.37089765 0.01167092 3.64490138
#> exo1 -0.01651871 0.13078248 -0.18554583 0.16100088
#> exo2 -1.29966160 0.14965279 -1.47032847 -1.06603242
#> exo3 -0.36605586 0.22164248 -0.72061004 -0.14635941
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01279662 0.0882966 -0.11276610 0.11458015
#> lag1_var2 0.19452872 0.1774819 -0.05163706 0.45489047
#> lag1_var3 0.29462745 0.2999224 -0.20107083 0.61138538
#> lag1_var4 0.67958957 0.2995481 0.36087799 1.17277060
#> const -0.06003186 1.5076048 -1.88461402 1.71607487
#> exo1 -0.04581540 0.1061213 -0.19755024 0.06598827
#> exo2 -0.42562277 0.1194061 -0.57164468 -0.25735714
#> exo3 -0.04401949 0.1933214 -0.34521512 0.13873307
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002042676 5.798929e-05 0.0001381843 0.0002930522
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005469717 0.001399732 -0.007077926 -0.003204494
#> Sigma[2,2] 0.401793041 0.117408955 0.271226438 0.583272341
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005355476 0.001506743 0.003565064 0.007572789
#> Sigma[3,2] -0.377034621 0.116527552 -0.563114550 -0.258477649
#> Sigma[3,3] 0.506871669 0.129404705 0.398411289 0.731097357
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001877479 0.0009682189 0.0004636151 0.003130403
#> Sigma[4,2] -0.116283346 0.0594149161 -0.2237035103 -0.069483897
#> Sigma[4,3] 0.270962327 0.0744795717 0.1890962424 0.384749613
#> Sigma[4,4] 0.205306143 0.0469798441 0.1502105793 0.275958206
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9899222201 0.01384973 0.971821620 1.011186206
#> lag1_var2 0.0012289873 0.02579310 -0.030351531 0.040985664
#> lag1_var3 -0.0001672442 0.03912061 -0.045464864 0.061133784
#> lag1_var4 -0.0005271994 0.03613859 -0.057497807 0.040535997
#> const 0.3274200608 0.18433727 0.103329608 0.618831060
#> exo1 -0.0243270197 0.01161890 -0.037928340 -0.006356382
#> exo2 -0.0387126166 0.01103821 -0.054348161 -0.023042093
#> exo3 0.0241438947 0.01216507 0.005859052 0.039272648
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55015574 0.6654690 -1.52637645 0.3990903
#> lag1_var2 1.51615200 0.7985479 0.26990648 2.3815477
#> lag1_var3 1.06021195 1.2321301 -0.81839844 2.3577966
#> lag1_var4 -0.94585579 1.0972176 -2.16419387 0.7000225
#> const 7.30932210 8.7043524 -7.38071748 16.9896100
#> exo1 0.01567111 0.4990318 -0.56292428 0.7494262
#> exo2 0.54739732 0.4720809 0.07763154 1.2739176
#> exo3 -0.41281112 0.4505054 -1.03747224 0.1932844
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9082925 0.8028177 -0.21927972 2.07596375
#> lag1_var2 -0.7729631 1.1024901 -1.97583846 0.88445813
#> lag1_var3 -0.1996468 1.7027916 -1.98611599 2.27933439
#> lag1_var4 0.9694704 1.5308330 -1.24286764 2.53802134
#> const -7.5220925 9.6094654 -18.16686445 8.13780022
#> exo1 -0.2309786 0.5528513 -0.99016422 0.50956484
#> exo2 -0.8336693 0.5920556 -1.74904737 -0.03100066
#> exo3 0.5047985 0.4368042 -0.02108345 1.12648030
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6088112 0.4273059 0.03020378 1.17347225
#> lag1_var2 -0.1924352 0.7975411 -1.26388292 0.85955700
#> lag1_var3 -0.1250392 1.2490332 -1.74323121 1.57243957
#> lag1_var4 0.9762927 1.1774539 -0.61723295 2.52068536
#> const -4.6511154 5.1352708 -10.06310459 2.61405851
#> exo1 -0.2301151 0.4015713 -0.79667907 0.32142512
#> exo2 -0.4871882 0.4379058 -1.08400456 0.07093133
#> exo3 0.2123536 0.3845468 -0.35072007 0.67804448
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006852551 0.0002118664 0.0003691429 0.0009580806
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007671208 0.001240539 -0.002216251 0.001211272
#> Sigma[2,2] 0.0446338755 0.009569761 0.034958604 0.058725935
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008508353 0.003715988 0.00377028 0.01420167
#> Sigma[3,2] -0.025632649 0.030777360 -0.06717939 0.01510787
#> Sigma[3,3] 0.517034961 0.174865945 0.34146943 0.77547394
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008584920 0.004598769 0.003146766 0.01531511
#> Sigma[4,2] 0.004784346 0.032009659 -0.035541186 0.04624798
#> Sigma[4,3] 0.526660038 0.197041673 0.337680638 0.81276981
#> Sigma[4,4] 0.558683650 0.224321230 0.355309223 0.88843025
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977498625 0.01641021 0.95757920 0.99989097
#> lag1_var2 0.003685029 0.04194444 -0.05595279 0.05946029
#> lag1_var3 -0.008512030 0.06475685 -0.09518230 0.07498487
#> lag1_var4 0.009655389 0.06214350 -0.07040809 0.09122291
#> const 0.486960772 0.26386352 0.15839214 0.88798690
#> exo1 0.032890449 0.02970836 -0.00581438 0.06989977
#> exo2 -0.065965537 0.02682321 -0.11193632 -0.04354929
#> exo3 0.004496574 0.02688555 -0.03148456 0.03507020
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01099798 0.1538662 -0.2346595 0.1591572
#> lag1_var2 1.10836330 0.3619646 0.5701779 1.5467330
#> lag1_var3 0.29666893 0.5215570 -0.4208652 1.0151562
#> lag1_var4 -0.31509975 0.4913939 -0.9955930 0.3534834
#> const 1.58039842 2.2418448 -1.3853910 4.7171030
#> exo1 -0.04133918 0.1656543 -0.2813885 0.1653294
#> exo2 1.10212532 0.2094623 0.7803767 1.3257528
#> exo3 -0.84280326 0.1253830 -1.0211338 -0.6912890
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.60448386 0.4454942 1.027948 2.129875
#> lag1_var2 -4.71516747 1.0972163 -5.966770 -3.277638
#> lag1_var3 -6.63508982 1.6219283 -8.385441 -4.355100
#> lag1_var4 7.32782335 1.5588910 5.113269 9.012191
#> const -19.88176580 6.8678584 -28.720995 -10.629162
#> exo1 -0.03344363 0.8861147 -1.044781 1.308797
#> exo2 -4.22188972 1.0155452 -5.646918 -2.845808
#> exo3 0.13293268 0.8460907 -1.145084 1.171439
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.67178500 0.4826610 1.076160 2.2484708
#> lag1_var2 -4.50541378 1.0976340 -5.836741 -3.2665657
#> lag1_var3 -7.26033849 1.6667846 -9.209721 -5.2887284
#> lag1_var4 7.94645717 1.6028157 6.010789 9.8218916
#> const -21.12259660 7.9122819 -32.068836 -10.9929218
#> exo1 -0.05171748 0.8937170 -1.111185 1.2275846
#> exo2 -3.57376882 1.1447478 -5.160303 -1.9926238
#> exo3 -0.42123107 0.8764832 -1.761329 0.6969812
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003652009 7.33917e-05 0.0002800245 0.0004855786
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001261929 0.001854634 -0.003686111 0.001226798
#> Sigma[2,2] 0.454112748 0.127510119 0.277135936 0.633437174
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006636929 0.001213407 -0.002408285 0.0008635039
#> Sigma[3,2] -0.1730630992 0.079395702 -0.288340636 -0.0707158241
#> Sigma[3,3] 0.1897680512 0.044989512 0.147265467 0.2620719095
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001369533 0.0009600592 -0.002880323 -0.0001538564
#> Sigma[4,2] 0.058789321 0.0413248517 -0.001800306 0.1137338785
#> Sigma[4,3] 0.103879418 0.0318464853 0.075323170 0.1612122292
#> Sigma[4,4] 0.136649197 0.0375282956 0.096530507 0.1983940148
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97451344 0.01260136 0.956174397 0.99060328
#> lag1_var2 0.01447516 0.04019244 -0.047471429 0.06249887
#> lag1_var3 0.02863185 0.07387513 -0.085727532 0.11766984
#> lag1_var4 -0.02213402 0.07572610 -0.115614612 0.09344602
#> const 0.37533619 0.25275976 0.017163725 0.72234895
#> exo1 -0.01541281 0.01281439 -0.031588234 0.00308914
#> exo2 -0.04044872 0.01849297 -0.063423310 -0.01264044
#> exo3 0.02601925 0.01702642 0.004227568 0.04601405
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0975605 0.3689479 0.4852050 1.4415230
#> lag1_var2 -0.9916557 1.4545824 -2.8865176 1.0942098
#> lag1_var3 -3.4456516 2.6530885 -6.9542248 0.3654566
#> lag1_var4 3.1813488 2.8338601 -0.8084512 6.9324157
#> const -14.8466851 5.0500564 -21.8596338 -7.7393401
#> exo1 -0.3727758 0.4298265 -1.0258271 0.1297273
#> exo2 1.7197979 0.5736203 0.9964537 2.5641268
#> exo3 1.0205367 0.8662765 -0.1555611 2.2032392
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1750146 0.4349800 -0.27638908 0.8340772
#> lag1_var2 0.6372647 0.7428843 -0.44455169 1.5606897
#> lag1_var3 1.9394237 1.3908381 -0.03146713 3.7072451
#> lag1_var4 -1.1770246 1.4529228 -3.00627069 1.0236838
#> const 7.2453057 3.6364252 3.22505015 13.0116347
#> exo1 0.1949595 0.4319401 -0.40920649 0.7013868
#> exo2 -0.9971713 0.3465276 -1.54502494 -0.5910793
#> exo3 0.2048467 0.3762079 -0.23890944 0.7637551
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.746278453 0.3325478 0.3427732 1.2558350
#> lag1_var2 -0.052288482 0.5943810 -0.8027887 0.7202564
#> lag1_var3 -0.180526664 1.0889958 -1.6151175 1.2364734
#> lag1_var4 0.819149503 1.0413716 -0.5849216 2.1478629
#> const -1.179645430 3.9299529 -6.9505673 3.7902117
#> exo1 0.006884113 0.5665063 -0.9362203 0.6269883
#> exo2 -0.111229877 0.3557401 -0.6397159 0.2984357
#> exo3 0.779757207 0.3589852 0.2642391 1.2428145
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007657438 0.000225564 0.0005957354 0.001165631
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009700387 0.005266575 -0.01883316 -0.004078327
#> Sigma[2,2] 0.330534429 0.110107406 0.22005573 0.516087580
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001045807 0.003845506 -0.00446648 0.005489434
#> Sigma[3,2] -0.139257917 0.078328976 -0.25931683 -0.041218070
#> Sigma[3,3] 0.420126458 0.128067703 0.24902357 0.557954472
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005234307 0.004656263 -0.01269164 0.0001195779
#> Sigma[4,2] 0.069985918 0.101841758 -0.04392078 0.2186636322
#> Sigma[4,3] 0.354832745 0.101439224 0.21390836 0.4829357010
#> Sigma[4,4] 0.423594565 0.095297892 0.31152107 0.5752910549
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02559936 0.01126736 1.007401863 1.03765870
#> lag1_var2 -0.04104822 0.02604849 -0.080994327 -0.01109712
#> lag1_var3 -0.07062744 0.04306567 -0.133768890 -0.01609504
#> lag1_var4 0.06162437 0.04174881 0.010930407 0.12307567
#> const -0.02110654 0.18210271 -0.250559360 0.20550789
#> exo1 0.04291218 0.02332424 0.021296249 0.07737999
#> exo2 -0.23440839 0.03459306 -0.285084192 -0.19041918
#> exo3 0.05779642 0.03743842 0.004499588 0.10419681
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6710607 0.2555733 -1.00933830 -0.33261254
#> lag1_var2 1.4177535 0.5451590 0.75770114 2.29026758
#> lag1_var3 1.2699017 0.9430535 0.07434978 2.77377363
#> lag1_var4 -1.0770690 0.8710104 -2.45192671 0.04952559
#> const 6.3203492 3.9870627 1.44259215 12.43341387
#> exo1 -0.3260337 0.4795911 -1.02616084 0.33239269
#> exo2 7.6375973 0.6472537 6.73825682 8.52040430
#> exo3 -0.2556022 0.8948176 -1.57623074 0.93127194
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0749443 0.4214755 0.4055598 1.5986813
#> lag1_var2 0.1225870 0.9006331 -0.8118408 1.4954557
#> lag1_var3 0.9638005 1.4898584 -0.5402432 3.2325535
#> lag1_var4 -0.4151880 1.3339003 -2.4166891 0.9082574
#> const 1.6433515 3.3171224 -3.1312737 6.2722250
#> exo1 0.9065197 0.4201875 0.4375447 1.5271514
#> exo2 -8.4274882 0.8157313 -9.4790334 -7.3184256
#> exo3 0.3395202 0.9859174 -0.9583174 1.4654070
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6939414 0.3539418 0.14142512 1.079266
#> lag1_var2 0.6867803 0.8770713 -0.37803680 1.941732
#> lag1_var3 1.2452616 1.4282181 -0.52281682 3.190143
#> lag1_var4 -0.5687835 1.2929474 -2.36237993 1.031895
#> const 4.2300751 4.0557409 -2.29179242 8.104377
#> exo1 0.7487731 0.4888696 0.07724736 1.412922
#> exo2 -4.0012677 0.6858498 -4.91618077 -3.147339
#> exo3 0.2161738 1.1920723 -1.22240821 1.675592
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008646585 0.0002692569 0.0005986675 0.001251579
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00396448 0.0009835723 -0.005290198 -0.002561358
#> Sigma[2,2] 0.12829167 0.0367662011 0.087947233 0.189678294
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01263597 0.006477977 0.00655394 0.02290367
#> Sigma[3,2] -0.14394547 0.072241489 -0.22902921 -0.03897555
#> Sigma[3,3] 1.23317111 0.313453783 0.89203307 1.71473476
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01039915 0.007081673 0.003418999 0.02140107
#> Sigma[4,2] -0.05303925 0.091830739 -0.153433470 0.08711698
#> Sigma[4,3] 1.18196194 0.291244705 0.860654009 1.62224361
#> Sigma[4,4] 1.19791665 0.272727844 0.901241440 1.61476580
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96640677 0.01462635 0.94417827 0.98157948
#> lag1_var2 0.05408008 0.04158380 0.01622498 0.12909757
#> lag1_var3 0.07403954 0.05232858 0.02188842 0.16507397
#> lag1_var4 -0.06927683 0.04956155 -0.15443105 -0.01840082
#> const 0.55053892 0.20752667 0.31450094 0.88621396
#> exo1 0.03494397 0.01765772 0.01116815 0.06056944
#> exo2 -0.15225919 0.03486392 -0.20218106 -0.11263892
#> exo3 0.09572215 0.02867522 0.05787310 0.12923335
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06500211 0.2213883 -0.2104415 0.3989322
#> lag1_var2 0.88522452 0.5239226 0.2166888 1.6328891
#> lag1_var3 0.56924940 0.7483868 -0.3458347 1.6620893
#> lag1_var4 -0.59142009 0.7100157 -1.6289905 0.2648287
#> const 2.08641027 3.2666290 -2.9463578 6.0904809
#> exo1 0.32198642 0.4007198 -0.1550638 0.8770780
#> exo2 3.59002477 0.3561519 3.2063908 4.1354932
#> exo3 -0.80894001 0.4639575 -1.3827302 -0.1433720
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4856618 0.6388241 -0.2799527 1.374223
#> lag1_var2 -0.5193396 1.9051261 -2.9708870 2.321944
#> lag1_var3 -1.2979341 2.4675901 -4.4901356 2.108394
#> lag1_var4 2.2075543 2.3259629 -0.9774363 5.204471
#> const -9.9895507 8.6484122 -19.3642878 4.368221
#> exo1 -0.3908998 1.0252458 -1.8456420 1.011776
#> exo2 -10.7731890 0.5430344 -11.5578720 -10.092993
#> exo3 0.2849291 1.6950516 -1.8165084 2.517386
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5593774 0.7316624 -0.2703868 1.5379614
#> lag1_var2 -0.2821776 1.9822547 -2.8548404 2.6341304
#> lag1_var3 -1.5069487 2.4564419 -4.9101238 1.8271723
#> lag1_var4 2.4163132 2.3001051 -0.6803567 5.6207377
#> const -10.4820675 9.8099248 -21.5867653 5.5972079
#> exo1 -0.1626498 0.9070836 -1.6370639 0.9762789
#> exo2 -8.5887517 0.5341812 -9.4501707 -8.0644277
#> exo3 -0.2795538 1.7003361 -2.4041037 1.8879993
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003806657 7.780265e-05 0.0003146507 0.0005129398
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001874624 0.0006812991 -0.0029381 -0.001063695
#> Sigma[2,2] 0.048357588 0.0129750831 0.0326490 0.068130829
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000901611 0.002100841 -0.004536899 0.001062201
#> Sigma[3,2] 0.011269449 0.019216091 -0.015043071 0.036901267
#> Sigma[3,3] 0.259528016 0.097517468 0.161427781 0.426617624
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002107795 0.002293058 -0.006067522 8.710484e-05
#> Sigma[4,2] 0.041788717 0.021352330 0.013767720 7.021815e-02
#> Sigma[4,3] 0.274424856 0.109588957 0.163745656 4.595314e-01
#> Sigma[4,4] 0.308866419 0.122587612 0.180034096 5.103695e-01
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0242222771 0.01047433 1.01206940 1.04013951
#> lag1_var2 -0.1025339588 0.03427984 -0.15476091 -0.05876961
#> lag1_var3 -0.1701182313 0.06627225 -0.28013342 -0.09506613
#> lag1_var4 0.1644191222 0.06560839 0.08881048 0.27256922
#> const -0.2390003061 0.23964406 -0.58809466 0.04362502
#> exo1 0.0003577221 0.01612132 -0.02451102 0.01962246
#> exo2 -0.1683341937 0.02161166 -0.20128258 -0.14027269
#> exo3 -0.0106451658 0.02612123 -0.04982397 0.01409819
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3568522 0.1089210 -0.5130740 -0.23463507
#> lag1_var2 1.3490658 0.3898870 0.8307574 1.91990188
#> lag1_var3 0.9908261 0.5950731 0.1146386 1.75591901
#> lag1_var4 -0.9031923 0.5859761 -1.6643369 -0.04061136
#> const 4.7102087 2.3061195 2.0836542 7.74086863
#> exo1 0.2492209 0.2784506 -0.1297122 0.64626497
#> exo2 0.4738174 0.1725174 0.2728204 0.75872230
#> exo3 1.1620678 0.2960029 0.8234601 1.64748585
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3233456 0.2261606 0.01179715 0.59583726
#> lag1_var2 3.2549299 1.3495303 1.47786205 5.17835385
#> lag1_var3 4.6606796 2.0518695 1.78325609 7.40709420
#> lag1_var4 -4.1080387 2.0847721 -6.96232706 -1.22279644
#> const 15.4931179 6.4095374 8.00871060 25.37481118
#> exo1 -0.3255321 0.4309724 -1.08164273 0.05413177
#> exo2 -4.5780349 0.4310308 -5.24951156 -4.16467197
#> exo3 -1.3098255 0.6477578 -2.13771795 -0.32772098
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1113981 0.2209434 -0.1982074 0.3661471
#> lag1_var2 3.9489422 1.5477487 1.9679294 6.1224364
#> lag1_var3 5.0056062 2.2718445 1.9959259 8.0834962
#> lag1_var4 -4.3939976 2.3126391 -7.5846533 -1.3688712
#> const 17.7848607 6.6396696 9.2980467 28.3343029
#> exo1 -0.1807295 0.4119348 -0.8682825 0.2245797
#> exo2 -4.3997224 0.4720860 -5.1148652 -3.8465423
#> exo3 -0.6514116 0.6210615 -1.3656530 0.3641754
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00183885 0.0005315336 0.001124846 0.002607402
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003149201 0.001449830 -0.005396278 -0.001878478
#> Sigma[2,2] 0.018623203 0.007002497 0.013260828 0.029988094
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006566502 0.008653391 -0.01863751 0.004942135
#> Sigma[3,2] 0.072842934 0.034385535 0.04501122 0.126832192
#> Sigma[3,3] 0.832228288 0.180581167 0.62192177 1.098632351
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008726436 0.009440322 -0.02222973 0.003204215
#> Sigma[4,2] 0.085611085 0.039423062 0.05444776 0.148211883
#> Sigma[4,3] 0.895714297 0.201584368 0.67068467 1.199672403
#> Sigma[4,4] 0.968572811 0.226479823 0.72671224 1.315068159
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92956443 0.03230473 0.88215144 0.967885597
#> lag1_var2 0.17343642 0.11781540 0.01801500 0.333355687
#> lag1_var3 0.28986500 0.17587003 0.07432724 0.537519865
#> lag1_var4 -0.28477811 0.17219343 -0.52776423 -0.073760472
#> const 1.38480388 0.54185113 0.76209617 2.193365398
#> exo1 -0.04476126 0.02079189 -0.06216217 -0.007679313
#> exo2 -0.07567801 0.02783871 -0.10982366 -0.034784090
#> exo3 -0.05644428 0.04204521 -0.11468214 0.003849153
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20626317 0.12925610 0.04547446 0.398488559
#> lag1_var2 0.09671782 0.46100014 -0.58053002 0.669660328
#> lag1_var3 -0.84298393 0.75758719 -1.99680931 0.092741866
#> lag1_var4 0.82788540 0.74012917 -0.08638101 1.954311619
#> const -2.90650759 2.05352026 -5.87587439 -0.440784586
#> exo1 -0.10552229 0.08161948 -0.21332374 -0.005568811
#> exo2 0.29356401 0.17517267 0.05376297 0.543784036
#> exo3 0.23456859 0.10656166 0.09922202 0.388880730
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6767806 0.6228438 -0.21959488 1.4544061
#> lag1_var2 -0.6019121 2.3693533 -3.28966861 2.1346732
#> lag1_var3 -1.9573971 3.6987939 -6.25123827 2.3750951
#> lag1_var4 2.8738430 3.6192272 -1.36494917 7.0630310
#> const -14.6952261 10.0786686 -26.39145228 0.7411478
#> exo1 -1.0136024 0.8249891 -2.41526532 -0.2185773
#> exo2 0.1979768 1.1656821 -1.38125543 1.6795787
#> exo3 0.7762658 0.6786796 0.05870198 1.9161616
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8324753 0.7025712 -0.19338936 1.6707244
#> lag1_var2 -0.8218397 2.6433115 -3.67097340 2.3323261
#> lag1_var3 -2.9722745 4.1591692 -7.76464184 2.0513672
#> lag1_var4 3.8928345 4.0688356 -1.02154328 8.5684103
#> const -18.0658728 11.3112103 -30.77600980 -0.5093053
#> exo1 -1.0935727 0.8782342 -2.58444323 -0.2612973
#> exo2 0.3514683 1.2917584 -1.38174954 2.0180801
#> exo3 0.9099321 0.7148494 0.08531083 2.0826777
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003021878 5.163124e-05 0.0002389738 0.0003863064
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01534049 0.005384936 -0.02330553 -0.009023365
#> Sigma[2,2] 2.40387483 0.511139705 1.66428329 3.127893384
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007993781 0.002725791 0.004181711 0.01173105
#> Sigma[3,2] -1.195018807 0.203807507 -1.472300402 -0.89527018
#> Sigma[3,3] 0.720831147 0.114195768 0.563895020 0.88094590
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000801038 0.001733661 -0.003146597 0.001443818
#> Sigma[4,2] 0.172873671 0.151792842 0.004784006 0.392919257
#> Sigma[4,3] 0.060309500 0.073816394 -0.034675818 0.166740433
#> Sigma[4,4] 0.182808962 0.064597388 0.138655512 0.302753144
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974315708 0.01651765 0.953592129 0.995555883
#> lag1_var2 0.026686882 0.02626799 0.002165971 0.062868375
#> lag1_var3 0.048960162 0.04753567 0.003560093 0.114332435
#> lag1_var4 -0.045003962 0.04208670 -0.102995286 -0.003719467
#> const 0.509051296 0.21450451 0.149632645 0.747273363
#> exo1 -0.003407036 0.01459991 -0.025510386 0.016016645
#> exo2 -0.056928586 0.01240133 -0.073449567 -0.038667101
#> exo3 0.016879042 0.01377643 -0.001350755 0.032549970
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32897282 1.607013 -1.70653507 2.9250244
#> lag1_var2 0.05943936 3.093839 -4.75132988 4.0600175
#> lag1_var3 -1.69698078 5.648962 -10.43985941 5.6491831
#> lag1_var4 1.66029649 5.070585 -4.91404584 9.4794203
#> const -7.25312527 11.514539 -25.38786345 5.1373863
#> exo1 -1.48816247 1.038531 -2.95953975 -0.1648487
#> exo2 0.74496331 1.144533 -0.77171942 2.2894038
#> exo3 1.64100914 1.355987 -0.05139605 3.3349270
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06303724 0.9555013 -1.2570457 1.30247090
#> lag1_var2 0.29678256 1.7208055 -2.0293430 2.82610415
#> lag1_var3 1.59834187 3.1366060 -2.6513750 6.20139828
#> lag1_var4 -0.70753430 2.8037055 -4.8314294 3.08621089
#> const 5.09589340 7.6056984 -3.4788854 14.84560522
#> exo1 0.84972195 0.5648661 0.2125899 1.53746867
#> exo2 -0.84123371 0.7199195 -1.8961663 0.03404068
#> exo3 -0.03506980 0.9532088 -1.1925239 1.38331097
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.223996175 0.5330343 -0.6479570 0.82386046
#> lag1_var2 -0.005561281 0.8350263 -0.8963089 1.35274737
#> lag1_var3 0.056215121 1.5101422 -1.5812312 2.49765384
#> lag1_var4 0.849440361 1.3472080 -1.3344142 2.33212451
#> const -0.298920788 5.5160785 -6.4341609 8.47960494
#> exo1 0.076197858 0.4561430 -0.4019033 0.81470540
#> exo2 -0.468283707 0.3136219 -0.8687448 -0.03817253
#> exo3 0.920246927 0.4650452 0.4693705 1.65451540
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006787357 0.0001735642 0.0004708056 0.0009149895
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008338975 0.004215009 -0.0158310 -0.003982359
#> Sigma[2,2] 1.034262368 0.185790050 0.8632845 1.355649881
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009621995 0.004888721 0.003583665 0.01720712
#> Sigma[3,2] -0.595731852 0.159721458 -0.780502957 -0.37518874
#> Sigma[3,3] 0.723983893 0.211435602 0.394372475 0.96187435
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006899461 0.004138577 0.000744321 0.011802878
#> Sigma[4,2] -0.165444462 0.150805460 -0.369060049 0.007897644
#> Sigma[4,3] 0.544132794 0.175788059 0.268135324 0.760641753
#> Sigma[4,4] 0.556647655 0.145739867 0.321659894 0.727354834
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98555745 0.01804430 0.964509300 1.012497443
#> lag1_var2 -0.01292212 0.02425288 -0.048859981 0.009670284
#> lag1_var3 -0.03387232 0.05660081 -0.118288939 0.019489326
#> lag1_var4 0.03574563 0.05005831 -0.011054282 0.110807753
#> const 0.27028895 0.20816102 0.004338957 0.568593888
#> exo1 -0.02761521 0.03057031 -0.067681545 0.009593327
#> exo2 -0.02523422 0.03274828 -0.066226445 0.020236968
#> exo3 0.01341246 0.02034403 -0.015328205 0.036452207
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0263054 1.3564431 -2.8174416 0.9901241
#> lag1_var2 2.2686766 1.5498271 -0.1249635 4.2497304
#> lag1_var3 3.1556567 3.6798897 -2.5677147 7.8318275
#> lag1_var4 -2.7214028 3.2388581 -6.8412625 2.3239302
#> const 7.9632113 17.0770072 -15.0237323 30.7186845
#> exo1 0.2991589 1.2164955 -1.5207198 1.6606889
#> exo2 0.9130126 0.9866431 -0.5134872 2.2924089
#> exo3 -0.6276986 0.7966409 -1.6496598 0.4251087
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68645485 1.3815357 -1.4173631 2.0241996
#> lag1_var2 -1.03761870 1.5820068 -2.5829849 1.4163959
#> lag1_var3 -1.42828209 3.7188426 -5.0643754 4.2487924
#> lag1_var4 2.09902910 3.2860284 -2.9276563 5.2912535
#> const -3.18478626 17.0558175 -18.7547234 22.4723954
#> exo1 -0.93497437 0.8333132 -2.0769547 0.1829652
#> exo2 -0.79476757 0.9910469 -2.0184033 0.6498286
#> exo3 0.05580717 0.4488685 -0.3963246 0.7663344
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2455455 1.1267484 -1.3994111 1.48666518
#> lag1_var2 -0.3589309 1.3656739 -1.8853594 1.78351396
#> lag1_var3 -0.7507048 3.2164422 -4.4017109 4.21521714
#> lag1_var4 1.6431129 2.8438740 -2.7402986 4.86850415
#> const -1.2227033 13.3656495 -15.4451234 19.80116906
#> exo1 -0.9071079 0.6751552 -1.6392781 0.06864267
#> exo2 -0.4523237 0.7931343 -1.2272345 0.87702023
#> exo3 -0.1968095 0.4285303 -0.8966685 0.18251987
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005710474 0.0002018506 0.0003491427 0.0008953786
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006320984 0.0003917381 0.0002989141 0.001307986
#> Sigma[2,2] 0.0051669855 0.0009231105 0.0037926007 0.006257024
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003399221 0.001393486 -0.005508736 -0.001830212
#> Sigma[3,2] -0.006528675 0.002158721 -0.010239565 -0.003983737
#> Sigma[3,3] 0.054985731 0.015737671 0.037075338 0.080275981
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003003290 0.001241517 -0.004768437 -1.589539e-03
#> Sigma[4,2] -0.002980495 0.002226094 -0.006342128 -9.953170e-06
#> Sigma[4,3] 0.051742338 0.015072844 0.033766557 7.513407e-02
#> Sigma[4,4] 0.051003779 0.014573979 0.033115502 7.272897e-02
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95820038 0.02435627 0.922349086 0.99116591
#> lag1_var2 -0.02426060 0.06511436 -0.094567195 0.06486822
#> lag1_var3 -0.09885295 0.09422406 -0.210698673 0.02475056
#> lag1_var4 0.11038668 0.09273381 -0.010280837 0.21942756
#> const -0.02130898 0.36673699 -0.467359975 0.54224776
#> exo1 0.01729939 0.01304076 0.001079524 0.03555222
#> exo2 -0.04025630 0.01902074 -0.067572131 -0.01705775
#> exo3 0.01833100 0.03749766 -0.022035035 0.07687994
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19076420 0.04648876 -0.25688716 -0.136086670
#> lag1_var2 0.55821991 0.23716496 0.22872143 0.866853042
#> lag1_var3 -0.09298097 0.29458247 -0.54795141 0.220146488
#> lag1_var4 0.17116128 0.30187605 -0.15887298 0.630294929
#> const -0.23087352 0.78590936 -1.55468969 0.660325522
#> exo1 -0.06788867 0.05827285 -0.14188689 0.005720637
#> exo2 0.12182716 0.10331184 -0.01256361 0.252377339
#> exo3 0.27812251 0.04823926 0.19405063 0.322947137
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54476662 0.1769610 0.33515893 0.8007496
#> lag1_var2 0.50525227 0.6273178 -0.40640179 1.3223788
#> lag1_var3 1.42219581 0.9126523 0.04920164 2.5865732
#> lag1_var4 -0.66390580 0.9176995 -1.85510832 0.6980960
#> const 4.67754122 3.7140304 -0.76079010 8.8712412
#> exo1 -0.02028332 0.1671230 -0.26471466 0.2030009
#> exo2 -1.47860110 0.2783061 -1.82785146 -1.1013946
#> exo3 -0.18762149 0.3272466 -0.70531149 0.1925123
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41576500 0.1924910 0.2037111 0.6956400
#> lag1_var2 0.60606291 0.6317488 -0.3109844 1.4097052
#> lag1_var3 0.93854015 0.9515102 -0.5267302 2.0927313
#> lag1_var4 -0.11095301 0.9526301 -1.2872770 1.3377520
#> const 3.39355644 3.8489863 -2.3616198 7.8464366
#> exo1 -0.07177209 0.1526345 -0.2897526 0.1215488
#> exo2 -1.43264135 0.2625068 -1.7759680 -1.1098583
#> exo3 0.01661344 0.3287097 -0.4867792 0.4101824
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003839375 0.0001251047 0.000233171 0.0005758204
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01020863 0.003365668 -0.0140783 -0.004928554
#> Sigma[2,2] 0.85389970 0.149665525 0.6468531 1.045533457
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009769039 0.004026033 0.004404149 0.0147035
#> Sigma[3,2] -0.731846252 0.171283315 -0.949133090 -0.4854898
#> Sigma[3,3] 0.885975675 0.186579763 0.623899866 1.1491989
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00392739 0.002386265 0.0007186889 0.006815307
#> Sigma[4,2] -0.23455498 0.107670987 -0.3754076854 -0.069667363
#> Sigma[4,3] 0.47751734 0.103589917 0.3230523734 0.621278438
#> Sigma[4,4] 0.36032491 0.060915715 0.2654875289 0.432159668
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001371613 0.01648211 0.977800249 1.02302875
#> lag1_var2 0.032154909 0.03339671 0.004606706 0.08965483
#> lag1_var3 0.057137419 0.05581192 0.013658376 0.15377099
#> lag1_var4 -0.063482649 0.05082227 -0.151443157 -0.02517196
#> const 0.377920130 0.16116388 0.121641996 0.57982344
#> exo1 0.003459681 0.01229498 -0.014047618 0.01706029
#> exo2 -0.109982728 0.01555625 -0.128992941 -0.08934711
#> exo3 0.008256146 0.01901739 -0.013565519 0.03724271
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2672563 0.5497227 -0.44510921 0.9801214
#> lag1_var2 -2.4444423 1.1083328 -3.62536652 -0.5576178
#> lag1_var3 -5.6311841 1.8452822 -7.57851215 -2.5113754
#> lag1_var4 5.7413898 1.7174279 2.79726811 7.4786750
#> const -12.9270105 10.9590129 -26.85676738 1.7159842
#> exo1 -1.2593024 0.6441816 -2.11075475 -0.3442371
#> exo2 0.3057719 0.6561243 -0.50631631 1.2228920
#> exo3 0.8015648 0.5803851 -0.03839738 1.6361607
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0722235 0.6604161 0.1234333 1.8801067
#> lag1_var2 0.7687500 1.5468282 -1.3863246 2.8433893
#> lag1_var3 2.3263421 2.5958085 -1.3518012 5.7666890
#> lag1_var4 -1.7492355 2.4023149 -4.8658523 1.7812747
#> const -2.3000004 10.0657899 -17.9835271 9.3854411
#> exo1 0.8061826 0.6286767 -0.1894949 1.5107337
#> exo2 -1.8985030 0.7305685 -2.7203097 -0.8935066
#> exo3 -1.4569828 0.6975734 -2.3991825 -0.5456491
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.31648722 0.5677589 0.65274971 2.1009368
#> lag1_var2 -1.14137403 1.2915747 -2.96041952 0.5032593
#> lag1_var3 -1.77975336 2.1592992 -4.82308494 0.9815792
#> lag1_var4 2.42873302 2.0044369 -0.08821526 5.3000899
#> const -12.52561923 6.4153828 -22.59408362 -5.9377982
#> exo1 0.04733601 0.3592284 -0.44672679 0.5474187
#> exo2 -1.84232050 0.5050933 -2.45750617 -1.1698184
#> exo3 -1.04220093 0.5231368 -1.80884174 -0.2928084
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008104305 0.0002288079 0.0005646023 0.001195928
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01210502 0.006336576 -0.02091569 -0.003585851
#> Sigma[2,2] 1.29392002 0.403966508 0.77346216 1.923641562
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001683916 0.009646548 -0.01436338 0.01149366
#> Sigma[3,2] -0.8752615704 0.255831942 -1.17364186 -0.51303964
#> Sigma[3,3] 1.8176319363 0.484479066 1.29353410 2.60190012
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008972752 0.01004051 -0.02333758 0.003876639
#> Sigma[4,2] 0.026236945 0.20874694 -0.16593236 0.366663418
#> Sigma[4,3] 1.279638346 0.50294436 0.75923238 2.074907632
#> Sigma[4,4] 1.374199643 0.52693143 0.75255309 2.142184385
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00121167 0.01053643 0.989407422 1.01714997
#> lag1_var2 -0.01695895 0.05299220 -0.087553882 0.06019162
#> lag1_var3 -0.02026962 0.07415933 -0.117003316 0.08428399
#> lag1_var4 0.01697594 0.07475691 -0.087059358 0.11700849
#> const 0.24547427 0.27027525 -0.088483906 0.55290751
#> exo1 0.02603915 0.03323362 -0.014351898 0.06986022
#> exo2 -0.02325541 0.03028025 -0.061717469 0.01631378
#> exo3 0.03454210 0.01895021 0.008878383 0.05976957
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2563366 0.4135072 -0.2661422 0.8382056
#> lag1_var2 -0.5085380 1.5112489 -2.4641505 1.1927486
#> lag1_var3 -1.1767751 2.1628972 -3.8245957 1.2167617
#> lag1_var4 1.2152992 2.1839884 -1.3534195 3.9709206
#> const -5.1302815 8.8587561 -17.7855073 6.4104667
#> exo1 -0.6434381 1.2471481 -2.0530488 1.3013646
#> exo2 1.4691479 1.4795523 -0.1501525 3.4415033
#> exo3 0.6376961 1.1497225 -1.3152919 1.8447160
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1542457 0.6937348 0.1894634 1.81872337
#> lag1_var2 2.4604251 1.9120127 -0.4516733 4.55089157
#> lag1_var3 3.7058872 2.7531189 -0.5167920 6.84227669
#> lag1_var4 -3.3233059 2.7282992 -6.3173850 0.97627098
#> const 12.1730518 11.1520010 -3.5799363 27.53124592
#> exo1 0.6492946 0.7615189 -0.5962442 1.50401201
#> exo2 -1.8771520 1.4315380 -3.8999207 0.02327627
#> exo3 0.2648742 1.6091347 -1.8045655 2.59478728
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4057213 0.6122477 0.4943871 2.1870878
#> lag1_var2 1.8058473 1.7226411 -0.8902678 3.8563884
#> lag1_var3 2.4478993 2.3576892 -1.2685143 5.0381818
#> lag1_var4 -2.0474844 2.3748982 -4.7463606 1.6880310
#> const 7.4490767 11.6606116 -7.2305248 23.0052765
#> exo1 0.2198368 0.7946829 -0.8852161 1.4047060
#> exo2 -0.9153479 1.1519292 -1.9729583 0.8409439
#> exo3 0.7891988 1.0634077 -0.5122329 2.2888152
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003589823 0.0009577818 0.0023638 0.005085761
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09302088 0.03588931 -0.1560458 -0.05591673
#> Sigma[2,2] 7.70689154 2.23996723 5.7496209 11.23955878
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0472038 0.01792967 0.03185852 0.07799318
#> Sigma[3,2] -4.4589090 1.25201773 -6.57195890 -3.24259480
#> Sigma[3,3] 2.8533411 0.71581659 2.11885565 4.07258369
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01403383 0.007753076 0.004467767 0.02560352
#> Sigma[4,2] -1.75473498 0.522882615 -2.631185062 -1.21763245
#> Sigma[4,3] 1.36600847 0.295417883 1.053643924 1.84287145
#> Sigma[4,4] 0.85507802 0.131959023 0.708976536 1.06908018
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92141419 0.03875499 0.86868531 0.97540922
#> lag1_var2 0.05671865 0.03158049 0.01985668 0.11007954
#> lag1_var3 0.12549671 0.07494352 0.03652228 0.25266339
#> lag1_var4 -0.09485232 0.05305242 -0.18612875 -0.03309678
#> const 0.48749333 0.31084331 0.10511344 0.91938123
#> exo1 0.04471169 0.04967745 -0.01613752 0.11487459
#> exo2 -0.11372549 0.03827009 -0.17733266 -0.07926439
#> exo3 0.01026615 0.04041902 -0.03031246 0.07114111
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5950679 2.649789 -2.6069829 4.7761739
#> lag1_var2 -0.6637269 1.140933 -1.8557194 1.3148050
#> lag1_var3 -3.6310971 2.512705 -6.3586623 0.6924864
#> lag1_var4 3.1302964 1.605711 0.3750935 4.9455795
#> const -12.1846206 23.775738 -44.2493085 16.9903857
#> exo1 3.2795532 1.944180 0.4310978 5.1526246
#> exo2 -1.1021507 1.722701 -3.4216964 0.8953556
#> exo3 0.6149141 1.772494 -2.3106690 2.6100546
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7684440 1.5161826 -2.3143606 1.6947910
#> lag1_var2 0.8273562 0.6665661 -0.3799212 1.3703905
#> lag1_var3 2.6685162 1.4576047 0.0360858 3.9035039
#> lag1_var4 -1.5199112 0.9581111 -2.3262219 0.1739148
#> const 8.7394535 14.8209389 -10.3245336 27.2500362
#> exo1 -1.8206160 1.1673166 -2.9885642 -0.1519051
#> exo2 -2.2482360 1.3827488 -3.7557131 -0.3510663
#> exo3 0.7617485 1.0905258 -0.1096365 2.6856014
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2631391 0.8446939 -1.3305105 0.98321893
#> lag1_var2 0.3836656 0.4432988 -0.2211442 0.97797839
#> lag1_var3 0.6982360 1.0086267 -0.6277867 2.07213888
#> lag1_var4 0.3486435 0.6710258 -0.5619501 1.28247934
#> const 2.4874266 8.1277357 -9.7339149 10.39467887
#> exo1 -0.6556137 0.5549574 -1.4442181 0.01551777
#> exo2 -3.5799384 1.0751598 -4.8204107 -2.04329383
#> exo3 1.4052922 0.8481296 0.4400308 2.73119557
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004029681 9.498845e-05 0.0002699266 0.0005245103
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002038482 0.0006268538 -0.002938215 -0.001232546
#> Sigma[2,2] 0.018392788 0.0040016661 0.013373809 0.024144931
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006184001 0.0005961254 -0.0001379889 0.001492986
#> Sigma[3,2] -0.0088502882 0.0027858676 -0.0129861879 -0.005304373
#> Sigma[3,3] 0.0271984564 0.0046541895 0.0200599334 0.032693065
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006098544 0.0004828481 -0.001343555 -2.781014e-06
#> Sigma[4,2] 0.0017443481 0.0030112958 -0.001898730 6.296187e-03
#> Sigma[4,3] 0.0252993304 0.0044212228 0.018887014 3.107675e-02
#> Sigma[4,4] 0.0300192356 0.0048443886 0.023221614 3.727764e-02
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.883335e-01 0.03087747 0.9481905198 1.03151126
#> lag1_var2 -7.804343e-05 0.03797409 -0.0526541075 0.04774099
#> lag1_var3 1.566552e-02 0.07081551 -0.0754655963 0.11528851
#> lag1_var4 -1.578818e-02 0.06397104 -0.1072984335 0.06518988
#> const 3.817250e-01 0.32613956 0.0002660923 0.86299051
#> exo1 -1.106469e-02 0.01752073 -0.0320707769 0.01416681
#> exo2 -8.763707e-02 0.01792752 -0.1151859662 -0.07229881
#> exo3 3.144960e-02 0.02007983 0.0121783197 0.06224895
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.068271690 0.15833578 -0.3102024 0.09785446
#> lag1_var2 0.918550296 0.14579551 0.7387501 1.13958640
#> lag1_var3 0.542063668 0.29573172 0.2146254 0.99809970
#> lag1_var4 -0.459288670 0.26145738 -0.8573004 -0.16109916
#> const 1.407377584 1.64180993 -0.6669384 3.87700538
#> exo1 -0.005072686 0.09460199 -0.1362228 0.10845035
#> exo2 1.238401049 0.07200893 1.1674877 1.34623760
#> exo3 0.001020537 0.17388685 -0.2306118 0.25985292
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03434800 0.1715734 -0.2633542 0.17137128
#> lag1_var2 0.21135298 0.2870942 -0.1840533 0.53815660
#> lag1_var3 0.51786694 0.6050863 -0.3974618 1.21856744
#> lag1_var4 0.37260200 0.5512460 -0.2565409 1.21161246
#> const 1.19644460 1.6116849 -0.7300458 3.61406663
#> exo1 0.11739643 0.1866379 -0.1527300 0.34821915
#> exo2 -0.97733996 0.1926813 -1.2237223 -0.69104325
#> exo3 -0.08815584 0.1239442 -0.2666136 0.07875941
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11048192 0.1918926 -0.37080268 0.120793610
#> lag1_var2 0.40488426 0.3143680 -0.03355591 0.799976515
#> lag1_var3 0.19307485 0.6601824 -0.72852952 0.989542092
#> lag1_var4 0.78131462 0.6013451 0.05370684 1.626735478
#> const 0.35999719 1.7681362 -1.61375409 3.087893307
#> exo1 0.13134070 0.2028575 -0.13166028 0.419792453
#> exo2 -0.32469148 0.2224016 -0.60916344 0.002742284
#> exo3 -0.09420552 0.1245885 -0.23135423 0.088169339
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003887599 0.0009450647 0.003014052 0.005258249
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006950807 0.001250722 -0.001094400 0.001948251
#> Sigma[2,2] 0.0099340809 0.003917101 0.006486758 0.016740894
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002304202 0.005247256 -0.00593620 0.007952545
#> Sigma[3,2] -0.021489983 0.013522756 -0.04158904 -0.008844726
#> Sigma[3,3] 0.226763540 0.059008210 0.14552790 0.304908736
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003138965 0.004947521 -0.004157997 0.009477908
#> Sigma[4,2] -0.012942316 0.010767849 -0.029607710 -0.002016087
#> Sigma[4,3] 0.210242873 0.051562811 0.135183895 0.274398165
#> Sigma[4,4] 0.201405604 0.046583081 0.130961285 0.261708583
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03009866 0.02661132 1.00237756 1.07389601
#> lag1_var2 -0.13536798 0.19273125 -0.40486479 0.10709994
#> lag1_var3 -0.30269380 0.32190537 -0.77220757 0.11450820
#> lag1_var4 0.30106654 0.33325456 -0.12496854 0.79139696
#> const -0.60839704 0.92116488 -1.94080989 0.66755986
#> exo1 0.07877443 0.04670998 0.02355887 0.15116626
#> exo2 -0.06839249 0.06252860 -0.13074119 0.02080447
#> exo3 -0.05606678 0.06243151 -0.14292855 0.03102334
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.075783449 0.03727487 -0.1146028 -0.01463101
#> lag1_var2 0.821567370 0.12916505 0.6445952 0.98473089
#> lag1_var3 0.061777632 0.23686351 -0.2067709 0.41554486
#> lag1_var4 -0.056710333 0.24847975 -0.4232403 0.22424717
#> const 1.568225401 1.11547157 0.3130749 3.42906851
#> exo1 -0.142360862 0.07715800 -0.2590000 -0.05597807
#> exo2 0.058722569 0.13285906 -0.1375764 0.24550597
#> exo3 0.008037328 0.04461394 -0.0458234 0.07395574
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8433199 0.2661153 0.41669190 1.11743889
#> lag1_var2 -0.3257265 1.2536320 -2.31584717 0.80560992
#> lag1_var3 0.3620478 1.8868058 -2.79070888 2.02517946
#> lag1_var4 0.4239791 1.9301383 -1.26929447 3.67406908
#> const -2.8374993 6.1064257 -12.65664929 2.96515958
#> exo1 0.5668769 0.4624313 0.05165815 1.35085278
#> exo2 -0.1934375 0.7309592 -0.94501147 1.01781666
#> exo3 -0.3667530 0.3009828 -0.82419365 -0.03243443
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78049454 0.2496217 0.39327135 1.05642011
#> lag1_var2 0.08638814 1.2485605 -1.92489524 1.34079622
#> lag1_var3 0.06209533 1.8693491 -3.07281235 1.84071167
#> lag1_var4 0.73549502 1.9141450 -1.05943854 3.97227633
#> const -2.17193851 6.0652700 -11.66022619 4.59086032
#> exo1 0.44954965 0.4482832 -0.03913196 1.22452379
#> exo2 -0.15205612 0.6584538 -0.82236599 0.93561619
#> exo3 -0.36654493 0.2955299 -0.81982185 -0.01427308
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001329108 0.0003786508 0.001044943 0.001949394
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002636569 0.002929761 -0.006348427 0.00101428
#> Sigma[2,2] 0.320834742 0.066516952 0.239538741 0.41460209
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008028821 0.009232756 -0.0224898 0.0005164247
#> Sigma[3,2] -0.347771723 0.167881953 -0.5680268 -0.1674102802
#> Sigma[3,3] 1.447899435 0.330319924 0.9674350 1.9013123358
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01002904 0.009943094 -0.02470108 0.0003613861
#> Sigma[4,2] -0.17049035 0.150642586 -0.38319284 0.0122924660
#> Sigma[4,3] 1.33539259 0.285823590 0.93445917 1.6905896997
#> Sigma[4,4] 1.32801462 0.255940493 1.00636348 1.6631286565
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97748946 0.01539463 0.955788498 0.996746315
#> lag1_var2 0.03731823 0.03751213 -0.007839908 0.093741416
#> lag1_var3 0.05619325 0.06796586 -0.025937085 0.158000553
#> lag1_var4 -0.05623329 0.06433684 -0.153384607 0.021641427
#> const 0.57981862 0.33754518 0.206586704 1.073633006
#> exo1 0.04111847 0.03164074 0.007465259 0.091445348
#> exo2 -0.05433047 0.03345693 -0.105520894 -0.007548259
#> exo3 0.03707488 0.03998124 -0.014479887 0.088915499
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4851170 0.2668627 -0.8100843 -0.1166134
#> lag1_var2 1.7141474 0.5471247 1.0711572 2.4350768
#> lag1_var3 1.5431711 0.9084589 0.5000068 2.9007693
#> lag1_var4 -1.4299977 0.8531412 -2.6898690 -0.4367726
#> const 7.0062542 4.5642602 -0.2723382 12.6827036
#> exo1 -0.2424607 0.5189388 -0.9891380 0.3823144
#> exo2 1.1243059 0.5884525 0.4012557 2.0688813
#> exo3 0.5062880 0.5431550 -0.1190935 1.3632144
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96373265 0.5944402 0.06641132 1.6166511
#> lag1_var2 -2.33672054 0.8794352 -3.69417224 -1.2644594
#> lag1_var3 -2.99987937 1.2332980 -4.56803115 -1.1759337
#> lag1_var4 3.71173223 1.1862118 2.00212301 5.2331713
#> const -8.30239782 12.8381665 -22.27959704 11.1764359
#> exo1 0.01887355 0.7893333 -1.17734572 0.9713212
#> exo2 -1.06037922 1.4290888 -3.29103602 0.6732386
#> exo3 -3.89877683 1.1975247 -5.54833859 -2.2989899
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7587084 0.5095558 0.04282107 1.3363509
#> lag1_var2 -1.8599644 0.8367222 -3.06338620 -0.6604566
#> lag1_var3 -2.9815453 1.2046031 -4.37223038 -1.1445334
#> lag1_var4 3.7662776 1.1565396 1.98296288 5.1153278
#> const -6.5839786 11.3471217 -19.53019079 9.6708801
#> exo1 -0.1284669 0.7680868 -1.08301860 0.9239775
#> exo2 -0.4442664 1.4453556 -2.90598418 1.2299097
#> exo3 -3.8333256 1.0500720 -5.27217673 -2.3892278
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00180971 0.0005149712 0.001463158 0.002638648
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03060999 0.01020001 -0.04586564 -0.01917091
#> Sigma[2,2] 0.93880905 0.30580542 0.60377008 1.42923410
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02656478 0.008376231 0.01859739 0.03979358
#> Sigma[3,2] -0.79296270 0.208721466 -1.07504159 -0.52085084
#> Sigma[3,3] 0.99085712 0.167948760 0.81341673 1.25938014
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009011604 0.003966519 0.003467376 0.01450923
#> Sigma[4,2] -0.248421295 0.085175234 -0.364835092 -0.13757287
#> Sigma[4,3] 0.566876725 0.092461662 0.467802800 0.71133111
#> Sigma[4,4] 0.463770132 0.091689044 0.361378784 0.60158336
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11090007 0.04367045 1.05692673 1.174474405
#> lag1_var2 -0.15670324 0.08974334 -0.26856805 -0.060636372
#> lag1_var3 -0.26884807 0.15329253 -0.45982331 -0.105983627
#> lag1_var4 0.22666710 0.14337603 0.07171575 0.403192180
#> const -0.51064094 0.58014057 -1.38781580 0.187664977
#> exo1 0.02224298 0.03488158 -0.01571173 0.070678158
#> exo2 -0.04582405 0.03196566 -0.07944104 0.003670575
#> exo3 0.01851936 0.03095594 -0.02505958 0.059716946
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8598427 1.0153708 -3.4088238 -0.8262767
#> lag1_var2 5.2892875 2.0002229 2.9870248 7.9559671
#> lag1_var3 7.4716597 3.4425714 3.5246988 12.1326886
#> lag1_var4 -6.9819765 3.2332057 -11.3723061 -3.3282047
#> const 23.2887343 15.2126461 7.8176563 44.7731858
#> exo1 0.2234118 0.7210768 -0.7943256 1.2006842
#> exo2 0.8085719 0.9479142 -0.6392810 1.9673221
#> exo3 -0.6619212 0.5565373 -1.4142361 0.1565016
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0495536 0.8495363 1.07132092 3.34254532
#> lag1_var2 -3.0226724 1.8939854 -5.41120497 -0.52503858
#> lag1_var3 -4.2786581 3.2383546 -8.32514593 -0.04033168
#> lag1_var4 4.6029433 3.0431062 0.67821015 8.32646441
#> const -16.6833073 12.0248220 -35.17603230 -3.10593618
#> exo1 0.2712679 1.0020966 -1.14027122 1.52383157
#> exo2 -0.8923094 1.1242822 -2.20404475 0.53554799
#> exo3 0.9808052 0.7778534 -0.09396887 1.98777972
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94753660 0.4816301 0.2975079 1.4954429
#> lag1_var2 -0.08657628 1.0407755 -1.4339554 1.2572842
#> lag1_var3 -0.19469124 1.7577625 -2.4494531 2.0439261
#> lag1_var4 0.82795046 1.6373609 -1.2869630 2.8958853
#> const -3.99977161 7.1637035 -12.2822330 7.0824674
#> exo1 0.43232669 0.8109603 -0.8966668 1.3443737
#> exo2 -0.41498946 0.8974461 -1.7192589 0.6589945
#> exo3 0.62147300 0.6041413 -0.1243783 1.4535575
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01959216 0.003882252 0.01421616 0.0238727
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00611367 0.01333404 -0.02401875 0.01178461
#> Sigma[2,2] 0.12999142 0.03148080 0.09223461 0.17619650
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00522647 0.01457075 -0.01399118 0.02515683
#> Sigma[3,2] -0.13484515 0.04457436 -0.20388551 -0.08295842
#> Sigma[3,3] 0.28435160 0.09262335 0.16491202 0.42620672
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00135264 0.009486205 -0.01083955 0.01537334
#> Sigma[4,2] -0.06451070 0.033853774 -0.11369620 -0.02449071
#> Sigma[4,3] 0.23056139 0.077101643 0.12977588 0.34459092
#> Sigma[4,4] 0.21750499 0.066513389 0.12778173 0.31380290
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93594238 0.0586694 0.85372261 1.00977466
#> lag1_var2 0.30650583 0.1155520 0.14139065 0.45080275
#> lag1_var3 0.54538162 0.1892072 0.25873801 0.74315914
#> lag1_var4 -0.54329576 0.1791272 -0.72542113 -0.27985172
#> const 1.66600023 0.8881915 0.23669593 2.58039294
#> exo1 0.09864791 0.1119541 -0.03315946 0.27796688
#> exo2 -0.20542610 0.1760006 -0.45789657 0.03762096
#> exo3 0.19384070 0.1194366 0.08250143 0.39749279
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21030245 0.1458453 0.01743458 0.4269377
#> lag1_var2 0.09363021 0.6549118 -0.59397426 1.1504199
#> lag1_var3 -1.25571621 1.0953334 -2.36429166 0.5657207
#> lag1_var4 1.27391462 1.0646947 -0.47243548 2.3654797
#> const -4.18591710 3.6610716 -8.06132356 1.1288468
#> exo1 -0.12413837 0.3824352 -0.60965390 0.4244396
#> exo2 0.78434666 0.4415360 0.33177028 1.4720118
#> exo3 3.01353941 0.3542671 2.50553799 3.4711149
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5496482 0.1959877 -0.8803507 -0.3763614
#> lag1_var2 2.3303542 0.8885602 1.2264984 3.6601366
#> lag1_var3 4.3749318 1.4608760 2.3938794 6.3947773
#> lag1_var4 -3.4521264 1.3971542 -5.4019036 -1.5906166
#> const 13.6925174 3.6654626 9.8460942 17.9576427
#> exo1 0.2546470 0.5926595 -0.5912004 1.0239647
#> exo2 2.5030344 0.6606613 1.4590374 3.1374217
#> exo3 -4.1214334 0.7394758 -5.1304115 -3.1445895
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4871156 0.1631633 -0.7460565 -0.3089844
#> lag1_var2 2.2634041 0.6585123 1.5445940 3.3513113
#> lag1_var3 3.3598966 1.0713869 2.1156683 5.0372092
#> lag1_var4 -2.4005213 1.0253555 -4.0160578 -1.1892176
#> const 10.7140640 3.0938574 6.3711522 14.4312306
#> exo1 0.2014796 0.4327294 -0.3917851 0.7472962
#> exo2 3.3499953 0.5234311 2.5261416 3.9662828
#> exo3 -2.6790762 0.7077157 -3.6876015 -1.8353147
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001355994 0.0004766625 0.0008242361 0.002170594
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002548223 0.002851634 -2.134932e-05 0.007010519
#> Sigma[2,2] 0.107521834 0.033629982 8.085945e-02 0.159810683
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01340684 0.009637364 0.00547838 0.02885473
#> Sigma[3,2] -0.04227528 0.034848320 -0.08160012 0.00722261
#> Sigma[3,3] 0.54670896 0.251637870 0.30177076 0.97752065
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01576932 0.01047178 0.007839086 0.03272558
#> Sigma[4,2] 0.01870409 0.03730183 -0.026558836 0.06615363
#> Sigma[4,3] 0.55289003 0.26197165 0.322769894 1.01265349
#> Sigma[4,4] 0.59567223 0.28248247 0.380132013 1.10172738
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003785997 0.02922298 0.95797636 1.03901510
#> lag1_var2 -0.032325956 0.06706977 -0.11486145 0.07133930
#> lag1_var3 -0.068247121 0.13060763 -0.21683575 0.13710754
#> lag1_var4 0.065749372 0.12088319 -0.12238605 0.20549510
#> const 0.034035009 0.34156964 -0.45767996 0.45493353
#> exo1 0.020329118 0.04527096 -0.03727396 0.07249677
#> exo2 -0.058678500 0.03506879 -0.11422697 -0.01944002
#> exo3 -0.002665616 0.04195648 -0.05686412 0.05750107
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13510189 0.2168165 -0.41385667 0.12071167
#> lag1_var2 1.24115499 0.3495397 0.75591306 1.72147317
#> lag1_var3 0.96790801 0.6942941 0.06624986 1.96604675
#> lag1_var4 -0.91077183 0.6451890 -1.85191540 -0.08187335
#> const 2.04209405 3.4148617 -2.59897019 6.24565107
#> exo1 -0.55429323 0.4486610 -1.01190051 0.15226752
#> exo2 1.91378735 0.3702634 1.34574737 2.25186192
#> exo3 0.01382239 0.3050365 -0.43820410 0.45079425
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95534609 0.7375517 -0.2310536 1.79998695
#> lag1_var2 -1.89283984 1.2935921 -3.5199927 -0.03440286
#> lag1_var3 -2.55303969 2.5252042 -5.2579180 1.28201769
#> lag1_var4 3.29282250 2.3182699 -0.2067845 5.84455014
#> const -11.48996590 9.5152229 -24.4094513 1.88387841
#> exo1 0.11196735 1.0085578 -1.2428677 1.54249395
#> exo2 -0.01532217 0.5910523 -0.9110109 0.65257094
#> exo3 1.10667989 0.8707386 0.2700180 2.55226134
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9685784 0.7283577 -0.1467122 1.8429967
#> lag1_var2 -1.6312437 1.2671043 -3.2107803 0.1783981
#> lag1_var3 -2.7761962 2.4579895 -5.3259102 0.9258272
#> lag1_var4 3.5491702 2.2515996 0.1665534 5.9590103
#> const -12.7884257 9.5718800 -26.6549321 -1.2913415
#> exo1 -0.2084015 1.0509609 -1.6785337 1.2825849
#> exo2 1.2225323 0.7160907 0.1942903 2.1122405
#> exo3 1.2346992 0.8184196 0.5212187 2.6514775
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002965557 0.001115695 0.001953608 0.004777228
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01008795 0.01141961 -0.02629168 0.00511965
#> Sigma[2,2] 1.10966461 0.28296768 0.90090005 1.58336393
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005809925 0.006420319 -0.002013455 0.01505642
#> Sigma[3,2] -0.596558076 0.145446360 -0.847155055 -0.50247699
#> Sigma[3,3] 0.345169993 0.075526891 0.303195056 0.47174316
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009909313 0.001739340 -0.001161068 3.617573e-03
#> Sigma[4,2] -0.0594804668 0.036339298 -0.100580239 9.880431e-05
#> Sigma[4,3] 0.0599924195 0.016360005 0.033698155 7.725918e-02
#> Sigma[4,4] 0.0353896095 0.005510438 0.027973989 4.270101e-02
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947038024 0.03473000 0.889658994 0.97507349
#> lag1_var2 -0.010855593 0.05859690 -0.063769059 0.09379275
#> lag1_var3 -0.045450586 0.11130803 -0.145557234 0.15409317
#> lag1_var4 0.063692387 0.10432829 -0.123562473 0.15629233
#> const 0.268204336 0.57625696 -0.552569784 1.07068963
#> exo1 0.003315482 0.02962745 -0.038961493 0.04469206
#> exo2 -0.006731341 0.06304941 -0.080236822 0.09714575
#> exo3 0.059204014 0.05625193 -0.006806791 0.14593361
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9112247 0.8092125 -0.07366694 2.07023536
#> lag1_var2 -1.4454944 1.9101758 -3.89861948 0.71466867
#> lag1_var3 -4.3501339 3.9252619 -9.45649720 0.07130576
#> lag1_var4 4.2939522 3.6901698 0.10600266 9.18115705
#> const -15.9342458 11.7952196 -32.83684070 -0.64087703
#> exo1 0.3662391 1.0699215 -1.23266441 1.90620395
#> exo2 0.4373432 1.4133495 -1.23140995 2.70770724
#> exo3 -1.1409585 0.8866934 -2.44694751 -0.22359810
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7612072 0.4832666 -1.3733423 -0.1377534
#> lag1_var2 1.7481894 1.0880622 0.5135093 3.0004430
#> lag1_var3 4.1339525 2.2333792 1.5998893 6.7412550
#> lag1_var4 -3.0712883 2.0766590 -5.5319473 -0.7040415
#> const 13.1037585 6.0229542 4.6506580 21.0816910
#> exo1 -0.2721614 0.6140025 -1.2047193 0.6139870
#> exo2 -0.4312578 0.8271071 -1.7658931 0.5138754
#> exo3 0.9237773 0.4508443 0.4844019 1.6626170
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39142122 0.1340458 -0.6176192 -0.26351912
#> lag1_var2 0.84583553 0.2440827 0.5665108 1.22301479
#> lag1_var3 1.59026463 0.5057855 0.9869659 2.37045664
#> lag1_var4 -0.49659071 0.4700363 -1.2161647 0.05873736
#> const 4.23894320 2.0682090 2.3224513 7.80400380
#> exo1 -0.09930324 0.1519166 -0.3077857 0.07227973
#> exo2 -0.25084083 0.2460785 -0.5393996 0.08564836
#> exo3 0.41375257 0.1468910 0.2264875 0.62223765
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003066662 5.406108e-05 0.000225472 0.0003690989
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00110266 0.002130731 -0.003835301 0.001796284
#> Sigma[2,2] 0.29453234 0.068988731 0.219683453 0.408990272
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001018545 0.003797063 -0.005239536 0.004095077
#> Sigma[3,2] -0.515993618 0.123307284 -0.662563449 -0.314616701
#> Sigma[3,3] 1.585354624 0.252014981 1.201924596 1.857726434
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001637626 0.003331717 -0.005734422 0.002852668
#> Sigma[4,2] -0.395266827 0.109452417 -0.514281513 -0.205509309
#> Sigma[4,3] 1.401971970 0.224858004 1.045299753 1.632177143
#> Sigma[4,4] 1.269413395 0.208655667 0.937230136 1.476131723
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999535756 0.009756616 0.987193810 1.012284216
#> lag1_var2 -0.010405917 0.030192910 -0.042182385 0.035464550
#> lag1_var3 -0.042174812 0.062766766 -0.103457140 0.056253432
#> lag1_var4 0.040446875 0.060736110 -0.055880857 0.100369602
#> const 0.100768988 0.170502249 -0.141553113 0.330938353
#> exo1 -0.001907865 0.025493026 -0.042107613 0.025716704
#> exo2 -0.030492052 0.015450841 -0.051670202 -0.008744328
#> exo3 0.020038086 0.013240071 0.002680846 0.040173708
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0003710446 0.1464789 -0.24076796 0.15880196
#> lag1_var2 1.2807509774 0.6275657 0.55109403 2.25296073
#> lag1_var3 1.4038018757 1.2523061 -0.04910762 3.25717825
#> lag1_var4 -1.4979198285 1.2233577 -3.31380048 -0.08569002
#> const 5.9742101472 3.2893218 2.11908987 10.87389761
#> exo1 0.1516634843 0.4869545 -0.47076867 0.84693315
#> exo2 0.5103181245 0.4614057 -0.18099130 1.01024820
#> exo3 0.1503754787 0.5821222 -0.63459167 1.04117748
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4639249 0.4328777 -1.1591966 -0.01255208
#> lag1_var2 2.3916869 1.9079056 -0.3289458 4.87848908
#> lag1_var3 5.2521273 3.8758114 -0.2626761 10.39946836
#> lag1_var4 -4.3299370 3.8174084 -9.4669230 1.06427469
#> const 13.6447107 7.4185571 2.4370234 23.62838368
#> exo1 -0.5154808 0.9874181 -1.7954700 0.88810563
#> exo2 0.3715948 1.0314740 -0.6647952 1.94780447
#> exo3 0.8045182 1.1034136 -0.5870459 2.49368067
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4737092 0.4108169 -1.1452007 -0.06853083
#> lag1_var2 2.8949141 1.7006825 0.5384444 5.13430859
#> lag1_var3 5.6747776 3.4711488 0.8584359 10.33640866
#> lag1_var4 -4.7815456 3.4237968 -9.4415541 -0.07408527
#> const 15.9376124 6.8599186 6.3836769 25.10543212
#> exo1 -0.4604688 0.8481957 -1.5704162 0.70897279
#> exo2 0.6545062 0.9045826 -0.2170617 2.05572781
#> exo3 0.9060552 0.9946545 -0.4668434 2.29175593
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007590336 0.0002357902 0.0005486703 0.001164391
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008511388 0.003038279 -0.01345485 -0.005329658
#> Sigma[2,2] 0.482010756 0.093439031 0.36093770 0.605325572
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005618279 0.002660068 0.00183599 0.008878779
#> Sigma[3,2] -0.401704918 0.107201463 -0.55760555 -0.285286935
#> Sigma[3,3] 0.553765297 0.122942580 0.42886173 0.743666424
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.654619e-05 0.002528128 -0.003313371 0.003487042
#> Sigma[4,2] -8.440257e-02 0.069911039 -0.200967211 -0.011233278
#> Sigma[4,3] 2.991339e-01 0.061183951 0.246385458 0.391474259
#> Sigma[4,4] 2.539798e-01 0.040217721 0.211923351 0.319981064
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01661536 0.03110911 0.969886657 1.053156096
#> lag1_var2 -0.01679956 0.05406373 -0.082988600 0.048469399
#> lag1_var3 -0.05212761 0.08080970 -0.153651384 0.045276512
#> lag1_var4 0.04150215 0.07437713 -0.046302609 0.134319990
#> const 0.26140022 0.30418474 -0.116770561 0.728229828
#> exo1 -0.02407018 0.02129327 -0.057983801 -0.004630869
#> exo2 -0.03899747 0.03306045 -0.079849297 0.006064350
#> exo3 0.03719737 0.02851605 0.005656107 0.082279035
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03720939 1.3293111 -2.70335057 0.7992942
#> lag1_var2 2.62646475 1.6332115 0.05858865 4.6150117
#> lag1_var3 3.05572706 2.4582763 -0.81609599 6.1510395
#> lag1_var4 -2.79821094 2.1603484 -5.51838602 0.6168861
#> const 11.35201897 13.8728202 -7.09992054 29.2594153
#> exo1 0.08202472 0.6761711 -0.73506798 1.0864456
#> exo2 0.53197055 0.9124943 -0.71580905 1.7930168
#> exo3 0.89209227 0.6368748 0.40728916 1.9449301
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4039844 1.2441017 -0.35145884 2.9297649
#> lag1_var2 -1.9066871 1.4780533 -3.63954365 0.4328349
#> lag1_var3 -2.3997150 2.2028059 -5.11295493 1.0767269
#> lag1_var4 2.9645560 1.9111742 -0.09177081 5.2927314
#> const -8.5145709 13.0211021 -24.69261628 9.9115119
#> exo1 0.5924509 0.8849884 -0.68647831 1.5938384
#> exo2 -0.2629972 0.8914043 -1.38951169 1.1423774
#> exo3 0.2241354 0.3971990 -0.36740244 0.7232903
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7277029 0.5016085 0.07383611 1.4805789
#> lag1_var2 -0.4704953 0.7268916 -1.50407778 0.5703388
#> lag1_var3 -0.8386277 1.0804428 -2.38116585 0.6517964
#> lag1_var4 1.5882523 0.9583332 0.24611161 2.9143359
#> const -2.2149024 5.0671927 -9.15845299 4.5437407
#> exo1 0.6763241 0.6457092 -0.30184652 1.3577710
#> exo2 0.1176082 0.6213965 -0.66784200 1.0074544
#> exo3 0.8866855 0.3755185 0.44078727 1.4195828
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002243968 0.0004086559 0.00175821 0.002884784
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003860408 0.002164133 -0.006317212 -0.0008342066
#> Sigma[2,2] 0.045264224 0.014416151 0.031541745 0.0681010657
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005969955 0.001498783 -0.007842268 -0.004140834
#> Sigma[3,2] 0.001292837 0.008409007 -0.009349293 0.012442339
#> Sigma[3,3] 0.042262139 0.009713231 0.030502713 0.055161229
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009428774 0.002459378 -0.01305297 -0.006503069
#> Sigma[4,2] 0.040060722 0.012288897 0.02130188 0.054686445
#> Sigma[4,3] 0.044359381 0.011088774 0.03120016 0.059946225
#> Sigma[4,4] 0.079854243 0.019237395 0.05634419 0.105610583
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91710269 0.04877971 0.85212167 0.9911346
#> lag1_var2 0.09590223 0.15202825 -0.11067099 0.2759087
#> lag1_var3 0.15289938 0.18209662 -0.10584891 0.3694857
#> lag1_var4 -0.14005711 0.18168554 -0.34752153 0.1132988
#> const 0.72158833 0.81952398 -0.62185541 1.4612774
#> exo1 0.02863401 0.05653711 -0.04697819 0.1106352
#> exo2 -0.06164820 0.04165986 -0.12135481 -0.0124655
#> exo3 0.02288792 0.05406873 -0.04662673 0.1067440
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27986305 0.2349183 -0.0009703869 0.6212908
#> lag1_var2 0.30430287 0.4833036 -0.1858612366 1.0999464
#> lag1_var3 -0.87449598 0.5983511 -1.4709780168 0.1531492
#> lag1_var4 0.82227382 0.5805140 -0.1522239410 1.4184621
#> const -1.49268076 1.7762123 -3.8984913416 0.6593179
#> exo1 0.04130533 0.1941894 -0.1758907296 0.3188512
#> exo2 0.17517768 0.2648511 -0.1920309979 0.4759232
#> exo3 -0.10555073 0.2742608 -0.4746622438 0.2172626
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.371285367 0.2114930 0.05165535 0.6548393
#> lag1_var2 0.001117719 0.7057444 -1.07655340 0.9930572
#> lag1_var3 0.775891253 0.8965533 -0.60675656 2.0113038
#> lag1_var4 0.127149280 0.8923553 -1.08952325 1.5041652
#> const 0.208629003 3.3675094 -4.03635326 5.3073722
#> exo1 -0.113098092 0.1770257 -0.30781494 0.1313728
#> exo2 -0.961524322 0.2079380 -1.25902946 -0.7080165
#> exo3 -0.109466487 0.2027856 -0.31218981 0.2164580
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60993477 0.3809937 0.1227779 1.1905848
#> lag1_var2 -0.08901071 0.9536877 -1.0907143 1.5243027
#> lag1_var3 -0.36956523 1.1877812 -1.7068093 1.6226792
#> lag1_var4 1.24062304 1.1556389 -0.7064503 2.5034343
#> const -2.11680414 4.2932370 -7.2907023 4.7120837
#> exo1 -0.08097293 0.3209832 -0.4434103 0.3817971
#> exo2 -0.82743706 0.2916156 -1.1118411 -0.3163250
#> exo3 -0.19837676 0.2994178 -0.6438366 0.1277410
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00716593 0.002567642 0.005404222 0.01134596
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004477884 0.002848334 -0.008172262 -0.0006945686
#> Sigma[2,2] 0.035175184 0.008360832 0.023412269 0.0448406787
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001985374 0.009708998 -0.01480084 0.01266433
#> Sigma[3,2] -0.058950617 0.015491140 -0.07645318 -0.03734052
#> Sigma[3,3] 0.262808805 0.055979424 0.21787929 0.36338153
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005116991 0.008898416 -0.01644799 0.008147796
#> Sigma[4,2] -0.039390732 0.012300999 -0.05409496 -0.023514812
#> Sigma[4,3] 0.235897510 0.052578266 0.19505455 0.330725361
#> Sigma[4,4] 0.220251551 0.050539921 0.17844216 0.310332544
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93410377 0.03867043 0.88725771 0.98375918
#> lag1_var2 0.16590965 0.11028570 0.02402700 0.32369052
#> lag1_var3 0.30118527 0.17721141 0.05865288 0.55996009
#> lag1_var4 -0.29782254 0.17299396 -0.55322194 -0.06240473
#> const 1.32822359 0.76689126 0.08789054 2.27999782
#> exo1 0.02948667 0.07966913 -0.07332950 0.12839997
#> exo2 -0.03441772 0.10403389 -0.18454230 0.11803104
#> exo3 0.01356033 0.08741085 -0.06863786 0.16797887
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3435633 0.1531711 0.18823676 0.5955310
#> lag1_var2 -0.2020178 0.3474527 -0.68570029 0.2755659
#> lag1_var3 -1.8667620 0.6563572 -2.77023856 -0.9943722
#> lag1_var4 1.8460025 0.6414726 0.99414603 2.7295348
#> const -6.0321426 2.8720939 -10.79294009 -3.2398536
#> exo1 0.1351876 0.1073742 0.01489190 0.2666534
#> exo2 0.3340963 0.1956108 0.09820424 0.6327254
#> exo3 0.1880171 0.1615941 0.01834276 0.4330988
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.81075617 0.3300680 -1.3982394 -0.4891329
#> lag1_var2 1.75363238 0.6507658 1.2322437 2.9009718
#> lag1_var3 4.70585409 1.0954478 3.7150505 6.7136661
#> lag1_var4 -3.60474385 1.0733442 -5.5752821 -2.6401043
#> const 13.31913427 6.2097908 7.3061893 24.2076229
#> exo1 -0.75521544 0.5244820 -1.4996569 -0.1134450
#> exo2 -0.29070138 0.5003048 -1.0520222 0.3684891
#> exo3 0.09400584 0.5860322 -0.6833856 0.9613382
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6410259 0.2579606 -1.0939121 -0.3790185
#> lag1_var2 1.4234605 0.5576505 0.8068040 2.3114052
#> lag1_var3 3.2963148 0.8508443 2.5398379 4.8388800
#> lag1_var4 -2.1819494 0.8367235 -3.6958931 -1.4243790
#> const 9.0906899 4.8613790 4.0798200 17.5945352
#> exo1 -0.7054085 0.5067598 -1.4548565 -0.1033074
#> exo2 -0.1089457 0.4806118 -0.8388441 0.4617700
#> exo3 0.2114402 0.5546200 -0.4937846 1.0215116
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002678117 5.726784e-05 0.0001898736 0.0003434588
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00170498 0.002681588 -0.005475684 0.001555418
#> Sigma[2,2] 0.58021978 0.202416060 0.370847569 0.925932122
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00335471 0.002180688 0.0003637448 0.006326855
#> Sigma[3,2] -0.29907234 0.075919633 -0.3800892789 -0.197552069
#> Sigma[3,3] 0.54843182 0.084685784 0.4374785479 0.670685257
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00253286 0.001232621 0.0008530212 0.004123492
#> Sigma[4,2] 0.05649746 0.108396983 -0.0795419777 0.212769515
#> Sigma[4,3] 0.39064375 0.078291462 0.2940078300 0.501617995
#> Sigma[4,4] 0.45259092 0.074187902 0.3497229178 0.548354734
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971220803 0.020336933 0.94309239 0.999539058
#> lag1_var2 0.037685281 0.035839958 -0.00967798 0.084725874
#> lag1_var3 0.062469274 0.062952745 -0.02055661 0.145727938
#> lag1_var4 -0.060947880 0.059208619 -0.13881583 0.017685437
#> const 0.616958074 0.277976937 0.19260023 1.006622891
#> exo1 -0.008700818 0.014715691 -0.03314497 0.003450711
#> exo2 -0.097076737 0.009674198 -0.10528328 -0.081393277
#> exo3 0.077906272 0.015878414 0.05955777 0.102670561
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8391502 0.7417761 -2.8109375 -0.6948081
#> lag1_var2 3.1370751 2.1833304 -0.2962429 5.3258949
#> lag1_var3 4.2175898 3.5730030 -1.3841951 7.8175470
#> lag1_var4 -3.7394083 3.5375720 -7.3430138 1.7947542
#> const 17.0860623 14.0846397 -5.9581594 31.6755731
#> exo1 -0.2278699 0.7160111 -1.2415961 0.6871913
#> exo2 0.9648861 0.6320702 0.1333091 1.8227366
#> exo3 0.5333045 0.9624282 -0.2825005 2.1610315
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.53547975 0.5418787 0.9264438 2.3745705
#> lag1_var2 0.78163852 1.1764351 -1.0321684 2.2662261
#> lag1_var3 1.37442534 1.9769674 -1.7411606 3.8658379
#> lag1_var4 -1.04876526 1.9325111 -3.4589138 1.9655966
#> const 1.20481283 11.0183582 -13.1468827 13.8287093
#> exo1 -0.06043578 0.6236438 -0.9910893 0.7532112
#> exo2 -3.43176616 0.8262544 -4.6587899 -2.4583534
#> exo3 -0.23538672 0.8273209 -1.3824680 0.7875814
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42755889 0.5661874 -0.4490352 1.1611799
#> lag1_var2 2.55112601 1.3317185 1.0938626 4.5669766
#> lag1_var3 3.68228527 2.3243159 1.0308967 7.1591699
#> lag1_var4 -3.06170816 2.2456698 -6.4018934 -0.5222863
#> const 10.98862514 10.7956779 -0.4756536 29.0383166
#> exo1 -0.21968804 0.5110136 -1.0688761 0.3849580
#> exo2 -3.00715941 0.8501685 -4.2018651 -1.9322621
#> exo3 0.08662611 0.6755465 -0.8849274 0.9370872
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001223061 0.0002240026 0.0009963619 0.001549288
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003953403 0.0007447931 -0.005008383 -0.002851077
#> Sigma[2,2] 0.028338103 0.0064340394 0.021105429 0.037198844
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001335167 0.0007411343 0.000271335 0.002321237
#> Sigma[3,2] -0.012058865 0.0035744463 -0.017338193 -0.007622815
#> Sigma[3,3] 0.013331263 0.0022121078 0.011254656 0.017190755
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.220475e-05 0.0007008768 -0.0009752816 0.0008019992
#> Sigma[4,2] -2.539185e-03 0.0018684549 -0.0047099752 0.0001997168
#> Sigma[4,3] 1.024901e-02 0.0013695327 0.0082040941 0.0119198068
#> Sigma[4,4] 1.078678e-02 0.0014896721 0.0085236183 0.0123101635
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01678402 0.01509388 0.99609856 1.03741822
#> lag1_var2 -0.08693029 0.01792474 -0.11050063 -0.06433084
#> lag1_var3 -0.14527790 0.05066465 -0.21988541 -0.08109262
#> lag1_var4 0.16100423 0.05406530 0.08447924 0.23958852
#> const -0.18472196 0.28513869 -0.55993220 0.23208539
#> exo1 -0.02011695 0.02690268 -0.05547684 0.01747144
#> exo2 -0.05531107 0.02886011 -0.10002101 -0.03276338
#> exo3 0.04342032 0.04453293 -0.01408839 0.10885905
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02561774 0.0800907 -0.09678264 0.1191661
#> lag1_var2 1.01706668 0.0848511 0.89198805 1.1304419
#> lag1_var3 0.76904885 0.2180064 0.41892813 0.9763160
#> lag1_var4 -0.71843520 0.2260841 -0.91246699 -0.3446781
#> const 2.33588991 1.2759557 0.36522403 4.0191416
#> exo1 0.08781117 0.1799329 -0.08819912 0.3572178
#> exo2 0.55219485 0.1872939 0.31899242 0.8172819
#> exo3 0.19922764 0.1794860 -0.08728785 0.3851990
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02838206 0.04561546 -0.08239054 0.03598885
#> lag1_var2 0.04029510 0.05961713 -0.03395512 0.12548784
#> lag1_var3 0.67862190 0.15552735 0.49364156 0.86897711
#> lag1_var4 0.22869848 0.16917167 0.01790840 0.45722707
#> const 0.98275045 1.57912041 -0.85704684 3.36072594
#> exo1 0.02634617 0.15630237 -0.21559851 0.20091711
#> exo2 -0.48518251 0.11964544 -0.66196588 -0.35106129
#> exo3 -0.02417567 0.08157010 -0.11773277 0.08717124
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03537708 0.03905388 -0.08037689 0.02424209
#> lag1_var2 0.19733374 0.07595091 0.09642857 0.30425044
#> lag1_var3 0.37648433 0.20497977 0.11528836 0.65295802
#> lag1_var4 0.60452502 0.21030514 0.32971792 0.89787950
#> const 0.16325091 1.41347230 -1.65219326 1.97573418
#> exo1 0.07132069 0.12991123 -0.12968098 0.22189348
#> exo2 -0.35881487 0.12995106 -0.51704761 -0.16354997
#> exo3 0.04459047 0.10592635 -0.09944771 0.19618235
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001249416 0.0002210124 0.0008828406 0.001468182
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002507827 0.009090661 -0.01724229 0.008055446
#> Sigma[2,2] 2.578883711 0.589547139 1.63377642 3.280856733
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001775283 0.00773798 -0.00758576 0.01398223
#> Sigma[3,2] -1.915663320 0.42621167 -2.37147874 -1.20084104
#> Sigma[3,3] 1.643376038 0.33251770 1.14155994 2.06654044
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000649816 0.004696132 -0.005233355 0.007490097
#> Sigma[4,2] -0.659828809 0.200144094 -0.908784926 -0.374322188
#> Sigma[4,3] 0.743639030 0.161174062 0.536342675 0.979135614
#> Sigma[4,4] 0.463161164 0.086835986 0.362614271 0.593512315
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99978547 0.02614512 0.96920699 1.04015410
#> lag1_var2 -0.01304585 0.04098572 -0.07639726 0.03400898
#> lag1_var3 -0.02381489 0.07987240 -0.15002336 0.06652640
#> lag1_var4 0.02103887 0.07155092 -0.06046714 0.13561310
#> const 0.18687869 0.27165582 -0.23163390 0.49612679
#> exo1 0.03049435 0.03640264 -0.02175882 0.07450311
#> exo2 -0.04194342 0.02803799 -0.08395950 -0.01045886
#> exo3 0.04984241 0.02607071 0.02045441 0.09278185
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.29011455 1.029383 -2.7957469 0.06196584
#> lag1_var2 3.15304848 1.319182 1.4653558 5.08773131
#> lag1_var3 4.49514567 2.498953 1.2981233 8.17876159
#> lag1_var4 -4.17899098 2.236190 -7.4691127 -1.36044453
#> const 18.08417022 13.272315 -0.5734895 33.68216141
#> exo1 -2.40168959 1.608695 -4.7396719 -0.31417848
#> exo2 -2.10921407 1.946716 -4.5726714 0.26736991
#> exo3 0.05894447 1.420857 -1.3527911 2.51736242
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8554064 0.7740022 -0.17913856 1.9491508
#> lag1_var2 -1.2876220 1.0295713 -2.81732160 0.1854488
#> lag1_var3 -1.6865837 1.9388680 -4.57930662 1.0981759
#> lag1_var4 2.4486688 1.7304982 -0.02673852 5.0409315
#> const -10.2389447 10.6452402 -21.83012301 3.4515612
#> exo1 0.4933165 1.2032835 -1.10624391 2.2031558
#> exo2 1.1804368 1.5067669 -0.67558516 3.2092430
#> exo3 2.9149782 0.8147637 1.59715982 3.6994808
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1749479 0.4004280 -0.5548230 0.5202740
#> lag1_var2 -0.0389897 0.5519216 -0.6375011 0.8563689
#> lag1_var3 -0.1327517 1.0757626 -1.2520119 1.6180453
#> lag1_var4 1.0975619 0.9648406 -0.4320719 2.1062795
#> const -2.8997511 5.5250029 -9.8055039 4.5671958
#> exo1 -0.9294802 0.4895021 -1.5697150 -0.2751986
#> exo2 0.1415935 0.7025952 -0.8756319 1.1630838
#> exo3 3.3898262 0.3467497 2.9709463 3.8621312
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003491267 0.00069771 0.002460781 0.004431622
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007774168 0.002590363 -0.01209241 -0.004986276
#> Sigma[2,2] 0.059780540 0.011672999 0.04671750 0.077654624
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006284488 0.002293771 0.003487607 0.009761694
#> Sigma[3,2] -0.050562131 0.012163211 -0.070102543 -0.036657979
#> Sigma[3,3] 0.050055078 0.012496549 0.034846500 0.070291104
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00105538 0.0008404618 7.103907e-05 0.002297685
#> Sigma[4,2] -0.01022842 0.0054849474 -1.847265e-02 -0.002595744
#> Sigma[4,3] 0.01643811 0.0050633225 9.100098e-03 0.023449875
#> Sigma[4,4] 0.01015049 0.0022380011 6.503573e-03 0.012127429
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91187160 0.03513075 0.85689422 0.950384405
#> lag1_var2 -0.03393913 0.14807559 -0.19545844 0.208663968
#> lag1_var3 -0.03681983 0.22666554 -0.27936973 0.327143169
#> lag1_var4 0.06209660 0.22763334 -0.29662316 0.307606598
#> const 0.34235431 1.02907995 -1.12038465 1.476736502
#> exo1 0.04425846 0.04724524 -0.01966265 0.108804915
#> exo2 -0.09192801 0.08291533 -0.21998270 -0.003952574
#> exo3 0.05230172 0.07048498 -0.07143280 0.112994614
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2292119 0.1593859 0.009855667 0.427828076
#> lag1_var2 0.5334279 0.6709764 -0.496836351 1.270549389
#> lag1_var3 0.1558183 0.9446657 -1.237746729 1.295673383
#> lag1_var4 -0.1280694 0.9343968 -1.271150817 1.248112192
#> const -0.1473484 3.3443144 -5.179763228 4.423329921
#> exo1 -0.2701976 0.1726761 -0.431564158 -0.007192608
#> exo2 1.7558447 0.3360922 1.321085878 2.184945151
#> exo3 0.6424207 0.2645824 0.332062308 1.050985240
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2509199 0.1222365 -0.38406686 -0.07835643
#> lag1_var2 0.8620692 0.5359262 0.15939964 1.67371166
#> lag1_var3 1.6774935 0.7810890 0.60381309 2.82818958
#> lag1_var4 -0.7313703 0.7759034 -1.88388396 0.33505567
#> const 4.9219061 2.3176935 2.59386391 8.59476267
#> exo1 0.2710050 0.1930403 0.03353766 0.55902961
#> exo2 -1.8880146 0.2404825 -2.21153381 -1.57972925
#> exo3 -0.2691538 0.2832010 -0.71073767 0.09170917
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11085601 0.05693884 -0.19185959 -0.05467429
#> lag1_var2 0.92203261 0.25021851 0.56786870 1.21465174
#> lag1_var3 1.36131720 0.44266530 0.73899587 1.82989289
#> lag1_var4 -0.36911986 0.44433367 -0.83955295 0.26280323
#> const 3.66650859 1.16235183 2.06298499 5.33509320
#> exo1 0.09185563 0.14982452 -0.14733325 0.28442233
#> exo2 -0.76753980 0.05682201 -0.84472541 -0.70117561
#> exo3 0.19897360 0.14609515 0.01274171 0.39354691
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003780763 9.687081e-05 0.0002441177 0.0004980454
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001114105 0.001522653 -0.001211014 0.002592905
#> Sigma[2,2] 0.246021028 0.058312507 0.180826915 0.346288523
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008336735 0.0009527314 -0.001785077 0.0006788391
#> Sigma[3,2] -0.1377777271 0.0318527996 -0.193628086 -0.1032035095
#> Sigma[3,3] 0.0843632240 0.0190165857 0.063579958 0.1174212468
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000286808 0.0002615615 -0.0005106165 0.0001437746
#> Sigma[4,2] -0.005227920 0.0047731865 -0.0111378418 0.0017226404
#> Sigma[4,3] 0.011005806 0.0031209538 0.0071577012 0.0147611950
#> Sigma[4,4] 0.009260245 0.0029230033 0.0059880627 0.0130498003
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999713603 0.01614635 0.97589334 1.02067755
#> lag1_var2 0.003043035 0.03773368 -0.05762489 0.04739879
#> lag1_var3 -0.014790053 0.07032982 -0.12389924 0.07233650
#> lag1_var4 0.006166491 0.06967023 -0.08060011 0.11438852
#> const 0.342616798 0.30262275 0.03609811 0.80463134
#> exo1 0.002310091 0.02624511 -0.03856419 0.02977432
#> exo2 -0.012368684 0.01965208 -0.03406649 0.01879495
#> exo3 -0.015670059 0.02260046 -0.04333816 0.01552206
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.75995759 0.3557525 -1.1419406 -0.2504609
#> lag1_var2 2.35249414 0.7741881 1.0556441 3.2166334
#> lag1_var3 2.79175811 1.3990873 0.4297992 4.3349226
#> lag1_var4 -2.65211332 1.3339168 -4.1109723 -0.3903090
#> const 9.34671334 7.2594304 -0.6725958 18.5304945
#> exo1 -0.17206521 0.6091692 -0.9160078 0.7104539
#> exo2 1.24459214 0.5022382 0.5022204 1.8423869
#> exo3 0.02076996 0.4264656 -0.4856338 0.6737245
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45428505 0.2289618 0.1041079 0.7069903
#> lag1_var2 -0.66156430 0.4944831 -1.1260261 0.1539604
#> lag1_var3 -0.39655317 0.9084251 -1.2064889 1.0909962
#> lag1_var4 1.26596770 0.8603178 -0.1582773 2.0289714
#> const -3.03623957 3.8201033 -8.5277999 1.1502291
#> exo1 0.09121007 0.3455145 -0.3965858 0.5196950
#> exo2 -1.13913650 0.2778574 -1.5337213 -0.8227947
#> exo3 0.25794022 0.3167486 -0.1801738 0.7127701
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.019518772 0.09126840 -0.10382795 0.14532325
#> lag1_var2 0.312668701 0.17327567 0.05582108 0.52024496
#> lag1_var3 0.561934052 0.34984767 0.02372185 0.97210314
#> lag1_var4 0.420089620 0.34072059 0.02538250 0.94410742
#> const 0.472859238 1.33087797 -1.70364504 2.07841335
#> exo1 -0.001316401 0.06688218 -0.08817208 0.09143632
#> exo2 -0.548629859 0.11737470 -0.72488788 -0.40351158
#> exo3 0.308434671 0.13594647 0.13152038 0.51881678
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000776657 0.0001492932 0.0005832665 0.001009787
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01008645 0.005137064 -0.01865062 -0.004529116
#> Sigma[2,2] 1.09035658 0.321989512 0.77281354 1.561521944
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007498787 0.003265109 0.005249298 0.01308299
#> Sigma[3,2] -0.659462385 0.210198222 -0.994993822 -0.45884447
#> Sigma[3,3] 0.484770397 0.148564215 0.350614438 0.73473355
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002963459 0.00144183 0.001592223 0.005187229
#> Sigma[4,2] -0.150259974 0.07540215 -0.270500156 -0.065090294
#> Sigma[4,3] 0.187233218 0.06021609 0.136470819 0.284426381
#> Sigma[4,4] 0.129524473 0.03178419 0.093507374 0.177109381
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01769961 0.03144887 0.97300759 1.058465863
#> lag1_var2 -0.03245428 0.04000380 -0.09125893 0.014918526
#> lag1_var3 -0.05304152 0.08305181 -0.17195198 0.045946835
#> lag1_var4 0.04224422 0.07418352 -0.04418364 0.150405424
#> const 0.23957175 0.27629195 -0.08742324 0.606562949
#> exo1 0.01845775 0.02816718 -0.01631829 0.047881321
#> exo2 -0.17884473 0.02578752 -0.21452989 -0.145123430
#> exo3 -0.04228068 0.02968063 -0.08289144 -0.005582725
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4069585 1.1907685 -2.03224511 1.022789
#> lag1_var2 1.8430352 1.1972166 -0.04515886 3.301446
#> lag1_var3 2.3639827 2.5102266 -1.56816575 5.486815
#> lag1_var4 -2.2931903 2.2218350 -5.00231531 1.202559
#> const 8.5021099 12.6097212 -4.19892799 28.666217
#> exo1 -0.0819039 0.8586479 -1.18943886 1.053527
#> exo2 1.0251025 0.6208815 0.42453321 2.004851
#> exo3 0.4711815 0.6371410 -0.36719565 1.295136
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5873227 0.6775826 -0.4907641 1.3426654
#> lag1_var2 -0.8824732 0.8064917 -1.7819957 0.3075616
#> lag1_var3 -1.0343625 1.6808892 -2.8568418 1.3744457
#> lag1_var4 1.8963695 1.5069202 -0.2255943 3.4743101
#> const -6.9259456 6.5427098 -15.5877595 2.7263854
#> exo1 0.2402811 0.5084982 -0.4986384 0.8485147
#> exo2 -3.7486750 0.3742887 -4.2697545 -3.3052739
#> exo3 0.1532076 0.4602153 -0.5315996 0.7560801
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4143623 0.3867556 -0.17726409 0.7995028
#> lag1_var2 -0.2800855 0.4812104 -0.83810164 0.3505757
#> lag1_var3 -0.4803979 1.0202921 -1.73391270 0.8228244
#> lag1_var4 1.4067668 0.9228573 0.24403849 2.5731123
#> const -4.7398179 4.0435165 -9.22855978 0.5606447
#> exo1 0.2429957 0.2725791 -0.19841512 0.5288412
#> exo2 -3.4656966 0.3409129 -4.04577400 -3.1568589
#> exo3 0.4263892 0.3642641 0.03700626 1.0445381
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007506038 0.0001650503 0.0005435681 0.0009744356
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02262781 0.004337636 -0.02987766 -0.01856419
#> Sigma[2,2] 1.89450205 0.297273483 1.61485443 2.37803605
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01184621 0.002639885 0.008371162 0.01591784
#> Sigma[3,2] -1.12120268 0.169991867 -1.373530123 -0.90993428
#> Sigma[3,3] 0.82104750 0.115889136 0.662086951 0.97745784
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001904355 0.00206475 -0.004463862 0.001019722
#> Sigma[4,2] 0.009849786 0.07360124 -0.103576167 0.104421993
#> Sigma[4,3] 0.170024058 0.03792758 0.124750535 0.228904674
#> Sigma[4,4] 0.196802399 0.02308597 0.168482404 0.227321269
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984426499 0.01996348 0.95263380 1.00625538
#> lag1_var2 0.009755495 0.04059153 -0.03654565 0.07347878
#> lag1_var3 0.013138857 0.06996278 -0.06707203 0.12371704
#> lag1_var4 -0.014355674 0.06531816 -0.11742460 0.05995050
#> const 0.470169192 0.32688285 0.09471029 0.88026578
#> exo1 0.020873268 0.02275843 -0.00110266 0.05887981
#> exo2 -0.056057644 0.02553112 -0.08327069 -0.02004308
#> exo3 0.027611619 0.03599682 -0.02301685 0.07623315
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3875208 0.9875204 -3.5263768 -0.7724815
#> lag1_var2 5.1774101 2.5602847 1.1469182 7.9863548
#> lag1_var3 7.1920214 4.3473217 0.2867210 11.8344773
#> lag1_var4 -6.5835819 3.9784314 -10.7428230 -0.1768244
#> const 24.4060898 15.9251065 2.7561733 44.2544626
#> exo1 -0.9678791 1.1811499 -2.7324140 0.1772502
#> exo2 1.5928156 1.5082837 -0.2185673 3.8858869
#> exo3 0.3797444 2.4799166 -2.0371845 4.4478948
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8585696 0.6243040 0.86774613 2.5167277
#> lag1_var2 -2.2720685 1.5674100 -4.17244672 0.1167501
#> lag1_var3 -2.9145485 2.6429006 -6.02781321 1.1840774
#> lag1_var4 3.3287602 2.4117417 -0.47866966 6.1279017
#> const -12.0371183 8.3835645 -22.24162062 -0.9003239
#> exo1 0.7208333 0.7048161 -0.07138719 1.7580459
#> exo2 -1.5620825 0.8822530 -2.95794395 -0.4086428
#> exo3 0.6822843 1.4864212 -1.75744754 1.9464664
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46993963 0.1544832 0.2733203 0.69865923
#> lag1_var2 0.48525861 0.1888983 0.1968222 0.69839910
#> lag1_var3 0.81764052 0.3068814 0.3272470 1.15847035
#> lag1_var4 -0.02803071 0.2927356 -0.3554641 0.42420820
#> const 0.86481164 2.9556212 -2.6175807 5.68927386
#> exo1 0.17115305 0.2884694 -0.3022955 0.40715176
#> exo2 -0.63197583 0.5067899 -1.3210548 -0.06043785
#> exo3 0.98541117 0.4597921 0.6442466 1.79015633
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007764335 0.000171354 0.000536035 0.00101252
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01612449 0.003919634 -0.02107215 -0.01061566
#> Sigma[2,2] 0.61435076 0.192290355 0.44470019 0.92776277
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01267473 0.004891287 0.005194575 0.01821739
#> Sigma[3,2] -0.47210879 0.170803422 -0.735468213 -0.30777831
#> Sigma[3,3] 0.77246671 0.154917183 0.608483043 0.99958170
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003492064 0.004356686 -0.003000221 0.008123455
#> Sigma[4,2] -0.122399263 0.079732582 -0.246294915 -0.020469992
#> Sigma[4,3] 0.532259944 0.096278318 0.376441808 0.643963322
#> Sigma[4,4] 0.493242709 0.081249183 0.360820473 0.581051401
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975351420 0.02354628 0.94073623 1.00514545
#> lag1_var2 0.016214345 0.03463348 -0.03670385 0.05330406
#> lag1_var3 0.023812461 0.05886547 -0.06443137 0.08796771
#> lag1_var4 -0.022179256 0.05713407 -0.08809147 0.05997074
#> const 0.513736992 0.22817069 0.13971968 0.78109426
#> exo1 0.001008201 0.02126420 -0.02847448 0.02849597
#> exo2 -0.045016897 0.04258305 -0.09968287 0.01503736
#> exo3 0.064237205 0.03416733 0.02050371 0.10101734
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.919937376 0.6173009 -1.7371742 -0.05756695
#> lag1_var2 1.703986985 0.9604434 0.7499749 3.22812624
#> lag1_var3 1.341849256 1.7298531 -0.3434641 4.12939546
#> lag1_var4 -1.037912515 1.6667808 -3.7174971 0.65777781
#> const 5.161510102 5.7140852 0.1263044 14.40092995
#> exo1 0.035855004 0.7599300 -0.8869146 1.14095623
#> exo2 0.453776563 0.7839589 -0.6044986 1.63540928
#> exo3 -0.002284693 0.9787964 -1.3385815 1.28359627
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0940263 0.5529258 0.2235748 1.6434075
#> lag1_var2 0.8226357 0.9131256 -0.1700250 2.0677369
#> lag1_var3 2.5264415 1.5655309 0.8228100 4.6804391
#> lag1_var4 -2.0979377 1.5573398 -4.3080284 -0.4307773
#> const 7.1394800 6.9261298 -3.3451079 16.1423071
#> exo1 0.1315652 0.7139191 -1.0349944 0.8593835
#> exo2 -1.0382027 0.9729576 -2.2002901 0.4270920
#> exo3 -0.2634258 1.3085473 -2.0898353 1.3223469
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5875783 0.3460230 0.1142874 1.0120751
#> lag1_var2 1.6174639 0.8370043 0.5434252 2.5336825
#> lag1_var3 2.9869525 1.5001907 0.9505514 4.7256526
#> lag1_var4 -2.3787529 1.5056123 -4.2054202 -0.3158373
#> const 9.3434015 7.5325475 -1.3122782 19.7196349
#> exo1 0.1523017 0.6214642 -0.8245861 0.7499428
#> exo2 -0.8244842 0.8146312 -1.9409002 0.2946159
#> exo3 -0.2925473 0.9859765 -1.5360039 0.9995870
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004055794 6.245813e-05 0.0003014345 0.0004731834
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008205801 0.002374608 -0.01119579 -0.005081703
#> Sigma[2,2] 0.641359275 0.179395872 0.42212104 0.917266758
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0055991 0.002736141 0.002720765 0.00971421
#> Sigma[3,2] -0.4943736 0.174139434 -0.756680654 -0.28108478
#> Sigma[3,3] 0.5301051 0.170630680 0.351963586 0.82720795
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004298977 0.001620105 -0.001287481 0.002995324
#> Sigma[4,2] -0.0967812610 0.080773192 -0.230984509 -0.002195570
#> Sigma[4,3] 0.2353764254 0.082673717 0.161432381 0.379752632
#> Sigma[4,4] 0.1881837397 0.051536859 0.124881581 0.261290481
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002500071 0.009504974 0.989138657 1.013411879
#> lag1_var2 -0.002347581 0.023849275 -0.039888567 0.023206086
#> lag1_var3 -0.012986652 0.039012261 -0.074458536 0.028997495
#> lag1_var4 0.006547522 0.037863125 -0.032073694 0.067229431
#> const 0.321890833 0.137554565 0.136810831 0.500312171
#> exo1 -0.013057968 0.014827324 -0.025076926 0.012377247
#> exo2 -0.033162637 0.020604177 -0.058826827 -0.006606944
#> exo3 0.044859332 0.027445434 0.001564676 0.071749576
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.74614117 0.4193476 -2.3099230 -1.1847033
#> lag1_var2 2.92820411 1.1858212 1.3304637 4.5927111
#> lag1_var3 3.62142997 1.8835140 1.1009835 6.2386806
#> lag1_var4 -3.06124575 1.7968977 -5.5645309 -0.6816246
#> const 13.87158297 5.9761336 4.8344290 22.2078567
#> exo1 -0.08850839 0.6970562 -1.0783222 0.8697107
#> exo2 1.13238199 0.8429656 -0.3232514 1.9680945
#> exo3 0.56894603 0.9012820 -0.3111404 2.0276599
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.414668990 0.5145750 1.830447 3.24862957
#> lag1_var2 -3.306109098 1.0468222 -4.589759 -1.87219205
#> lag1_var3 -4.680373172 1.6281335 -6.757057 -2.58622027
#> lag1_var4 4.930162190 1.5580530 2.928281 6.90919869
#> const -19.074989008 7.1226037 -29.097771 -11.04805924
#> exo1 0.007911788 0.6292247 -0.676983 0.98448548
#> exo2 -1.095817665 0.8037802 -2.194419 0.02992768
#> exo3 -0.483675438 0.6445961 -1.525552 0.16215789
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.38385872 0.3812607 0.9254628 1.9235051
#> lag1_var2 -1.93675391 0.6329669 -2.8472874 -1.1106830
#> lag1_var3 -3.15329222 0.9840771 -4.5743875 -1.8449507
#> lag1_var4 3.76458200 0.9274985 2.5101408 5.0651781
#> const -12.71649811 5.3522354 -20.1277701 -4.8472304
#> exo1 -0.05617595 0.3573867 -0.5338719 0.4362938
#> exo2 -0.37772550 0.5531887 -1.1893408 0.2535345
#> exo3 -0.10840267 0.2292992 -0.3760394 0.2222598
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002156445 4.188199e-05 0.000160322 0.0002666536
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00022124 0.002634444 -0.003876421 0.003176512
#> Sigma[2,2] 0.71735407 0.193453196 0.450320703 0.970495554
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001099664 0.001324285 -0.001618253 0.001892245
#> Sigma[3,2] -0.3661289576 0.101183727 -0.488174949 -0.222329333
#> Sigma[3,3] 0.1968532534 0.054139122 0.119426791 0.262371427
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.874854e-05 0.000253946 -0.0003874286 0.000291262
#> Sigma[4,2] 1.454665e-03 0.016466309 -0.0204478534 0.024338854
#> Sigma[4,3] 1.080552e-02 0.006985629 0.0025531409 0.021067480
#> Sigma[4,4] 1.366783e-02 0.002807270 0.0103150376 0.018057421
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986326615 0.01020449 0.96994872 0.99642761
#> lag1_var2 -0.005557417 0.01254032 -0.02189682 0.01152720
#> lag1_var3 -0.014529795 0.02519752 -0.04560900 0.02134679
#> lag1_var4 0.013576946 0.02267760 -0.01871074 0.04234807
#> const 0.326530906 0.14547379 0.13634534 0.53833664
#> exo1 -0.016186030 0.01381677 -0.03211353 0.00483369
#> exo2 -0.039017851 0.01548165 -0.05988533 -0.01647360
#> exo3 0.057633475 0.01633430 0.03030921 0.07592434
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6400269 1.0693266 -3.1048537 -0.5952031
#> lag1_var2 3.0599347 1.2350011 1.5897684 4.7990307
#> lag1_var3 4.0296820 2.4188511 1.1219431 7.4509528
#> lag1_var4 -3.6332028 2.1615316 -6.7064165 -1.0562345
#> const 16.5407803 11.9067272 2.9594459 32.5086989
#> exo1 -0.2631777 1.0189783 -1.6898531 1.1165931
#> exo2 4.2271235 0.9903528 2.6377907 5.1973227
#> exo3 0.5778197 0.9479752 -0.3452282 2.1921024
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8837092 0.5237924 0.3034479 1.59250882
#> lag1_var2 -1.1168960 0.6064135 -1.9446166 -0.46230600
#> lag1_var3 -1.2108311 1.1865400 -2.8294232 0.07283641
#> lag1_var4 1.9545680 1.0552769 0.8170988 3.41502728
#> const -7.1115757 5.5723540 -14.6776661 -0.65219071
#> exo1 0.1068917 0.4951826 -0.6146421 0.79251200
#> exo2 -2.4733629 0.5022032 -2.9448331 -1.60787487
#> exo3 -0.2314716 0.5024405 -1.0808776 0.20799599
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008650768 0.13376294 -0.19110780 0.1774038
#> lag1_var2 0.112780470 0.15387951 -0.10871976 0.2879468
#> lag1_var3 0.184554267 0.30116510 -0.25499702 0.5234145
#> lag1_var4 0.819044736 0.26824968 0.52438171 1.2073851
#> const -0.529939738 1.40599399 -1.99818393 1.7641347
#> exo1 -0.031772883 0.08674379 -0.16375657 0.0762727
#> exo2 -0.499330911 0.13382121 -0.70437830 -0.3691163
#> exo3 0.037093890 0.08567321 -0.06397275 0.1588213
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00608169 0.001091106 0.00480377 0.007745099
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06903623 0.01973367 -0.09357889 -0.04438037
#> Sigma[2,2] 1.45896868 0.31989734 1.03419395 1.85599273
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0624752 0.01635438 0.04046083 0.08302745
#> Sigma[3,2] -1.1348587 0.30832568 -1.53392538 -0.76973467
#> Sigma[3,3] 1.1893703 0.28581897 0.82320234 1.56691686
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03849062 0.009318768 0.02526976 0.05116864
#> Sigma[4,2] -0.57220096 0.203924417 -0.84701738 -0.30903684
#> Sigma[4,3] 0.79981949 0.188031588 0.55516218 1.04160479
#> Sigma[4,4] 0.63712263 0.130757593 0.46986572 0.79950565
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93772474 0.03841751 0.892358408 0.99921563
#> lag1_var2 0.02425755 0.02084105 -0.005786533 0.05067412
#> lag1_var3 0.06223493 0.05526231 -0.021241127 0.12252768
#> lag1_var4 -0.04710795 0.05159303 -0.102370797 0.03085552
#> const 0.84137504 0.81860874 -0.471750415 1.67018336
#> exo1 0.07521131 0.10929980 -0.066331207 0.22024293
#> exo2 0.04246505 0.06953328 -0.036254506 0.15164072
#> exo3 0.04237048 0.06469225 -0.049418167 0.12559904
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30790671 0.3825833 -0.2201488 0.7939201
#> lag1_var2 0.82335552 0.4019209 0.2025449 1.2379688
#> lag1_var3 0.09923004 1.0039879 -1.3809075 1.2521087
#> lag1_var4 -0.18297632 0.9027112 -1.2351681 1.1348896
#> const -1.21948605 8.4625823 -13.0374522 8.5946688
#> exo1 0.98375084 1.3580555 -1.1659392 2.6617420
#> exo2 1.57233666 1.2721839 0.0401191 3.3535119
#> exo3 0.09162755 1.3577451 -1.9061444 1.5815806
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.96981290 0.3841499 -1.5925295 -0.5259877
#> lag1_var2 1.06480910 0.4958339 0.4098684 1.7716216
#> lag1_var3 3.22390676 1.3894556 1.1251889 5.0312376
#> lag1_var4 -1.95774103 1.2937444 -3.6292008 0.0240442
#> const 9.76725059 8.9836706 -0.1632759 24.6218711
#> exo1 -0.04109426 1.0780463 -1.4072266 1.4259896
#> exo2 -1.67426871 1.2040397 -3.0948592 0.1310916
#> exo3 -0.37547006 1.2826934 -1.8086213 1.2889349
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9331870 0.2737378 -1.3917294 -0.64638516
#> lag1_var2 1.2623936 0.4077890 0.6605958 1.76028045
#> lag1_var3 2.8823751 1.1557625 1.0470049 4.21850418
#> lag1_var4 -1.5829468 1.0851704 -2.8447558 0.14829759
#> const 8.3342689 6.4861389 1.4058874 19.25412031
#> exo1 0.4780536 0.6820467 -0.3969935 1.49818329
#> exo2 -1.2828112 0.8885256 -2.2623946 0.06712029
#> exo3 -0.3853647 0.8752974 -1.5148427 0.70777904
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005490109 0.001150816 0.004503044 0.007588036
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001968975 0.0012280540 -0.003833141 -0.0007450069
#> Sigma[2,2] 0.005211298 0.0009605834 0.003791397 0.0063389168
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001824532 0.003584241 -0.006032954 0.003739616
#> Sigma[3,2] -0.009834319 0.003639130 -0.014725787 -0.004694425
#> Sigma[3,3] 0.088753076 0.016188727 0.070388926 0.111987527
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003055916 0.003065765 -0.006788308 0.001415965
#> Sigma[4,2] -0.006570815 0.003455096 -0.011346432 -0.001800766
#> Sigma[4,3] 0.083319438 0.014464978 0.066460918 0.103552871
#> Sigma[4,4] 0.079992029 0.012927052 0.064512601 0.097798975
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96272688 0.04316949 0.91194285 1.01735075
#> lag1_var2 0.04275540 0.20786787 -0.22130862 0.28537492
#> lag1_var3 0.07335613 0.35830939 -0.38220720 0.53245778
#> lag1_var4 -0.07654619 0.36209869 -0.54264126 0.38227693
#> const 1.09376884 1.21752617 -0.39877661 2.65860050
#> exo1 -0.01329574 0.05687291 -0.08176799 0.06945177
#> exo2 -0.06427913 0.06765733 -0.14741982 0.03408299
#> exo3 -0.05441473 0.06736029 -0.15815514 0.01613712
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06937145 0.03880218 0.02325735 0.1198056
#> lag1_var2 0.41189820 0.15874070 0.12868943 0.5645304
#> lag1_var3 -0.14687277 0.22731907 -0.51451142 0.1164700
#> lag1_var4 0.13957172 0.22865385 -0.13089066 0.5075307
#> const -0.65715602 1.19237150 -2.12446369 0.8672471
#> exo1 0.04796879 0.05163149 -0.01731493 0.1192288
#> exo2 0.63542535 0.08076033 0.50209519 0.6909882
#> exo3 0.13991940 0.04795376 0.08408868 0.2079183
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42054825 0.1222795 -0.5813471 -0.25367511
#> lag1_var2 2.09788805 0.7767086 1.3496502 3.43970233
#> lag1_var3 3.19803547 1.2703822 1.8901438 5.32113988
#> lag1_var4 -2.22194357 1.2679451 -4.3438835 -0.91256120
#> const 10.07455326 2.9496884 5.6330237 13.77757035
#> exo1 -0.03634135 0.2217609 -0.3244848 0.27347732
#> exo2 -0.82224975 0.3468862 -1.2444740 -0.28359606
#> exo3 -0.22236228 0.2128903 -0.5405905 0.04228942
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.354407658 0.1218683 -0.5404730 -0.20176931
#> lag1_var2 2.122619464 0.7910652 1.4318923 3.53810527
#> lag1_var3 2.708683834 1.3010272 1.5000042 4.95352247
#> lag1_var4 -1.728997464 1.3012176 -3.9778456 -0.51813002
#> const 8.611315866 2.9452548 4.5562418 13.17805485
#> exo1 -0.005307526 0.2370371 -0.3117481 0.31900341
#> exo2 -0.447944414 0.3283538 -0.8461442 0.07964104
#> exo3 -0.144211184 0.1995264 -0.4234068 0.11491615
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002783601 0.000468512 0.002044083 0.003242415
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007889106 0.00338933 -0.01165962 -0.002296217
#> Sigma[2,2] 0.119324895 0.01810669 0.09872473 0.143229036
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004084792 0.002174425 0.00123727 0.006916005
#> Sigma[3,2] -0.067776449 0.012440491 -0.08926224 -0.057045406
#> Sigma[3,3] 0.047331427 0.010875404 0.03547095 0.065298890
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005561874 0.0008930193 -0.002023389 0.0004275195
#> Sigma[4,2] 0.0020454022 0.0088123147 -0.006953754 0.0167000188
#> Sigma[4,3] 0.0081486417 0.0044926034 0.001911225 0.0138437943
#> Sigma[4,4] 0.0098879928 0.0029364312 0.006484975 0.0140450174
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96902736 0.03107999 0.92917905 1.00732323
#> lag1_var2 0.08270854 0.08577464 -0.07614085 0.14666881
#> lag1_var3 0.17067553 0.15941909 -0.12121590 0.30480813
#> lag1_var4 -0.17224105 0.16116287 -0.30218638 0.12490152
#> const 0.86692434 0.69803900 -0.29399667 1.68894771
#> exo1 0.01403043 0.04610758 -0.06032865 0.05708379
#> exo2 -0.01846202 0.05813479 -0.09672050 0.05168154
#> exo3 0.01126636 0.06458317 -0.09758951 0.07408626
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2578881 0.1731943 -0.4387201 0.04141311
#> lag1_var2 0.6009459 0.5663245 -0.2011697 1.33670312
#> lag1_var3 -0.3241558 1.1385262 -1.9167464 1.17747787
#> lag1_var4 0.4263200 1.1537211 -1.1549069 2.01793468
#> const 0.3416695 4.4198293 -5.2047293 6.84953431
#> exo1 -0.2673411 0.4347763 -0.7455478 0.40106318
#> exo2 0.3242437 0.3762648 -0.2526650 0.70973215
#> exo3 0.1678949 0.4463398 -0.3655755 0.84813678
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1402112 0.1092383 -0.02913869 0.2822728
#> lag1_var2 0.6424935 0.3103702 0.21332123 1.0013300
#> lag1_var3 1.8557370 0.5373134 1.15487237 2.6176885
#> lag1_var4 -0.9866929 0.5304955 -1.73395279 -0.2939711
#> const 4.1000851 2.1933168 1.35833441 7.1718874
#> exo1 0.1909531 0.2433580 -0.14923881 0.4431536
#> exo2 -0.6366819 0.2542493 -0.89439797 -0.1932085
#> exo3 0.1438328 0.2368024 -0.16870683 0.4272224
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004838116 0.04940598 -0.05800063 0.07654636
#> lag1_var2 0.745455783 0.36504445 0.36940975 1.32402061
#> lag1_var3 1.238545218 0.61956737 0.64658212 2.20258235
#> lag1_var4 -0.291392361 0.62893708 -1.27471934 0.31969692
#> const 3.093021031 1.49529990 1.23391277 5.14555080
#> exo1 0.032449695 0.09800149 -0.11780886 0.14714035
#> exo2 -0.455083121 0.10753947 -0.62696960 -0.33802656
#> exo3 0.253128842 0.07135032 0.19969837 0.36942149
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009969783 0.0001994336 0.0008308558 0.001342163
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01018415 0.003875148 -0.01566023 -0.005955359
#> Sigma[2,2] 0.23666070 0.058569789 0.17478393 0.330164510
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009083572 0.005914247 0.0004551256 0.01732316
#> Sigma[3,2] -0.214055938 0.116508770 -0.3592653468 -0.04349407
#> Sigma[3,3] 0.762166217 0.154821210 0.5550298282 0.98010777
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001645863 0.005226582 -0.006604334 0.006805795
#> Sigma[4,2] -0.041136982 0.097408487 -0.131510602 0.123184008
#> Sigma[4,3] 0.609960945 0.134813602 0.441159566 0.806915349
#> Sigma[4,4] 0.584227721 0.151632819 0.432247987 0.819007056
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9935847289 0.01211242 0.97921703 1.01303531
#> lag1_var2 -0.0163707515 0.08647294 -0.14540113 0.08046800
#> lag1_var3 -0.0375415273 0.11768818 -0.21646361 0.08817878
#> lag1_var4 0.0379085832 0.11792058 -0.08616161 0.21809823
#> const 0.1674057143 0.30053798 -0.27353811 0.54223058
#> exo1 -0.0101986221 0.02688687 -0.04739344 0.02599752
#> exo2 -0.0747071269 0.02843088 -0.11886298 -0.04180382
#> exo3 0.0009663275 0.02291908 -0.03052538 0.03064594
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23070523 0.1825056 -0.50613049 0.003856512
#> lag1_var2 1.45988903 1.1118061 0.01781117 3.063318997
#> lag1_var3 1.21378382 1.5415712 -0.77972911 3.472894939
#> lag1_var4 -1.19046201 1.5368218 -3.44117035 0.803530996
#> const 4.91479275 5.4568446 -4.07593921 11.496115359
#> exo1 -0.02074539 0.5251646 -0.68294144 0.619717619
#> exo2 0.38798545 0.5073317 -0.44335951 0.881915038
#> exo3 0.07140318 0.5170107 -0.46599390 0.948334478
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1782355 0.5020142 -0.9685429 0.3619713
#> lag1_var2 1.4382671 2.1557780 -1.1501403 4.2467415
#> lag1_var3 2.3943597 3.1309493 -1.4113145 6.3090193
#> lag1_var4 -1.4462014 3.0968536 -5.3318290 2.3087138
#> const 7.6615139 11.8161285 -6.2072766 26.4049265
#> exo1 0.1547095 0.4352375 -0.5142570 0.6107559
#> exo2 -0.2390769 1.0006092 -1.6587136 0.9789817
#> exo3 0.2724968 1.0201825 -1.3009238 1.5046268
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32977145 0.5094620 -1.1078198 0.2451473
#> lag1_var2 2.22932295 2.1455088 -0.6607467 4.6678663
#> lag1_var3 2.90514075 3.1310788 -0.9885157 6.6141439
#> lag1_var4 -1.93258513 3.1079371 -5.6190693 1.9530054
#> const 10.26774117 12.6699168 -5.3207076 29.6277956
#> exo1 0.13443470 0.6449106 -0.7915016 0.9642501
#> exo2 0.03013159 0.8495240 -1.2122821 1.1053073
#> exo3 0.32016340 0.7570153 -0.7946278 1.2634669
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002376752 0.0007825508 0.001672187 0.00359151
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001281823 0.006332478 -0.009291663 0.007017685
#> Sigma[2,2] 0.6500351446 0.145919824 0.489365350 0.887008889
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003108354 0.002312349 -0.006472813 -1.662213e-05
#> Sigma[3,2] -0.264519939 0.070925213 -0.382242352 -1.835222e-01
#> Sigma[3,3] 0.152062725 0.040755818 0.109155018 2.119393e-01
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003302007 0.001596373 -0.005299162 -0.0007097103
#> Sigma[4,2] 0.028509294 0.030937525 -0.024171366 0.0659162421
#> Sigma[4,3] 0.037709995 0.019017468 0.020375923 0.0678698828
#> Sigma[4,4] 0.056228337 0.012377010 0.042021719 0.0750043998
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.080925107 0.02703886 1.04304648 1.11180399
#> lag1_var2 -0.011523692 0.04531025 -0.07596298 0.03446028
#> lag1_var3 -0.092120005 0.10465384 -0.23693280 0.01530357
#> lag1_var4 0.047872980 0.10265296 -0.05941811 0.19102378
#> const -0.161526498 0.54517355 -0.85063693 0.63937861
#> exo1 0.001111459 0.05811079 -0.07866566 0.07150048
#> exo2 -0.029855370 0.05006858 -0.09103006 0.04063672
#> exo3 -0.008753416 0.03885609 -0.05144183 0.05438091
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1122046 0.5464126 -1.8935402 -0.3655265
#> lag1_var2 1.4981448 1.2255746 -0.3665082 2.9462564
#> lag1_var3 1.7362273 2.7508906 -2.4034786 5.0353375
#> lag1_var4 -1.2675634 2.6583949 -4.4757868 2.7446766
#> const 7.3487610 9.1780773 -5.8522211 20.7789943
#> exo1 -0.2296802 0.8992326 -1.6187089 0.9500185
#> exo2 0.3204745 0.6420763 -0.6490970 1.0375291
#> exo3 0.6444422 0.7180661 -0.1661873 1.8527262
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41955173 0.2291823 0.1288623 0.73738306
#> lag1_var2 -0.15222991 0.5801296 -0.7990119 0.62448065
#> lag1_var3 0.39492668 1.3228744 -1.1338116 2.13838052
#> lag1_var4 0.35869047 1.2808709 -1.3564922 1.81817991
#> const 0.05119651 3.7349936 -4.6811512 5.18411555
#> exo1 -0.39249204 0.5078781 -0.9604329 0.44707457
#> exo2 -0.67750184 0.3610677 -1.0948102 -0.07954425
#> exo3 -0.34195446 0.3588338 -0.8774497 0.08311928
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07757192 0.1198097 -0.2455075430 0.06684937
#> lag1_var2 0.27474938 0.2840049 0.0008609951 0.69703337
#> lag1_var3 0.63192853 0.6577570 0.0095736103 1.60149503
#> lag1_var4 0.36211080 0.6374803 -0.5784834529 0.97236151
#> const 1.95764324 2.3419263 -0.5464332412 5.87727744
#> exo1 -0.56906831 0.1850107 -0.8132560704 -0.32658686
#> exo2 -0.58881960 0.2271618 -0.9072038911 -0.27062697
#> exo3 -0.05466971 0.1908250 -0.2894809067 0.22927970
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005171553 0.00132778 0.003968758 0.007461141
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02020046 0.01225401 -0.03660013 -0.002000301
#> Sigma[2,2] 0.62495447 0.11318305 0.45433535 0.746642015
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02469232 0.005053971 -0.0322456 -0.01872609
#> Sigma[3,2] -0.16070805 0.086036123 -0.3097157 -0.07658855
#> Sigma[3,3] 0.30279704 0.062515557 0.2178197 0.38012004
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03772121 0.009576494 -0.05277612 -0.02818522
#> Sigma[4,2] 0.18801965 0.074667392 0.09020779 0.30665728
#> Sigma[4,3] 0.22833708 0.041924574 0.16612959 0.27322893
#> Sigma[4,4] 0.34985858 0.075196306 0.26054110 0.45160790
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02873688 0.03961217 0.97774781 1.08022830
#> lag1_var2 -0.01343804 0.12861195 -0.18303911 0.16871973
#> lag1_var3 -0.05820779 0.23257958 -0.36162305 0.27090871
#> lag1_var4 0.03830570 0.23459355 -0.29467270 0.34326378
#> const 0.28195044 1.02663158 -0.98490326 1.61927258
#> exo1 0.08397676 0.02712488 0.05133826 0.12953660
#> exo2 -0.11508390 0.08767957 -0.26538856 -0.02853718
#> exo3 -0.11158593 0.04677331 -0.17518665 -0.04180718
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3082828 0.4317935 -0.18657128 0.9230914
#> lag1_var2 -1.5399774 1.3198833 -2.99317976 0.4976935
#> lag1_var3 -4.2914350 2.3801238 -6.94813370 -0.6303716
#> lag1_var4 4.4933911 2.3829682 0.85024446 7.1484441
#> const -15.5866701 11.3062945 -31.56891166 -1.8407198
#> exo1 -0.5861633 0.8383110 -2.07989851 0.2092646
#> exo2 1.1693132 0.8237870 0.20861171 2.3944668
#> exo3 1.0456107 0.6542281 0.09477066 1.8724002
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3608665 0.3347956 -0.7174699 0.16890358
#> lag1_var2 1.5630179 1.0251403 -0.1353610 2.70898953
#> lag1_var3 3.8492564 1.8623330 0.7567389 5.91502784
#> lag1_var4 -2.9133120 1.8508372 -4.9413571 0.17412274
#> const 11.1642625 8.5118522 -0.4870812 22.47496527
#> exo1 -0.2275279 0.3966259 -0.7048235 0.36457534
#> exo2 -1.4680567 0.3195234 -1.9023815 -1.02485480
#> exo3 -0.5844889 0.5065858 -1.3473958 0.04956059
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18937894 0.3464221 -0.6315916 0.336762373
#> lag1_var2 0.45218723 1.1366566 -1.2260705 2.070229501
#> lag1_var3 1.02772906 2.0548470 -2.0108725 3.933011659
#> lag1_var4 0.04350299 2.0629769 -2.8558803 3.113795546
#> const 1.26762588 8.4126471 -12.0963066 10.658836570
#> exo1 -0.55661346 0.3552218 -1.0772106 -0.167247699
#> exo2 -0.89697238 0.5852335 -1.5461111 0.007516663
#> exo3 -0.01576019 0.4424364 -0.5335080 0.637149246
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002774081 0.0008144316 0.001992755 0.004046745
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002068636 0.002334184 -0.005411496 0.0008643459
#> Sigma[2,2] 0.060333903 0.014668474 0.039497242 0.0801236339
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006639419 0.003730574 -0.01141497 -0.001013873
#> Sigma[3,2] -0.026852293 0.018016536 -0.05490180 -0.011325911
#> Sigma[3,3] 0.204430601 0.052370757 0.14472285 0.288380939
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008312943 0.004442853 -0.013182283 -0.0007229478
#> Sigma[4,2] 0.013881521 0.014257696 -0.009098115 0.0258247842
#> Sigma[4,3] 0.193620179 0.047685831 0.140045701 0.2700710293
#> Sigma[4,4] 0.210622435 0.049060354 0.156238007 0.2878019354
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0098343785 0.03122135 0.9749024203 1.0539703750
#> lag1_var2 -0.0985762006 0.11264313 -0.2188683986 0.0750852753
#> lag1_var3 -0.1416645574 0.15469991 -0.2972630363 0.1004610157
#> lag1_var4 0.1431023585 0.15484856 -0.0991517695 0.2947264464
#> const -0.2619752094 0.43820916 -0.7662873885 0.4055038970
#> exo1 0.0600469393 0.04972471 0.0007419313 0.1291215738
#> exo2 -0.1158356476 0.08095486 -0.2252151361 -0.0005812626
#> exo3 -0.0006831365 0.05780623 -0.0782944980 0.0789861500
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17350473 0.1102851 -0.2900147 -0.008328474
#> lag1_var2 0.85142642 0.4041192 0.1978246 1.234802976
#> lag1_var3 -0.20177858 0.6348171 -1.2636023 0.380269755
#> lag1_var4 0.25291054 0.6380295 -0.3385662 1.317898177
#> const 0.16466739 2.3133945 -3.2262826 3.021216611
#> exo1 -0.09853284 0.2204287 -0.3911476 0.217329605
#> exo2 -0.06149459 0.2786438 -0.4599955 0.265214419
#> exo3 -0.27327487 0.1531588 -0.5114705 -0.105650880
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01221708 0.1753789 -0.2489232 0.22374699
#> lag1_var2 1.28198245 0.9934000 -0.2654099 2.45531644
#> lag1_var3 2.95301215 1.3863307 0.7186903 4.62805908
#> lag1_var4 -2.07791584 1.4500725 -3.8346526 0.24531113
#> const 8.88606221 6.5417711 -0.4667173 17.70184475
#> exo1 -0.17413627 0.5146736 -0.6769743 0.68388672
#> exo2 -0.59901265 0.3649801 -1.0668041 -0.07766400
#> exo3 -0.46137515 0.3801163 -0.9101542 0.06062691
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1329507 0.1608755 -0.328650314 0.1190512
#> lag1_var2 1.6091559 1.0596999 -0.007913185 2.7931752
#> lag1_var3 2.4582746 1.4528736 0.107604026 4.0807568
#> lag1_var4 -1.5334816 1.5201575 -3.236416812 0.9221774
#> const 8.0699742 6.7976666 -1.927448849 17.7470640
#> exo1 -0.2510753 0.5492042 -0.888238131 0.6336690
#> exo2 -0.6638910 0.3764467 -1.213407705 -0.1915946
#> exo3 -0.6585750 0.3517392 -1.089337971 -0.2507183
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006549267 0.0001386324 0.0005212037 0.0008776215
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002707504 0.00196713 -0.0003093481 0.00498883
#> Sigma[2,2] 0.200701430 0.03447464 0.1535539008 0.24852733
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001407172 0.00311724 -0.003987654 0.003570571
#> Sigma[3,2] -0.112065826 0.02466326 -0.132343782 -0.074219741
#> Sigma[3,3] 0.202989888 0.03669154 0.156679335 0.252973809
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001408872 0.002674335 -0.003026153 0.004272277
#> Sigma[4,2] 0.0027536756 0.023297560 -0.018515699 0.041858956
#> Sigma[4,3] 0.1411504932 0.035596007 0.103404808 0.188406075
#> Sigma[4,4] 0.1450970210 0.032270783 0.107278726 0.189268705
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966959524 0.02241933 0.934600624 0.994851844
#> lag1_var2 0.021710963 0.04387727 -0.035759689 0.071799688
#> lag1_var3 0.043156464 0.07790725 -0.061548394 0.131279025
#> lag1_var4 -0.040590927 0.07652289 -0.127928675 0.062144267
#> const 0.530613137 0.37361352 0.124796337 1.121445141
#> exo1 0.022739508 0.01739830 -0.003508102 0.045132569
#> exo2 -0.004918688 0.02425329 -0.038101113 0.028252028
#> exo3 -0.038173569 0.02568787 -0.061842733 0.001012343
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10360178 0.4465988 -0.33329832 0.7724819
#> lag1_var2 0.11382036 1.1758752 -1.47029837 1.5703370
#> lag1_var3 -1.19768990 2.0097894 -3.90460212 1.2641687
#> lag1_var4 1.24501408 1.9802911 -1.21046951 3.9001728
#> const -4.21191414 7.1211676 -15.17981216 2.6253288
#> exo1 -0.02644967 0.4290365 -0.58788093 0.6382419
#> exo2 0.60689302 0.4368907 0.09729634 1.2355763
#> exo3 -0.33157457 0.5669041 -1.27476865 0.2718570
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.628682889 0.3677669 -1.1610269 -0.1869718
#> lag1_var2 1.808028336 1.2323423 0.3499172 3.3564610
#> lag1_var3 4.016894958 2.0457898 1.5352729 6.5524307
#> lag1_var4 -3.046384764 2.0149754 -5.5627971 -0.6267840
#> const 13.824573434 6.3134851 7.4510736 23.1804338
#> exo1 -0.008684957 0.3964470 -0.5325134 0.4953597
#> exo2 -0.829033599 0.3378352 -1.2491327 -0.3413280
#> exo3 -0.026079747 0.3858623 -0.4736674 0.5553107
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56010162 0.1377106 -0.7220510 -0.37499248
#> lag1_var2 1.64579090 0.6572466 0.9190151 2.52787689
#> lag1_var3 2.93718115 1.0670339 1.7128144 4.35481109
#> lag1_var4 -1.92411791 1.0517826 -3.3093146 -0.73597286
#> const 10.35246968 2.5894412 7.1392347 14.10285603
#> exo1 -0.02454961 0.2740814 -0.2782997 0.44054683
#> exo2 -0.50836804 0.3704269 -0.9803188 0.02233943
#> exo3 -0.20608304 0.2238891 -0.4826869 0.11957504
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001399287 0.0005306493 0.0009465877 0.002266089
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003601886 0.004393429 -0.01034415 0.002155639
#> Sigma[2,2] 0.290413641 0.058023461 0.21973670 0.376701742
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01652623 0.008144818 0.005765201 0.02580602
#> Sigma[3,2] -0.22099779 0.096289231 -0.391549102 -0.14624808
#> Sigma[3,3] 0.59193999 0.195169403 0.340131843 0.85972762
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01514095 0.00759142 0.006071253 0.02486698
#> Sigma[4,2] -0.05255877 0.07982650 -0.190089210 0.01000385
#> Sigma[4,3] 0.49081469 0.16600166 0.269599485 0.69973596
#> Sigma[4,4] 0.49036654 0.14774493 0.293348284 0.70125527
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01551011 0.02130503 0.99066420 1.05100388
#> lag1_var2 -0.09131376 0.03631458 -0.13970141 -0.04312354
#> lag1_var3 -0.16252609 0.06314796 -0.24882155 -0.07912859
#> lag1_var4 0.15867862 0.05935253 0.07965856 0.23897310
#> const -0.15630295 0.33518728 -0.65658720 0.25900811
#> exo1 -0.01138830 0.02240014 -0.04206864 0.01900645
#> exo2 -0.08753210 0.02745748 -0.12817496 -0.05567743
#> exo3 -0.02061411 0.03990383 -0.06892617 0.04256392
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0452522 0.4078804 -1.7208771 -0.6387954
#> lag1_var2 3.4144325 0.6086917 2.7050546 4.2669627
#> lag1_var3 4.2601334 1.0778260 3.0230219 5.8024701
#> lag1_var4 -4.0831590 1.0104097 -5.5194609 -2.8983048
#> const 14.8149138 6.2774519 8.5088463 24.9930967
#> exo1 -0.3127038 0.4887386 -1.0167416 0.4101943
#> exo2 0.8918059 0.4124744 0.3445929 1.4595283
#> exo3 0.1365880 0.5005709 -0.5478621 0.7817587
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9561083 0.5607591 0.2015064 1.77043919
#> lag1_var2 -2.2309148 0.7066221 -3.0074697 -1.28952441
#> lag1_var3 -3.0090201 1.2632849 -4.4205266 -1.37233400
#> lag1_var4 3.7914839 1.1683930 2.2637519 5.07395723
#> const -10.8333332 8.5727339 -22.4628871 0.41231348
#> exo1 0.3799287 0.6990082 -0.6964452 1.09011800
#> exo2 -2.0421051 0.6523915 -3.2561718 -1.55592036
#> exo3 -0.7755673 0.5493925 -1.6179773 -0.06589453
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4165328 0.5631881 -0.3767542 1.15228169
#> lag1_var2 -0.6638891 0.7711742 -1.5698469 0.36838971
#> lag1_var3 -1.2736790 1.3637978 -2.8673678 0.54162672
#> lag1_var4 2.1654599 1.2655299 0.4789626 3.64353993
#> const -4.2837506 7.8293376 -15.6808541 6.00941197
#> exo1 0.1752076 0.5812349 -0.7105636 0.76876736
#> exo2 -1.6051156 0.7330796 -2.9266381 -0.90742553
#> exo3 -0.7393124 0.5905874 -1.7473867 -0.09487625
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003448339 6.823564e-05 0.0002590536 0.0004347249
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008906727 0.002565685 -0.01194514 -0.005008052
#> Sigma[2,2] 0.886240250 0.269446797 0.52444199 1.291725917
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002688196 0.001886784 0.0002627364 0.005277906
#> Sigma[3,2] -0.324419281 0.102330273 -0.4783534162 -0.190237432
#> Sigma[3,3] 0.212198009 0.040957035 0.1551225050 0.271160131
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001805623 0.001717191 -0.004048944 0.0003768491
#> Sigma[4,2] 0.110251429 0.086698741 0.029066455 0.2509246344
#> Sigma[4,3] 0.069435228 0.033907214 0.018635234 0.1118004089
#> Sigma[4,4] 0.142939688 0.062463886 0.089342760 0.2465848275
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9609455939 0.01264746 0.942889914 0.97855469
#> lag1_var2 0.0404489608 0.02251281 0.007114669 0.07107681
#> lag1_var3 0.0811932084 0.04562584 0.012653687 0.14375028
#> lag1_var4 -0.0741724878 0.04225580 -0.131238207 -0.01098041
#> const 0.6181490936 0.11702837 0.449361378 0.77994981
#> exo1 0.0113488197 0.01415886 -0.005869286 0.03266744
#> exo2 -0.1252418021 0.02217099 -0.158576165 -0.09645784
#> exo3 -0.0007381474 0.01731811 -0.024289963 0.02192562
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9444773 0.7347946 -0.07328287 1.9677389
#> lag1_var2 -1.4299819 1.4170045 -3.20278588 0.1636181
#> lag1_var3 -4.0475113 2.8531778 -7.47149989 -0.7857887
#> lag1_var4 3.9789477 2.6223658 1.09161905 7.1119034
#> const -11.8469553 9.5004892 -21.24358672 3.2380298
#> exo1 -0.5356143 1.0713273 -1.84682685 1.1434231
#> exo2 1.9669938 0.6278093 1.15151658 2.7408805
#> exo3 1.4578482 1.0454819 0.20765460 2.9403760
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4931157 0.3586912 -0.87778414 0.04674725
#> lag1_var2 1.5743763 0.6246573 0.83912520 2.49608750
#> lag1_var3 3.6194068 1.2915045 2.03848629 5.48978471
#> lag1_var4 -2.7107193 1.2022440 -4.47122325 -1.19525386
#> const 11.1905270 4.9439261 3.51957992 16.74490370
#> exo1 0.4376556 0.3387027 -0.02242694 0.94302969
#> exo2 -2.6760923 0.4284800 -3.04322081 -1.97640345
#> exo3 -1.4751895 0.5783271 -2.39330305 -0.88663506
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0887725 0.3097253 -0.4561465 0.3683283
#> lag1_var2 0.7245619 0.6332314 -0.2331752 1.3318169
#> lag1_var3 1.2949919 1.2801917 -0.6052739 2.6662589
#> lag1_var4 -0.3851162 1.1809569 -1.6151611 1.3744167
#> const 4.7170686 3.2722952 -0.8058730 8.1489524
#> exo1 0.2176809 0.3534607 -0.1958514 0.7361561
#> exo2 -2.1313636 0.4902804 -2.7701547 -1.3730892
#> exo3 -0.9579416 0.7435661 -1.8123028 0.1626638
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001536536 0.0003740034 0.001099416 0.002136732
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01803299 0.007468124 -0.02947333 -0.009209947
#> Sigma[2,2] 1.09335004 0.258208227 0.77921240 1.463611849
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005684967 0.00609848 -0.01399355 0.002667704
#> Sigma[3,2] -0.695993289 0.29486207 -1.15026894 -0.458042782
#> Sigma[3,3] 1.315487547 0.37649188 0.91884516 1.919714548
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01592687 0.005570023 -0.0249983 -0.01005932
#> Sigma[4,2] -0.19057234 0.217828926 -0.5478570 0.02078105
#> Sigma[4,3] 1.07500906 0.299958592 0.7325119 1.50083506
#> Sigma[4,4] 1.08262988 0.265697354 0.7618683 1.50140483
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969065992 0.01523386 0.943441021 0.98703220
#> lag1_var2 0.031388695 0.03415610 -0.001763202 0.08293470
#> lag1_var3 0.036284693 0.06616301 -0.021943185 0.13818779
#> lag1_var4 -0.030498621 0.05964971 -0.123387579 0.02153396
#> const 0.461903283 0.33281325 -0.012907143 0.90146441
#> exo1 0.007724552 0.04630034 -0.046072959 0.06698337
#> exo2 -0.041073699 0.05134726 -0.099317854 0.04270318
#> exo3 0.042466123 0.03526987 0.003488791 0.09795977
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83738620 0.5939680 -0.11087847 1.5521202
#> lag1_var2 -0.41397756 0.9056925 -1.49277523 0.8749094
#> lag1_var3 -2.08590293 1.4971944 -3.95708233 -0.0480696
#> lag1_var4 1.78376924 1.2981833 0.01648406 3.4024273
#> const -3.73504199 9.4495238 -17.24411285 9.1253446
#> exo1 -0.38392686 1.3824189 -2.40289062 1.2185019
#> exo2 0.06509972 1.1592001 -1.67354085 1.3557319
#> exo3 -0.48031016 0.7848016 -1.44745045 0.6726329
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35481657 0.5236367 -0.4320153 1.0240373
#> lag1_var2 -0.44624976 0.8367653 -1.5937925 0.7106485
#> lag1_var3 -0.37017532 1.5240480 -2.5008547 1.6579646
#> lag1_var4 1.18604120 1.3370346 -0.5750574 3.0902956
#> const -2.76751613 6.8596834 -11.9094941 7.5145027
#> exo1 -0.01930799 0.9406312 -0.9996027 1.3748726
#> exo2 -4.18692485 1.2662862 -5.6164891 -2.2951833
#> exo3 1.08527157 0.8190764 0.2031428 2.3357066
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9041026 0.5010200 0.2184547 1.59799237
#> lag1_var2 -1.1955489 0.9933230 -2.5607411 0.01610153
#> lag1_var3 -2.5226246 1.8915824 -5.2548537 -0.27140572
#> lag1_var4 3.1740366 1.6844217 1.1741493 5.63519391
#> const -7.6034364 6.1066523 -16.1119455 0.01084824
#> exo1 -0.2171841 0.6839770 -1.3005345 0.66740791
#> exo2 -4.7895481 1.0068253 -6.2523010 -3.50151437
#> exo3 0.9257907 0.7212242 0.3905507 2.06782851
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004772741 0.0001115271 0.0003406071 0.0006379885
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006826773 0.001717076 -0.00953038 -0.004925135
#> Sigma[2,2] 0.236366463 0.058294710 0.17611852 0.324373280
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006209946 0.001662185 0.004748355 0.00903472
#> Sigma[3,2] -0.196081948 0.044243610 -0.260912183 -0.14801900
#> Sigma[3,3] 0.193030454 0.037729584 0.146336181 0.24612716
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002337974 0.001133407 0.0008864807 0.004118334
#> Sigma[4,2] -0.061423243 0.018100416 -0.0870881986 -0.040692705
#> Sigma[4,3] 0.082321059 0.019860303 0.0591152505 0.112201209
#> Sigma[4,4] 0.048405067 0.011569432 0.0356800289 0.065813981
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9433245165 0.006426604 0.933677573 0.952529554
#> lag1_var2 0.0755755276 0.040121587 0.002951033 0.108892110
#> lag1_var3 0.1105573842 0.068060793 -0.011745679 0.170445030
#> lag1_var4 -0.0957544498 0.069001828 -0.156611590 0.028327403
#> const 0.6660195034 0.220481888 0.367002548 0.949214677
#> exo1 -0.0283950038 0.024887027 -0.063656786 0.007178112
#> exo2 0.0002178914 0.019350039 -0.030311540 0.025010506
#> exo3 0.0387672497 0.016024341 0.016529276 0.059055633
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50709478 0.2734368 0.1447416 0.85142723
#> lag1_var2 1.04783985 0.5297977 0.4098241 1.84693324
#> lag1_var3 0.77314292 0.8352747 -0.2363218 1.91654244
#> lag1_var4 -1.02990039 0.8359823 -2.1252057 0.03383655
#> const 2.79420150 3.4092498 -2.8446024 6.07953930
#> exo1 0.20723695 0.4966914 -0.2851425 0.92384434
#> exo2 0.09340567 0.2797493 -0.2003045 0.57883420
#> exo3 0.04497749 0.3430805 -0.3985450 0.51713166
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15162697 0.2639026 -0.5005522 0.2454225
#> lag1_var2 -0.07124912 0.5677165 -0.9083932 0.6168196
#> lag1_var3 0.38873174 0.9589053 -1.0546006 1.5272506
#> lag1_var4 0.68013299 0.9464712 -0.3719670 2.1138223
#> const -0.93628337 3.0382675 -4.4314950 3.6490149
#> exo1 -0.11725331 0.4362246 -0.6798866 0.4545581
#> exo2 -0.16184853 0.3441871 -0.5562605 0.3392857
#> exo3 0.22305185 0.3972538 -0.4167849 0.7182918
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.148402480 0.1497521 -0.05797265 0.3627259
#> lag1_var2 0.277415323 0.3643934 -0.21674566 0.7981754
#> lag1_var3 0.382737877 0.6241892 -0.46253947 1.2365928
#> lag1_var4 0.556665599 0.6101131 -0.23827851 1.3928062
#> const -0.619830390 1.5546639 -2.99061965 1.5670240
#> exo1 0.006150289 0.2010649 -0.18358049 0.3447419
#> exo2 -0.111368224 0.2532223 -0.42657489 0.2633609
#> exo3 0.255962308 0.2435444 -0.12680194 0.5764356
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003103438 8.494039e-05 0.0002015375 0.0004399974
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009598544 0.0005584296 -0.001617941 -0.0002070051
#> Sigma[2,2] 0.0475233468 0.0116981776 0.034235647 0.0633315756
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005805203 0.00173256 -0.00176411 0.00286592
#> Sigma[3,2] -0.0312530108 0.01412515 -0.05403599 -0.01604528
#> Sigma[3,3] 0.1424557707 0.02491708 0.11258311 0.17903075
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002671394 0.001601626 -0.002484342 0.002005854
#> Sigma[4,2] 0.0094486688 0.011873399 -0.003630699 0.026219443
#> Sigma[4,3] 0.1196897702 0.031944886 0.083547138 0.167739008
#> Sigma[4,4] 0.1320564845 0.041676975 0.085451478 0.190685500
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999038578 0.009199105 0.985843775 1.010946356
#> lag1_var2 -0.039445756 0.042184142 -0.098919362 0.008564412
#> lag1_var3 -0.022008155 0.056156735 -0.103014160 0.049900217
#> lag1_var4 0.021373051 0.055232001 -0.048506291 0.100534122
#> const 0.191877857 0.156001715 -0.002883888 0.406670533
#> exo1 0.006591612 0.018065509 -0.019757741 0.030360081
#> exo2 -0.021396264 0.014547664 -0.040583952 -0.003580711
#> exo3 -0.014421015 0.025836708 -0.052506063 0.012989337
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11013989 0.08373921 -0.21586077 -0.006221426
#> lag1_var2 0.71889761 0.64880149 -0.01427615 1.729677212
#> lag1_var3 0.05638921 0.75624850 -0.84293893 1.245571038
#> lag1_var4 -0.02076627 0.75847930 -1.21031532 0.885767751
#> const 0.57702796 2.34745153 -2.60200315 3.996199459
#> exo1 -0.33291535 0.18494884 -0.61314984 -0.089786913
#> exo2 0.32701710 0.24928725 0.01815303 0.700666959
#> exo3 0.23202489 0.09996141 0.09264646 0.377194143
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09524092 0.1913642 -0.3795777 0.1312770
#> lag1_var2 0.87276144 0.8870484 -0.1315272 2.1565605
#> lag1_var3 1.52167876 1.1284760 0.2649030 3.1714377
#> lag1_var4 -0.56251057 1.1251117 -2.2127813 0.6707078
#> const 4.40301208 4.7374836 -0.6133622 11.6015984
#> exo1 0.07599811 0.3016170 -0.4067080 0.3818254
#> exo2 -1.17353546 0.5187186 -1.8763767 -0.4496401
#> exo3 -0.34668993 0.2933470 -0.6468422 0.1257966
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1981611 0.2496917 -0.55436716 0.1132714
#> lag1_var2 1.1356992 0.8953533 -0.08584117 2.3988551
#> lag1_var3 1.1570632 1.2438057 -0.46070425 2.8672755
#> lag1_var4 -0.1524379 1.2337441 -1.86513789 1.4263290
#> const 3.8216234 6.1906918 -2.76462323 13.2693679
#> exo1 -0.2150356 0.3098134 -0.68202007 0.1651521
#> exo2 -0.9316792 0.3530069 -1.34064262 -0.4130129
#> exo3 -0.1574175 0.3061296 -0.49788633 0.3181682
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003844516 8.862745e-05 0.0002869537 0.0005203866
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003767774 0.001036578 -0.001695365 0.001063023
#> Sigma[2,2] 0.1411652539 0.042273155 0.090702208 0.209720127
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002332802 0.0007244742 -0.000707221 0.001238805
#> Sigma[3,2] -0.0982863256 0.0269378750 -0.139050211 -0.063962408
#> Sigma[3,3] 0.0750378395 0.0172987640 0.051734146 0.097772721
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.266984e-05 0.0001344279 -0.0002233559 0.0001370604
#> Sigma[4,2] 4.030497e-04 0.0047901571 -0.0053877917 0.0076494592
#> Sigma[4,3] 6.575512e-03 0.0038136222 0.0006987981 0.0111511079
#> Sigma[4,4] 7.152944e-03 0.0020674663 0.0056326747 0.0103621742
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985497414 0.008734671 0.973556064 0.99636368
#> lag1_var2 0.009724405 0.039175367 -0.055300156 0.05020396
#> lag1_var3 0.027859824 0.060337162 -0.068886738 0.09909394
#> lag1_var4 -0.027530990 0.062793285 -0.097793274 0.07353199
#> const 0.413084498 0.207963050 0.164266592 0.73886256
#> exo1 0.019150040 0.016299722 -0.004164136 0.04080744
#> exo2 -0.069119067 0.017241208 -0.094662271 -0.04609053
#> exo3 0.015716569 0.017258613 -0.005856572 0.03774814
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.021232700 0.09974252 -0.1560105 0.1061218
#> lag1_var2 0.775466521 1.33207395 -1.1775262 2.4870909
#> lag1_var3 0.268213665 2.15832112 -2.9804486 3.0238244
#> lag1_var4 -0.241167816 2.23073644 -3.1232459 3.0893030
#> const -0.136162234 7.15409991 -8.3506436 10.7405567
#> exo1 0.158611734 0.31469568 -0.1830330 0.5551434
#> exo2 0.884045284 0.51580175 0.2691105 1.6615764
#> exo3 0.005653036 0.47097614 -0.5283261 0.7820435
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03543094 0.07664661 -0.06673453 0.1290193
#> lag1_var2 0.60291356 0.88560037 -0.63502077 1.7102474
#> lag1_var3 1.46774050 1.40304235 -0.51732581 3.3043093
#> lag1_var4 -0.55070656 1.45247488 -2.41629948 1.5247200
#> const 4.15277127 4.94654533 -3.66885095 8.9695216
#> exo1 -0.11828197 0.23599825 -0.43508928 0.1186055
#> exo2 -1.28318406 0.36843574 -1.85231040 -0.9246352
#> exo3 0.37034990 0.35094040 -0.20954360 0.7473814
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.021203218 0.03345380 -0.02350029 0.06452565
#> lag1_var2 0.859366080 0.19285803 0.59915661 1.11608710
#> lag1_var3 1.247468653 0.29295207 0.83513429 1.61628289
#> lag1_var4 -0.295940272 0.31243324 -0.68550372 0.14372215
#> const 2.956058046 1.04481832 1.51694354 4.40974815
#> exo1 -0.007190897 0.05249321 -0.08266760 0.06497944
#> exo2 -0.692875749 0.14169423 -0.84031882 -0.45023365
#> exo3 0.387329245 0.09926642 0.26758404 0.53607114
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00802913 0.002012067 0.005410159 0.01075666
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0227793 0.02237889 -0.05236189 0.007622653
#> Sigma[2,2] 1.0619201 0.28895574 0.76535699 1.541782181
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03577533 0.01676771 0.01359122 0.05928086
#> Sigma[3,2] -0.61974174 0.19003167 -0.87189066 -0.38418459
#> Sigma[3,3] 0.48921047 0.13026256 0.32045393 0.66281373
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02537501 0.008009274 0.01401098 0.03577344
#> Sigma[4,2] -0.01098502 0.077915501 -0.11958959 0.10400241
#> Sigma[4,3] 0.14763333 0.046998731 0.10304441 0.22879385
#> Sigma[4,4] 0.15671536 0.042184021 0.10133425 0.21509446
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974440619 0.05042391 0.88395804 1.0270418
#> lag1_var2 0.001144905 0.17145654 -0.23456650 0.2171866
#> lag1_var3 -0.035366338 0.29279361 -0.43092154 0.3460482
#> lag1_var4 0.034678511 0.28164858 -0.32441786 0.4167914
#> const 0.499355508 0.83875802 -0.22899859 2.0059825
#> exo1 0.063337226 0.08206247 -0.05892549 0.1635618
#> exo2 -0.027893257 0.14516763 -0.21223755 0.1531920
#> exo3 -0.002778309 0.07961802 -0.10901952 0.1100013
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9484236 0.5424515 -1.8367570 -0.4208586
#> lag1_var2 1.9842135 1.3632399 0.7453882 4.2097334
#> lag1_var3 2.0310100 2.3574498 -0.1348271 5.9427473
#> lag1_var4 -1.7135529 2.2262812 -5.4040386 0.2481532
#> const 7.4322331 8.9617631 -5.2340578 20.1922709
#> exo1 0.3386237 0.9561791 -0.8894298 1.5966665
#> exo2 1.3786585 0.4921550 0.6693257 1.9846891
#> exo3 0.8874686 0.7465427 -0.1801001 1.7785565
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99843025 0.2086950 0.7239758 1.2600113
#> lag1_var2 -2.23530762 0.6938077 -3.3849649 -1.5577287
#> lag1_var3 -3.09496668 1.1460389 -4.9846006 -1.9474321
#> lag1_var4 3.81310952 1.1145941 2.6901850 5.6673849
#> const -10.15991465 5.5796746 -15.5827640 -1.1359248
#> exo1 -0.03653203 0.5950531 -1.0234558 0.6223772
#> exo2 -1.75723580 0.5169832 -2.5669632 -1.1629529
#> exo3 -0.56243850 0.5194063 -1.2051923 0.2287806
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48741796 0.2509252 0.1442115 0.8439425
#> lag1_var2 -1.59194157 0.7276304 -2.6379983 -0.6497613
#> lag1_var3 -2.79572454 1.2332799 -4.5586547 -1.1739753
#> lag1_var4 3.72239314 1.1816619 2.1971013 5.4291644
#> const -8.26745142 4.0194259 -15.1028123 -5.1671207
#> exo1 0.18865529 0.2962000 -0.1387056 0.6187051
#> exo2 -1.08353150 0.5900488 -1.8991767 -0.3928332
#> exo3 -0.07638226 0.4275313 -0.7834340 0.3939607
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001059896 0.0002402988 0.0007425149 0.001398863
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02683543 0.009559289 -0.04225127 -0.01702215
#> Sigma[2,2] 1.36902787 0.442628355 0.81764894 2.01743757
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02407489 0.008760447 0.01568193 0.03957997
#> Sigma[3,2] -1.05528957 0.375533592 -1.56395676 -0.55112877
#> Sigma[3,3] 1.40509143 0.377228771 0.91345890 1.89282338
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008725867 0.004731111 0.003734223 0.01622406
#> Sigma[4,2] -0.259095095 0.178939059 -0.474110348 -0.01122841
#> Sigma[4,3] 0.852538198 0.220796672 0.594128194 1.17367397
#> Sigma[4,4] 0.770597918 0.157332141 0.586029055 0.99104315
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95393483 0.03509380 0.90332851 0.99692903
#> lag1_var2 0.05749330 0.06540191 -0.02606856 0.14174497
#> lag1_var3 0.10338824 0.10922525 -0.03487362 0.24198038
#> lag1_var4 -0.09557183 0.09862222 -0.22010875 0.03041742
#> const 0.72570601 0.31637028 0.22789740 1.14492262
#> exo1 0.03510307 0.03128423 0.01103035 0.09007497
#> exo2 -0.08088699 0.04127477 -0.13908218 -0.02603935
#> exo3 0.03197647 0.03894416 -0.03994275 0.06444511
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12213894 0.8964865 -1.0254365 1.502472
#> lag1_var2 1.13937584 1.3525190 -0.7676818 2.913405
#> lag1_var3 0.45116131 2.2244098 -2.7582827 3.317085
#> lag1_var4 -0.48037464 1.9827640 -3.0738708 2.311452
#> const 0.17261214 8.3579400 -10.3183971 12.575085
#> exo1 -0.82980838 1.3584806 -2.8667391 0.433489
#> exo2 1.38474149 1.3621070 0.0468169 3.769399
#> exo3 -0.05960136 1.4912221 -1.9214716 2.380339
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4775092 0.8876286 -0.7217246 1.647365
#> lag1_var2 -0.7455929 1.3368589 -2.3705409 1.150670
#> lag1_var3 -0.2925120 2.2075849 -2.9157361 2.847320
#> lag1_var4 1.0786697 1.9685715 -1.7300418 3.448324
#> const 1.2832502 8.4412105 -11.5872399 11.026136
#> exo1 0.9142311 1.3173304 -0.2920428 3.220508
#> exo2 -3.4559448 1.1134357 -5.2406052 -2.150194
#> exo3 0.6977719 0.9457997 -0.7499630 1.719821
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6001468 0.6750893 -0.2994322 1.5071128
#> lag1_var2 -0.4563555 0.9071923 -1.8184521 0.7226001
#> lag1_var3 -0.6702739 1.5074747 -2.9206899 1.2463796
#> lag1_var4 1.4494904 1.3395369 -0.2399101 3.4494708
#> const -0.3573272 5.6882068 -8.1415146 6.2504187
#> exo1 0.4586770 0.8021955 -0.3479157 1.7662563
#> exo2 -2.8592304 0.8410256 -4.1255960 -1.8347316
#> exo3 0.7457147 0.5397935 0.1030228 1.5328060
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002004017 5.251766e-05 0.000138642 0.0002784294
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007509975 0.003222906 -0.01234836 -0.004324207
#> Sigma[2,2] 0.650633342 0.247704870 0.40852612 1.079165485
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006477764 0.002525057 0.004080313 0.01055091
#> Sigma[3,2] -0.511219834 0.192315445 -0.839595128 -0.32225997
#> Sigma[3,3] 0.460932842 0.150770317 0.293739339 0.69542253
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001719977 0.0008310319 0.0006597099 0.0028504
#> Sigma[4,2] -0.099894117 0.0468149809 -0.1742417662 -0.0438876
#> Sigma[4,3] 0.141046739 0.0443420303 0.0785395478 0.2028746
#> Sigma[4,4] 0.081556989 0.0225099023 0.0529158459 0.1155500
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97331949 0.007000126 0.96337548 0.982314818
#> lag1_var2 0.04691939 0.022987667 0.01245101 0.073494846
#> lag1_var3 0.07463032 0.034768416 0.02241993 0.114127427
#> lag1_var4 -0.07071779 0.033917272 -0.10970266 -0.018674907
#> const 0.58885953 0.160579292 0.32675057 0.766968672
#> exo1 -0.01673932 0.010940962 -0.03447858 -0.005891545
#> exo2 -0.03872121 0.015650072 -0.06438338 -0.020209174
#> exo3 0.03234686 0.015841169 0.01165672 0.053195994
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2125606 0.7516506 -0.7823402 1.3259882
#> lag1_var2 -0.9627782 2.7772428 -4.4802826 3.0849357
#> lag1_var3 -2.9556787 4.2753997 -8.4793806 3.2521083
#> lag1_var4 3.0067053 4.1367153 -3.0104923 8.3319645
#> const -9.4913430 13.8552664 -30.2910508 8.1839336
#> exo1 1.0763057 0.3661865 0.5730491 1.5414627
#> exo2 4.2952174 0.6096883 3.4659027 5.0093848
#> exo3 -1.6111393 0.8735843 -2.7246116 -0.4203251
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3285857 0.5861945 -1.2404154 0.3919054
#> lag1_var2 2.0001941 2.2294944 -1.1468276 5.1503155
#> lag1_var3 4.2203404 3.4537013 -0.6033877 9.1604105
#> lag1_var4 -3.2565248 3.3537300 -8.0365270 1.4374665
#> const 12.7387891 10.8889013 -0.5823657 30.3045175
#> exo1 -0.7688467 0.2883481 -1.1946215 -0.4029225
#> exo2 -4.1952863 0.7257261 -5.1051776 -3.2396647
#> exo3 0.9564049 0.9851385 -0.4330982 2.1828989
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21530724 0.1956897 -0.5243458 0.01143858
#> lag1_var2 1.15107333 0.7729925 0.1434925 2.32231301
#> lag1_var3 1.98054057 1.2105471 0.4276868 3.84582014
#> lag1_var4 -0.95848237 1.1813234 -2.7657879 0.55632875
#> const 5.77582644 3.6813834 1.7190222 11.57931595
#> exo1 -0.08754715 0.1404552 -0.2595421 0.09328858
#> exo2 -1.63028802 0.3790601 -2.1410625 -1.15035590
#> exo3 -0.05389973 0.4865871 -0.7293715 0.58471024
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008306482 0.0001086985 0.000648844 0.0009422642
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00460892 0.002953438 -0.008534795 -0.001099988
#> Sigma[2,2] 0.63591243 0.148758502 0.481699565 0.844279726
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003824753 0.002016577 -0.006094412 -0.000982272
#> Sigma[3,2] -0.335277552 0.075069638 -0.432776499 -0.257126439
#> Sigma[3,3] 0.239133494 0.048995529 0.173727581 0.302417854
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006959119 0.0009546942 -0.008334684 -0.005717437
#> Sigma[4,2] 0.057934707 0.0355365236 0.010438569 0.098201645
#> Sigma[4,3] 0.035235677 0.0230725050 0.006269476 0.066316999
#> Sigma[4,4] 0.074833018 0.0109339230 0.061822662 0.090341814
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00999131 0.01923068 0.985230184 1.03641065
#> lag1_var2 0.05578698 0.06198032 -0.033381569 0.12065815
#> lag1_var3 0.07518135 0.10094472 -0.071647251 0.18079709
#> lag1_var4 -0.08829352 0.09997922 -0.195248097 0.05495003
#> const 0.49846207 0.44975552 -0.082454586 1.19131466
#> exo1 0.04223397 0.02406981 0.009069994 0.07396104
#> exo2 -0.07184179 0.02015726 -0.099599852 -0.04645462
#> exo3 -0.01592692 0.03558201 -0.067323733 0.02707867
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3917950 0.4845332 -0.406454266 0.9355212
#> lag1_var2 -3.2751715 2.0043228 -5.344707624 0.1977947
#> lag1_var3 -6.5108933 3.2630198 -9.958637648 -0.8913962
#> lag1_var4 6.7165765 3.2366399 1.108634795 10.0825982
#> const -18.9770562 10.3770740 -28.522616411 -0.8525139
#> exo1 -0.2092092 0.5549684 -0.607431116 0.7733266
#> exo2 0.7099324 0.9284943 -0.374243328 2.0777359
#> exo3 1.2748757 0.9970046 0.007182326 2.8063000
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4024744 0.3416997 -0.7478778 0.1829093
#> lag1_var2 2.4431603 1.3382580 0.1971778 3.8207619
#> lag1_var3 4.8230211 2.1764628 1.1815339 7.0677740
#> lag1_var4 -3.9036636 2.1553452 -6.1129402 -0.2810185
#> const 13.3859685 7.0522036 0.5805241 19.9272138
#> exo1 -0.1895871 0.3708398 -0.7495862 0.1973438
#> exo2 -0.9507931 0.5259093 -1.7684831 -0.3427737
#> exo3 -0.3100335 0.6121836 -1.0575666 0.6188358
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1676681 0.1819049 -0.42046829 0.09044883
#> lag1_var2 0.1122037 0.5834699 -0.52521734 0.88939822
#> lag1_var3 0.3127438 0.9596436 -0.75193621 1.57199751
#> lag1_var4 0.7592275 0.9456439 -0.47184379 1.81990986
#> const 0.2897404 3.8776463 -5.89108880 4.45583447
#> exo1 -0.3316074 0.2051555 -0.67989763 -0.11077041
#> exo2 -0.5624975 0.2183547 -0.88453621 -0.30063841
#> exo3 0.4861183 0.4242036 -0.08501845 1.08289909
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006075797 0.0001210194 0.000461309 0.0007814881
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006065616 0.001394879 -0.007755497 -0.004044132
#> Sigma[2,2] 0.106348392 0.019843973 0.077522688 0.129945068
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006104601 0.001650172 0.003947409 0.008575885
#> Sigma[3,2] -0.105638106 0.020275563 -0.133826958 -0.077046437
#> Sigma[3,3] 0.127924189 0.025443343 0.100005514 0.169562317
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002773517 0.001143761 0.001577224 0.004632403
#> Sigma[4,2] -0.047278351 0.011692675 -0.064301368 -0.032949869
#> Sigma[4,3] 0.075168682 0.018234338 0.054693013 0.104539829
#> Sigma[4,4] 0.055879952 0.014498488 0.041615127 0.078427818
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014449484 0.02076517 0.99085201 1.046234766
#> lag1_var2 -0.001333155 0.01471628 -0.01724284 0.018666525
#> lag1_var3 -0.008446171 0.02412163 -0.03566476 0.022739348
#> lag1_var4 -0.000377384 0.02009478 -0.02855234 0.020343259
#> const 0.219583783 0.19286341 -0.03438194 0.478615864
#> exo1 -0.019801159 0.02608264 -0.04982571 0.019461606
#> exo2 -0.062233465 0.01823539 -0.07752601 -0.031585722
#> exo3 -0.021154788 0.01846068 -0.05096164 0.002721936
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.505323265 0.2662853 -0.8527558 -0.1723768
#> lag1_var2 1.481400884 0.3099934 0.9822791 1.7600501
#> lag1_var3 1.187212229 0.5574557 0.3441945 1.7524836
#> lag1_var4 -1.032876785 0.5064529 -1.5236218 -0.2756122
#> const 5.794840130 2.8143275 1.9276213 9.1797341
#> exo1 -0.009888395 0.2986700 -0.4522910 0.3187356
#> exo2 1.421124961 0.2211939 1.1703780 1.7718509
#> exo3 -0.045874898 0.2169923 -0.3587830 0.2294479
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987584372 0.3582691 0.5882109 1.4953771
#> lag1_var2 -0.357596510 0.3318050 -0.7312129 0.1822574
#> lag1_var3 0.084087397 0.5480243 -0.5286548 0.9721124
#> lag1_var4 0.590404189 0.4809281 -0.1885092 1.1186690
#> const -3.545423340 2.8837651 -8.0793068 -0.1640122
#> exo1 0.006523066 0.2792434 -0.3390393 0.3930820
#> exo2 -2.653627171 0.2410801 -2.9342935 -2.3023570
#> exo3 0.163529971 0.3090832 -0.2807067 0.5514047
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81323775 0.2574323 0.5012094 1.1519220
#> lag1_var2 0.08726663 0.1864570 -0.1595940 0.3720851
#> lag1_var3 0.04432715 0.3076281 -0.3794235 0.4930454
#> lag1_var4 0.72014918 0.2738100 0.3309469 1.1090226
#> const -2.43479817 1.7059696 -5.3902102 -0.7143383
#> exo1 -0.01085744 0.1685913 -0.1807879 0.2586503
#> exo2 -2.17166490 0.1742479 -2.3320138 -1.8936743
#> exo3 0.17106444 0.2559232 -0.2192027 0.4432263
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008228837 0.002519334 0.005470193 0.01210679
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05173968 0.01849305 -0.08111949 -0.03251163
#> Sigma[2,2] 1.95428080 0.57801968 1.32994210 2.83626194
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08293152 0.02150485 0.05746273 0.1134925
#> Sigma[3,2] -1.44919111 0.41697035 -2.14414212 -1.0027678
#> Sigma[3,3] 1.55603951 0.32027918 1.17389618 2.0317504
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05371474 0.01736799 0.03561177 0.08213516
#> Sigma[4,2] -0.22084839 0.11266568 -0.37000805 -0.07072676
#> Sigma[4,3] 0.68213959 0.14926102 0.54264931 0.94115910
#> Sigma[4,4] 0.58344903 0.13630101 0.47668795 0.83035209
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85188937 0.10130664 0.75024574 1.00776980
#> lag1_var2 0.20429917 0.15962010 -0.04898098 0.38565368
#> lag1_var3 0.31143984 0.25718482 -0.09727098 0.60430885
#> lag1_var4 -0.27476796 0.22985969 -0.54007043 0.08890897
#> const 1.49724812 1.17018524 -0.12932687 2.99374239
#> exo1 0.07461390 0.09615384 -0.03655839 0.22115430
#> exo2 -0.28415979 0.12309880 -0.42739935 -0.08136085
#> exo3 0.03983354 0.08942326 -0.10350755 0.14950243
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9579778 1.322113 -2.6856713 0.6810878
#> lag1_var2 1.6800748 2.662734 -1.6192127 5.4748923
#> lag1_var3 1.3094118 4.144548 -3.8693586 7.3051667
#> lag1_var4 -1.0402688 3.801640 -6.5303800 3.7104058
#> const 9.5447302 14.673746 -10.8392111 30.1692566
#> exo1 -0.9301663 1.061996 -2.1327056 0.5982464
#> exo2 1.6945174 1.686371 -0.8130341 3.9310255
#> exo3 0.4558582 1.240796 -1.1721920 2.3003489
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3040598 1.2904378 -1.535674 1.5463581
#> lag1_var2 1.3975107 2.2943659 -2.115012 3.5498671
#> lag1_var3 2.9657392 3.6137965 -2.610871 6.2509151
#> lag1_var4 -1.9520749 3.2650316 -5.023405 3.0792581
#> const 5.5156121 14.4874395 -16.078931 23.9475806
#> exo1 0.8453058 1.5224054 -1.102848 3.1135135
#> exo2 -5.1156654 1.6389611 -7.403555 -2.8211688
#> exo3 -0.7541185 0.9928782 -2.087114 0.4139798
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0058657 0.6099345 -1.7074378 -0.1380918
#> lag1_var2 2.3129044 0.9268236 1.0492393 3.2728022
#> lag1_var3 3.5513518 1.4929811 1.5278891 5.1131957
#> lag1_var4 -2.3211004 1.3181524 -3.7394351 -0.5057774
#> const 11.0904708 6.9061283 1.6699856 19.3861319
#> exo1 0.2703419 1.1636496 -0.8747262 2.2261906
#> exo2 -4.5323946 1.1306306 -5.7716560 -2.7818100
#> exo3 -0.5676933 0.7182763 -1.6159584 0.2650061
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001547751 0.0002941115 0.001154777 0.001940844
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007737364 0.00223059 -0.01129647 -0.004879543
#> Sigma[2,2] 0.142893118 0.02480948 0.10967422 0.177620229
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009659233 0.01349127 -0.005911648 0.03060406
#> Sigma[3,2] -0.188571632 0.09815595 -0.346681892 -0.08847388
#> Sigma[3,3] 3.268658775 0.66245442 2.552897308 4.32150149
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005531459 0.0150685 -0.01197877 0.028171832
#> Sigma[4,2] -0.115365820 0.1028954 -0.27802853 0.005408432
#> Sigma[4,3] 3.601164132 0.7603424 2.71947029 4.774363261
#> Sigma[4,4] 4.032683013 0.8775346 2.95362000 5.338770751
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941038262 0.02847548 0.905390544 0.98054147
#> lag1_var2 0.055554913 0.03645558 -0.001179093 0.09589372
#> lag1_var3 0.102191978 0.07578291 -0.018777744 0.17641291
#> lag1_var4 -0.089261124 0.06699394 -0.154433298 0.01792327
#> const 0.594398515 0.31686329 0.289906170 1.13255655
#> exo1 -0.010721160 0.03033566 -0.049896499 0.03596430
#> exo2 -0.001339907 0.04312222 -0.059564670 0.05888670
#> exo3 0.015533793 0.04805091 -0.049669342 0.08486233
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.066048969 0.4634111 -0.48264950 0.7740829
#> lag1_var2 0.749982989 0.4506339 0.06036583 1.2540441
#> lag1_var3 -0.053756475 0.9373567 -1.52641067 1.0012739
#> lag1_var4 0.060752178 0.8158101 -0.86410810 1.3432379
#> const 0.635399758 5.2162969 -7.73860042 6.4955381
#> exo1 0.002394608 0.2324827 -0.28820259 0.3446787
#> exo2 2.497419391 0.3836975 2.02294139 2.9550064
#> exo3 0.027817637 0.3976302 -0.45224708 0.5492740
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2247291 2.382859 -1.184586 4.9465119
#> lag1_var2 -1.3757713 2.732521 -5.599977 1.5171883
#> lag1_var3 -1.3048325 5.263368 -9.454706 4.7681758
#> lag1_var4 1.8853933 4.626247 -3.476531 8.9960637
#> const -2.4527598 22.017202 -30.048263 18.9605538
#> exo1 0.1878133 1.600021 -1.779261 2.0277811
#> exo2 -0.8295864 1.272255 -2.600564 0.7241062
#> exo3 0.7447919 1.513742 -1.435772 2.7447920
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3981780 2.575428 -1.237166 5.284618
#> lag1_var2 -1.4906182 2.991778 -6.125132 1.700816
#> lag1_var3 -2.2582631 5.714805 -10.950129 4.131760
#> lag1_var4 2.8335748 5.026553 -2.808452 10.424530
#> const -4.3849273 24.000669 -34.583620 21.533286
#> exo1 0.2266317 1.910192 -2.207628 2.440412
#> exo2 0.5539900 1.342250 -1.297529 2.144667
#> exo3 0.8505173 1.576469 -1.286151 3.053167
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001774255 5.994358e-05 0.0001083324 0.0002591433
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.501585e-05 0.001073875 -0.001257491 0.001501772
#> Sigma[2,2] 1.028154e-01 0.019001627 0.076575552 0.127198374
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007619855 0.001766622 -0.003323135 0.001409899
#> Sigma[3,2] -0.1338122141 0.065207952 -0.243053051 -0.071457019
#> Sigma[3,3] 0.4791930466 0.235652269 0.286270145 0.847281077
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00069390 0.001252839 -0.00267738 0.0005273529
#> Sigma[4,2] -0.05816691 0.057448377 -0.15468645 -0.0029001568
#> Sigma[4,3] 0.38745921 0.197567493 0.21949840 0.6936045452
#> Sigma[4,4] 0.35161395 0.164545209 0.20168994 0.6076380584
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988733983 0.004488047 0.98209771 0.993574225
#> lag1_var2 0.003546211 0.027717781 -0.02760751 0.049800555
#> lag1_var3 0.004325917 0.039982998 -0.04135311 0.069815366
#> lag1_var4 -0.002873332 0.040097856 -0.06874062 0.042319679
#> const 0.245920695 0.123614738 0.06483959 0.419949002
#> exo1 -0.002817901 0.015335126 -0.02361819 0.015086873
#> exo2 -0.033563936 0.013044038 -0.05145956 -0.016340813
#> exo3 -0.025249169 0.011907433 -0.04136102 -0.008575698
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1993799 0.08165934 -0.31903042 -0.09917976
#> lag1_var2 1.4261862 0.65296721 0.67439015 2.44241009
#> lag1_var3 1.2732275 1.05220420 -0.02902228 2.90942589
#> lag1_var4 -1.2662540 1.05898373 -2.89901039 0.04328776
#> const 5.5464924 3.23421984 1.31077529 10.46615766
#> exo1 0.1023822 0.28162538 -0.26894885 0.51639962
#> exo2 0.6640445 0.23628310 0.36390748 0.98321586
#> exo3 0.4822011 0.24687253 0.18585634 0.82934745
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2402545 0.2235233 -0.06811484 0.5256548
#> lag1_var2 0.3159904 0.8186529 -0.75930530 1.4334172
#> lag1_var3 1.5662680 1.4433573 -0.04977046 3.6554126
#> lag1_var4 -0.6900700 1.4666509 -2.79208403 0.9187993
#> const 3.2612762 8.2998786 -8.37652903 12.8666143
#> exo1 0.2848668 0.6453152 -0.66119960 1.1665564
#> exo2 -2.7701934 0.7904053 -4.14733714 -2.0107285
#> exo3 -0.6147598 0.5445281 -1.33436207 0.1410679
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09666401 0.2082410 -0.23051806 0.3342808
#> lag1_var2 1.10968193 0.7330198 0.05102264 1.9215668
#> lag1_var3 2.15778496 1.2734561 0.43942230 3.7467668
#> lag1_var4 -1.26581426 1.3017584 -2.86380497 0.4881989
#> const 6.48092467 7.4313607 -2.94192159 16.5831388
#> exo1 0.37616703 0.5336548 -0.35471358 1.1013167
#> exo2 -2.31500422 0.6847652 -3.49800172 -1.6293582
#> exo3 -0.26615488 0.5453111 -0.97723835 0.4920870
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007798725 0.0002484255 0.0005593869 0.001226145
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00339482 0.002465038 -0.007599349 -0.0007722776
#> Sigma[2,2] 0.11790824 0.019905461 0.094682667 0.1496361098
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000482964 0.001169167 -0.00192914 0.001002163
#> Sigma[3,2] -0.060535698 0.008765343 -0.07192178 -0.047659547
#> Sigma[3,3] 0.048987706 0.007724315 0.04116857 0.060626523
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003050195 0.001252735 -5.243096e-03 -0.002004154
#> Sigma[4,2] 0.022347776 0.012382545 1.078806e-02 0.041642587
#> Sigma[4,3] 0.007597059 0.006081996 9.048999e-05 0.016566148
#> Sigma[4,4] 0.024589877 0.006920559 1.786587e-02 0.036725000
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99707083 0.01413454 0.975996149 1.01395951
#> lag1_var2 -0.04665317 0.03297844 -0.101481117 -0.01118065
#> lag1_var3 -0.06998085 0.04830280 -0.150518683 -0.01993703
#> lag1_var4 0.07014597 0.04706703 0.016086996 0.14751475
#> const 0.06114953 0.24601704 -0.292441318 0.37457394
#> exo1 0.02331192 0.02744364 -0.006578225 0.06464782
#> exo2 -0.05075858 0.02267472 -0.083510768 -0.02434321
#> exo3 -0.01931768 0.02977878 -0.048564680 0.02457646
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1896356 0.3358856 -0.5145606 0.3296313
#> lag1_var2 0.2562949 1.0865767 -1.4307174 1.5625579
#> lag1_var3 -0.9279747 1.6125061 -3.4266235 1.0040827
#> lag1_var4 1.0114671 1.6260198 -1.0024778 3.4724330
#> const -1.3466670 5.5356940 -9.4964960 5.9355579
#> exo1 -0.9185750 0.3171883 -1.2043407 -0.4063626
#> exo2 -1.3283716 0.3315485 -1.7850610 -0.8213841
#> exo3 0.6276070 0.3046414 0.1359743 1.0035533
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2099961 0.3228181 -0.2733120 0.6219259035
#> lag1_var2 1.1862416 0.7136864 0.4173469 2.2957663683
#> lag1_var3 2.6146459 1.0760024 1.4661720 4.2949239951
#> lag1_var4 -1.7668827 1.0494193 -3.4124670 -0.6263169506
#> const 5.9453913 3.9930178 0.6981935 11.5176546172
#> exo1 0.4448702 0.2207240 0.1159627 0.7216146932
#> exo2 0.1544573 0.2709575 -0.3191590 0.4143382872
#> exo3 -0.3130262 0.1893374 -0.5280928 0.0004340131
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07459881 0.1622618 -0.10917629 0.30495752
#> lag1_var2 1.09258676 0.3704323 0.75233960 1.70027304
#> lag1_var3 1.57915947 0.5528448 1.05278141 2.49378077
#> lag1_var4 -0.65710139 0.5502309 -1.55825541 -0.11034435
#> const 3.95365215 1.7176040 1.32733152 6.05269556
#> exo1 -0.20602513 0.1375977 -0.39123080 -0.04233356
#> exo2 -0.80356632 0.1425688 -1.00731694 -0.63787130
#> exo3 0.12535308 0.0941486 -0.01827503 0.24292500
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001159071 0.0002642431 0.0008235241 0.001541414
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00592514 0.003133434 -0.01079564 -0.002423274
#> Sigma[2,2] 0.22720169 0.056908519 0.15898504 0.319025066
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001020547 0.00204516 -0.003658549 0.002056078
#> Sigma[3,2] -0.108058028 0.02093824 -0.132278500 -0.075190051
#> Sigma[3,3] 0.085115560 0.01985474 0.056460829 0.111843026
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004477691 0.001461581 -0.006732331 -0.002765749
#> Sigma[4,2] 0.016421176 0.021315847 -0.009449108 0.044421340
#> Sigma[4,3] 0.028039174 0.014808616 0.008832413 0.050006590
#> Sigma[4,4] 0.039390803 0.009397285 0.029015179 0.051118229
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98699650 0.03535470 0.937819467 1.031496211
#> lag1_var2 -0.07668126 0.05949059 -0.168147920 -0.005259910
#> lag1_var3 -0.14542630 0.10889018 -0.313276642 -0.013834029
#> lag1_var4 0.15225927 0.10883483 0.015034312 0.317803076
#> const -0.09984326 0.55314176 -0.985807997 0.455428638
#> exo1 0.02785530 0.03595036 -0.006103966 0.086653615
#> exo2 -0.05521711 0.03144047 -0.102847143 -0.021933475
#> exo3 -0.04803352 0.03032290 -0.086159338 -0.004135072
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6841141 0.3726078 0.2518077 1.2008212
#> lag1_var2 0.2328283 0.7242573 -0.7706327 1.2434382
#> lag1_var3 -1.1124830 1.3943151 -3.0079293 0.7623811
#> lag1_var4 0.9476362 1.4793592 -0.9714313 2.9052950
#> const -3.6996725 6.9717869 -14.9992946 2.9997194
#> exo1 -0.2267262 0.4780992 -0.9357184 0.3163100
#> exo2 0.5570058 0.5535534 -0.1974649 1.2737704
#> exo3 0.3223539 0.3458523 -0.2665351 0.6884131
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5186863 0.3218334 -1.0461577 -0.174635059
#> lag1_var2 1.2340023 0.5186921 0.5216136 1.968591398
#> lag1_var3 3.0745804 0.9373214 1.7769663 4.390682714
#> lag1_var4 -2.0488123 0.9547231 -3.3548807 -0.702740076
#> const 8.3490998 5.7266713 1.9378864 16.836869357
#> exo1 0.0237354 0.2858373 -0.3883462 0.339379928
#> exo2 -0.8617852 0.3184014 -1.2577244 -0.436726118
#> exo3 -0.3655604 0.2517465 -0.6907906 -0.003872941
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1525302 0.2634425 -0.6042129 0.12318365
#> lag1_var2 1.1551905 0.4296723 0.6906815 1.82737069
#> lag1_var3 2.0890455 0.7667545 1.2302493 3.28848846
#> lag1_var4 -1.1316581 0.7535130 -2.3261586 -0.27597753
#> const 5.2875616 3.9955788 1.6943561 11.93950090
#> exo1 -0.1090109 0.2304941 -0.4791007 0.15765654
#> exo2 -0.6292715 0.1333313 -0.7960419 -0.46889839
#> exo3 -0.2225822 0.2010173 -0.5101504 0.06424645
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00413371 0.0009232249 0.003155628 0.005600191
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04478491 0.01237018 -0.06542618 -0.03120671
#> Sigma[2,2] 0.62133455 0.19016179 0.40499508 0.90735489
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05012496 0.01332587 0.03331188 0.06977129
#> Sigma[3,2] -0.66634702 0.21333952 -1.01503322 -0.43290943
#> Sigma[3,3] 0.84918864 0.27103448 0.53440968 1.30037390
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04121295 0.01101795 0.0263296 0.05649173
#> Sigma[4,2] -0.53576264 0.17556212 -0.8214079 -0.33507678
#> Sigma[4,3] 0.73326921 0.23323661 0.4540905 1.11065524
#> Sigma[4,4] 0.65028486 0.20482837 0.3998311 0.96869097
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93286769 0.04156335 0.88325128 0.98226960
#> lag1_var2 0.03528711 0.02642904 -0.00028781 0.07456987
#> lag1_var3 0.05511814 0.05730370 -0.01300096 0.14676698
#> lag1_var4 -0.03071731 0.05313887 -0.11551147 0.03240643
#> const 0.49529684 0.64165385 -0.36894923 1.41675883
#> exo1 0.01355540 0.06278324 -0.08650465 0.07900596
#> exo2 -0.07459981 0.07038627 -0.16769838 0.02682537
#> exo3 0.03475675 0.07377385 -0.05048338 0.13983874
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71833442 0.3808975 0.2153881 1.16392341
#> lag1_var2 0.35405735 0.3321211 -0.1606527 0.78671797
#> lag1_var3 -0.94380011 0.7273021 -2.1017667 -0.08445292
#> lag1_var4 0.66185236 0.6656646 -0.1673860 1.69788680
#> const -2.42451155 7.1119776 -13.0515221 6.99584054
#> exo1 -0.08444675 0.7837010 -0.8311934 1.10762852
#> exo2 1.01814952 1.0530451 -0.3072611 2.53186019
#> exo3 0.31769446 1.0093643 -1.0774651 1.61430715
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1662481 0.4227679 -1.6333212 -0.4726507
#> lag1_var2 1.1259385 0.3925611 0.4715574 1.5714611
#> lag1_var3 3.4440132 0.9472376 2.0710054 4.8625112
#> lag1_var4 -2.0061069 0.8746402 -3.3651455 -0.8799879
#> const 8.3356178 7.5108605 -1.3216534 19.1830294
#> exo1 0.2307206 1.0824504 -1.3213629 1.3667083
#> exo2 -0.5220729 1.0733913 -1.9630424 0.8987088
#> exo3 -0.3788979 1.0995019 -1.8716157 1.1937258
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0294644 0.3858675 -1.4687529 -0.3877367
#> lag1_var2 1.1423556 0.3452689 0.5514534 1.4623321
#> lag1_var3 2.6786846 0.8537230 1.3666778 3.8700092
#> lag1_var4 -1.2443181 0.7880227 -2.4065667 -0.1614793
#> const 6.1572116 6.3872814 -1.4897257 15.3598928
#> exo1 0.2320857 0.9957036 -1.2268570 1.2704556
#> exo2 -0.2369138 0.8361614 -1.3916404 0.9122897
#> exo3 -0.3335308 0.9120655 -1.5608020 0.9800197
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002763151 4.030678e-05 0.0002280621 0.000339693
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003007101 0.001202288 -0.004547993 -0.001292873
#> Sigma[2,2] 0.543043931 0.185912223 0.332864125 0.849336988
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00300209 0.001307696 0.00114444 0.004428958
#> Sigma[3,2] -0.60716215 0.181156716 -0.84910316 -0.362773486
#> Sigma[3,3] 0.92971619 0.232632393 0.58918563 1.227020964
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001529587 0.001655795 -0.0008503937 0.003558725
#> Sigma[4,2] -0.383183654 0.128377297 -0.5170364997 -0.178392592
#> Sigma[4,3] 0.749423994 0.211312633 0.4838520485 1.066920697
#> Sigma[4,4] 0.681828566 0.202675297 0.4587707576 0.997206227
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977837808 0.01233602 0.960209221 0.995054805
#> lag1_var2 0.017956101 0.01576006 -0.004668854 0.039703623
#> lag1_var3 0.037422528 0.02797452 -0.003403284 0.074720160
#> lag1_var4 -0.033408941 0.02381384 -0.065378047 0.000774908
#> const 0.456794676 0.22383227 0.187661600 0.777812583
#> exo1 0.006016105 0.01842733 -0.021626926 0.024062685
#> exo2 -0.060332174 0.02075182 -0.094777591 -0.035687348
#> exo3 0.012282456 0.02204793 -0.018393858 0.041624041
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3534142 0.7512364 0.310364 2.3131487
#> lag1_var2 -0.4643066 0.7911965 -1.461820 0.6034067
#> lag1_var3 -2.4193384 1.4134713 -4.218966 -0.5047422
#> lag1_var4 1.9525147 1.1960554 0.353290 3.4485053
#> const -7.0349897 8.7240672 -19.234406 5.6341756
#> exo1 -0.6191612 0.4129256 -1.251633 -0.1842980
#> exo2 -1.2274510 0.8154126 -2.357654 -0.1588342
#> exo3 4.1218006 0.4651866 3.612343 4.8464330
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.697569 0.9658569 -2.8980639 -0.3454307
#> lag1_var2 1.946412 0.9816331 0.7931521 3.2840367
#> lag1_var3 4.104878 1.7859686 2.0838120 6.6454383
#> lag1_var4 -2.587861 1.5263066 -4.7865122 -0.9040352
#> const 11.475778 12.6869222 -7.3158393 27.8335374
#> exo1 0.881914 0.4556892 0.3117697 1.5335134
#> exo2 -2.053654 0.9790967 -3.3851547 -0.8106673
#> exo3 -2.175719 0.5138683 -3.0209681 -1.7040456
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2274649 0.7573491 -2.25056714 -0.1161104
#> lag1_var2 1.6041967 0.7513953 0.71370270 2.7623162
#> lag1_var3 2.5057826 1.3868910 0.95778517 4.7251376
#> lag1_var4 -1.1243551 1.1905866 -3.04076877 0.1595223
#> const 6.9837312 10.4041643 -7.63749549 19.4445416
#> exo1 0.6967159 0.5172650 -0.09749697 1.2592522
#> exo2 -3.6837028 0.8376919 -4.94019701 -2.5021319
#> exo3 0.1394132 0.4575981 -0.59498190 0.7300840
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001062384 0.0001921354 0.0008153944 0.001342289
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001510846 0.00760343 -0.01081684 0.008820055
#> Sigma[2,2] 1.681936549 0.45651386 1.19466462 2.397309208
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005263574 0.004227521 -0.005324835 0.005363245
#> Sigma[3,2] -0.9576814440 0.262768952 -1.340847196 -0.664000146
#> Sigma[3,3] 0.5915046499 0.156368395 0.418181632 0.799265098
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003264406 0.001163647 -0.00192437 0.001292029
#> Sigma[4,2] 0.0396183895 0.052018886 -0.03771755 0.109664021
#> Sigma[4,3] 0.0265773238 0.032527291 -0.02527121 0.065363794
#> Sigma[4,4] 0.0532380947 0.014324387 0.03815573 0.073876669
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984182374 0.01600321 0.96332737 1.00768506
#> lag1_var2 -0.016154765 0.03844608 -0.05577493 0.04419805
#> lag1_var3 -0.021181846 0.06388636 -0.08609171 0.07948140
#> lag1_var4 0.023680039 0.06565880 -0.07573563 0.09639276
#> const 0.306549226 0.34041696 -0.20623086 0.65529404
#> exo1 0.009599283 0.03011853 -0.03210901 0.04768249
#> exo2 -0.090850433 0.02309515 -0.12745760 -0.06527905
#> exo3 0.014620322 0.02934797 -0.02491168 0.05067065
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.04887545 0.8739698 -3.2215369 -0.85867516
#> lag1_var2 2.76445223 2.3914170 -0.8605983 5.78449173
#> lag1_var3 3.48351749 4.0414637 -2.6027508 8.60434285
#> lag1_var4 -2.84735372 4.2699277 -8.0920986 3.88919079
#> const 13.15439497 14.6872083 -13.0201933 25.81716781
#> exo1 -2.64320580 1.4342373 -4.6336724 -0.59427219
#> exo2 0.05681305 2.1636761 -2.9750028 2.91301381
#> exo3 -1.38756211 0.8545225 -2.3798150 -0.07834603
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.22705006 0.5531887 0.5803145 2.076159
#> lag1_var2 -0.09539021 1.1990756 -1.6700909 1.759899
#> lag1_var3 0.54358266 2.0409159 -2.1393819 3.673414
#> lag1_var4 -0.06169201 2.1479176 -3.5341884 2.641255
#> const 0.28047787 9.7083543 -8.3514111 16.795539
#> exo1 1.62405982 0.8981260 0.3643951 2.802208
#> exo2 1.08058878 1.2857049 -0.7845011 2.875619
#> exo3 0.61360534 0.5894154 -0.3232254 1.216404
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01515840 0.1229917 -0.1460220 0.18822838
#> lag1_var2 1.31093834 0.4241843 0.7113567 1.86074235
#> lag1_var3 2.21688820 0.7177718 1.2100332 3.15268281
#> lag1_var4 -1.34196957 0.7710772 -2.3382193 -0.25416325
#> const 7.07025414 2.9256032 3.2972005 11.24638736
#> exo1 0.06453531 0.1959403 -0.1344715 0.39274296
#> exo2 1.19045255 0.2101546 0.9094512 1.47236888
#> exo3 -0.21836374 0.1483517 -0.3988945 -0.02499753
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004555898 0.001393326 0.003132504 0.006741031
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002708973 0.002864988 -0.0003634401 0.007490632
#> Sigma[2,2] 0.187462292 0.051231086 0.1135272731 0.255530492
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002924326 0.002281304 -0.003836119 0.002326088
#> Sigma[3,2] -0.1181406435 0.031730738 -0.163010586 -0.071036534
#> Sigma[3,3] 0.0826350697 0.022501653 0.050091223 0.116382674
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001537208 0.0006597183 0.0007067821 0.002535586
#> Sigma[4,2] 0.005552878 0.0078643694 -0.0057880823 0.015396032
#> Sigma[4,3] 0.005033541 0.0064090516 -0.0006975335 0.015233235
#> Sigma[4,4] 0.009098244 0.0031623069 0.0057971096 0.013399201
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86743061 0.06654052 0.7792261 0.96230542
#> lag1_var2 0.14570207 0.13956184 -0.0514677 0.32036545
#> lag1_var3 0.18548501 0.20751192 -0.1143451 0.44457764
#> lag1_var4 -0.15152058 0.20428429 -0.4064168 0.12621441
#> const 0.76803571 0.48788719 0.1821105 1.41227189
#> exo1 -0.17118323 0.05374418 -0.2269656 -0.08380109
#> exo2 -0.08088146 0.07860942 -0.1770111 0.02460189
#> exo3 0.02447977 0.10887794 -0.1328435 0.15584084
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02844026 0.3207121 -0.4521973 0.4049930
#> lag1_var2 0.39697121 0.7864105 -0.8354137 1.2926115
#> lag1_var3 -0.85984244 1.1991860 -2.6796739 0.5694278
#> lag1_var4 0.86634463 1.2390581 -0.5712050 2.7745471
#> const -0.83463676 4.6653152 -5.2659643 6.4688961
#> exo1 0.32075034 0.3965255 -0.1718749 0.8808627
#> exo2 1.08861570 0.5264627 0.2593583 1.7219537
#> exo3 0.77232509 0.4059330 0.3279336 1.3705812
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03572195 0.2090488 -0.1680407 0.37334560
#> lag1_var2 1.10561808 0.5363184 0.5510718 1.94200804
#> lag1_var3 2.60444873 0.8090358 1.7442176 3.87287776
#> lag1_var4 -1.70609713 0.8535308 -3.0505463 -0.77659921
#> const 5.52449740 3.8549285 -0.6042253 10.14744745
#> exo1 -0.16877792 0.2846631 -0.5669382 0.23129509
#> exo2 -1.41753966 0.3145086 -1.7732583 -0.90368208
#> exo3 -0.42947438 0.3087313 -0.8893102 -0.07134038
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05544105 0.09056010 -0.06074018 0.1820063
#> lag1_var2 1.09328724 0.28171980 0.74078676 1.4227510
#> lag1_var3 1.61953913 0.43483260 1.06599328 2.1260127
#> lag1_var4 -0.69967662 0.43465475 -1.21212211 -0.1358670
#> const 3.80522434 1.74620644 1.54997214 6.3234089
#> exo1 0.04185939 0.07156613 -0.03444419 0.1486223
#> exo2 -0.76793124 0.09569374 -0.87348298 -0.6308081
#> exo3 0.07068983 0.12500019 -0.10380435 0.2435009
#>
#>
#>
#> $global
#> $global$A
#> $global$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978815826 0.003282962 0.974483954 0.983218118
#> lag1_var2 0.029509545 0.008273320 0.019815636 0.042140873
#> lag1_var3 0.040472778 0.012746403 0.025254498 0.058736664
#> lag1_var4 -0.038824483 0.011902704 -0.055853694 -0.024329236
#> const 0.464409038 0.039946243 0.417982922 0.521363704
#> exo1 -0.000190432 0.001718783 -0.001679982 0.002515324
#> exo2 -0.049829810 0.005728927 -0.058107244 -0.043341302
#> exo3 0.021056615 0.003324777 0.016053726 0.024346398
#>
#> $global$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003241367 0.01774717 -0.02606665 0.019972491
#> lag1_var2 0.440037269 0.09615039 0.30389512 0.550422566
#> lag1_var3 -0.163488171 0.07821549 -0.27762541 -0.068113061
#> lag1_var4 0.206470239 0.08356904 0.10694128 0.328635385
#> const -0.380299045 0.13587130 -0.61621851 -0.240229632
#> exo1 -0.020224617 0.01262872 -0.03604215 -0.004279037
#> exo2 0.097772657 0.05485234 0.03336217 0.184025282
#> exo3 0.040250089 0.01935906 0.01149869 0.061197826
#>
#> $global$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14317093 0.06556920 0.09474406 0.26389931
#> lag1_var2 0.78621471 0.07878895 0.66031048 0.84868860
#> lag1_var3 1.74947412 0.18438455 1.43887501 1.88277385
#> lag1_var4 -0.89991850 0.17278416 -1.03735350 -0.61704914
#> const 4.07294380 0.70973410 2.84123362 4.69999561
#> exo1 0.01712503 0.03438990 -0.02275569 0.06777588
#> exo2 -0.37273470 0.10357919 -0.52110422 -0.24640846
#> exo3 0.11746536 0.03230426 0.07236064 0.16216339
#>
#> $global$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.145547812 0.04602913 0.10673540 0.22877268
#> lag1_var2 0.810716841 0.07931017 0.69280971 0.88160656
#> lag1_var3 1.236787682 0.15121323 1.00045038 1.37116830
#> lag1_var4 -0.342183128 0.14739888 -0.48275197 -0.11120320
#> const 2.702860249 0.53513177 1.84309498 3.28566486
#> exo1 0.004895736 0.03404742 -0.04043596 0.05299464
#> exo2 -0.338736824 0.08160987 -0.45655702 -0.23040678
#> exo3 0.152550056 0.03541121 0.10201633 0.20072885
#>
#>
#> $global$Sigma
#> $global$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02830458 0.001268384 0.02674107 0.03008663
#>
#> $global$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02161738 0.006747106 -0.03148195 -0.01565578
#> Sigma[2,2] 0.99319011 0.266767470 0.72741653 1.39614556
#>
#> $global$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002783905 0.01165463 -0.01619824 0.01495139
#> Sigma[3,2] -0.293183137 0.13913879 -0.50605327 -0.13958786
#> Sigma[3,3] 2.110080863 0.34327843 1.77183551 2.66745686
#>
#> $global$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01141322 0.01242128 -0.02988939 0.003408079
#> Sigma[4,2] 0.34553601 0.06667769 0.26449741 0.446710189
#> Sigma[4,3] 2.03679260 0.27427752 1.78415583 2.477313368
#> Sigma[4,4] 2.39059964 0.31533644 2.08913947 2.878871321
#>
#>
#> $global$V
#> $global$V[[1]]
#> mean sd 5% quantile 95% quantile
#> V[1,1] 2.081842 0.2749043 1.752093 2.468706
#>
#> $global$V[[2]]
#> mean sd 5% quantile 95% quantile
#> V[2,1] -2.116021 1.013340 -3.220625 -0.5759533
#> V[2,2] 9.803780 2.234425 6.071968 11.8971157
#>
#> $global$V[[3]]
#> mean sd 5% quantile 95% quantile
#> V[3,1] -3.508373 1.637700 -5.294400 -0.9993813
#> V[3,2] 14.836685 3.592549 8.822125 18.3244947
#> V[3,3] 24.732693 5.739769 15.085453 30.2804015
#>
#> $global$V[[4]]
#> mean sd 5% quantile 95% quantile
#> V[4,1] 2.977649 1.648389 0.4263278 4.714895
#> V[4,2] -14.721402 3.471125 -18.0913972 -8.897427
#> V[4,3] -24.276376 5.545489 -29.6814602 -14.939501
#> V[4,4] 24.459160 5.329585 15.5001382 29.586243
#>
#> $global$V[[5]]
#> mean sd 5% quantile 95% quantile
#> V[5,1] -13.77268 6.438707 -21.37992 -4.349256
#> V[5,2] 46.34430 14.630758 22.25962 60.469007
#> V[5,3] 75.54459 23.260974 36.94466 97.610124
#> V[5,4] -74.80669 22.563021 -95.99546 -37.246146
#> V[5,5] 306.15134 97.960999 148.33821 410.730141
#>
#> $global$V[[6]]
#> mean sd 5% quantile 95% quantile
#> V[6,1] 0.003192524 0.1042583 -0.1160726 0.1658429
#> V[6,2] -0.270158005 0.1122922 -0.4350456 -0.1345318
#> V[6,3] -0.331711892 0.1614867 -0.5940325 -0.1830858
#> V[6,4] 0.367571654 0.1515518 0.2204027 0.6068257
#> V[6,5] -0.209620600 0.8159428 -1.4159553 0.7946357
#> V[6,6] 3.422895685 0.5126723 2.5435865 3.9733768
#>
#> $global$V[[7]]
#> mean sd 5% quantile 95% quantile
#> V[7,1] 0.02655942 0.4904742 -0.5715602 0.534485767
#> V[7,2] 2.75685741 0.6422625 1.8038183 3.631628713
#> V[7,3] 4.11848423 1.1860432 2.3049982 5.688269012
#> V[7,4] -4.32609932 1.0625636 -5.6907640 -2.646391863
#> V[7,5] 12.27823203 4.1656706 6.4369743 18.173903428
#> V[7,6] -0.31332579 0.2333502 -0.5858029 -0.008914687
#> V[7,7] 17.16150410 1.0720128 15.4701197 18.391062158
#>
#> $global$V[[8]]
#> mean sd 5% quantile 95% quantile
#> V[8,1] -0.1606006 0.1655045 -0.34901694 0.07695873
#> V[8,2] -0.7624940 0.2878705 -1.12437901 -0.40545203
#> V[8,3] -1.0859145 0.5206636 -1.80386767 -0.45385740
#> V[8,4] 1.2690354 0.5411216 0.61520746 2.02028806
#> V[8,5] -3.7127290 2.4037189 -6.65219224 -0.25901058
#> V[8,6] -0.1109312 0.2160805 -0.37565871 0.17014176
#> V[8,7] 0.6336184 0.4994764 0.05275736 1.38634331
#> V[8,8] 6.5712376 0.6311171 5.68520067 7.44193837
#>
#>
#> $global$hyper
#> mean sd 5% quantile 95% quantile
#> nu 5.0626399 0.003359856 5.0606550 5.0684250
#> m 0.8588117 0.925816243 -0.2896744 2.2708557
#> w 153.8651044 44.529091295 83.3949504 209.9243286
#> s 0.2848544 0.174342581 0.1224747 0.5569365
#>
#>