GitHub topics: v-fci
VFCI/vfci
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Language: R - Size: 78.1 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 2
Related Keywords
asset-pricing
1
consumption-based-asset-pricing
1
fci
1
financial-conditions
1
financial-conditions-index
1
growth-at-risk
1
heteroskedasticity
1
macro-finance
1
macroeconomic-model
1
macroeconomics
1
monetary-policy
1
price-of-risk
1
r
1
r-lang
1
svar
1
v-fci
1
vector-autoregression
1
vfci
1
volatility
1