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@VFCI

VFCI

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  1. vfciBusinessCycles vfciBusinessCycles Public

    Research project exploring the relationship between financial conditions and business cycles.

    R 1 1

  2. fevdid fevdid Public

    R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.

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  3. bcadata bcadata Public

    Data Package to recreate the data from the paper by Angeletos, Collard, and Dellas, "Business Cycle Anatomy" (2020).

    R 1

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