financial-conditions

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• VFCI / vfci

  Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

  asset-pricingfciheteroskedasticitymacroeconomicsrr-langsvarvector-autoregressionvolatilityconsumption-based-asset-pricingfinancial-conditionsfinancial-conditions-indexprice-of-riskv-fcivfcimacroeconomic-modelmacro-financegrowth-at-riskmonetary-policy
  Language:R 4