#
svar
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Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
r
volatility
asset-pricing
macroeconomics
vector-autoregression
monetary-policy
heteroskedasticity
fci
svar
r-lang
growth-at-risk
macroeconomic-model
price-of-risk
consumption-based-asset-pricing
vfci
v-fci
financial-conditions
financial-conditions-index
macro-finance
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Updated
Jan 2, 2024 - R
Helper functions for `vars` and `lpirfs` packages
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Updated
Jun 18, 2023 - R
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