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VFCI
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vfciBusinessCycles
Research project exploring the relationship between financial conditions and business cycles.
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Brown Macro Breakfast Presentation
#88
matdehaven
opened
3 hours ago
1
Which horizon of VFCI correlates best with the BCA shock?
#87
matdehaven
opened
4 days ago
1
VFCI discrepancy with macro_dynamics
#86
matdehaven
closed
4 days ago
5
More lags in the external VFCI
#85
matdehaven
closed
2 weeks ago
1
Frequency space VFCI
#84
matdehaven
closed
1 week ago
1
IRF of GDP at risk
#83
matdehaven
opened
3 weeks ago
0
Allow hetreg lags and VAR lags to vary
#82
matdehaven
closed
3 weeks ago
1
Refit VAR results using new baseline specification
#81
matdehaven
closed
1 month ago
0
Compare internal VFCI estimates with different VARs
#80
matdehaven
closed
1 month ago
2
Add alternative inflation measures to the dataset
#79
matdehaven
closed
1 month ago
3
Estimate external VFCI using BCA consumption and output variables
#78
matdehaven
closed
1 month ago
1
Pick a main specification and a set of figures for it
#77
matdehaven
opened
1 month ago
3
Detrend the conditional means
#76
matdehaven
closed
3 months ago
2
Fix lags in internal vfci
#75
matdehaven
closed
3 months ago
1
Plot of non smoothed historical shocks
#74
matdehaven
closed
3 months ago
1
VFCI estimation with option for t+1 or t
#73
matdehaven
closed
3 months ago
1
Find related papers
#72
fernando-duarte
opened
3 months ago
0
Add consumption/output lags in the construction of external VFCI
#71
fernando-duarte
closed
3 months ago
1
Add financial variables to VAR
#70
fernando-duarte
closed
3 months ago
1
Check pre ~1920 NBER recession dates
#69
fernando-duarte
opened
3 months ago
0
Register for SEA Conference
#68
fernando-duarte
closed
2 weeks ago
0
Heteroskedastic regime interpretation
#67
fernando-duarte
opened
3 months ago
0
Paper: Explain why targeting FEV is better than FEVD
#66
fernando-duarte
opened
3 months ago
0
Link VFCI Derivation and FEVD Identification
#65
fernando-duarte
opened
3 months ago
1
Theory for Max-Share in a Model with VFCI
#64
fernando-duarte
opened
3 months ago
0
Include VFCI in the internal instrument VAR
#63
fernando-duarte
closed
3 months ago
0
Vary Horizons
#62
matdehaven
closed
2 months ago
4
Summer Graduate Student Seminar Presentation
#61
matdehaven
closed
4 months ago
1
Estimate VAR in differences / stationary variables instead of levels
#60
matdehaven
closed
3 months ago
3
Mean-vol report figures
#59
matdehaven
closed
4 months ago
1
Targeting the other variables in the VAR with linear het reg id
#58
matdehaven
closed
4 months ago
1
F Stats
#57
matdehaven
closed
4 months ago
1
Run a het reg instrument with same number of lags as VAR
#56
matdehaven
closed
4 months ago
1
Table report
#55
matdehaven
closed
4 months ago
0
Use constant in het reg?
#54
matdehaven
closed
4 months ago
5
Add new figures and comparisons to VAR charts
#53
matdehaven
closed
3 months ago
3
Add Lyx documents to Github repo
#52
matdehaven
closed
5 months ago
1
Check SVAR-IV derivations with ones from Lyx document
#51
matdehaven
closed
5 months ago
1
47 current results report
#50
matdehaven
closed
5 months ago
0
46 restructure project folder
#49
matdehaven
closed
6 months ago
0
Add linear heteroskedastic volatility identification function for a VAR
#48
matdehaven
closed
5 months ago
3
Current results report
#47
matdehaven
closed
5 months ago
0
Restructure project folder
#46
matdehaven
closed
6 months ago
9
Matdehaven/issue32
#45
matdehaven
closed
7 months ago
0
Connect VFCI to the yield curve
#44
matdehaven
opened
8 months ago
0
Compare Cholesky and Max-share methods
#43
matdehaven
closed
3 months ago
1
Edit Introduction
#42
matdehaven
closed
8 months ago
3
Correlation of max-share and cholesky shocks high for all variables
#41
matdehaven
closed
8 months ago
3
Presentation Review
#40
matdehaven
closed
8 months ago
0
36 mean vol
#39
matdehaven
closed
9 months ago
0
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