search

VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.
1 stars 1 forks source link

Paper: Explain why targeting FEV is better than FEVD #66

Open fernando-duarte opened 3 months ago

fernando-duarte commented 3 months ago

Explain in paper why targeting the FEVD would equally weight some frequencies that have very little variation. This is why we target the FEV instead.

This is also a good reason to be careful when comparing the FEVD in figures.