VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.
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Refit VAR results using new baseline specification #81

Closed matdehaven closed 1 month ago

matdehaven commented 1 month ago

The internal VFCI matches the external VFCI when using (1) the same time sample (through 2023), (2) the same measure for consumption.

Rerun various analysis with this new specification to make sure none of our prior results change substantially.