IRF of GDP at risk - Githubissues

VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.

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IRF of GDP at risk #83

Open matdehaven opened 3 weeks ago

matdehaven commented 3 weeks ago

We have the information needed in the VAR to construct GDP at risk in response to a shock. We should do this and plot a set of IRFs with the VAR implied

VFCI IRF
GDP at risk IRF (Mean of GDP - 2 std of VFCI)
Whole distribution of GDP?