VFCI / vfciBusinessCycles

Research project exploring the relationship between financial conditions and business cycles.
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More lags in the external VFCI #85

Closed matdehaven closed 2 weeks ago

matdehaven commented 2 weeks ago

Add option to hav more lags in the external vfci (either lots of options or a function to estimate the external vfci on demand).

matdehaven commented 2 weeks ago

Finished rewriting the external VFCI estimation into a function that can be called with various options.

Report comparing VFCI estimations

Takeaways: