VFCI

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1. vfciBusinessCycles vfciBusinessCycles Public

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

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2. fevdid fevdid Public

   R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.

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3. bcadata bcadata Public

   Data Package to recreate the data from the paper by Angeletos, Collard, and Dellas, "Business Cycle Anatomy" (2020).

   R 1

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