/vfci

Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

Primary LanguageROtherNOASSERTION

vfci

R-CMD-check

The R package vfci reproduces tables and figures in Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”, CEPR Press Discussion Paper No. 17777.

Installation

You can install the development version of vfci from GitHub with:

# install.packages("devtools")
devtools::install_github("VFCI/vfci")