This project forked from bdemeshev/bvarr
r package for bayesian VARs
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.
You can install the development version of vfci from GitHub with:
# install.packages("devtools")
devtools::install_github("VFCI/vfci")
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