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DESCRIPTION
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DESCRIPTION
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Package: vfci
Title: Code for "The Market Price of Risk and Macro-Financial Dynamics"
Version: 0.0.0.9000
Authors@R: c(
person("Tobias", "Adrian", , "tobiasadrian@gmail.com", role = "aut",
comment = c(ORCID = "0000-0001-9379-9592")),
person("Fernando", "Duarte", , "fernando.duarte@gmail.com", role = "aut",
comment = c(ORCID = "0000-0002-8495-6936")),
person("Tara", "Iyer", , "taraiyer8@gmail.com", role = c("aut", "cre"))
)
Description: R package to reproduce tables and figures in Adrian, Duarte and Iyer (2023),
“The Market Price of Risk and Macro-Financial Dynamics”,
[CEPR Press Discussion Paper No. 17777](https://cepr.org/publications/dp17777).
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
URL: https://github.com/VFCI/vfci
BugReports: https://github.com/VFCI/vfci/issues
Imports:
stats,
tidyquant,
generics,
magrittr,
dplyr,
glue,
nlme,
purrr,
stringr,
broom.mixed
Suggests:
alfred,
testthat (>= 3.0.0)
Config/testthat/edition: 3