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Data: Risk Factors for the GVAR - Candelon and Moura (2023)

Source: R/CM_DomMacroFactors_2023.R
DomMacro.Rd

Risk factors data used in the GVAR models - Candelon and Moura (2023)

Usage

data("CM_DomMacro_2023")

Format

list containing the variables used in the GVAR models

References

Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)