DomMacro function

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

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

Format

list containing the variables used in the GVAR models

data("CM_DomMacro_2023")

References

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