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Notes from conversation with Tobias Nov 2024

Status: Open.

#100 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Feb 4, 2026

Placebo IRF

Status: Open.

#99 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jun 18, 2025

Re explore Mean - Vol relationship

Status: Open.

#97 In VFCI/vfciBusinessCycles;

· matdehaven opened on Feb 25, 2025

Find related papers

Status: Open.

#72 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Check pre ~1920 NBER recession dates

Status: Open.

#69 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Heteroskedastic regime interpretation

Status: Open.

#67 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Paper: Explain why targeting FEV is better than FEVD

Status: Open.

#66 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Link VFCI Derivation and FEVD Identification

Status: Open.

#65 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Theory for Max-Share in a Model with VFCI

Status: Open.

#64 In VFCI/vfciBusinessCycles;

· fernando-duarte opened on Jul 26, 2024

Connect VFCI to the yield curve

Status: Open.

#44 In VFCI/vfciBusinessCycles;

· matdehaven opened on Mar 21, 2024

Potentially a longer time series for VFCI?

enhancementNew feature or requestNew feature or request

Status: Open.

#35 In VFCI/vfciBusinessCycles;

· matdehaven opened on Dec 5, 2023

Add other shocks

Status: Open.

#33 In VFCI/vfciBusinessCycles;

· matdehaven opened on Nov 8, 2023