mf_data: Macro-Financial Database
In FARS: Factor-Augmented Regression Scenarios
mf_data R Documentation
Macro-Financial Database
Description
Macro-financial variables used in the replication exercise.
Usage
data(mf_data)
Format
A numeric matrix with 59 rows and 519 columns.
Details
The original dataset contains 624 variables. For replication, the first 519 variables
are selected, converted to a numeric matrix, and outliers are corrected using
the function correct_outliers(..., threshold = 5) provided in FARS.
Source
Replication materials of González-Rivera et al. (2024).
FARS documentation built on Feb. 17, 2026, 5:06 p.m.
R Package Documentation
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| mf_data | R Documentation |
Macro-Financial Database
Description
Macro-financial variables used in the replication exercise.
Usage
data(mf_data)
Format
A numeric matrix with 59 rows and 519 columns.
Details
The original dataset contains 624 variables. For replication, the first 519 variables
are selected, converted to a numeric matrix, and outliers are corrected using
the function correct_outliers(..., threshold = 5) provided in FARS.
Source
Replication materials of González-Rivera et al. (2024).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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