data_US                 Historical data for the US (GDP and Financial
                        Conditions) from 1973:Q1 to 2022:Q3
data_euro               Historical data for the eurozone (GDP and
                        Financial Conditions) from 2008:Q4 to 2022:Q3
f_ES                    Expected Shortfall
f_VaR                   Value-at-Risk
f_compile_quantile      Estimation of quantiles
f_distrib               Distribution
f_distrib_histo         Historical distributions
