GVAR_Ft                 Function to generate foreign variables
GVAR_GF                 Compute the structural coefficients matrices
                        G0, G1, G2, and F1, F2
GVARest                 Estimate country-specific VAR in a GVAR setting
GVECM.jo                Estimate country-specific Johansen test results
                        in a Global VECM setting
GVECM_GF                Compute the structural coefficients matrices
                        G0, G1, G2, and F1, F2
GVECMest                Estimate country-specific Engle-Granger VECM in
                        a Global VECM setting
PriceVol                Dataset price-volumn of 17 mareket indices
averageCORgvar          Comparing average residual correlations.
averageCORgvecm         Comparing average residual correlations of
                        GVECM and VECM.
getCOEF                 Return country-specific standard LS coefficient
                        estimates.
getCOEFexo              All-country LS coefficient estimates.
getNWCOEF               Extract country-specific LS coefficient
                        estimates with Newy-West robust covariance.
getNWCOEFexo            Extract all-country coefficient estimates with
                        Newy-West robust covariance.
getWhiteCOEF            Extract country-specific LS coefficient
                        estimates with White robust covariance.
getWhiteCOEFexo         Extract all-country coefficient estimates with
                        White robust covariance.
tradeweight1            A single year cross-section bilateral trade
                        weight matrix, 2014.
tradeweightx            A nine-year bilateral trade weight matrix,
                        2006-2014
