GVAR_Ft                 Function to generate foreign variables
GVAR_Xt                 Compute the G0, G1, G2, and F1, F2 matrices for
                        filtering Xt
GVARest                 Estimate country-specific VAR in a GVAR setting
PriceVol                Dataset price-volumn of 17 mareket indices
averageCORgvar          Comparing average residual correlations.
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.
grangerGVAR             Granger Causality for bivariate vector
                        autoregression model augmented by foreign
                        variables
tradeweight1            A single year cross-section bilateral trade
                        weight matrix, 2014.
tradeweightx            A nine-year bilateral trade weight matrix,
                        2006-2014
