Structural Analysis of Vector Autoregressive Models

Author:

Christis Katsouris

Keyword:

Economics, Econometrics, Econometrics (econ.EM)

journal:

date:

2023-12-11 00:00:00

Abstract

This set of lecture notes discuss key concepts for the structural analysis of Vector Autoregressive models for the teaching of Applied Macroeconometrics module.

PDF: Structural Analysis of Vector Autoregressive Models.pdf