arXiv Open Access 2023

Structural Analysis of Vector Autoregressive Models

Christis Katsouris

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Abstrak

This set of lecture notes discuss key concepts for the Structural Analysis of Vector Autoregressive models for the teaching of a course on Applied Macroeconometrics with Advanced Topics.

Topik & Kata Kunci

econ.EM

Penulis (1)

Christis Katsouris

Format Sitasi

APA MLA BibTeX

Katsouris, C. (2023). Structural Analysis of Vector Autoregressive Models. https://arxiv.org/abs/2312.06402

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Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓