Structural Analysis of Vector Autoregressive Models
Econometrics
2024-02-06 v9
Abstract
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.
Cite
@article{arxiv.2312.06402,
title = {Structural Analysis of Vector Autoregressive Models},
author = {Christis Katsouris},
journal= {arXiv preprint arXiv:2312.06402},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:1609.06029 by other authors