Minicourses are a series of one or two day courses on various topics in Economics, organized by the DIW Graduate Center. The target audience consists of graduate students in Economics at Berlin universities and research institutes. The GC Minicourses are held on an irregular basis at DIW Berlin (about once a month) and are open to all affiliates of DIW Berlin, those of the BDPEMS program, and...
Masterclasses are a series of one or two day courses on various topics in Economics, organized by the DIW Graduate Center. The target audience consists of graduate students in Economics at Berlin universities and research institutes. The GC Masterclasses are held on an irregular basis at DIW Berlin (about once a month) and are open to all affiliates of DIW Berlin, those of the BDPEMS program, and...
Minicourses are a series of one or two day courses on various topics in Economics, organized by the DIW Graduate Center. The target audience consists of graduate students in Economics at Berlin universities and research institutes. The GC Minicourses are held on an irregular basis at DIW Berlin (about once a month) and are open to all affiliates of DIW Berlin, those of the BDPEMS program, and...
Syllabus
Vector Autoregressive Models
Vector Error Correction Models
Structural VAR Tools
Bayesian VAR Analysis
Identification by Short-Run Restrictions
Identification by Long-Run Restrictions
Inference for Impulse Responses
Sign Restrictions
Identification by Heteroskedasticity or Non-Gaussianity
Identification Based on External Instruments
Structural VAR Analysis in a Data-Rich Environment...
19.10.2020| Helmut Lütkepohl
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