Graduate Center Short Course

Syllabus

1. Vector Autoregressive Models
2. Vector Error Correction Models
3. Structural VAR Tools
4. Bayesian VAR Analysis
5. Identification by Short-Run Restrictions
6. Identification by Long-Run Restrictions
7. Inference for Impulse Responses
8. Sign Restrictions
9. Identification by Heteroskedasticity or Non-Gaussianity
10. Identification Based on External Instruments
11. Structural VAR Analysis in a Data-Rich Environment
12. Nonfundamental Shocks