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October 19 - 30, 2020
Graduate Center Short Course

Structural Vector Autoregressive Analysis

Speaker: Helmut Lütkepohl
Location: Elinor Ostrom Hall
DIW Berlin
Mohrenstr. 58
10117 Berlin
Time:
Monday - Friday
09:00-12:30
Elinor Ostrom Hall,
except 21.10., 27.10. and 29.10. in Schwartz-room

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 ...

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