VAR MODELS

8 Abril 2025, 19:30 • Luís Filipe Martins

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STRUCTURAL VAR MODELS:

- Caveats of Unrestricted VARs.

- SVAR Model Specification.

- Estimation and Identification.

- Types of SVAR models (identification schemes)

- Interpreting IRFs

- IRF and Long-Run restrictions.

- Interpreting FE VD.

Applications with STATA.

VAR MODELS

8 Abril 2025, 18:00 • Luís Filipe Martins

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VAR MODELS:

- Point Forecast.

- Forecast Error.

- Variance Decomposition.

Applications with STATA.

VAR MODELS

1 Abril 2025, 19:30 • Luís Filipe Martins

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VAR MODELS:

- Impulse-Response Functions.

Applications with STATA.

Exercises.

VAR MODELS

1 Abril 2025, 18:00 • Luís Filipe Martins

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VAR MODELS:

- Estimation and Inference and Diagnostic Tests.

- Granger Causality

Applications with STATA.

VAR MODELS

11 Março 2025, 19:30 • Luís Filipe Martins

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VAR MODELS:

- Bivariate Unrestricted VAR and General Specification. Some Assumptions.

Applications with STATA.