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29 Abril 2022, 13:00 • Rita Sousa

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Single-Eq Cointegration:

- Definition of Cointegration.

- Error Correction Model (ECM).

- Testing for Cointegration.

Applications with STATA.

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8 Abril 2022, 14:30 • Rita Sousa

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Stationarity tests:

- Tests for (Non) Stationarity.

Applications with STATA.

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8 Abril 2022, 13:00 • Rita Sousa

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Introduction.

Stationarity tests:

- Unit Root.

- DSP and TSP.

- Linear Regression with Nonstationary Data.

Applications with STATA.

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1 Abril 2022, 14:30 • Rita Sousa

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STRUCTURAL VAR MODELS:

- IRF and Long-Run restrictions.

- Interpreting FE VD.

Applications with STATA.

Exercises.

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1 Abril 2022, 13:00 • Rita Sousa

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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

Applications with STATA.