VAR MODELS

7 Março 2022, 10:30 • Rita Sousa

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VAR MODELS:

- Impulse-Response Functions.

- Point Forecast.

- Forecast Error.

- Variance Decomposition.

Applications with STATA.

VAR MODELS

7 Março 2022, 09:00 • Rita Sousa

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INTRODUCTION: Exercises.

VAR MODELS:

- Granger Causality

Applications with STATA.

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25 Fevereiro 2022, 14:30 • Rita Sousa

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VAR MODELS:

- Estimation and Inference and Diagnostic Tests.

Applications with STATA.

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25 Fevereiro 2022, 13:00 • Rita Sousa

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VAR MODELS:

- Bivariate Unrestricted VAR and General Specification. Some Assumptions.

Applications with STATA.

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18 Fevereiro 2022, 14:30 • Rita Sousa

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INTRODUCTION:

- The ADL model. Trend and Cycle.

Applications with STATA.