Sumários
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12 Março 2021, 14:30 • Rita Sousa
STRUCTURAL VAR MODELS:
- Caveats of Unrestricted VARs.
- SVAR Model Specification.
Applications with STATA.
Attendance: 20 students
Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09
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12 Março 2021, 13:00 • Rita Sousa
VAR MODELS:
- Point Forecast.
- Forecast Error.
- Variance Decomposition.
Applications with STATA.
Attendance: 20 students
Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09
VAR MODELS
5 Março 2021, 14:30 • Rita Sousa
VAR MODELS:
- Impulse-Response Functions.
Applications with STATA.
Attendance: 20 students
Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09
VAR MODELS
5 Março 2021, 13:00 • Rita Sousa
INTRODUCTION: Exercises.
VAR MODELS:
- Granger Causality
Applications with STATA.
Attendance: 20 students
Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09
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26 Fevereiro 2021, 14:30 • Rita Sousa
VAR MODELS:
- Bivariate Unrestricted VAR and General Specification. Some Assumptions.
- Estimation and Inference and Diagnostic Tests.
Applications with STATA.
Attendance: 22 students
Link for class: https://videoconf-colibri.zoom.us/j/84968017098?pwd=RFh0K081Q2JrSlIzeXdYR3p2anVXQT09