Sumários
STRUCTURAL VAR MODELS and Exercises
28 Abril 2026, 19:30 • Luís Filipe Martins
STRUCTURAL VAR MODELS: Applications with STATA.
Exercises
STRUCTURAL VAR MODELS
28 Abril 2026, 18:00 • Luís Filipe Martins
STRUCTURAL VAR MODELS:
- Caveats of Unrestricted VARs.
- SVAR Model Specification, estimation and identification.
- Types of SVAR models (identification schemes)
- Interpreting IRFs and FE VD.
Applications with STATA.
VAR MODELS
21 Abril 2026, 19:30 • Luís Filipe Martins
VAR models:
- Impulse-Response Functions.
- Point Forecast, Forecast Error and Variance Decomposition.
IRFs in Local Projections.
- Applications with STATA.
VAR MODELS
21 Abril 2026, 18:00 • Luís Filipe Martins
VAR models:
- Diagnostic Tests.
- Granger Causality.
- Applications with STATA.
VAR MODELS
14 Abril 2026, 19:30 • Luís Filipe Martins
VAR models:
- Bivariate Unrestricted VAR and General Specification. Some Assumptions.
- Estimation and Inference.
- Applications with STATA.