Lecture 13: VAR, impulse response functions (IRFs) and variance decomposition
Автор: ERSA - Economic Research Southern Africa
Загружено: 2025-12-02
Просмотров: 66
Описание:
This course is tailored for academics and postgraduate students (Masters and PhD) in Economics, as well as practitioners and government officials with at least a Masters degree, with limited training in econometrics and quantitative methods. It aims to enhance participants’ proficiency in time-series econometric techniques.
Reneé van Eyden is a Professor of Economics at the University of Pretoria and a researcher with academic expertise in developing, presenting, and coordinating courses in economics and econometrics. Her research experience includes applied macroeconomic analysis, macroeconomic modelling, and development economics, with a special interest in the role of human empowerment and institutional quality in economic development, prosperity, and liberal democracy.
LECTURE 13:
⁃ Vector Autoregressive (VAR) models
⁃ Simultaneous equation models
⁃ estimation and identification
⁃ impulse response functions
⁃ variance decomposition
⁃ Granger Causality
To view accompanying resources, visit: https://econrsa.org/events/training-o...
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