VAR Models: Impulse-Responses and Structural VAR Models

Video for Econometrics II course @ Dept. of Economics, Uni. of Copenhagen. Original slides by Heino Bohn Nielsen and adapted by Rasmus Søndergaard Pedersen. We consider impulse-response functions for vector autoregressive (VAR) models. Moreover, we introduce the notion of structural VAR (SVAR) models.

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