Introduction to the Structural Vector Autoregression (SVAR)

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  • Опубліковано 22 жов 2024

КОМЕНТАРІ • 13

  • @zhaowenqing3521
    @zhaowenqing3521 10 днів тому

    I have no knowledge of time series. But this course enlightens me on the basics of SVAR modelling. Thank you!

  • @akeemrahaman4211
    @akeemrahaman4211 11 місяців тому +4

    Great work. Very detailed and well explained. You should do an example in STATA.

  • @Alberto-tv8rg
    @Alberto-tv8rg 11 місяців тому +2

    Great!I have recently found your channel and it is so useful. I am an economics student doing these things right now. If you could do these things in matlab or python it would be so useful to better understand.

  • @erminnella1
    @erminnella1 3 місяці тому

    good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.

  • @RudolfFaininger
    @RudolfFaininger 5 місяців тому

    Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)

  • @fardilajv8299
    @fardilajv8299 9 місяців тому +1

    what book that you used as reference of this SVAR? would you mind to tell me cause i need it😭 thank you

  • @Travelogpic
    @Travelogpic 7 місяців тому

    Thanks for sharing, but the thing that I would like to ask regarding SVAR is the specification for the SE and CI method when conducting IRF and VD, which one better Monte Carlo or Analytic (Asymptotic)?

  • @fatmaosama4213
    @fatmaosama4213 5 місяців тому

    great work, thanks really useful

  • @vinceedwardsanjuan5701
    @vinceedwardsanjuan5701 11 місяців тому +1

    Thank you also sir!

  • @jennyebahi8069
    @jennyebahi8069 5 місяців тому

    Thank you so much for this video! Could you post the link to your video on VAR?

  • @sitrakaforler8696
    @sitrakaforler8696 11 місяців тому +1

    Cool content man !

  • @alaswad
    @alaswad 10 місяців тому +2

    Great work, Justin. Please allow me to comment on the slides transition: I am not sure what software you're using, but the transitions are very distracting for me personally to be able to stay focused. You may want to try another software if you don't mind. Thank you, again!

  • @minhlekhang6899
    @minhlekhang6899 24 дні тому +1

    18:17