Introduction to the Structural Vector Autoregression (SVAR)

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  • Опубликовано: 27 окт 2024

Комментарии • 13

  • @zhaowenqing3521
    @zhaowenqing3521 15 дней назад

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

  • @akeemrahaman4211
    @akeemrahaman4211 11 месяцев назад +4

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

  • @Alberto-tv8rg
    @Alberto-tv8rg 11 месяцев назад +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.

  • @alaswad
    @alaswad 10 месяцев назад +3

    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!

  • @RudolfFaininger
    @RudolfFaininger 5 месяцев назад

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

  • @erminnella1
    @erminnella1 3 месяца назад

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

  • @fatmaosama4213
    @fatmaosama4213 5 месяцев назад

    great work, thanks really useful

  • @fardilajv8299
    @fardilajv8299 10 месяцев назад +1

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

  • @sitrakaforler8696
    @sitrakaforler8696 11 месяцев назад +1

    Cool content man !

  • @jennyebahi8069
    @jennyebahi8069 5 месяцев назад

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

  • @vinceedwardsanjuan5701
    @vinceedwardsanjuan5701 11 месяцев назад +1

    Thank you also sir!

  • @Travelogpic
    @Travelogpic 7 месяцев назад

    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)?

  • @minhlekhang6899
    @minhlekhang6899 29 дней назад +1

    18:17