'Various shocks' presentation slideshows

Chapter 13 Vector Error Correction and Vector Autoregressive Models

Chapter 13 Vector Error Correction and Vector Autoregressive Models. Walter R. Paczkowski Rutgers University. Chapter Contents. 13.1 VEC and VAR Models 13.2 Estimating a Vector Error Correction Model 13 .3 Estimating a VAR Model 13 .4 Impulse Responses and Variance.

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