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arXiv · 2312.06402

Structural Analysis of Vector Autoregressive Models

Christis Katsouris
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Abstract

This set of lecture notes discuss key concepts for the Structural Analysis of Vector Autoregressive models for the teaching of a course on Applied Macroeconometrics with Advanced Topics.

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Christis Katsouris. 2023-12-11. Structural Analysis of Vector Autoregressive Models. https://arxiv.org/abs/2312.06402

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