Setting up a VAR model and shocking it.
In this session we will be covering VAR models, Cholesky Decomposition and Impulse Response Functions.
For attribution, please cite this work as
Katzke (2019, April 13). Time-Series Econometrics: Topic 3: VAR Modelling. Retrieved from https://www.ts.nfkatzke.com/posts/2019-04-15-topic-3-var-modelling/
BibTeX citation
@misc{katzke2019topic,
author = {Katzke, N.F.},
title = {Time-Series Econometrics: Topic 3: VAR Modelling},
url = {https://www.ts.nfkatzke.com/posts/2019-04-15-topic-3-var-modelling/},
year = {2019}
}