Transcription of Quantitative Macroeconomic Modeling with …
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Quantitative Macroeconomic Modeling with structural vector Autoregressions An EViews Implementation S. Ouliaris1 , Pagan2 and J. Restrepo3. September 19, 2016. 1. 2. 3. 1. c 2016 S. Ouliaris, Pagan and J. Restrepo. All rights reserved. 2. Preface This book began as a series of lectures given by the second author at the In- ternational Monetary Fund as part of the Internal Economics Training program conducted by the Institute for Capacity Development. They continued for the years from 2011-2015 and were gradually adapted to describe the methods avail- able for the analysis of Quantitative Macroeconomic systems with the structural vector Autoregression approach. A choice had to be made about the computer package that would be used to perform the Quantitative work and EViews was eventually selected because of its popularity amongst IMF staff and central bankers more generally.
Quantitative Macroeconomic Modeling with Structural Vector Autoregressions { An EViews Implementation S. Ouliaris1, A.R. Pagan2 and J. Restrepo3 September 19, 2016 1sam.ouliaris@gmail.com
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