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Quantitative Macroeconomic Modeling with …

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.

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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