Quantitative Macroeconomic Modeling with ... - EViews

Quantitative Macroeconomic Modeling withStructural Vector Autoregressions An EViewsImplementationS. Ouliaris1, Pagan2and J. Restrepo3 September 19, 2016 S. Ouliaris, Pagan and J. Restrepo. All rights 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 programconducted by the Institute for Capacity Development. They continued for theyears from 2011-2015 and were gradually adapted to describe the methods avail-able for the analysis of Quantitative Macroeconomic systems with the StructuralVector Autoregression approach. A choice had to be made about the computerpackage that would be used to perform the Quantitative work and EViews waseventually selected because of its popularity amongst IMF staff and centralbankers more generally. Although the methodology developed in this book ex-tends to other packages such as Stata, it was decided to illustrate the methodswith the book developed out of a set of lectures we would wish to thankthe many IMF staff and country officials who participated in the courses andwhose reactions were important in allowing us to decide on what should beemphasised and what might be treated more lightly.

Quantitative Macroeconomic Modeling with Structural Vector Autoregressions { An EViews Implementation S. Ouliaris1, A.R. Pagan2 and J. Restrepo3 August 2, 2018 1sam.ouliaris@gmail.com 2adrian.pagan@sydney.edu.au 3jrestrepo@imf.org

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