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Introduction to the Structural Vector Autoregression (SVAR) 

Justin Eloriaga
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This video goes through the key concepts in the structural vector autoregression (SVAR).
Created by Justin S. Eloriaga
Website: justineloriaga.com

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18 сен 2024

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Комментарии : 11   
@akeemrahaman4211
@akeemrahaman4211 10 месяцев назад
Great work. Very detailed and well explained. You should do an example in STATA.
@erminnella1
@erminnella1 2 месяца назад
good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.
@Alberto-tv8rg
@Alberto-tv8rg 10 месяцев назад
Great!I have recently found your channel and it is so useful. I am an economics student doing these things right now. If you could do these things in matlab or python it would be so useful to better understand.
@RudolfFaininger
@RudolfFaininger 4 месяца назад
Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)
@fatmaosama4213
@fatmaosama4213 4 месяца назад
great work, thanks really useful
@sitrakaforler8696
@sitrakaforler8696 10 месяцев назад
Cool content man !
@vinceedwardsanjuan5701
@vinceedwardsanjuan5701 10 месяцев назад
Thank you also sir!
@Travelogpic
@Travelogpic 6 месяцев назад
Thanks for sharing, but the thing that I would like to ask regarding SVAR is the specification for the SE and CI method when conducting IRF and VD, which one better Monte Carlo or Analytic (Asymptotic)?
@alaswad
@alaswad 9 месяцев назад
Great work, Justin. Please allow me to comment on the slides transition: I am not sure what software you're using, but the transitions are very distracting for me personally to be able to stay focused. You may want to try another software if you don't mind. Thank you, again!
@fardilajv8299
@fardilajv8299 8 месяцев назад
what book that you used as reference of this SVAR? would you mind to tell me cause i need it😭 thank you
@jennyebahi8069
@jennyebahi8069 4 месяца назад
Thank you so much for this video! Could you post the link to your video on VAR?
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