Topics in VAR Modeling
Instructor: Massimo Franchi (University of Rome “La Sapienza”)
- April 3, 4, 5, 10, 11, 17, 18, 19, 23, 24 (11am-1pm)
Representation, inference and interpretation in stationary and co-integrated systems. DSGE models and common cyclical features in VARs.
Syllabus