Lutz Kilian, University of Michhigan Helmut Lütkepohl, DIW Berlin
Short Course: Structural Vector Autoregressive Analysis
The course is based on the new book by Lutz Kilian and Helmut Lütkepohl. It reviews many alternative structural VAR approaches discussed in the literature and highlights their pros and cons in practice so as to provide guidance to empirical researchers as to the most appropriate modeling choices. It is intended as a bridge between the often technical econometric literature on structural VAR modeling and the needs of empirical researchers. Empirical examples are provided for illustration.
The authors will give 9 x 90 minutes lectures and question and answer sessions.
Prerequisites: Participants are expected to have a solid background in econometrics and some background in time series analysis and vector autoregressive models.
To attend, please register by email to Yun Cao.
For details about the event, please see here.