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Structural Analysis of Vector Autoregressive Models

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  • Christis Katsouris

Abstract

This set of lecture notes discuss key concepts for the Structural Analysis of Vector Autoregressive models for the teaching of a course on Applied Macroeconometrics with Advanced Topics.

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  • Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
    • Handle: RePEc:arx:papers:2312.06402
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