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L’Essentiel des Modèles VAR sous EViews
[The Essentials of VAR Modeling with EViews]

Author

Listed:
  • Josué, ANDRIANADY
  • Avo Liantsoa, RANDRIAMANANTENA

Abstract

This manual provides a comprehensive overview of Vector Autoregression (VAR) models using EViews. It covers key concepts, practical applications, and step-by-step guidance on implementing VAR modeling. The aim is to equip researchers and practitioners with the tools necessary to analyze time series data effectively and understand the dynamic relationships among economic variables. By the end of this manual, readers will be able to confidently employ VAR models for their analytical needs.

Suggested Citation

  • Josué, ANDRIANADY & Avo Liantsoa, RANDRIAMANANTENA, 2024. "L’Essentiel des Modèles VAR sous EViews [The Essentials of VAR Modeling with EViews]," MPRA Paper 122256, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:122256
    as

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    File URL: https://mpra.ub.uni-muenchen.de/122256/1/MPRA_paper_122256.pdf
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    References listed on IDEAS

    as
    1. Terrence Kinal & Jonathan Ratner, 1986. "A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy," International Regional Science Review, , vol. 10(2), pages 113-126, August.
    2. Firman Pribadi & Arni Surwanti & Wen-Chung Shih, 2023. "VaR Model for Managing Market Risk of Portfolio," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA, volume 33, pages 165-172, Emerald Group Publishing Limited.
    3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    Full references (including those not matched with items on IDEAS)

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    JEL classification:

    • A1 - General Economics and Teaching - - General Economics
    • A10 - General Economics and Teaching - - General Economics - - - General
    • C0 - Mathematical and Quantitative Methods - - General
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

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