VAR Estimation and Uses

[@yanxu6664]

Thank you for sharing! Your courses are very helpful.

[@henimechal9851]

Thanks a lot Ralf, I have been watching most of your tutors and they are really helpful!!!

[@elfadlaouielfadel932]

very good presentation.Mr Ralf , thank you very much

[@dyahkusumaning3620]

Thanks a lot for video sir, but i want to ask when the variables contain cointegration, is it still can using irf from VAR model? Or irf is built from VEC? ( especially in eviews)

[@joshualeond]

Thanks for your videos, they are a very helpful introduction to VAR models. Is there any statistical method to deal with variable ordering regarding the IRF? For example, could you use bivariate granger causality tests as a starting point? Thanks again.

[@RalfBecker]

Yes, Granger causality tests could help you, but they may not be clear cut. In the end you will have to make an economic argument why one variable should not contemporaneously impact on another. And if you cannot make such an argument then you know that it may be difficult to defend the use of a Cholesky decomposition.

[@joshualeond]

Thanks Ralf, I appreciate the reply.

[@JC-dl1qr]

Very clear, thanks for sharing this!

[@theinstigatorr]

Great resource, many thanks

[@theinstigatorr]

Hey it's me

[@IlkerAKAR1]

thanks sir. Ralf

[@u0432865]

Thank you very much