Introduction to the Structural Vector Autoregression (SVAR)

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  • เผยแพร่เมื่อ 17 ก.ย. 2024
  • This video goes through the key concepts in the structural vector autoregression (SVAR).
    Created by Justin S. Eloriaga
    Website: justineloriaga.com

ความคิดเห็น • 11

  • @akeemrahaman4211
    @akeemrahaman4211 10 หลายเดือนก่อน +4

    Great work. Very detailed and well explained. You should do an example in STATA.

  • @erminnella1
    @erminnella1 2 หลายเดือนก่อน

    good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.

  • @Alberto-tv8rg
    @Alberto-tv8rg 10 หลายเดือนก่อน +2

    Great!I have recently found your channel and it is so useful. I am an economics student doing these things right now. If you could do these things in matlab or python it would be so useful to better understand.

  • @RudolfFaininger
    @RudolfFaininger 3 หลายเดือนก่อน

    Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)

  • @fatmaosama4213
    @fatmaosama4213 4 หลายเดือนก่อน

    great work, thanks really useful

  • @sitrakaforler8696
    @sitrakaforler8696 10 หลายเดือนก่อน +1

    Cool content man !

  • @vinceedwardsanjuan5701
    @vinceedwardsanjuan5701 10 หลายเดือนก่อน +1

    Thank you also sir!

  • @Travelogpic
    @Travelogpic 6 หลายเดือนก่อน

    Thanks for sharing, but the thing that I would like to ask regarding SVAR is the specification for the SE and CI method when conducting IRF and VD, which one better Monte Carlo or Analytic (Asymptotic)?

  • @alaswad
    @alaswad 9 หลายเดือนก่อน +2

    Great work, Justin. Please allow me to comment on the slides transition: I am not sure what software you're using, but the transitions are very distracting for me personally to be able to stay focused. You may want to try another software if you don't mind. Thank you, again!

  • @fardilajv8299
    @fardilajv8299 8 หลายเดือนก่อน +1

    what book that you used as reference of this SVAR? would you mind to tell me cause i need it😭 thank you

  • @jennyebahi8069
    @jennyebahi8069 4 หลายเดือนก่อน

    Thank you so much for this video! Could you post the link to your video on VAR?