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S: Angewandte Wirtschaftsforschung 4: Advanced Topics in Empirical Macroeconomics -
- Dozent/in:
- Juan Carlos Peña
- Angaben:
- Seminar, 2 SWS, ECTS: 6
- Termine:
- Einzeltermin am 5.5.2022, 16:00 - 17:00, F21/03.83
Introductory meeting: May 03,2022 at 11.30h. Further meetings will be announced in due time.
- Inhalt:
- Topic: Structural Macroeconometric Modelling
- Short- and Long-Run Identification in VAR models
- Identification by Sign Restrictions
- Factor-Augmented VAR models
- Panel VAR models
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