VAR E-Course Materials

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VAR E-Course Materials

Postby TomDoan » Mon Jun 17, 2013 5:32 pm

The course materials from our e-course on Vector Autoregressions is available for sale. The course covers identifying and estimating VAR models, computing impulse responses and variance decompositions, historical decomposition and counterfactual simulations, structural and semi-structural VARs, and sign restrictions. We focus on techniques designed to elicit information from the data without the use of informative Bayesian priors (see the Bayesian Econometrics course for a treatment of Bayesian techniques).

The course materials package includes a 104 page PDF e-book, along with the accompanying example programs, sample data files, and procedures. The workbook and materials are $50. You can order on-line at:

VAR Sample Chapter.pdf
Sample chapter
(92.71 KiB) Downloaded 353 times

You can view the Preface and Table of Contents at

Last bumped by TomDoan on Mon Jun 17, 2013 5:32 pm.
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