VAR E-Course Materials (2nd Edition)

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VAR E-Course Materials (2nd Edition)

Postby TomDoan » Thu Sep 17, 2015 8:43 pm

The course materials from our e-course on Vector Autoregressions has been updated to a 2nd edition and 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.

The course workbook has been expanded by over 50% from the first edition. It includes a 171 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:

For more information, check out:

Preface and Table of Contents

Sample Chapter

Last bumped by TomDoan on Thu Sep 17, 2015 8:43 pm.
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