Lutz Kilian and Helmut Lütkepohl (2017), Structural Vector Autoregressive Analysis, Cambridge University Press.
Helmut Lütkepohl (2005), New Introduction to Multiple Time Series Analysis, Springer-Verlag.
Time & venue:
09.10.-20.10.2023 (Monday-Friday), 9:00-12:00; DIW Berlin, Mohrenstr. 58, Ostrom Hall
The grade for the course will be based on a paper which is due shortly after the end of the course. Details will be announced in class.
Please register via email to email@example.com.
More information can be found in the course syllabus.