Block5.md

Block 5 presentation and R scripts

• Download presentation slides for Block 5
• Download R scripts for Block 5 (zip)

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R scripts for seminars - outline of Block 5

1) VAR_Currency.R

• EViews Illustrated, follow Chapter 14 "VAR",
• Aim: VAR models - construction, testing, IRFs, forecasts

2) Phillips_AT.R

• Aim: VAR, IRFs

3) EUmacrodata.R

• Aim: cointegration, VEC models

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Seminar & self-study R scripts for Block 5

var1.R

• EViews User Guide, selected topics from Chapter 18, Vector Autoregression and Error Correction Models
• Aim: VARs & IRFs - using non-stationary vs. stationary data

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