- Docente: Giuseppe Cavaliere
- Credits: 10
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in STATISTICS, ECONOMICS AND BUSINESS (cod. 8056)
Learning outcomes
The course provides advanced econometric tools for the dynamic analysis of economic data
Course contents
Multivariate time series
Stationary VAR models
Structural VARs
Non-stationary time series
Cointegration in VAR models
Applications to economic, financial and business data.
Readings/Bibliography
Juselius K. (2008) The Cointegrated VAR model. Oxford University
Press
Assessment methods
written exam and oral exam
Teaching tools
computer lab
Links to further information
http://www2.stat.unibo.it/cavaliere/
Office hours
See the website of Giuseppe Cavaliere