A videolecture illustrating the empirical analysis of the small-scale VAR model used by Stock and Watson (2001) is now available in the "Recorded lecture" section. The EViews workfile with the Stock-Watson data is downloadable from the "Syllabus and references" section.
Monetary Economics 2 - Videolecture on Stock-Watson (2001) empirical analysis
von Fabio Cesare Bagliano -
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