Macroeconomic analysis with VAR
Stepanina, Hanna (A.A. 2020/2021) Macroeconomic analysis with VAR. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Review of var models and econometric specifications. Vector autoregressive model concept. Structural vector autoregressive model concept. Theoretical and empirical evidence on the Phillips curve. Theoretical foundations of the Phillips curve. Literature review. Russian case. Empirical estimation of the econometric model. Data preliminary analysis and illustrations. Empirical estimation of the econometric model and comments of the findings.
References
Bibliografia: pp. 53-56.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Proietti, Tommaso |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Mar 2022 16:12 |
| Last Modified: | 14 Mar 2022 16:12 |
| URI: | https://tesi.luiss.it/id/eprint/31704 |
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