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.


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.


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


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