The impact of oil and gas price shocks on Italian GDP and IPI: an SVAR and SVEC approach
Ciotti, Leonardo (A.A. 2021/2022) The impact of oil and gas price shocks on Italian GDP and IPI: an SVAR and SVEC approach. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 71. [Master's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Literatu rereview. VAR and VEC models. Introduction to VAR models. Properties of VAR processes. Structural VAR analysis. INtegrated and cointegrated processes. Introduction to VEC models. Data. Energy commodities price. Output variables. Control variables. Variables stationarity and unit root tests. Empirical analysis and results. Empirical methodology. Empirical results. Robustness checks.
References
Bibliografia: pp. 53-55.
| 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: | Morelli, Giacomo |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 09:42 |
| Last Modified: | 26 Jan 2023 09:42 |
| URI: | https://tesi.luiss.it/id/eprint/34746 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
