L’Essentiel des Modèles VAR sous EViews

The Essentials of VAR Modeling with EViews

Andrianady Josué and Randriamanantena Avo Liantsoa

MPRA Paper from University Library of Munich, Germany

Abstract: This manual provides a comprehensive overview of Vector Autoregression (VAR) models using EViews. It covers key concepts, practical applications, and step-by-step guidance on implementing VAR modeling. The aim is to equip researchers and practitioners with the tools necessary to analyze time series data effectively and understand the dynamic relationships among economic variables. By the end of this manual, readers will be able to confidently employ VAR models for their analytical needs.

Keywords: VAR; ECONOMETRIE; EVIEWS (search for similar items in EconPapers)
JEL-codes: A1 A10 C0 C5 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:122256

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