Скачать или смотреть 🌿Vector Autoregression (VAR) Explained | Intuition, Equations & Applications (PART 1)🌿

In this lecture, we study the Vector Autoregression (VAR) model, a powerful framework for analyzing multivariate time-series data where all variables are treated as endogenous.
We cover:
What a VAR model is and why it is used
Structure of a VAR(p) system
Interpretation of coefficients
Lag length selection
Stability and stationarity intuition
Applications in macroeconomics and finance
How VAR connects to Impulse Response Functions (IRFs) and Forecast Error Variance Decomposition (FEVD)
This video is ideal for students studying:
Econometrics
Time Series Analysis
Macroeconomic Modeling
EMFSS / LSE / University of London
MS Economics / PhD preparation
📌 No advanced mathematics required — focus is on intuition and structure.

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