Скачать или смотреть QUANTITATIVE ECONOMETRIC MODELLING AND TIMESERIES ANALYSIS

00:01:00 introduction
00:05:00 stationarity modelling of timeseries
00:30:00 Multivariate OLS regression modelling and results
01:00:00 ARIMA model exmaples
01:20:00 VAR MODELS

Welcome to this comprehensive walkthrough of Quantitative Econometric Modelling and Time Series Analysis , focusing on real-world UK macroeconomic data . Whether you're a student, researcher, or professional in economics, finance, or policy-making, this video will guide you through the core concepts and practical applications of modern econometric techniques using UK economic indicators.

📊 In this video, we explore how to build, estimate, and interpret:

Vector Autoregression (VAR) models
ARIMA models for forecasting
Stationarity tests (ADF & KPSS)
OLS regression with multiple variables
Bayesian MCMC posterior estimation
Impulse Response Functions (IRFs)
Goodness-of-fit tests and distribution analysis
Kernel Density Estimation (KDE)
Multicollinearity diagnostics (VIF)
We dive into actual datasets including:

CPI Annual Rate
RPI All Items Index
Unemployment & Employment Rates
GDP Growth
Retail Sales
Balance of Payments (BoP) Indicators
Monetary Policy (BoE Bank Rate, M4 Growth)
Government Bond Yields
🛠️ You’ll learn how to:

Test for stationarity and determine appropriate differencing
Build multivariate models that capture complex interactions between economic variables
Forecast future trends using robust statistical methods
Interpret impulse responses and variance decompositions from VAR models
Evaluate model performance and avoid common pitfalls like multicollinearity
Understand the shape and behavior of economic data using KDE and goodness-of-fit tests
📘 This video is packed with real-world examples, visualizations, and code-ready insights — perfect for those interested in applied econometrics , forecasting , monetary policy , and economic research using UK data.

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#BalanceOfPayments #BoP #BoE #BankOfEngland #PolicyAnalysis #DataScience
#QuantitativeEconomics #EconomicModelling #UKMacro #ForecastingWithPython
#EconometricModelling #MultivariateTimeSeries #OLSRegression #PosteriorMean
#KernelDensityEstimation #DistributionFitting #EconomicIndicators #Differencing
#EconometricAnalysis #UKPublicSectorEconomics #FinancialEconometrics
#stockmarket #οικονομικά
https://capitalmarketjournal.com/