Impulse response function and Variance decomposition - VAR model in Eviews

Impulse response function and Variance decomposition analysis - VAR model in Eviews. Learn what is meant by impulse response function.

var model time series : In this video you will learn how to display impulse response function and variance decomposition for VAR model in Eviews. I will teach you step by step in an easy way how to understand and read an impulse response functions, and also how to interpret and analyze a variance decomposition.

I hope you enjoy this time series analysis var model!

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⚠ What is the var model time series? To better understand: "Impulse response function and Variance decomposition - VAR model in Eviews ".

✅Please Watch how to estimate Var models in Eviews PART 1:
🎬 How to estimate VAR models in EViews - PART 1:    • How to estimate and interpret VAR mod...  

✅ As in Part 1, we will continue replicating Stock and Watson (2001): Vector Autoregressions - Monetary policy VAR in Eviews. Monetary policy Shock in EViews. Link to download the paper in the description below.
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🕘 Timestamps:
🎬 In this video the following analysis is performed:
👋 Introduction 0:00
📊 Impulse response function Overview: 0:48
📊 Cholesky Decomposition: 1:40
📊 Impulse response function in EViews: 3:30
📊 IRF interpretation in Eviews: 7:30
📊 IRF results comparison: 9:07
📊 IRF Puzzling Results explanation: 10:09
📊 Variance Decomposition Overview: 11:52
📊 Variance Decomposition in EViews: 12:30
📊 Structural VARs: 16:58
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🗂Video Material "Impulse response function and Variance decomposition - VAR model in Eviews "

📚Stock and Watson (2001) Paper: "Vector Autoregressions".
🌐 https://scholar.harvard.edu/stock/pub...

⚠ Disclaimer: the data was gathered from different data sources (i.e., Fred , World Data Bank, etc.). The data set is not the original used by the authors, reason why some estimates may differ in a minimal way.
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✅ Other Useful Links:

🎬 How to estimate VAR models in EViews - PART 1:    • How to estimate and interpret VAR mod...  

🎬 Unit Root Test Tutorial (Stationarity):
   • Unit root tests in Eviews - Stationarity  

🎬 How to read Eviews Regression output:
   • Linear Regression: Time Series Analysis  

Interested in learning more?

🎬 Learn how to write your research paper in a fancy way in Latex with Overleaf:    • Latex with Overleaf Tutorial/Course  

🎬 More EViews related videos:
   • Applied Time Series Analysis: Free Ev...  
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❗️ Also: I will be teaching how to do this Step by Step in Python. I will also provide a PDF with all the codes, and teach you how to download Python to start getting familiar with the programming language. Interested in it? Subscribe and stay tuned.
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