The objective of the course is to introduce the necessary tools and econometric techniques used in the development of GVAR (Global Vector AutoRegressive) models, compact representations of the world economy designed to explicitly take into account the economic and financial interdependencies at national and international levels. The course includes a theoretical and a practical session. The theoretical session covers the foundations underlying the GVAR modeling approach, and presents some examples of GVAR applications. This knowledge provides useful background for the practical session, which consists of an introduction to the use of the GVAR Toolbox 2.0, an easy-to-use platform for setting up and estimating GVAR models.
Tendrán prioridad el alumnado del Máster en Economía Internacional. Abierto a profesores/as y alumnado de doctorado. Obligatoria inscripción y llevar ordenador portátil
Incribirse aqui, antes del 8 de junio
Facultad de Ciencias Económicas y Empresariales · C/ Francisco Tomás y Valiente, 5 · Universidad Autónoma de Madrid · 28049 Madrid · España