Dear professors, colleagues and students,
We would like to invite you to participate in the 2018 STBI Brown Bag Series at the UEH School of Economics.
We welcome Mr. Nguyen Hoai Bao to present his ideas during the Brown Bag Series Session.
Topic: Linear and nonlinear VAR models in applied macroeconomics
Time: 11:30 – Friday, 7th December, 2018
Venue: Room H.001, Campus H, UEH School of Economics, 1A Hoang Dieu street, ward 10, Phu Nhuan district, HCMC
The language of presentation: Vietnamese
In this talk, Bao provides an overview about different classes of linear and nonlinear VAR models that have been recently employed in empirical macroeconomics. These models include a linear VAR, time varying parameter VAR, smooth transition VAR and Markov switching VAR. He also briefly introduces the Bayesian techniques that used to estimate these models. Different identification strategies are also discussed and demonstrated by Bao’s recent work.