We use one optional cookie to credit the student ambassador who referred you. Analytics are cookieless.
Multivariate Time Series and Volatility — Econometrics — Kynotic Academy
Ch 22
Multivariate Time Series and Volatility
16 min
Economic variables rarely move alone. A shock to interest rates affects output, employment, and inflation all at once. This chapter shows how to model these connected movements and how to measure the changing risk in financial markets.