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What is VAR SVAR Vietnam Macro Homework about?

The homework assignment focuses on implementing VAR and SVAR models using macroeconomic data from the Vietnam stock market. Students are required to analyze relationships between variables such as the VN-Index, interest rates, inflation, and exchange rates using R. The assignment includes tasks like data cleaning, model estimation, Granger causality tests, and generating various plots, culminating in a report discussing findings and policy implications.

Author

Tiến Phát Trần

Language

EN