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This midterm assignment report presents an econometric analysis using VAR, VECM, ECM, and ARDL models, focusing on data from the International Financial Statistics database. The objective is to demonstrate data collection and the application of quantitative models in macroeconomic analysis, specifically using three selected variables related to the U.S. central bank and depository corporations. The report includes detailed methodologies for model estimation, testing, and results interpretation, highlighting

Author

Phương Anh Phùng

Language

EN