This paper was written as part of the course Multivariate Time Series presented by Zakaria Moussa. The aim of the course was to identify an economic problem and answer it using multivariate time series analysis methods, in particular the VAR method.
Gabriel Ammour & Noa Le Roux
February 6, 2025
This paper was written as part of the course Multivariate Time Series presented by Zakaria Moussa. The aim of the course was to identify an economic problem and answer it using multivariate time series analysis methods, in particular the VAR method.