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YouTubeJustin Eloriaga
Building a Vector Error Correction Model in R
This video goes through building a VECM model in R together with diagnostics, IRFs, and FEVD post estimation. Created by Justin S. Eloriaga Code and Dataset here: https://drive.google.com/drive/folders/1U63OgZzcHBpCDaSEbwhf0OCTU4SmAvCW?usp=sharing Video on Johansen Cointegration: https://www.youtube.com/watch?v=VjMLj7crVkw
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