Instructor: Prof. Christophe Hurlin
The objective of the course is to learn how to model an ARDL and to understand the advantages of this model for the implementation of forecasting models..
At the end of the course, participants will be able to implement cointegration tests in the framework of ARDL models by respecting a rigorous specification approach, to derive an ECM representation of an ARDL, to interpret it economically, and to build forecasts using an ARDL model.