Vector Autoregressive Modelling: A brief introduction to 'vars' package

Some weeks ago there was a RUG-BCN meeting where I said some words about VAR modelling using R, by the way RUG-BCN stands for R User Group Barcelona, which is the R local user group founded in Barcelona, Spain.

The talk was about introducing vars package as well as what a VAR model is, all of this was from a very basic point of view.

In this post you can find some slides about VAR modelling using vars package.