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Chapter 5 thoroughly examines the cointegrated VAR model, a crucial framework for analyzing multivariate time series data with long-run relationships. This section provides a comprehensive guide to understanding and applying Vector Autoregression models when variables are cointegrated, offering essential insights into their dynamic interactions and equilibrium properties within an econometric context.

Structural Vector Autoregressive (SVAR) analysis is a cornerstone of modern econometrics, offering powerful tools to dissect and understand complex economic relationships. This methodology is crucial for uncovering the dynamic interactions between economic variables, enabling more accurate forecasting and informed policy analysis within time series data frameworks.