Title:Convergence in Europe: An alternative methodology
Author(s):ALAVERAS, GeorgiosDate:2009Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:The prime objective of this thesis is to provide an innovative methodology on how to study convergence, in the context of the European Monetary Union (EMU). In particular two aspects are examined, convergence in incomes ...
Title:Coordination, Expectations and Crises
Author(s):ZWART, SanneDate:2007Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:no abstract available
Title:Credit card borrowing, illiquid assets and self-control problems
Author(s):MILDE, ChristopherDate:2008Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:The inclusion of findings from psychology into economics (see e.g. Rabin (1998)) and the increasingly available evidence of deviations from the standard model of behaviour in economics (e.g. DellaVigna (2007)) have given ...
Title:A Discrete-Choice Econometrician's Tale of Monetary Policy Identification and Predictability
Author(s):SIRCHENKO, AndreiDate:2012Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:This thesis studies the econometric identification and predictability of monetary policy. It addresses the discrete and collective nature of policy decisions, and the use of the real-time versus currently available revised ...
Title:Dynamic factor models in estimation and forecasting
Author(s):BYSTROV, VictorDate:2008Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:This thesis addresses the issue of the relative performance of dynamic factor models in finite samples in the presence of structural breaks. It extends an existing literature by considering new data sets and evaluating ...
Title:Dynamic Factor Models in Macro-finance
Author(s):SCHERRER, DavidDate:2011Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:Macroeconomic concepts such as inflation and real economic activity are not directly observed. Researchers often use factor models in order to measure these unobserved concepts. The underlying view is that a small number ...