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Title:Essays in applied macroeconomics Author(s):GAZZANI, Andrea Giovanni
Date:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis studies the interaction between the real economy and assets like housing and bonds, and provide a new methodology to assess more accurately the spillovers from financial markets to the real economy. The first ...
Date:2017Citation:
Title:Essays in international macroeconomics Author(s):VICONDOA, AlejandroDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis studies the effects of external shocks on emerging economies and proposes a novel methodology to assess the spillovers from financial markets to the real economy. The first chapter analyzes how anticipated and ...
Date:2017Citation:
Title:A survey of econometric methods for mixed-frequency data Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2013Type:Working PaperSeries/Number:EUI ECO; 2013/02Abstract:The development of models for variables sampled at different frequencies has attracted substantial interest in the recent econometric literature. In this paper we provide an overview of the most common techniques, including ...
Date:2013Type:Working PaperSeries/Number:EUI ECO; 2013/02Abstract:The development of models for variables sampled at different frequencies has attracted substantial interest in the recent econometric literature. In this paper we provide an overview of the most common techniques, including ...
Title:A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2012Type:Working PaperSeries/Number:EUI ECO; 2012/07Abstract:Forecast models that take into account unbalanced datasets have recently attracted substantial attention. In this paper, we focus on different methods pro- posed so far in the literature to deal with mixed-frequency and ...
Date:2012Type:Working PaperSeries/Number:EUI ECO; 2012/07Abstract:Forecast models that take into account unbalanced datasets have recently attracted substantial attention. In this paper, we focus on different methods pro- posed so far in the literature to deal with mixed-frequency and ...