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Title:Essays in applied microeconomics Author(s):CAPRINI, Giulia
Date:2022Citation:
- Florence : European University Institute, 2022
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis consists of three essays in political economy studying the influence of Media on political attitudes. Chapter 1 introduces a method to measure the news’ “visual partisanship”, namely the distinctiveness of the ...
Date:2022Citation:
Title:Essays in applied macroeconomics Author(s):GAZZANI, Andrea GiovanniDate: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:Macro-financial linkages and the role of unconventional monetary and macroprudential policy Author(s):BLUWSTEIN, KristinaDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates the relationship between the macroeconomy and the financial sector. As shown by the Financial Crisis, large shocks in the financial system can have a significant impact on the real economy. In ...
Date:2017Citation:
Title:Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs Author(s):MARCELLINO, Massimiliano; SIVEC, VasjaDate:2016Type:ArticleAbstract:Large scale factor models have been often adopted both for forecasting and to identify structural shocks and their transmission mechanism. Mixed frequency factor models have been also used in a reduced form context, but ...
; SIVEC, VasjaDate:2016Type:ArticleAbstract:Large scale factor models have been often adopted both for forecasting and to identify structural shocks and their transmission mechanism. Mixed frequency factor models have been also used in a reduced form context, but ...
Title:Mixed frequency structural VARs Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2014Type:Working PaperSeries/Number:Norges Bank Working Paper; 2014/01Abstract:, the use of mixed frequency data, combined with a proper estimation approach, can alleviate the temporal aggregation bias, mitigate the identification issues, and yield more reliable responses to shocks. The problems and ...
Date:2014Type:Working PaperSeries/Number:Norges Bank Working Paper; 2014/01Abstract:, the use of mixed frequency data, combined with a proper estimation approach, can alleviate the temporal aggregation bias, mitigate the identification issues, and yield more reliable responses to shocks. The problems and ...
Title:A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2014Citation:
- International journal of forecasting, 2014, Vol. 30, No. 3, pp. 554-568
Type:ArticleAbstract:In this paper, we focus on the different methods which have been proposed in the literature to date for dealing with mixed-frequency and ragged-edge datasets: bridge equations, mixed-data sampling (MIDAS), and mixed-frequency ...
Date:2014Citation:
Title:Mixed‐frequency structural models : identification, estimation, and policy analysis Author(s):FORONI, Claudia; MARCELLINO, MassimilianoDate:2014Citation:
- Journal of applied econometrics, 2014, Vol. 29, No. 7, pp. 1118-1144
Type:ArticleAbstract: strategy based on mixed-frequency data to alleviate these shortcomings. The virtues of our approach are explored for two monetary policy models.
Date:2014Citation:
Title:Markov-switching MIDAS models Author(s):GUERIN, Pierre; MARCELLINO, MassimilianoDate:2013Citation:
- Journal of business & economic statistics, 2013, Vol. 31, No. 1, pp. 45-56
Type:ArticleAbstract:This article introduces a new regression model Markov-switching mixed data sampling (MS-MIDAS)-that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of ...
Date:2013Citation: