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Title:Essays on the dynamics of inflation expectations Author(s):RAST, Sebastian
Date:2022Citation:
- Florence : European University Institute, 2022
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates the dynamics of inflation expectations with a particular focus on survey data. It aims to further the understanding of what drives inflation expectations and what are the implications of changes ...

Title:Essays in macroeconomics Author(s):TERESIŃSKI, Jan Karol
Date:2021Citation:
- Florence : European University Institute, 2021
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:In the first two chapters of this thesis we analyze the impact of an increase in transfer payments - i.e., fiscal stimulus in a form of direct payments to individuals - on budget deficits. In the first chapter we study ...


Title:Essays in macroeconomics and macroeconometrics Author(s):LORIA, Francesca
Date:2018Citation:
- Florence : European University Institute, 2018
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates topics in macroeconomics and macroeconometrics. Chapter 1, joint with Knut Are Aastveit and Francesco Furlanetto, uses a structural VAR model with time-varying parameters and stochastic volatility ...

Title:Essays in macroeconomics : confidence, business cycles, and fertility Author(s):LAGERBORG, Andresa
Date:2018Citation:
- Florence : European University Institute, 2018
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis comprises essays in macroeconomics across two main themes. The first studies the role of confidence shocks as a source of business cycle fluctuations using an instrumental variable approach. Exogenous drops in ...

Title:Essays in international macroeconomics Author(s):VICONDOA, Alejandro
Date: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 ...

Title:Macro-financial linkages and the role of unconventional monetary and macroprudential policy Author(s):BLUWSTEIN, Kristina
Date: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 ...

Title:Sources of business cycle fluctuations and financial spillovers Author(s):ZIMIC, SreckoDate:2015Citation:
- Florence : European University Institute, 2015
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis studies the importance of non-fundamental factors in economic and financial fluctuations. In particular, it studies how the economy responds to changes in expectations about economic fundamentals, independently ...
Title:On using Markov switching time series models to verify structural identifying restrictions and to assess public debt sustainability Author(s):VELINOV, Anton StoyanovDate:2013Citation:
- Florence : European University Institute, 2013
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:The first paper in this thesis deals with the issue of whether there are bubble components in stock prices. This is joint research with Wenjuan Chen (Free Universtiy Berlin). We investigate existing bivariate structural ...
Title:Structural vector autoregressions with Markov switching : identification via heteroskedasticity Author(s):NETŠUNAJEV, AlekseiDate:2013Citation:
- Florence : European University Institute, 2013
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Structural vector autoregressions are of great importance in applied macroeconometric work. The main di culty associated with structural analysis is to identify unique shocks of interest. In a conventional approach this ...
Title:Three Essays in Macroeconomics Author(s):UUSKULA, LennoDate:2011Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Chapter 1: Traditional models of monetary transmission such as sticky price and limited partic- ipation abstract from firm creation and destruction. Only a few papers look at the empirical effects of the monetary shock on ...