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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 ...
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Title:What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? Author(s):BEN ZEEV, NadavDate:2013Type:Working PaperSeries/Number:EUI MWP; 2013/25Abstract:The boom-bust period of 1997-2003 is commonly viewed as an expectations-driven episode in which overly optimistic expectations about information and communications technology (ICT) were followed by their downward revision. ...
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Title:Identification and estimation of sources of common fluctuations : new methodologies and applications Author(s):MACIEJOWSKA, KatarzynaDate:2010Citation: Florence : European University Institute, 2010 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis addresses the problem of how to identify and model sources of common fluctuations of economic variables. It is an interesting question not only for researchers but also for policy makers and other authorities. ...

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AuthorBEN ZEEV, Nadav (1)MACIEJOWSKA, Katarzyna (1)ZIMIC, Srecko (1)Subject
Business cycles (3)
E32 (1)Economics -- Statistical models (1)Financial crises (1)Instrumental variables (Statistics) (1)Investment-specific technology (1)News shocks (1)... View MoreTypeThesis (2)Working Paper (1)Date Issued2010 - 2019 (3)Series/NumberDepartment of Economics (2)EUI PhD theses (2)2013/25 (1)EUI MWP (1)
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