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Title:Dynamic factor models in estimation and forecasting Author(s):BYSTROV, VictorDate:2008Citation:
- Florence : European University Institute, 2008
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract: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:Three Essays in Time Series Econometrics Author(s):KASCHA, ChristianDate:2007Citation:
- Florence, European University Institute, 2007
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis deals with different topics in time series econometrics that belong, broadly speaking, to the area of macroeconometrics. That is, topics and methods are investigated which are of interest to applied researchers ...
Title:Three essays on EMU, exchange rates and time series econometrics Author(s):BOREIKO, DmitriDate:2006Citation:
- Florence : European University Institute, 2006
Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
Title:Essays on applications of I(1) and I(2) cointegrated VAR models on issues in international price parties Author(s):PEDERSEN, MichaelDate:2003Citation:
- Florence : European University Institute, 2003
Type:ThesisSeries/Number:EUI PhD theses; Department of Economics