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Title:Three essays in monetary and macroprudential policies Author(s):KOLB, Benedikt Mario EUI affiliated

Date:2017Citation: Florence : European University Institute, 2017 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis focuses on recent monetary and macroprudential policies addressing the Financial Crisis. Chapter 1 stresses the role of central-bank communication. In particular, shocks derived from movements in federal funds ...

Title:Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis Author(s):DROUMAGUET, MatthieuDate:2012Citation: Florence : European University Institute, 2012 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This dissertation has for prime theme the exploration of nonlinear econometric models featuring a hidden Markov chain. Occasional and discrete shifts in regimes generate convenient nonlinear dynamics to econometric models, ...

Title:Granger-Causal Analysis of Conditional Mean and Volatility Models Author(s):WOŹNIAK, TomaszDate:2012Citation: Florence : European University Institute, 2012 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Recent economic developments have shown the importance of spillover and contagion effects in financial markets as well as in macroeconomic reality. Such effects are not limited to relations between the levels of variables ...

Title:On the Dynamic Effects of Government Stimulus Measures in a Changing Economy Author(s):HAUZENBERGER, KlemensDate:2011Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:No abstract available

Title:Dynamic factor models in macro-finance Author(s):SCHERRER, DavidDate:2011Citation: Florence : European University Institute, 2011 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Macroeconomic concepts such as inflation and real economic activity are not directly observed. Researchers often use factor models in order to measure these unobserved concepts. The underlying view is that a small number ...

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:Essays on Cointegration Analysis Author(s):OMTZIGT, PieterDate:2003Citation: Florence, European University Institute, 2003 Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Essays in cointegration analysis never was the working title of the work in progress for the last seven years. I started this project with the aim of doing applied research in economics and econometrics. Hence the last ...

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