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Thèses sur le sujet « Macroeconomics and finance »

Auteur : Grafiati

Publié le 10 mars 2023

Mis à jour le 31 juillet 2025

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1

Raciborski, Rafal. "Topics in macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209211.

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The thesis consists of four chapters. The introductory chapter clarifies different notions of rationality used by economists and gives a summary of the remainder of the thesis. Chapter 2 proposes an explanation for the common empirical observation of the coexistence of infrequently-changing regular price ceilings and promotion-like price patterns. The results derive from enriching an otherwise standard, albeit stylized, general equilibrium model with two elements. First, the consumer-producer interaction is modeled in the spirit of the price dispersion literature, by introducing oligopolistic

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Emiris, Marina. "Essays on macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210764.

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Mendel, Joshua Brock. "Essays on Macroeconomics and Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10767.

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The Local Multiplier: Theory and Evidence. I show that 1) the policy-relevant "global multiplier" can be written as the sum of a spending component and a taxation component, all scaled up by spillover effects, 2) the "local multiplier" is exactly the spending com- ponent, and 3) if trade is anonymous, the local effects of a shock to federal government purchases in a county will be identical to the effects of a shock to consumer demand for the exports of that locality. I estimate a bound for the local multiplier and consider spillover effects to contiguous counties. I find that a shock of $48,0

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Mohsenzadeh, Kermani Amir Reza. "Essays in macroeconomics and finance." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/81046.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2013.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 142-150).<br>The first chapter proposes a model of booms and busts in housing and non-housing consumption driven by the interplay between relatively low interest rates and an expansion of credit, triggered by further decline in interest rates and relaxing collateral requirements. When credit becomes available, households would like to borrow in order to frontload consumption, and this increases demand for housing and non-housing c

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Di, Tella Sebastian T. (Sebastian Tariacuri). "Essays on finance and macroeconomics." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/81043.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2013.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 91-94).<br>This thesis studies the role of the financial system in the amplification and propagation of business cycles. Chapter 1 studies the origin and propagation of balance sheet recessions. I first show that in standard models driven by TFP shocks, the balance sheet channel disappears when agents are allowed to write contracts on the aggregate state of the economy. In contrast, I show how uncertainty shocks can drive balance

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Macchiavelli, Marco. "Essays in Macroeconomics and Finance." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104232.

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Thesis advisor: Susanto Basu<br>The goal of this dissertation is to shed some light on three separate aspects of the financial system that can lead to greater instability in the banking sector and greater macroeconomic volatility. The starting point of the Great Recession was the collapse of the banking sector in late 2007; in the subsequent months, liquidity evaporated in many markets for short term funding. The process of creating liquidity carried out by the banking system involves the transformation of long term illiquid assets into short term liquid liabilities. This engine functions prop

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Pang, Wei. "Ambiguity in macroeconomics and finance." Thesis, University of Birmingham, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.668336.

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Hu, Yushan. "Essays in Macroeconomics and Finance:." Thesis, Boston College, 2020. http://hdl.handle.net/2345/bc-ir:108735.

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Thesis advisor: Fabio Schiantarelli<br>Thesis advisor: Zhijie Xiao<br>This dissertation consists of three essays in macroeconomics and finance. The first and second chapters analyze the impact of the financial shocks and anti-corruption campaign on Chinese firms through the bank lending channel. The third chapter provides a new method to predict the cash flow from operations (CFO) via semi-parametric estimation and machine learning. The first chapter explores the impact of the financial crisis and sovereign debt crisis on Chinese firms through the bank lending channel and firm borrowing channe

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Kanik, Zafer. "Networks in Macroeconomics and Finance." Thesis, Boston College, 2018. http://hdl.handle.net/2345/bc-ir:108184.

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Thesis advisor: Matthew O. Jackson<br>In this dissertation, I focus on networks in macroeconomics and finance. In Chapter 1, I develop a theoretical model of rescue of distressed financial institutions. I study rescues in a coalition formation framework, which provides new insights into the financial contagion and stability and rescue of systemically important financial institutions. The findings show that the levels of negative shock, bankruptcy costs, interbank obligations of each financial firm and the topology of the interbank network all together determine financial firms’ contributions i

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Clymo, Alex. "Essays in macroeconomics and finance." Thesis, London School of Economics and Political Science (University of London), 2015. http://etheses.lse.ac.uk/3280/.

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I present a thesis in three chapters on the topics of Macroeconomics and Finance. In the first chapter, I study the ex ante effects of the fear of future financial crises. Crises are modelled through multiple equilibria driven by a self-fulfilling fall in asset prices. I study the effects of allowing agents to anticipate such an event. In a financial crisis, capital is pushed away from experts and towards less productive households, worsening the allocation of capital. Anticipation of this lowers asset prices, investment, and growth today, even if experts are currently well enough capitalised

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GRASSO, ADRIANA. "Essays in macroeconomics and finance." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201130.

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In Chapter 1, which is joint with Filippo Natoli, we propose a consumption-based model that allows for an inverted term structure of real and nominal risk-free rates. In equilibrium, real interest rates depend not only on shocks to consumption growth but also on expectations about future consumption growth volatility. In bad states, a high uncertainty makes agents more willing to accumulate precautionary savings and to rebalance their bond portfolios towards longer maturities, pushing the equilibrium short-term yields above long-term ones. Pricing time-varying volatility risk is essentia

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Pitschner, Stefan. "Three essays in macroeconomics and finance." Doctoral thesis, Universitat Pompeu Fabra, 2016. http://hdl.handle.net/10803/396275.

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This thesis consists of three chapters on topics in macroeconomics and finance. In the first chapter, I use texts from corporate filings of US companies to investigate if liquidity shortages that occurred during the late-2000 financial crisis were different from cases that occur during more normal times. In the second chapter, I quantify narrative evidence from corporate filings to construct a novel dataset on the price-setting behavior of companies. I then use this dataset to investigate what factors cause firms to change the prices of their products or prevent them from doing so. In the thir

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Holmberg, Karolina. "Empirical Essays in Macroeconomics and Finance." Doctoral thesis, Stockholms universitet, Nationalekonomiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-72259.

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Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy This paper explores how well Swedish inflation is explained by a New Keynesian Phillips Curve. As the real driving variable in the Phillips Curve, a measure of firms' real marginal cost is compared to the traditional output gap. The results show that, with real marginal cost in the Phillips Curve equation, the point estimates generally have the expected positive sign, which is less frequently the case with the output gap. However, with both real marginal cost and the output gap, it is difficult to pin down a st

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Modena, Matteo. "Empirical essays in macroeconomics and finance." Thesis, University of Glasgow, 2010. http://theses.gla.ac.uk/1689/.

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This work provides an empirical examination of the relationship between macroeconomics and finance. In particular, we exploit non linear econometric methods to analyse the information content of the term structure of interest rates. We find that both monetary and financial variables are useful to predict the future evolution of economic activity.

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Bellofatto, Antonio Andrés. "Essays on Macroeconomics and Public Finance." Research Showcase @ CMU, 2015. http://repository.cmu.edu/dissertations/517.

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This dissertation contains three chapters and focuses on the optimal design of fiscal policy, both from a theoretical and from a quantitative perspective. In the first chapter, “Wealth Taxation and Life Expectancy,” I address the optimal taxation of wealth in a class of dynastic overlapping-generations economies with heterogeneous mortality risk. Working individuals are indexed by skills which are private information. Skills not only determine earning abilities but also correlate with survival probability, so that more productive agents on average live longer. The analysis distinguishes betwee

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Sarno, Lucio. "Essays in macroeconomics and international finance." Thesis, University of Liverpool, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364179.

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LOWENKRON, ALEXANDRE. "FINANCE APPLIED TO MACROECONOMICS: THREE ESSAYS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10535@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>Nesta tese são desenvolvidos três ensaios nos quais foram utilizados arcabouços de finanças com o objetivo de estudar três questões de macroeconomia aplicada. No primeiro ensaio mostramos que, no Brasil, surpresas inflacionárias de curto prazo têm causado desvios nas expectativas inflacionárias de médio prazo. Tal fato obstrui parcialmente um importante canal de transmissão da política monetária, o canal das expectativas. A indexação da economia não parece ser a única responsável pelo fenômeno já que há também efeito signif

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Panageas, Stavros. "Three essays in finance and macroeconomics." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/30211.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005.<br>"February 2005."<br>Includes bibliographical references (p. 246-256).<br>In the first chapter I investigate whether firms' physical investments react to the speculative over-pricing of their securities. I introduce investment considerations in an infinite horizon continuous time model with short sale constraints and heterogeneous beliefs along the lines of Scheinkman and Xiong (2003) and obtain closed form solutions for all quantities involved. I show that market based q and investment are increased, even thou

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Goldberg, Jonathan E. (Jonathan Elliot). "Essays in macroeconomics and corporate finance." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/65487.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references.<br>This thesis examines questions at the intersection of macroeconomics and finance. Chapter 1 studies the persistent effects of a decrease in firms' ability to borrow. I develop a tractable model of deleveraging that emphasizes (i) firms as suppliers of financial assets to consumers and (ii) the ability of firms and consumers to alleviate financial frictions by accumulating wealth. In the model, a permanent decrease in the ability o

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Doyle, Joseph Buchman Jr. "Essays on finance, learning, and macroeconomics." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/77791.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2012.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 189-198).<br>This thesis consists of four essays on finance, learning, and macroeconomics. The first essay studies whether learning can explain why the standard consumption-based asset pricing model produces large pricing errors for U.S. equity returns. I prove that under learning standard moment conditions need not hold in finite samples, leading to pricing errors. Simulations show that learning can generate quantitatively realis

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Krishnamurthy, Arvind. "Essays in corporate finance and macroeconomics." Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/9898.

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Hull, Isaiah. "Essays in Computational Macroeconomics and Finance." Thesis, Boston College, 2013. http://hdl.handle.net/2345/bc-ir:104376.

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Thesis advisor: Peter N. Ireland<br>This dissertation examines three topics in computational macroeconomics and finance. The first two chapters are closely linked; and the third chapter covers a separate topic in finance. Throughout the dissertation, I place a strong emphasis on constructing computational tools and modeling devices; and using them in appropriate applications. The first chapter examines how a central banks choice of interest rate rule impacts the rate of mortgage default and welfare. In this chapter, a quantitative equilibrium (QE) model is constructed that incorporates incompl

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23

Fissel, Gary S. "Essays in international finance and macroeconomics." Thesis, Boston College, 1988. http://hdl.handle.net/2345/1806.

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Thesis advisor: Robert Murphy<br>The following three essays address two issues that have gained much recent attention among macroeconomists. The first essay - "International Policy Coordination: Policy Analysis in a Staggered Wage-setting Model" - deals with the incentives for countries to coordinate monetary and fiscal policies in an environment where the countries differ only in the length of the labor contracts which typify their respective economies. The second essay - "Tests for Liquidity Constraints: A Critique" and the third essay - "Liquidity Constraint Volatility: Evidence from Post-w

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Hoddenbagh, Jonathan. "Essays in International Macroeconomics and Finance." Thesis, Boston College, 2014. http://hdl.handle.net/2345/bc-ir:103620.

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Thesis advisor: Fabio Ghironi<br>My dissertation develops a set of tools for introducing heterogeneity into economic models in an analytically tractable way. Many models use the representative agent framework, which greatly simplifies macroeconomic aggregation but abstracts from the heterogeneity we see in the real world. In my research, I move away from the representative agent framework in two key ways. First, my work in international macroeconomics incorporates heterogeneity via idiosyncratic shocks across countries. Second, my work on financial frictions employs asymmetric information betw

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Perez, Ander. "Essays in macroeconomics and corporate finance." Thesis, London School of Economics and Political Science (University of London), 2008. http://etheses.lse.ac.uk/2331/.

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This thesis consists of three essays at the intersection of macroeconomics and corporate finance. The broad theme that links the three chapters is the study of how endogenous borrowing constraints that affect firms and financial intermediaries influence aggregate investment. In Chapter I, the existing theoretical framework studying how financial constraints in firms may make economies more sensitive to shocks (the 'financial accelerator') is extended to take account of firms' precautionary investment behaviour when they anticipate future liquidity constraints. This behaviour is at the source o

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Mann, Samuel. "Essays in international macroeconomics and finance." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/279973.

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This collection of essays examines the topic of macroeconomic stabilisation in an international context, focusing on monetary policy, capital controls and exchange rates. Chapter 1, written in collaboration with Giancarlo Corsetti and Joao Duarte, reconsiders the effects of common monetary policy shocks across countries in the euro area, using a data-rich factor model and identifying shocks with high-frequency surprises around policy announcements. We show that the degree of heterogeneity in the response to shocks, while being low in financial variables and output, is significant in consumptio

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Zhao, Yue. "Essays on International Finance and Macroeconomics." Kyoto University, 2014. http://hdl.handle.net/2433/188443.

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Hong, Liyang. "Essays in Macroeconomics and Public Finance:." Thesis, Boston College, 2021. http://hdl.handle.net/2345/bc-ir:109198.

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Thesis advisor: Pablo Guerron<br>The dissertation examines how fiscal policies adjust to economic states in a growth model where productions are mobile across jurisdictions and the corresponding consequences. In my work, I study the properties of optimal state-level corporate and labor income tax rates and how shocks in the federal tax rates affect the economy; and I endogenize the federal-level fiscal policies in a Stackelberg game setting where the federal government is the leader and the states are the followers. In “Fiscal Competition and Federal Shocks”, I answer such the question of “how

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Schreger, Jesse. "Essays in International Finance and Macroeconomics." Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:17463984.

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The way in which governments borrow has changed dramatically over the last decade. The first two chapters of this dissertation study the implications of the rise of local currency sovereign borrowing in emerging markets. Chapter 1 presents a method to measure the credit risk on local currency sovereign debt. Chapter 2 argues that private sector balance sheet mismatch explains why nominal sovereign debt risk is not free from default risk. Chapter 3 studies the costs of sovereign default by exploiting the timing of legal rulings in the case of Republic of Argentina v. NML Capital to identify the

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Sakoulis, Georgios. "Essays in international macroeconomics and finance /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/7450.

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Bae, Jinho. "Essays in empirical finance and macroeconomics /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/7397.

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Mengus, Eric. "Essays in international finance and macroeconomics." Thesis, Toulouse 1, 2014. http://www.theses.fr/2014TOU10006/document.

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Cette dissertation se compose de quatre chapitres. Le premier chapitre analyse la soutenabilité de la dette souveraine lorsque le souverain peut compenser ses résidents afin de réduire les possibles effets collatéraux d’un défaut. Il y est montré qu’en l’absence de coûts de réputation, la dette souveraine est soutenable sous la condition que les expositions domestiques ne soient pas observables par le souverain. Le deuxième chapitre étend cette analyse au cas de deux pays où le secteur privé de l’un peut être exposé à la dette souveraine de l’autre. Je montre alors qu’en case de défaut souvera

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Pereira, Thiago Neves. "Essays in macroeconomics and public finance." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/8819.

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Submitted by Thiago Pereira (tpereira@fgvmail.br) on 2011-11-15T22:29:07Z No. of bitstreams: 1 Thesis_Final.pdf: 1369841 bytes, checksum: fd36f0ac693d22db03a6309d1b005d09 (MD5)<br>Approved for entry into archive by Andrea Virginio Machado (andrea.machado@fgv.br) on 2011-11-17T13:05:32Z (GMT) No. of bitstreams: 1 Thesis_Final.pdf: 1369841 bytes, checksum: fd36f0ac693d22db03a6309d1b005d09 (MD5)<br>Made available in DSpace on 2011-12-06T10:07:51Z (GMT). No. of bitstreams: 1 Thesis_Final.pdf: 1369841 bytes, checksum: fd36f0ac693d22db03a6309d1b005d09 (MD5) Previous issue date: 2011-03-25<br>

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Connolly, Michael Fethes. "Essays in Empirical Finance and Macroeconomics:." Thesis, Boston College, 2019. http://hdl.handle.net/2345/bc-ir:108476.

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Thesis advisor: Fabio Schiantarelli<br>In the wake of the financial crisis of 2007-2009, academics and policymakers have worked to empirically quantify macro-financial linkages. This dissertation contributes to this debate by covering two broad themes. First, substantial changes in bank regulation and supervision typically follow financial crises. Quantifying the impact of these new policies is of paramount importance to academics and policymakers. To this end, my research in this area sheds light on the ways in which changes in financial stability policy ultimately affect the economy. Bank st

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Yankov, Vladimir Lyudmilov. "Essays on banking, finance, and macroeconomics." Thesis, Boston University, 2013. https://hdl.handle.net/2144/12895.

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Thesis (Ph.D.)--Boston University<br>This dissertation consists of three essays that examine the information contained in the pricing of a set of financial contracts for identifying mechanisms important for shaping aggregate outcomes. The first chapter documents a large time-varying dispersion in the yields posted on insured time deposits over 1997-2011. The yield dispersion uncovers the presence of monopoly power over a homogeneous financial product that commercial banks have managed to consistently exploit throughout this period. I build and estimate a structural asset pricing model with het

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Ito, Hiroyuki. "Three essays on international finance and macroeconomics /." Diss., Digital Dissertations Database. Restricted to UC campuses, 2004. http://uclibs.org/PID/11984.

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Stavrakeva, Vania Atanassova. "Three Essays in Macroeconomics and International Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10881.

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This dissertation includes three chapters. The first chapter studies the question of whether countries with different fiscal capacity should optimally have different ex-ante minimum bank capital requirements. In an environment with endogenously incomplete markets and overinvestment because of moral hazard and pecuniary externalities, I show that countries with larger fiscal capacity should have lower minimum ex-ante bank capital requirements. I also show that, in addition to the minimum capital requirement, regulators in countries with a concentrated financial sector and large fiscal capacity

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Struby, Ethan. "Essays on Information in Macroeconomics and Finance:." Thesis, Boston College, 2017. http://hdl.handle.net/2345/bc-ir:107371.

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Thesis advisor: Ryan Chahrour<br>Expectations formation is central to macroeconomics. Households, firms, and policymakers must form expectations not only about fundamentals, but about what other agents’ beliefs are, because others’ beliefs will determine their actions. The three essays in this dissertation examine empirically and theoretically how agents use both public and private information to form expectations. The first two essays combine a models of optimizing behavior and forecasting with data on the macroeconomy, financial prices, and macroeconomic forecasts to examine the extent to wh

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Nono, Simplice Aimé, and Simplice Aimé Nono. "Three essays in international finance and macroeconomics." Doctoral thesis, Université Laval, 2017. http://hdl.handle.net/20.500.11794/28284.

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Cette thèse examine l’effet de l’information sur la prévision macroéconomique. De façon spécifique, l’emphase est d’abord mise sur l’impact des frictions d’information en économie ouverte sur la prévision du taux de change bilatéral et ensuite sur le rôle de l’information issue des données d’enquêtes de conjoncture dans la prévision de l’activité économique réelle. Issu du paradigme de la nouvelle macroéconomie ouverte (NOEM), le premier essai intègre des frictions d’informations et des rigidités nominales dans un modèle d’équilibre général dynamique stochastique (DSGE) en économie ouverte. Il

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Olivi, Alan(Alan Kevin). "Consumption heterogeneity in macroeconomics and public finance." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/122112.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Economics, 2019<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references.<br>This thesis consists of three chapters on households' consumption. In the first chapter we study the canonical consumption-savings income-fluctuations problem with incomplete markets and show theoretically how to recover households' preferences and beliefs from their consumption and savings decisions. The main innovation is to show how to use the transitory component of income as an instrument that shifts current consumption wi

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Pinter, Gabor. "Macroeconomics and financial frictions." Thesis, University of Cambridge, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.648102.

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De, Leo Pierre. "Essays in Macroeconomics:." Thesis, Boston College, 2019. http://hdl.handle.net/2345/bc-ir:108480.

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Thesis advisor: Susanto Basu<br>Thesis advisor: Ryan Chahrour<br>This dissertation consists of three independent chapters analyzing the sources of business cycles and the role of monetary policy. Taking both closed- and open-economy perspectives, I study the importance of expectations for the empirical identification of economic and policy shocks, the nature of business cycle fluctuations, and the optimal conduct of monetary policy. The first chapter is titled ``International Spillovers and the Exchange Rate Channel of Monetary Policy,'' and is joint work with Vito Cormun. Motivated by the obs

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La'O, Jennifer. "Essays on informational frictions in macroeconomics and finance." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/58090.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2010.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 209-220).<br>This dissertation consists of four chapters analyzing the effects of heterogeneous and asymmetric information in macroeconomic and financial settings, with an emphasis on short-run fluctuations. Within these chapters, I study the implications these informational frictions may have for the behavior of firms and financial institutions over the business cycle and during crises episodes. The first chapter examines how col

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Hertzberg, Andrew C. P. 1974. "Essays in macroeconomics, corporate finance, and social learning." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28817.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2004.<br>Includes bibliographical references.<br>(cont.) the release of information until the long-term results of the firm are realized. In equilibrium, when the belief about the aggregate state is high, managers will be given short-term incentives, delaying the release of information. When the belief about the aggregate state is low, long-term incentives will be prevalent and information will be released without delay. This produces asymmetric learning dynamics for the economy, with gradual booms and rapid recessions

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Liu, Peng [Verfasser]. "Three Essays in Empirical Macroeconomics and Finance / Peng Liu." Bonn : Universitäts- und Landesbibliothek Bonn, 2019. http://d-nb.info/1194464718/34.

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ROTTNER, Matthias Christian. "Essays in macroeconomics and nonlinear dynamics." Doctoral thesis, European University Institute, 2021. https://hdl.handle.net/1814/71501.

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Defence date: 21 May 2021<br>Examining Board: Professor Evi Pappa (Universidad Carlos III Madrid); Professor Leonardo Melosi (European University Institute and Federal Reserve Bank of Chicago); Professor Galo Nuño (Bank of Spain); Professor Andrea Prestipino (Federal Reserve Board)<br>This thesis investigates topics in macroeconomics with nonlinear dynamics as their inherent feature. It aims to further the understanding of the connection between the financial sector and economic fluctuations, challenges of monetary policy in a low interest rate environment and how to mitigate the macroeconomic

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Jiang, Shifu. "Four essays in international macroeconomics." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/30605/.

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Chapter 1: We propose an integral correction mechanism to model real exchange rate dynamics. In estimation, we also allow a Harrod-Balassa-Samuelson effect on real exchange rate long-run equilibrium. Using data from 19 OECD countries, we find the integral correction mechanism fitting in-sample data significantly better than the popular smooth transition autoregression model. The special dynamics of the integral correction mechanism help explain the PPP puzzle by distinguishing mean-reversion speeds in the long- and short- run. However, the integral correction mechanism shows a significant out-

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Ma, Jun. "Essays on inference in weakly identified models in macroeconomics and finance /." Thesis, Connect to this title online; UW restricted, 2007. http://hdl.handle.net/1773/7502.

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Kitsios, Emmanouil. "Essays in banking, finance and the macroeconomy." Thesis, University of Cambridge, 2016. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.709542.

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Ambrocio, Gene. "Essays on learning, information, and expectations in macroeconomics and finance." Doctoral thesis, Universitat Pompeu Fabra, 2015. http://hdl.handle.net/10803/314576.

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This dissertation focuses on learning and expectations formation in Macroeconomics and Finance and the role of information production in shaping macroeconomic fluctuations. The first chapter provides a theory of information production to explain two features of modern business cycles. In my theory information is produced along two dimensions, a pro-cyclical quantitative margin and a counter-cyclical qualitative margin, that generates both slow recoveries and episodes of ”rational exuberance” where optimistic booms tend to end in crises. The second chapter provides supporting evidence fo

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