التفاصيل البيبلوغرافية
العنوان:
Essays on applied econometrics of macro-financial panel data with cross-sectional dependence
المؤلفون:
Floro, Danvee
المساهمون:
Demetrescu, Matei, Wolters, Maik H., Prof. Dr. Matei Demetrescu, Prof. Dr. Maik H. Wolters
سنة النشر:
2019
مصطلحات موضوعية:
Abschlussarbeit , macro-financial linkages , macro-financial linkages, cross-sectional dependence, panel predictive regressions, dnymaic panel threshold regression, heterogeneous panels, p-value combinations, meta-analysis , Faculty of Business, Economics and Social Sciences , meta-analysis , doctoral thesis , panel predictive regressions , heterogeneous panels , ddc:330 , cross-sectional dependence , ddc:3XX , Wirtschafts- und Sozialwissenschaftliche Fakultät , p-value combinations , dnymaic panel threshold regression
الوصف:
This dissertation presents three essays on panel data econometrics focusing on macro-financial linkages. The three essays cover various topics on macroeconomic activity, monetary policy and financial stability using state-of the-art panel econometric methods which robustify inference against cross-sectional dependence and time-varying volatility.
وصف الملف:
application/pdf
اللغة:
English
URL الوصول:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4c444fb9a1bff4c7d3e6701ff10909e7 https://macau.uni-kiel.de/servlets/MCRFileNodeServlet/dissertation_derivate_00008301/Dissertation_floro2.pdf
Rights:
OPEN
رقم الانضمام:
edsair.dedup.wf.001..4c444fb9a1bff4c7d3e6701ff10909e7
قاعدة البيانات:
OpenAIRE