Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Macroeconomic Forecasting"”.
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Macroeconomic Forecasting: Statistically Adequate, Temporal Principal Components
… the use of Principal Component Analysis (PCA) in macroeconomic forecasting, particularly in cases where traditional principal components fail to account for all of the systematic information making up common macroeconomic and financial indicators. At the outset, PCA is viewed as a statistical …
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Macroeconomic Forecasting and Market Analysis with Newspaper Articles
… namely text data, can improve forecasts of key macroeconomic aggregates or help explain the financial market dynamics. Large-scale text data have become available only relatively recently and have attracted substantial attention in the empirical macroeconomic and financial literature. My central …
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Three essays in macroeconomic forecasting using Bayesian model selection
… of Bayesian model selection in time series forecasting of macroeconomic variables. The contribution is provided in three essays. In the first essay (Chapter 2) I forecast quarterly US inflation based on the generalized Phillips curve using econometric methods which incorporate dynamic model …
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Quantifying the Effects of Sentiment and Expectations on the United States Credit Growth
… upon insights from behavioral finance and macroeconomic forecasting. While traditional economic theories emphasize fundamental determinants of credit expansion, growing evidence suggests that psychological biases, investor sentiment, and extrapolative expectations contribute significantly …
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Essays on the Quantification of Newspaper Articles
This dissertation examines how large-scale newspaper and institutional text can be transformed into quantitative indicators for economic and policy analysis. It develops supervised text-classification approaches tailored to three empirical applications. Chapter 1 studies whether newspaper text …