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 “"News shocks"”.
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Essays in Macroeconomics of Emerging Markets
… of law enforcement.</p> <p>Chapter 2. New shocks across countries: An empirical investigation.</p> <p>We estimate the role of news shocks to total factor productivity, foreign interest rates and commodity terms of trade in explaining the variance of output and other macro aggregates in a …
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A small open economy modelling: A Bayesian DSGE approach
… modelling implications (i.e., frictions and shocks) in developing empirically viable small open economy dynamic stochastic general equilibrium (DSGE) models. The thesis comprises three self-contained chapters on formulating, estimating and evaluating the DSGE models using Bayesian methods and …
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A small open economy modelling: A Bayesian DSGE approach
… modelling implications (i.e., frictions and shocks) in developing empirically viable small open economy dynamic stochastic general equilibrium (DSGE) models. The thesis comprises three self-contained chapters on formulating, estimating and evaluating the DSGE models using Bayesian methods and …
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Public News in The Exchange Rate Market
… The existing literature uses a standardized news transformation on macroeconomic data before using it in time-series models, due to a link between the transformation and the rational expectations hypothesis. Our results challenge a de facto approach by highlighting that the choice of the news …
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Essays in Monetary and Macroprudential Policies
… cycle model with macroprudential policy and news shocks I study the effectiveness of various combinations of the monetary and macroprudential policies. I incorporate defaults both in the banking sector and households. The results show that out of the policy strategies considered the standard …