Three Essays on Applied Time Series Econometrics

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BALABANOVA, Zlatina, 2013. Three Essays on Applied Time Series Econometrics

@phdthesis{Balabanova2013Three-25300, title={Three Essays on Applied Time Series Econometrics}, year={2013}, author={Balabanova, Zlatina}, address={Konstanz}, school={Universität Konstanz} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/25300"> <dcterms:title>Three Essays on Applied Time Series Econometrics</dcterms:title> <dcterms:abstract xml:lang="eng">This dissertation is composed of three research papers that I have been working on during my doctoral studies in the "Doctoral Programme in Quantitative Economics and Finance" at the University of Konstanz. The three papers are empirical studies on time series analysis and empirical macroeconomics. The first article analyses the effects of fiscal policy shocks in the United States of America (U.S.). It uses additional data on the domestic economic activities that enter the usual vector autoregressive model (VAR) in the form of augmented factors. In the second paper a similar factor augmented vector autoregressive model (FAVAR) is used to assess the transmission mechanisms of monetary policy in four newly joined European Union (EU) member states. In the last article the Euro Area (EA) Gross Domestic Product (GDP) is "nowcasted" using a novel approach that combines wavelet analysis with the bridge equations model.</dcterms:abstract> <dcterms:issued>2013</dcterms:issued> <dc:rights>deposit-license</dc:rights> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2013-12-02T07:34:14Z</dcterms:available> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/25300"/> <dc:language>eng</dc:language> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103605204-4002607-1"/> <dc:creator>Balabanova, Zlatina</dc:creator> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2013-12-02T07:34:14Z</dc:date> <dc:contributor>Balabanova, Zlatina</dc:contributor> </rdf:Description> </rdf:RDF>

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