Three Essays on Applied Time Series Econometrics

Zitieren

Dateien zu dieser Ressource

Prüfsumme: MD5:552f3fbc18a60f3ccf685f615af43fc9

BALABANOVA, Zlatina, 2013. Three Essays on Applied Time Series Econometrics [Dissertation]. Konstanz: University of Konstanz

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

<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/25300"> <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/25300/1/Balabanova_253004.pdf"/> <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> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <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> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> <dc:contributor>Balabanova, Zlatina</dc:contributor> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/25300/1/Balabanova_253004.pdf"/> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> </rdf:Description> </rdf:RDF>

Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

Balabanova_253004.pdf 342

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto