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Essays in Applied Econometrics
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays in Applied Econometrics. |
| 개인저자 | Bathaluddin, Muchamad Barik. |
| 단체저자명 | Indiana University. Economics. |
| 발행사항 | [S.l.]: Indiana University., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 143 p. |
| 기본자료 저록 | Dissertation Abstracts International 80-01A(E). Dissertation Abstract International |
| ISBN | 9780438357440 |
| 학위논문주기 | Thesis (Ph.D.)--Indiana University, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
Adviser: Yoosoon Chang. |
| 요약 | This dissertation investigates an array of monetary economics topics that are relevant for emerging and advanced countries using frontier methods in econometrics. In the first chapter, we utilize an endogenous regime switching approach developed |
| 요약 | The first chapter finds that regime changes for both FX intervention and interest rate policy rules are endogenous in which the central bank has a feedback mechanism in governing these policies. The implied inflation target of the Bank of Thaila |
| 요약 | The second chapter observes some distributional patterns in ASEAN stock returns that seem relevant to emerging countries. First, there is no reverse-momentum element within the momentum pattern. Second, the leverage pattern tends to work symmetr |
| 요약 | The third chapter finds that the trend component is also present in both the UK nominal and real yield curves in addition to usual the cycle component. The trend component from our functional autoregressive (FAR) model is closely related with th |
| 일반주제명 | Economics. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
