LDR | | 02275nam u200409 4500 |
001 | | 000000419825 |
005 | | 20190215164003 |
008 | | 181129s2018 |||||||||||||||||c||eng d |
020 | |
▼a 9780438357440 |
035 | |
▼a (MiAaPQ)AAI10931403 |
035 | |
▼a (MiAaPQ)indiana:15427 |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 247004 |
082 | 0 |
▼a 330 |
100 | 1 |
▼a Bathaluddin, Muchamad Barik. |
245 | 10 |
▼a Essays in Applied Econometrics. |
260 | |
▼a [S.l.]:
▼b Indiana University.,
▼c 2018. |
260 | 1 |
▼a Ann Arbor:
▼b ProQuest Dissertations & Theses,
▼c 2018. |
300 | |
▼a 143 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A. |
500 | |
▼a Adviser: Yoosoon Chang. |
502 | 1 |
▼a Thesis (Ph.D.)--Indiana University, 2018. |
520 | |
▼a 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 |
520 | |
▼a 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 |
520 | |
▼a 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 |
520 | |
▼a 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 |
590 | |
▼a School code: 0093. |
650 | 4 |
▼a Economics. |
690 | |
▼a 0501 |
710 | 20 |
▼a Indiana University.
▼b Economics. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 80-01A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0093 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T15001026
▼n KERIS
▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a ***1012033 |