Essays in time series econometrics

This doctoral thesis develops new methods for time series analysis and applies these to prominent empirical problems in macroeconomics. It contains three chapters. Chapter one proposes a new non-parametric generalized method of moments estimator for handling time-varying parameters. Chapter two prop...

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Detalles Bibliográficos
Autor: Flores, Jairo
Tipo de recurso: tesis doctoral
Estado:Versión publicada
Fecha de publicación:2023
País:España
Institución:CBUC, CESCA
Repositorio:TDR. Tesis Doctorales en Red
OAI Identifier:oai:www.tdx.cat:10803/688224
Acceso en línea:http://hdl.handle.net/10803/688224
Access Level:acceso abierto
Palabra clave:Time series analisys
Macroeconomics
Anàlisi de sèries temporals
Macroeconomia
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Descripción
Sumario:This doctoral thesis develops new methods for time series analysis and applies these to prominent empirical problems in macroeconomics. It contains three chapters. Chapter one proposes a new non-parametric generalized method of moments estimator for handling time-varying parameters. Chapter two proposes a simple and practical method for estimating impulse response functions based on using a single flexible and interpretable function to approximate the impulse response. Chapter three discusses a large-scale simulation study to compare impulse response estimates obtained from vector autoregressive model average models with vector autoregressive and local projection methods.