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Recent Submissions

  • Essays in Macroeconomics and Heterogeneity 

    Rörig, Christian
    This thesis contains four chapters, addressing two separate but equally prominent research areas in macroeconomics. The first two chapters focus on the effects of firm heterogeneity and firm dynamics on macroeconomic ...
  • Time Series Models for Finance and the Environment 

    Palumbo, Dario
    This thesis is focused on presenting novel filtering methodologies for modelling and analysing features of financial and environmental time series. The methodology used in the chapters is based on the novel observation-driven ...
  • Model Selection, Uniform Inference and Nonparametric Regression 

    De Boeck, Alexis
    Model selection in the nonparametric regression model is inevitable since any nonparametric estimator requires tuning parameters to be specified in order for it to be feasible. It is, however, standard practice to carry ...
  • Essays on Information in Financial Markets 

    Hennig, Tristan
    Chapter 1 demonstrates how to jointly quantify the size of search and information frictions in OTC markets. I use transaction data for the U.S. corporate bond market to structurally estimate a model featuring both frictions ...

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