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    • Exchange Rates, Capital Controls and the Hegemon's Dilemma 

      Marin, Emile
      In this thesis, I study the interplay between exchange rate dynamics and capital flows in the international macroeconomy, and I consider the optimal policy response for economies that are large in goods and financial ...
    • 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 ...