Modena, Matteo (2010) Empirical essays in macroeconomics and finance. PhD thesis, University of Glasgow.
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Printed Thesis Information: https://eleanor.lib.gla.ac.uk/record=b2714271
Abstract
This work provides an empirical examination of the relationship between macroeconomics and finance. In particular, we exploit non linear econometric methods to analyse the information content of the term structure of interest rates. We find that both monetary and financial variables are useful to predict the future evolution of economic activity.
| Item Type: | Thesis (PhD) |
|---|---|
| Qualification Level: | Doctoral |
| Keywords: | Yield Curve, Term Premia, Business Cycle, Non Linear Econometrics |
| Subjects: | H Social Sciences > HG Finance H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory |
| Colleges/Schools: | College of Social Sciences > Adam Smith Business School > Economics |
| Supervisor's Name: | MacDonald, Professor Ronald and Noorbakhsh, Professor Farhad |
| Date of Award: | 2010 |
| Depositing User: | Dr matteo modena |
| Unique ID: | glathesis:2010-1689 |
| Copyright: | Copyright of this thesis is held by the author. |
| Date Deposited: | 12 Apr 2010 |
| Last Modified: | 10 Dec 2012 13:45 |
| URI: | https://theses.gla.ac.uk/id/eprint/1689 |
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