Essays on applied econometrics of macro-financial panel data with cross-sectional dependence

Floro, Danvee ORCID

This dissertation presents three essays on panel data econometrics focusing on macro-financial linkages. The three essays cover various topics on macroeconomic activity, monetary policy and financial stability using state-of the-art panel econometric methods which robustify inference against cross-sectional dependence and time-varying volatility.

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Floro, Danvee: Essays on applied econometrics of macro-financial panel data with cross-sectional dependence. 2019.

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