4 documents found

Dissertation

Macroeconomics, Nonlinearities, and the Business Cycle

This dissertation focuses on describing and explaining business cycle dynamics. Mo-tivated by the extraordinary strong economic downturn in 2008/2009, it emphases the importance of modeling nonlinearities. This thesis should be regarded as a con-tribution to applied econometrics and can be clustered...
Dissertation

Using Asymmetric Loss Functions in Time Series Econometrics

This thesis serves the purpose of examining the role of asymmetric loss functions in time series analysis. Asymmetric loss functions can sometimes be interpreted as mathematical representations of risk-averse or risk-seeking behavior of economic agents. This thesis shows how these functions may be used...
Dissertation

Smooth Transition Regression Models in Finance

This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with univariate...
Dissertation

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

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...