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Essays on Empirical Macroeconomics.

Huang, Yu-Fan.

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Essays on Empirical Macroeconomics.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Essays on Empirical Macroeconomics./
Author:	Huang, Yu-Fan.
Description:	100 p.
Notes:	Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
Contained By:	Dissertation Abstracts International75-02A(E).
Subject:	Economics, Finance. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3599729
ISBN:	9781303494321

Essays on Empirical Macroeconomics.
Huang, Yu-Fan.

Essays on Empirical Macroeconomics. - 100 p.

Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.

Thesis (Ph.D.)--University of Washington, 2013.

The nonlinear time series analysis has been applied widely in many empirical macroeconomic studies and deepened our understanding of the economy. One of the traditional issues of most importance is how to describe the monetary policy conducted by the central bank. A monetary policy reaction function is a hypothetical function connecting the central bank's monetary policy instrument with the central bank's objectives, e.g., the stability of the output and inflation. The first two chapters in this dissertation add to the literature of the nonlinear monetary policy reaction function through the lens of the Taylor rule using U.S. data. On the other hand, understanding the macroeconomic dynamics has long been the main motivation of using nonlinear time series analysis. The state space model is one of the most useful techniques which can be applied to a wide range of empirical problems. The third chapter in this dissertation is concerned with a class of the state space models whose disturbances follow stochastic volatility processes.

ISBN: 9781303494321Subjects--Topical Terms:

626650
Economics, Finance.

Essays on Empirical Macroeconomics.
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020 $a 9781303494321
035 $a (MiAaPQ)AAI3599729
035 $a AAI3599729
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100 1 $a Huang, Yu-Fan. $3 2094822
245 1 0 $a Essays on Empirical Macroeconomics.
300 $a 100 p.
500 $a Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
500 $a Adviser: Richard Startz.
502 $a Thesis (Ph.D.)--University of Washington, 2013.
520 $a The nonlinear time series analysis has been applied widely in many empirical macroeconomic studies and deepened our understanding of the economy. One of the traditional issues of most importance is how to describe the monetary policy conducted by the central bank. A monetary policy reaction function is a hypothetical function connecting the central bank's monetary policy instrument with the central bank's objectives, e.g., the stability of the output and inflation. The first two chapters in this dissertation add to the literature of the nonlinear monetary policy reaction function through the lens of the Taylor rule using U.S. data. On the other hand, understanding the macroeconomic dynamics has long been the main motivation of using nonlinear time series analysis. The state space model is one of the most useful techniques which can be applied to a wide range of empirical problems. The third chapter in this dissertation is concerned with a class of the state space models whose disturbances follow stochastic volatility processes.
520 $a For reasons which will become clear as this dissertation proceeds, I adopt Bayesian approaches, which are especially useful for comparing several competing empirical models and for estimating models that are nonlinear in latent variables, to deal with all issues under consideration.
590 $a School code: 0250.
650 4 $a Economics, Finance. $3 626650
650 4 $a Business Administration, Banking. $3 1018458
690 $a 0508
690 $a 0770
710 2 $a University of Washington. $b Economics. $3 2094823
773 0 $t Dissertation Abstracts International $g 75-02A(E).
790 $a 0250
791 $a Ph.D.
792 $a 2013
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3599729