How uncertainty impacts world industrial production and international trade
Lubicz, Chiara (A.A. 2021/2022) How uncertainty impacts world industrial production and international trade. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]
|
PDF (Full text)
Download (15MB) | Preview |
Abstract/Index
Measuring uncertainty. VAR models. Introduction to VARs analysis. Stability and stationarity. Structural VAR and applications. Estimation. Forecasting. The impulse response analysis. Data. Uncertainty measures. Output variables. Control variables. Variables stationarity and unit root tests. Empirical analysis and results. Empirical methodology. Empirical results. Robustness checks. Forecasts.
References
Bibliografia: pp. 54-56.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Oct 2022 14:21 |
| Last Modified: | 03 Oct 2022 14:21 |
| URI: | https://tesi.luiss.it/id/eprint/33516 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
