Heterogeneity in the response of the euro area economies to unexpected monetary policies of the ECB
Barbalonga, Alessio (A.A. 2022/2023) Heterogeneity in the response of the euro area economies to unexpected monetary policies of the ECB. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 55. [Master's Degree Thesis]
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Abstract/Index
Data. National variables and monetary policy instruments. Principal component analysis. Model. Vector error correction model. Impulse response function. Asymptotic distribution of impulse response function. Maximum likelihood estimators of a VECM. Results. Policy rate impulse responses. M2 impulse responses. M3 impulse responses.
References
Biblio0grafia: pp. 34-36.
| 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: | Peracchi, Franco |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 May 2024 10:44 |
| Last Modified: | 20 May 2024 10:44 |
| URI: | https://tesi.luiss.it/id/eprint/38528 |
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