Tesi etd-03292022-164856
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Tipo di tesi
Dottorato
Autore
CUZZOLA, ANGELO
URN
etd-03292022-164856
Titolo
Three essays on the economics of Micro-Macro interactions
Settore scientifico disciplinare
SECS-P/06
Corso di studi
Istituto di Economia - JOINT PHD IN ECONOMICS
Commissione
relatore Prof. DOSI, GIOVANNI
Parole chiave
- Nessuna parola chiave trovata
Data inizio appello
19/09/2022;
Disponibilità
parziale
Riassunto analitico
The present thesis is composed of three essays dealing with selected econometrics and applied economics issues that are relevant within the general framework of the interactions between the micro and macro representations of economic systems in a context of fundamental heterogeneity and irregularity of the microeconomic structures. All the papers tackle distinct research questions applying the methodologies and sharing the perspectives of the economic complexity paradigm.
The first essay contributes to the econometrics of Dynamic Factor Models (DFMs) proposing a methodology for recovering the space of latent factors from panels of time series displaying local correlation structures and with arbitrary patterns of missing information. The second essay presents an empirical analysis of the aggregate trade volatility of France from the export transactions occurring at the firm level. The third essay develops a modelling framework to operationalize stress-testing while accounting for the credit policies of the Central Bank.
The first essay contributes to the econometrics of Dynamic Factor Models (DFMs) proposing a methodology for recovering the space of latent factors from panels of time series displaying local correlation structures and with arbitrary patterns of missing information. The second essay presents an empirical analysis of the aggregate trade volatility of France from the export transactions occurring at the firm level. The third essay develops a modelling framework to operationalize stress-testing while accounting for the credit policies of the Central Bank.
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