Tesi etd-03292022-164856
Link copiato negli appunti
Type of thesis
Dottorato
Author
CUZZOLA, ANGELO
URN
etd-03292022-164856
Title
Three essays on the economics of Micro-Macro interactions
Scientific disciplinary sector
SECS-P/06
Course
Istituto di Economia - JOINT PHD IN ECONOMICS
Committee
relatore Prof. DOSI, GIOVANNI
Keywords
- Nessuna parola chiave trovata
Exam session start date
19/09/2022;
Availability
parziale
Abstract
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. <br>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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