Essays in monetary economics and applied econometrics

This dissertation collects five independent essays. The first essay is An Alternative Explanation of the Price Puzzle. The most widely accepted explanation of the price puzzle points to an inadequate performance of the VAR in forecasting inflation. This essay suggests that the finding of a price puz...

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Bibliographic Details
Main Author: Giordani, Paolo
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Samhällsekonomi (S) 2001
Subjects:
VAR
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-597
http://nbn-resolving.de/urn:isbn:91-7258-581-1