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Thesis

Essays in Macroeconometrics

Abstract:

This thesis consists of three self-contained chapters.

The first chapter develops a method to explore the causal transmission of a catalyst variable through two endogenous variables of interest. The method is based on the reduced-form system formed from the conditional distribution of two endogenous variables given the catalyst and combines elements from instrumental variable analysis and recursive identification of structural vector autoregressions. Conditions for uniqueness of the...

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Authors


Vassilios Bazinas More by this author

Contributors

Role:
Supervisor
Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Language:
English

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