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Connectedness
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Application of Dynamic Factor Models to Macroeconomics
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Year
Spring 2024
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School
Laney Graduate School
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Department
Economics
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Degree
Ph.D.
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Submission Type
Dissertation
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Research Field
Economics, General
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Committee
Elena Pesavento, Emory University
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Juan Rubio Ramirez, Emory University
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Kaiji Chen, Emory University
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Asset Prices
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Credit Default Spread
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Dynamic Factor Model
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