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Impulse Response Functions
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Assessing Dynamic Relationships Between Oil Price, Macroeconomy and Stock Market Retur...
Three Essays in Empirical Macroeconomics
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Year
2013
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Spring 2019
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School
Emory College
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Laney Graduate School
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Department / Specialty
Economics
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Degree
B.A.
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PhD
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Dissertation
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Honors Thesis
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Research Field
Economics, General
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Economics, Theory
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Economics, Finance
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Economics, Labor
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Committee
Chen, Kaiji, Emory University
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Elena Pesavento, Emory University
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Kelli Lanier, Emory University
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Maasoumi, Esfandiar, Emory University
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Manuela Manetta, Emory University
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Keyword
Impulse Response Functions
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Advanced Time Series Analysis
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Aggregate Indices
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Distributed Effects
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Factor-augmented vector autoregressions
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