< Back to previous page

Project

Non-linearities in macro-finance

The thesis uses time series techniques to investigate non-linearities in macro-financial linkages, forecasting performance of time series models and surveys, and the structural component of survey forecasts.

Date:25 Sep 2017 →  31 May 2023
Keywords:Finance, Non-linearities, Survey forecasts, Forecast combinations
Disciplines:Applied economics, Macroeconomics and monetary economics, Econometric modelling
Project type:PhD project