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Title: Empirical essays in macroeconomics and finance
Author: Modena, Matteo
ISNI:       0000 0004 2682 7743
Awarding Body: University of Glasgow
Current Institution: University of Glasgow
Date of Award: 2010
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This work provides an empirical examination of the relationship between macroeconomics and finance. In particular, we exploit non linear econometric methods to analyse the information content of the term structure of interest rates. We find that both monetary and financial variables are useful to predict the future evolution of economic activity.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: HG Finance ; HA Statistics ; HB Economic Theory