Northwestern University

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Three Essays in Macroeconomics

Description:

Chapter one investigates the impact of agents' expectations about future fundamental economic disturbances (news) on macroeconomic dynamics. Several intuitive tests provide insight into the information content of the yield curve and its' ability to identify these 'news' disturbances. Bayesian estimation of a dynamic stochastic general equilibrium (DSGE) model using conventional...

Keyword:

term, rates, news, structure, equilibrium, and Interest

Subject:

Economics

Creator:

Joshua Mark Davis

Owner:

Scholarly Digital Publishing

Date Uploaded:

08/31/2018

Date Modified:

08/31/2018

Date Created:

2008-04-02

Resource Type:

Dissertation