CEU Electronic Theses and Dissertations, 2022
| Author | Vonnak, Balazs |
|---|---|
| Title | New Ways to Estimate the Dynamic Effects of Macroeconomic Policies |
| Summary | In my thesis I present new approaches to identifying dynamic causal effect of macroeconomic, and primarily macro policy shocks on macro variables. I introduce a novel estimator which is based on the propensity score concept and with the help of which impulse response functions can be estimated even if the effect is nonlinear and the time series of the variables under investigation are short. Then I propose a novel instrument for estimating the causal effect of monetary policy shocks. |
| Supervisor | Lieli, Róbert |
| Department | Economics PhD |
| Full text | https://www.etd.ceu.edu/2022/vonnak_balazs.pdf |
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