School of Economics and Management

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PhD Defense Mr. A. Abi Morshed, MSc

Titell Three Essays in Applied Macroeconomics and Time Series Analysis
Supervisor: Prof. B.J.M. Werker
Co-supervisor: Dr. O. Boldea

This dissertation revolves around topics in Applied Macroeconomics and Time series analysis. Generally speaking, we explore different forms of instability ranging from discrete sudden breaks to time varying parameter (TVP) models. In the second chapter, we study the time-varying impact of disagreement and forecast uncertainty about economic fundamentals on nominal yields, treasury-inflation protected securities and market-based inflation expectations. In the third chapter, we employ TVP news regressions to answer a relevant and pressing policy question: whether US long-run inflation expectations have become more firmly anchored in the aftermath of the crisis. In the fourth chapter, we enrich the toolkit of econometricians with structural break tests that are robust to regression misspecification.


Location: Cobbenhagen building, Auditorium (access via Koopmans building)


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When: 30 May 2017 14:00

Where: Route description Tilburg University campus