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Three essays on monetary and financial economics
(University of Missouri--Columbia, 2018)
[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] This three-chapter dissertation focuses on the research topics in Monetary and Financial Economics. The first paper examines the time-varying impact ...
Three essays on bayesian analysis of nonlinear DSGE models
(University of Missouri--Columbia, 2019)
The 2008 financial crisis has highlighted the importance of nonlinear features of our economy including risks, uncertainty shocks, rare disasters, structural changes, zero-lower bound, and occasionally binding constraints. ...