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HYPOTHESIS TESTING IN FINITE SAMPLES WITH TIME DEPENDENT DATA: APPLICATIONS IN BANKING
This thesis is concerned with hypothesis testing in models where data exhibits time dependence. The focus is on two cases where the dependence of observations across time leads to non-standard hypothesis testing ...
Essays on Public Good Contribution
This thesis explores some theoretical and empirical issues in the voluntary contributions to public good. Chapter I contains a brief motivation and introduction. In chapters II and III, we analyze two non-cooperative methods ...
Essays on the financial system and the transmission of monetary policy
This thesis studies the role of the banking system in several aspects of the macroeconomy, including the likelihood of financial crises, volatility of asset prices and the transmission of monetary policy. In chapter ...
Three Essays on Macroeconomic and Financial Stability
This thesis studies several issues in the field of macroeconomic and financial stability. In Chapter 2, I argue that systemic bankruptcy of firms can originate from coordination failure in an economy with investment ...