Now showing items 1-3 of 3

    • Confronting Theory with Data: the Case of DSGE Modeling 

      Poudyal, Niraj (Virginia Tech, 2012-12-07)
      The primary objective of this is to confront the DSGE model (Ireland, 2011) with data in an attempt to evaluate its empirical adequacy. The perspective used for this evaluation is based on unveiling the statistical model ...

      Rakshit, Atanu (Virginia Tech, 2013-08-08)
      This dissertation is comprised of four chapters. Chapter 1 provides an introduction to
      Economic application of time series analysis and discusses the topics covered in each of the following chapters along with some ...
    • Volatility Modeling Using the Student's t Distribution 

      Heracleous, Maria S. (Virginia Tech, 2003-08-29)
      Over the last twenty years or so the Dynamic Volatility literature has produced a wealth of univariate and multivariate GARCH type models. While the univariate models have been relatively successful in empirical studies, ...