Monash University
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Dynamic Factor Models: Structural Breaks, Forecasting, and Structural Analysis

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thesis
posted on 2025-03-24, 21:19 authored by Ze Yu Zhong
This thesis looks at how to use special statistical models to understand large macroceonomic datasets. It gives economists new methods to decompose major changes in the economy, produce better forecasts even during unstable times, and estimate the effects of economic shocks by using a mix of big data and additional external information.

History

Campus location

Australia

Principal supervisor

Bonsoo Koo

Additional supervisor 1

Benjamin Wong

Year of Award

2025

Department, School or Centre

Econometrics and Business Statistics

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Faculty

Faculty of Business and Economics