This thesis consists of three chapters on topics in Macroeconometrics.
Chapter 1 proposes a method to analyze the relationship between models’
in-sample fit and their out-of-sample density forecasting performance. To
this ...
In this article, we review Granger-causality tests robust to the presence of instabilities in a Vector Autoregressive framework. We also introduce the gcrobustvar command, which illustrates the procedure in Stata. In the ...
