Essays in macroeconometrics

Miguel Bandeira
This thesis is composed of three chapters. Chapter 1 introduces a statistical framework to study dynamic (S,s) economies. The proposed framework enables researchers to estimate unit level cumulated changes in frictionless variables based on a panel of variables for which changes are intermittent and lumpy. Formally, the estimates are grounded on an exact closed-form solution for the smoothing problem associated with a nonlinear and non-Gaussian state-space representation of an economy composed of microeconomic unit pursuing...
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