Essays on applied econometric analysis in macroeconomics and finance

This thesis comprises three independent papers employing cutting-edge timeseries econometrics techniques in macroeconomics and finance. The first paper predicts cash rates in Australia using various discrete choice models and forecast combination approaches. The second paper investigates the impact of COVID19 on the U.S. equity market, identifying crisis episodes across sectors with pseudo-real-time methods. Furthermore, we compare the unconditional mean, variance, and correlation network structure of stock market returns in pre- and post-onset of COVID-19. The third paper identifies the global housing network structure and explores its driving factors. These findings provide valuable insights for market participants, policymakers, and investors.