This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data …

review networks, however, they do not focus on the econometrics aspects. This paper presents a state-of-the-art review on the … interface between statistics and econometrics in the inference and application of Bayesian graphical models. We specifically … highlight the connections and possible applications of network models in financial econometrics, in the context of systemic risk …