Essays on Real-Financial Interactions and on the Application of Network and Random Matrix Theories to Economic Data

This thesis is based on four essays which can be organized in two parts. The first two essays (chapters 2 and 3) develop a particular approach to the relationship between the real and the financial sectors based on Tobin's average Q. Chapter one explores the interactions of the two sectors with monetary policy in a model of endogenous business cycles rooted in the real sector. Chapter two is concerned with different determinants and specifications of the long-run value of Tobin's average Q in the context of economic growth. This work also contributes to the existing literature on the empirical applications of network theory (chapter 4) and random matrix theory (chapter 5) to economic and financial complex systems.