Sökning: "Applied Econometrics"

Visar resultat 1 - 5 av 38 avhandlingar innehållade orden Applied Econometrics.

  1. 1. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

  3. 2. Essays on trade, growth and applied econometrics

    Författare :Patrik Gustavsson Tingvall; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation consists of five essays. Three of these study countries’ specialisation patterns combining the two classical paradigms of trade theory, namely the Ricardian (technology) and the HeckscherOhlin (factor endowments) framework. LÄS MER

  4. 3. Essays in monetary economics and applied econometrics

    Författare :Paolo Giordani; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation collects five independent essays. The first essay is An Alternative Explanation of the Price Puzzle. The most widely accepted explanation of the price puzzle points to an inadequate performance of the VAR in forecasting inflation. LÄS MER

  5. 4. Time-Series Econometrics Applied to Macroeconomic Issues

    Författare :Abdulnasser Hatemi-J; Jönköping University; []
    Nyckelord :;

    Sammanfattning : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. LÄS MER

  7. 5. Essays on the Demand for Alcohol in Sweden - Review and Applied Demand Studies

    Författare :Fredrik Berggren; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; frequency; intensity; quantity per period; rational addiction; cross-border shopping; monopoly; elasticities; taxation; demand system; alcohol demand; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : The review and Paper I present applications of economics to the use of alcohol. The review considers the demand for alcohol. The first paper also considers taxes and other alcohol policy measures, social costs and economic evaluations. LÄS MER