Sökning: "Applied econometrics"

Visar resultat 21 - 25 av 38 avhandlingar innehållade orden Applied econometrics.

  1. 21. Evaluating Asset-Pricing Models in International Financial Markets

    Författare :Fadi Zaher; Högskolan i Skövde; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

    Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER

  3. 22. Markov Regime Switching in Economic Time Series

    Författare :Ulf Erlandsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; forecasting; Markov switching; exchange rates; interest rates; business cycle; economic policy; economic systems; economic theory; econometrics; Economics; currency crisis;

    Sammanfattning : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. LÄS MER

  4. 23. Essays on Economic Voting, Cognitive Dissonance, and Trust

    Författare :Mikael Elinder; Sören Blomquist; Henrik Jordahl; David Strömberg; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic voting; Voting; Regional economic conditions; Political attitudes; Cognitive dissonance; Social capital; Trust; Economic growth; Robustness; Applied econometrics; Elections; Self-interest; Election promise; Pocketbook voting; Prospective voting; Retrospective voting; Child care; Local economic conditions; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Essay 1: (with Henrik Jordahl and Panu Poutvaara) We present and test a theory of prospective and retrospective pocketbook voting. Focusing on two large reforms in Sweden, we establish a causal chain from policies to sizeable individual gains and losses and then to voting. LÄS MER

  5. 24. We are (not) anonymous : Essays on anonymity, discrimination and online hate

    Författare :Joakim Jansson; Björn Tyrefors; Björn Öckert; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Anonymity; Discrimination; Hate; Applied Econometrics; Gender Economics; Labor Economics; Political Economics; Behavioral Economics; Economics; nationalekonomi;

    Sammanfattning : Haters gonna hate? - Anonymity, misogyny and hate against foreigners in online discussions on political topics. A crucial aspect of freedom of expression is anonymity, but anonymity is a contentious matter. It enables individuals to discuss without fear of repercussions, but anonymity can also lead to hateful writings threatening other's freedom. LÄS MER

  7. 25. Bootstrap inference in time series econometrics

    Författare :Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. LÄS MER