Sökning: "Bayesian econometrics"
Visar resultat 1 - 5 av 10 avhandlingar innehållade orden Bayesian econometrics.
1. Applications of Bayesian Econometrics to Financial Economics
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
2. Option Pricing and Bayesian Learning
Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER
3. Applications of Bayesian Econometrics to Financial Economics
Sammanfattning : [abstract missing].... LÄS MER
4. Financial Applications of Markov Chain Monte Carlo Methods
Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER
5. Quantitative New Keynesian Macroeconomics and Monetary Policy
Sammanfattning : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. LÄS MER