Sökning: "Economic models"

Visar resultat 31 - 35 av 823 avhandlingar innehållade orden Economic models.

1. 31. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

3. 32. Essays on Empirical Macroeconomics

   Författare :Martin W Johansson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; structural breaks.; output volatility; threshold autoregression; fiscal policy; real exchange rates; Aggregate consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : The first essay reexamines the proposed presence of so-called loss aversion in aggregate consumption. Recent empirical and theoretical studies have suggested, that consumption growth reacts asymmetrically to positive and negative expected income growth. LÄS MER

4. 33. Essays on Interest Groups and Trade Policy

   Författare :Carl-Johan Belfrage; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy; Trade policy; Special Interests; Campaign contributions; Information; Economics; econometrics; economic systems; economic theory; ekonomisk politik;

   Sammanfattning : This thesis explores the relationship between domestic political processes and interindustry variations in unilateral and multilateral trade policies. The literature on endogenous protection is extended to account for the potential importance of information flows, to explore the consequences of adapting the analyses to political systems which differ from the American kind, and to build a framework suitable for empirical examination. LÄS MER

5. 34. Macroeconometric Studies of Private Consumption, Government Debt and Real Exchange Rates

   Författare :Jesper Hansson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; Economics; Real exchange rate; Public debt; Structural VAR model; Cointegration; Habits; Permanent income hypothesis PIH ; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : Advances in time series analysis during the last two decades have stimulated research in a number of areas in macroeconomics. This thesis is a compilation of five essays using cointegrated vector autoregressive (VAR) models, unit root tests and regime switching models to investigate the behavior of private consumption, public debt and the real exchange rate. LÄS MER

7. 35.

   Författare :Klas Bergenheim; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonometri; Nationalekonomi; economic policy; economic systems; economic theory; econometrics; Economics; toxikologi; farmaci; Pharmaceutical R D; Patents; Pricing of Pharmaceuticals; Real Options; Pharmacological sciences; pharmacy; pharmacognosy; toxicology; farmakognosi; Farmakologi; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : The first paper, Pharmaceutical R&D: a real option approach, considers the process of pharmaceutical R&D analyzed with real option theory. This process is analyzed as an opportunity to research and develop a new pharmaceutical. Contrary to other models using real option analysis I use an option that takes time to exercise. LÄS MER