Sökning: "Kristofer Månsson"

Hittade 3 avhandlingar innehållade orden Kristofer Månsson.

1. 1. Essays on Nonlinearities and Time Scales in Macroeconomics and Finance

   Författare :Kristofer Månsson; Börje Johansson; Peter Egger; Jönköping University; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This thesis consists of four chapters concerning the topics of nonlinearities and time scales in economics. The focus is on market frictions and price rigidities that may cause nonlinearities and different relationships between economic variables over time. It also focuses on applying robust econometrical methods. LÄS MER

3. 2. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

   Författare :Kristofer Månsson; Ghazi Shukur; Sneh Gulati; Jönköping University; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER

4. 3. Asymmetry and multiscale dynamics in macroeconomic time series analysis

   Författare :Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. LÄS MER