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Visar resultat 1 - 5 av 9 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. A Sequence of Essays on Sequences of Auctions

    Författare :Daniel Bougt; Ola Andersson; Per Hjertstrand; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; declining price anomaly; sequential auctions; train-ticket auctions; ambiguity aversion; risk aversion; non-parametric estimation; experiment; Economics; Nationalekonomi;

    Sammanfattning : Essay I (with Gagan Ghosh and Heng Liu). The existence of declining prices in sequential auctions is a well-documented empirical pattern. Three explanations that can explain the puzzle are bidders being risk averse, loss averse, or ambiguity averse. LÄS MER

  3. 2. 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

  4. 3. Topics in the industrial organization of electricity markets

    Författare :Jon Thor Sturluson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation consists of four essays, all related to the field of Industrial Organization of electricity markets, in one way or another. It is far from being a concise overview of the field, but rather eclectic bits and peaces of a greater puzzle that’s being solved by a large group of people. LÄS MER

  5. 4. Essays on Monetary Policy and Asset Markets

    Författare :Virginia Queijo von Heideken; Torsten Persson; Jon Faust; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; DSGE models; long-term interest rates; financial frictions; house prices; Bayesian estimation; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. LÄS MER

  7. 5. Quantitative New Keynesian Macroeconomics and Monetary Policy

    Författare :Peter Welz; Nils Gottfries; Annika Alexius; Paul Söderlind; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; New Keynesian Economics; Monetary Policy; Bayesian Econometrics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    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