Sökning: "expectations hypotheses"

Visar resultat 1 - 5 av 20 avhandlingar innehållade orden expectations hypotheses.

  1. 1. Essays on expectations and financial markets

    Författare :Staffan Lindén; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Survey; Inflation; Expectations; Perceptions; Rational; Inattentive; Event study; Option introduction; Stock market; Asset pricing; Price effect; Risk effect; Derivatives;

    Sammanfattning : This thesis is a collection of three empirical papers that tests hypotheses within the context of two related and intersecting theoretical frameworks: rational expectations and efficient markets. The aim is to empirically explore to what extent households form their inflation expectations in a rational manner, and to explain why households’ perceptions may deviate from the measured official rate. LÄS MER

  3. 2. Rational Expectations and Regime Shifts in Macroeconometrics

    Författare :Mårten Blix; Helmut Lütkepohl; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three papers. The first two papers explore implications of rational expectations when there is stochastic regime-switching; the third is an independent paper where underlying inflation is defined using rational expectations. LÄS MER

  4. 3. Vector autoregressions and common trends in macro and financial economics

    Författare :Anders Warne; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Vector autoregressions are popular data generating models in applied econometrics. They are frequently used to examine forecasts, to study the sources and the characteristics of economic fluctuations, and to test hypotheses which involve rational expectations. LÄS MER

  5. 4. Come lie with me: On deception by groups and the concept of statement consistency

    Författare :Marthe Lefsaker Sakrisvold; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; group deception; alibis; statement consistency; counter-interrogation strategies; strategic interviewing;

    Sammanfattning : Research on the topic of group deception has primarily focused on cooffenders. The aim of this thesis was to further our understanding of group deception by examining the context of honest and deceptive alibis corroborated by witnesses. LÄS MER

  7. 5. Usefulness in Representation Design

    Författare :Martin Howard; Peter Wright; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation outlines a perspective in Human Factors in which artifacts play a central, but subordinate role. It lies at the intersection of (a) influences from information systems development, (b) an ecological approach to cognition, (c) practical problems faced by human factors design in complex systems, and (d) methodological inspirations from industrial design and ethnography. LÄS MER