Sökning: "nationalekonomi time series risk"

Visar resultat 6 - 10 av 40 avhandlingar innehållade orden nationalekonomi time series risk.

1. 6. Essays on Income Risk and Inequality

   Författare :Karl Harmenberg; Per Krusell; Fatih Guvenen; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; income risk; income inequality; consumption; durable goods; cyclical skewness; top-income inequality; gender gap; glass ceiling; assortative mating; Economics; nationalekonomi;

   Sammanfattning : Consumption Dynamics under Time-Varying Unemployment Risk We study the response of households' demand for durable goods to fluctuations in unemployment risk. First, using survey data, we document that household durable expenditures react strongly to unemployment risk, while the effect on nondurable expenditures is indistinguishable from zero. LÄS MER

3. 7. Essays on Income Risk, Portfolio Choices and the Macroeconomy

   Författare :Gualtiero Azzalini; Per Krusell; Kurt Mitman; Alexander Michaelides; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; household finance; income risk; portfolio choice; wealth inequality; heterogeneous agents; insurance; search and matching; Economics; nationalekonomi;

   Sammanfattning : Business cycle asymmetry of earnings pass-throughHow does the firm's role as an insurance provider vary over the business cycle? Using Swedish administrative data, I document that idiosyncratic firm productivity shocks are passed through workers' earnings asymmetrically. In non-recessions, firms are good insurers against negative shocks. LÄS MER

4. 8. Deciding Fast and Slow : How Intuitive and Reflective Thinking Influence Decision Making

   Författare :David Andersson; Gustav Tinghög; Gaute Torsvik; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dual-process Theory; Experimental economics; Intuition; Reflection; Emotion; Time pressure; Nudge;

   Sammanfattning : Paper I “Intuition and cooperation reconsidered”: Does intuition make people more cooperative? Rand et al. (Rand, Greene, & Nowak, 2012) reported increased cooperation in social dilemmas after forcing individuals to decide quickly. LÄS MER

5. 9. Evaluating Asset-Pricing Models in International Financial Markets

   Författare :Fadi Zaher; Högskolan i Skövde; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

   Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER

7. 10. Essays on stock prices and exchange rates

   Författare :Stefan Nydahl; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

   Sammanfattning : This thesis consists of five self-contained essays:Essay 1 evaluates several time series models of exchange rate volatility to predict the daily volatility of the U.S. dollar versus the currencies of Germany, Canada and Japan. The models are compared both within-sample and out-of-sample with the main focus on the latter. LÄS MER