Search for dissertations about: "cointegration structural"
Found 4 swedish dissertations containing the words cointegration structural.
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1. Essays on Panel Cointegration
Abstract : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. READ MORE
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2. Testing and Applying Cointegration Analysis in Macroeconomics
Abstract : This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of three fairly distinct essays, bound together by the common theme of the use of cointegration analysis in the empirical macroeconomic analysis. The first chapter is an introductory chapter, while chapter two, three and four contain the three essays. READ MORE
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3. Macroeconometric Studies of Private Consumption, Government Debt and Real Exchange Rates
Abstract : 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. READ MORE
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4. Economic Growth and Fiscal Policy
Abstract : This thesis deals with the two subjects economic growth and fiscal policy. The first three chapters after the introduction are theoretical approaches to the determination of long-run growth. In each of these chapters, the ability of fiscal policy to influence long-run growth is examined as well. READ MORE