Search for dissertations about: "recursive preferences"

Found 3 swedish dissertations containing the words recursive preferences.

2. 1. Essays on Empirical Macroeconomics

   Author : Dario Caldara; John Hassler; Giancarlo Corsetti; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Fiscal Policy; Identification; Vector Autoregression; Recursive Preferences; Perturbation; DSGE Models; Business Cycle Accounting; Economics; Nationalekonomi; Economics; nationalekonomi;

   Abstract : This thesis consists of four essays in empirical macroeconomics. What Are the Effects of Fiscal Policy Shocks? A VAR-Based Comparative Analysis The literature using structural vector autoregressions (SVARs) to assess the effects of fiscal policy shocks strongly disagrees on the qualitative and quantitative response of key macroeconomic variables. READ MORE

4. 2. Essays on Financial Markets and the Macroeconomy

   Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

   Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE

5. 3. Essays on the term structure of interest rates and long-run risks

   Author : Henrik Hasseltoft; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. READ MORE