Search for dissertations about: "Applied Econometrics"

Showing result 1 - 5 of 33 swedish dissertations containing the words Applied Econometrics.

  1. 1. Applications of Bayesian Econometrics to Financial Economics

    Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE

  2. 2. Time-Series Econometrics Applied to Macroeconomic Issues

    Author : Abdulnasser Hatemi-J; Högskolan i Jönköping; []
    Keywords : ;

    Abstract : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. READ MORE

  3. 3. Essays on the Demand for Alcohol in Sweden - Review and Applied Demand Studies

    Author : Fredrik Berggren; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; frequency; intensity; quantity per period; rational addiction; cross-border shopping; monopoly; elasticities; taxation; demand system; alcohol demand; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : The review and Paper I present applications of economics to the use of alcohol. The review considers the demand for alcohol. The first paper also considers taxes and other alcohol policy measures, social costs and economic evaluations. READ MORE

  4. 4. Industrial Management Models with Emphasis on Construction Waste

    Author : Jan Stenis; Byggproduktion; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Commercial and industrial economics; ekonomisk politik; ekonomiska system; ekonomisk teori; Management of enterprises; Industriell ekonomi; Technological sciences; management; Företagsledning; Building construction; Teknik; Byggnadsteknik; Ekologi; Ecology; sustainable development; Polluter-Pays Principle; contribution margin analysis; cost benefit analysis; construction waste; Economic models; integrated industrial waste management; kontroll av utsläpp; Miljöteknik; Environmental technology; pollution control; Economics; Environmental Law; Morallära; Moral science; Miljömedicin; Environmental health; Miljörätt; economic theory; econometrics; economic systems; Nationalekonomi; ekonometri; economic policy;

    Abstract : Increased attention is nowadays devoted to waste management. The objective of this work is to analyse how commonly known business economic models and methods, as well as the Polluter-Pays Principle, can be applied to waste management in general and to waste fractionation in particular, so as to facilitate environmental optimisation of industrial and construction waste fractionation. READ MORE

  5. 5. Essays on Capital Structure

    Author : Hossein Asgharian; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; Extreme Bound Analysis; Selection bias; Lisrel; Semiparametric; Nonparametric; Financial distress; Panel data analysis; Leverage; Capital structure; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : Chapter 2 analyses the relationship between capital structure and industry classification of Swedish firms. This study also analyses the determinants of the capital structure at the industry level. READ MORE