Search for dissertations about: "Bayesian Econometrics"
Showing result 1 - 5 of 10 swedish dissertations containing the words Bayesian Econometrics.
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1. Applications of Bayesian Econometrics to Financial Economics
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
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2. Option Pricing and Bayesian Learning
Abstract : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. READ MORE
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3. Applications of Bayesian Econometrics to Financial Economics
Abstract : [abstract missing].... READ MORE
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4. Financial Applications of Markov Chain Monte Carlo Methods
Abstract : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. READ MORE
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5. Quantitative New Keynesian Macroeconomics and Monetary Policy
Abstract : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. READ MORE