Search for dissertations about: "Cointegration"

Showing result 11 - 15 of 52 swedish dissertations containing the word Cointegration.

  2. 11. Essays on Growth Econometrics and Endogenous Information

    Author : Tobias Heinrich; John Hassler; José Vicente Rodríguez Mora; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Distinguishability; Observational equivalence; Cointegration; Similarity-Based Expectation Formation; Case-Based Decision Theory; Information Gathering; Discrimination; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : On Testing the Relationship between Human Capital and Economic Growth This paper investigates existing methodologies for testing the so-called Nelson-Phelps approach versus the Lucas approach. The paper shows that one cannot distinguish between these approaches using the existing methodologies. READ MORE

  4. 12. Wavelet Analysis of Economic Time Series

    Author : Fredrik N G Andersson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Abstract : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. READ MORE

  5. 13. Macroeconometric Studies of Private Consumption, Government Debt and Real Exchange Rates

    Author : Jesper Hansson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; Economics; Real exchange rate; Public debt; Structural VAR model; Cointegration; Habits; Permanent income hypothesis PIH ; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    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

  6. 14. Essays on Interdependencies in Emerging Markets

    Author : Anders C Johansson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Paper 1:Bond markets; Asia; Cointegration; Multivariate GARCH; Dynamic correlation. Paper 2: Exchange rates; Stock markets; Asia; Causality; Wavelet analysis; Timescales; Heterogenous markets;

    Abstract : .... READ MORE

  7. 15. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

    Author : David Knezevic; Pär Österholm; Stig Vinther Møller; Örebro universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

    Abstract : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. READ MORE