Search for dissertations about: "Economic uncertainty"
Showing result 1 - 5 of 229 swedish dissertations containing the words Economic uncertainty.
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1. The Demand for Health and the Contingent Valuation Method
Abstract : The theoretical part develops Michael Grossman’s dynamic demand-for-health model by (a) letting the depreciation rate depend upon the level of health, (b) allowing a continuous set of health states, (c) introducing uncertainty (by letting health be a stochastic variable), (d) introducing social and private insurance and (e) releasing the assumption of an isoperimetric budget constraint. Beside the theoretical results, there are also results with important policy implications. READ MORE
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2. Economic Fluctuations in the United Kingdom, 1750-1938
Abstract : This dissertation investigates the causes of economic fluctuations in the United Kingdom between the Industrial Revolution and the Second World War. The first part of the dissertation studies the micro origins of fluctuations by focusing on regional variation and its aggregate implications. READ MORE
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3. Currency Markets - Equilibrium and Expectations
Abstract : The thesis consists of three essays on currency markets, equilibrium and expectations. The first essay examines currency markets in the setting of a temporary equilibrium model with two currencies and two central banks, where consumers have one-point expectations. READ MORE
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4. Essays on Economic Voting, Cognitive Dissonance, and Trust
Abstract : Essay 1: (with Henrik Jordahl and Panu Poutvaara) We present and test a theory of prospective and retrospective pocketbook voting. Focusing on two large reforms in Sweden, we establish a causal chain from policies to sizeable individual gains and losses and then to voting. READ MORE
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5. Markov Regime Switching in Economic Time Series
Abstract : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. READ MORE