Search for dissertations about: "Ekonometri"

Showing result 21 - 25 of 79 swedish dissertations containing the word Ekonometri.

  2. 21. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Author : Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE

  4. 22. Empirical Studies on the Demand for Monetary Services in the UK

    Author : Thomas Elger; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; economic policy; economic systems; Nationalekonomi; ekonometri; econometrics; economic theory; Divisia; Economics; Monetary Aggregation;

    Abstract : Many economic models contain the single variable 'money'. Money does not exist in the form of a single physical unit and it is common to construct monetary aggregates using the method of simple summations. READ MORE

  5. 23. Essays on the Acquisition of Skills in Teams

    Author : Thomas Ericson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk teori; ekonomisk politik; ekonometri; Nationalekonomi; economic policy; economic systems; economic theory; econometrics; Economics; household production; human-capital investment; hold-up; sports; Team; ekonomiska system;

    Abstract : This thesis consists of three theoretical essays on the acquisition of skills in teams. The first essay deals with the training and recruitment of football players in the European Soccer leagues. READ MORE

  6. 24. Testing and Applying Cointegration Analysis in Macroeconomics

    Author : Åsa Eriksson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; Fiscal policy; Government consumption; Private consumption; Unemployment; Hypothesis testing; Wage formation; Panel cointegration; Cointegration analysis; ekonomisk teori; economic policy; Nationalekonomi; ekonomisk politik; ekonometri; ekonomiska system;

    Abstract : This thesis focuses on empirical applications and tests of macroeconomic theories. It consists of three fairly distinct essays, bound together by the common theme of the use of cointegration analysis in the empirical macroeconomic analysis. The first chapter is an introductory chapter, while chapter two, three and four contain the three essays. READ MORE

  7. 25. Markov Regime Switching in Economic Time Series

    Author : Ulf Erlandsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; forecasting; Markov switching; exchange rates; interest rates; business cycle; economic policy; economic systems; economic theory; econometrics; Economics; currency crisis;

    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