Search for dissertations about: "Kurt Brännäs"
Showing result 1 - 5 of 8 swedish dissertations containing the words Kurt Brännäs.
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1. On estimation in econometric systems in the presence of time-varying parameters
Abstract : Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. READ MORE
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2. Essays on credit markets and banking
Abstract : This thesis consists of four self-contained papers related to banking, credit markets and financial stability. Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. READ MORE
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3. On Risk Prediction
Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE
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4. Worker Safety and Market Dynamics
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5. Time series modelling of high frequency stock transaction data
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