Search for dissertations about: "Macroeconometric"

Found 2 swedish dissertations containing the word Macroeconometric.

2. 1. 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

4. 2. Papers on Econometric Models

   Author : Evert Carlsson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconometric; CIR; Options; Multicollinear; Inequality;

   Abstract : Paper 1: Statistisk Tidskrift: The use of Macro-econometric models The first paper discusses the Gothenburg University Econometric System Study -GUESS model. The model was very dependent on the experience from the work on the STEP model of Ettlin and Lybeck. READ MORE