Search for dissertations about: "Nationalekonomiska institutionen"

Showing result 1 - 5 of 745 swedish dissertations containing the words Nationalekonomiska institutionen.

  1. 1. Essays on Empirical Macroeconomics

    Author : Martin W Johansson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; structural breaks.; output volatility; threshold autoregression; fiscal policy; real exchange rates; Aggregate consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : The first essay reexamines the proposed presence of so-called loss aversion in aggregate consumption. Recent empirical and theoretical studies have suggested, that consumption growth reacts asymmetrically to positive and negative expected income growth. READ MORE

  2. 2. Testing for Rationality, Separability and Efficiency

    Author : Per Hjertstrand; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Revealed preference; Regional convergence; Rationality; Nonparametric; NONPAR test; LP test; GARP; Efficiency; Data Envelopment Analysis DEA ; Afriat’s Theorem; Bootstrap; Swofford and Whitney test; Weak separability;

    Abstract : This thesis aims to propose, evaluate and apply test procedures for rationality, weak separability and efficiency. In particular, it focuses on nonparametric revealed preference procedures. READ MORE

  3. 3. Essays in Financial Economics

    Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Behavioral Finance; Equity Premium; Doubt; Pessimism;

    Abstract : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. READ MORE

  4. 4. Essays on Financial Risks and the Subprime Crisis

    Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; Investment; Capital Structure; Bankruptcy Risk;

    Abstract : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. READ MORE

  5. 5. Das Human-Kapital : Emerging Patterns in the Class Structure

    Author : Danial Ali Akbari; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Income inequality; Human capital accumulation; Progressive income taxation; Ambiguity aversion; Skill premium; Technology adoption; Labor immiseration; Job market polarization; Task-based framework; Fat tails;

    Abstract : This thesis consists of three self-contained papers in theoretical and computational macroeconomics and growth theory with income inequality and human capital accumulation as common themes. The first paper investigates what level of income tax progressivity is welfare-optimal given modern patterns of income inequality in the US. READ MORE