Search for dissertations about: "Price puzzle"
Showing result 1 - 5 of 9 swedish dissertations containing the words Price puzzle.
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1. A Sequence of Essays on Sequences of Auctions
Abstract : Essay I (with Gagan Ghosh and Heng Liu). The existence of declining prices in sequential auctions is a well-documented empirical pattern. Three explanations that can explain the puzzle are bidders being risk averse, loss averse, or ambiguity averse. READ MORE
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2. Essays in monetary economics and applied econometrics
Abstract : This dissertation collects five independent essays. The first essay is An Alternative Explanation of the Price Puzzle. The most widely accepted explanation of the price puzzle points to an inadequate performance of the VAR in forecasting inflation. READ MORE
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3. Topics in the industrial organization of electricity markets
Abstract : This dissertation consists of four essays, all related to the field of Industrial Organization of electricity markets, in one way or another. It is far from being a concise overview of the field, but rather eclectic bits and peaces of a greater puzzle that’s being solved by a large group of people. READ MORE
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4. Essays on Monetary Policy and Asset Markets
Abstract : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. READ MORE
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5. Quantitative New Keynesian Macroeconomics and Monetary Policy
Abstract : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. READ MORE