Search for dissertations about: "Vector autoregression analysis"
Showing result 1 - 5 of 7 swedish dissertations containing the words Vector autoregression analysis.
-
1. Essays on Empirical Macroeconomics
Abstract : This thesis consists of four essays in empirical macroeconomics. What Are the Effects of Fiscal Policy Shocks? A VAR-Based Comparative Analysis The literature using structural vector autoregressions (SVARs) to assess the effects of fiscal policy shocks strongly disagrees on the qualitative and quantitative response of key macroeconomic variables. READ MORE
-
2. Essays on the Scandinavian Stock Markets
Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE
-
3. Essays on Empirical Macroeconomics
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
-
4. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference
Abstract : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. READ MORE
-
5. Aspecte of Bayesian Cointegration
Abstract : .... READ MORE