Search for dissertations about: "factor prices"

Showing result 1 - 5 of 72 swedish dissertations containing the words factor prices.

  2. 1. Growth, Factor Shares, and Factor Prices

    Author : Julius Probst; Ekonomisk-historiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; secular stagnation; labor share; imputations; asset prices; real interest rate; Zipf s law;

    Abstract : This dissertation is a study in empirical macroeconomic history. The first two papers concern themselves with the functional distribution of income. The third paper is an examination of global real interest rates, and the final paper examines city growth in Sweden over the last two hundred years. READ MORE

  4. 2. Aspiring to a higher rank: Swedish factor prices and productivity in international perspective, 1860-1950

    Author : Svante Prado; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; convergence; comparative productivity; TFP; factor prices; real wages; employment; land prices; industrialisation; GPT; GDP; economic growth; Swedish historical national accounts; manufacturing; labour productivity;

    Abstract : This dissertation consists of four chapters which expand on the Swedish economic development in an international perspective between 1860 and 1950. The overarching theme is how the Swedish rise, from backwardness to prosperity, is best understood. READ MORE

  5. 3. A Factor Analytical Approach to Dynamic Panel Data Models

    Author : Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE

  6. 4. Variational Inference of Dynamic Factor Models

    Author : Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

    Abstract : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. READ MORE

  7. 5. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

    Author : Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
    Keywords : panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

    Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE