Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 19 of 19 for “"Macro variables"”.
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Yield Curves and Macro Variables Interactions and Predictions
… research is based on the yield curves and five macro variables, namely equity indices, FX rates, central banks’ policy rates, inflation rates and the GDP growth rates, for nine different markets, from different geographical regions. Our aim was to identify common trends in yield curves and macro …
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Measuring Expected Returns in a Fluid Economic Environment
… CAPM with the inclusion of selected macro-variables as well as a non-stationary beta CAPM to estimate portfolio returns. A new model is proposed that combines the multi-variable component together with the non-stationary beta component to derive a new CAPM that is more effective at …
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Dynamics of online game industry in China: An application of Porter's model
… or ICT4D, this thesis identifies several macro variables associated with the transitioning society to understand the application of the model to study the indus-try competitiveness in the context of new media sector in China.
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Causal Foundations for Pragmatic Data Science
… observations into causally sensible “macro-variables”), and end-to-end causal inference (the interplay between causal discovery and downstream decision-making).
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Sexual stereotyping and role transition in the family
… is on the interplay between the complex macro variables and the intra-psychic functioning of individual clients. Five case histories are used to identify the etiological and diagnostic features which interact within the family as a sub-system. Concluding discussion offers a psychodynamic …
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The Interaction of Policy, Credit Demand and Credit Supply in Banking System
… periods. Through the inclusion of interest rate variables as macro variables as well as loan attributes, we quantify the effects of interest rate environment on LGD. Moreover, bank fixed effect significantly improve our LGD model’s prediction power since it captures institutional differences …
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ON GLOBAL LINKAGES OF ECONOMIES AND ECONOMIC INTEGRATION IN LATIN AMERICA
… in explaining the forecast error variance of any variables in any of the emerging economies considered in this study. Our findings indicate that both real and monetary shocks are influential to emerging economies in all three continents. The analysis of impulse response functions shows that there …
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Adaptive vs. visionary-advocacy approaches in scenario planning : implications of contrasting purposes and constraint conditions
… forecasting, due to extent of uncertainty variables or length of future time under consideration. However, despite general consensus as to the importance of the scenario approach in general, and rapid growth in both theory and practice in the field, fundamental questions remain over which …
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The curious case of Greece: The impact of fiscal policy shocks on key macroeconomic variables. A VAR based approach.
… been the main tool for monetary economics and macroeconomic researchers around the world. Leading central banking figures, academics, and modern economic think tanks have used the approach to determine the effects of interest rate shocks on basic macroeconomic variables such as GDP, industrial …
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Essays in Currency Markets
… fashion, particularly at short horizons, using macro aggregates. Using carry, momentum, and value trading signals, which resemble macro variables that have traditionally been considered in forecasting exchange rates, we find much more evidence of out-of-sample forecastability at short horizons …
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Three Essays on Return Predictability and Decentralized Investment Management
… of the regression of stock returns on predictive variables. Empirically, I found that the predictive R2s are significantly larger than the upper bounds, implying that existing asset pricing models are incapable of explaining the degree of return predictability. For example, the predictive R2 of …
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Essays on Transatlantic Differences in Taxation, Redistribution and Provision of Public Goods
… due to the fact that per-capita output and other macroeconomic variables are U-shaped in taxes, both in the model and in the cross-country data. The economic intuition behind this finding is that while at low tax rates an increase in taxes and public education provision dampen human capital …
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Important factors for shipping companies in raising funds in the equity and high yield bond public capital markets
… between a prespecified set of global macroeconomic risk variables and shipping stock returns internationally. The sample consists of 36 companies that are listed in 10 stock exchanges around the world and the analysis concentrates in the period December 1989 - March 1998. The …
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Essays in International Macroeconomics and Finance
This collection of essays examines the topic of macroeconomic stabilisation in an international context, focusing on monetary policy, capital controls and exchange rates. Chapter 1, written in collaboration with Giancarlo Corsetti and Joao Duarte, reconsiders the effects of common monetary policy …
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Analysis and prediction of traffic accidents at urban intersections
… of accident rates at intersections by taking macro traffic variables into account. Additionally, it evaluates the predictive efficacy of statistical models, machine learning methods, and neural network algorithms. The initial step involves conducting Pearson's correlation and statistical …
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Three Essays on Modeling Complex Dynamic Problems in Health and Safety
… a literature synthesis method based on macro-variables was advanced. This method provides a flexible approach to aggregating previous findings and assessing agreement across those studies. Factors commonly associated with falls included working surfaces and platforms, workers’ safety …
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Effects of Us Monetary Policy On Asean and Apec Economies
… spillovers of the United States (US) on the macroeconomics of other economies, such as the Association of Southeast Asian Nations (ASEAN) and the Asia-Pacific Economic Cooperation (APEC). The papers employ qualitative and quantitative research methodologies to understand the topic …
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Effects of Us Monetary Policy On Asean and Apec Economies
… spillovers of the United States (US) on the macroeconomics of other economies, such as the Association of Southeast Asian Nations (ASEAN) and the Asia-Pacific Economic Cooperation (APEC). The papers employ qualitative and quantitative research methodologies to understand the topic …
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Credit risk measurement and modelling
… integration of different market andfirm specific variables into a unique framework, in order to predict credit spread changes. Key determinants of default risk are employed to determine credit migration risk. Particularly, this thesis provides evidence as to the relation between different …