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 20 of 888 for “"Macroeconomic"”.
-
MACROECONOMIC ASPECTS OF CONFLICT
<p>In the following papers I propose to construct economic models that incorporate the disastrous effect of conflict. I model conflict theoretically in a Solow growth model and empirically in a GDP per worker growth model, in a civil war onset model and a model for civil war’s severity. The first …
-
Essays on macroeconomic volatility
… three empirical essays on different aspects of macroeconomic volatility. The first essay provides evidence of a causal and economically important relation between financial development and macroeconomic volatility by looking at the effect of financial development in the volatility of sectors …
-
Computation in Macroeconomic Asset Pricing
… investigates computational methods for macroeconomic asset pricing models. It demonstrates that advances in economic modeling often require advances in computation and highlights a particular case where more demanding computational methods are required to solve an economic model. It also …
-
Macroeconomic consequences of accounting : the effect of accounting conservatism on macroeconomic indicators and the money supply
This study investigates the macroeconomic consequences of firm-level accounting conservatism. Consistent with conditional conservatism extending to the aggregate level, I demonstrate that annual estimates of aggregate corporate profits and gross domestic product from 1929 to 2007 compiled by the …
-
MACROECONOMIC ASPECTS OF COMMODITY PRICE DYNAMICS
… examines the impact of monetary policy and other macroeconomic shocks on the dynamics of agricultural commodity prices. The major contributions of this study are twofold. First, unlike other studies that use indexes, this study analyzes the commodities individually, affording the inclusion of …
-
Current account dynamics and macroeconomic policy
… and how these imbalances are influenced by macroeconomic policy. These issues are dealt with in three related studies. Even though literature argues that fiscal policy may be more capable of attaining current account stability if supported by monetary policy measures, only a few studies …
-
Macroeconomic dynamics in low income economies
… exchange constraints on the behaviour of key macroeconomic variables. The literature defines the problem of export fluctuations with reference to commodity concentration of exports, the ability to forecast the fluctuations, and the availability of foreign reserves to meet the effects of …
-
Household credit: Regulation, constraints and macroeconomic implications
… personal bankruptcy is found to cause long-run macroeconomic instability only if it is associated with asset bubbles. Chapter 3 studies interest rate restriction policy from an empirical point of view, using administrative data on housing loans in France. This regulation is found to cause a …
-
Essays on Macroeconomic Announcements and Asset Pricing
… 100% of the equity premium by trading on select macroeconomic announcement days identified by prior literature. We use day-of-the-month fixed effects to control for announcement clustering and find that macroeconomic announcements as a whole are responsible for about half of the equity premium. …
-
Mean reversion in macroeconomic and financial data
… dissertation focuses on the mean reversion in macroeconomic and financial data using nonparametric estimation method. The first essay studies the recent attempts to solve the second form of the Purchasing Power Parity (PPP) puzzle (usually expressed as a half-life of 3∼5 years), mostly by …
-
Essays on Macroeconomic Uncertainty and Capital Flows
… the quantitative effects on key domestic macroeconomic variables of implementing a foreign reserves accumulation policy with full sterilization. It extends an asymmetric two-country model by introducing a global interbank market and an active domestic central bank. The goal of this policy …
-
Three essays on the sustainable macroeconomic policies
We examine the sustainability of fiscal policy in terms of linearity vs. non-linearity of fiscal reaction function, and especially the semi-parametric approaches are employed. Moreover, the threshold of fiscal policy regime switches and the interaction between monetary and fiscal policies are also …
-
Differentiation of Labor in Macroeconomic Growth Models
Made available in DSpace on 2014-12-09T19:32:08Z (GMT). No. of bitstreams: 1 6808235.pdf: 6466980 bytes, checksum: a1e618b37c9c660fcf3c3d752ca8aa5d (MD5) Previous issue date: 1967
-
Exchange rate pessimism in Tanzanian macroeconomic policy
To correct balance of payments disequilibria many developing countries are experiencing, attention is focused on visible trade deficit because capital markets are almost non-existent, capital mobility is strictly controlled and service trade is underdeveloped. Economic theory recommends devaluation …
-
Fiscal aspects of macroeconomic stability in Africa
This study analyses empirically the nature of fiscal and monetary policy interdependence and fiscal dynamics in africa. It also looks at the possibility of implementing viable fiscal policy rules and institutions that are consistent with economic and monetary stability and growth. The study starts …
-
Essays on macroeconomic risks and stock prices
In this thesis, I study the relationship between macroeconomic risks and asset prices. In the first chapter, I establish that inflation risk is priced in the cross-section of stock returns: stocks that have low returns during inflationary times command a risk premium. I estimate a market price of …
-
Macroeconomic Forecasting: Statistically Adequate, Temporal Principal Components
… the use of Principal Component Analysis (PCA) in macroeconomic forecasting, particularly in cases where traditional principal components fail to account for all of the systematic information making up common macroeconomic and financial indicators. At the outset, PCA is viewed as a statistical …
-
Essays on international capital flows and macroeconomic stability
… continuosly evolving and highly dependent on the macroeconomic environment. We further study the transmission channel linking portfolio flows to credit extension in South Africa. We posit that the transmission works by increasing banks supply of credit and we find empirical support for this …
-
Structured Finance and Its Effects on Macroeconomic Stability
… field is poorly understood and its connection to macroeconomic stability was underestimated until the credit crisis. This paper explores the structured finance market in three phases. First, the market is broken into parts based on the incentives and motivations of each of the three major agents …
Page 1 of 45