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.
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Showing 1 to 20 of 31 for “"Macroeconomic models"”.
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Macroeconomic models of consumer demand for consumer packaged goods in Asia
… market shifts due to fluctuations in various macroeconomic indicators. As a result, CPGCo faces heavy stockouts and excess inventories. This thesis explores the suitability of using macroeconomic indicators to forecast consumer demand for three developing countries in Asia as well as three …
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The role of production subsidies in general equilibrium macroeconomic models with imperfect competition
… This thesis constructs a two-sector non-monetary macroeconomic model with monopolistic competition to examine welfare and other related effects of a subsidy provision in the form of lump sum transfers or as some proportion of a variable cost component while firms in the perfectly competitive …
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Loss distributions in consumer credit risk : macroeconomic models for expected and unexpected loss
… a credit risk model through logistic regression models and threshold regression models. Considering the fact that the specification of a credit risk model is influenced by its purpose, the thesis considers the IFRS 7 and IFRS 9 accounting requirements for impairment disclosure as well as Basel II …
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The role of money in four UK macroeconomic models: a comparison and an evaluation
… compares and evaluates the role of money in four macroeconomic models - the H.M. Treasury, the London Business School, the National Institute of Economic and Social Research, and a post-Keynesian model. This study can be subdivided into two parts - chapters two and three analyse the historical and …
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Business cycles, interest rates and market volatility : estimation and forecasting using DSGE macroeconomic models under partial information
… of the insufficiencies and a lack of realism in macroeconomic modelling and model calibration methods, including those with DSGE methods and models, and spelled the need for further enhancements. The issues this research started addressing even before the 2008 crisis imposed demand for …
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Forecasting macroeconomic models with artificial neural networks : an empirical investigation into the foundation for an intelligent forecasting system
… namely business forecasting. In time series and macroeconomic modelling, there are many assumptions being imposed on the behavior and functional relationship of the underlying variables. In addition, one may face the complexity in the estimation of these models. This study uses Artificial Neural …
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Essays on Macroeconomics and Informal Economies
… this monograph I introduce informal economies in macroeconomic models to study the following issues: (i) How should governments conduct monetary and fiscal policies in the presence of the shadow economy? (ii) How do labor market policies, regulations and mandated benefits affect the size of the …
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Essays on Endogenously Incomplete Markets
… in this dissertation constitute a study of macroeconomic models with markets that are endogenously incomplete. Chapter 2 provides microfoundations for two types of widely used incomplete market models while chapter 3 studies the role for policy in endogenously incomplete models. Chapter 4 …
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A MACROECONOMIC MODEL FOR INTEREST-FREE ECONOMIES: AN INTEGRATIVE STUDY OF WESTERN AND ISLAMIC ECONOMIC SYSTEMS (BANKING)
… interest-free financial system.</p><p>The macroeconomic models employed for planning and development needs are interest-oriented developed by Classical and Keynesian economists. Obviously the macroeconomic models are not applicable in the interest-free economies and there is a need to …
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Essay on beliefs and the macroeconomy
… about the economy with possibly misspecified models. I consider a recursive general-equilibrium framework that nests a large class of macroeconomic models. Misspecification is represented as a constraint on the set of beliefs agents can entertain. I introduce the solution concept of …
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Essays in applied macroeconomics
… types of market failures. Understanding the macroeconomic consequences of corporate decisions is a key component of creating sound policies that facilitate stable and sustainable economic growth. I employ a unique combination of reduced-form, theoretical, and structural tools in my thesis. …
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Heterogeneity in regional economic models: disaggregation and integration
… Particularly for regional economists focusing on macroeconomic models at the subnational level, it is of foremost importance to take into account heterogeneity of agents in regional economic models, generally used for the mid- and long-term forecasting and policy evaluation, considering the …
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Essays on Global Imbalances and the Financial Crisis
… begins with a discussion of the development of macroeconomic models in general. Following Wynne Godley’s stock-flow consistent (SFC) modelling approach, the focus of this essay is to build a fully estimated empirical SFC model for the UK. The model features detailed financial balance sheets for …
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Macroeconomics and money in developing countries: an econometric model for an Asian region
This thesis is a contribution towards the macroeconomic and monetary analysis of developing countries. A fully-fledged macroeconometric model is theoretically specified, econometrically estimated and dynamically simulated for policy analysis. The model contains demand side, supply side, balance of …
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Essays in Banking and Interest Rates
… The third paper studies whether three popular macroeconomic models can generate the behavior of nominal and real term structure found in data. Different from King and Watson (1996), it uses data on UK index-linked bonds to get a better measure of ex-ante real interest rates. It is found that …
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Social Security reform in Spain
… demographic changes. First, demographic and macroeconomic models were created extending out to 2050 and, based on them, the finances of the system were estimated assuming that the current regulations would remain largely unchanged. The simulations indicate that the system will show small …
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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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Theoretical and empirical analysis of a macroeconomic model with financial and housing sectors in emerging market economies
… model, which is based on the New Consensus Macroeconomics (NCM) theoretical framework, has become the workhorse of macroeconomic analysis in academia, research institutes and monetary authorities since the 1980s. The dominating popularity of the DSGE type of models can be witnessed by their …
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Essays on inequality, interest rates and macroeconomic policies
… three chapters on inequality, interest rates and macroeconomic policies. The first chapter explores the macroeconomic consequences of the recent rise in permanent income inequality. First, I show that in many common macroeconomic models consumption is a linear function of permanent (labor) income. …
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