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 15 of 15 for “"price shock"”.
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Optimal Monetary Policy and Oil Price Shocks
… U.S. monetary policy in the presence of oil price shocks. The second chapter is devoted to studying different approaches to modeling energy demand. </p><p>In an influential paper, Bernanke, Gertler, and Watson (1997) and (2004) argue that systematic monetary policy exacerbated the recessions …
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Essays on international macroeconomics
This thesis examines the impact of terms of trade shocks on commodity-exporting small, open economies. The first chapter examines whether households, firms and policymakers in these economies can distinguish between temporary and permanent commodity price shocks. I find that they are largely unable …
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Data-driven pricing and inventory management with applications in fashion retail
… misspecification, and show that it can lead to price endogeneity, and hence inconsistent price elasticity estimates and suboptimal pricing decisions. We propose a "random price shock" (RPS) algorithm that combines instrumental variables, well known in econometrics, with online learning, in order …
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Oil prices and regional trade in the United States
This paper explores the effect of a diesel price on trade flows across space within the U.S. Using a structural gravity model applied to the U.S. inter-state trade, we find diesel price has a significant negative effect on interstate trade, and that trade between any pair of states is more …
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Oil price shocks, exchange rate dynamics and stock market behaviour: empirical evidence from Nigeria
This thesis explores the relationship between oil price shocks, exchange rate dynamics and stock market behaviour in Nigeria using a variety of econometric specifications. The response of exchange rates and stock markets to oil price fluctuations is an issue of great interest to policy makers, …
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Essays On The Effects Of Oil Price Shocks And Monetary Shocks On Labor Reallocation
… effects associated with oil and monetary shocks on the economy has revived interest in analyzing the channels of transmission that generate asymmetries in the response of economic activity to these shocks. This dissertation examines the role of the allocative channel in the transmission …
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Analyzing Country Risk: Estimating the Probability of External Debt Repudiation in the Post-Oil-Embargo Decade
… rescheduling process subsequent to the first oil price "shock" in 1973-74. The analysis attempts to improve and expand upon the work of others by specifically addressing a variety of empirical and theoretical deficiencies present in earlier studies. The paper concludes with a discussion of the …
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Macroeconomic dynamics in low income economies
… in a single commodity or a few commodities, price fluctuations may lead to low export earnings and low reserves. This has implications for the macroeconomic environment, since low levels of reserves may not adequately mitigate the effects of price fluctuations. Therefore, we first explore the …
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Examination of the effects of macroeconomic shocks on the Namibian economy
… which investigated the effects of macroeconomic shocks on the Namibian economy between 1980 and 2018. Firstly, the study estimated the dynamic effects of fiscal policy shocks through the SVAR approach. IRFs results reveal that a positive spending shock immediately increases output and interest …
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Economic Significance of Selective Export Promotion on Poverty Reduction and Inter-Industry Growth of Ethiopia
… 1 and 2 under fluctuations in world coffee prices and changes in substitution parameters. A micro-simulated CGE model was constructed to determine optimum production, income and consumption. A Beta frequency distribution function and FGT poverty measures were used to examine the changes in …
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ESSAYS ON CONSEQUENCES AND RESPONSES TO ECONOMIC SHOCKS
… that study the consequences of income or price shocks on important economic dimensions of villages, households, and individuals, and how they respond to these shocks. The first chapter investigates whether local governments respond to local economic shocks. I use heterogeneity in the …
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Essays in Industrial Organization and Labor Economics
… U.S. shale industry. In late 2014, global oil prices dropped precipitously, driving U.S. shale producers out of the market. As the number of new wells completed dwindled, productivity began to rise sharply, beginning a steepened upward descent that continued through 2019. This chapter draws on …
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ESSAYS ON MONEY AND FINANCE: THE CASE OF SELECTED SOUTH ASIAN COUNTRIES
… pass through in Pakistan and the relative city price convergence in Pakistan. The study has used panel data techniques for empirical estimations. The first study attempts to estimate capital mobility in South Asia using saving investment relationship technique and real interest rate …
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Essays in Empirical Macroeconomics
… paper examines the effects of an adverse oil price shock in oil-exporting countries under alternative exchange rate and fiscal policy arrangements. The results show that output and government consumption fall, as expected, but the responses are smaller and smoother in countries with flexible …
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Essays in Empirical Macroeconomics
… paper examines the effects of an adverse oil price shock in oil-exporting countries under alternative exchange rate and fiscal policy arrangements. The results show that output and government consumption fall, as expected, but the responses are smaller and smoother in countries with flexible …