Abstract
dc:description.abstractNonlinear models have many applications in the economic and financial fields. The following works focus on their use for forecasting. Neural networks, in conjunction with an Affine Term Structure Model, are used to discover possible yield curve arbitrage opportunities. A G/ARCH model is employed to test and forecast the conditional variance of state-level employment growth. A Space-Time Autoregressive (STAR) model is applied to state employment growth to ensure that any measure of volatility in the series is not misdirected as employment movements between neighboring states.
Degree
thesis:*- Name thesis:degree_name
- PhD
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Economics
- Year dc:date.available
- 2013
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Murdoch, Scott T.
- Contributors dc:contributor
-
- Stratford Douglas
- Arabinda Basistha
- Naomi Boyd
- George Hammond
- Feng Yao
Subjects
dc:subject × 1Identifiers
dc:identifier.*- Identifier
- https://researchrepository.wvu.edu/etd/531
- OAI identifier oai:identifier
- oai:researchrepository.wvu.edu:etd-1534