Recent Submissions

  • Essays on Exchange Rates and Term Structures 

    Nam, Byunghoon
    The overall theme of this dissertation is the explanation of the relationship between the exchange rates and the term structures of assets. Chapter 1, "Theoretical Exposition of Exchange Rate and Term Structures", develop ...
  • Essays on Nonparametric and Dynamic Time-Seies Econometrics 

    Hwu, Shih-Tang
    This dissertation explores important macroeconomics issues based on both classical and Bayesian Econometrics tools developed. One goal of the first chapter of the dissertation is to develop identification conditions and ...
  • Essays on fitting factor models for asset returns 

    Srinivasan, Sangeetha
    Factor models are used to describe the fundamental drivers of financial asset returns. There are 3 types: time-series factor, statistical factor and fundamental factor models. While factor models have existed for almost ...
  • Behavioral Responses to Congestion Pricing 

    Gross, Austin Garret
    Traffic congestion is costly both in terms of time lost as well as resources squandered. Road infrastructure is also expensive to create and maintain, with current funding mechanisms falling short. While there is strong ...
  • Essays on Dynamic Markets 

    Ho, Ken C.
    This dissertation studies three markets. In chapter 1, we study a dynamic two-sided many-to-one matching model. We provide sufficient conditions for the existence of a dynamically stable matching and show that some but ...
  • Essays in Corporate Finances and Firm Dynamics 

    Fan, Yang
    This dissertation examines how the changes in the structure of corporate boards of publicly traded firms can have an impact on both the corporate finance decisions of the firm as well as have broader market-wide implications ...
  • Essays in Asset Pricing: Extensions and Applications of the Recovery Theorem 

    Sanford, Anthony
    This thesis has three separate goals: to provide a methodological framework for extracting risk-neutral densities from options prices, to extend the Recovery Theorem (RT) theoretically, and to apply the RT to firm decision ...
  • Essays on Financial Forecasting 

    Ng, Kara
    This dissertation investigates forecasting monetary policy, currency strategies, and equity returns. The three chapters are summarized below: 1.) From December 2008 to November 2015, the Federal Reserve’s fed funds target ...
  • Essays on Social Demand Estimation: Evidence from CAPS and Steam 

    Clayton, Andrew
    This dissertation examines the role of peer influence on the demand decisions made by socially connected consumers within markets for household investment and digital video games. In both applications, novel and rich data ...
  • Three Essays on Foreign Trade, Offshoring and International Rivalry 

    Lei, Weng Chi
    This dissertation consists of three essays, covering the topics of foreign trade, offshoring and international rivalry. In particular, Chapter 1 analyzes the strategic capacity allocation of an international oligopoly. ...
  • Essays on Bristol Bay Sockeye Salmon Commercial Fishery – Management Policies and Pricing Mechanism 

    Wang, Yun-Ling Jocelyn
    This dissertation consists of three manuscripts studying management policies and ex-vessel pricing mechanism observed in the world’s largest wild sockeye salmon run – Bristol Bay. For the first manuscript, we develop a ...
  • Three Essays in Fisheries Economics 

    Chen, Yeuan Allen
    The first chapter of this dissertation examines how the sample of catches used by researchers to construct catch expectations proxies is selected by the fisher. We suggest a full information maximum likelihood procedure ...
  • Essays on Policy Evaluation 

    Huang, Shih-Ting
    This dissertation evaluates the effects of tax policies on fertility and on women’s return to work and effects of land policies on women’s empowerment. In the first chapter, I study the impacts of the introduction of the ...
  • Essays on Labor Market Outcomes for Women in Developing Countries 

    Rutledge, Laine
    This dissertation focuses on labor market issues for women in developing countries. The first chapter investigates adult life outcomes of a child sponsorship program in six developing countries, with particular attention ...
  • Essays on Heterogeneity in Fiscal Unions 

    Dashkeev, Vladimir
    This dissertation investigates the implications of heterogeneity in fiscal unions for risk sharing and the welfare cost of business cycles. Each chapter considers the United States as a fiscal union, with a heterogeneous ...
  • Essays on Contract Theory and Mechanism Design 

    Rodivilov, Alexander
    My dissertation investigates optimal contracts for experimentation and a matching problem for the runway slot allocation. The first chapter of my dissertation examines the role of monitoring in experimentation where agents ...
  • Essays in Financial Economics 

    Hsu, Wan-Jung
    This dissertation aims to investigate the interaction between financial markets and the real economy both in the short-run and the long-run. The first two chapters study the distinct interactions between different states ...
  • Essays on Machine Learning in Applied Microeconomics 

    Ho, Jenny
    Hedonic models are commonly used to recover the implicit prices of house attributes and local non-market public goods. Yet they are plagued by omitted variable bias when variables that are correlated with the attribute in ...
  • Essays on Labor Supply 

    Hassairi, Nail
    This dissertation consists of essays studying labor supply empirically through the use of an experimental platform set up on Amazon Mechanical Turk online labor market. The essays contribute to measuring labor supply ...
  • Essays on Stock Prices and Equity Premium 

    Lee, Seunghan
    This dissertation studies the role of cash flow in explaining stock price variations and the determination of equity premium after correcting for the measurement error of cash flow growth. In Chapter 1, we incorporate ...

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