Now showing items 21-40 of 90

    • Essays on the volatility of macroeconomic and financial time series 

      Yu, Wei-Choun (2006)
      The essays are comprised of three chapters to investigate the structural changes and reasons of Japanese postwar macroeconomic dynamic, the structural changes and nature of exchange rate realized volatility, and the ...
    • Essays on affine term structure models 

      Vichiansin, Bovorn (2006)
      Recent studies by Dai and Singleton (2002), Duffee (2002), and Duarte (2004) show that affine term structure models that match the time variability of the expected returns of bond yields do not generate time variation in ...
    • Essays on volatility models using EMM estimation 

      Gu, Ying, 1978- (2006)
      Academic researchers and investment institutions have devoted a significant amount of their efforts over the past two decades to developing and testing sophisticated models of the volatility dynamics of different types of ...
    • Structural breaks and regime switching models: theoretical extensions and applications 

      Wang, Bruce Chang-Ming (2007)
      In 3 essays, regime switching and structural break models are explored and used in the fields of International Economics, Health Economics, and Macroeconomics. (1) Characterizing the Real Exchange Rate in a Switching AR(1) ...
    • An Economic Analysis of Secure Messaging between Patients and Providers 

      Gilles, Rodica (2012-09-13)
      This dissertation presents an economic analysis of patient-provider communication through secure messaging. Section 1 presents the evolution of secure messaging. Section 2 aims to determine whether secure messages can ...
    • Essays on Financial Econometrics 

      Lee, Jee Young (2012-09-13)
      This dissertation studies the U.S. stock market. The first chapter explores a four-moment CAPM under regime switching which incorporates the risk premia for skewness and kurtosis. As expected, estimates of risk premia for ...
    • Pensions and Household Saving in The United States 

      Chang, Fei-Chien (2012-09-13)
      The goal of this research is to examine the effects of employer-provided pensions and Social Security on household saving in the United States. Current interest has intensified because of increasing concerns about insufficient ...
    • Essays on Macroeconomic Growth: The Role of Human Capital 

      Mitra, Aditi (2012-09-13)
      This paper analyzes the effects of technological change on growth and inequality in a two-sector endogenous growth model. The first two chapters consider two variations of the time path of the shock - discrete and gradual. ...
    • Essays on Social Capital and Economic Growth 

      Rai, Sumant (2013-02-25)
      In this thesis we present three models to analyze the dynamic relationship between social capital and economic growth. Throughout it is assumed that social capital increases with socialization while it decreases with labor ...
    • Jump Variation in High-Frequency Asset Returns: New Estimation Methods 

      Donhauser, Brian James (2013-02-25)
      A large literature has emerged in the last 10 years using high-frequency (intraday) asset returns to estimate lower-frequency phenomena, several of which being conditional daily return variance and its components jump ...
    • Three Essays on Land Rights, Labor Mobility and Human Capital Investment in China 

      Wang, Dan (2013-07-23)
      The dissertation explores how institutional features of the Chinese economy impact the welfare and behavior of Chinese households. The first two chapters investigate the economic implications of varying land security in ...
    • Essays on Subjective Well-Being and Public Finance 

      KIYA, KOHEI (2013-07-25)
      This dissertation explores relationships between well-being and public finance by using subjective well-being measures such as self-reported life satisfaction. The first chapter summarizes the discussion over the use of ...
    • Three Essays on Government Health Expenditure 

      Dieleman, Joseph L. (2013-07-25)
      In 2010, governments spent over $4.05 trillion on health. This is 7% of the world economy. This dissertation measures the health outcomes achieved by this spending, how this spending changes upon the receipt of health ...
    • Essays on Health, Family, and Work Choices 

      Abramowitz, Joelle (2013-07-25)
      This dissertation investigates how changes in policies, technology, and lifestyles affect individual's decisions about their health, well-being, and life choices. The dissertation primarily focuses on two questions within ...
    • Taxation and Household Financial Decisions: Evidence from the Bush Tax Acts 

      Lee, Daeyong (2013-07-25)
      This dissertation provides insights into the impact of differential taxation of financial assets on household portfolio decisions. To address endogeneity of household marginal tax rates, it exploits the structural tax rate ...
    • Empirical Analysis on U.S. Real Output 

      Luo, Sui (2013-11-14)
      The relative importance of permanent (trend) versus cyclical shocks to GDP has been a central issue in macroeconomics since the work of Nelson and Plosser (1982). Morley et al. (2003) find large trend shocks. In contrast, ...
    • Essays on Empirical Macroeconomics 

      Huang, YuFan (2013-11-14)
      The nonlinear time series analysis has been applied widely in many empirical macroeconomic studies and deepened our understanding of the economy. One of the traditional issues of most importance is how to describe the ...
    • Essays on Applications of the Factor Model 

      Sun, Xiaolin (2014-02-24)
      Estimating the volatilities and correlations of asset returns plays an important role in portfolio and risk management. As of late, interest in the estimation of the covariance matrix of large dimensional portfolios has ...
    • Essays on Water Resource Economics 

      Brent, Daniel Aaron (2014-02-24)
      A canonical example in economics of the difference between marginal and total value is the diamond-water paradox. The high price of diamonds is derived from their rarity; whereas the price of water is low due to its ...
    • Inferential Theory for Factor Models of Large Dimensions under Monotone Missing Data 

      Cahan, Ercument (2014-02-24)
      In this dissertation we investigate the inferential theory for factor models with large cross-section ($N$) and time series ($T$) dimensions under monotone-missing data. The major contribution of the dissertation is the ...