ResearchWorks Archive

Browsing Economics by Issue Date

Browsing Economics by Issue Date

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  • 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 ...
  • 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 ...
  • 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) ...
  • 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. ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Dieleman, Joseph L. (2013-07-25)
    In 2010, governments spent over $4.05 trillion on health. This is 7% of the world economy. This dissertation measures the health outcomes achieved by this spending, how this spending changes upon the receipt of health ...
  • Abramowitz, Joelle (2013-07-25)
    This dissertation investigates how changes in policies, technology, and lifestyles affect individual's decisions about their health, well-being, and life choices. The dissertation primarily focuses on two questions within ...
  • Huang, YuFan (2013-11-14)
    The nonlinear time series analysis has been applied widely in many empirical macroeconomic studies and deepened our understanding of the economy. One of the traditional issues of most importance is how to describe the ...
  • Luo, Sui (2013-11-14)
    The relative importance of permanent (trend) versus cyclical shocks to GDP has been a central issue in macroeconomics since the work of Nelson and Plosser (1982). Morley et al. (2003) find large trend shocks. In contrast, ...
  • Brent, Daniel Aaron (2014-02-24)
    A canonical example in economics of the difference between marginal and total value is the diamond-water paradox. The high price of diamonds is derived from their rarity; whereas the price of water is low due to its ...
  • Cahan, Ercument (2014-02-24)
    In this dissertation we investigate the inferential theory for factor models with large cross-section ($N$) and time series ($T$) dimensions under monotone-missing data. The major contribution of the dissertation is the ...
  • Ko, sang bum (2014-02-24)
    This dissertation studies the effects of traditional IRAs and Roth IRAs on household saving and the participation choice between the two types of IRAs in the U.S. The first chapter summarizes the previous literature on ...
  • 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 ...

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