Now showing items 41-60 of 74

    • 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 Bayesian Econometrics 

      Kim, Jaeho (2014-04-30)
      This dissertation explores important macroeconomics issues based on Bayesian Econometrics tools developed. One goal of the first chapter of the dissertation is to develop an efficient Markov-Chain Monte Carlo (MCMC) algorithm ...
    • Economics of the aircraft industry 

      Simonson, Gene Roger, 1927- ([1959])
    • The Japanese economic development of Manchuria, 1932 to 1945 

      Myers, Ramon Hawley, 1929- ([1960])
    • Essays on return predictability and yield factors 

      Ma, Xuyang
      This dissertation includes three chapters in which the first two are on return predictability and the third is on yield curve and yield factors. The abstract of each of them is as follows: 1), This paper proposes using ...
    • Essays on the Economics of Crime and Family 

      HSU, LIN-CHI
      This dissertation studies topics in the economics of crime and family. In the first chapter, I examine transfer schedules for the Temporary Assistance for Needy Families (TANF) program and find a causal relationship between ...
    • Three Essays on Family Economics 

      Mai, Hui
      Using the National Longitudinal Survey of Youth data, my dissertation investigates several key issues in family economics. The first chapter studies the role of family relocation on children's schooling and youth behavior ...
    • Another Look at Stock Return Comovement: Some New Evidence and Test 

      Deng, Kaihua
      The study of the comovement between asset returns reflects an ongoing effort by economists to understand investment risk in financial markets. Building on previous findings, in the current thesis I provide some new evidence ...
    • Essays in Financial Intermediation and Credit Risk 

      Pereira, Javier Marcelo
      This dissertation focuses on issues in financial intermediation and sovereign credit risk. With the enactment of the Gramm-Leach-Bliley Act (GLBA) in 1999, the long-standing barriers between commercial and investment banking ...
    • Three Essays on Corporate Finance and Firm Dynamics 

      Izumi, Atsuko
      “Change in corporate performance after firing CEO: A comparison between US and Japan” The relation between board independence and management monitoring intensity is a long-standing question in the literature. Employing ...
    • The Impact of Identity and Self-perception on Labor Market Outcomes 

      Hoagland, Chasya Jeannine
      This dissertation explores the impact of perception on labor market outcomes in three contexts. The first chapter uses NELS:88 data to examine the differential impact of subject specific self-perception on education choices ...
    • Identification and Inference of Duration Models Driven By Stochastic Processes 

      Liu, Ruixuan
      I study a new class of duration models driven by stochastic processes. In contrast with the standard hazard-based models, the duration outcome or survival time is de fined to be the the fi rst time a Lévy subordinator--a ...
    • Essays on Nonprofit Competition 

      Bose, Bijetri
      The predominant objective of this dissertation is the analysis of competition among nonprofits in a market. The focus is on exploring nonprofit behavior in markets in which they demand revenue from various sources. Chapters ...
    • Beliefs, Choice Structure, and Human Capital Investment 

      Huntington-Klein, Nicholas Chandler
      The decision to pursue a college education has extensive economic implications, and economists have studied this decision for decades. However, the current economic approach to educational choice oversimplifies the decision, ...
    • Three Essays on Finanical Economics 

      Chen, Yi-An
      This thesis discusses network risk and its implications for financial economics. A stock’s tendency to co-move with its related stocks is defined as network risk. In the first chapter, I propose a new econometric procedure ...
    • Essays on the Puzzles in International Finance 

      Lee, Seojin
      The overall theme of this dissertation is the explanation of puzzles in international finance. Empirically, exchange rates seem to be disconnected to the economic fundamentals, and it is referred to as the exchange rate ...
    • Essays on Information, Competition, and Pricing Dynamics in the Retail Gasoline Market 

      Hong, Woo Hyung
      This dissertation studies the role of information in market performance, and pricing dynamics observed in the retail gasoline market. In Chapter 1, we empirically test whether smartphones, as information-providing devices, ...
    • Essays on Intergenerational Transfers and Living Arrangements 

      Fu, Chien-Hao
      Intergenerational relationships are playing an increasingly important role in today's family life. In this study, I utilize the data from the Health and Retirement Study (HRS) to explore the linkage between children's ...
    • Estimation and Identification Issues in Monetary Policy Rules 

      Chon, So Ra
      The dissertation explores the links between macroeconomic phenomena and monetary policy and to develop new econometric methods. In the first chapter, “Monetary Policy Rules and Macroeconomic Stability Revisited: Limited ...
    • Private Provision of Public Goods: Uniform Price Mechanisms with a Threshold and Dynamics with a Tipping Point 

      Li, Zhi
      This dissertation comprises three manuscripts, all contributing to the literature of the private provision of public goods. In Chapters 2 (complete information, CI) and 3 (private value information, PI), we introduce two ...