Now showing items 41-60 of 86

    • 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 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 ...
    • Essays on Inequality, Economic Activity and Globalization: Theory and Evidence 

      Rojas Vallejos, Jorge Humberto
      The recent increase in trade liberalization has had substantial distributional consequences, although the direction of this relationship and the mechanism driving it has been open to debate. This thesis analyzes the impact ...
    • Foreign Exchange Options and the Economics of Exchange Rates 

      Gwati, Ranganai
      Chapter 1: Historically, the currency derivative pricing literature and the macroeconomics literature on FX determination have progressed separately. In this Chapter I argue the joint study of these two strands of literature ...
    • Parameter Instability, Expectations, Exogenous Fiscal Shocks, and the Relationship between Taxes and Government Spending 

      Luna, Edgar Mauricio
      This dissertation focuses on the US government spending and taxes relationship. Chapter 2 considers the empirical relationship of taxes and spending using Granger causality test robust to parameter instability. The results ...
    • Essays on Price Discovery Measure, Exchange-Traded Funds and Liquidity 

      Sultan, Syed Galib
      Price Discovery is the process by which new information is impounded into asset prices through trading activity. A market is considered to contribute more to price discovery if it is the first to capture new information ...
    • 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 on Family Law and the Family 

      Wong, Ho Po
      Abstract: This dissertation consists of three essays on the effect of changes in family law in the United States since the divorce revolution in the 1970's on household outcomes. Essay 1: "When Homemakers are Compensated: ...
    • Essays on Health Care Provider Behavior 

      Robertson, Justin Christopher
      Using innovative econometric methods that condition on observed and unobserved characteristics, I estimate patient-specific treatment effects (in particular, Person-Centered Treatment (PeT) effects) for schizophrenia ...
    • New Approaches to Institutional Portfolio Performance Attribution and Private Equity Risk 

      Saenz, Joseph Floyd
      This work is comprised of three separate works which are summarized as follows: 1.) We develop a new method to estimate private equity funds' market beta from cash flows. Our methodology extends the widely known public ...
    • 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 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...