Now showing items 1-20 of 48

    • 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 ...
    • 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, ...
    • 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 ...
    • 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 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 ...
    • Essays in International Finance 

      Lee, Dong
      This dissertation consists of three chapters. The first chapter, "What Makes a Commodity Currency?", looks at real exchange rate behavior of developing countries that depend heavily on commodity exports. A primary purpose ...
    • 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 ...
    • Essays on Contract Theory 

      Su, Alice Peng-Ju
      This dissertation is primarily on the contractual design to account for various source of information asymmetry in a principal-agent(s) relationship. In the first chapter, I study the optimal provision of team incentives ...
    • 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 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 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 ...
    • 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 ...
    • 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 ...
    • Essays on Household Behavior in Developing Economies 

      Su, Yu-hsuan
      This dissertation consists of three essays in development economics. I explore various household behaviors in developing economies, using India and Tanzania as examples. The first two chapters focus on urban slums to ...
    • 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 ...
    • 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 Institutional and Macroeconomic Aspects of International Trade 

      Kuenzel, David Julian
      The overarching theme of this dissertation is the analysis of institutional and macroeconomic factors that shape and interact with international trade. Chapters 1, 2 and 4 of this dissertation examine how institutional ...
    • 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 ...
    • Essays on International Demographic Economics 

      Oxborrow, David Robert
      This dissertation focuses on including realistic demographic structures in macroeconomic frameworks in order to circumvent existing modeling issues, explain current international trends, and forecast the implications of ...