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Now showing items 14886-14905 of 41648
Essays on Learning Theory for time series
This thesis comprises three essays on statistical learning theory for time series. In the first chapter, joint with Christian Brownlees, we propose an alternative specification of a dynamic conditional correlation model ...
Essays on learning, information, and expectations in macroeconomics and finance
This dissertation focuses on learning and expectations formation in Macroeconomics and Finance and the role of information production in shaping macroeconomic fluctuations. The first chapter provides a theory of information ...
Essays on liquidity and risk
In Chapter 1 I investigate the economic importance of correlation in mutual fund flows for funds with overlapping portfolio positions. I illustrate theoretically that commonality in trading by funds due to flow correlation ...
Essays on Liquidity in Financial Markets
This dissertation contributes to a better understanding of liquidity in financial markets. Relying on the latest proxies for liquidity and TAQ benchmark data, this dissertation investigates liquidity in financial markets ...
Essays on liquidity, stress and interventions in interbank markets
This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured lending, relative ...
Essays on local labor markets
This thesis is composed of three essays in which I analyze how heterogeneity in productivity, either on the worker or on the firm side, interacts with the size of local labor markets and a set of outcomes of interest. In ...
Essays on location and development of subsidiary R&D strategic role: A matter of dual network embeddedness
The integration of subsidiaries into international networks is altering the scholarly conception of the Multinational Corporation (MNC), forcing us to see subsidiaries as differentiated nodes of the internal corporate ...
Essays on location patterns of creative industries
Aquesta tesi analitza i identifica quins són els factors que faciliten la localització i aglomeració de les indústries creatives a nivell local i les compara amb les de la resta d’activitats econòmiques. Aquesta tesi ...
Essays on long-run economic development and political economy
In the first chapter, I study how human populations adapt to ethnically diverse societies. Using new data on a natural experiment from Peru’s colonial history, the results show that ethnic diversity need not spell poor ...
Essays on long-term care
This thesis analyses the effects of expanding public Long-Term Care (LTC) benefits in Spain, using three different approaches. In the first chapter, I estimate the impact of public LTC allowances on the mortality of the ...
Essays on Machine Learning for Risk Analysis in Finance, Insurance and Energy
[eng] This thesis provides research catalogued in the area of risk assessment. Specifically, it contributes to the fields of international finance and asset pricing in finance, and risk assessment in energy economics and ...
Essays on Macroeconometrics
Esta tesis es una colección de ensayos empíricos, con aplicación macroeconómica. En el primer capítulo, se investigan los efectos de política monetaria, previstos y no previstos. La idea básica es que los mercados forman ...
Essays on Macroeconomic Dynamics
El objetivo de esta tesis es la de explorar el comportamiento de los agentes económicos en un entorno cambiante, desarrollando modelos que son estructuras dinámicas genuinas, construidas sobre sólidos fundamentos ...
Essays on macroeconomic effects of credit market fluctuations
This dissertation includes three chapters on the macroeconomic effects of the financial system, particularly the credit market. In the first chapter, I show a causal link between household credit supply and economic ...
Essays on macroeconomic forecasting
Esta tesis es una colección de tres ensayos empíricos con un enfoque en la previsión. El primer capítulo se centra en una importante tarea de política como previsión de la inflación. El trabajo tiene como objetivo ...
Essays on Macroeconomic Policies and Redistribution
The general objective of the doctoral thesis is to evaluate the distributive effects of macroeconomic policies. In particular, the thesis assesses the distributional impact of fiscal policy, conventional and unconventional ...
Essays on macroeconomic policy and business cycles
This thesis consists of three chapters on macroeconomic policy and business cy-cles. In chapter 1, I estimate a time-varying structural VAR to study the effects of government spending shocks on a number of U.S. macroeconomic ...
Essays on macroeconomic policy over the business cycle
Esta tesis consta de tres capítulos vagamente conectados, cada uno de ellos analizando una cuestión de particular interés para los legisladores de políticas macroeconómicas relacionadas con las fluctuaciones del ciclo ...
Essays on Macroeconomic Theory: Technology Adoption, the Informal Economy, and Monetary Policy
It is well known that cross-country diferences in income per worker are very large. For example, the average per-capita income of the richest ten percent of countries of the Penn World Tables in 1996 is about thirty times ...
Essays on Macroeconomics and Textual Analysis
Aquesta tesi conté tres assaigs sobre macroeconomia i anàlisi textual. En el primer capítol, estudio l’impacte de la polarització política sobre les polítiques mediambientals utilitzant propostes de llei de les ...
