Browsing ECO Theses by Issue Date

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Browsing ECO Theses by Issue Date

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    Title: Three essays on frictional labour markets  Author(s): POTHIER, David Date: 2013 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis contributes to the understanding of how socio-economic factors affect the functioning of modern labour markets. It belongs to the strand of academic literature that departs from the standard Walrasian model of ...
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    Title: Structural vector autoregressions with Markov switching : identification via heteroskedasticity  Author(s): NETŠUNAJEV, Aleksei Date: 2013 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Structural vector autoregressions are of great importance in applied macroeconometric work. The main di culty associated with structural analysis is to identify unique shocks of interest. In a conventional approach this ...
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    Title: Essays on wage inequality from a macroeconomic perspective  Author(s): FORSTNER, Susanne Date: 2013 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis contains two chapters on the sources of residual wage inequality. The first chapter contributes to attempts to explain the increase in wage inequality in the U.S. labor market over the past few decades. I address ...
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    Title: Single Equation Instrumental Variable Models: Identification under discrete variation  Author(s): SMOLINSKI, Konrad Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Over the last decade, substantial interest in theoretical econometrics and microeconometrics has been directed towards nonparametric models. Much work has been devoted to the development of novel identification and estimation ...
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    Title: Essays on Innovation, R&D Policy and Industrial Clusters  Author(s): HORAN, David Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: The first chapter studies how government should allocate R&D subsidies when firms interact through their R&D decisions. In practice, public agencies often distribute funding on a case-by-case (CbC) basis ignoring indirect ...
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    Title: Three Essays in Household Finance  Author(s): FAGERENG, Andreas Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis contains three chapters relating to the field of household finance. In the first chapter household life cycle investment behaviour is investigated using a panel of Norwegian administrative data and tax records. ...
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    Title: On the Measurement of Welfare, Happiness and Inequality  Author(s): RYNKO, Maja Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis addresses welfare measurement issues, with an emphasis on the measurement of happiness and inequality. It contributes to the economic literature in both methodological and empirical terms, with the empirical ...
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    Title: Keeping up with the Medici! Three essays on social comparison, consumption and risk  Author(s): DIJK, Oege Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis investigates the influence of social comparison (i.e. comparing ones outcomes with others such as neighbours, colleagues, etc) on consumption and risk-taking. The first essay (joint with Robert H. Frank and ...
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    Title: Essays on the Cost of Debt Capital for Private Firms  Author(s): VALENZUELA, Patricio Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Since corporate investment is a key driver for economic growth, it is very important to find out what are the drivers of the cost of financing for private firms. In particular, this thesis studies the determinants of spreads ...
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    Title: Econometric Models for Mixed-Frequency Data  Author(s): FORONI, Claudia Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis addresses different issues related to the use of mixed-frequency data. In the first chapter, I review, discuss and compare the main approaches proposed so far in the literature to deal with mixed-frequency data, ...
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    Title: An Economic Analysis of the Regulation of Pharmaceutical Markets  Author(s): SAURÍ, Lluís Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Regulation in pharmaceutical markets is pervasive in most countries, especially in Europe. The nature of existing regulations is diverse, as they serve a number of purposes: guaranteeing safety, efficacy and security of ...
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    Title: The Impacts of Housing Derivatives Trading on the Housing Market  Author(s): ULUC, Arzu Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Housing is the largest asset class in the world. However, in contrast to other major asset classes, including stocks and bonds, it does not have a well-developed derivatives market. In fact, housing derivatives can provide ...
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    Title: A Discrete-Choice Econometrician's Tale of Monetary Policy Identification and Predictability  Author(s): SIRCHENKO, Andrei Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis studies the econometric identification and predictability of monetary policy. It addresses the discrete and collective nature of policy decisions, and the use of the real-time versus currently available revised ...
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    Title: Network Structure Matters: Applications to R&D collaboration, collusion, and online communication networks  Author(s): KORKMAZ, Gizem Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis studies the interplay between network structure and strategic decision making given the backdrop of economic and social networks. The first two chapters study how firms’ incentives to invest in costly R&D are ...
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    Title: Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis  Author(s): DROUMAGUET, Matthieu Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This dissertation has for prime theme the exploration of nonlinear econometric models featuring a hidden Markov chain. Occasional and discrete shifts in regimes generate convenient nonlinear dynamics to econometric models, ...
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    Title: Granger-Causal Analysis of Conditional Mean and Volatility Models  Author(s): WOŹNIAK, Tomasz Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: Recent economic developments have shown the importance of spillover and contagion effects in financial markets as well as in macroeconomic reality. Such effects are not limited to relations between the levels of variables ...
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    Title: Financial Constraints, Financial Shocks, and Business Cycle Accounting  Author(s): RIMARCHI, Massimiliano Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis features three closely related chapters investigating the role of the investment wedge in affecting macroeconomic fluctuations. The first chapter shows that the Business Cycle Accounting (BCA) methodology is ...
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    Title: Banking across Borders: Evidence and implications  Author(s): NIEPMANN, Friederike Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis sheds light on the motives, the nature and the implications of banking across borders. In Chapter 1, co-authored with Tim Schmidt-Eisenlohr, I examine the challenges that increased financial integration presents ...
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    Title: Essays on Sovereign Default and the Link with the Domestic Economy  Author(s): ANDREASEN, Eugenia Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis studies the causes and consequences of sovereign defaults focusing on non traditional links between sovereign default and the domestic economy: the impact of sovereign defaults on the external financial conditions ...
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    Title: Moment Condition Models in Empirical Economics  Author(s): RISCADO, Sara Maria de Almeida Duarte Lopes Date: 2012 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: In the first chapter of this dissertation, we approach the estimation of dynamic stochastic general equilibrium models through a moments-based estimator, the empirical likelihood. We try to show that this inference process ...