Pour voir les autres types de publications sur ce sujet consultez le lien suivant : Macroeconomics – Models.

Thèses sur le sujet « Macroeconomics – Models »

Créez une référence correcte selon les styles APA, MLA, Chicago, Harvard et plusieurs autres

Choisissez une source :

Consultez les 50 meilleures thèses pour votre recherche sur le sujet « Macroeconomics – Models ».

À côté de chaque source dans la liste de références il y a un bouton « Ajouter à la bibliographie ». Cliquez sur ce bouton, et nous générerons automatiquement la référence bibliographique pour la source choisie selon votre style de citation préféré : APA, MLA, Harvard, Vancouver, Chicago, etc.

Vous pouvez aussi télécharger le texte intégral de la publication scolaire au format pdf et consulter son résumé en ligne lorsque ces informations sont inclues dans les métadonnées.

Parcourez les thèses sur diverses disciplines et organisez correctement votre bibliographie.

1

Silvestre, Joao Alexandre Parreira. "Agent-Based models in macroeconomics." Doctoral thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20604.

Texte intégral
Résumé :
Doutoramento em Economia<br>A crise financeira de 2007/2008 desencadeou uma onda de críticas à teoria económica. Ataques baseados em quatro críticas principais: os economistas não terem previsto a maior crise desde a Grande Depressão; as autoridades deixarem formar bolhas sem controlo; o falhanço da supervisão bancária; e os modelos usados serem desfasados da realidade. No caso dos modelos, o alvo principal são os modelos DSGE (dinâmicos, estocásticos e de equilíbrio geral) e duas das suas hipóteses simplificadoras: o agente representativo e a racionalidade. As economias são realidades complex
Styles APA, Harvard, Vancouver, ISO, etc.
2

Dmitriev, Mikhail. "Essays in International Macroeconomics." Thesis, Boston College, 2014. http://hdl.handle.net/2345/bc-ir:103536.

Texte intégral
Résumé :
Thesis advisor: Fabio Ghironi<br>Thesis advisor: Susanto Basu<br>My dissertation develops a set of tools for thinking about heterogeneity in economic models in an analytically tractable way. Many models use the representative agent framework, which greatly simplifies macroeconomic aggregation but abstracts from the heterogeneity we see in the real world. Models with heterogeneity in general equilibrium have too many moving parts, so that it is hard to disentangle cause and effect. First, my work in international macroeconomics incorporates heterogeneity via idiosyncratic shocks across countrie
Styles APA, Harvard, Vancouver, ISO, etc.
3

Steinbach, Max Rudibert. "Essays on dynamic macroeconomics." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86196.

Texte intégral
Résumé :
Thesis (PhD)--Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: In the first essay of this thesis, a medium scale DSGE model is developed and estimated for the South African economy. When used for forecasting, the model is found to outperform private sector economists when forecasting CPI inflation, GDP growth and the policy rate over certain horizons. In the second essay, the benchmark DSGE model is extended to include the yield on South African 10-year government bonds. The model is then used to decompose the 10-year yield spread into (1) the structural shocks that contributed to it
Styles APA, Harvard, Vancouver, ISO, etc.
4

De, Antonio Liedo David. "Structural models for macroeconomics and forecasting." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210142.

Texte intégral
Résumé :
This Thesis is composed by three independent papers that investigate<p>central debates in empirical macroeconomic modeling.<p><p>Chapter 1, entitled “A Model for Real-Time Data Assessment with an Application to GDP Growth Rates”, provides a model for the data<p>revisions of macroeconomic variables that distinguishes between rational expectation updates and noise corrections. Thus, the model encompasses the two polar views regarding the publication process of statistical agencies: noise versus news. Most of the studies previous studies that analyze data revisions are based<p>on the classical no
Styles APA, Harvard, Vancouver, ISO, etc.
5

Silva, Thiago Cordeiro da. "Exploiting diversity in macroeconomic modeling : a comparative study between Agent-Based and DSGE macroeconomic models /." Araraquara, 2019. http://hdl.handle.net/11449/180819.

Texte intégral
Résumé :
Orientador: Mario Augusto Bertella<br>Banca: Alexandre Sartoris Neto<br>Banca: Roseli da Silva<br>Resumo: A modelagem macroeconômica tem estado sob intenso escrutínio desde a Crise Financeira de 2007-2008, quando graves deficiências foram expostas na metodologia DSGE. Embora muitas dessas críticas tenham sido injustas ou desinformadas, elas enfatizaram a necessidade de considerar formas alternativas de modelagem macroeconômica e aprimorar abordagens estabelecidas, a fim de torná-las mais úteis para a compreensão de um mundo em recessão. Nesse sentido, argumentamos que explorar a diversidade na
Styles APA, Harvard, Vancouver, ISO, etc.
6

Rua, Sandra Cristina Camacho Gomes. "Essays in macroeconomics with general equilibrium models." Doctoral thesis, Instituto Superior de Economia e Gestão, 2014. http://hdl.handle.net/10400.5/7543.

Texte intégral
Résumé :
Doutoramento em Economia<br>Modelos de equilíbrio geral são largamente usados na academia e em instituições internacionais. Aqui, questões relacionadas com reformas estruturais, o limite inferior das taxas de juro e sua relação com opções de política são analisadas com um modelo de larga escala. Os principais resultados são: reformas estruturais unilaterais são benéficas e coordenação nacional tem vantagens; com as taxas de juro no limite inferior, políticas orçamentais e estruturais podem aliviar uma recessão e reduzir o tempo em que esse limite é activo. Mas a eficácia depende do instrumento
Styles APA, Harvard, Vancouver, ISO, etc.
7

Dallari, Pietro. "DSGEs and PVARs: applications to macroeconomics." Doctoral thesis, Universitat Pompeu Fabra, 2014. http://hdl.handle.net/10803/146249.

Texte intégral
Résumé :
This thesis adopts DSGE and PVAR models to examine three questions in macroeconomics. The first chapter singles out some pitfalls that DSGE models face when a fraction of rule-of-thumb consumers is assumed in order to replicate the positive response of consumption to government spending shocks observed in SVAR models. The second chapter quantifies the importance of the tourism channel for the international transmission of cyclical fluctuations to the Mediterranean basin. We show that, absent tourism flows, the output effects in a typical destination country would be one-fourth smaller. The thi
Styles APA, Harvard, Vancouver, ISO, etc.
8

Faustino, Rui Alexandre Rodrigues Veloso. "Essays in macroeconomics." Doctoral thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20576.

Texte intégral
Résumé :
Doutoramento em Economia<br>This thesis has as its object of study the way consumer preferences affect structure and market power, measured through the markups of the firms that compete in it. By modifying the way consumer preferences are defined, it is possible to generate endogenous markups that significantly alter the responses of macroeconomic variables generated by different shocks. The thesis consists of three essays, the first of which analyzes the dynamics of markups in durable and nondurable consumption over the economic cycle and their response to shocks. For this, I take a New Keyne
Styles APA, Harvard, Vancouver, ISO, etc.
9

Emiris, Marina. "Essays on macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210764.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
10

Walker, Sébastien. "Essays in development macroeconomics." Thesis, University of Oxford, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.712398.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
11

Neri, Stefano. "Structural VARs and DSGE models: applications to macroeconomics." Doctoral thesis, Universitat Pompeu Fabra, 2003. http://hdl.handle.net/10803/7334.

Texte intégral
Résumé :
Los argumentos de la tesis son los modelos VAR estructurales y los modelos dinámicos de equilibrio general ambos aplicados a la macroeconomía.<br/>El primer capítulo analiza, por medio de modelos VAR, los efectos de la políticas monetaria y fiscal sobre el producto interior bruto (PIB) y <br/>el nivel de los precios en la economía norteamericana a partir de los años sesenta. Ambas políticas producen efectos pequeños. El capítulo demuestra que si en un modelo VAR para el análisis solo de la política monetaria se incluyen variables fiscales, sus efectos se educen de la mitad. <br/>El segundo cap
Styles APA, Harvard, Vancouver, ISO, etc.
12

Ganelli, Giovanni. "Fiscal policy in new open economy macroeconomics models." Thesis, University of Warwick, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269119.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
13

Caldara, Dario. "Essays on Empirical Macroeconomics." Doctoral thesis, Stockholms universitet, Nationalekonomiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-55463.

Texte intégral
Résumé :
This thesis consists of four essays in empirical macroeconomics. What Are the Effects of Fiscal Policy Shocks? A VAR-Based Comparative Analysis The literature using structural vector autoregressions (SVARs) to assess the effects of fiscal policy shocks strongly disagrees on the qualitative and quantitative response of key macroeconomic variables. We find that controlling for differences in specification of the reduced-form model, all identification approaches used in the literature yield similar results regarding the effects of government spending shocks, but diverging results regarding the ef
Styles APA, Harvard, Vancouver, ISO, etc.
14

Raciborski, Rafal. "Topics in macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209211.

Texte intégral
Résumé :
The thesis consists of four chapters. The introductory chapter clarifies different notions of rationality used by economists and gives a summary of the remainder of the thesis. Chapter 2 proposes an explanation for the common empirical observation of the coexistence of infrequently-changing regular price ceilings and promotion-like price patterns. The results derive from enriching an otherwise standard, albeit stylized, general equilibrium model with two elements. First, the consumer-producer interaction is modeled in the spirit of the price dispersion literature, by introducing oligopolistic
Styles APA, Harvard, Vancouver, ISO, etc.
15

TETTAMANZI, MICHELE. "EXPECTATIONS IN MACROECONOMICS: PERSPECTIVES, LABORATORY EXPERIMENTS AND AB MODELS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/36156.

Texte intégral
Résumé :
La presente tesi studia le aspettative in macroeconomia contribuendo alla letteratura esistente sia indagando circa il meccanismo di formazione delle aspettative, sia analizzando come le aspettative a razionalità limitata influenzino la dinamica economica. Nel primo capitolo viene presentato un esperimento nel quale ai soggetti viene chiesto di predire il valore futuro dell'inflazione: a seconda del trattamento, i soggetti possono venire esposti ad un segnale, che mira a stabilizzare l'economia, che fungendo quindi da indicazione prospettica (Forward Guidance). I risultati vengono poi studiati
Styles APA, Harvard, Vancouver, ISO, etc.
16

TETTAMANZI, MICHELE. "EXPECTATIONS IN MACROECONOMICS: PERSPECTIVES, LABORATORY EXPERIMENTS AND AB MODELS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/36156.

Texte intégral
Résumé :
La presente tesi studia le aspettative in macroeconomia contribuendo alla letteratura esistente sia indagando circa il meccanismo di formazione delle aspettative, sia analizzando come le aspettative a razionalità limitata influenzino la dinamica economica. Nel primo capitolo viene presentato un esperimento nel quale ai soggetti viene chiesto di predire il valore futuro dell'inflazione: a seconda del trattamento, i soggetti possono venire esposti ad un segnale, che mira a stabilizzare l'economia, che fungendo quindi da indicazione prospettica (Forward Guidance). I risultati vengono poi studiati
Styles APA, Harvard, Vancouver, ISO, etc.
17

POSCHKE, Markus. "Firm heterogeneity and macroeconomic performance." Doctoral thesis, European University Institute, 2007. http://hdl.handle.net/1814/10310.

Texte intégral
Résumé :
Defence date: 7 December 2007<br>Examining Board: Prof. Omar Licandro, (EUI) ; Prof. Salvador Ortigueira, (EUI) ; Prof. Russell Cooper, (University of Texas at Austin) ; Prof. Jaume Ventura, (CREI, Universitat Pompeu Fabra)<br>PDF of thesis uploaded from the Library digital archive of EUI PhD theses<br>The regulation of entry and aggregate productivity Euro Area economies have lower firm turnover rates, lower total factor and labor productivity, and higher capital intensity than the Unites States. I argue that differences in entry cost contribute to this pattern by affecting firms' technology
Styles APA, Harvard, Vancouver, ISO, etc.
18

KAVTARADZE, LASHA. "DINAMICS AND LATENT VARIABLES IN APPLIED MACROECONOMICS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/16793.

Texte intégral
Résumé :
La tesi di dottorato, composta da tre capitoli, si concentra sulla valutazione delle dinamiche di inflazione in Georgia e sulla previsione dei tassi di cambio nominali per i Paesi della European Eastern Partnership attraverso l’utilizzo di moderne tecniche econometriche. Nel primo capitolo, abbiamo svolto un’indagine sui modelli di previsione dei tassi di cambio e dell’inflazione. Questa indagine rivela che i modelli “factor-based and time-varying parameter” generano migliori previsioni rispetto ad altri modelli. Nel secondo capitolo, abbiamo approfondito le dinamiche di inflazione in Georgia
Styles APA, Harvard, Vancouver, ISO, etc.
19

KAVTARADZE, LASHA. "DINAMICS AND LATENT VARIABLES IN APPLIED MACROECONOMICS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/16793.

Texte intégral
Résumé :
La tesi di dottorato, composta da tre capitoli, si concentra sulla valutazione delle dinamiche di inflazione in Georgia e sulla previsione dei tassi di cambio nominali per i Paesi della European Eastern Partnership attraverso l’utilizzo di moderne tecniche econometriche. Nel primo capitolo, abbiamo svolto un’indagine sui modelli di previsione dei tassi di cambio e dell’inflazione. Questa indagine rivela che i modelli “factor-based and time-varying parameter” generano migliori previsioni rispetto ad altri modelli. Nel secondo capitolo, abbiamo approfondito le dinamiche di inflazione in Georgia
Styles APA, Harvard, Vancouver, ISO, etc.
20

Ma, Jun. "Essays on inference in weakly identified models in macroeconomics and finance /." Thesis, Connect to this title online; UW restricted, 2007. http://hdl.handle.net/1773/7502.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
21

Thoenissen, Christoph. "Dynamic general equilibrium models of the real exchange rate." Thesis, University of York, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.321674.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
22

Chauvel, Thierry. "Essays on Open Economy Macroeconomics." Thesis, Université de Lorraine, 2018. http://www.theses.fr/2018LORR0119.

Texte intégral
Résumé :
L'objectif de cette thèse est d'évaluer l'interdépendance macroéconomique entre pays développés sur les récentes décennies et, en particulier, à la suite de la crise financière de 2007-09 aux États-Unis. Pour cela, on utilise différentes hypothèses de modélisation dans les trois chapitres principaux que constituent la thèse permettant de capturer la dimension internationale des cycles économiques : modèle VAR en panel permettant de modéliser l'interdépendance entre les pays directement, modèle VAR simple en utilisant des variables domestiques et étrangères, et modèle DSGE à 2 pays permettant d
Styles APA, Harvard, Vancouver, ISO, etc.
23

Ueda, Kōzō. "Macroeconomic models of the Japanese crisis." Thesis, University of Oxford, 2006. http://ora.ox.ac.uk/objects/uuid:94b10e1e-26d2-44a4-8182-6b26b06f59be.

Texte intégral
Résumé :
Japan has experienced a prolonged stagnation since bursting the asset market bubble early in the 1990's. It is very important to understand the underlying problems in order to find a remedy to escape this stagnation. This thesis aims to theoretically analyse the current Japanese economy, especially from the viewpoint of multiple equilibria. According to this view, the same fundamentals can yield a multiple outcome depending on history or expectations. This thesis argues that Japan's situation can be regarded as a bad equilibrium which has been provoked by wide-spread pessimism and a bubble col
Styles APA, Harvard, Vancouver, ISO, etc.
24

Marco, Cozzi. "Essays on macroeconomics models of crime and the labor market." Thesis, University College London (University of London), 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498385.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
25

Flury, Thomas. "Econometrics of dynamic non-linear models in macroeconomics and finance." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.523095.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
26

Zeng, Songlin. "Nonlinear Time Series Models with Applications in Macroeconomics and Finance." Thesis, Cergy-Pontoise, 2013. http://www.theses.fr/2013CERG0638.

Texte intégral
Résumé :
Les trois chapitres suivants examinent: 1) si les taux de change réels d'Asie du Sud-Est sont nonlinéaire, 2) l'inférence bayésienne sur le modèle de série temporelle nonlinéaire avec des applications sur le taux de change réel,et 3) la cyclicité et effet de rebond dans le marché boursier.Depuis la fin des années nonante, les analyses théorique et empirique consacrée au taux de change réel suggèrent que la dynamique pourrait être bien estimés par les modèles non linéaires. Le premier chapitre examine cette possibilité utilisant les données mensuelles de l'ASEAN-5, et il s'étend la recherche ex
Styles APA, Harvard, Vancouver, ISO, etc.
27

Caruso, Alberto. "Essays on Empirical Macroeconomics." Doctoral thesis, Universite Libre de Bruxelles, 2020. https://dipot.ulb.ac.be/dspace/bitstream/2013/308164/4/TOC.pdf.

Texte intégral
Résumé :
The thesis contains four essays, covering topics in the field of real-time macroeconometrics, forecasting and applied macroeconomics. In the first two chapters, I use recent techniques developed in the "nowcasting" literature in order to analyse and interpret the macroeconomic news flow. I use them either to assess current macroeconomic conditions, showing the importance of foreign indicators dealing with small open economies, or linking macroeconomic news to asset prices, through a model that help us interpret macroeconomic data and explaining the linkages between macro variables and financia
Styles APA, Harvard, Vancouver, ISO, etc.
28

Santos, Monteiro Paulo. "Essays on uninsurable individual risk and heterogeneity in macroeconomics." Doctoral thesis, Universite Libre de Bruxelles, 2008. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210528.

Texte intégral
Résumé :
This thesis examines empirical and theoretical issues related to the role of uninsurable individual risk and heterogeneity in macroeconomics. The thesis includes four chapters. The first chapter uses data from the Panel Study of Income Dynamics (PSID) to test full risk-sharing among North American households. The second chapter is a short essay where I use simulated data to show how the method applied in the previous chapter can be used to distinguish between partial risk sharing and imperfect credit markets. The third chapter develops a heterogeneous agent dynamic general equilibrium model wh
Styles APA, Harvard, Vancouver, ISO, etc.
29

Tilley, Luke Alan. "Dynamic Energy Models and Carbon Mitigation Policies." Diss., Temple University Libraries, 2012. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/201311.

Texte intégral
Résumé :
Economics<br>Ph.D.<br>In this dissertation I examine a specific class of energy models and their implications for carbon mitigation policies. The class of models includes a production function capable of reproducing the empirically observed phenomenon of short run rigidity of energy use in response to energy price changes and long run flexibility of energy use in response to energy price changes. I use a theoretical model, parameterized using empirical data, to simulate economic performance under several tax regimes where taxes are levied on capital income, investment, and energy. I also inves
Styles APA, Harvard, Vancouver, ISO, etc.
30

Pundit, Madhavi. "Essays on Business Cycle Models." Thesis, Boston College, 2011. http://hdl.handle.net/2345/2170.

Texte intégral
Résumé :
Thesis advisor: Susanto Basu<br>Thesis advisor: Fabio Ghironi<br>Empirical studies highlight that countries that trade intermediate goods exhibit more synchronized business cycles. This positive correlation raises the question of causality. Traditional theoretical mechanisms propose the direction where higher bilateral trade in intermediate goods causes increased business cycle correlations. However, the data shows that trade is positively correlated with comovements in GDP as well as total factor productivity (TFP) and the current work in the literature explains only the first relation. I bui
Styles APA, Harvard, Vancouver, ISO, etc.
31

Delle, Monache Davide. "Essays on state space models and macroeconomic modelling." Thesis, University of Cambridge, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.609745.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
32

ENDERS, Zeno. "Transmission mechanisms of shocks in open economy and new Keynesian DSGE models." Doctoral thesis, European University Institute, 2007. http://hdl.handle.net/1814/7010.

Texte intégral
Résumé :
Defence date : 25 May 2007<br>Examining Board: Prof. Rick van der Ploeg, (EUI, Supervisor) ; Prof. Giancarlo Corsetti, (EUI) ; Prof. Michael Burda, (Humboldt University) ; Prof. Jordi Gali, (Universitat Pompeu Fabra)<br>PDF of thesis uploaded from the Library digital archive of EUI PhD theses<br>Defence date : 25 May 2007; Examining Board: Prof. Rick van der Ploeg, (EUI) ; Prof. Giancarlo Corsetti, (EUI) ; Prof. Michael Burda, (Humboldt University) ; Prof. Jordi Gali, (Universitat Pompeu Fabra); PDF of thesis uploaded from the Library digital archive of EUI PhD theses<br>This thesis deals with
Styles APA, Harvard, Vancouver, ISO, etc.
33

Kim, Jinki. "Applications of non-linear time series models on finance and macroeconomics." Thesis, University of York, 2003. http://etheses.whiterose.ac.uk/10824/.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
34

Galvão, Ana Beatriz Camatari. "Non-linearities in macroeconomics : evaluation of non-linear time series models." Thesis, University of Warwick, 2001. http://wrap.warwick.ac.uk/89650/.

Texte intégral
Résumé :
This thesis evaluates different specifications of non-linear time series models applied to macroeconomic problems. The evaluations investigate whether linear models are a good representation of the data, and which non-linear specifications are comparatively better in three different applications. In addition, the implications of the evaluation to the understanding of macroeconomic problems and to economic predictions are analysed. The first evaluation concerns univariate non-linear time series models aimed at reproducing the asymmetries of the business cycles. Using business cycle stylised fac
Styles APA, Harvard, Vancouver, ISO, etc.
35

Cajner, Tomaz. "Essays on the macroeconomics of labor markets." Doctoral thesis, Universitat Pompeu Fabra, 2012. http://hdl.handle.net/10803/83821.

Texte intégral
Résumé :
This thesis investigates several macroeconomic aspects of labor markets. First chapter finds that in the US more educated individuals experience lower and less volatile unemployment due to a lower hazard rate of losing a job. A theoretical model with initial on-the-job training illustrates that accumulation of match-specific human capital can explain this empirical pattern. Second chapter develops a theoretical model with state-dependent wage setting. The model predicts that higher wage bargaining costs lead to higher and more volatile unemployment, consistent with some cross-country empi
Styles APA, Harvard, Vancouver, ISO, etc.
36

ROGANTINI, PICCO Anna. "Essays in macroeconomics : fiscal policy, hiring frictions, uncertainty, and risk sharing." Doctoral thesis, European University Institute, 2020. https://hdl.handle.net/1814/69000.

Texte intégral
Résumé :
Defence date: 24 November 2020<br>Examining Board: Prof. Evi Pappa (University Carlos III of Madrid); Prof. Leonardo Melosi (European University Institute and Federal Reserve Bank of Chicago); Prof. John Fernald (INSEAD and Federal Reserve Bank of San Francisco); Prof. Antonella Trigari (Bocconi University)<br>The three chapters of this thesis are inspired by some aspects of the complex world where we live in. The first chapter uncovers the role of firms' hiring decisions as a key source of state dependence in the fiscal spending multiplier. When the hiring rate is high, a larger share of work
Styles APA, Harvard, Vancouver, ISO, etc.
37

Gupta, Nupur. "Risk Determination and Outcomes in Equilibrium Macroeconomic Models." The Ohio State University, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1618785125480503.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
38

Mohaghegh, Mohsen. "Essays in Macroeconomic Models of Wealth Inequality." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu156086394181863.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
39

Kim, Yunmi. "Essays on time series models with dynamic coefficients in macroeconomics and finance /." Thesis, Connect to this title online; UW restricted, 2008. http://hdl.handle.net/1773/7379.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
40

Holden, Thomas. "Three essays in dynamic macroeconomics." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:ffb57da3-c95b-47e2-b85f-453f1a902171.

Texte intégral
Résumé :
This thesis presents three papers within the field of dynamic macroeconomics. The first paper, entitled “Medium-frequency cycles and the remarkable near trend-stationarity of output”, presents a dynamic stochastic general equilibrium model with endogenous growth, capable of reconciling the observed large medium-frequency fluctuations in output, with its long run (near) trend-stationarity. This requires a model in which standard business cycle shocks lead to highly persistent movements around trend, without significantly altering the trend itself. The robustness of the trend also requires that
Styles APA, Harvard, Vancouver, ISO, etc.
41

Leite, Fabricio Pitombo 1980. "Macrodinâmica à Keynesiana = uma travessia com consistência entre fluxos e estoques a partir do encadeamento de curtos períodos do multiplicador." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/286118.

Texte intégral
Résumé :
Orientador: Antonio Carlos Macedo e Silva<br>Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Economia<br>Made available in DSpace on 2018-08-20T06:16:51Z (GMT). No. of bitstreams: 1 Leite_FabricioPitombo_D.pdf: 2446150 bytes, checksum: 480758239821863520f38091dcf2d5f8 (MD5) Previous issue date: 2012<br>Resumo: Essa tese esta dividida em três partes. Na primeira, discute-se o curto período subjacente ao multiplicador tradicional dos gastos autonomos, de modo que estejam explicitados os grandes agregados macroeconômicos e as conexoes entre os mesmos, para que a separação ent
Styles APA, Harvard, Vancouver, ISO, etc.
42

Tavares, Ivo Alberto Valente. "Uncertainty quantification with a Gaussian Process Prior : an example from macroeconomics." Doctoral thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21444.

Texte intégral
Résumé :
Doutoramento em Matemática Aplicada à Economia e Gestão<br>This thesis may be broadly divided into 4 parts. In the first part, we do a literature review of the state of the art in misspecification in Macroeconomics, and what so far has been the contribution of a relatively new area of research called Uncertainty Quantification to the Macroeconomics subject. These reviews are essential to contextualize the contribution of this thesis in the furthering of research dedicated to correcting non-linear misspecifications, and to account for several other sources of uncertainty, when modelling from an
Styles APA, Harvard, Vancouver, ISO, etc.
43

Monti, Francesca. "Combining structural and reduced-form models for macroeconomic forecasting and policy analysis." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209970.

Texte intégral
Résumé :
Can we fruitfully use the same macroeconomic model to forecast and to perform policy analysis? There is a tension between a model’s ability to forecast accurately and its ability to tell a theoretically consistent story. The aim of this dissertation is to propose ways to soothe this tension, combining structural and reduced-form models in order to have models that can effectively do both.<br>Doctorat en Sciences économiques et de gestion<br>info:eu-repo/semantics/nonPublished
Styles APA, Harvard, Vancouver, ISO, etc.
44

De, Neeve Eileen O'Brien. "Bernard Lonergan's "Circulation analysis" and macrodynamics." Thesis, McGill University, 1990. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=74336.

Texte intégral
Résumé :
Bernard Lonergan's economic writings have not been fully evaluated by economists although two recent papers by Burley (1989a, 1989b) show that work has begun. The purpose of this dissertation, therefore, is to situate Lonergan's (1944) economics essay, Circulation Analysis, in the history of economic thought of the period as well as to present a Lonerganian cycle model.<br>Circulation Analysis examines fundamental macrodynamic processes to explain fluctuations. It was written in the early 1940s following a period of controversy and debate that led to the current paradigms of economic dynamics.
Styles APA, Harvard, Vancouver, ISO, etc.
45

Schetter, Ulrich. "Dynamic Factor Models in Macroeconomics with an Application to the Analysis of Technology Shocks." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01666130002/$FILE/01666130002.pdf.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
46

Jang, Tae-Seok [Verfasser]. "Moment-Based Estimation of Macroscopic Dynamic Models in Macroeconomics and Finance / Tae-Seok Jang." Kiel : Universitätsbibliothek Kiel, 2012. http://d-nb.info/1027488781/34.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
47

Sharma, Dhruv. "Macroeconomic agent-based models : a statistical physics perspective." Thesis, Université Paris sciences et lettres, 2020. http://www.theses.fr/2020UPSLE011.

Texte intégral
Résumé :
Les modèles à agents (Agent-Based Models ou ABMs) sont apparus comme un paradigme complémentaire pour la modélisation des phénomènes macro-économiques. Par rapport à d’autres modèles plus établis, tels que les modelés DSGE (Dynamic Stochastic General Equilibrium), les ABMs offrent un cadre flexible pour comprendre la complexité de la macroéconomie tout en prenant en compte la nature hétérogène des acteurs économiques, des institutions et des marchés, sans faire d’hypothèses trop restrictives. Ces modelés adoptent une approche “bottom-up” de la modélisation macro-économique en simulant le compo
Styles APA, Harvard, Vancouver, ISO, etc.
48

Torracchi, Federico. "Essays in empirical and theoretical labor market models." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:4703d768-3796-42ce-ae6c-75c1f582db67.

Texte intégral
Résumé :
This DPhil thesis is a collection of three theoretical and empirical papers studying labor markets in several advanced economies. Two chapters examine the relationship between the banking sector and the labor market in the US and the UK, while one evaluates a policy that has been proposed to help labor markets in the Euro Area adjust to economic shocks. In the first chapter, I develop a New Keynesian DSGE model that integrates a banking sector subject to moral hazard with a standard random search model of the labor market. I estimate the model using US data and study the role of the banking se
Styles APA, Harvard, Vancouver, ISO, etc.
49

Fortin, Nicole M. "Evaluating the aggregation biases in a production economy : a stochastic approach." Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/28779.

Texte intégral
Résumé :
This dissertation presents a theoretical framework to analyze and evaluate aggregation biases. These biases measure the information lost when macro relations evaluated in terms of aggregates do not capture all of the distributional properties of micro relations. The framework is developed in the context of producer theory, but it may be used to determine the biasedness of any representative agent model and to study general relationships between exact-aggregation macro parameters and their microfoundations. The model is based on a stochastic interpretation of the production characteristics whi
Styles APA, Harvard, Vancouver, ISO, etc.
50

Xotyeni, Zukisa Gqabi. "A study of the existence of equilibrium in mathematical economics." Thesis, Rhodes University, 2008. http://eprints.ru.ac.za/1114/.

Texte intégral
Styles APA, Harvard, Vancouver, ISO, etc.
Nous offrons des réductions sur tous les plans premium pour les auteurs dont les œuvres sont incluses dans des sélections littéraires thématiques. Contactez-nous pour obtenir un code promo unique!