Now showing items 63-70 of 70

    • Three Essays on Macroeconomic and Financial Stability 

      Li, Mei (2007-11-29)
      This thesis studies several issues in the field of macroeconomic and financial stability. In Chapter 2, I argue that systemic bankruptcy of firms can originate from coordination failure in an economy with investment ...
    • Three Essays on Networks and Public Economics 

      Bouchard St Amant, Pier-André (2013-10-15)
      This thesis is a collection of three essays. The first two study how ideas spread through a network of individuals, and how it an advertiser can exploit it. In the model I develop, users choose their sources of information ...
    • THREE ESSAYS ON TAXATION ANALYSIS 

      Miyamoto, Kazuko (2011-02-28)
      This dissertation investigates the commodity tax and corporate income tax. Chapter 1 provides a general introduction and Chapter 2 consists of a literature review. Chapters 3 and 4 analyze how state governments determine ...
    • Three essays on the size and contribution of intangible investment to the overall capital stock 

      Belhocine, Nazim (2008-06-30)
      This thesis aims to contribute to a better understanding of the overall magnitude of intangible investment and the impact of this intangible investment on the behavior of the capital stock and on the value of capital ...
    • Three Essays on Time Series Quantile Regression 

      Wang, Yini (2012-08-01)
      This dissertation considers quantile regression models with nonstationary or nearly nonstationary time series. The first chapter outlines the thesis and discusses its theoretical and empirical contributions. The second ...
    • Three Essays on Updating Forecasts in Vector Autoregression Models 

      Zhu, Hui (2010-04-30)
      Forecasting firms' earnings has long been an interest of market participants and academics. Traditional forecasting studies in a multivariate time series setting do not take into account that the timing of market data ...
    • Three Essays on Volatility Measurement and Modeling with Price Limits: A Bayesian Approach 

      Gao, Rui (2014-01-22)
      This dissertation studies volatility measurement and modeling issues when asset prices are subject to price limits based on Bayesian approaches. Two types of estimators are developed to consistently estimate integrated ...
    • Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games 

      Webb, Ryan G. (2011-06-21)
      Neuroeconomic models take economic theory literally, interpreting hypothesized quantities as observables in the brain in order to provide insight into choice behaviour. This thesis develops a model of the neural decision ...