This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...

In den unterschiedlichsten Teilgebieten der Wirtschaftswissenschaften erfreuen sich statistische Methoden aufgrund der stetig steigenden Komplexität der Fragestellungen immer grösserer Beliebtheit. In der Disziplin des quantitativen Marketings können hochentwickelte Methoden den nötigen...

Do expected asset returns vary through time? Why do some assets exhibit higher average returns than others? How can factors that drive expected returns in the time series be linked to factors that explain the cross-sectional dispersion in average returns? How do these findings affect...