Incluye bibliografía ; We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fi t and, more importantly, encouraging outof-...

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to...

Organizations that use time series forecasting on a regular basis generally forecast many variables, such as demand for many products or services. Within the population of variables forecasted by an organization, we can expect that there will be groups of analogous time series that follow...

Global marketing managers are keenly interested in being able to predict the salesof their new products. Understanding how a product is adopted over time allowsthe managers to optimally allocate their resources. With the world becoming evermore global, there are strong and complex interactions...

Diese Dissertation beinhaltet drei eigenständige Aufsätze, die die Interaktionen von Bewertungsmodellen für Wertpapiere, Finanzmärkten und der Volkswirtschaft untersuchen. Alle drei Papiere tragen zu einem besseren Verständnis von Verknüpfungen zwischen Finanzmärkten und Realwirtschaft....

W e develop a structural demand model that endogenously captures the effect of out-of-stocks on customer choice by simulating a time-varying set of available alternatives. Our estimation method uses store-level data on sales and partial information on product availability. Our model allows for...

Se propone una nueva medida de la inflación subyacente que informa, en tiempo real, sobre los riesgos asimétricos en las previsiones de inflación. Las asimetrías son generadas por no linealidades inducidas por la actividad económica. El nuevo indicador se basa en un modelo multivariante de...

xi, 87 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.

This dissertation is a collection of essays with the main objective of estimate and understand macroeconomic behavior of emerging countries by the lenses of modern tools in general equilibrium modeling. In the first chapter, I study whether structural parameters of Small Open Economy Real...

In this paper, we investigate empirically the relationship between inflation and inflation uncertainty in twelve EMU countries. We estimate a time-varying parameter model with a GARCH specification for the conditional volatility of inflation in order to distinguish between short-run (structural...