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...

This dissertation investigates whether U.S. commercial banks substitute fee-based income for the decreases in net interest income brought about by a flattening term structure of interest rates. Given the current economic climate, the fee-based activity of interest is asset securitization, though...

Affine term structure models (ATSMs) are known to have a trade-off in predicting future Treasury yields and fitting the time-varying volatility of interest rates. First, I empirically study the role of macroeconomic variables in simultaneously achieving these two goals under affine models. To...

In my dissertation, I explore the relationship between capital controls and the choiceof the maturity structure of external debt in a general equilibrium setup, incorporatingexplicitly the role of international lenders. I look at specific types of capital controlswhich take the form of...

The time horizon of decision-making is an essential dimension of economic problemsbut is difficult to explicitly define. In this thesis, we use time series analysisaugmented by wavelet transform methods to precisely identify distinct time horizonsin economic data and measure their explanatory...

Forecasting is a critical component of project management. Project managers must beable to make reliable predictions about the final duration and cost of projects startingfrom project inception. Such predictions need to be revised and compared with theproject's objectives to obtain early...

Forecasting is a critical component of project management. Project managers must beable to make reliable predictions about the final duration and cost of projects startingfrom project inception. Such predictions need to be revised and compared with theproject’s objectives to obtain early...

Diese Dissertation umfasst sowohl einen theoretisches als auch einen empirischen Beitrag zur Analyse der Messung der gesamten Faktorproduktivität (TFP). Das erste Kapitel inspiziert die bestehende Literatur über die häufigsten Techniken der TFP Messung und gibt einen Überblick über deren...

In the framework of the intertemporal asset allocation problem, this dissertation focuses on the modelling of inflation risk and its impact on intertemporal asset allocation strategies. The contributions of this dissertation to the current literature are as follows.First, in considering...