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Analysis of the Colby quarterly econometric model of the U.S. economy using the economic effects of September 11th

Culpen, Alison - 2002

The economic repercussions of September 11th are unique in that never before have economists needed to forecast and examine the impact of an event of such magnitude. This paper explains many of the economic effects of September l Ith, from the initial aftermath to recent developments. These...

Persistent link: https://www.econbiz.de/10009474982

Applied quantile regression: microeconometric, financial, and environmental analyses

Schulze, Niels - 2004

In 1978, Roger Koenker and Gilbert Bassett, Jr. introduced a new econometric estimation method and entitled it quantile regression. Since then, many subsequent authors have elaborated and extended the underlying theoretical framework. Other contributions have successfully applied the procedure...

Persistent link: https://www.econbiz.de/10009475352

Where is the Market? Three Econometric Approaches to Measure Contributions to Price Discovery

Peter, Franziska Julia - 2011

Measuring the contribution of different markets to the price discovery process of a common asset has been the subject of many research studies in the last decade. In particular the newly developed derivatives markets have given rise to an increasing number of empirical studies examining the...

Persistent link: https://www.econbiz.de/10009475355

Contamination by the Israeli Military Industry and its Impact on Apartment Sale Prices in an Adjacent Tel-Aviv Neighborhood: A Hedonic Pricing Model Study

Shelem, Itai - 2008

A window of opportunity opened to investigate present effects of past environmental policies of the Israel Defense Forces and its military industry when one of its facilities, Taas Magen, was required to close down in 1997. For decades, untreated discharge was released into absorption pits,...

Persistent link: https://www.econbiz.de/10009475375

Essays on Macroeconomics in Mixed Frequency Estimations

Kim, Tae Bong - 2011

This dissertation asks whether frequency misspecification of a New Keynesian model results in temporal aggregation bias of the Calvo parameter. First, when a New Keynesian model is estimated at a quarterly frequency while the true data generating process is the same but at a monthly...

Persistent link: https://www.econbiz.de/10009475386

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Bollerslev, T.; Andersen, T.G.; Diebold, F.X. - 2005

The increasing availability of high-frequency asset return data has had a fundamental impacton empirical financial economics, focusing attention on asset return volatility and correlationdynamics, with key applications in portfolio and risk management. So-called "realized" volatilitiesand...

Persistent link: https://www.econbiz.de/10009475488

Symposium on Marshall's Tendencies: 5 Sutton's Critique of Econometrics

Hoover, Kevin D. - 2002

evidence. Sutton's reflections on econometrics appear to arise from the darker recesses of his practitioner's soul. While he … affects a sunny disposition and ends on a hopeful note, his analysis articulates the lurking fear that econometrics is a … hopeless project and that economics has little to learn from the interaction of theory and econometrics. Sutton's book is like …

Persistent link: https://www.econbiz.de/10009475535

The impact of hybrid electric vehicle incentives on demand and the determinants of hybrid electric vehicle adoption

Riggieri, Alison - 2011

This dissertation identifies the average treatment effect of state level incentives for hybrid vehicles, identifies individual-level predictors of early adopters, and attempts to understand why states adopt these incentives. These questions are estimated using traditional parametric techniques,...

Persistent link: https://www.econbiz.de/10009476111

Innovative strategies and their impact on the National Innovation System dynamics

Suárez, Diana - 2009

Innovation is defined as a social and iterative process; as a consequence, nobodyinnovates in an isolated way (Lundvall, 1992). However, when analyzing innovationsurveys, evidence seems to contradict theory. Both in developing countries and indeveloped ones, the rate of linkages established...

Persistent link: https://www.econbiz.de/10009476148

The Economics of Environmental Crime : Theoretical Aspects and Econometric Investigations

Almer, Christian Alexander - 2009

The present thesis extends the economic literature on the enforcement of environmental regulations by empirically analysing the effectiveness of environmental criminal law. It is a shortcoming of the discussion on the merits of criminal sanctions for environmental offenses that the empirical...

Persistent link: https://www.econbiz.de/10009476185