E-Dissertationen: Auflistung E-Dissertationen nach Autor "Breitung, Jörg"
Anzeige der Dokumente 1-16 von 16
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Econometric Analysis of Financial Risk and Correlation
Homm, Ulrich-Michael (2012-10-10)The contribution of this dissertation is threefold. First, econometric procedures to test for the occurence of asset price bubbles ex post and in real time are proposed. Real time monitoring procedures represent an additional ... -
Essays in Econometrics and Macroeconomics
Tenhofen, Jörn (2011-03-23)From a global perspective, this dissertation illustrates the consequences of choosing a particular balance between completeness and manageability in terms of model building, both in the field of macroeconomics and econometrics. ... -
Essays in Empirical Macroeconomics
Mirza, Harun (2013-12-20)This thesis consists of three chapters in empirical macroeconomics. In particular it treats important issues related to monetary policy. The focus is on inflation dynamics and all three studies involve some approach of ... -
Essays in Empirical Macroeconomics
Storjohann, Lidia (2014-08-20)This thesis consists of three self-contained chapters in empirical macroeconomics and analyzes important issues related to monetary policy and labor supply. The first chapter deals with the problem of weak identification ... -
Essays in Empirical Public Finance
Foremny, Dirk (2012-05-09)This thesis consists of three empirical contributions – each of them concerned with aspects of public finances at the sub-national level in the European Union.<br /> Chapter 1 offers an empirical answer to the question of ... -
Essays in International Macroeconomics
Buzaushina, Almira (2011-08-11)This dissertation aims at continuing the theoretical and empirical analysis in international macroeconomics with an emphasis on improving the quantitative performance of New Open Economy Macroeconomic models. Chapter 1 ... -
Essays in Labor Economics
Parys, Juliane (2011-10-18)In three essays covering three dimensions of the working lives of employees I aim to contribute to the study of labor economics. While the first chapter looks at migration decisions as part of an optimal work-location plan ... -
Essays on Convergence and Synchronization
Esser, Andreas (2014-01-08)Convergence of macroeconomic aggregates and subsequent synchronization of the cyclical features affecting these aggregates have been at the heart of economic debate for quite a while. Especially with the recent developments ... -
Essays on Heterogeneity and Non-Linearity in Panel Data and Time Series Models
Salish, Nazarii (2016-12-22)In recent years advances in data collection and storage allow us to observe and analyze many financial, economic or environmental processes with higher precision. This in turn reveals new features of the underlying processes ... -
Four Essays in Econometrics and Macroeconomics
Born, Benjamin (2011-09-30)Chapter 1 proposes simple and robust diagnostic tests for spatial dependence, specifically for spatial error autocorrelation and spatial lag dependence. The idea of our tests is to reformulate the testing problem such that ... -
Modeling the Dynamics of Stock Prices Using Realized Variation Measures
Pigorsch, Uta (2007)Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ... -
On the Implications of Unobserved Technology and Preference Shifts for Aggregate Labor Demand and Supply
Balleer, Almut (2009-08-14)The macroeconomic approach to the labor market aims at explaining aggregate labor market phenomena that have been present in many industrialized countries such as the United States or the western European countries in the ... -
The Role of External Shocks in Emerging Market Crises
Brei, Michael (2008)The dissertation attempts in three essays to contribute to the research on emerging market crises. A particular focus is set on problems associated with sudden stops of capital inflows, which appear to have been the cause ... -
Three Essays in Econometrics
Nebeling, Thomas (2016-04-18)This thesis consists of three self-contained chapters in applied and theoretical econometrics. The first chapter presents a Lagrange Multiplier test for detecting shock triggered asymmetries in time series and investigates ... -
Three Essays in Econometrics
Roling, Christoph (2014-04-17)Economists examine extensive cross sectional and time series data. This information allows them to study economic decision making of households, firms and countries over time or to produce forecasts of financial time series ... -
Three Essays on Unit Roots and Nonlinear Co-Integrated Processes
Gaul, Jürgen (2008)<p>Many macroeconomic and financial key variables such as e.g. consumption, investment, gross domestic product and interest rates, display non-stationary features such as trends or changing variances. A non-stationary ...