Dissertations / Theses on the topic 'Econometric modelling'
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Clements, Michael P. "Cointegration and dynamic econometric modelling." Thesis, University of Oxford, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.334980.
Full textBowsher, Clive G. "Papers in multivariate dynamic econometric modelling." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.413018.
Full textArbeleche, Grela Santiago. "Econometric modelling for global asset management." Thesis, University of Cambridge, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.616219.
Full textVirbukaitė, Laura. "Econometric Modelling and Forecasting Company's FCF Components." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100621_095233-72130.
Full textDarbo tikslas yra patikrinti hipotezę, ar įmonės finansinės atskaitomybės straipsniai gali būti modeliuojami naudojant ekonometrinius metodus įtraukiant apskaitos ir makroekonominius kintamuosius. Modeliavimui ir prognozavimui yra pasirinkti įmonės laisvam pinigų srautui (angl. free cash flow, FCF) apskaičiuoti reikalingi straipsniai ir keturios Lietuvos įmonės: telekomunikacijų paslaugų teikėja „TEO LT“, sūrių gamybos įmonė „Rokiškio sūris“, buitinių šaldytuvų gamintoja „Snaigė“ bei elektros energijos skirstytoja ir tiekėja VST. Iš šių bendrovių finansinių atskaitomybių yra paimti tokie straipsniai, kaip veiklos pelnas, trumpalaikis turtas ir trumpalaikiai įsipareigojimai, ilgalaikis turtas ir ilgalaikiai įsipareigojimai. Šie rodikliai yra modeliuojami kaip endogeniniai kintamieji. Modeliuojant naudojami egzogeniniai kintamieji yra dviejų tipų: apskaitos kintamieji (pardavimai ir įvairios sąnaudos) bei makroekonominiai kintamieji (palūkanų normos, disponuojamos pajamos, neto darbo užmokestis, bendrojo vidaus produkto augimas, šalies eksportas, tiesioginės užsienio investicijos ir infliacija). Pradinė ekonometrinė kintamųjų analizė apima sezoniškumo ir stacionarumo tikrinimą pagal laiko eilučių grafikus ir vienetinės šaknies testus bei koreliacijų ir priežastingumo analizę, naudojant kryžmines koreliacijas ir Granger priežastingumo testus. Modeliavimui yra pasirinkti du ekonometriniai metodai: struktūrinių vienalaikių lygčių modeliai (angl. structural simultaneous – equation... [toliau žr. visą tekstą]
Iacopini, Matteo. "Essays on econometric modelling of temporal networks." Thesis, Paris 1, 2018. http://www.theses.fr/2018PA01E058/document.
Full textGraph theory has long been studied in mathematics and probability as a tool for describing dependence between nodes. However, only recently it has been implemented on data, giving birth to the statistical analysis of real networks.The topology of economic and financial networks is remarkably complex: it is generally unobserved, thus requiring adequate inferential procedures for it estimation, moreover not only the nodes, but the structure of dependence itself evolves over time. Statistical and econometric tools for modelling the dynamics of change of the network structure are lacking, despite their increasing requirement in several fields of research. At the same time, with the beginning of the era of “Big data” the size of available datasets is becoming increasingly high and their internal structure is growing in complexity, hampering traditional inferential processes in multiple cases.This thesis aims at contributing to this newborn field of literature which joins probability, economics, physics and sociology by proposing novel statistical and econometric methodologies for the study of the temporal evolution of network structures of medium-high dimension
Hweta, A. M. "Modelling the U.S. pear industry." Thesis, University of Reading, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.354082.
Full textAngelov, Nikolay. "Essays on unit-root testing and on discrete-response modelling of firm mergers /." Uppsala : Department of Economics, Uppsala University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6358.
Full textLips, Johannes [Verfasser]. "Econometric Modelling of Energy & Financial Markets / Johannes Lips." Gießen : Universitätsbibliothek, 2019. http://d-nb.info/1199811742/34.
Full textOrme, Christopher David. "Misspecification and inferance in micro-econometrics." Thesis, University of York, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.329851.
Full textHall, A. "Estimation and inference in simultaneous equation models." Thesis, University of Warwick, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.356473.
Full textAmado, Cristina. "Four essays on the econometric modelling of volatility and durations." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1325.
Full textKurita, Takamitsu. "Econometric modelling using I(1) and I(2) cointegration analysis." Thesis, University of Oxford, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433371.
Full textBulli, Sandra. "The dynamics of growth : econometric modelling and implications for employment." Thesis, London School of Economics and Political Science (University of London), 2004. http://etheses.lse.ac.uk/2302/.
Full textPretis, Felix. "Econometric methods and applications in modelling non-stationary climate data." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:f4c9122b-5270-4b55-a292-2cdf10ad7f2a.
Full textPourkermani, Kasra. "Essays on the econometric modelling and forecasting of shipping market variables." Thesis, University of Newcastle Upon Tyne, 2012. http://hdl.handle.net/10443/1471.
Full textHillman, Robert J. T. "Econometric modelling of nonlinearity and nonstationarity in the foreign exchange market." Thesis, University of Southampton, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264846.
Full textBeyer, Andreas H. "Monetary transmission mechanisms and central bank policy : essays in econometric modelling." Thesis, University of Southampton, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262907.
Full textAristidou, Chrystalleni. "Issues in the accommodation of model uncertainty in macro-econometric modelling." Thesis, University of Nottingham, 2016. http://eprints.nottingham.ac.uk/36130/.
Full textOduro, Samuel Dua. "Bayesian econometric modelling of informed trading, bid-ask spread and volatility." Thesis, University of Kent, 2016. https://kar.kent.ac.uk/61094/.
Full textLawford, Stephen Derek Charles. "Improved modelling in finite-sample and nonlinear frameworks." Thesis, University of York, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341496.
Full textAkanbi, Olusegun Ayodele. "Macro-econometric modelling for the Nigerian economy : a growth-poverty gap analysis." Thesis, University of Pretoria, 2010. http://hdl.handle.net/2263/28187.
Full textThesis (PhD)--University of Pretoria, 2010.
Economics
unrestricted
Barsoum, Fady [Verfasser]. "Econometric Modelling in a Mixed-Frequency and Data-Rich Environment / Fady Barsoum." Konstanz : Bibliothek der Universität Konstanz, 2016. http://d-nb.info/1112944699/34.
Full textHoderlein, Stefan Georg Nicolas. "Econometric modelling of heterogeneous consumer behaviour : theory, empirical evidence and aggregate implications." Thesis, London School of Economics and Political Science (University of London), 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.268464.
Full textPsaradakis, Zacharias. "Econometric modelling in systems of cointegrated variables : applications to the Greek economy." Thesis, University of Southampton, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315507.
Full textStankiewicz, Sandra [Verfasser]. "Forecasting and econometric modelling of macroeconomic and financial time series / Sandra Stankiewicz." Konstanz : Bibliothek der Universität Konstanz, 2015. http://d-nb.info/1079666028/34.
Full textDelle, Monache Davide. "Essays on state space models and macroeconomic modelling." Thesis, University of Cambridge, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.609745.
Full textAzam, Mohammad Nurul 1957. "Modelling and forecasting in the presence of structural change in the linear regression model." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9152.
Full textBaldwin, Elizabeth. "Modelling preferences in economics." Thesis, University of Oxford, 2014. https://ora.ox.ac.uk/objects/uuid:8abebfd3-58df-4223-83b8-ce2f43b5dc90.
Full textKavari, Gift Vijandjua. "Modelling macroeconomic performance of African economies : an application of a macro econometric model." Thesis, University of Surrey, 2002. http://epubs.surrey.ac.uk/844583/.
Full textAllen, Christopher Bellett. "Supply-side economics : structural econometric modelling of producer pricing and factor demand decisions." Thesis, London Business School (University of London), 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.339000.
Full textAl-Rabbaie, Arqam. "Modelling the demand for energy in the OECD countries using three econometric approaches." Thesis, University of Surrey, 2005. http://epubs.surrey.ac.uk/804894/.
Full textWan, Lai Shan. "Macroeconomic modelling and policy simulation for the Chinese economy." HKBU Institutional Repository, 2002. http://repository.hkbu.edu.hk/etd_ra/335.
Full textAnwar, Muslimin. "Modelling exchange rates and monetary policy in emerging Asian economies : non-linear econometric approach." Thesis, Brunel University, 2007. http://bura.brunel.ac.uk/handle/2438/4865.
Full textQi, Rongyan. "Explaining the post-reform Chinese economy in an international content : an econometric modelling analysis." Thesis, University of Sheffield, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.425994.
Full textHarnett, Ian R. "An econometric comparison of personal sector consumption in the United Kingdom and the United States." Thesis, University of Oxford, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.254035.
Full textNosova, Olga, and Knut Bartels. "Statistical analysis of the corporate governance system in the Ukraine: problems and development perspectives." Universität Potsdam, 2006. http://opus.kobv.de/ubp/volltexte/2007/1218/.
Full textPham, Tien Duc, and n/a. "A new approach to regional modelling: an Integrated Regional Equation System (IRES)." Griffith University. School of International Business and Asian Studies, 2004. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20041022.083520.
Full textPham, Tien Duc. "A new approach to regional modelling: an Integrated Regional Equation System (IRES)." Thesis, Griffith University, 2004. http://hdl.handle.net/10072/366367.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of International Business and Asian Studies
Full Text
Milunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Full textKing, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Full textLee, Huey-Lin 1974. "Modelling private vehicle use in a computable general equilibrium model of Taiwan." Monash University, Centre of Policy Studies, 2002. http://arrow.monash.edu.au/hdl/1959.1/7895.
Full textAlmeida, Vanda Regina Guimarães de. "Bayesian estimation of a DSGE model for the Portuguese economy." Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/2775.
Full textIn this paper, a New-Keynesian DSGE model for a small open economy integrated in a monetary union is developed and estimated for the Portuguese economy, using a Bayesian approach. Estimates for some key structural parameters are obtained and a set of exercises exploring the model's statistical and economic properties are performed. A survey on the main events and literature associated with DSGE models that motivated this study is also provided, as well as a comprehensive discussion of the Bayesian estimation and model vali¬dation techniques applied. The model features five types of agents namely households, firms, aggregators, the rest of the world and the government, and includes a number of shocks and frictions, which enable a closer matching of the short-run properties of the data and a more realistic short-term adjustment to shocks. It is assumed from the outset that mone¬tary policy is defined by the union's central bank and that the domestic economy's size is negligible, relative to the union's one, and therefore its specific economic fluctuations have no influence on the union's macroeconomic aggregates and monetary policy. An endogenous risk-premium is considered, allowing for deviations of the domestic economy's interest rate from the union's one. Furthermore it is assumed that all trade and financial flows are per¬formed with countries belonging to the union, which implies that the nominal exchange rate is irrevocably set to unity.
Tipe, Luis Alberto Martinez. "Strategic project evaluation for open pit mining ventures using real options and allied econometric techniques." Thesis, Queensland University of Technology, 2010. https://eprints.qut.edu.au/48334/1/Luis_Martinez_Thesis.pdf.
Full textLi, Gang. "Modelling and forecasting UK tourism demand in Western Europe : illustrations of TVP-LAIDS models' superiority over other econometric approaches." Thesis, University of Surrey, 2004. http://epubs.surrey.ac.uk/2100/.
Full textBerger, Nicholas. "Modelling structural and policy changes in the world wine market into the 21st century." Title page, contents and abstract only, 2000. http://web4.library.adelaide.edu.au/theses/09ECM/09ecmb496.pdf.
Full textHakim, Abdul. "Modelling the interactions across international stock, bond and foreign exchange markets." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.
Full textChhotobhai, Joana Jetal. "Equity research - Corticeira Amorim SGPS, S.A. : will the increase of temperatures affect harvesting cycles?" Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19344.
Full textEste projeto consiste num relatório de avaliação da Corticeira Amorim S.G.P.G., S.A., com especialização no lado da oferta. Mais especificamente, no impacto da temperatura média mensal prevista nos ciclos de extração de cortiça. Este relatório segue o formato recomendado pelo CFA Institute e só foi considerada informação pública disponível até 31 de dezembro de 2018. O FCFF foi aplicado para avaliar a COR com o preço-alvo de €10.9 por ação, traduzindo-se na recomendação de compra. Outros dois métodos de fluxos de caixa descontados foram usados para complementar a avaliação, o FCFE e o DDM chegando ao preço-alvo de €10.8 por ação e €10.6 por ação, respetivamente. COR está presente num negócio único, cortiça, sendo o líder de mercado na indústria de rolhas de cortiça com 44% de quota de mercado. Adicionalmente, esta empresa beneficia do facto de ser portuguesa dado que a maior área (34%) de sobreiros está em Portugal. Foi feita uma análise adicional às temperaturas futuras em Portugal. A formulação matemática conhecida como Séries de Fourier foi usada para modelar esta variável. Subsequentemente, as previsões foram calculadas através da previsão pontual. Os resultados revelam que Portugal vai continuar a ser o país com as temperaturas ideais para o crescimento dos sobreiros. No entanto, uma pequena ação - antecipação do período da extração de cortiça (desde (meados) de abril até julho em vez de maio a agosto) nas próximas décadas - terá de ser levada a cabo pelos donos dos Montados.
This project is an Equity Research of Corticeira Amorim S.G.P.S., SA with a specialization on the supply side. Specifically, we focus on the impact of the forecasted monthly average temperatures on the harvesting cycles. This equity research follows the CFA Institute format and only public information until December 31st, 2018, was considered. The FCFF was applied to value COR with a TP of €10.9/sh, leading to a BUY recommendation. Two other discounted cash flow methods were used to complement the valuation, the FCFE and the DDM reaching a TP of €10.8/sh and €10.6/sh, respectively. COR operates in a unique business, cork, being the market leader in the cork stoppers industry with 44% market share. Moreover, the company benefits from being a Portuguese-based company since the highest area (34%) of cork oak forestry is in Portugal. A complementary analysis of the future temperatures in Portugal was carried out. The mathematical formulation known as Fourier Series was used to model this variable. Subsequently, the forecasts were computed through punctual prediction. The results stand for the maintenance of ideal temperatures in Portugal for the growth of cork oaks. However, a small action - early harvesting, from (mid) April until July instead of May to August, in the next decades - will have to take place by the Montado owners.
info:eu-repo/semantics/publishedVersion
Mačiulaitytė, Elena. "Valstybės finansų ekonometrinis modeliavimas." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070321_103425-68095.
Full textScott, Ayesha T. "Contributions to modelling correlations in financial econometrics." Thesis, Queensland University of Technology, 2016. https://eprints.qut.edu.au/97634/1/Ayesha_Scott_Thesis.pdf.
Full textBourdarias-Pham, Vân. "Investissement direct étranger et tourisme international." Thesis, Toulouse 2, 2016. http://www.theses.fr/2016TOU20039.
Full textThis work focuses on foreign direct investment and international tourism. It is a simultaneous study in tourism demand international both in terms of arrivals and revenue; These elements have been little the subject of earlier work, due to the specificity of tourism and the shortcomings of statistical data. This work consists of two parts. The first is divided into two chapters. In the first chapter, it comes to the economic analysis of the IDE, including the sector of tourism and international tourism. In the second chapter, the main determinants of FDI and tourism are studied. The second part concerns the econometric applications and the classification of the typology of the determinants of FDI; it includes two chapters. In the first chapter, statistical data, the methodology for descriptive statistics and econometric models are studied in order to demonstrate the link of interdependence and the relationship of interaction. The second chapter is devoted to the analysis of tests of the countries concerned. By combining the results of econometric tests, a study of the product monograph of each country, it is permitted to establish a ranking of the determinants of FDI to tourist destination