Teses / dissertações: "Economic models"

1

Lupi, Claudio. "Models of nonstationary economic time series." Thesis, University of Oxford, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.321600.

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2

Eeckhout, Jan. "Perfect matching and search in economic models." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/2861/.

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This thesis uses general matching techniques - both perfect matching and search - to study some problems in economies that are characterised by heterogeneity of their agents. Here, matching in its broadest sense is interpreted as a form of trade that is strictly limited between two partners: transactions are one-to-one, between one buyer and one seller exactly. The first part proposes a framework that integrates two well documented strands of the existing economic literature. It is a search model that generalises the frictionless perfect matching model to a context where trade does not occur instantaneously. A general methodology with proof is given which allows us to derive the unique equilibrium allocation of agents. Though the limit case without friction reproduces the perfect matching result, with friction results deviate substantially from conclusions in both the perfect matching literature and the search literature. The second part of the thesis concentrates entirely on frictionless matching models. First, a general class of preferences is identified that yields a unique allocation. Second, the matching model is studied when endogenous choice of characteristics is allowed and has an intuitive application to the labour market. It is shown that in the presence of job heterogeneity, too many resources are spent in order to achieve a higher ranked job. The results, including issues of turnover and distribution, are verified with some stylised facts in the empirical literature. Finally, a model that mimics a matching equilibrium and that allows for endogenous choice of characteristics is applied to the context of education in the labour market. It is shown that multiple equilibria can exist in the presence of spillovers in production.

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3

Lazim, Mohamad Alias. "Econometric forecasting models and model evaluation : a case study of air passenger traffic flow." Thesis, Lancaster University, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296880.

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4

Karanasos, Menelaos. "Essays on financial time series models." Thesis, Birkbeck (University of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286252.

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5

McGarry, Joanne S. "Seasonality in continuous time econometric models." Thesis, University of Essex, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313064.

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6

Moffatt, Peter Grant. "Microeconometric models of household purchasing behaviour." Thesis, University of Bristol, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.307355.

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7

Heap, Paul. "General equilibrium models of monetary economics." Thesis, University of York, 1996. http://etheses.whiterose.ac.uk/9784/.

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8

Brackmann, Netto Arthur. "Abstract economic modeling : a semantic-philosophical definition of economic models." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2017. http://hdl.handle.net/10183/168635.

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As fundações análogas das ideias de Kuhn e da visão pragmática das teorias favorecem uma união de pensamentos. Na concepção de Kuhn após a Estrutura das Revoluções Científicas, a filosofia da linguagem – especialmente as teorias de uso da linguagem – e suas ramificações nas ciências cognitivas são formas efetivas de julgar problemas científicos. Baseados nessas novas ideias, os interpretes de Kuhn propuseram a teoria psicológica dos Enquadramentos Dinâmicos como uma forma funcional de reavaliar a evolução científica. Uma aplicação dessa teoria para reler as definições pragmáticas de modelos foi realizada nessa dissertação, expondo a incomparabilidade entre estudos de caso, o que impede o avanço das discussões. Consequentemente, a criação de definições comparáveis é necessária para o desenvolvimento dos debates pragmáticos. Inspirada em Sugden (2000;2009), a solução proposta foi a criação de paradigmas plausíveis. Seguindo esta linha de raciocínio, um exame da história do pensamento econômico foi realizado buscando uma fundação crível para a definição de modelos econômicos abstratos. A pesquisa identificou os trabalhos de Tinbergen (1935) e de Von Neumann (1945) como os primeiros a usarem o termo ‘modelo’ em sentido abstrato e, portanto, como uma fundação sólida para um paradigma definidor do termo modelo econômico no período que transcorre de 1930 à 1950. Em seguida, a combinação da teoria dos Enquadramentos Dinâmicos e dos exemplares resultou na definição de modelos econômicos contendo cinco características: adaptabilidade, neutralidade, estrutura matemática, simplificação e objetivo. Uma avaliação subsequente da disseminação do termo de 1930 até 1950 sugere que os exemplares escolhidos são uma fundação plausível, ainda que a definição não tenha sido instantânea nem completamente disseminada entre os economistas. The analogous foundations of Kuhnian ideas and of The Pragmatic View of Theories favor a union of thoughts. In Kuhn’s renewed ideas, philosophy of language – especially use theories - and its ramifications in cognitive sciences are an effective form of judging scientific conundrums. Based on this insight, Kuhn’s interpreters proposed the psychological theory of Dynamic Frames as a functional form of reviewing scientific evolution. An application of Dynamic Frames was realized to reread pragmatic definitions of models, exposing the incomparability between case-studies, which hampers the development of discussions. Consequently, the creation of comparable definitions is necessary for the advancement of pragmatic debates. Inspired by Sugden (2002; 2009), the proposed solution was the creation of plausible paradigms. Following this mode of reasoning, an examination of history of economic thought was realized searching for a credible foundation for the definition of abstract economic models. The exploration suggested Tinbergen’s (1935) and Von Neumann’s (1945) works as the first ones to use the term “model” in an abstract sense and thus as a solid foundation for a paradigm intended to define economic models. The following combination of Dynamic Frames ideas and the exemplars resulted in a definition of models containing five characteristics: adaptability; neutrality; mathematical structure; simplification; and objective. A subsequent examination of the dissemination of the term from 1930s to 1950s suggested the exemplars were a plausible foundation, even though the definition was neither instantly nor completely disseminated among economists.

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9

Kamberoglou, Nicos. "The specification of open economy macroeconomic models." Thesis, University of Oxford, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.260557.

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10

Peng, Baochun. "Entrepreneurship and economic growth." Thesis, University of Oxford, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.270459.

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11

Schäfer, Andreas. "Economic Development and Economic Integration." Doctoral thesis, Universitätsbibliothek Leipzig, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-128100.

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Macroeconomists dedicated substantial efforts to clarify the puzzle of growing incomes in some regions of the world and rising differences in standards of living across the globe. Although the question of why economies perform differently is as old as the theory of economic thought itself, it is only since recent times that economists integrate development patterns over the very long-run into formal dynamic general equilibrium models. The models we present here consider development patterns observed in advanced economies since the Industrial Revolution. The objective of this study is to shed light on the mechanics of economic development within the frame of (dynamic) general equilibrium models. Since this requires the solution of multi-dimensional and non-linear systems of difference or differential equations that govern the evolution of the model economy over time (in some cases with heterogeneous agents) analytical solutions are in general not obtainable. Therefore, this work relies on numerical and computational methods at large, in order to visualize the development path of economies over time.

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12

Krichel, Thomas. "Growth and fiscal policy in dynamic optimising models." Thesis, University of Surrey, 1999. http://epubs.surrey.ac.uk/844562/.

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This PhD thesis considers the dynamics of fiscal policy in a two-country world when growth is driven by the accumulation of private capital and public infrastructure. I study permanent growth differentials, the dynamics of optimal and time-consistent policies, the issue of policy coordination, as well as the accumulation of debt.

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13

Kapetanios, George. "Essays on the econometric analysis of threshold models." Thesis, University of Cambridge, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286704.

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14

Hall, Stephen George Frederick. "Solving and evaluating large non-linear econometric models." Thesis, Queen Mary, University of London, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261290.

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15

Vassalou, Maria G. "A test of alternative international asset pricing models." Thesis, London Business School (University of London), 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261703.

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16

Busetti, Fabio. "Testing and estimation of models with stochastic trends." Thesis, London School of Economics and Political Science (University of London), 2001. http://etheses.lse.ac.uk/2257/.

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The thesis considers time series and econometric models with stochastic trend components. Locally Best Invariant tests for the presence of stochastic trends are constructed and their asymptotic distributions derived. Particular attention is paid to models with structural breaks, as the tests have high power also against alternative hypotheses in which the trends of the series contain a small number of breaks but are otherwise deterministic. Asymptotic critical values of the tests are tabulated for series with a single breakpoint. A modification of the LBI statistic is then proposed, for which the asymptotic distribution depends only on the number of the breaks and not on their location. Common stochastic trends imply cointegration and thus testing the number of common trends can also be regarded as testing the dimension of the cointegration space. A test for common trends recently proposed in the literature is extended to series which contain structural breaks. Testing for the presence of a nonstationary seasonal component is then examined. The LBI test, adjusted for serial correlation by means of a nonparametric correction, is extended in various directions and its performance is compared with that of a parametric test. Representation, estimation and tests of cointegrated structural time series models form the subject of one chapter, where numerous links with the literature on vector autoregressions are established. Panel data regression models where the individual effects take the form of individual specific random walks are considered in the last chapter. Imposing the constraint of a common signal-to-noise ratio across individuals makes the maximum likelihood estimator computationally feasible also when the number of units in the cross section is large. For these models an average LBI test for stationarity and for the presence of fixed effects is proposed.

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17

Lu, Maozu. "The encompassing principle and evaluation of econometric models." Thesis, University of Southampton, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.316084.

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18

Sherrell, Neill. "The estimation and specification of spatial econometric models." Thesis, University of Bristol, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.281861.

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19

Tilley, Luke Alan. "Dynamic Energy Models and Carbon Mitigation Policies." Diss., Temple University Libraries, 2012. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/201311.

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Economics Ph.D. In this dissertation I examine a specific class of energy models and their implications for carbon mitigation policies. The class of models includes a production function capable of reproducing the empirically observed phenomenon of short run rigidity of energy use in response to energy price changes and long run flexibility of energy use in response to energy price changes. I use a theoretical model, parameterized using empirical data, to simulate economic performance under several tax regimes where taxes are levied on capital income, investment, and energy. I also investigate transitions from one tax regime to another. I find that energy taxes intended to reduce energy use can successfully achieve those goals with minimal or even positive impacts on macroeconomic performance. But the transition paths to new steady states are lengthy, making political commitment to such policies very challenging. Temple University--Theses

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20

Jackson, Aaron L. "Near-rational behavior in New Keynesian models /." view abstract or download file of text, 2002. http://wwwlib.umi.com/cr/uoregon/fullcit?p3061948.

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Thesis (Ph. D.)--University of Oregon, 2002. Typescript. Includes vita and abstract. Includes bibliographical references (leaves 110-113). Also available for download via the World Wide Web; free to University of Oregon users.

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21

Gustafsson, Martin Anders. "Education and country growth models." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86578.

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Thesis (PhD)--Stellenbosch University, 2014. ENGLISH ABSTRACT: The over-arching concern of the three parts of the dissertation is how economics can and should influence education policymaking, the emphasis on the economics side being models of country development and the contribution made by human capital. Part I begins with a review of economic growth theory. How educational performance and country development have been measured is then discussed, with considerable attention going towards conceptual and measurement complexities associated with the latter. An approach is presented for expanding the number of countries whose educational quality can be compared, by expanding the number of linkable testing programmes. This approach, which above all allows for the inclusion of more African and Latin American countries, is one of the key contributions made by the dissertation to the existing body of knowledge. Three existing empirical growth models are examined, including work by Hanushek and Woessman on the relationship between educational quality and income. Part I ends with a discussion on how the economics literature can best be packaged to influence education policymaking. A ‘growth simulator’ tool in Excel for informing the policy discourse is presented. The production of this tool includes establishing empirically a feasible improvement trajectory for educational quality that policymakers can use and some analysis of how linguistic fractionalisation in a country evolves over time. This tool can be considered a further key output of the dissertation. A basic model for relating educational quality, via income growth, to teacher pay, is presented. Part II offers an analysis of UNESCO country-level data on enrolment and spending going back to 1970, with a view to establishing historical patterns that can inform education planners, particularly those in developing countries, on how budgets and enrolment expansion should be distributed across the levels of the education system. The analysis presented in Part II represents a novel way of using existing countrylevel data and can be seen as an important step towards filling a gap experienced by education policymakers, namely the paucity of empirical evidence that can guide decisions around the prioritisation of education levels. Part II moreover arrives at a few empirical findings, including the finding that enrolment and spending patterns have been systematically different in countries with faster economic growth and the finding that historical per student spending at the secondary level appears to play a larger role in development than was previously thought. Part III contrasts the available economic advice for education policymakers with what policymakers actually appear to believe in. The focus falls, in particular, on four developing countries: South Africa, Brazil, Chile and China. A few areas where economists could explore the data to a greater degree or communicate available findings differently, in the interests of better education policies, are identified. Part III partly serves as a demonstration of how comparisons between education systems can be better oriented towards providing advice to education policymakers on questions relating to efficiency and equity. AFRIKAANSE OPSOMMING: Die oorkoepelende fokus van die drie gedeeltes van die verhandeling is hoe die studie van ekonomie beleid in die onderwyssektor kan en moet beïnvloed. Veral belangrik is modelle van die ekonomiese groei van lande en die rol van menslike kapitaal in hierdie modelle. Die eerste gedeelte van die verhandeling bied oorsig van die teorie rakende ekonomiese groei. Hoe onderwysprestasie en nasionale ontwikkeling gemeet word, word dan bespreek, met sterk fokus op die konseptuele en tegniese kompleksiteit van laasgenoemde. Metode word aangebied waardeur meer lande se onderwysgehalte vergelyk kan word, deur middel van die koppeling van data van groter aantal toetsprogramme. Hierdie metode, wat veral die insluiting van meer lande uit Afrika en Latyn-Amerika toelaat, is een van die kernbydraes van die verhandeling tot die bestaande korpus van kennis. Drie bestaande empiriese modelle van ekonomiese groei word geanaliseer, insluitende die werk van Hanushek en Woessman oor die verhouding tussen onderwysgehalte en inkomste. Die eerste gedeelte sluit af met bespreking oor hoe die ekonomiese literatuur optimaal aangebied kan word om beleidmaking in die onderwys te beïnvloed. Groei-simulasie hulpmiddel in Excel wat die beleidsdiskoers kan vergemaklik word aangebied en verduidelik. Die ontwikkeling van hierdie gereedskap maak dit moontlik om op empiriese basis moontlike trajek vir die verbetering van onderwysgehalte te bepaal, wat vir beleidsmakers nuttig kan wees, sowel as ontleding van hoe linguïstiese verbrokkeling in land histories kan ontwikkel. Hierdie gereedskap kan as verdere sleutelproduk van die verhandeling beskou work. Basiese model van hoe onderwysgehalte en die inkomste van onderwysers deur middel van ekonomiese groei gekoppel is, word ook aangebied. Die tweede gedeelte van die verhandeling bied ontleding van UNESCO se nasionale statistieke van lande oor skoolinskrywings en onderwysuitgawes vanaf 1970, met die oog op die identifikasie van belangrike historiese tendense vir onderwysbeplanners, veral in ontwikkelende lande. Die fokus hier is veral op hoe begrotings en inskrywings ideaal oor die verskillende vlakke van die onderwysstelsel versprei behoort te wees. Die ontleding in die tweede gedeelte verteenwoordig innoverende manier om die bestaande nasionale statistieke te gebruik en kan beskou word as belangrike stap om gaping te vul wat deur beleidsmakers in die onderwys ondervind word, naamlik die gebrek aan empiriese gegewens vir besluite oor prioritisering tussen onderwysvlakke. Die tweede gedeelte bied ook verskeie empiriese bevindinge, soos dat die tendense rakende inskrywings en besteding per student sistematies tussen lande met vinniger ekonomiese groei en ander lande verskil, asook dat historiese besteding per student op die sekondêre vlak blykbaar groter invloed op ontwikkeling het as wat vroeër gedink is. Die derde gedeelte van die verhandeling vergelyk die advies wat die ekonomiese literatuur aan beleidmakers in die onderwys bied met wat beleidmakers self blykbaar glo. Die fokus val op veral vier ontwikkelende lande: Suid-Afrika, Brasilië, Chili en China. Gebiede word bespreek waar ekonome in die belang van beter onderwysbeleid tot groter mate data kan analiseer of bevindings op beter maniere kan kommunikeer. Die derde gedeelte kan beskou word as demonstrasie van hoe vergelykings tussen verskeie onderwysstelsels beter georiënteer kan word om vir die beleidmaker in die onderwys advies te verskaf rakende kwessies van doeltreffendheid en gelykheid.

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22

Skinner, David. "Forecasting models of activity in industrial and commercial building." Thesis, University of Salford, 1999. http://usir.salford.ac.uk/26916/.

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Despite its importance in national income, the level of activity in the construction sector has received little attention in the economics literature. The lack of studies attempting to forecast construction activity is surprising given that its volatility is often regarded as destabilising to the economy. Here, we model an important and growing component of construction, namely private industrial and commercial building. Construction activity is typically measured by output. To the extent that new construction output represents capital formation, output can be modelled as an investment problem. The theoretical investment literature is disparate and confusing but here, the leading models are presented in a unified framework in which the similarities and differences between them can be easily identified. We then go on to estimate a number of the models empirically. Some are econometric models consistent with traditional theories of investment. Others are based on vector autoregression (VAR) analysis which provides a largely statistical representation of a set of variables with minimum use of a priori restrictions but in which long-run relationships are preserved. The data required for model estimation is considerable and complicated by the effects of investment incentives embodied in the tax system. The forecasting performance of all the models is evaluated against forecasts generated by a benchmark model suggested by the data rather than by economic theory. In terms of forecasting performance, some of the investment models considered here are shown to be superior to the benchmark model.

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23

MiÌ„r, KhaÌ„lid. "Child labour and credit markets in two-period models." Thesis, University of Essex, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.272526.

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24

Teglio, Andrea. "From agent-based models to artificial economies." Doctoral thesis, Universitat Jaume I, 2011. http://hdl.handle.net/10803/83303.

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The aim of this thesis is to propose and illustrate an alternative approach to economic modeling and policy design that is grounded in the innovative field of agent-based computational economics (ACE). The recent crisis pointed out the fundamental role played by macroeconomic policy design in order to preserve social welfare, and the consequent necessity of understanding the effects of coordinated policy measures on the economic system. Classic approaches to macroeconomic modeling, mainly represented by dynamic stochastic general equilibrium models, have been recently criticized for they difficulties in explaining many economic phenomena. The absence of interaction among heterogeneous agents, along with their strong rationality, are two of the main of criticisms that emerged, among others. Actually, decentralized market economies consist of large numbers of economic agents involved in local interactions and the aggregated macroeconomic trends should be considered as the result of these local interactions. The approach of agent-based computational economics consists in designing economic models able to reproduce the complicated dynamics of recurrent chains connecting agent behaviors, interaction networks, and to explain the global outcomes emerging from the bottom-up. The work presented in this thesis tries to understand the feedback between the microstructure of the economic model and the macrostructure of policy design, investigating the effects of different policy measures on agents behaviors and interactions. In particular, the attention is focused on modeling the relation between the financial and the real sides of the economy, linking the financial markets and the credit sector to the markets of goods and labor. The model complexity is increasing with the different chapters. The agent-based models presented in the first part evolve to a more complex object in the second part, becoming a sort of complete ``artificial economy''. The problems tackled in the thesis are various and go from the investigation of the equity premium puzzle, to study of the effects of classic monetary policy rules (as the Taylor rule) or to the study of the macroeconomic implications of bank's capital requirement or quantitative easing.

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25

McCrorie, James Roderick. "Some topics in the estimation of continuous time econometric models." Thesis, University of Essex, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388615.

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Arellano, Gomez Manuel. "Estimation and testing of dynamic econometric models from panel data." Thesis, London School of Economics and Political Science (University of London), 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261293.

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27

Caceres-Delpiano, Julio F. "Testing economic models of household resource allocation." College Park, Md. : University of Maryland, 2005. http://hdl.handle.net/1903/2905.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2005. Thesis research directed by: Economics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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28

Bryhn, Andreas. "The Forecasting Power of Economic Growth Models." Thesis, Uppsala University, Department of Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8053.

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High forecasting power is essential for understanding scientific relationships. In economics, forecasting power may be decisive for the success or failure of a particular policy. The forecasting power of economic growth models is investigated in this study. Regressions from one dataset including the gross domestic product (GDP), GDP growth, trade openness, the quality of public institutions and secondary education generate insufficient forecasting power with respect to growth. Furthermore, the International Monetary Fund's one-year growth forecasts are compared to outcome. Forecasts for 1999-2006 were found to be significantly different from outcome during 7 years out of 8. The forecast error slightly exceeded 1 percentage unit, which is similar to results from earlier studies on forecast error and equal to the forecast/hindcast error from a simple multivariate model constructed from historical growth data. Possible reasons behind poor forecast quality are discussed, including the tradition to build models using assumptions from irrefutable theoretical constructs.

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Antonini, Massimo. "Fiscal policy in models of economic growth." Thesis, University of Leicester, 2009. http://hdl.handle.net/2381/9922.

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This thesis analyses fiscal policy in four models of economic growth. The first model is a variant of Jones [61]; overlapping generations are introduced and it is shown that the allocation is dynamically inefficient. As in Diamond [42], a debt financed transfer to current generations can lead to a Pareto improvement; interestingly, the improvement is achieved not by discouraging capital accumulation but through a reallocation of labour between sectors. The second is a two-sector model of growth with public capital. It is shown that perpetual fiscal deficit cannot be sustained. The first best allocation is examined and for the log-utility case an explicit solution can be found. Implementation of the optimal allocation is discussed. The third model features disembodied technological progress as in Solow [100], but it is assumed dependent on public investment. Conditions under which perpetual deficits are sustainable are discussed. The fourth and last model introduces excludable and congestible public services. The optimal fiscal policy, including optimal user charges, is studied. It is shown that in the long-run the optimal income tax is zero and that revenues from user charges is more than sufficient to finance public investment in infrastructures.

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Shih, Shou Hsing. "Forecasting models for economic and environmental applications." [Tampa, Fla] : University of South Florida, 2008. http://purl.fcla.edu/usf/dc/et/SFE0002425.

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31

Saguatti, Annachiara <1984&gt. "Modeling the spatial dynamics of economic models." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5978/1/Saguatti_Annachiara_tesi.pdf.

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The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

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Saguatti, Annachiara <1984&gt. "Modeling the spatial dynamics of economic models." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5978/.

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The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

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Yin, Xiaopeng 1963. "The effect of economic integration on endogenous economic growth." Thesis, McGill University, 1995. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=23435.

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This thesis presents a survey of the development of economic growth theory, including the latest developments in the relationship between international economic integration through international flows of goods and/or knowledge and endogenous economic growth. Based on the following literature review, a new and more reasonable model for the research and development (i.e., the R&D) sector--a sector which is considered the source of long-run growth--is offered in order to develop and improve the framework built by Rivera-Batiz and Rome (1991), i.e. the RBR model. This new model will make the RBR framework more complete and rational. In this new model, it is proved that any form of economic integration will increase the long-run rate of growth, and these results are compared with those of the RBR. Moreover, Devereux and Lapham's efforts to find some dynamic analysis along the transitional path under two different situations: knowledge flows only, and both goods and knowledge flows, are continued in the same model. It is found that when only knowledge is allowed to flow across borders, economic integration generates corner solutions for the production of the R&D sector, while this does not happen when complete goods and knowledge flows exist. However, the real balanced growth rates in these diverse situations are higher than they are in autarky.

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Omori, Takashi. "Generalized models of heterogeneous markets and the properties of monopolistic competition." Thesis, University of Oxford, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.334946.

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Billah, Baki 1965. "Model selection for time series forecasting models." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/8840.

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Indralingam, Maheswaran. "Sequential estimation, parameter variation and predictive power of econometric market response models." Thesis, Lancaster University, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.255352.

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Brixen, Peter. "The financial sector in applied general equilibrium models : the case of Ecuador." Thesis, University of Warwick, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.389710.

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Steinbach, Max Rudibert. "Essays on dynamic macroeconomics." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86196.

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Thesis (PhD)--Stellenbosch University, 2014. ENGLISH ABSTRACT: In the first essay of this thesis, a medium scale DSGE model is developed and estimated for the South African economy. When used for forecasting, the model is found to outperform private sector economists when forecasting CPI inflation, GDP growth and the policy rate over certain horizons. In the second essay, the benchmark DSGE model is extended to include the yield on South African 10-year government bonds. The model is then used to decompose the 10-year yield spread into (1) the structural shocks that contributed to its evolution during the inflation targeting regime of the South African Reserve Bank, as well as (2) an expected yield and a term premium. In addition, it is found that changes in the South African term premium may predict future real economic activity. Finally, the need for DSGE models to take account of financial frictions became apparent during the recent global financial crisis. As a result, the final essay incorporates a stylised banking sector into the benchmark DSGE model described above. The optimal response of the South African Reserve Bank to financial shocks is then analysed within the context of this structural model.

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Perry, Stanley Foster. "Distributed Economic Systems with Agents that Learn." PDXScholar, 1992. https://pdxscholar.library.pdx.edu/open_access_etds/1271.

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Economic systems are distributed in the sense that economic agents make decisions without any central control. Prices, quantities, wealth, and market structure emerge from the interaction of agents acting in their own self interest. The concepts and language of systems science are used to define economic systems in a manner that captures and articulates the distributed nature of economic systems. Further, the systems definition permits multiple views of the economic system, and in addition, allows the agents to "step outside" the system in order to study it. Economic systems are defined in such a way that it is feasible to construct artificial economic systems, and in particular, ones that are composed of self-interested agents that operate according to principles that are prescribed by the researcher. An artificial economic system was actually constructed and tested in a computer environment. The model was verified with reference to several theoretical models such as static and adaptive expectations. The system constructed allows up to 1000 agents to interact without any central control. A computer "blackboard system" is used as the architecture for providing common information to the agents in the artificial economic system. The blackboard design successfully allows complex agents to compete and trade in an artificial economic system created by the researcher. Prices, quantities, wealth, and market structure emerge naturally in the artificial economy that depend on the characteristics and prescribed strategies of the agents in the system. After a transition period, the trading frequently produces price and quantity time series that have the characteristics of a random walk, a condition that is well known in real world markets. Three classes of producer agents were used in these artificial economic systems: optimizing agents that incorporate neural networks, satisficing agents that incorporate very simple rule-based approaches, and Stackelberg agents that have knowledge about the consumers in the system, but do not have knowledge about their competitor's strategies or intentions. Neural networks are used to model the behavior and strategies of economic agents that can be said to learn, i.e., those agents that develop general principles for adapting to changing market conditions that transfer across markets. The focus of this research was on the producers in the system. The consumption side of the economic system was represented by a set of simple consumers. An important result emerging from this research is that at least one agent out of four in these experiments with accurate knowledge about market demand increases the wealth of the system as a whole. Markets containing a single Stackelberg or neural agent produced far more wealth than markets composed only of satisficing agents. However, the agents with knowledge do not necessarily capture the highest share of the wealth. The success of individual agents depends on the agent's trading strategy, as expected, and in addition depends on the combination of agents in the system. Certain strategies appeared to be flexible while others were brittle, and were easily foiled by changing the agents in the market, or by changing the market conditions. Earlier studies attempted to use neural networks to simulate an entire economic system, but were rejected because the organizing principles of the two systems are not analogous. Additionally, neural networks were successfully tested for solving various economics problems that were not related to the simulation of economic systems. Neural networks were found to effectively solve problems with missing and redundant data that are not directly solvable with well known methods such as least squares.

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Petrova, Katerina. "A quasi-Bayesian local likelihood approach to time varying parameter models." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23650.

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This thesis proposes a new econometric methodology for the estimation and inference of macro- economic models in the presence of time variation in the parameters. A novel quasi-Bayesian local likelihood (QBLL) approach is established and it is shown that the method gives rise to as- ymptotically valid quasi-posterior distributions. In addition, in the special case of linear Gaussian models, expressions of the quasi-posteriors are derived in closed form, which simpli es inference and makes the use of MCMC unnecessary. Inference based on the QBLL approach, as a consequence of modelling parameter variation nonparametrically, is robust to di¤erent processes for the drifting parameters, as its validity does not depend on parametric restrictions typically imposed by alterna- tive state space models. In addition, the Bayesian treatment of the approach provides a remedy to the curse of dimensionality by accommodating large dimensional systems. We demonstrate that the proposed estimators exhibit good nite sample properties, and, unlike the alternative para- metric state space models, are robust to di¤erent parameter processes. We provide a variety of interesting macroeconomic applications and forecasting exercises to reduced-form VAR models. In addition, we develop the methodology to the estimation of structural DSGE models in the presence of parameter drift. We apply the proposed algorithms to di¤erent medium-sized DSGE models in order to study structural change in the parameters.

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Arora, Raman. "Analysis of Economic Models Through Calculus of Variations." TopSCHOLAR®, 2005. http://digitalcommons.wku.edu/theses/453.

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This thesis is a combination of two science fields: Mathematics and Economics. Mathematics is often used to formulate a clear and concise solution to economic problems. In my observation calculus of variation has often been used in various macroeconomic problems. This mathematical method deals with maximizing or minimizing of various objective functions given a set of constraints. This topic brings out one of the best ways to show the relationship between mathematics and economics. My thesis consists of three parts: The first chapter contains a review of the calculus of variations. Basic definitions and important conditions have been stated. The aim of this chapter was to set the groundwork for understanding calculus of variations so that it can be used in solving various economics models. In the second chapter we study an economic model from which calculus of variations has been used to solve it. The macroeconomic model deals with optimizing the social welfare function. The entire working of the model has been discussed and documented in the thesis report. The third chapter deals with the analysis of the Lucas model which concentrated on how the accumulation of human capital impacts the growth rate of the economy. Lucas assumes that the growth rate of the human capital is linearly related to its level. If we abandon this assumption, will the optimal value of the time devoted to education in the steady state exist? If it exists, will it be same or different? So we introduced a new model in which the only modification we made to the Lucas model was in the equation that describes the process of human accumulation by introducing a nonlinear component. On investigation of this new model we have shown that it is possible that optimal behavior for an individual can be not to educate himself.

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Dindo, Pietro Dino Enrico. "Bounded rationality and heterogeneity in economic dynamic models." [Amsterdam] : Amsterdam : Thela Thesis ; Universiteit van Amsterdam [Host], 2007. http://dare.uva.nl/document/44334.

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Lewis, Kurt Frederick. "Robustness and information processing constraints in economic models." Diss., University of Iowa, 2007. http://ir.uiowa.edu/etd/159.

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Bsoul, Mohammad. "Economic scheduling in Grid computing using Tender models." Thesis, Loughborough University, 2007. https://dspace.lboro.ac.uk/2134/3094.

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Economic scheduling needs to be considered for Grid computing environment, because it gives an incentive for resource providers to supply their resources. Moreover, it enforces efficient use of resources, because the users have to pay for their use. Tendering is a suitable model for Grid scheduling because users start the negotiations for finding suitable resources for executing their jobs. Furthermore, the users specify their job requirements with their requests and therefore the resources reply with bids that are based on the cost of taking on the job and the availability of their processors. In this thesis, a framework for economic Grid scheduling using tendering is proposed. The framework entities such as users, brokers and resources employ tender/contract-net model to negotiate the prices and deadlines. The brokers' role is acting on behalf of users. During the negotiations, the entities aim to maximise their performance which is measured by a number of metrics. In order to evaluate the entities' performance under different scenarios, a Java- based simulator, called MICOSim, supporting event-driven simulation of economic Grid scheduling is presented. MICOSim can perform a simulation of more than one hundred entities faster than real time. It is concluded from the evaluation that users who are interested in increasing the job success rate and paying less for executing their jobs have to consider received prices to select the most appropriate bids, while users who are interested in improving the job average satisfaction rate have to consider either received completion time or both price and completion time to select the most suitable bids when the submission of jobs is static. The best broker strategy is the one that doesn't take into account meeting the job deadlines in the bids it sends to job owners. Finally, the resource strategy that considers the price to determine if to reply to a request or not is superior to other resource strategies. The only exception is employing this strategy with price that is too low. However, there is a tiny difference between the performances of different user strategies in dynamic submission. It is also concluded from the evaluation that broker strategies have the best performance when the revenue they target from the users is reasonable. Thus, the broker's aim has to be receiving reasonable revenue (neither too low nor too high) from acting on behalf of users. It is observed from the results that the strategy performance is influenced by the behaviour of other entities such as the submission time of user jobs. Finally, it is observed that the characteristics of entities have an effect on the performance of strategies. For example, the two user strategies that consider the received completion time and both price and completion time to determine if to accept a broker bid have similar performance, because of the existence of resources with various prices from cheap to expensive and existence of resources which don't care about the price paid for the execution. So, the price threshold doesn't have a large effect on the performance.

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Margarit, Daniel. "Exploring Land Conservation Using Economic and Geospatial Models." Diss., North Dakota State University, 2015. http://hdl.handle.net/10365/25380.

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Three different, but related studies on conservation in North Dakota were completed. Expansion of Devil?s Lake over the past 20 years has flooded farmland, towns, and roads, causing economic damage and distress. Retirement of private land into conservation could play a role in ameliorating damages to citizens, while simultaneously improving and protecting wildlife habitat. The objective of the first study is to investigate the supply of agricultural land that might be available for conservation use at various purchase prices. It was expected that increasingly frequent flooding over the past decades would have increased the supply of land available for conservation. This was verified to be the case for the most vulnerable lands in Devil?s Lake Basin?areas below 1,460 ft. elevation and within 300 ft. of surface waters. The Conservation Reserve Program is comprised of lands that were previously farmed and have been converted into grassland. The landowners are compensated by the US government for retiring this farmland because it provides environmental benefits. Current commodity prices are giving farmers less incentive to renew their CRP contracts and many are deciding to instead farm those lands. The second study aims to identify and quantify the factors that affect a landowner?s decision to renew an expiring CRP contract or not in the Sheyenne River basin. The economic factors examined were crop prices and CRP payments. The ecological factors were slope of the land, distance to the nearest stream, and soil texture. The purpose of the final study is to estimate the increase in sediment loading due to changes in CRP enrollment, and then value the cost to society of the increased sedimentation. This will be accomplished by creating a SWAT model of the Sheyenne River. Future and hypothetical land use datasets will be substituted into the model. Every ton of sediment entering the river costs society an estimated $2.40. The model estimated 1,218.36 tons of sediment entered the river from the study area in 2005. Using the landcover conditions present in 2014, an estimated 1,661.4 tons of sediment would have entered the river across the study area, an increase of 36%.

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Šalamon, Tomáš. "Development of Agent-based Models for Economic Simulation." Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-77101.

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This thesis is about the development of agent-based models that are a method of simulation of economic processes and environments using multi-agent systems. Agent-based modeling seems to be an unappreciated approach that is expected and has a potential for a much wider application than it actually has. The purpose of thiswork is to evaluate the reasons for such situation and to offer solutions. The following were identified among the reasons for a low utilization of the method: a wide gap between theory and practice in the field, doubtful reliability of the method, lowconfidence in its results, complexity, missing methodologies, problems with suitable development frameworks, limitations of computational performance, a lack of awareness among the public and certain other problems. Agentology; (i.e. a methodology for the development of agent-based models) was proposed in this thesis in order to address issues regarding the development of agent-based models. There are six defined roles of project participants in the methodology: expert, analyst, modeler, platform specialist, programmer and tester. The design and development process consists of four phases and nine steps beginning with task formulation, conceptual modeling, and platformspecific modeling to the development of the system. For the design phases, agent modeling language for agent-based models was derived.

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Ishikawa, Sumio. "Empirical studies on the non-linear economic models /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1997. http://wwwlib.umi.com/cr/ucsd/fullcit?p9804525.

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Strong, Mark. "Managing structural uncertainty in health economic decision models." Thesis, University of Sheffield, 2012. http://etheses.whiterose.ac.uk/2205/.

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Health economic models are representations of judgements about the relationships between the model's input parameters and the costs and health effects that the model aims to predict. We recognise that we can rarely define with certainty a 'true' model for a particular decision problem. Building an 'incorrect' model will result in an uncertain prediction error, which we denote 'structural uncertainty'. The absence of observations on the total costs and health effects under each decision option limits the use of data driven approaches to managing structural uncertainty, such as model averaging. We therefore propose a discrepancy based approach in which we make judgements about structural error at the sub-function level within the model and introduce a series of terms to 'correct' the errors. This is deemed to be easier than making meaningful statements about the error at the level of the model output. The specification of discrepancy terms within the model also allows us to use sensitivity analysis methods to determine the relative importance of the different structural uncertainties in driving output and decision uncertainty. Following the computation of either the main effect index or the partial expected value of perfect information for each discrepancy term, we can review the structure of those parts of the model where structural uncertainty is an important source of model output or decision uncertainty. We interpret the overall expected value of perfect information for all the discrepancy terms as an upper bound on the expected value of model improvement (EVMI). We illustrate the sub-function discrepancy method in two case studies: a simple decision tree, and a more complex Markov model. Finally, we propose an efficient method for computing the main effect index and the partial expected value of perfect information when inputs and/or discrepancies are correlated.

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DINDO, Pietro Dino Enrico. "Bounded rationality and heterogeneity in economic dynamic models." Doctoral thesis, THELA THESIS, 2007. http://hdl.handle.net/10278/3673678.

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Ahelegbey, Daniel Felix <1983&gt. "Bayesian graphical models with economic and financial applications." Doctoral thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6548.

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Recent advances in empirical finance has seen a considerable amount of research in network econometrics for systemic risk analysis. The network approach aims to identify the key determinants of the structure and stability of the financial system, and the mechanism for systemic risk propagation. This thesis contributes to the literature by presenting a Bayesian graphical approach to model cause and effect relationships in observed data. It contributes specifically to model selection in moderate and high dimensional problems and develops Markov chain Monte Carlo procedures for efficient model estimation. It also provides simulation and empirical applications to model dynamics in macroeconomic variables and financial networks. The contributions are discussed in four self contained chapters. Chapter 2 reviews the literature on network econometrics and presents a Bayesian graph-based approach as an alternative method. Chapter 3 proposes a Bayesian graphical approach to identification in structural vector autoregressive models. Chapter 4 develops a model selection to multivariate time series of large dimension through graphical vector autoregressive models and introducing sparsity on the structure of temporal dependence among the variables. Chapter 5 presents a stochastic framework for financial network models by proposing a hierarchical Bayesian graphical model that can usefully decompose dependencies between financial institutions into linkages between different countries financial systems and linkages between banking institutions, within and/or across countries.

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