Дисертації з теми "Structual VAR"
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Rapelanoro, Nady. "Essai empirique sur les conséquences de l’expansion de la liquidité globale dans les pays destinataires." Thesis, Paris 10, 2017. http://www.theses.fr/2017PA100073/document.
Повний текст джерелаSince the seminal paper by Baks and Kramer (1999), the concept of global liquidity catch once again the attention because the factors of its expansion are considered in the literature as having contributed to the development of vulnerabilities prior to the global financial crisis. Given the importance of global liquidity issues, the literature has largely focused on the financial stability approach in the issuing countries. Contrary to this approach, the research developed in this Ph.D. thesis relies principally on the receiving countries perspective, particularly the emerging countries. Accordingly, in order to answer our main problematic regarding the identification of global liquidity spillovers into the receiving countries, this thesis proposes a three chapters analysis of the phenomenon. First, we focus on a generalization of the financial stability concerns into the emerging countries. Second, we analyze how the reserve accumulation behavior in the receiving countries affects the global liquidity conditions in the main issuing country. Third, we center on the monetary authorities behavior in order to isolate their economies from the effects of the global liquidity expansion
Mortatti, Caio Marcos. "Fatores condicionantes do crescimento econômico no Brasil: um estudo empírico." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/96/96131/tde-20122011-095151/.
Повний текст джерелаThis research aims to empirically analyze the main conditioning factors of the Brazilian economic growth for the period 1970-2010 using a structural vector autoregression model following a neoclassical specification for the macroeconomic theory of economic growth. In order to do it, the analysis starts with the theoretic approach of the economic growth models and part to the empirical approach to the Brazilian case, using time series analysis. The mean partial empirical results suggest that: (i) gross fixed capital formation, followed by human capital and trade openness are important instruments of economic growth policy; (ii) there is an J curve e_ect on the dynamics of the exchange rate; and (iii) there are di_erences in the short and long-run elasticities, promoting di_erent approaches to economic planning policies between the variables.
Östhem, Frida, and Emelie Fredell. "Kapitalcirkus : Vad påverkar svenska börsnoterade företags val av kapitalstruktur?" Thesis, Södertörn University College, School of Business Studies, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-2813.
Повний текст джерелаKutin, Nikola. "Market structure in the Container Liner Shipping Industry : an analysis of the maritime network, port efficiency and competition." Thesis, Nantes, 2018. http://www.theses.fr/2018NANT2025/document.
Повний текст джерелаThis dissertation aims to analyze the structure and the evolution of the Container Liner Shipping Industry by paying particular attention to the maritime integration of ASEAN member states. The factors behind freight rates, maritime connectivity, port efficiency and competition on maritime routes are the central topics of research. Methodological tools such as Markov-Switching Vector Autoregressive Approach, Graph Theory, Data Envelopment Analysis, as well as Principle Component Analysis and Cluster Analysis are employed. The findings from the research show that between 2003 and 2017 three economic cycles occurred and that fleet development had the most profound negative impact on freight rates. The Network Analysis of 153 ports confirms a hub-and-spoke nature of the shipping network. The study illustrates that port rankings change according to different centrality measures. It also demonstrates that ASEAN member states form a cluster of interconnected ports, and their shipping network has the same features as the intra-regional country exports. To complete the analysis of ASEAN maritime integration, this research outlines the most efficient ports within the community and the optimum container handling capacity. Competition on maritime routes, with respect to the country and region of origin and the destination, is also evaluated by highlighting the most concentrated routes in terms of number of competing firms. Moreover, the findings of this dissertation provide key answers to understanding how the industry is organized at global and regional levels, and the extent of maritime integration of the ASEAN region within the global supply chain
Capek, Jan, and Cuaresma Jesus Crespo. "We just estimated twenty million fiscal multipliers." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6451/1/WP268.pdf.
Повний текст джерелаSeries: Department of Economics Working Paper Series
Han, Jing. "Essays on Business Cycles and Monetary Policy." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1243891082.
Повний текст джерелаFUKUDA, REGINA KAZUMI. "ESTIMATING VAR MODELS FOR THE TERM STRUCTURE OF INTEREST RATES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9633@1.
Повний текст джерелаNessa dissertação seguimos o artigo de Evans e Marshall (1998) e propomos novas abordagens para modelar o desenvolvimento conjunto de variáveis macroeconômicas e retornos de títulos de renda fixacom diversas maturidades. Os modelos são estimados e comparados com outros, já tradicionais na literatura, baseados em modelos auto- regresivos univariados ou de correção de erros. em seguida, os novos modelos são utilizados para avaliar se a informação contida nas variáveis macroeconômicas e na estrutura a termo das taxas de juros ajuda a melhorar a capacidade de previsão. A principal conclusão é que, se o interese maior está em previsões de curto prazo, então não há melhoria significativa ao agregar outras informações que não sejam aquelas já contidas em observações passadas do próprio rendimento em questão. se, no entanto, o interesse maior está em previsões de longo prazo (que é o caso de fundos de previdência, sejam eles abertos ou fechados), então a informação inerente às variáveis macroeconômicas consegue melhorar o desempenho preditivo.
In this dissertation we follow Evans and Marshall (1998) and propose new approaches for modeling the joint development of macro variables and the returns of government bond yields of several maturities. The models are estimated and compared with other forecasting schemes previously proposed in the literature, especially those relying on univariate, VAR and error correction methods. The models are then used to judge the hypothesis that the information content of macro variables and the term structure of interest rates as a whole helps improving forecasting performance. Our main conclusion is quite simple: if one is interested in computing short term forecasts, then there is no significant improvement in incorporating information other than the one already present in past observations of the yield at hand; however, if one worries about long term forecasts (which is frequently the case of pension insurance companies), then the information content of macro variables and the term structure can improve forecasting performance
Bassil, Charbel. "Politique monétaire et changement structurel aux Etats-Unis." Cergy-Pontoise, 2010. http://biblioweb.u-cergy.fr/theses/2010CERG0486.pdf.
Повний текст джерелаThis thesis summarizes first the econometric theory of unit root tests whether it allows or not one or multiple structural breaks. These tests are then applied to a set of U. S. Macroeconomic series. Then we extend the analysis to the multivariate model, such as a VAR, to examine the stability of the propagation mechanisms of a contractionary monetary shock. Thus, we will consider the possibility of multiple breaks at unknown dates. The relevance of this extension will be considered in light of the analysis of U. S. Monetary policy since the early sixties. Initially, we consider two structural models, in which we identify a Taylor rule. In the first model we use the output gap, the federal funds rate and the current inflation rate as endogenous variables. In the second model we use the output gap, the federal funds rate and the expected inflation rate as endogenous variables. This should firstly help to assess the effects of monetary policy change on the output gap and the two U. S. Inflation rates, and secondly to compare the effectiveness of the American monetary policy between different periods. In a second step, we consider the same models but this time we assume three shocks estimated simultaneously, a demand shock, a supply shock and a monetary shock. This should help us to identify the sources of fluctuations in the variables in interest
de, Silva Timothy H. "Are Volatility Expectations in Different Countries Interdependent? A Data-Driven Solution to Structural VAR Identification for Implied Equity Volatility Indices." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1772.
Повний текст джерелаSullivan, Melinda Jo. "Characterization and Management of the Race Structure of Phytophthora parasitica var. nicotianae." NCSU, 2004. http://www.lib.ncsu.edu/theses/available/etd-10292004-152059/.
Повний текст джерелаBurke, Jocelyn W. "Isolation and structure elucidation of diterpenes from Kalmia angustifolia L. (var. caroliniana) /." The Ohio State University, 1988. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487586889188629.
Повний текст джерелаModin, Johan. "An Interest Rate Benumbed : Evidence from a structural VAR; can a structural break be found in recent monetary policy transmission?" Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-376792.
Повний текст джерелаMeuris, Patrick. "Vormen van verklaren : de globale structuur van alledaagse verklarende teksten /." Gent : Koninklijke academie voor Nederlandse taal- en letterkunde, 2002. http://catalogue.bnf.fr/ark:/12148/cb390390263.
Повний текст джерелаStockhammer, Engelbert, and Özlem Onaran. "Accumulation, distribution and employment. A structural VAR approach to a Post-Keynesian Macro Model." Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/1220/1/document.pdf.
Повний текст джерелаSeries: Working Papers Series "Growth and Employment in Europe: Sustainability and Competitiveness"
Akusuwan, Mutita. "A small quarterly macroeconometric model for the Thai economy : a structural cointegrating VAR approach." Thesis, University of Cambridge, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614921.
Повний текст джерелаNeri, Stefano. "Structural VARs and DSGE models: applications to macroeconomics." Doctoral thesis, Universitat Pompeu Fabra, 2003. http://hdl.handle.net/10803/7334.
Повний текст джерелаEl primer capítulo analiza, por medio de modelos VAR, los efectos de la políticas monetaria y fiscal sobre el producto interior bruto (PIB) y
el nivel de los precios en la economía norteamericana a partir de los años sesenta. Ambas políticas producen efectos pequeños. El capítulo demuestra que si en un modelo VAR para el análisis solo de la política monetaria se incluyen variables fiscales, sus efectos se educen de la mitad.
El segundo capítulo analiza los efectos de aumentos de los tipos de interés a corto plazo sobre los índices de bolsas en los países que forman el G-7 y en España. Los efectos, en general negativos y transitorios, son diferentes en termino de reducción de los índices entre los países analizados. Variaciones exógenas de los tipos de interés no parecen ser responsables de los principales movimientos en los índices de bolsa.
El tercer capítulo presenta un modelo de equilibrio económico general en el cual las familias consumidoras pueden invertir en acciones y en depósitos bancarios. El modelo, calibrado sobre los datos de la economía norteamericana es capaz de reproducir, desde un punto de vista cualitativo, los efectos de la política monetaria sobre el índice de la bolsa.
El ultimo capítulo confronta tres modelos de equilibrio económico general alternativos del ciclo económico. En el primero las fricciones financieras determinan endógenamente costes para variar el nivel de capital. En los otros dos estos costes son exógenos. Los modelos son estimados mediante el método de la máxima verosimilitud utilizando datos sobre la economía norteamericana de 1966 hasta el 2001. El resultado principal es que el primer modelo no parece explicar mejor que los modelos alternativos las dinámicas de las principales variables del modelo.
Chapter 1 investigates if and how the standard results of the VAR literature on the macroeconomic effects of monetary policy, which typically overlooks fiscal policy, are affected when monetary and fiscal policy are jointly considered. To this end, structural VAR models are set up using U.S. post-war data. It is found that the magnitude of the responses of output and price to a monetary policy shock are halved once fiscal policy is considered. Both monetary and fiscal policy shocks have small effects on output and the prices.
Chapter 2 evaluates the effects of monetary policy shocks on stock market indices in the G-7 countries and Spain using structural VARs. A contractionary shock has a negative and transitory effect on stock market indices.
In Chapter 3 a limited participation model with households trading in stocks is set up and validated by means of impulse responses using U.S. data.
The model is able to account for the empirical response of stock prices to monetary policy shocks.
Chapter 4 compares three alternative models of the business cycle that rely on sticky prices and real rigidities in the form of adjustment costs for investment. In the first model these costs arise endogenously as the result of asymmetric information and agency costs. In the second model the costs for adjusting the level of investment are exogenously imposed while in the last model these costs are imposed on the changes in investment. The models are estimated with maximum likelihood using U.S. post-war data. The model with exogenous adjustment costs on the level of investment seems to provide the best representation of the U.S. business cycle and the responses to technology and monetary policy shocks.
Clairmont, François. "Structure of the insecticidal crystal protein from Bacillus thuringiensis var. kurstaki HD-73." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0015/NQ48094.pdf.
Повний текст джерелаHaenen, Paul. "Weefsels van wederkerigheid : sociale structuur bij de Moi van Irian Jaya /." [S. l.] : [s. n.], 1991. http://catalogue.bnf.fr/ark:/12148/cb38927443h.
Повний текст джерелаPapaikonomou, Dimitrios. "Identifying UK aggregate demand and aggregate supply relations within the long-run structural VAR framework." Thesis, University of Leicester, 2003. http://hdl.handle.net/2381/9448.
Повний текст джерелаPerez, Tomas Rene. "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument." Miami University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=miami1595877677072786.
Повний текст джерелаBergh, Nestlog Ewa. "Var är meningen? : Elevtexter och undervisningspraktiker." Doctoral thesis, Linnéuniversitetet, Institutionen för språk och litteratur, SOL, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-22166.
Повний текст джерелаJennings, Linda Gail. "Structural integration and harmonic progression in Beethoven's string trio in C minor /." Digital version accessible at:, 1999. http://wwwlib.umi.com/cr/utexas/main.
Повний текст джерелаSele, Céleste. "Caractérisation structurale des interactions moléculaires au sein du complexe de réplication du virus de la vaccine." Thesis, Grenoble, 2011. http://www.theses.fr/2011GRENV085.
Повний текст джерелаVaccinia virus (VACV) is a large DNA virus, prototypic virus of the orthopoxvirus genus, and shows over 97% amino acid sequence identity with the variola virus (VARV), a major human pathogene eradicated in 1977 thanks to the universal vaccination program with VACV. As this vaccination was halted in the 1980s, a significant percentage of the world population is now immunologically naïve, which makes the VARV a potent bioterrorist agent. Vaccination against smallpox may result in a variety of complications, particularly in immunologically depressed patients, and the available antiviral therapeutics are rare, which enhance the need of new molecules. The replication complex appears as an ideal target because of its importance in the viral cycle and its cytoplasmic localization, more accessible for the molecules. We have focused our study on 4 essential proteins of this complex: the DNA polymerase E9, the processivity factor composed by the A20 protein and the uracil DNA glycosylase D4 and the helicase-primase D5. We could express these recombinant proteins, alone and in complex, and characterize them biochemically and biophysically. Using the SAXS technic, we finally reached a low resolution model of the A20D4E9 complex which allow us to propose the first structural model of the vaccinia virus replication fork
Toumi, Kaouther. "Structure de capital, profitabilité et risques des banques islamiques." Thesis, Montpellier 1, 2011. http://www.theses.fr/2011MON10064.
Повний текст джерелаThe objective of this thesis is to study differences between Islamic and conventional banks. The principles governing an islamic financial system are different from the spirit of conventional finance. If in conventional finance, the standard that preside decisions is the optimization of the risk-return couple, this standard is neither the only nor the main decision criterion in the world of Islamic finance. The fundamental principles of Islamic finance are the prohibition of interest and the requirement of a certain ethic (transparency, fair distribution of profits, prohibition of speculation and excessive risk taking, etc.) in financial transactions. These features impact significantly the capital structure, profitability and risk profile of Islamic banks. We made the emergence of a conceptual framework that allows us to understand the capital structure and profitability of Islamic banks, with a review of theoretical and empirical literature. Theories mobilized are related, first to the theories of capital structure including the theory of trade off, the Pecking Order theory and agency theory, and second on the other theories related to profitability, including the theories of market portofolio. Econometric models (binary logistic regression, discriminant analysis and multiple linear regression) show that there are differences in capital structure and profitability between Islamic banks and conventional. These differences are explained by traditional determinants of capital structure and profitability. In addition, they are explained by the specific characteristics of Islamic banks such as the new agency relationships that are created in an Islamic bank. Islamic banks are exposed to displaced commercial risk, a specific risk in these institutions. This risk results from the Profit sharing investment accounts PSIA and occurs when Islamic bank does not provide sufficient returns to PSIA holders. The internal model proposed to quantify this risk is based on the VaR measure. The proposed measure of risk depends on the practices of Islamic banking in terms of retention of reserves and profit sharing with PSIA holders
Schlössels, Raymond. "Het specialiteitsbeginsel : over de structuur van bestuursbevoegdheden, wetmatigheid van bestuur en beleidsvrijheid /." DenHaag : Sdu Uitg, 1998. http://www.gbv.de/dms/spk/sbb/recht/toc/270164359.pdf.
Повний текст джерелаJiang, Tao. "Capital structure determinants and governance structure vatiety in franchising = Determinanten van vermogensstructuur en variëteit van beheersstructuur in franchise-organisaties /." Rotterdam : Erasmus Universiteit, 2009. http://opac.nebis.ch/cgi-bin/showAbstract.pl?u20=9789058921994.
Повний текст джерелаSparrman, Erika. "Sambandet mellan masurbjörkens (Betula pendula var. carelica) exteriöra struktur och interiöra kvalitét." Thesis, Linnéuniversitetet, Institutionen för skog och träteknik (SOT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-76515.
Повний текст джерелаCurly birch has a very special and characteristic appearance, which is due to the genetic growth disturbance of the silver birch, which causes rupture in the cambia. This caused the curly birch to become very popular in Swedish family homes throughout the 1990s. Which meant that the Swedish furniture industry demanded curly birch during this period. The most common type of curly birch is the knotted. The purpose of this study was to describe the exteriors and interiors of some selected tree subjects in a cluster of curly birch and to analyze the relationship between them. The quality survey showed that 77% of the tree species surveyed had exterior and interior signs of curly birch formation. 22% lacked exterior characters, 6% lacked interior signs and 6% lacked both exterior and interior signs of curly birch formation. Of the tree species surveyed, 40% fit the category veneers, 27% as knives and 33% were suitable for other handicraft objects. Nature does not always create high-quality trees, even if the material at the outset had those conditions, the most important conclusion of the study.
Maleček, Petr. "Cross-Border Effects of Fiscal Policies." Doctoral thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-199301.
Повний текст джерелаEld, Möller Adam, and Kewin Framzén. "Var går gränsen? : En fallstudie om gränsproblematik i ett kommunalt samhällsbyggnadsprojekt." Thesis, Linköpings universitet, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-139966.
Повний текст джерелаBackground: For a long time, municipalities have been in an administration phase where the focus have been to administrate the community and existing buildings. Since municipalities in recent years have increased their investments it indicates that municipalities are in a new phase, which is the phase of social structure. The municipality’s work in the new phase is to improve the community with new investments and improve the existing buildings in order to increase quality for the citizens. The municipality’s work is done in projects where several departments are involved. The departments have often different interests and motivations which means that boundaries are required to define the meaning of the project. Increased investment results in higher risk for the municipality and therefore boundaries are an important factor for the project to succeed. Aim: The aim of the thesis is to increase the understanding of boundaries in a municipally social structure projects. Furthermore, the aim is to increase the understanding of boundaries in the establishment phase of a collaboration project. Methodology: This is a qualitative case study of a municipal social structure project. The study is based on semi structured interviews, document studies and an observation. The thesis has an abductive approach. Conclusion: The thesis shows that municipally use directions and guidelines, which creates boundaries for the project organization. However, the boundaries are vague and the project organization do not know what is expected of them. Therefore, it is important with a distinct responsibility distribution within the project organization because of municipality's unfamiliarity to work in large investment projects.
Bisognini, Kátia Vieira. "Dinâmica da dívida pública do Brasil: uma aplicação do modelo VAR estrutural." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/17025.
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The public debt sustainability is essential for the development and growth of a country. Countries that seek economic expansion in the short/medium term without maintaining a sustainable fiscal policy can incur to the problem of explosive trajectory of public debt, compromising their development and growth in the long term. This work aims to analyze the dynamics of Brazilian public debt through the structural vector autoregressive approach (SVAR) during the period of 2003 to 2015. For that, the model proposed by Apergis and Cooray (2015) to analyze the Greek public debt will be used as reference. However, adaptations were necessary to adequate the model to the Brazilian reality. Even if the adequacy of the model, the results obtained did not have adherence compatible with the economic theory, possibly due to the shocks that occurred in Brazil during this period. It is suggested the development of future studies to improve the model in order to get consistent results, like the reference model results.
A sustentabilidade da dívida pública de um país é essencial para seu desenvolvimento e crescimento econômico. Países que buscam uma expansão econômica no curto/médio prazo sem manter uma política fiscal sustentável podem incorrer ao problema de trajetória explosiva da dívida pública, comprometendo seu desenvolvimento e crescimento no longo prazo. O objetivo do presente trabalho é analisar a dinâmica da dívida pública do Brasil através da ótica do modelo de vetor autorregressivo estrutural (SVAR) durante o período de 2003 a 2015. Para isto será utilizado como referência o modelo proposto por Apergis e Cooray (2015) para analisar a dinâmica da dívida pública grega. No entanto, adaptações foram necessárias para adequar o modelo a realidade do Brasil. Mesmo com a adaptação do modelo, os resultados obtidos não tiveram uma aderência compatível com a teoria econômica, possivelmente devido aos choques que ocorreram no Brasil durante este período. Sugere-se o desenvolvimento de estudos futuros para o aperfeiçoamento do modelo, a fim de se obter um resultado consistente e mais próximo aos resultados do modelo de referência.
Pérez, Forero Fernando José. "Essays in structural macroeconometrics." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/119323.
Повний текст джерелаEsta tesis trata sobre la estimación estructural de modelos macroeconómicos a través de métodos Bayesianos y las implicancias económicas derivadas de sus resultados. El primer capítulo proporciona un método general para la estimación de modelos VAR estructurales. El segundo capítulo aplica dicho método y proporciona una medida de la posición de política monetaria de la Reserva Federal para los últimos cuarenta años. Se utiliza una variedad de instrumentos y se tienen en cuenta las prácticas recientes denominadas políticas no convencionales. Se muestra cómo el mecanismo de transmisión de la política monetaria ha cambiado a través del tiempo, centrando la atención en el período posterior a la gran recesión. El tercer capítulo desarrolla un modelo de determinación del tipo de cambio con información dispersa y cambios de régimen, y tiene el propósito de capturar la dispersión observada en datos de encuestas de expectativas de Japón. El modelo realiza un buen trabajo en términos de ajuste de los datos.
Huber, Florian, and Manfred M. Fischer. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy." WU Vienna University of Economics and Business, 2015. http://epub.wu.ac.at/4626/1/wp201.pdf.
Повний текст джерелаSeries: Department of Economics Working Paper Series
Du, Plessis Maria Engela. "Die aanwending van die vier skeppingselemente as tiperend van die novelle / M.E. du Plessis." Thesis, North-West University, 2008. http://hdl.handle.net/10394/2584.
Повний текст джерелаGaulin, Elodie. "Etude fonctionnelle de CBEL éliciteur de Phytophthora parasitica var. Nicotianae." Toulouse 3, 2002. http://www.theses.fr/2002TOU30230.
Повний текст джерелаBalbino, Christian Eduardo. "A política monetária sob o regime de metas de inflação: uma análise com Time Varying Structural VAR." reponame:Repositório Institucional do FGV, 2010. http://hdl.handle.net/10438/4323.
Повний текст джерелаO trabalho analisa a evolução da política monetária desde a implementação do regime de metas de inflação no período de 1999 a 2009 com o intuito de avaliar se há diferenças na condução de política monetária entre as gestões Armínio Fraga e Henrique Meirelles. Um modelo de equilíbrio geral novo-keynesiano baseado em expectativas racionais é utilizado para modelar a economia brasileira e deriva-se uma regra de Taylor para encontrar a condição suficiente para a convergência da inflação. O processo de analise empírica consiste em estimar um modelo de vetores auto-regressivos, cujos parâmetros variam ao longo do tempo assim como as inovações na matriz de variância-covariância. Para tanto, será utilizado um algoritmo de simulação de Monte Carlo. Os resultados empíricos mostram que (i) não há diferenças significativas na condução de política monetária durante as gestões Armínio Fraga e Henrique Meirelles; (ii) A partir de 2003, a taxa de juros permaneceu acima da necessária para a convergência da inflação de acordo com a condição de estabilidade; e (iii) a gestão Armínio Fraga agiu de acordo com a regra de estabilização na crise de 2002, porém a inflação permaneceu acima da meta por causa da magnitude dos choques exógenos.
This paper has analyzed the dynamic of monetary policy since the beginning of inflation target in Brazil to evaluate some differences between chairmen’s Armínio Fraga and Henrique Meirelles policies. The methodology developed to model Brazilian economy is a New-Keynesian inter temporal optimizing general equilibrium framework based in rational expectations and a Taylor type rule to derive a sufficient condition to convergence of inflation. The strategy is estimate a time variant structural vector autoregressive and the law of motion of variance covariance matrix. An efficient Markov Chain Monte Carlo algorithm has been used to achieve numerical evaluation and posterior likelihood distributions. The main empirical conclusions are: (i) there are no significant differences in monetary policy between Fraga and Meirelles chairmanships; (ii) From 2003 interest rate remains higher than sufficient convergence condition of inflation; and (iii) During the 2002 expectation crises, Arminio Fraga policies were in accord to Taylor rule of inflation equilibrium and inflation risen because of the magnitude of exogenous innovations.
Gajic, Ruzica. "Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682.
Повний текст джерелаSchäfer, Ingmar Bastian. "Structural insights into the function of the Varp/Vamp7 complex." Thesis, University of Cambridge, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.609037.
Повний текст джерелаHoetink, Harmannus. "Het patroon van de oude Curaçaose samenleving /." Amsterdam : S. Emmering, 1987. http://catalogue.bnf.fr/ark:/12148/cb371477704.
Повний текст джерелаHermans, Monique Maria Petra. "Structural and functional analysis of lysosomal [alpha]-glucosidase in relation to glycogen storage disease type II." [S.l.] : Rotterdam : [The Author] ; Erasmus University [Host], 1993. http://hdl.handle.net/1765/13746.
Повний текст джерелаHultén, Staffan. "Vad bestämmer de svenska exportmarknadsandelarnas utveckling?" Doctoral thesis, Handelshögskolan i Stockholm, Marknadsföring, Distributionsekonomi och Industriell Dynamik (D), 1988. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-766.
Повний текст джерелаDiss. Stockholm : Handelshögsk.
Sabta, Houyem. "Fluctuations internationales et conjoncture économique tunisienne." Thesis, Toulon, 2015. http://www.theses.fr/2015TOUL2003/document.
Повний текст джерелаThe aim of the thesis is to study the Tunisian business cycles. We focus mainly on the following questions: To what extent do they synchronize with the economic fluctuations of the developed countries and what are transmission mechanisms of such fluctuations on the Tunisian business cycles? To tackle this problem, the work is organized into three chapters. The first chapter seeks to compare the Tunisian business cycles to international business cycles, represented by four developed countries: France, Italy, Germany (which are the main trade partners of Tunisia) and the United States (due to their importance in the world economy). In the second chapter, the work introduces the extraction of cyclical components of domestic and external macroeconomic variables (global and sector levels) in order to identify the sources of shocks and channels through which these shocks are transmitted. The last chapter deals with an econometric validation of the stylized facts presented in the first and second chapter and seeks to find out the degree to which the new neoclassical synthesis can be applied to the Tunisian business cycles. The stylized facts show that the Tunisian business cycle is sensitive to three categories of variables, (real, monetary and financial variables), this result confirms the theory of the New Neoclassical Synthesis. The structural VAR model and the dynamic latent factor model validate the stylized facts. Indeed, the estimation of the structural VAR model shows that the three shocks that contribute the most to the variance of the Tunisian GDP are supply shocks, monetary shocks and external shocks. Concerning the synchronization of the Tunisian business cycle with those of developed countries according to unobservable factor model of Stock and Watson, the results show a significant role of the common factor on the Tunisian business cycle. For the determinants of synchronization of the Tunisian business cycle with those of developed countries, the transmission of fluctuations in trading partner countries seems to be carried out through domestic demand, the international price index of raw materials and the money market rates in the Euro zone. Tunisian exports and imports showed a significant role with the first trading partner, France. For the United States, the fluctuations are transmitted through two "European" variables, the money market rates in the euro zone and remittances of immigrants, suggesting the intermediary role of European trade partners in the transmission of American and international fluctuations to the Tunisian economy
Samuel, Marco Antonio Castelo Branco. "Mudanças de Estado e Multiplicadores Fiscais no Brasil entre 1999-2012." Universidade do Estado do Rio de Janeiro, 2014. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=9006.
Повний текст джерелаEste trabalho avalia o comportamento dos multiplicadores fiscais no Brasil entre 1999-2012. Para tanto, utiliza a metodologia desenvolvida por Sims, Waggoner e Zha (2008), que é um procedimento Bayesiano de estimação no qual os parâmetros do modelo mudam com alterações no estado da economia e os estados (regimes) seguem um processo de mudança de regime markoviano. Ou seja, foi estimado um modelo VAR Estrutural Bayesiano com mudança de regimes Markoviana (Markov Switching Structural Bayesian Vector Autoregression - MS-SBVAR). A base de dados é composta pelo consumo da administração pública, pela formação bruta de capital fixo da administração pública, pela carga tributária líquida e pelo Produto Interno Bruto (PIB), das três esferas do governo (federal, estadual, incluindo o Distrito Federal, e municipal). O software MATLAB/Dynare foi utilizado na estimação dos modelos e os resultados sugerem a ocorrência de 2 ou 3 regimes nos dois modelos que melhor se ajustaram aos dados. Os multiplicadores estimados apresentaram os sinais esperados e os diferentes tipos de multiplicadores fiscais calculados apresentaram valores maiores para a resposta do PIB a choques na formação bruta de capital fixo da administração pública que são eficazes, uma vez que possuem valores maiores do que um e impacto de longo prazo no PIB - quando comparado aos choques no consumo da administração pública, que possuem pouca persistência e são ineficazes (menores do que um), além de uma resposta negativa e persistente do PIB a choques na carga tributária líquida. Os resultados obtidos não indicam, ainda, multiplicadores fiscais maiores em regimes com maior variância nos resíduos do modelo.
This dissertation evaluates the behavior of fiscal multipliers in Brazil from 1999 to 2012. It uses a methodology developed by Sims, Waggoner e Zha (2008), which is a Bayesian estimation procedure that allows for state (regime) dependent endogenous change in models parameters and the states follow a markovian process of regime change. It estimates a Structural Bayesian VAR model with Markov Switching regimes (MS-SBVAR). The database comprises the consumption of public administration, the fixed capital gross formation of the public administration, the net tax burden and the Gross Domestic Product (GDP) of the three levels of government (federal, state, including the Federal District, and municipalities). The software MATLAB / Dynare was used to estimate the model and the results suggest the occurrence of 2 or 3 regimes in the two best data fitting models. The different estimated multipliers show the correct signs and, as expected, they are higher for exogenous shocks to public administrations fixed capital gross formation which are effective, since they have values higher than one and long-term impact on GDP - when compared with exogenous shocks to public administrations consumption, which have a small persistence and are ineffective (less than one), and a negative and persistence response of GDP to shocks in net tax burden. The results do not also show a higher fiscal multiplier in regimes with higher models residuals variance.
Hwang, Chung-Hoon. "Influences of exogenous shocks on three Asian small open economies : evidence using a structural VAR with block exogeneity /." free to MU campus, to others for purchase, 2001. http://wwwlib.umi.com/cr/mo/fullcit?p3025625.
Повний текст джерелаGraham, Austin. "Forecasting the short end of the term structure of interest rates." Thesis, Manhattan, Kan. : Kansas State University, 2010. http://hdl.handle.net/2097/4196.
Повний текст джерелаGambini, Stefano. "Structural evolution of the Val d'Agri fault system, Southern Apennines, Italy." Thesis, University of Leeds, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275696.
Повний текст джерелаTahir, Muhammad Naveed. "Essays on Inflation Dynamics and Monetary Policy in a Globalized World." Thesis, Lyon 2, 2012. http://www.theses.fr/2012LYO22025/document.
Повний текст джерелаThe aim of this thesis is to analyze the impact of globalization on the dynamics of inflation and monetary policy in a globalized world. It consists of three essays.In the first essay we investigate the impact of financial globalization on the behaviour of inflation targeting emerging market economies with respect to exchange rate – Do central banks respond to exchange rate movements or not? We use quarterly data for six emerging market inflation targeting economies from the date of their inflation targeting adoption to 2009 Q4. The chapter uses small open economy new Keynesian model à la Gali and Monacelli (2005), and employs multi-equation GMM technique to investigate the relationship. We find that the response of central bank to the exchange rate in case of Brazil, Chile, Mexico and Thailand is statistically significant while insignificant for Korea and Czech Republic. Theoretically, it should not be so as even under flexible inflation targeting central bank responds to inflation deviation and output gap; we think that the peculiar characteristics of emerging markets, like fear of floating, weak financial system and low level of central bank credibility make exchange rate important for these economies. In the second essay we investigate empirically the relative importance of monetary transmission channels for Brazil, Chile and Korea. This chapter uses monthly data from the inception of inflation targeting regime to 2009 M12. We use a SVAR model incorporating the main monetary transmission channels combined together instead of individual channels in isolation. The empirical results indicate that the exchange rate channel and the share price channel have higher relative importance than the traditional interest rate and credit channel for industrial production. The results are not much different in case of inflation, except for Korea. The high ranking of exchange rate and share price channel is in line with the results by Gudmundsson (2007), which finds that exchange rate channel might have overburdened in the wake of financial globalization.In the third chapter we investigate empirically the role of openness – real and financial – on the inflation dynamics of Brazil, Chile and Korea. The chapter uses monthly data from the inception of inflation targeting regime to the end month of 2009. In this chapter we employ the Generalized Method of Moments (GMM) technique. We use imports to GDP ratio as an indicator for real openness whereas Chinn and Ito index (KAOPEN) and total assets plus total liabilities to GDP ratio form the data set of Lane and Milesi-Ferretti are two proxies for financial openness. The chapter concludes that there exists, generally, a positive relationship between real openness and inflation. However, in case of financial globalization the results are inconclusive as they are sensitive to measurement method of financial globalization
Grundevik, Rick. "Mänsklig säkerhet i Sudan- För vem och mot vad?" Thesis, Halmstad University, School of Social and Health Sciences (HOS), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1302.
Повний текст джерелаThe concept of security is a contested one. The United Nations definition in UNDPs Development report of 1994 is the most authoritive and commonly cited. The civil war in Sudan has led to 2 million deaths and over 5.5 million refugees. In a resolution from 2005, the UN decided that the war in Sudan was a threat to international security and peace. The 10th of January UN decided that a peace commission ought to be send with 10 000 military and civil men including 700 policemen.
The main purpose of this thesis is to improve our knowledge of those factors which can cause an increased risk of conflict within a state, and how that can affect the social conditions for individuals. First, I analyse which kind of threats to human security that are to be identified in Sudan. Secondly, I discuss and analyse the role of UN in Sudan, focusing on the human security issues. Different information from sources is analyzed through qualitative content analysis, with quantative components. The theoretical perspective is based on Johan Galtungs theory concerning positive and negative peace, but also on the concept of human security.
Based on the collected data and the theoretical framework the conclusions are that it is a clear connection between the direct violence and the structural and cultural violence in south Sudan. It depends on the historical legacy but also because of the deep rooted structures of the institutions in Sudan. The conflict is about the oil and the ethnic and cultural identification. All this is a threat to the human security in Sudan, due to the condition about social equitable and the right to have a decent life. The UN has resolved the immediate military threat in the south of Sudan. There are a lot of things to be done before the security situation reach the UN definition of human security. The Sudan government must be responsible for implementing policies to assure this security.
Skouteris, Dimitris. "Structure and dynamics of weakly bound complexes." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301422.
Повний текст джерелаKwan, Kit-hing Kelina. "Cadenza as reception : stylistic and structural analysis of selected cadenzas for the first movement of Beethoven's piano concerto op. 58 /." Hong Kong : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19390646.
Повний текст джерелаDorren, Gabrielle. "Eenheid en verscheidenheid : de burgers van Haarlem in de Gouden Eeuw /." Amsterdam : Uitg. Prometheus / B. Bakker, 2001. http://catalogue.bnf.fr/ark:/12148/cb40060770t.
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