Trend-cycle interaction in unobserved components models:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2014
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 66 S. graph. Darst. |
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| adam_text | TREND-CYCLE INTERACTION IN UNOBSERVED
COMPONENTS MODELS
DISSERTATION
ZUR ERLANGUNG DES GRADES EINES DOKTORS DER WIRTSCHAFTSWISSENSCHAFT
EINGEREICHT AN DER
WIRTSCHAFTSWISSENSCHAFTLICHEN FAKULTAT
DER UNIVERSITAT REGENSBURG
VORGELEGT VON:
MAX SOLOSCHENKO
BERICHTERSTATTER:
PROF. DR. ENZO WEBER
PROF. DR. ROLF TSCHERNIG
TAG DER DISPUTATION: 17.07.2014
HTTP://D-NB.INFO/1057887676
CONTENTS
IV
CONTENTS
CONTENTS........................ ................... .................
.........................................*......IV
GENERAL INTRODUCTION VI
1 TREND-CYCLE INTERACTIONS AND THE SUBPRIME CRISIS: ANALYSIS OF US AND
CANADIAN
OUTPUT. ..... 1
1.1 INTRODUCTION 2
1.2 THEORETICAL PART 3
1.2.1 MODEL SPECIFICATION 3
1.2.2 REDUCED FORM AND IDENTIFICATION 4
1.3 EMPIRICAL PART 6
1.3.1 DATA 6
1.3.2 TECHNICAL ASPECTS OF THE ESTIMATION 6
1.3.3 EMPIRICAL ANALYSIS: USA 7
1.3.3.1 SPECIFICATION 7
1.3.3.2 ESTIMATION AND RESULTS 9
1.3.4 EMPIRICAL ANALYSIS: CANADA 12
1.3.4.1 SPECIFICATION 12
1.3.4.2 ESTIMATION AND RESULTS 14
1.4 CONCLUSION 18
2 MEASURING THE INTERACTION OF UNOBSERVED COMPONENTS IN GDP AND
CONSUMPTION 20
2.1 INTRODUCTION 21
2.2 THE MODEL 23
2.2.1 MODEL DEVELOPMENT 23
CONTENTS
V
2.2.2 REDUCED FORM AND IDENTIFICATION 25
2.3 EMPIRICAL PART 27
2.3.1 DATA 27
2.3.2 MODEL SPECIFICATION 28
2.3.3 ESTIMATION AND RESULTS 28
2.3.4 IMPLICATIONS FOR THE PIH 35
2.4 CONCLUSION 37
3 CAPTURING THE INTERACTION OF TREND, CYCLE, EXPECTATIONS AND RISK
PREMIA IN THE US
TERM STRUCTURE 39
3.1 INTRODUCTION 40
3.2 THE MODEL 42
3.2.1 MODEL DEVELOPMENT 42
3.2.2 REDUCED FORM AND IDENTIFICATION 46
3.3 EMPIRICAL PART 47
3.3.1 DATA 47
3.3.2 MODEL SPECIFICATION 48
3.3.3 ESTIMATION AND RESULTS 49
3.4 CONCLUSION 59
REFERENCES......................................
.......................................................61
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| any_adam_object | 1 |
| author | Soloschenko, Max |
| author_facet | Soloschenko, Max |
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| discipline | Wirtschaftswissenschaften |
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| spelling | Soloschenko, Max Verfasser aut Trend-cycle interaction in unobserved components models von Max Soloschenko 2014 IX, 66 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Regensburg, Univ., Diss., 2014 Interaktion (DE-588)4027266-7 gnd rswk-swf Strukturmodell (DE-588)4183810-5 gnd rswk-swf Konjunktur (DE-588)4032125-3 gnd rswk-swf Trend (DE-588)4138150-6 gnd rswk-swf Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Zeitreihenanalyse (DE-588)4067486-1 s Strukturmodell (DE-588)4183810-5 s Interaktion (DE-588)4027266-7 s Konjunkturzyklus (DE-588)4032134-4 s Konjunktur (DE-588)4032125-3 s Trend (DE-588)4138150-6 s b DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027457500&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Soloschenko, Max Trend-cycle interaction in unobserved components models Interaktion (DE-588)4027266-7 gnd Strukturmodell (DE-588)4183810-5 gnd Konjunktur (DE-588)4032125-3 gnd Trend (DE-588)4138150-6 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
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| title | Trend-cycle interaction in unobserved components models |
| title_auth | Trend-cycle interaction in unobserved components models |
| title_exact_search | Trend-cycle interaction in unobserved components models |
| title_full | Trend-cycle interaction in unobserved components models von Max Soloschenko |
| title_fullStr | Trend-cycle interaction in unobserved components models von Max Soloschenko |
| title_full_unstemmed | Trend-cycle interaction in unobserved components models von Max Soloschenko |
| title_short | Trend-cycle interaction in unobserved components models |
| title_sort | trend cycle interaction in unobserved components models |
| topic | Interaktion (DE-588)4027266-7 gnd Strukturmodell (DE-588)4183810-5 gnd Konjunktur (DE-588)4032125-3 gnd Trend (DE-588)4138150-6 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Interaktion Strukturmodell Konjunktur Trend Konjunkturzyklus Zeitreihenanalyse Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027457500&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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