LDR | | 01916nmm uu200397 4500 |
001 | | 000000332123 |
005 | | 20240805170055 |
008 | | 181129s2018 |||||||||||||||||c||eng d |
020 | |
▼a 9780438351127 |
035 | |
▼a (MiAaPQ)AAI10829269 |
035 | |
▼a (MiAaPQ)umn:19337 |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
082 | 0 |
▼a 330 |
100 | 1 |
▼a Fazilet, Fatih. |
245 | 10 |
▼a Essays in Financial Economics. |
260 | |
▼a [S.l.] :
▼b University of Minnesota.,
▼c 2018 |
260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
300 | |
▼a 89 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A. |
500 | |
▼a Adviser: Ellen McGrattan. |
502 | 1 |
▼a Thesis (Ph.D.)--University of Minnesota, 2018. |
520 | |
▼a This dissertation is comprised of three essays. In the first chapter, I quantify the effect of government intervention in the U.S. housing market to determine whether it can explain the nonexistence of mortgage contracts that are contingent on h |
520 | |
▼a In the second chapter, Luis Miguel Diez Catalan, Simone Civale and I show the limitations of normal mixtures. We document that normal mixtures are flexible enough to capture the empirical patterns documented in the literature. |
520 | |
▼a In the third chapter, we develop and test a discretization method to calibrate a Markov chain that features non-zero skewness and high kurtosis. The proposed method applies the logic of Tauchen (1986) to a first-order autoregressive process with |
590 | |
▼a School code: 0130. |
650 | 4 |
▼a Economics. |
690 | |
▼a 0501 |
710 | 20 |
▼a University of Minnesota.
▼b Economics. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 80-01A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0130 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999281
▼n KERIS |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a 관리자 |