Browsing by Author "Jansen, Dennis"

Now showing items 1-20 of 24

    • Are Bitcoins Money? 
      Nadeau, Benjamin (2014-09-05)
      This paper is a primer on many topics related to the digital cryptocurrency, Bitcoin. Bitcoins have been developed and advertised as a private digital money. We analyze this claim, generally to conclude that Bitcoins as ...
    • Are Charters the Best Alternative? 
      Gronberg, Timothy; Jansen, Dennis; Taylor, Lori (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2016-01-01)
      Texas has been part of the charter school movement since 1995, when the 74th Texas Legislature authorized the State Board of Education to establish open enrollment (OE) charter schools in the state. According to the Texas ...
    • Causality between financial development and economic growth: a case study on selected middle eastern countries 
      Alrayes, Massa Waddah (Texas A&M University, 2005-08-29)
      This study empirically investigates the hypothesis of causality between financial development and economic growth in seven Middle East and North African countries from a time series perspective. I use ordinary least squares ...
    • Durable Goods, Price Indexes, and Monetary Policy 
      Han, Kyoung Soo (2009-05-15)
      The dissertation studies the relationship among durable goods, price indexes and monetary policy in two sticky-price models with durable goods. One is a one-sector model with only durable goods and the other is a two-sector ...
    • Econometrics Model Selection: Theory and Applications 
      Long, Wei (2015-06-10)
      This dissertation contains two essays which examine the theory of model selection in econometrics and its applications. In the first essay, we utilize a model average approach to estimate a mixture copula. We average over ...
    • Economic Indicators of the College Station-Bryan MSA, March 2024  
      Bullock, Ashley; Jansen, Dennis; Ghosh Sinha, Somali (Private Enterprise Research Center, Texas A&M University, 2024-03-20)
      The Business-Cycle Index increased 0.2% from December 2023 to January 2024. The local unemployment rate for January 2024 was 3.1% in January 2024, unchanged from December 2023. In the March data release, January’s local ...
    • Essay on Inequality, Business Cycles, and Macroeconomic Policy 
      Ma, Eunseong (2019-03-29)
      This dissertation investigates inequality, business cycles, and macroeconomic policies. First, I investigate the quantitative implications of real wage rigidities and heterogeneity for two long-lasting puzzles in the ...
    • Essays in Applied Macroeconomics: Asymmetric Price Adjustment, Exchange Rate and Treatment Effect 
      Gu, Jingping (2009-05-15)
      This dissertation consists of three essays. Chapter II examines the possible asymmetric response of gasoline prices to crude oil price changes using an error correction model with GARCH errors. Recent papers have looked ...
    • Essays in Financial Crisis and the Resolutions 
      Gan, Dunpei (2019-06-04)
      This dissertation includes three sections, all study the issues related to the financial crisis. The Section Two challenges the conventional wisdom that government spending is effective and labor tax cuts are not effective, ...
    • Essays on Heterogeneity, Consumption, and Macroeconomic Policies 
      Song, Hyunji (2023-04-13)
      This dissertation consists of two chapters on heterogeneity, consumption, and its implications in macroeconomic policies. First, we examine how the effects of government spending shocks depend on the balance-sheet position ...
    • Essays on macroeconomics and forecasting 
      Liu, Dandan (Texas A&M University, 2006-10-30)
      This dissertation consists of three essays. Chapter II uses the method of structural factor analysis to study the effects of monetary policy on key macroeconomic variables in a data rich environment. I propose two structural ...
    • Essays on monetary economics and financial economics 
      Kim, Sok Won (2009-06-02)
      In this dissertation three different economic issues have been analyzed. The first issue is whether monetary policy rules can improve forecasting accuracy of inflation. The second is whether the preference of a central ...
    • Essays on monetary policy and banking regulation 
      Li, Jingyuan (Texas A&M University, 2004-11-15)
      A central bank is usually assigned two functions: the control of inflation and the maintenance of a safetybanking sector. What are the precise conditions under which trigger strategies from the private sector can solve the ...
    • An Evaluation Of The Performance Of Moving Average And Trading Volume Technical Indicators In The U.S. Equity Market 
      Krakosky, Bethany 1990- (2012-04-18)
      This paper examines the profitability of several simple technical trading rules by using the S&P 500 index. The purpose of this research is to test the assumption that markets are efficient and therefore do not allow for ...
    • An Explanation for Beta's Mean-reversion 
      Bodkin, Connor Matthew (2013-09-26)
      This study aims to improve upon the CAPM by showing that the beta risk value of a stock is mean reverting and this mean reverting tendency is caused by firms' growth. Ninety stocks categorized into three sets (small ...
    • Factor Analysis for Skewed Data and Skew-Normal Maximum Likelihood Factor Analysis 
      Gaucher, Beverly Jane (2013-04-04)
      This research explores factor analysis applied to data from skewed distributions for the general skew model, the selection-elliptical model, the selection-normal model, the skew-elliptical model and the skew-normal model ...
    • International financial crises, term structure of foreign debt and monetary policy in open economies 
      Caliskan, Ahmet (Texas A&M University, 2006-08-16)
      In this dissertation, I study international financial crises. For this purpose, I build two models. In the first model, I focus on financial crises in developing, large open economies where foreign debt with various ...
    • Multivariate Analysis Applied to the California Health Interview Survey 
      Ross, Aaron
      Objective: Identify if principle components analysis and multiple correspondence analysis are suitable dimension reduction techniques for the California Health Interview Survey. Identify which health risk behaviors, mental ...
    • Statistical testing and estimation in continuous time interest rate models 
      Kim, Myung Suk (Texas A&M University, 2006-10-30)
      The shape of drift function in continuous time interest rate models has been investigated by many authors during the past decade. The main concerns have been whether the drift function is linear or nonlinear, but no ...
    • Technological Innovations and the Labor Force: Does Job Polarization Lead to Wage Polarization? 
      Sanchez, Cesia Margarita (2016-02-11)
      Technological innovations have drastically increased labor productivity, but low labor force participation continues to exist, with labor force participation at its lowest rate since 1977. Our analysis draws from the job ...