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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
301

貨幣政策中之信用管道:以台灣為例 / The credit channel of monetary policy: evidence from Taiwan

王安中 Unknown Date (has links)
The credit market is an important subject in today’s macroeconomic world. Prior to the introduction of the credit market, traditional models only included the goods market and money market to form the IS-LM model. Under this IS-LM model, a change in money supply would have a known effect, such as a monetary expansion policy will result in a drop in the bond rate because the IS curve will remain constant. However, many previous studies did not show this effect, but instead the opposite; those that did show this effect, the magnitude of the shift was different than a traditional IS-LM model. Once the credit market is introduced into the IS-LM model, both the goods market (IS curve) and the money market (LM curve) will shift, resulting in an undetermined change in bond rate, and will also introduce the loan rate, which also shows an undetermined change. Under this model, when a monetary expansionary policy is in effect, it is possible that the bond rate could decrease, increase, or remain constant. This thesis will determine how the credit channel operates in Taiwan, using quarterly data from 1992Q1 to 2009Q4. The final result shows that under this new model, the credit channel in Taiwan does not necessarily follow the previously-known theory.
302

A study of term structure of interest rates - theory, modelling and econometrics

Chen, Shuling, Mathematics & Statistics, Faculty of Science, UNSW January 2009 (has links)
This thesis is concerned with the modelling of the term structure of interest rates, with a particular focus on empirical aspects of the modelling. In this thesis, we explore the ??-parameterised (?? being the length of time to maturity) term structure of interest rates, corresponding to the traditional T-parameterised (T being the time of maturity) term structure of interest rates. The constructions of Australian yield curves are illustrated using generic yield curves produced by the Reserve Bank of Australia based on bonds on issue and by constructed yield curves of the Commonwealth Bank of Australia derived from swap rates. The data used to build the models is Australian Treasury yields from January 1996 to December 2001 for maturities of 1, 2, 3, 5 and 10 years, and the second data used to validate the model is Australian Treasury yields from July 2000 to April 2004 for maturities of all years from 1-10. Both data were supplied by the Reserve Bank of Australia. Initially, univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH), with models of individual yield increment time series are developed for a set of fixed maturities. Then, a multivariate Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution of the term structure of yield increments is developed. This model captures many important properties of financial data such as volatility mean reversion, volatility persistency, stationarity and heavy tails. There are two innovations of GARCH modelling in this thesis: (i) the development of the Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution using meta-elliptical distribution in which the degrees of freedom of each series varies with maturity, and the estimation is given; (ii) the development of a GARCH model of term structure of interest rates (TS-GARCH). The TS-GARCH model describes the parameters specifying the GARCH model and the degrees of freedom using simple smooth functions of time to maturity of component series. TS-GARCH allows an empirical description of complete interest rate yield curve increments therefore allowing the model to be used for interpolation to additional maturity beyond those used to construct the model. Diagnostics of TS-GARCH model are provided using Australian Treasury bond yields.
303

Comments on proposed rulemaking concerning electric rates for solar users

Bottaro, Drew 12 1900 (has links)
Energy Laboratory Utility Systems Program.
304

Path-dependence in expected inflation : evidence from a new term-structure model /

Yared, Francis Bechara January 1999 (has links)
Thesis (Ph. D.)--University of Chicago Graduate School of Business, August 1999. / Includes bibliographical references. Also available on the Internet.
305

Pricing to market when exchange rate changes and output level matters

Seo, Ok-Sun, January 2006 (has links)
Thesis (Ph.D.)--University of Missouri-Columbia, 2006. / The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file viewed on (March 1, 2006) Vita. Includes bibliographical references.
306

Essays on the optimal choice of exchange rate regimes /

Zhang, Hongfang. Jeon, Bang Nam, Luca, Alina C. January 2007 (has links)
Thesis (Ph. D.)--Drexel University, 2007. / Includes abstract and vita. Includes bibliographical references (leaves 165-171).
307

Who counts? how the state (re)creates households

Walther, Carol Sue 15 May 2009 (has links)
Prior research focused upon the intersection of race, ethnicity, citizenship and identity produced as a result of the Census Schedule. In this dissertation, I focus on the Census, as an instrument of the state, to capture the process of inclusion and exclusion as it relates specifically to the intersection of sexualities and family formation. Using Sewell’s (1992) concept of dual structures, that is, cultural schemas and resources, I argue that sexuality is structural. Using mixed-methodology and three different data sources, I produce five different indices to determine settlement patterns of same-sex households in various geographic areas. Secondly, drawing on variables operationalized as cultural schema and resources, I identify characteristics of metropolitan areas that have arguably been related to levels of gay and lesbian concentration. In the multivariate context, the variables that are most influential in predicting levels of gay and lesbian concentration are physical temperature index, poverty rate, and heterosexual cohabitation rate. Variables focusing on characteristics of the metropolitan areas of relevance mainly to gays and lesbians such as those dealing with sodomy laws and anti-discrimination laws pertaining to sexual orientation, as well as the presence of political and religious conservatism are either not statistically important predictors or exhibited minimal influences. Through the Internet survey and thirty interviews, I examine how gay and lesbian couples answered the Census Schedule. The highest percentage of individuals marked single on the Census Schedule, suggesting that partnered homosexuals are being underenumerated by the Census Bureau. Furthermore, in regards to the Census and the state, two underlying ideas influence individuals’ enactments of agency: legal consciousness and statistical consciousness. Legal consciousness refers to people’s lay understandings of the law, while statistical consciousness refers to everyday knowledge of statistics. In both cases the production of legal interpretation and statistics by authoritative sources is then variously understood, consumed, and employed by ordinary citizens for their distinct purposes. This understanding takes on forms of generally unquestioned folk knowledge, despite being socially constructed in specific historical-cultural contexts. The production and consumption of statistics serve as a pivotal point of contestation of power and resistance, especially for these interviewees.
308

Fertility trends in sub Saharan Africa

Ekane, Duone Unknown Date (has links)
Fertility rates in sub Saharan Africa (SSA) have been identified to be depicted by a  unique demographic scenario, that sets  the region  apart from other regions in the world. Demographers are particularly keen on comprehending the dynamics surrounding the demographic transition of the sub continent especially with respect to its shift from high fertility rates to low fertility rates.  The decline in fertility embodies the second phase of the demographic transition process. The discourse on fertility rates in the sub continent has been coined to be an anomaly based on its prevalence being an exception in the world. Discussion pertaining to fertility levels in the region in this paper was made  with the purpose of illuminating the factors that account for the region’s high fertility rates, as well as on  fertility discourse in the region, and the variation that characterize its prevalence amongst the countries in the sub continent. Information on the fertility rates revealed that social organization and cultural setting in the region play pivotal roles in forging high fertility rates in the region.
309

The study of obstetric hospitalization rates of northern Saskatchewan women and Saskatchewan registered Indian women in 1992/93

Stockdale, Donna Rose 14 September 2007
The purpose of this study was to describe the obstetric hospitalization rates of northern and registered Indian women from April 1, 1992 to March 30, 1993 and to compare them with those of southern rural women in Saskatchewan.<p> Saskatchewan Health provided hospital separation data for 100% of northern and registered Indian women and for a 10% sample of southern rural and southern urban women hospitalized with obstetric diagnoses and procedures in 1992/93.<p> The crude, age-specific, and age-standardized hospitalization rates were based on the number of women of reproductive age or the number of deliveries or pregnancies. The average length of stay and hospital location were examined. Crude and age-adjusted odds ratios with 95% confidence intervals and chi-square tests were used to compare rates with southern rural women as the reference group. Oneway analysis of variance was used to compare the average length of stay for obstetric episodes among study groups.<p> The rate of obstetric episodes per 100 pregnancies were only 5 to 18% higher for northern women and southern registered Indian women. Northern and registered Indian women had higher rates for deliveries per 1,000 women, for ectopic pregnancies per 1,000 pregnancies, and for antenatal episodes with diabetes or abnormal glucose or with urinary tract infections per 100 pregnancies and lower rates of deliveries with cesarean sections, instrument use and episiotomy. Northern women had higher rates for deliveries with fetal and placental problems and for vaginal birth after cesarean section per 100 deliveries, and lower rates of antenatal episodes with hyperemesis per 100 pregnancies. All registered Indian women had lower rates of labour and delivery complications per 100 pregnancies. The average length of stay for obstetric episodes was similar for all study groups. Over 35% of northern women delivered in northern hospitals.<p> The results support continued northern obstetric practice and provide a baseline for evaluation of health transfer and renewal for northern tribal councils and health districts. The high fertility rates among northern and registered Indian women warrant a high priority on obstetric services, hospital facilities, prenatal care and postnatal care that are age and culture sensitive.<p>
310

Slammer Time: A Cost-Effective Analysis of the California State Prison System and Its Impact on Crime

Manliguis, Rebecca P. 20 April 2012 (has links)
At a time where cutbacks on spending are a huge focal point across all government levels, the prison system, and effectively combating crime, has been intensely focused upon. With the United States having the highest rate of incarceration of any country in the world, the significance of this focus is understandable. Its prison system is much larger compared to that of other nations, and therefore is a high priority for the United States. As stated in The Economist, “No other rich country is nearly as punitive as the Land of the Free.” With such high costs associated with the prison system, understanding the most effective ways to operate the facilities and programs is necessary. When looking at the impact of the system on reducing crime, there are various programs that have different effects on crime reduction. Analyzing what has the most potential for reducing crime while taking costs into account is useful for the government in an attempt to most effectively utilize resources and the allotted budget.

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