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Three Essays on Computationally Inte...

Lee, Seung.

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Three Essays on Computationally Intensive Economic Problems.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Three Essays on Computationally Intensive Economic Problems./
作者:	Lee, Seung.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
面頁冊數:	122 p.
附註:	Source: Dissertation Abstracts International, Volume: 78-07(E), Section: A.
Contained By:	Dissertation Abstracts International78-07A(E).
標題:	Economics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10248931
ISBN:	9781369491722

Three Essays on Computationally Intensive Economic Problems.
Lee, Seung.

Three Essays on Computationally Intensive Economic Problems. - Ann Arbor : ProQuest Dissertations & Theses, 2016 - 122 p.

Source: Dissertation Abstracts International, Volume: 78-07(E), Section: A.

Thesis (Ph.D.)--University of California, Santa Cruz, 2016.

Chapter 1: Inspired by the political events that followed after the sovereign debt crisis in Greece post 2009, I develop an overlapping generations model with aggregate and idiosyncratic shocks to analyze agent's decisions if each had a vote in whether the country should default or not. The hypothetical economy where agents vote to default almost became a reality in 2015 when Prime Minister of Greece asked the voting population whether the country should remain in the bailout program through a referendum. Model results exhibit similar patterns as the Greek referendum with the young and less wealthy more inclined to vote for default.

ISBN: 9781369491722Subjects--Topical Terms:

517137
Economics.

Three Essays on Computationally Intensive Economic Problems.
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500 $a Source: Dissertation Abstracts International, Volume: 78-07(E), Section: A.
500 $a Adviser: Kenneth Kletzer.
502 $a Thesis (Ph.D.)--University of California, Santa Cruz, 2016.
520 $a Chapter 1: Inspired by the political events that followed after the sovereign debt crisis in Greece post 2009, I develop an overlapping generations model with aggregate and idiosyncratic shocks to analyze agent's decisions if each had a vote in whether the country should default or not. The hypothetical economy where agents vote to default almost became a reality in 2015 when Prime Minister of Greece asked the voting population whether the country should remain in the bailout program through a referendum. Model results exhibit similar patterns as the Greek referendum with the young and less wealthy more inclined to vote for default.
520 $a Chapter 2: We develop a theoretical model to highlight a previously unexplored mechanism of price discovery: relative minimum price increments for equivalent assets trading on distinct financial exchanges. Although conventional wisdom dictates that futures market assets lead equities equivalents in terms of price formation, our model predicts that the opposite should be true when particular relative price conditions hold for the bids and offers of each asset. We develop a new empirical measure of price discovery which is suited to asynchronous, high-frequency transaction and quotation data, and apply it to the highly liquid E-mini/SPY pair in order to test the predictions of the model. Empirical evidence strongly supports the model and further demonstrates that relative minimum contract size plays an additional role in the formation of prices.
520 $a Chapter 3: United States population has increasingly become older. The aging is expected to continue as life expectancy increases, more baby boomers reach retirement age and birth rate declines. These demographic changes have had significant impact on the solvency of the Social Security Trust Fund. Social Security Administration projects the fund's insolvency around 2035. Given the imminent insolvency, policies such as increasing eligibility age and expanding the tax base have been proposed. These policies are usually analyzed using many period OLG model with a hump-shaped age-dependent productivity profile. We believe this profile is dynamic as the population itself. We incorporate the dynamic age-dependent profile in an OLG framework in a closer look at insolvency of the Social Security Trust Fund.
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