1. Analyzing the Effectiveness of the U.S. Yield Curve as a Leading Economic Indicator Open Access Author: Kalgutkar, Aditya Anil Title: Analyzing the Effectiveness of the U.S. Yield Curve as a Leading Economic Indicator Area of Honors: Economics Keywords: Yield CurveInterest RatesU.S. Treasury Yield CurveU.S. RecessionsPredicting RecessionsProbit ModelEconomic Indicator File: Download Final_Thesis.pdf Thesis Supervisors: Dr. Russell Paul Chuderewicz, Thesis SupervisorDr. Russell Paul Chuderewicz, Thesis Honors AdvisorJames R. Tybout, Faculty Reader
2. A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX Open Access Author: Jiang, Shu Title: A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX Area of Honors: Economics Keywords: S&P 500GARCHforecasting comparisonloss function File: Download Final_Thesis_Jiang.pdf Thesis Supervisors: Dr. Andrew Ronald Gallant, Thesis SupervisorJames R. Tybout, Thesis Honors Advisor
3. AN EMPIRICAL STUDY OF WEAK AND SEMI-STRONG MARKET EFFICIENCY IN LIGHT OF THE GREAT RECESSION Open Access Author: Mckellar, Jonathan Unruh Title: AN EMPIRICAL STUDY OF WEAK AND SEMI-STRONG MARKET EFFICIENCY IN LIGHT OF THE GREAT RECESSION Area of Honors: Economics Keywords: Market EfficiencyUnit Root TestSerial CorrelationRuns TestVariance Ratio TestMartingale HypothesisEvent Study File: Download McKellar_Final.pdf Thesis Supervisors: Dr. Russell Paul Chuderewicz, Thesis SupervisorDr. Russell Paul Chuderewicz, Thesis Honors AdvisorJames R. Tybout, Faculty Reader
4. TESTING THE TAYLOR RULE FROM 1960-PRESENT: WHERE SHOULD THE FEDERAL FUNDS RATE BE? Open Access Author: Phelps, Victoria Rose Title: TESTING THE TAYLOR RULE FROM 1960-PRESENT: WHERE SHOULD THE FEDERAL FUNDS RATE BE? Area of Honors: Economics Keywords: Taylor RuleMankiw RuleEconomicsFederal ReserveBernankeBurnsVolckerGreenspanmonetary policyChuderewicz File: Download Phelps_Final.pdf Thesis Supervisors: Dr. Russell Paul Chuderewicz, Thesis SupervisorDr. Russell Paul Chuderewicz, Thesis Honors AdvisorJames R. Tybout, Faculty Reader