In this dissertation, three related issues of building empirical time series models forfinancial markets are investigated with respect to contemporaneous causality, dynamics,and structural change. In the first essay, nation-wide industry information transmissionamong stock returns of ten sectors...

This dissertation examines several issues regarding the congestion on the UpperMississippi River and Illinois Waterway. Chapter II identifies and measures the impactof lock congestion on grain barge rates on these waterways. Results indicate grain bargerates on both rivers are not affected by...

Endogenous tariff formation has been the subject of theoretical studies that attempt todetermine the fundamental economic variables that influence the structure of industryprotection implemented by international trade policy makers. An empirical analysis ofendogenous tariff formation under the...