Sökning: "David Kjellberg"

Hittade 3 avhandlingar innehållade orden David Kjellberg.

1. 1. Measuring expectations

   Författare :David Kjellberg; Uppsala universitet; []
   Nyckelord :;

   Sammanfattning : .... LÄS MER

3. 2. Expectations, Uncertainty, and Monetary Policy

   Författare :David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

   Sammanfattning : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. LÄS MER

4. 3. Macroeconomic Uncertainty and Exchange Rate Policy

   Författare :Erik Post; Nils Gottfries; Annika Alexius; Kai Leitemo; Uppsala universitet; []
   Nyckelord :Social sciences; SAMHÄLLSVETENSKAP;

   Sammanfattning : Essay 1 (with Annika Alexius) uses a structural VAR model to study the role of floating exchange rates for five "small open economies" with inflation targets. We show that only in Sweden and Canada does the nominal exchange rate behave in a stabilizing way. Most exchange rate movements are responses to non-fundamental shocks. LÄS MER