Sökning: "Expectations hypothesis"
Visar resultat 1 - 5 av 33 avhandlingar innehållade orden Expectations hypothesis.
1. Essays in Empirical Expectations
Sammanfattning : This thesis investigates survey expectations from the Economic Tendency Survey for households, provided by the Swedish National Institute of Economic Research, for the years 1995-2011. The first chapter relates a part of the research literature to the overall purpose of the thesis, which is to investigate rational properties of empirical expectations. LÄS MER
2. Inflationary expectations and the natural rate hypothesis
Sammanfattning : During the last decade, as a response to the accelerating inflation and the persistingly high unemployment rates, microeconomic theory has experienced a rapid and fruitful development. One of the most challenging features of modern macro theory has been the emphasis on the role of inflationary expectations, and the hypothesis that unemployment cannot in the long run be reduced below a certain, "natural", rate. LÄS MER
3. Predictive eyes precede retrieval : visual recognition as hypothesis testing
Sammanfattning : Does visual recognition entail verifying an idea about what is perceived? This question was addressed in the three studies of this thesis. The main hypothesis underlying the investigation was that visual recognition is an active process involving hypothesis testing. LÄS MER
4. Rational Expectations and Regime Shifts in Macroeconometrics
Sammanfattning : This thesis consists of three papers. The first two papers explore implications of rational expectations when there is stochastic regime-switching; the third is an independent paper where underlying inflation is defined using rational expectations. LÄS MER
5. Macroeconometric Studies of Private Consumption, Government Debt and Real Exchange Rates
Sammanfattning : Advances in time series analysis during the last two decades have stimulated research in a number of areas in macroeconomics. This thesis is a compilation of five essays using cointegrated vector autoregressive (VAR) models, unit root tests and regime switching models to investigate the behavior of private consumption, public debt and the real exchange rate. LÄS MER