Sökning: "Permanent income hypothesis PIH"

Hittade 2 avhandlingar innehållade orden Permanent income hypothesis PIH.

  1. 1. Macroeconometric Studies of Private Consumption, Government Debt and Real Exchange Rates

    Författare :Jesper Hansson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; Economics; Real exchange rate; Public debt; Structural VAR model; Cointegration; Habits; Permanent income hypothesis PIH ; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    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

  3. 2. Aspects of Macroeconomic Saving

    Författare :Johan Adler; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Saving; Consumption; Present value model; Capital mobility; Current account; Permanent income hypothesis; Excess sensitivity hypothesis; Tax smoothing hypothesis; Budget policy; Budget deficits; Cointegration; Vector autoregression; Monte Carlo study; Bootstrap;

    Sammanfattning : This thesis deals with various aspects of macroeconomic saving. It consists of an introduction and four self-contained papers. Paper I, "From closed to open door policy: An empirical study of China's international capital mobility, 1958-98," is an empirical application of the open economy permanent income hypothesis (PIH). LÄS MER