Sökning: "Inflation volatility"

Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Inflation volatility.

1. 1. Exchange Rates, Exports, Inflation, and International Monetary Cooperation

   Författare :Irina Andone; Nils Gottfries; Mikael Bask; Volker Nitsch; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Industry-level Real Effective Exchange Rates; Firm-level Exports; Inflation Persistence; Inflation Targeting; EMU; Financial Arrangements; IMF Conditionality; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three self-contained essays. Essay I: Exchange rate movements often cause anxiety among policy-makers, given the strong link between currency movements and export competitiveness, which may, in turn, affect economic growth. LÄS MER

3. 2. Housing, Banking and the Macro Economy

   Författare :Rachatar Nilavongse; Mikael Bask; Nils Gottfries; Jesper Lindé; Uppsala universitet; []
   Nyckelord :House price expectations; Debt default; Boom-bust cycles; Monetary policy; Inflation; Welfare analysis; Credit supply disruptions; Working capital; DSGE models; Economics; Nationalekonomi;

   Sammanfattning : Essay 1: Expectation-Driven House Prices, Debt Default and Inflation DynamicsWe contribute to the literature on dynamic stochastic general equilibrium (DSGE) models with housing collateral by including shocks to house price expectations. We also incorporate endogenous mortgage defaults that are rarely included in DSGE models with housing collateral. LÄS MER

4. 3. Essays on expectations and financial markets

   Författare :Staffan Lindén; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Survey; Inflation; Expectations; Perceptions; Rational; Inattentive; Event study; Option introduction; Stock market; Asset pricing; Price effect; Risk effect; Derivatives;

   Sammanfattning : This thesis is a collection of three empirical papers that tests hypotheses within the context of two related and intersecting theoretical frameworks: rational expectations and efficient markets. The aim is to empirically explore to what extent households form their inflation expectations in a rational manner, and to explain why households’ perceptions may deviate from the measured official rate. LÄS MER

5. 4. Price Setting, Inflation Dynamics, and Monetary Policy

   Författare :Johan Söderberg; Nils Gottfries; Mikael Carlsson; Morten Ravn; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three self-contained essays. Essay 1: Staggered prices are a fundamental building block of New Keynesian DSGE models. In the standard model, prices are uniformly staggered, but recent empirical evidence suggests that deviations from uniform staggering are common. LÄS MER

7. 5. Essays on Empirical Macroeconomics

   Författare :Martin W Johansson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; structural breaks.; output volatility; threshold autoregression; fiscal policy; real exchange rates; Aggregate consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : The first essay reexamines the proposed presence of so-called loss aversion in aggregate consumption. Recent empirical and theoretical studies have suggested, that consumption growth reacts asymmetrically to positive and negative expected income growth. LÄS MER