Sökning: "Nationalekonomi monetary policy"

Visar resultat 1 - 5 av 96 avhandlingar innehållade orden Nationalekonomi monetary policy.

  1. 1. Essays on Monetary Policy and Asset Markets

    Författare :Virginia Queijo von Heideken; Torsten Persson; Jon Faust; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; DSGE models; long-term interest rates; financial frictions; house prices; Bayesian estimation; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. LÄS MER

  3. 2. Quantitative New Keynesian Macroeconomics and Monetary Policy

    Författare :Peter Welz; Nils Gottfries; Annika Alexius; Paul Söderlind; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; New Keynesian Economics; Monetary Policy; Bayesian Econometrics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. LÄS MER

  4. 3. Monetary Policy and Economic Inequality

    Författare :Josefin Kilman; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; Monetary policy shocks; Vector auto-regression; Local projections; Income inequality; Wealth inequality; Labor unions; Administrative register data; Savings; Macroeconomic policy;

    Sammanfattning : This thesis consists of four independent empirical papers on monetary policy and economic inequality. The first paper explores the Romer and Romer (R&R) (2004) framework to estimate monetary policy shocks. R&R propose a simple method to estimate shocks using forecast and real-time data, but such data is not always available. LÄS MER

  5. 4. 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

  7. 5. Topics on monetary policy

    Författare :Charlotta Groth; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; Monetary theory; Penningpolitik; Penningteori;

    Sammanfattning : .... LÄS MER