Sökning: "Pär Österholm"

Hittade 5 avhandlingar innehållade orden Pär Österholm.

  1. 1. Testing for Cointegration in Misspecified Systems - A Monte Carlo Study of Size Distortions

    Författare :Pär Österholm; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Sammanfattning : .... LÄS MER

  3. 2. Time Series and Macroeconomics: Studies in Demography and Monetary Policy

    Författare :Pär Österholm; Thomas Lindh; David Canning; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Macroeconomics; Time series econometrics; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. LÄS MER

  4. 3. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

    Författare :David Knezevic; Pär Österholm; Stig Vinther Møller; Örebro universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

    Sammanfattning : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. LÄS MER

  5. 4. Unconventional Monetary Policy at the International, National and Local Level

    Författare :Martin Nordström; Pär Österholm; Niclas Kreuger; Lars Hultkrantz; Jesper Lindé; Örebro universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Forecast evaluation; Municipal debt; Spread; Stochastic volatility; Sveriges Riksbank; Time-varying parameters; Unconventional monetary policy;

    Sammanfattning : This thesis is based on four essays. The first investigates time-variation in the relationship between short interest rates and consumption in the USA and Sweden. Results based on Bayesian VAR models indicate that the short rate ceased to respond to consumption shocks when constrained by the zero lower bound. LÄS MER

  7. 5. 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