Sökning: "Real Exchange Rate"

Visar resultat 1 - 5 av 46 avhandlingar innehållade orden Real Exchange Rate.

1. 1. Essays on Exchange Rates, Exports and Growth in Developing Countries

   Författare :Kristian Nilsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International commerce; developing countries; growth; exports; exchange rate misalignments; Exchange rate regimes; exchange rate volatility; Internationell ekonomi;

   Sammanfattning : This dissertation is a collection of four essays, where the unifying theme is how different exchange rate regimes have affected developing countries’ economic performance in different respects. In particular, we analyse the consequences on developing countries’ exports, but also, to some extent, the effects on their economic growth. LÄS MER

3. 2. Essays on Unemployment and Real Exchange Rates

   Författare :Hans Lindblad; Torsten Persson; Ragnar Nymoen; Stockholms universitet; []
   Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Exchange Rates; Labor Mobility; NAIRU; Natural Rate; Phillips Curve; Economics; Nationalekonomi; Economics; nationalekonomi;

   Sammanfattning : In the first essay, Persistence in Swedish Unemployment Rates, we study if there is no or weak tendency in unemployment rates to revert back to previous levels. Persistence is caused by: natural rate shocks, long unemployment cycles, and spill-over from cyclical to permanent unemployment. We find evidence of high persistence. LÄS MER

4. 3. Real Effects of Monetary Regimes

   Författare :Anna Larsson; Lars Calmfors; Alberto Dalmazzo; Stockholms universitet; []
   Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Regimes; Unions; Fiscal Policy; Inflation Targeting; Real Exchange Rate; Wage Setting; Unemployment; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three essays on the real effects of monetary regimes.“Monetary Regimes, Labour Mobility and Equilibrium Employment” analyses the impact of the monetary regime on labour markets in a small open economy by considering the game between large wage setters and the central bank in a model with labour mobility between sectors. LÄS MER

5. 4. Time Varying Parameters in Exchange Rate Models

   Författare :Richard Henricsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; stochastich volatility.; purchasing power parity; GARCH; exchange rates; Stationarity; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : This thesis consists of five papers on different aspects of parametervariation in some common exchange rate models.The first paper investigates the stability in the real exchange rate, witch is equivalent to purchasing power parity (PPP). LÄS MER

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

   Författare :Jesper Hansson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; 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