Sökning: "växelkurs"

Visar resultat 1 - 5 av 7 avhandlingar innehållade ordet växelkurs.

1. 1. Macroeconomic Studies on Fiscal Policy and Real Exchange Rates

   Författare :Göran Hjelm; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; economic theory; Total factor productivity; Economics; Real exchange rates; Structural VAR models; Partisan models; Fiscal policy; Fiscal contractions; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : This thesis contains four empirical macroeconomic studies and the papers may briefly be summarized as follows. In the first paper, we use both descriptive statistics and regression analysis to investigate whether movements in real exchange rates and money supply before and during fiscal contractions matter for the macroeconomic outcome. LÄS MER

3. 2. 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

4. 3. Currency Markets - Equilibrium and Expectations

   Författare :Joakim Ekstrand; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Economics; econometrics; Indeterminacy; Overlapping Generations; Temporary Equilibrium; Currency Prices; Exchange Rates; Expectations; Uncertainty;

   Sammanfattning : The thesis consists of three essays on currency markets, equilibrium and expectations. The first essay examines currency markets in the setting of a temporary equilibrium model with two currencies and two central banks, where consumers have one-point expectations. LÄS MER

5. 4. 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

7. 5. Growth and Business Cycles -Swedish Manufacturing Industry 1952-2001

   Författare :Camilla Josephson; Lennart Schön; Deirdre Nansen MC Closkey; Ekonomisk-historiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Ekonomisk och social historia; Social and economic history; Nutidshistoria från 1914 ; Contemporary history since 1914 ; Manufacturing industry; Institutional change; Knowledge accumulation; Opportunity costs; The cointegrated VAR model; Business cycles; Economic growth; TFP growth; Cyclical economics; Konjunkturteori; cykliska förlopp; Contemporary history;

   Sammanfattning : This study shows that the mechanisms behind knowledge accumulation and the sources of productivity growth differ from industry to industry depending on what is produced and what technology is used. Although it is apparent to most researchers in the field that the only way to explain long-run growth in output per capita is through technological progress and accumulation of knowledge that counteract the dampening effect of diminishing returns, we are still in the dark about how such mechanisms operate. LÄS MER