Search for dissertations about: "Monetary policy effect on increase in the interest rate"

Showing result 1 - 5 of 7 swedish dissertations containing the words Monetary policy effect on increase in the interest rate.

  1. 1. Expectations, Uncertainty, and Monetary Policy

    Author : David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

    Abstract : 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. READ MORE

  2. 2. The Macroeconomics of the Term Structure of Interest Rates

    Author : Paolo Zagaglia; Matthew Lindquist; Refet S. Gurkaynak; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; term structure of interest rates; monetary policy; money market; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of four papers, summarized as follows. "The Term Structure of Interest Rates and the Monetary Transmission Mechanism" This paper provides empirical evidence that the term structure of interest rates is an integral part of the monetary transmission mechanism. READ MORE

  3. 3. Expectations, Financial Markets and Monetary Policy

    Author : Dmytro Stoyko; Mikael Bask; Daniel Spiro; John Hassler; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary policy; DSGE models; Expectations; Macroprudential regulations; Credit spread; Forward guidance; Economics; Nationalekonomi;

    Abstract : Monetary Policy and Macroprudential Regulations. We investigate the desirability of macroprudential regulations in a DSGE model with collateral and income borrowing constraints. READ MORE

  4. 4. Essays in Macroeconomics and Political Economy

    Author : Mathias Pronin; Anna Seim; Annika Alexius; Jesper Lindé; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; House Prices; Bayesian Estimation; Wealth Distribution; Heterogeneous Preferences; Political Budget Cycles; Economics; nationalekonomi;

    Abstract :     The Response of the Riksbank to House Prices in SwedenIn the aftermath of the recent financial crisis, an environment of historically low interest rates and extensive household indebtedness in the OECD countries have triggered a vivid debate on whether central banks should react to house-price fluctuations in their pursuit of monetary policy. In Sweden, a period of low policy rates and house-price inflation was halted when the central bank increased the interest rates in 2010. READ MORE

  5. 5. Financial Sector Reforms and Monetary Policy in Zambia

    Author : Munacinga Simatele; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The dissertation comprises four chapters focusing on issues concerning policy reforms and monetary policy in Zambia. Chapter 1 briefly outlines the theoretical foundations for the reforms undertaken in Zambia since the mid 1980s and the process thereof. READ MORE