Advanced search

Found 3 swedish dissertations matching the above criteria.

  1. 1. Empirical Essays in Macroeconomics and Finance

    Author : Karolina Holmberg; Martin Flodén; George F. Udell; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Inflation; New Keynesian Phillips Curve; Bank Lending Channel; Corporate Investment; Crisis; Lines of Credit; Economics; nationalekonomi;

    Abstract : Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy This paper explores how well Swedish inflation is explained by a New Keynesian Phillips Curve. As the real driving variable in the Phillips Curve, a measure of firms' real marginal cost is compared to the traditional output gap. READ MORE

  2. 2. Essays on Macroeconomics

    Author : José Elías Gallegos Dago; Per Krusell; Alexandre Kohlhas; Gaetano Gaballo; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary Policy; Inequality; Financial Frictions; Information Frictions; Noisy Information; Behavioral Frictions; Bounded Rationality; Economics; nationalekonomi;

    Abstract : Monetary Policy and Liquidity Constraints: Evidence from the Euro AreaWe quantify the relationship between the response of output to monetary policy shocks and the share of liquidity constrained households. We do so in the context of the euro area, using a Local Projections Instrumental Variables estimation. READ MORE

  3. 3. A Factor Analytical Approach to Dynamic Panel Data Models

    Author : Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE