Search for dissertations about: "exchange rate equilibrium"

Showing result 1 - 5 of 37 swedish dissertations containing the words exchange rate equilibrium.

2. 1. Studies of alternative exchange rate systems : an intertemporal general equilibrium approach

   Author : Torsten Persson; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The four studies in this monograph analyze and compare the working of alternative exchange rate systems. Dealing with related though different problems, they all rely on a similar theoretical framework that applies intertemporal general equilibrium analysis, temporary equilibrium theory and a specific microtheory of money. READ MORE

4. 2. Chartist trading in exchange rate theory

   Author : Carina Selander; Karl-Gustaf Löfgren; Anders Vredin; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Chartist Trading; Foreign Exchange; Overshooting; Sterilized Intervention; Target Zone; Taylor Rules; Economics; Nationalekonomi;

   Abstract : This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [1] implements chartists trading in a sticky-price monetary model for determining the exchange rate. It is demonstrated that chartists cause the exchange rate to "overshoot the overshooting equilibrium" of a sticky-price monetary model. READ MORE

5. 3. Currency Markets - Equilibrium and Expectations

   Author : Joakim Ekstrand; Nationalekonomiska institutionen; []
   Keywords : 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;

   Abstract : 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. READ MORE

6. 4. Essays on Unemployment and Real Exchange Rates

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

   Abstract : 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. READ MORE

7. 5. Essays on exchange rates and international finance

   Author : Marianne Nessén; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). READ MORE