Search for dissertations about: "monetary policy shocks"
Showing result 1 - 5 of 36 swedish dissertations containing the words monetary policy shocks.
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1. Monetary Policy and Economic Inequality
Abstract : This thesis consists of four independent empirical papers on monetary policy and economic inequality. The first paper explores the Romer and Romer (R&R) (2004) framework to estimate monetary policy shocks. R&R propose a simple method to estimate shocks using forecast and real-time data, but such data is not always available. READ MORE
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2. Banks, Shocks and Monetary Policy
Abstract : Essay 1: This paper studies the effect of monetary policy on the economy, distinguishing the effects of exogenous monetary policy shocks from information shocks that reveal the Federal Reserve's assessment of the economic outlook. To identify these two shocks, I exploit the difference in information content in public announcements by the Fed in its statements (released on decision days) and minutes of FOMC meetings (transcripts of the policy decision, released at a later date). READ MORE
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3. Expectations, Uncertainty, and Monetary Policy
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
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4. Essays on Macroeconomics, Monetary Policy and Mobility
Abstract : The Cyclicality of Earnings Growth Along the Distribution - Causes and ConsequencesEarnings growth is more procyclical at the bottom of the income distribution than at the top. Using high-quality administrative data from Germany, I show that the heterogeneity is chiefly driven by transitions between employment and non-employment, specifically job-finding. READ MORE
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5. Essays on Home Production, Mobility, and Monetary Policy
Abstract : The Allocation of Expenditures and Time over TimeIn the year 2018, the average high skilled single male worked more than 35 hours per week in the market and allocated more than 70 percent of expenditures to services. In the same year, the average low skilled female worked 22 hours per week in the market and allocated around 65 percent of expenditures to services. READ MORE
