Search for dissertations about: "Annika Alexius"

Showing result 1 - 5 of 8 swedish dissertations containing the words Annika Alexius.

  2. 1. Essays on exchange rates, prices and interest rates

    Author : Annika Alexius; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. Macroeconomic Uncertainty and Exchange Rate Policy

    Author : Erik Post; Nils Gottfries; Annika Alexius; Kai Leitemo; Uppsala universitet; []
    Keywords : Social sciences; SAMHÄLLSVETENSKAP;

    Abstract : Essay 1 (with Annika Alexius) uses a structural VAR model to study the role of floating exchange rates for five "small open economies" with inflation targets. We show that only in Sweden and Canada does the nominal exchange rate behave in a stabilizing way. Most exchange rate movements are responses to non-fundamental shocks. READ MORE

  5. 3. Quantitative New Keynesian Macroeconomics and Monetary Policy

    Author : Peter Welz; Nils Gottfries; Annika Alexius; Paul Söderlind; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; New Keynesian Economics; Monetary Policy; Bayesian Econometrics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. READ MORE

  6. 4. Why did the Riksbank miss its target? A Swedish Phillips curve

    Author : Johan Grip; Nils Gottfries; Rolf Larsson; Annika Alexius; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : .... READ MORE

  7. 5. 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