Search for dissertations about: "Calibration of Macroeconomic Models"

Found 3 swedish dissertations containing the words Calibration of Macroeconomic Models.

  1. 1. Monetary Policy, Trade Dynamics, and Labor Markets in Open Economies

    Author : Vesna Corbo; Nils Gottfries; Andreas Westermark; Tommy Sveen; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Open Economy Macroeconomics; Monetary Policy; DSGE Models; Exchange Rates; Unemployment; Bayesian estimation; Bargaining; Elasticities; Heterogeneity; Aggregation; Calibration of Macroeconomic Models; Economics; Nationalekonomi;

    Abstract : This thesis consists of four self-contained essays.Essay 1 studies the implications of relaxing the assumption that the elasticity of international substitution is constant over time horizons, through the modeling of habit formation. READ MORE

  2. 2. Expectations, Financial Markets and Monetary Policy

    Author : Dmytro Stoyko; Mikael Bask; Daniel Spiro; John Hassler; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; 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

  3. 3. Essays on Financial Markets and the Macroeconomy

    Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE