Search for dissertations about: "DSGE Models"
Showing result 6 - 10 of 11 swedish dissertations containing the words DSGE Models.
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6. The Response of the Riksbankto House Prices in Sweden
Abstract : In the aftermath of the recent financial crisis, an environment of historically low interest rates and extensive household indebtedness in the OECD countries have triggered a vivid debate on whether central banks should react to house price fluctuations in their pursuit of monetary policy. In Sweden, a period of low policy rates and house price inflation was halted when the central bank increased the interest rates in 2010. READ MORE
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7. Essays on Monetary Policy and Asset Markets
Abstract : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. READ MORE
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8. Computational methods for Bayesian inference in macroeconomic models
Abstract : The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the main macroeconomic model in use at Sveriges Riksbank. READ MORE
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9. Essays on Financial Markets and the Macroeconomy
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
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10. Price Setting, Inflation Dynamics, and Monetary Policy
Abstract : This thesis consists of three self-contained essays. Essay 1: Staggered prices are a fundamental building block of New Keynesian DSGE models. In the standard model, prices are uniformly staggered, but recent empirical evidence suggests that deviations from uniform staggering are common. READ MORE