Search for dissertations about: "Exchange Rates"

Showing result 11 - 15 of 211 swedish dissertations containing the words Exchange Rates.

  1. 11. 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

  2. 12. Macroeconomic Studies on Fiscal Policy and Real Exchange Rates

    Author : Göran Hjelm; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; economic theory; Total factor productivity; Economics; Real exchange rates; Structural VAR models; Partisan models; Fiscal policy; Fiscal contractions; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : This thesis contains four empirical macroeconomic studies and the papers may briefly be summarized as follows. In the first paper, we use both descriptive statistics and regression analysis to investigate whether movements in real exchange rates and money supply before and during fiscal contractions matter for the macroeconomic outcome. READ MORE

  3. 13. Time Varying Parameters in Exchange Rate Models

    Author : Richard Henricsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; stochastich volatility.; purchasing power parity; GARCH; exchange rates; Stationarity; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : This thesis consists of five papers on different aspects of parametervariation in some common exchange rate models.The first paper investigates the stability in the real exchange rate, witch is equivalent to purchasing power parity (PPP). READ MORE

  4. 14. Foreign Direct Investment by Large Swedish Firms - the Role of Economic Integration and Exchange Rates

    Author : Johan Ekström; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Samhällsvetenskaper; Social sciences; Eclectic Paradigm; Strategic Objective; Exchange Rates; FDI; Economic Integration;

    Abstract : Two important features of the global economy in the last few decades have been the increasing degree of regional economic integration and the increasing volatility of real exchange rates. Due to the EU membership and the single European currency, issues related to regional economic integration and exchange rate changes hold prominence on the business and political agenda in Sweden. READ MORE

  5. 15. Exchange Rates, Exports, Inflation, and International Monetary Cooperation

    Author : Irina Andone; Nils Gottfries; Mikael Bask; Volker Nitsch; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Industry-level Real Effective Exchange Rates; Firm-level Exports; Inflation Persistence; Inflation Targeting; EMU; Financial Arrangements; IMF Conditionality; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained essays. Essay I: Exchange rate movements often cause anxiety among policy-makers, given the strong link between currency movements and export competitiveness, which may, in turn, affect economic growth. READ MORE