Search for dissertations about: "Macro economics"
Showing result 1 - 5 of 78 swedish dissertations containing the words Macro economics.
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1. Essays on Macro-Financial Linkages
Abstract : This doctoral thesis is a collection of four papers on the analysis of the term structure of interest rates with a focus at the intersection of macroeconomics and finance. "Risk in Macroeconomic Fundamentals and Bond Return Predictability" documents that factors related to risks underlying the macroeconomy such as expectations, uncertainty and downside (upside) macroeconomic risks are able to explain variation in bond risk premia. READ MORE
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2. Essays on transition
Abstract : Transition Economics focuses on the transformation of a socialist economic system to market economy, which is of interest both because of its policy relevance and its importance to economic theory. As transition was one of the most important economic events of the last century, the study of Transition Economy may help us to understand the difficulties, surprises, and obstacles when a society undergoes profound change. READ MORE
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3. Essays on Macroeconomics, Monetary Policy and Firm Heterogeneity
Abstract : Firm Heterogeneity and Monetary Policy TransmissionThis paper studies sources of heterogeneity in the response of firm investment to monetary policy. I estimate firm-level semi-elasticities of investment to plausibly exogenous changes in interest rates for a comprehensive firm-level dataset for ten euro area countries. READ MORE
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4. Vector autoregressions and common trends in macro and financial economics
Abstract : Vector autoregressions are popular data generating models in applied econometrics. They are frequently used to examine forecasts, to study the sources and the characteristics of economic fluctuations, and to test hypotheses which involve rational expectations. READ MORE
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5. Empirical essays on macro-financial linkages
Abstract : How do financial variables, such as firms’ cash flow and banks’ capital, affect macroeconomic variables, such as investment and GDP growth? What are the macroeconomic effects of exchange rate depreciation in countries where firms and households have extensive foreign-currency liabilities? The doctoral thesis Empirical Essays on Macro-Financial Linkages consists of four separate papers in the field of empirical macroeconomics. The first three papers investigate the macroeconomic implications of financial-market imperfections. READ MORE