Search for dissertations about: "Refet Gürkaynak"

Found 2 swedish dissertations containing the words Refet Gürkaynak.

  1. 1. Banks, Shocks and Monetary Policy

    Author : Tamás Vasi; Nils Gottfries; Stefan Pitschner; Refet Gürkaynak; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Financial Markets; Banks;

    Abstract : Essay 1: This paper studies the effect of monetary policy on the economy, distinguishing the effects of exogenous monetary policy shocks from information shocks that reveal the Federal Reserve's assessment of the economic outlook. To identify these two shocks, I exploit the difference in information content in public announcements by the Fed in its statements (released on decision days) and minutes of FOMC meetings (transcripts of the policy decision, released at a later date). READ MORE

  2. 2. The Macroeconomics of the Term Structure of Interest Rates

    Author : Paolo Zagaglia; Matthew Lindquist; Refet S. Gurkaynak; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; term structure of interest rates; monetary policy; money market; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of four papers, summarized as follows. "The Term Structure of Interest Rates and the Monetary Transmission Mechanism" This paper provides empirical evidence that the term structure of interest rates is an integral part of the monetary transmission mechanism. READ MORE