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Showing result 1 - 5 of 16 swedish dissertations matching the above criteria.

  2. 1. Essays on Empirical Macroeconomics

    Author : Dario Caldara; John Hassler; Giancarlo Corsetti; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Fiscal Policy; Identification; Vector Autoregression; Recursive Preferences; Perturbation; DSGE Models; Business Cycle Accounting; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of four essays in empirical macroeconomics. What Are the Effects of Fiscal Policy Shocks? A VAR-Based Comparative Analysis The literature using structural vector autoregressions (SVARs) to assess the effects of fiscal policy shocks strongly disagrees on the qualitative and quantitative response of key macroeconomic variables. READ MORE

  4. 2. Essays on the Scandinavian Stock Markets

    Author : Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE

  5. 3. Essays on Empirical Macroeconomics

    Author : Martin W Johansson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; structural breaks.; output volatility; threshold autoregression; fiscal policy; real exchange rates; Aggregate consumption; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : The first essay reexamines the proposed presence of so-called loss aversion in aggregate consumption. Recent empirical and theoretical studies have suggested, that consumption growth reacts asymmetrically to positive and negative expected income growth. READ MORE

  6. 4. Monetary Policy and Economic Inequality

    Author : Josefin Kilman; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; Monetary policy shocks; Vector auto-regression; Local projections; Income inequality; Wealth inequality; Labor unions; Administrative register data; Savings; Macroeconomic policy;

    Abstract : This thesis consists of four independent empirical papers on monetary policy and economic inequality. The first paper explores the Romer and Romer (R&R) (2004) framework to estimate monetary policy shocks. R&R propose a simple method to estimate shocks using forecast and real-time data, but such data is not always available. READ MORE

  7. 5. Experimenting with Focal Points and Monetary Policy

    Author : Emma Runnemark; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Focal points Nash demand game Experiments Heterogeneity Framing Learning Monetary transmission Vector Autoregression VAR Regional differences;

    Abstract : This thesis consists of two parts. The first part uses economic experiments to investigate how participants choose to divide a surplus in the presence of competing focal points. The second part examines whether a monetary policy shock has asymmetric regional effects. READ MORE