Search for dissertations about: "long-term interest rates"

Showing result 6 - 10 of 42 swedish dissertations containing the words long-term interest rates.

2. 6. Essays on Monetary Policy and Asset Markets

   Author : Virginia Queijo von Heideken; Torsten Persson; Jon Faust; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; DSGE models; long-term interest rates; financial frictions; house prices; Bayesian estimation; Economics; Nationalekonomi; Economics; nationalekonomi;

   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

4. 7. Markov Regime Switching in Economic Time Series

   Author : Ulf Erlandsson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; forecasting; Markov switching; exchange rates; interest rates; business cycle; economic policy; economic systems; economic theory; econometrics; Economics; currency crisis;

   Abstract : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. READ MORE

5. 8. Biodiversity in Swedish Cyprinid Fish: Insights Into Processes of Divergence

   Author : Marnie H Demandt; Mats Björklund; Erik Petersson; Brent Emerson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; speciation; hybridization; bottleneck; genetic drift; phylogeny; speciation rates; common bream; white bream; roach; Swedish cyprinid fish; Cyprinidae; Biology; Biologi;

   Abstract : Uncovering and understanding the processes that have led to the biological diversity we observe today are of fundamental interest in biology. Since direct observation of speciation is usually impossible, knowledge about the processes behind species formation can be gathered by studying mutations, natural/sexual selection, and genetic drift. READ MORE

6. 9. Financial Choice and Public Policy

   Author : Karin Kinnerud; Per Krusell; Kurt Mitman; Gianluca Violante; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; heterogeneous households; housing; mortgage interest deduction; welfare; monetary policy; mortgage contracts; mortgage lending policies; consumption; pensions; field experiment; search costs; inattention; dominated choices; financial literacy; Economics; nationalekonomi;

   Abstract : Costly reversals of bad policies: the case of the mortgage interest deductionThis paper measures the welfare effects of removing the mortgage interest deduction under a variety of implementation scenarios. To this end, we build a life-cycle model with heterogeneous households calibrated to the U.S. READ MORE

7. 10. On Housing, Mortgages, and Taxation

   Author : Kasper Kragh-Sørensen; Per Krusell; Jonathan Heathcote; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Housing; life cycle; heterogeneous households; mortgage interest deduction; residential property tax; mortgage lending policies; welfare; optimal taxation; Economics; nationalekonomi;

   Abstract : Costly reversals of bad policies: the case of the mortgage interest deduction This paper measures the welfare effects of removing the mortgage interest deduction under a variety of implementation scenarios. To this end, we build a life-cycle model with heterogeneous households calibrated to the U.S. READ MORE