Search for dissertations about: "news shocks"

Showing result 1 - 5 of 8 swedish dissertations containing the words news shocks.

2. 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

4. 2. Back on the map : essays on financial markets in the Baltic States

   Author : Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
   Keywords : Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

   Abstract :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE

5. 3. Public Debt, Business Cycles and Institutions

   Author : Spyridon Sichlimiris; Tore Ellingsen; Nicola Gennaioli; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Sovereign debt; news shocks; authority; social norms;

   Abstract : .... READ MORE

6. 4. Essays on Financial Markets and the Macroeconomy

   Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

   Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE

7. 5. Essays on Expectations : Information, Formation and Outcomes

   Author : Kristoffer Persson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic Media; Economic Expectations; Consumer Confidence Survey; Scandinavia; Supervised Machine Learning; Generations; Socio-Economic Environment; Economic Behavior; Economic Change; Monetary Policy; Precautionary Saving; Households; Saving Rate; Economic Media; Economic Expectations; Consumer Confidence Survey; Scandinavia; Supervised Machine Learning; Generations; Socio-Economic Environment; Economic Behavior; Economic Change; Monetary Policy; Precautionary Saving; Households; Saving Rate;

   Abstract : The first chapter investigates the relationship between economic media sentiment and individuals’ expectations and perceptions about economic conditions. We test if economic media sentiment Granger-causes individuals’ expectations and opinions concerning economic conditions, controlling for macroeconomic variables. READ MORE