Search for dissertations about: "phillips curve"

Showing result 6 - 10 of 10 swedish dissertations containing the words phillips curve.

2. 6. Essays on monetary policy

   Author : David Vestin; Frank Smets; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; Penningpolitik; Economics; nationalekonomi;

   Abstract : This thesis consists of four papers investigating different aspects of the interaction between monetary policy and expectations.Price-Level Targeting Versus Inflation Targeting in a Forward-Looking Model examines a price-level target in a model with a forward-looking Calvo-Taylor Phillips curve. READ MORE

4. 7. Essays on Macroeconomics

   Author : José Elías Gallegos Dago; Per Krusell; Alexandre Kohlhas; Gaetano Gaballo; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; Monetary Policy; Inequality; Financial Frictions; Information Frictions; Noisy Information; Behavioral Frictions; Bounded Rationality; Economics; nationalekonomi;

   Abstract : Monetary Policy and Liquidity Constraints: Evidence from the Euro AreaWe quantify the relationship between the response of output to monetary policy shocks and the share of liquidity constrained households. We do so in the context of the euro area, using a Local Projections Instrumental Variables estimation. READ MORE

5. 8. Essays on the effects of monetary policy

   Author : Kerstin Hallsten; Paul Söderlind; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; nationalekonomi;

   Abstract : This dissertation consists of three essays, each of which addresses issues that are relevant to the implementation of monetary policy.The first essay, "Bank Loans and the Transmission Mechanism of Monetary Policy," considers one of the transmission mechanisms of monetary policy, the bank lending channel. This mechanism is analysed and estimated. READ MORE

6. 9. A Factor Analytical Approach to Dynamic Panel Data Models

   Author : Milda Norkute; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

   Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE

7. 10. Evaluating Asset-Pricing Models in International Financial Markets

   Author : Fadi Zaher; Högskolan i Skövde; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

   Abstract : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. READ MORE