Search for dissertations about: "thesis on monetary economics"
Showing result 16 - 20 of 152 swedish dissertations containing the words thesis on monetary economics.
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16. Quantitative New Keynesian Macroeconomics and Monetary Policy
Abstract : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. READ MORE
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17. Real Effects of Monetary Regimes
Abstract : This thesis consists of three essays on the real effects of monetary regimes.“Monetary Regimes, Labour Mobility and Equilibrium Employment” analyses the impact of the monetary regime on labour markets in a small open economy by considering the game between large wage setters and the central bank in a model with labour mobility between sectors. READ MORE
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18. Expectations, Uncertainty, and Monetary Policy
Abstract : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. READ MORE
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19. Essays on Financial Markets and the Macroeconomy
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
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20. Empirical Studies on the Demand for Monetary Services in the UK
Abstract : Many economic models contain the single variable 'money'. Money does not exist in the form of a single physical unit and it is common to construct monetary aggregates using the method of simple summations. READ MORE