Search for dissertations about: "transitory shocks"

Showing result 1 - 5 of 9 swedish dissertations containing the words transitory shocks.

  1. 1. Essays on Poverty, Risk and Consumption Dynamics in Ethiopia

    Author : Abebe Shimeles; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Ethiopia; poverty; income distribution; policy simulations; poverty spells; vulnerability; chronic poverty; consumption risk; transitory shocks; liquidity constraints; poverty traps.;

    Abstract : Paper 1. This paper analysed the state of poverty and income distribution in rural and urban Ethiopia during 1994-2000. Poverty declined from 1994 to 1997, and then increased to 2000. READ MORE

  2. 2. Macroeconomic Studies on Fiscal Policy and Real Exchange Rates

    Author : Göran Hjelm; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; economic theory; Total factor productivity; Economics; Real exchange rates; Structural VAR models; Partisan models; Fiscal policy; Fiscal contractions; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : This thesis contains four empirical macroeconomic studies and the papers may briefly be summarized as follows. In the first paper, we use both descriptive statistics and regression analysis to investigate whether movements in real exchange rates and money supply before and during fiscal contractions matter for the macroeconomic outcome. READ MORE

  3. 3. Essays on earnings formation, labor market dynamics, and taxation

    Author : Johan Holmberg; Thomas Aronsson; Gauthier Lanot; Johan Lundberg; Mette Ejrnæs; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Earnings dynamics; inequality; unemployment; social insurance; economic crises; taxation; Economics; nationalekonomi;

    Abstract : Chapter [I] analyses the dynamic properties of life-cycle earnings of men and women in Sweden by fitting a model to the covariance structure of earnings. We find that the financial crisis of 2008 did not have any major impact on the variability of earnings and that the upward trend in permanent earnings inequality observed in Sweden during the 1990s does not continue in the 2000s. READ MORE

  4. 4. Interpreting budget deficits and productivity fluctuations

    Author : Jyry Hokkanen; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis includes four self-contained essays on budget deficits and productivity fluctuations:ESSAY I evaluates the effects of budget deficits on several key macroeconomic variables of the Swedish economy by estimating a vector autoregression model. The main finding is that - apart from a positive transitory real interest rate effect associated with a shock in the deficit - neither actual nor unexpected movements in deficits have any significant explanatory power for the determination of real non-fiscal variables. READ MORE

  5. 5. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

    Author : Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
    Keywords : panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

    Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE