Essays about: "GDP-gap"

Found 4 essays containing the word GDP-gap.

  1. 1. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Hulth; [2021-06-30]
    Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Abstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE

  3. 2. Unemployment in the 21st Century: The Interaction between Macroeconomic Shocks and Institutions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Lippe; [2019]
    Keywords : Unemployment; Youth Unemployment; Adult Unemployment; OECD; Shocks; Institutions; Business and Economics;

    Abstract : This paper analyses the driving factors of youth- and adult unemployment in the OECD-countries during the 21st century. Focus is on both macroeconomic shock variables, such as the GDP-gap, the real interest rate and total factor productivity-growth, and institutional variables, such as union density, active labour market policies, the tax wedge, the replacement rate and the share of temporary employment contracts. READ MORE

  4. 3. Applied asset prices and currency strength in backward- and forward-looking Taylor models

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Henrik Larsson Brehmer; Filip Vavika Hansson; [2016]
    Keywords : Taylor rule; Monetary policy; Asset prices; TCW-Index; Inflation; Business and Economics;

    Abstract : The purpose of the thesis is to examine if the Swedish Central Bank, the Riksbank, reacts to changes in asset prices and the strength of the currency when regulating the short term interest rate. The application of backward- and forward-looking Taylor rules will help us evaluate the outcome of the Riksbank’s inflation forecast. READ MORE

  5. 4. An analysis of linkage between foreign direct investment and GDP per Capita in Pakistan : A time series analysis

    University essay from Högskolan Dalarna/Nationalekonomi

    Author : Muhammad Nawaz Rafi; [2014]
    Keywords : GDP Per capita; FDI; Gross capital formation; GDP gap; Time series and Pakistan.;

    Abstract : This study aims to investigate the relation between foreign direct investment (FDI) and per capita gross domestic product (GDP) in Pakistan. The study is based on a basic Cobb-Douglas production function. Population over age 15 to 64 is used as a proxy for labor in the investigation. READ MORE