Essays about: "Gabriella Linderoth"

Found 1 essay containing the words Gabriella Linderoth.

  1. 1. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gabriella Linderoth; Malte Meuller; [2024]
    Keywords : Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

    Abstract : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. READ MORE