Essays about: "Structural Vector Autoregression SVAR"

Found 3 essays containing the words Structural Vector Autoregression SVAR.

  1. 1. Does Labour Work? A Macroeconomic Perspective on Work Time Reduction

    University essay from Göteborgs universitet/Graduate School

    Author : Paul Pawlowski; Jack Vahnberg; [2023-06-29]
    Keywords : ;

    Abstract : We conduct an empirical study on work time reduction and its accompanying macroeconomic outcomes across countries. Specifically, we frame the analysis in the context of neoclassical and post-Keynesian economic theory, and their differing predictions on work time reduction, real GDP growth, unemployment and functional distribution. READ MORE

  2. 2. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Almgren; Isabelle Holmberg; [2022]
    Keywords : Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Abstract : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. READ MORE

  3. 3. An Interest Rate Benumbed : Evidence from a structural VAR; can a structural break be found in recent monetary policy transmission?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Johan Modin; [2019]
    Keywords : monetary policy; vector autoregression; SVAR; nonstationarity; structural break;

    Abstract : The reliability of monetary policy as an economic stabilisation tool depends on the understanding of the empirical effects of policy intervention on macroeconomic aggregates. Since investigating the interdependencies between macroeconomic variables necessarily involves studying their interactions over time, time series analysis is an important tool. READ MORE