Essays about: "econometrics and monetary"

Showing result 1 - 5 of 16 essays containing the words econometrics and monetary.

1. 1. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Henrik Saxton; [2022]
   Keywords : Real estate economics; macroeconomy; capitalization rate determinants; foreign investments; unconventional monetary policy; econometrics; dynamic ordinary least squares DOLS regression analysis; Fastighetsekonomi; makroekonomi; bestämningsfaktorer för direktavkastningskrav; utländska investeringar; okonventionell penningpolitik; dynamisk vanliga minstakvadratmetoden DOLS regressionsanalys;

   Abstract : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. READ MORE

3. 2. The Power of the Exchange Rate: A Study of the Role of Exchange Rates in Economic Growth and Crisis Recovery in Denmark, Sweden and Finland 1985-2013

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Sandra Hall; [2015]
   Keywords : Economic growth; exchange rate; financial crisis; Nordics; VAR analysis; monetary policy; Business and Economics;

   Abstract : Financial crises are recurring phenomena and studying how economic parameters affect outcome and recovery processes will most likely remain an area of intense research also in the years to come. The scope of this paper circulates around the causes and effects of two crises in the period 1985-2013 and their separate effects on the economies of Denmark, Sweden and Finland. READ MORE

4. 3. Including All

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Andersson; [2010]
   Keywords : inflation; monetary policy; Taylor Rule; inflation measuring; asset prices; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The thesis concerns inflation measuring and investigates how an alternative to the CPI or GDP-deflator inflation measures could be constructed. The theoretical foundations are based on the quantity theory of money. READ MORE

5. 4. The Monetary Model – A panel data approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Erik Ellström; NIklas Engblad; [2010]
   Keywords : economic theory; econometrics; nominal exchange rate; Economics; Panel Data; Cointegration; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy; economic systems; Business and Economics;

   Abstract : Abstract The purpose of this paper is to determine if effective exchange rate pricing can be based on the (flexible) monetary model. If so, it implies a cointegration relationship with a cointegrating vector between the spot exchange rate and the non-stationary determining variables of the monetary model; relative money supplies and relative national incomes. READ MORE

6. 5. An empirical evaluation of Value at Risk

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Martin Gustafsson; Caroline Lundberg; [2009-01-30T09:53:45Z]
   Keywords : Value at Risk; return characteristics; historical simulation; moving average; GARCH; normal distribution; Brentoil; OMXs30; Swedish treasurybills;

   Abstract : In light of the recent financial crisis, risk management has become a very current issue. One of the most intuitive and comprehendible risk measures is Value at Risk (VaR). VaR puts a monetary value on the risk that arises from holding an asset and is defined as the “the worst loss over a target horizon with a given level of confidence”. READ MORE