Essays about: "Bayesian Vector Autoregression"
Showing result 1 - 5 of 8 essays containing the words Bayesian Vector Autoregression.
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1. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE
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2. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. READ MORE
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3. Determinants of Inflation - Evidence from Sweden
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis examines what have been the main drivers of inflation in Sweden in recent years. This is done through the New Keynesian Phillips Curve with marginal cost which serves as the theoretical background to explain inflationary behavior. READ MORE
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4. Nowcasting U.S. Inflation: The Role of Online Retail Prices
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. READ MORE
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5. On the Sources of the Great Moderation in Italy - A Time Varying VAR Approach
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : The Great Moderation, a long-lasting period of reduced fluctuations in key macroeconomic variables, has attracted the attention of many scholars because of the positive outcomes associated with low volatility. The aim of these studies has mainly been to identify the ultimate source of this phenomenon. READ MORE