Essays about: "Federal funds rate"

Showing result 1 - 5 of 16 essays containing the words Federal funds rate.

  1. 1. Sustainability amid Monetary Policy : Quantitative Easing and Tightening

    University essay from Södertörns högskola/Nationalekonomi

    Author : Colman Etelkozi; [2023]
    Keywords : quantitative easing; QE; quantitative tightening; QT; monetary policy; macroeconomics; stability; sustainability; federal funds rate; FFR; genuine progress indicator; GPI; producer price index; PPI; inflation;

    Abstract : The purpose of this study is to examine whether the implementation of quantitative easing (QE) and quantitative tightening (QT) in the United States has detracted from the integrity of the country’s macroeconomic environment. In other words, does QE impact macroeconomic stability? Then, evaluate implications and externalities of stability as they relate to sustainability efforts. READ MORE

  2. 2. Forecasting Swedish Inflation and Policy Rates Using Random Forests and Bullard's Modernized Taylor Rule

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Vladimir Bondarenko; [2023]
    Keywords : Inflation Forecasting; Interest Rate Forecasting; Modernized Taylor Rule; Random Forest;

    Abstract : This paper examines whether the Riksbank could have predicted the historic inflationary surge in Sweden in the aftermath of the Covid-19 pandemic and warned the Swedish public prior to embarking on the most aggressive policy rate-hike cycle since the global financial crisis. I study the matter in two steps. READ MORE

  3. 3. The Risk Profile of the Federal Reserve's System Open Market Account Holdings of Domestic Treasury Securities and its Implications for United States Taxpayers

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linnea Rimberg; Astrid Linder; [2023]
    Keywords : Risk; Federal Reserve; System Open Market Account Holdings; Domestic Treasury Securities; Interest rate;

    Abstract : The composition of the System Open Market Account Holdings of Domestic Treasury Securities, along with its financial risks, may have implications for the funds transferred to the U.S. Treasury, potentially leading to higher taxes for American citizens. READ MORE

  4. 4. Changing Patterns over the FOMC Cycle

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Edvin Holst; Theodor Von Der Esch; [2023]
    Keywords : FOMC; Federal Reserve Board of Governors; Pre-FOMC announcement drift; Macro-announcements;

    Abstract : We document that in the period 2017 to 2022, the US stock market did not feature the same pattern of higher excess stock returns in even weeks following Federal Open Market Committee (FOMC) announcements as in the period 1994 to 2016. We show that timing of Board of Governors meetings and direction of Fed funds target rate movements affect US market returns in both periods, and connect changes in these factors to the distortion of the even-week return pattern. READ MORE

  5. 5. The Effect of Monetary Policy and other Macroeconomic Factors on Wealth Inequality in the United States

    University essay from Göteborgs universitet/Graduate School

    Author : Jacob Stridsberg; Alexander Myrberg; [2022-10-24]
    Keywords : ;

    Abstract : Wealth inequality is a crescent phenomenon and topic that has been gaining attention of late, not least in the United States, but in many other countries as well. This Master’s thesis seeks to discern what factors have been conducive to this increase, chiefly focusing on the role played by the central bank via setting the federal funds rate and its effect on the top 1 percentile’s wealth share. READ MORE