Essays about: "Inflation differentials"
Showing result 1 - 5 of 8 essays containing the words Inflation differentials.
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1. Oil Price Pass-Through in the EMU. An empirical study of the role of energy for oil price pass-through to inflation and inflation differentials
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper examines the relationship between oil prices and its pass-through to inflation and inflation differentials in the European Monetary Union from the first quarter of 1999 to the last quarter of 2021. By using local projections to derive impulse response functions of an oil price shock, the pass-through to the inflation level is examined focusing on the role of energy-related transmission channels. READ MORE
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2. What causes fluctuations in the exchange rate? A quantitative study on the underlying variables that affects the Swedish Krona and Euro exchange rate
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This paper focuses on analysing the SEK/EURO exchange rate and focuses on testing if 5 specific variables chosen based on previous research affect the SEK/EURO rate. The study uses monthly data from January 2000 to September 2019, the five variables tested are Interest Rate differentials, Inflation Rate differentials, Yield Curve differentials, Implied Volatility Index and the difference in Economic Sentiment. READ MORE
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3. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. READ MORE
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4. A study of inflation differentials among Euro-countries
University essay from Umeå universitet/NationalekonomiAbstract : Adapting the euro-currency implies transmitting the national monetary policy to European Central Bank. This implies that a nation can no longer use the monetary policy to dampen or to stimulate the economy. A high rate of inflation is destructive to an economy while a low rate of inflation can be beneficial to a limited extent. READ MORE
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5. Black Market Premium, Case study: Republic of Belarus
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : We extend the theory of uncovered interest rate parity to explain the black market premium. The theory is applied to different economic-monetary regimes in Belarus and tested through the estimation of a vector error-correction model (VECM) for the cointegrating relationship between black market prices, interest rate differentials and inflation differentials, using a newly created dataset. READ MORE