Essays about: "Instrumental Variables General Method of Moments IV GMM"

Found 2 essays containing the words Instrumental Variables General Method of Moments IV GMM.

  1. 1. Where There’s Smoke, There’s Fire : An Analysis of the Riksbank’s Interest Setting Policy

    University essay from Stockholms universitet/Nationalekonomiska institutionen

    Author : Mehdi Lahlou; Sebastian Sandstedt; [2017]
    Keywords : Riksbank; Taylor Rule; Asset Prices; Instrumental Variables General Method of Moments IV GMM ; Principal Component Analysis PCA ; Factor GMM;

    Abstract : We analyse the Swedish central bank, the Riksbank’s, interest setting policy in a Taylor rule framework. In particular, we examine whether or not the Riksbank has reacted to fluctuations in asset prices during the period 1995:Q1 to 2016:Q2. READ MORE

  2. 2. Differences in Price Markups between Exporters and Non-Exporters

    University essay from Göteborgs universitet/Graduate School

    Author : Luis Sandoval; [2011-07-19]
    Keywords : ;

    Abstract : This paper builds on a simple model of Cournot competition with differentiated costs to study differences between exporters and non-exporters in terms of their domestic price markup and output shares and considering the case when firms face capacity constraints in the short-run. In the absence of capacity constraints, the model confirms the finding in previous research of a higher domestic markup for exporters than for non-exporters and finds that, in equilibrium, exporters who also produce for the domestic market have higher shares of total domestic output than non-exporters. READ MORE