Essays about: "Simon Jörgensen"

Found 1 essay containing the words Simon Jörgensen.

  1. 1. A Historical Evaluation of Inflation Dynamics and the Role of Inflation Expectations

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rikard Irebo; Simon Jörgensen; [2009]
    Keywords : inflation; VaR; Inflation Expectations; historical; correlation scheme; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : We employ a VAR-model to study the dynamics of inflation and the role of inflation expectations and other macro economic variables to the inflation process with annual data over the period 1880-2005 in Denmark, France, Germany, Italy, Sweden, The UK and The US. We divide the period into four sub-periods following the Lucas critique (1976). READ MORE