Essays about: "U.S. interest rates"

Showing result 1 - 5 of 20 essays containing the words U.S. interest rates.

  1. 1. 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. 2. 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. 3. Industrial effects of U.S. monetary policy in Sweden : Evaluating the effects of higher U.S. interest rates on Swedish industries

    University essay from Umeå universitet/Nationalekonomi

    Author : Magnus Dahlberg; [2022]
    Keywords : ;

    Abstract : This study evaluates the effect of U.S monetary policy (Fed funds rate) on GDP for 11 Swedish industries classified by the NACE Rev.2 regulations made by the European Commission and Eurostat. I estimate 11 vector error correction models, one for each industry, to evaluate the industry-specific effect. READ MORE

  5. 4. Banks' Interest Rate Risk Exposure Under Low Rates: Tracing Exposure from Balance Sheet Positions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linnéa Ekberg; Denise Tayli; [2020]
    Keywords : Banks; Interest rate exposure; Low interest rates; Risk-taking;

    Abstract : Has the risk exposure of banks changed in response to low interest rates? We construct simple factor portfolios using the fair values of positions held by the U.S. banking sector in order to trace the interest rate exposure of individual positions on banks' balance sheets between 2001-2019. We find that the U. READ MORE

  6. 5. A Financial Market Segmented New-Keynesian Macro Model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Hjort; [2020]
    Keywords : Monetary Policy; Financial Market Segmentation; Credit Conditions; QE; IS Curve; Business and Economics;

    Abstract : This essay complements the monetary literature by estimation and simulation of a New-Keynesian macro model featuring financial market frictions and long bond portfolio policy. The model is an extended version of the canonical three-equation New-Keynesian model with segmented financial markets distinguishing the short-term money market from the long-term bond market. READ MORE