Essays about: "inflation dynamics"

Showing result 21 - 25 of 31 essays containing the words inflation dynamics.

1. 21. Should Debt and Housing Market Dynamics Affect Monetary Policy? Lessons from Sweden 1992-2015

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Danial Ali Akbari; [2016]
   Keywords : Monetary Policy; Private Indebtedness; Housing Prices; Flexible Inflation Targeting; Sweden.; Business and Economics;

   Abstract : In this study, it will be investigated whether housing market dynamics and private indebtedness should be included in the Swedish Riksbank's formulation of monetary policy according to its mission of flexible inflation targeting. A basic model of the supply and demand sides will be chosen. READ MORE

3. 22. Inflation Risk Premium in the Swedish Bond Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Viktor Berggren; Domantas Lubys; [2016]
   Keywords : inflation risk premium; liquidity risk premium; expected inflation; inflation-linked bonds;

   Abstract : The purpose of this study is to investigate the dynamics of the inflation risk premium in the Swedish bond market using nominal and inflation-linked bond yields. We apply a no-arbitrage method extracting real yields from nominal and inflation-linked yields taking the three-month indexation lag inherent in Swedish bond yields into account. READ MORE

4. 23. Cross-market linkages and the role of speculation in agricultural futures markets

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Pierre Andreasson; Jonathan Siverskog; [2015]
   Keywords : Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

   Abstract : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. READ MORE

5. 24. Estimating the Swedish Phillips Relationship in a Markov-Switching Vector Autoregression

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Svante Midander; Sebastjan Wassermeyer; [2015]
   Keywords : Markov-switching; Phillips curve; Vector autoregression; Inflation expectations; Non-linear time series models;

   Abstract : The Swedish Phillips relationship was recently examined by Svensson (2015), who found that the long-run trade-off is downward-sloping. Hence, there is an unemployment cost of inflation. He argues that this has occurred because inflation expectations are anchored to the inflation target, while average inflation has deviated from the target. READ MORE

6. 25. The Debate on Inflation Dynamics and the Swedish Experience

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Philip Odum; [2013]
   Keywords : new-Keynesian hybrid Phillips curve; Economics; Sweden; inflation dynamics; GMM; maximum likelihood; Business and Economics;

   Abstract : Inspired by the methodology of Galí and Gertler (1999) and Lindé (2005) and the seemingly fierce debate over the most appropriate econometric approach to study inflation dynamics, the new-Keynesian hybrid Phillips curve has been conducted with Swedish sample data and estimated with the general method of moment (GMM) and the full information maximum likelihood (FIML) estimators. GMM generated estimates that reject the idea of pure forward-looking behavior in price setting, but backwardness in price setting seems to be predominated. READ MORE