Essays about: "structural vector autoregressive model"

Showing result 1 - 5 of 15 essays containing the words structural vector autoregressive model.

  1. 1. The Effects of Quantitative Easing on Swedish Inflation: An Empirical Study of the Swedish Riksbank’s Quantitative Easing Programme between 2015-2019

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nora Jomaa; [2022]
    Keywords : Quantitative easing; inflation; structural vector autoregressive model; Business and Economics;

    Abstract : This paper investigates the effects on inflation of the Quantitative Easing programme employed by the Swedish Riksbank during the years 2015-2019. As previous studies have presented contradicting results on the topic, this paper aims to evaluate the potential effect of asset purchases on inflation through some of the main transmission channels identified by prevailing literature, namely the exchange rate, portfolio balancing and signalling channel. READ MORE

  3. 2. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Almgren; Isabelle Holmberg; [2022]
    Keywords : Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Abstract : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. READ MORE

  4. 3. An Estimation of the Economic Impact of Three Covid-19 Stimulus Packages

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pontus Johansson; Samuel Hederén; [2020]
    Keywords : Corona; covid-19; monetary policy; fiscal policy; stimulus; stimulus package; Sweden; USA; United Kingdom; VAR; impulse response; policy evaluation; Business and Economics;

    Abstract : This paper evaluates the effects of the economic reactions to the coronavirus crisis in Sweden, the United Kingdom and the United States of America. By using a structural vector autoregressive model we find the effect of a change in government spending, tax revenue and interest rates on GDP and unemployment. READ MORE

  5. 4. The Effects of the Swiss Currency Floor on the Exchange Rate Pass-Through in Switzerland. A Structural VAR Analysis.

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Costanza Gai; [2020]
    Keywords : Exchange rate pass-through; Switzerland; VAR; Consumer Prices; Import Prices;

    Abstract : The Swiss Franc experienced a substantial appreciation following the financial and the Euro crises in 2008 and 2011. In response to deflationary pressures, the Swiss National Bank set an exchange rate floor of 1.20 Swiss Francs per Euro in September 2011. The floor was discontinued in January 2015. READ MORE

  6. 5. THE REAL ECONOMIC EFFECTS OF MONETARY POLICY: CONSIDERING ASSET PRICES AND HOUSEHOLD DEBT

    University essay from Göteborgs universitet/Graduate School

    Author : ERIK THORDENBERG; [2019-10-21]
    Keywords : MONETARY POLICY; ASSET PRICES; DEBT CHANNEL; CONSUMPTION WEALTH CHANNEL;

    Abstract : Cycles in economic activity and assets pricing are a recurrent theme in economics. Throughout the twentieth century there has been a debate regarding the role of monetary policy in the creation and prevention of real economic shocks. READ MORE