Sökning: "Bayesian Vector Autoregression."

Visar resultat 1 - 5 av 8 uppsatser innehållade orden Bayesian Vector Autoregression..

  1. 1. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ebba Wallin; [2023]
    Nyckelord :Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

    Sammanfattning : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. LÄS MER

  3. 2. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; [2023]
    Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

    Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER

  4. 3. Determinants of Inflation - Evidence from Sweden

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; Emanuel Skeppås; [2022]
    Nyckelord :Bayesian Vector Autoregression; Structural Vector Autoregression; New Keynesian Phillips Curve; Inflation; Sign and Zero Restrictions; Business and Economics;

    Sammanfattning : This thesis examines what have been the main drivers of inflation in Sweden in recent years. This is done through the New Keynesian Phillips Curve with marginal cost which serves as the theoretical background to explain inflationary behavior. LÄS MER

  5. 4. Nowcasting U.S. Inflation: The Role of Online Retail Prices

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Edvin Ahlander; Eric Axdorph; [2021]
    Nyckelord :Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

    Sammanfattning : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. LÄS MER

  7. 5. On the Sources of the Great Moderation in Italy - A Time Varying VAR Approach

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Giovanni Sciacovelli; [2018]
    Nyckelord :Bayesian Estimation; Great Moderation; Italy; Time Varying Parameters; Vector Autoregression Analysis;

    Sammanfattning : The Great Moderation, a long-lasting period of reduced fluctuations in key macroeconomic variables, has attracted the attention of many scholars because of the positive outcomes associated with low volatility. The aim of these studies has mainly been to identify the ultimate source of this phenomenon. LÄS MER