Sökning: "Nominal Exchange Rates"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden Nominal Exchange Rates.

  1. 1. Kan värdet på den svenska kronan förklaras av räntedifferenser mellan länder? : En empirisk analys av det öppna ränteparitetsvillkoret på kort sikt

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Jessica Törnberg; Christine Eriksson; [2024]
    Nyckelord :Central bank policy rates; Monetary policy; Nominal exchange rate; Nominal interest rate; Open Interest Parity Condition; Safe haven ; Nominell växelkurs; Nominell ränta; Penningpolitik; Safe haven; Styrränta; Öppet ränteparitetsvillkor ;

    Sammanfattning : Under de senaste 14 åren har den svenska kronan genomgått en period av depreciering mot många andra valutor. Detta väcker frågan om vad som ligger till grund för växelkursens rörelser. LÄS MER

  3. 2. Hur väl har euron anpassat sig till PPP jämnvikten sedan införandet?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oliver Winchester; Lucas Sammarco; [2021]
    Nyckelord :EMU; purchasing power parity; nominal exchange rate regime; panel unit root test; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine whether the real imbalances that have arisen in the economy since the introduction of the euro are improving over time. By using panel data to test for a unit root in and measuring the half-life of eleven euro countries’ real exchange rates under different exchange rate systems from 1957 to 2019, we can investigate how the euro has affected the deviations from the PPP equilibrium. LÄS MER

  4. 3. The Riksbank and International Interest Rate Dynamics

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Stefan Lindborg; [2019-10-21]
    Nyckelord :Interest rate; International Dynamics; Capital Flows; Small Open Econimics; DSGE; Riksbank; Sweden;

    Sammanfattning : Based on the case of Sweden, this thesis studies the relationship between the nominal interest rate in a small open economy and the interest rates of the country's trading partners. Cross-country interest rate differentials affect domestic economic conditions through two channels; the exchange rate channel and via capital flows. LÄS MER

  5. 4. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Julian Unger; [2017]
    Nyckelord :Small open economy; uncovered interest rate parity; interest rate differential; nominal exchange rate; short-horizon interest rate; long-horizon interest rate;

    Sammanfattning : The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. LÄS MER

  7. 5. Nonlinearity In Exchange Rates : Evidence From African Economies

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Ndey Isatou Jobe; [2016]
    Nyckelord :Nominal Exchange Rates; Linear Models; Random Walk Model; Smooth Transition Autoregressive Model; Linearity Tests; Unit Root Tests; Forecast Evaluation.;

    Sammanfattning : In an effort to assess the predictive ability of exchange rate models when data on African countries is sampled, this paper studies nonlinear modelling and prediction of the nominal exchange rate series of the United States dollar to currencies of thirty-eight African states using the smooth transition autoregressive (STAR) model. A three step analysis is undertaken. LÄS MER