Sökning: "taylor rule"

Visar resultat 1 - 5 av 35 uppsatser innehållade orden taylor rule.

1. 1. Overburdened and Underrated: Understanding the Effects of Financial Repression

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Carl Thuresson; Valdemar Norman; [2023]
   Nyckelord :Financial Repression; the current account; the exchange rate; Interest Rate Controls; Real Interest Rate; Business and Economics;

   Sammanfattning : Financial Repression is increasingly recognized as a viable approach to address high and unsustainable debt levels. Despite its history dating back to the early-mid 1900s, the economic implications of Financial Repression have yet to be fully explored. LÄS MER

3. 2. Hitting the Target: An Analysis of Inflation Targeting Policies

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Elin Roslund; Victoria Benckert; [2023]
   Nyckelord :Inflation Target; Inflation; Generalized Synthetic Control Method; Discretion; Taylor Rule;

   Sammanfattning : Acknowledging that world inflation reached its highest levels in decades in 2022, this paper investigates how the adoption of an inflation targeting regime has affected the inflation level and the inflation variability for a sample of five advanced economies from 1980 until the end of 2020. This paper discusses the implications of inflation targets in relation to the relative output growth across inflation targeting and non-inflation targeting economies to further contribute to the debate about its efficacy. LÄS MER

4. 3. Forecasting, Monetary Policy, Nominal Gross Domestic Product Stability, and Macroeconomic Outcomes in a suboptimal currency area. : An examination of the Eurozone

   Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Layton Nyanzi Mukwaya; Jordi Garcia Martinez; [2023]
   Nyckelord :Macroeconomics Nominal GDP;

   Sammanfattning : The purpose of this paper is the examination of whether a strategy of using forecasts to stabilise the Nominal Gross Domestic Product (NGDP) growth rate as a nominal anchor, through a rules-based approach to monetary policy is viable in the Eurozone. The paper uses a modified Taylor rule, that uses NGDP forecasts as a variable to generate a prescribed interest rate from which the interest rate set by the European Central Bank (ECB) is subtracted to create a variable we call the Rate Gap. LÄS MER

5. 4. Forecasting Swedish Inflation and Policy Rates Using Random Forests and Bullard's Modernized Taylor Rule

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Vladimir Bondarenko; [2023]
   Nyckelord :Inflation Forecasting; Interest Rate Forecasting; Modernized Taylor Rule; Random Forest;

   Sammanfattning : 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. LÄS MER

7. 5. Does the Riksbank follow the Taylor rule? : An empirical analysis of the Riksbank’s monetary policy 1995-2023

   Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Viktor Lundmark; [2023]
   Nyckelord :The Riksbank; Taylor rule; monetary policy; reaction function;

   Sammanfattning : In this thesis I examine the Riksbank’s monetary policy for five periods from 1995-2023 to see if the Riksbank follows the Taylor rule. I do so by conducting a diagram of the actual policy rate and the suggested policy rate from the Taylor rule. LÄS MER