Sökning: "DSGE modelling"

Hittade 3 uppsatser innehållade orden DSGE modelling.

  1. 1. 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

  3. 2. Internal and External Habits Formation: Policy Analysis Implications and Bayesian Estimation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Davide Brignone; [2018-07-02]
    Nyckelord :;

    Sammanfattning : The Euler equation relies on strictly and rigid assumptions and it has been proved that consumers do not follow this equation in real data. One way to improve this consumption expression is introducing the hypothesis of Habit formations, which re- ect the idea of non-time separable preferences. LÄS MER

  4. 3. Systemic risk, countercyclical capital, and stress tests: Macroprudential policy in a macroeconomic model

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Julien Weber; [2018]
    Nyckelord :Countercylical capital requirements; DSGE modelling; Macroprudential policy; Stress tests; Systemic risk;

    Sammanfattning : The financial crisis has shown that better macroprudential regulation is needed to counteract systemic risk in the financial system. In addition to the Basel III requirements, macroprudential stress tests are being developed to address system-wide imbalances. LÄS MER