Sökning: "DSGE"

Visar resultat 11 - 15 av 18 uppsatser innehållade ordet DSGE.

  1. 11. Estimating the Impact of Introducing the e-krona in the Swedish Economy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Alejandro Moreno Puertas; [2019]
    Nyckelord :e-Krona; DSGE; Financial frictions; Pass-through mechanism; Central Bank Digital Currencies;

    Sammanfattning : This MSc Thesis analyzes the impact of introducing the e-krona in Sweden using a Dynamic Stochastic General Equilibrium (DSGE) model. The model includes the possibility for (i) patient households to convert their deposits into the e-krona and (ii) wholesale banks to borrow money from the Central Bank through a market funding mechanism. LÄS MER

  3. 12. 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. 13. To each his own: the weighting schemes of monetary policy. A DSGE scenario analysis of the Euro Area and its Members

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Alberto Venturin; [2018]
    Nyckelord :New Keynesian DSGE; Taylor Rule; open economy; policy weights; currency union;

    Sammanfattning : In this thesis, the role of different weighting schemes applied by a central bank to the members of a currency union in the conduction of monetary policy is analyzed. The analysis is conducted by embedding the coefficients of a Taylor rule, estimated by GMM on Euro Area data, in the two-country, open economy DSGE model developed in Erceg and Lindé (2013). LÄS MER

  5. 14. 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

  7. 15. Universal Basic Income and Sweden : -A simulation of the Swedish economy

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Maksat Allaberdyev; [2018]
    Nyckelord :;

    Sammanfattning : What if you could separate your salary from work, what would happen? How would individuals in a society react? Would they invest more in human capital, would they work halftime or at all? These are questions that follows if Universal Basic Income (UBI) would be implemented. What is Universal Basic Income? UBI is a suggestion of a welfare system where every month the state gives its citizens a sum of money without conditions. LÄS MER