Sökning: "General Impulse Response Functions"

Hittade 3 uppsatser innehållade orden General Impulse Response Functions.

  1. 1. Buy now, default later. - To what extent does the interest rate of consumption loans impact the future purchasing power in Sweden?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Eriksson; Victor Sahlin; [2022-06-23]
    Nyckelord :;

    Sammanfattning : How does an increase in the interest rate affect the share of household income devoted to monthly debt payments? Over recent decades, loans and credits to consumption in Sweden have risen at a pace higher than that of other types of debt, such as mortgages. Although loans and credits to consumption still account for a relatively small portion of the total debt, (about 20% of the aggregated Swedish private debt) they amount to a substantial part of the households’ monthly debt payments. LÄS MER

  2. 2. Do Oil Price Shock Affect Household Consumption? -Evidence from five OECD Countries

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nabila Zaman; [2015]
    Nyckelord :OECD; Household consumption; Vector Autoregressive Model; Key words: Oil price shock; Business and Economics;

    Sammanfattning : International oil prices have been fluctuating a lot since decades. Since oil is an important component influencing global indicators, it is also important to evaluate to what extent consumer spending is affected in the aftermath of oil price shocks. LÄS MER

  3. 3. Monetary Policy and the European Housing Demand - A Global VAR Analysis

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Susanna Hellström; Emil Brodin; [2013]
    Nyckelord :Monetary Policy; Global VAR; General Impulse Response Functions; EMU; Business and Economics;

    Sammanfattning : This study investigates the impact of monetary policy on the demand for housing following a common shock to the mortgage rate. This is done through a global model linking individual country vector error correction models in which the domestic variables are related to the country-specific foreign variables. LÄS MER