Sökning: "Instrumental Variables General Method of Moments IV GMM"

Hittade 2 uppsatser innehållade orden Instrumental Variables General Method of Moments IV GMM.

1. 1. Where There’s Smoke, There’s Fire : An Analysis of the Riksbank’s Interest Setting Policy

   Kandidat-uppsats, Stockholms universitet/Nationalekonomiska institutionen

   Författare :Mehdi Lahlou; Sebastian Sandstedt; [2017]
   Nyckelord :Riksbank; Taylor Rule; Asset Prices; Instrumental Variables General Method of Moments IV GMM ; Principal Component Analysis PCA ; Factor GMM;

   Sammanfattning : We analyse the Swedish central bank, the Riksbank’s, interest setting policy in a Taylor rule framework. In particular, we examine whether or not the Riksbank has reacted to fluctuations in asset prices during the period 1995:Q1 to 2016:Q2. LÄS MER

3. 2. Differences in Price Markups between Exporters and Non-Exporters

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Luis Sandoval; [2011-07-19]
   Nyckelord :;

   Sammanfattning : This paper builds on a simple model of Cournot competition with differentiated costs to study differences between exporters and non-exporters in terms of their domestic price markup and output shares and considering the case when firms face capacity constraints in the short-run. In the absence of capacity constraints, the model confirms the finding in previous research of a higher domestic markup for exporters than for non-exporters and finds that, in equilibrium, exporters who also produce for the domestic market have higher shares of total domestic output than non-exporters. LÄS MER