Sökning: "Monetary Aggregates"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Monetary Aggregates.

  1. 1. Explaining the dynamics of exchange rate volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jacob Tjerneld; Hampus Lööw; [2022]
    Nyckelord :Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

    Sammanfattning : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. LÄS MER

  3. 2. An Interest Rate Benumbed : Evidence from a structural VAR; can a structural break be found in recent monetary policy transmission?

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Johan Modin; [2019]
    Nyckelord :monetary policy; vector autoregression; SVAR; nonstationarity; structural break;

    Sammanfattning : The reliability of monetary policy as an economic stabilisation tool depends on the understanding of the empirical effects of policy intervention on macroeconomic aggregates. Since investigating the interdependencies between macroeconomic variables necessarily involves studying their interactions over time, time series analysis is an important tool. LÄS MER

  4. 3. Money Supply Behavior in ‘BRICS’ Economies : - A Time Series Analysis on Money Supply Endogeneity and Exogeneity

    Kandidat-uppsats, IHH, Economics, Finance and Statistics

    Författare :PENGCHENG LUO; [2013]
    Nyckelord :Money Supply; Monetary Policy; BRIC; BRICS; Emerging Economy; Endogeneity; Exogeneity; Monetary Targeting; Time Series; VAR; VECM; Granger Causality; Monetary Economics;

    Sammanfattning : This thesis investigated money supply behaviors in the ‘BRICS’ group from 1982 to 2012. It empirically analyzed causality relationships between related monetary indicators by using quarterly data and time series econometric methods. LÄS MER

  5. 4. Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom

    Master-uppsats, Nationalekonomiska institutionen

    Författare :Ruzica Gajic; [2012]
    Nyckelord :Cost-push; demand-pull; impulse-response; monetary policy; New Keynesian theory; shocks; structural VAR;

    Sammanfattning : External economic shocks cause domestic macroeconomic aggregates to fluctuate. This may call for a macroeconomic policy intervention. Since the early 1990s an increasing number of countries have adopted an inflation targeting framework. LÄS MER

  7. 5. THE EFFECT OF EXCHANGE RATE AND MONETARY POLICY CHANGES ON STOCK RETURNS IN MEXICO AFTER THE TEQUILA CRISIS

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Sidaarth Asok; Eligio Rendon Castro; [2012]
    Nyckelord :Mexico; Stock Returns; Fixed Exchange Rate Regime; Monetary Tightness; Vector Auto-Regression; Impulse Response; Variance Decomposition; Monetary Aggregates; Difference in Difference Approach; Business and Economics;

    Sammanfattning : Purpose: To address any effect in Mexico´s stock returns due to changes in exchange rate and monetary policy after an economic shock (crisis). Methodology: We used a framework based on the Vector Auto-Regression approach. Additionally, the Difference-in-Difference regression approach was employed in order to briefly generalize our results. LÄS MER