Sökning: "Structural Vector Autoregression SVAR"

Hittade 3 uppsatser innehållade orden Structural Vector Autoregression SVAR.

  1. 1. Does Labour Work? A Macroeconomic Perspective on Work Time Reduction

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Paul Pawlowski; Jack Vahnberg; [2023-06-29]
    Nyckelord :;

    Sammanfattning : We conduct an empirical study on work time reduction and its accompanying macroeconomic outcomes across countries. Specifically, we frame the analysis in the context of neoclassical and post-Keynesian economic theory, and their differing predictions on work time reduction, real GDP growth, unemployment and functional distribution. LÄS MER

  3. 2. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Almgren; Isabelle Holmberg; [2022]
    Nyckelord :Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Sammanfattning : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. LÄS MER

  4. 3. 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