Sökning: "Structural Vector Autoregression"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Structural Vector Autoregression.

  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. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; [2023]
    Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

    Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER

  4. 3. Quantitative Easing's Effect on Income Inequality - A study on Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Jack Söderberg; Viktor Bäckfors; [2023]
    Nyckelord :Income Inequality; Quantitative Easing; Income Composition Channel; Unconventional Monetary Policy;

    Sammanfattning : This study explores if the first Swedish quantitative easing program conducted between 2015 and 2018 had an impact on the income distribution. In line with previous research, a structural vector autoregression is employed. As a metric of inequality, the linearly interpolated Gini coefficient, before taxes and transfers, is used. LÄS MER

  5. 4. 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

  7. 5. Determinants of Inflation - Evidence from Sweden

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; Emanuel Skeppås; [2022]
    Nyckelord :Bayesian Vector Autoregression; Structural Vector Autoregression; New Keynesian Phillips Curve; Inflation; Sign and Zero Restrictions; Business and Economics;

    Sammanfattning : This thesis examines what have been the main drivers of inflation in Sweden in recent years. This is done through the New Keynesian Phillips Curve with marginal cost which serves as the theoretical background to explain inflationary behavior. LÄS MER