Sökning: "inflation hhs"

Visar resultat 1 - 5 av 67 uppsatser innehållade orden inflation hhs.

1. 1. Are Distributional Variables Useful for Forecasting With the Phillips Curve?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Elsa Rosengren; Pippa Johns; [2024]
   Nyckelord :Distributional Variables; Heterogeneous Agents; Inflation; Phillips Curve; Inequality;

   Sammanfattning : Does information on the distribution of wealth and income help us forecast aggregate macroeconomic variables? In this thesis, we study how adding such distributional variables to a standard forecasting model affects the forecast accuracy, in the context of inflation forecasting. Using the simulated inflation forecasting approach of Atkeson and Ohanian (2001), we perform a horse race between a textbook NAIRU Phillips curve to an extension augmented with variables from the wealth and income distributions. LÄS MER

3. 2. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Anny Eklund; Markus Sallkvist; [2024]
   Nyckelord :Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

   Sammanfattning : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. LÄS MER

4. 3. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Gabriella Linderoth; Malte Meuller; [2024]
   Nyckelord :Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

   Sammanfattning : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. LÄS MER

5. 4. Navigating Private Equity Dynamics: An Agency Theory Perspective

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Andrea Bottinelli; [2024]
   Nyckelord :Private Equity Dynamics; Agency Theory; Market Evolution; Macroeconomic Impact; Co-investments;

   Sammanfattning : The essence of the private equity industry lies in the intricate relationship between Limited Partners (LPs) and General Partners (GPs), intertwining financial elements with human interactions. This thesis employs agency theory to dissect the behaviors of the principal (LP) and the agent (GP), providing a comprehensive exploration of the current private equity landscape and impending market evolution. LÄS MER

7. 5. Navigating Uncertain Waters: A Bayesian Threshold VAR Approach to Understanding the Impact of Commodity Price Shocks on Inflation

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Cajsa Klass; Selin Scheuerer; [2023]
   Nyckelord :Uncertainty; Bayesian; Commodity Price Pass-Through; Inflation; Threshold VAR;

   Sammanfattning : The Covid-19 pandemic in early 2020 led to unprecedented uncertainty, reducing the predictability of macroeconomic variables. At the same time, commodity price movements as a contributor to national consumer price inflation continue to surface in debates. LÄS MER