Sökning: "vector autoregressive bank"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden vector autoregressive bank.

  1. 1. Spillover Effect on Swedish Inflation : How ECBs interest rate changes effect Swedish inflation

    Magister-uppsats, Högskolan Dalarna/Institutionen för kultur och samhälle

    Författare :Rasmus Ramström; [2023]
    Nyckelord :Inflation; Cointegration; Vector autoregression; spillover; Sweden;

    Sammanfattning : There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. LÄS MER

  3. 2. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Severin Suess; [2022]
    Nyckelord :;

    Sammanfattning : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. LÄS MER

  4. 3. Quantitative easing and the Swedish housing market

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Albin Magnusson; [2022]
    Nyckelord :;

    Sammanfattning : This study examines the impact of quantitative easing on house prices in Sweden, the United States and the United Kingdom, using a vector autoregressive (VAR) model, covering the balance sheet policies of the central bank from January 2015 to December 2021. Results from the impulse response functions provide evidence that a positive shock to the balance sheet have a positive impact on house prices in all countries, but the effects vary greatly between the countries. LÄS MER

  5. 4. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Axel Öhlund; Anna Domnina; [2021]
    Nyckelord :Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

    Sammanfattning : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. LÄS MER

  7. 5. The Effects of the Swiss Currency Floor on the Exchange Rate Pass-Through in Switzerland. A Structural VAR Analysis.

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Costanza Gai; [2020]
    Nyckelord :Exchange rate pass-through; Switzerland; VAR; Consumer Prices; Import Prices;

    Sammanfattning : The Swiss Franc experienced a substantial appreciation following the financial and the Euro crises in 2008 and 2011. In response to deflationary pressures, the Swiss National Bank set an exchange rate floor of 1.20 Swiss Francs per Euro in September 2011. The floor was discontinued in January 2015. LÄS MER