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Dissertations / Theses on the topic 'Macroeconomic Shock'

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Published: 10 September 2021

Last updated: 29 July 2025

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1

Kuralbayeva, Karlygash. "Macroeconomic Adjustment to Resource Shock in a Growing Two-sector Economy." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.485461.

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This thesis focuses on the issues that face small open economies well endowed with natural resources and subject to external shocks such as changes in their terms of trade or in the world interest rate. Chapter 2 examines the Dutch disease problem in a model with capital accumu: lation and an open international capital account. Given that an improvement in the terms of trade is associated with a decrease in the risk-premium on lending to this economy, as it is shown in the chapter, this can lead to a Dutch party (rather than Dutch disease) in which real exchange rate appreciation is associated

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2

Wills, Samuel Edward. "Macroeconomic policy in resource-rich economies." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:a7050812-cec5-47f6-912b-d00252c3d69f.

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This thesis considers how fiscal and monetary policy should be conducted in resourcerich economies. It consists of three papers addressing: whether governments should spend, save or invest volatile oil income; the assets they should save in; and how monetary policy should respond. The first, “Eight principles for managing resource wealth”, shows that capital-scarce countries should save relatively less against oil price volatility, and invest more in domestic capital. They also should prepare for volatility in advance, and treat savings as a source of income rather than a temporary buffer. To

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3

FAUSER, SIMON GEORG. "Un modello reggionale del mercato di lavoro per la Germania - an analisi degli shock macroeconomici e variabili della politica economica." Doctoral thesis, Università Cattolica del Sacro Cuore, 2009. http://hdl.handle.net/10280/622.

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La crescita di disoccupazione europea durante i decenni passati derivano dell’alto tasso di disoccupazione delle grandi nazioni europee. A livello sub-nazionale la disoccupazione varia molto e riflette la diversa struttura economica regionale. Assieme alla crescente complessità, l’importanza delle strutture regionale e il processo d’integrazione europea, ciò evidenza la necessità di strumenti analitici di supporto al policy-maker. L’autore costruisce un modello adeguato a tale scopo e lo applicano alle regioni tedesche dell’ovest dal 1975 al 2005. Il modello si basa su modelli precedenti per l

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4

FAUSER, SIMON GEORG. "Un modello reggionale del mercato di lavoro per la Germania - an analisi degli shock macroeconomici e variabili della politica economica." Doctoral thesis, Università Cattolica del Sacro Cuore, 2009. http://hdl.handle.net/10280/622.

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La crescita di disoccupazione europea durante i decenni passati derivano dell’alto tasso di disoccupazione delle grandi nazioni europee. A livello sub-nazionale la disoccupazione varia molto e riflette la diversa struttura economica regionale. Assieme alla crescente complessità, l’importanza delle strutture regionale e il processo d’integrazione europea, ciò evidenza la necessità di strumenti analitici di supporto al policy-maker. L’autore costruisce un modello adeguato a tale scopo e lo applicano alle regioni tedesche dell’ovest dal 1975 al 2005. Il modello si basa su modelli precedenti per l

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5

Ponte, Joel Cabrita Pincho da. "Efeito das experiências passadas nos investimentos financeiros na Europa : análise empirica com base no SHARELIFE e SHARE (2006-2010)." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/6393.

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Mestrado em Finanças<br>Esta tese investiga os efeitos das experiências passadas dos detentores de ações e obrigações, que viveram a Crise Financeira de 2008, num contexto da Household Finance. Após análise da literatura, foi possível testar empiricamente modelos para Stockholdings e Bondholdings com base no cruzamento dos dados do Survey of Health, Ageing and Retirement in Europe (SHARE), nomeadamente SHARELIFE (2008) e SHARE (WAVE 2 - 2006 e WAVE 4 - 2010), de 12 países (N = 8.649 de indivíduos com idade entre os 50 e 90 anos). Várias especificações foram testadas usando modelos Probit, em q

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6

Sun, Qi. "Four essays in dynamic macroeconomics." Thesis, St Andrews, 2010. http://hdl.handle.net/10023/941.

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7

MEMBRETTI, MARCO. "Firm size and the Macroeconomy." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2023. https://hdl.handle.net/10281/403956.

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La tesi è formata da due capitoli su dinamica della distribuzione delle imprese e shock aggregati. Usando un modello ad imprese eterogenee, la tesi studia le fluttuazioni di ciclo economico dovute a shock alla tecnologia ed ai costi in entrata.<br>This dissertation collects two essays on firm size dynamics and aggregate shocks. By employing a model with heterogeneous firms, search frictions and endogenous entry/exit we investigate the business cycle dynamics of the firm size distribution by looking at entry cost and technology shocks. The thesis is divided into two chapters.\\ The first chapt

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8

Figueres, Juan Manuel. "Nonlinear Effects of Macroeconomic Shocks." Doctoral thesis, Università degli studi di Padova, 2016. http://hdl.handle.net/11577/3421777.

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This thesis investigates the nonlinear macroeconomic effects of fiscal and uncertainty shocks. It comprises three contained chapters, each one of them being self-contained. In each chapter, theoretical predictions coming from theoretical models are presented and discussed. Such predictions are then tested using state-of-the-art econometric techniques. The first chapter is titled “News in State-Dependent Fiscal Multipliers: The Role of Confidence”. This study scrutinizes the role of consumer confidence in determining the real effects that unanticipated (news) government spending shocks hav

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9

Silveira, Maria do Carmo Trovoada Pires de Carvalho. "O Ambiente Macroeconómico como Fator Crítico da Construção da Resiliência Económica de Pequenos Estados Insulares: O caso de São Tomé e Príncipe." Doctoral thesis, Instituto Superior de Ciências Sociais e Políticas, 2021. http://hdl.handle.net/10400.5/23430.

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Tese de Doutoramento em Ciências Sociais na especialidade em Desenvolvimento Socioeconómico<br>A tese investiga a temática da resiliência económica de Pequenos Estados Insulares. Tomando como estudo de caso, São Tomé e Príncipe, pretende-se analisar e compreender os desafios das políticas macroeconómicas na construção da resiliência económica de uma pequena economia insular e compreender por que razão as políticas macroeconómicas implementadas neste país não têm contribuído para promover a sua resiliência económica. A investigação fundamentada na análise da bibliografia sobre a temática,

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10

Dia, Enzo. "Banks, information costs, and macroeconomic shocks." Thesis, University of Strathclyde, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.424297.

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11

Crespo, Cuaresma Jesus, Florian Huber, and Luca Onorante. "The macroeconomic effects of international uncertainty shocks." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5462/1/wp245.pdf.

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We propose a large-scale Bayesian VAR model with factor stochastic volatility to investigate the macroeconomic consequences of international uncertainty shocks on the G7 countries. The factor structure enables us to identify an international uncertainty shock by assuming that it is the factor most correlated with forecast errors related to equity markets and permits fast sampling of the model. Our findings suggest that the estimated uncertainty factor is strongly related to global equity price volatility, closely tracking other prominent measures commonly adopted to assess global uncertainty.

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12

Tsai, Yi-Chan. "Two Essays on Macroeconomic Shocks and Economic Fluctuations." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1275488266.

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13

Minasyan, Gohar. "Essays in International Macroeconomics." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104630.

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Thesis advisor: Fabio Ghironi<br>Thesis advisor: Peter Ireland<br>This thesis includes three essays. The first chapter analyzes how the implications of productivity shocks in an open economy can differ depending on the size of the economy relative to the rest of the world. It employs a stylized two-country general equilibrium model with love of variety, where economies differ in size and shows that a dynamic home market effect is present: productivity shocks that lower production and entry costs lead to deterioration of home terms of trade when home is small relative to the rest of the word bu

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14

Caggese, Andrea. "Financing constraints and firm dynamics." Thesis, London School of Economics and Political Science (University of London), 2002. http://etheses.lse.ac.uk/1622/.

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How important are financing constraints in explaining the cyclical behaviour of investment. How do they affect the investment responses to macroeconomic shocks. This thesis answers these questions by developing a structural model of investment with financing and irreversibility constraints and by analysing its implications both theoretically and empirically. After briefly reviewing the recent advancements of the investment literature in chapter 1, in chapter 2 we present a preliminary empirical analysis of the links between financial structure and firm dynamics. In chapter 3 we develop a basic

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15

Melichar, Mark Alan. "Essays on the macroeconomic effects of energy price shocks." Diss., Kansas State University, 2013. http://hdl.handle.net/2097/15994.

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Doctor of Philosophy<br>Department of Economics<br>Lance Bachmeier<br>In the first chapter I study the effects of oil price shocks on economic activity at the U.S. state-level, an innovative feature of this dissertation. States which rely more heavily on manufacturing or tourism are more adversely affected by adverse oil price shocks, while states which are major energy producers either benefit or experience insignificant economic changes from historically large oil price increases. Additionally, oil price increases from 1986 to 2011 have not impacted state-level economies to the same degree a

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16

Morelli, Salvatore. "The long run evolution of inequality and macroeconomic shocks." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:03fd894e-581e-4c80-9ee6-bc965b9e5aed.

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This thesis is concerned with two main questions. Do systemic banking crises substantially affect the income distribution in a country? Is income inequality a destabilising factor for the macro-economy? In order to answer the first question, this thesis examines a panel of 26 countries since 1900 and assembles a new database of crises, finding that the impact of major banking crises on the national income shares detained by the income groups within the richest decile is mostly small in magnitude. Indeed, the estimated impact is never bigger than a standard deviation of the specific top shares

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17

Brianti, Marco. "Essays in Macroeconomics:." Thesis, Boston College, 2021. http://hdl.handle.net/2345/bc-ir:109064.

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Thesis advisor: Ryan A. Chahrour<br>The dissertation studies the primary sources of business-cycle fluctuations and their interaction with uncertainty and financial frictions. In my work, I examine the degree to which changes in uncertainty and financial conditions can be independent drivers of economic fluctuations; I study the sources of boom-bust cycles and whether they are linkedto credit market sentiments; and I ask how financial frictions affect economic fluctuations in terms of prices and quantities. In "Financial and Uncertainty Shocks", I separately identify financial and uncertainty

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18

Unal, Umut. "Essays in Open Economy Macroeconomics." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/648.

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This dissertation raises a number of policy concerns from a macroeconomic policy point of view and provides additional insights and implications in terms of the effects of fiscal policy and its macroeconomic effects that have kept the open economy macroeconomics literature busy since the early 2000s. The first essay develops a dynamic stochastic general equilibrium (DSGE) model for analyzing the impact of various capital income tax policies in a small open economy that is populated by households possessing endogenous time preferences. I contribute to the literature by studying the impacts of:

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19

Kang, Taesu. "Essays in Macroeconomics with Frictions and Uncertainty Shocks." Thesis, Boston College, 2012. http://hdl.handle.net/2345/2891.

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Thesis advisor: Fabio Ghironi<br>This dissertation consists of three essays on macroeconomics with frictions and uncertainty shocks. The first essay is "Collateral Constrained Workers' Unemployment". Financial market and labor market are closely interconnected each other in the sense that unemployed workers have difficulty not only in borrowing new loan but also in repaying outstanding loan. In addition, if unemployment entails loss from default and no new loan, credit constrained workers will accept lower wage to avoid the loss from losing job. In this paper, we try to investigate the role of

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20

Atems, Bebonchu. "Essays in nonlinear macroeconomic modeling and econometrics." Diss., Kansas State University, 2011. http://hdl.handle.net/2097/11985.

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Doctor of Philosophy<br>Department of Economics<br>Lance J. Bachmeier<br>This dissertation consists of three essays in nonlinear macroeconomic modeling and econometrics. In the first essay, we decompose oil price movements into oil demand (stock market) shocks and oil supply (oil-market) shocks, and examine the response of the stock market to these shocks. We find that when oil prices are “net-increasing”, a stock market shock that causes the S&P 500 to rise by one percentage point will cause the price of oil to rise approximately 0.2 percentage points, with a statistically significant positiv

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21

Sonmez, Sinem. "The Macroeconomic Response to Oil Price Shocks from 1970-2013." Thesis, The New School, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10126041.

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<p> This thesis explores the dynamic relationships among oil prices (real and nominal), real government spending, real exchange rates, GDP (real and nominal), M2, inflation, foreign exchange reserves, and reserve money for the GCC countries (Bahrain, Kuwait, Oman, Saudi Arabia, UAE, and Qatar) and the non-GCC oil exporters (Canada, Norway, Iran, Russia, Nigeria, and Venezuela) for the 1970-2013 period. The thesis consists of three chapters, depending on the specific macroeconomic relationship being explored. I treat oil price shocks as exogenous. This treatment results in a significantly hig

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22

Moreira, André Rocha Graça Fernandes. "The macroeconomic effects of (different) oil shocks: a VAR approach." Master's thesis, NSBE - UNL, 2009. http://hdl.handle.net/10362/9455.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics<br>This paper investigates the contribution of oil supply, global activity and precautionary oil-demand innovations for the major episodes of increasing oil prices and US macroeconomic fluctuations. The empirical approach employed is based on the recursively identified VAR model of the crude oil market proposed in Kilian (2008). The estimated results attribute the 2002-2008 oil price increase to global activity and to precautionary dema

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23

Qureshi, Hammad. "Three Essays in Macroeconomic Dynamics." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1250368900.

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24

Montenegro, Santiago. "External shocks and macroeconomic policy in a small open developing economy." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.357399.

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25

Xyngis, Georgios. "On the propagation of scale-dependent macroeconomic shocks into asset prices." Thesis, University of East Anglia, 2016. https://ueaeprints.uea.ac.uk/63948/.

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This thesis focuses on the propagation of scale-specific (i.e., horizon-dependent) macroeconomic shocks into asset prices. In particular, chapter 1 provides an introduction to the theory and methods necessary for understanding scale-dependencies in financial economics. First, I present the multiresolution-based decompositions for weakly stationary time series of Ortu et al. (2013) and discuss its connection with other techniques in the literature. Next, I analyse the power and size properties of multi-scale variance ratio tests that distinguish a white noise process from a process whose scale-

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26

Dombeck, Brian. "The Effects of News Shocks and Bounded Rationality on Macroeconomic Volatility." Thesis, University of Oregon, 2017. http://hdl.handle.net/1794/22636.

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This dissertation studies the impact embedding boundedly rational agents in real business cycle-type news-shock models may have on a variety of model predictions, from simulated moments to structural parameter estimates. In particular, I analyze the qualitative and quantitative effects of assuming agents are boundedly rational in a class of DSGE models which attempt to explain the observed volatility and comovements in key aggregate measures of U.S. economic performance as the result of endogenous responses to information in the form of ``news shocks''. The first chapter explores the theoretic

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27

Yang, Weonho. "Macroeconomic effects of fiscal policy." Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/7629.

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The interest in the use of fiscal policy as an effective economic policy tool has been revived recently, since the global recession of 2008 hit the world. In spite of a large empirical literature, there remains substantial uncertainty about the size and even the direction of the effects of discretionary fiscal policy. This thesis seeks to investigate the macroeconomic effects of discretionary fiscal policy in the short term, highlighting several methodologies for identifying discretionary fiscal policy. In Chapters 2 and 3, we suggest a new instrument based on the narrative approach for identi

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SACCAL, ALESSANDRO. "Essays in applied macroeconomics." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2013. http://hdl.handle.net/2108/208145.

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A representative agent dynamic stochastic general equilibriummodel is to be exploited so as to encapsulate, within one single framework, news oriented permanent and transitory technology shocks as well as noise ones. Real news driven long-run effect aside, the channel by which such are to encroach upon short-run production and consumption, and, thereby, replicate the germane multifarious empirical growth patterns, is to be a labour augmenting and consumption amplifying signal coalescence empowered up to a finite volition degree, altogether representing the so-called confidence, to itself

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Lombardo, Giovanni. "Monopolistics distortion and the real effects of monetary shocks." Thesis, University of York, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323504.

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Embergenov, Bakhitbay. "The effect of oil price shocks on the macroeconomy." Thesis, Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/1447.

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31

Gajic, Ruzica. "Macroeconomic Shocks and Monetary Policy : Analysis of Sweden and the United Kingdom." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-184682.

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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. In reality, inflation targeters do not have perfect information when determining the interest rate in order to maintain their goal of price stability and stable economic growth. Therefore it is relevant to understand how shocks affect the domestic macroeconomic aggregates theoretically and investigate whether the theoretical predictions hold empirically. I use

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Sloan, Andrew Stephen. "Regional macroeconomic dynamics in Britain : investigating structural heterogeneity in transmission of shocks." Thesis, University of Hull, 2009. http://hydra.hull.ac.uk/resources/hull:1672.

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This thesis is a study of the macrodynamics of the British regions. It reports the existence of heterogeneity in British regional macrodynamics and furthermore demonstrates, through three related research programmes, for the first time how differences in short run and long run dynamics of the regions are related to structural factors reflecting their different industrial composition.

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Ortiz, Marco Antonio. "Essays in macroeconomic theory : informational frictions, market microstructure and fat-tailed shocks." Thesis, London School of Economics and Political Science (University of London), 2013. http://etheses.lse.ac.uk/888/.

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This thesis is composed by five chapters. Chapter 1 presents a new Keynesian open economy model that includes risk-adverse foreign-exchange market dealers and foreign exchange intervention by the monetary authority. In this setup portfolio decisions made by dealers add an endogenous time variant risk-premium element to the traditional UIP that depends on FX intervention by the central bank and FX orders by foreign investors. We use the model to analyse the interactions between monetary policy and FX interventions. Chapter 2 introduces information heterogeneity into the model presented in Chapt

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Charris, Vizcaino Carlos Andres. "Early exposure to macroeconomic shocks: gold boom and birth weight in Colombia." Universidade Federal de Viçosa, 2017. http://www.locus.ufv.br/handle/123456789/10578.

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Submitted by Reginaldo Soares de Freitas (reginaldo.freitas@ufv.br) on 2017-06-07T16:45:15Z No. of bitstreams: 1 texto completo.pdf: 728935 bytes, checksum: b1a46e1e5983c1ce2e16e244b81b01fb (MD5)<br>Made available in DSpace on 2017-06-07T16:45:15Z (GMT). No. of bitstreams: 1 texto completo.pdf: 728935 bytes, checksum: b1a46e1e5983c1ce2e16e244b81b01fb (MD5) Previous issue date: 2017-02-21<br>A literatura sobre o capital humano tem sugerido um papel importante das capacidades individuais na formação de capital humano. Existem evidências de que as desigualdades observadas nas capacidades sã

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Hauzenberger, Niko, Maximilian Böck, Michael Pfarrhofer, Anna Stelzer, and Gregor Zens. "Implications of Macroeconomic Volatility in the Euro Area." 261, 2018. http://epub.wu.ac.at/6246/1/wp261.pdf.

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In this paper, we estimate a Bayesian vector autoregressive (VAR) model with factor stochastic volatility in the error term to assess the effects of an uncertainty shock in the Euro area (EA). This allows us to incorporate uncertainty directly into the econometric framework and treat it as a latent quantity. Only a limited number of papers estimates impacts of uncertainty and macroeconomic consequences jointly, and most literature in this sphere is based on single countries. We analyze the special case of a shock restricted to the Euro area, whose countries are highly related by definition. Am

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Mendis, Chandima. "Monetary consequences of terms of trade shocks and capital flows in small open economics." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365576.

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SARZAEEM, ALI. "ESSAYS IN OIL PRICE SHOCKS AND MACROECONOMICS OF OIL EXPORTING COUNTRIES." Doctoral thesis, Università degli Studi di Milano, 2013. http://hdl.handle.net/2434/216115.

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The central issue that this dissertation tries to address is the relationship between oil price shocks and the macroeconomics of oil exporting countries. For all those who had a chance to live in an oil exporting countries, it is evident that oil revenue plays a major role to induce ups and downs in economy and also in politics. I tried to address this phenomenon in the first chapter in which the relationship between oil price shocks and business cycles is investigated. In the first chapter it is shown that in some oil exporting countries like Kuwait, Venezuela and Libya, the impact of

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Shahbazi, Neda. "Foreign macroeconomic fluctuations and monetary policy in open economies : A study of US macroeconomic shocks on the United Kingdom and Sweden." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-65628.

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Gelfer, Sacha. "Incorporating High Dimensional Data Vectors into Structural Macroeconomic Models." Thesis, University of Oregon, 2016. http://hdl.handle.net/1794/20493.

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In this dissertation I incorporate high dimensional data vectors in estimated Dynamic Stochastic General Equilibrium (DSGE) models, evaluating the labor market dynamics incorporated inside such data vectors, out-of-sample forecasting performance of many models estimated with such data vectors and analytically examining the reduction of macroeconomic volatility that can occur when such data vectors are used in the formation of expectations about the future. The second chapter investigates the extent to which modern DSGE models can produce labor market dynamics in response to a financial cri

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40

Schelenz, Robert [Verfasser], and Ernst [Akademischer Betreuer] Maug. "Empirical essays on macroeconomic shocks and financial markets / Robert Schelenz ; Betreuer: Ernst Maug." Mannheim : Universitätsbibliothek Mannheim, 2020. http://d-nb.info/121942935X/34.

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Saeidinezhad, Elham. "Investigating the impacts of macroeconomic shocks on the economy : a sign-restriction approach." Thesis, University of Sheffield, 2013. http://etheses.whiterose.ac.uk/4752/.

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We investigate the effects of different sets of shocks on different economies in this thesis. First we study 'contractionary' monetary shocks by imposing sign restrictions on the impulse responses of macroeconomic variables for 6 different economies namely Japan, UK and the US as well as Malaysia, Mexico and South Korea. We show that i) the effect of an adverse monetary policy shock on industrial production is ambiguous; ii) there is price puzzle for Japan and UK which we conjecture as an outcome of excessive bank lending and poor regulation but not of passive monetary policy; iii) there is de

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ENDERS, Zeno. "Transmission mechanisms of shocks in open economy and new Keynesian DSGE models." Doctoral thesis, European University Institute, 2007. http://hdl.handle.net/1814/7010.

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Defence date : 25 May 2007<br>Examining Board: Prof. Rick van der Ploeg, (EUI, Supervisor) ; Prof. Giancarlo Corsetti, (EUI) ; Prof. Michael Burda, (Humboldt University) ; Prof. Jordi Gali, (Universitat Pompeu Fabra)<br>PDF of thesis uploaded from the Library digital archive of EUI PhD theses<br>Defence date : 25 May 2007; Examining Board: Prof. Rick van der Ploeg, (EUI) ; Prof. Giancarlo Corsetti, (EUI) ; Prof. Michael Burda, (Humboldt University) ; Prof. Jordi Gali, (Universitat Pompeu Fabra); PDF of thesis uploaded from the Library digital archive of EUI PhD theses<br>This thesis deals with

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Senay, OÌˆzge. "Monetary policy in an open economy : economic integration, disinflation and stabilisation." Thesis, University of York, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323696.

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Kani, Felix C. "Shocks, macroeconomic policy and economic growth performance in Zambia, 1964-90 : an econometric analysis." Thesis, University of Sussex, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318503.

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Public opinion tends to look at Zambia as some mythical land of promise, predestined to enjoy for years to come the same sort of economic bliss as during the copper price boom of 1964 -75. But there can be little doubt that one of the most striking facts of Zambia's economic history since 1964 has been poor macroeconomic performance. Since the mid 1970's Zambia's economy has experienced negative economic growth, high unemployment, rapid inflation and a weak balance of payments. This problem is crucial in the context of two-gap models. This thesis discusses the main facts about this worrying de

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Offick, Sven [Verfasser]. "News Shocks, Monetary Policy, and Amplification Effects in New Keynesian Macroeconomics / Sven Offick." Kiel : Universitätsbibliothek Kiel, 2015. http://d-nb.info/1080521674/34.

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Doehr, Rachel M. "Adventures at the Zero Lower Bound: A Bayesian Time-Varying Parameter Vector Autoregressive Analysis of Monetary Policy Uncertainty Shocks." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1318.

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Using survey-based measures of future interest rate expectations from the Blue Chip Economic Indicators and the Survey of Professional Forecasters, we examine the relationship between monetary policy uncertainty, captured as the dispersion of interest rate forecasts, and fluctuations in real economic activity and core inflation. We use a flexible time-varying parameter vector autoregression (TVP-VAR) model to clearly isolate the dynamic effects of shocks to monetary policy uncertainty. To further study possible a possible nonlinear relationship between monetary policy uncertainty and the macro

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Blondal, S. "Export supply shocks, credit and macroeconomic policy in a small, open economy : Iceland 1960-80." Thesis, University of Cambridge, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.383051.

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Angolkar, Tejal. "The Effects of Macroeconomic Indicators and Event Shocks on Greek Stock and Bond Market Performance." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1423.

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This paper focuses on understanding the higher than average punishment to Greek stocks and bonds and the overall investor reactions to the worsening economic situation in Greece from 2000 to 2014. Were Greek stock and bond values driven by fiscal and financial conditions, macroeconomic indicators and event shocks to the economy? Time series regressions, Granger Causality Wald tests and impulse response functions are used to answer the question. The proxies for Greek stock and bond market performance include the Athens Stock Exchange Index growth rate and the short run and long run interest rat

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Schetter, Ulrich. "Dynamic Factor Models in Macroeconomics with an Application to the Analysis of Technology Shocks." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01666130002/$FILE/01666130002.pdf.

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Amin, Sakib Bin. "The macroeconomics of energy price shocks and electricity market reforms : the case of Bangladesh." Thesis, Durham University, 2015. http://etheses.dur.ac.uk/11241/.

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Electricity is a vital instrument for economic growth and human development. The measure of growth in developing countries like Bangladesh is synonymous with the level of electricity use. Energy (oil) price shocks are often identified as a source of macroeconomic fluctuations since they affect economic development as well as business cycle. Accordingly, it has been argued that electricity market reforms are a possible tool to improve economic performance, efficiency, welfare and overall economic development. The Bangladesh economy is vulnerable to energy (oil) price shocks and the government h

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