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Har avregleringarna av finansiella marknader påverkat penningpolitikens effekt på krediterna?

Persson, Felix LU (2018) NEKH03 20181
Department of Economics
Abstract
This paper examines whether financial liberalisation and deregulations have affected the impact of monetary policy on credits. Although the main focus is Sweden, United States is included in order to make comparisons. To answer the question, empirical studies are made including quarterly data from the period 1980 to 2016. The results from the regressions suggests that there has been a change in how monetary policy affect credits. This is especially clear for the case of Sweden. The results for Sweden when analyzing for the whole period show some problems with misspecification, although they seem to disappear when splitting the period 1980-2016 into two shorter periods. However, to establish results with more robustness, further research is... (More)
This paper examines whether financial liberalisation and deregulations have affected the impact of monetary policy on credits. Although the main focus is Sweden, United States is included in order to make comparisons. To answer the question, empirical studies are made including quarterly data from the period 1980 to 2016. The results from the regressions suggests that there has been a change in how monetary policy affect credits. This is especially clear for the case of Sweden. The results for Sweden when analyzing for the whole period show some problems with misspecification, although they seem to disappear when splitting the period 1980-2016 into two shorter periods. However, to establish results with more robustness, further research is required. (Less)
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author
Persson, Felix LU
supervisor
organization
course
NEKH03 20181
year
type
M2 - Bachelor Degree
subject
keywords
Financial liberalisation, deregulation, monetary policy, credits
language
Swedish
id
8946841
date added to LUP
2018-07-05 11:22:26
date last changed
2018-07-05 11:22:26
@misc{8946841,
  abstract     = {This paper examines whether financial liberalisation and deregulations have affected the impact of monetary policy on credits. Although the main focus is Sweden, United States is included in order to make comparisons. To answer the question, empirical studies are made including quarterly data from the period 1980 to 2016. The results from the regressions suggests that there has been a change in how monetary policy affect credits. This is especially clear for the case of Sweden. The results for Sweden when analyzing for the whole period show some problems with misspecification, although they seem to disappear when splitting the period 1980-2016 into two shorter periods. However, to establish results with more robustness, further research is required.},
  author       = {Persson, Felix},
  keyword      = {Financial liberalisation,deregulation,monetary policy,credits},
  language     = {swe},
  note         = {Student Paper},
  title        = {Har avregleringarna av finansiella marknader påverkat penningpolitikens effekt på krediterna?},
  year         = {2018},
}