Låntagarbaserade åtgärders effekt på hushållens finansiella motståndskraft i Sverige
(2024) NEKH02 20232Department of Economics
- Abstract (Swedish)
- This thesis examines the effectiveness of macroprudential borrower-based measures such as
loan-to-value caps and amortization requirements on household financial resilience
represented by debt, savings, and real-house prices in Sweden. The model that is used is a
Structural Vector autoregressive (SVAR) with a forecasted error decomposition to expand on
the current literature on the subject with a perspective on how a response in one variable is
connected to an impulse from another variable. The evidence from the results of this study is
not sufficient enough to draw a conclusion on borrower-based measures effect on household
resilience.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/9150804
- author
- Söderberg, Axel LU
- supervisor
- organization
- course
- NEKH02 20232
- year
- 2024
- type
- M2 - Bachelor Degree
- subject
- keywords
- SVAR, Macroprudential measures, household resilience
- language
- Swedish
- id
- 9150804
- date added to LUP
- 2024-04-16 09:26:58
- date last changed
- 2024-04-16 09:26:58
@misc{9150804, abstract = {{This thesis examines the effectiveness of macroprudential borrower-based measures such as loan-to-value caps and amortization requirements on household financial resilience represented by debt, savings, and real-house prices in Sweden. The model that is used is a Structural Vector autoregressive (SVAR) with a forecasted error decomposition to expand on the current literature on the subject with a perspective on how a response in one variable is connected to an impulse from another variable. The evidence from the results of this study is not sufficient enough to draw a conclusion on borrower-based measures effect on household resilience.}}, author = {{Söderberg, Axel}}, language = {{swe}}, note = {{Student Paper}}, title = {{Låntagarbaserade åtgärders effekt på hushållens finansiella motståndskraft i Sverige}}, year = {{2024}}, }