Transmission of Monetary Policy Shocks in a Small Open Economy: A Sector-Level PCA-VAR Approach
(2025) NEKP01 20251Department of Economics
- Abstract
- This thesis investigates the effects of monetary policy shocks, both domestically from the Swedish Riksbank and internationally from the European Central Bank, on eight macro-sensitive Swedish equity indexes over the time period 2004-2024. Employing high-frequency yield changes around policy announcements, we extract level, slope and curvature factors via principal component analysis and use these as external instruments in a Proxy-VAR framework. Our findings reveal heterogenous effects over time. Prior to 2013, the indexes responds negatively to both Riksbank and ECB shocks. In contrast, post-2012 Riksbank shocks induce positive effects across indexes questioning traditional views of transmission channels. Furthermore, we find some... (More)
- This thesis investigates the effects of monetary policy shocks, both domestically from the Swedish Riksbank and internationally from the European Central Bank, on eight macro-sensitive Swedish equity indexes over the time period 2004-2024. Employing high-frequency yield changes around policy announcements, we extract level, slope and curvature factors via principal component analysis and use these as external instruments in a Proxy-VAR framework. Our findings reveal heterogenous effects over time. Prior to 2013, the indexes responds negatively to both Riksbank and ECB shocks. In contrast, post-2012 Riksbank shocks induce positive effects across indexes questioning traditional views of transmission channels. Furthermore, we find some evidence of the ECB monetary policy shocks affecting the stock in- dexes more than the Riksbank shocks in the post-2012 sample. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/9198999
- author
- Åkesson, Nelly LU and Karlberg, Truls LU
- supervisor
- organization
- course
- NEKP01 20251
- year
- 2025
- type
- H2 - Master's Degree (Two Years)
- subject
- keywords
- yield curve, monetary policy shocks, principal components, transmission mechanisms
- language
- English
- id
- 9198999
- date added to LUP
- 2025-09-12 11:18:40
- date last changed
- 2025-09-12 11:18:40
@misc{9198999, abstract = {{This thesis investigates the effects of monetary policy shocks, both domestically from the Swedish Riksbank and internationally from the European Central Bank, on eight macro-sensitive Swedish equity indexes over the time period 2004-2024. Employing high-frequency yield changes around policy announcements, we extract level, slope and curvature factors via principal component analysis and use these as external instruments in a Proxy-VAR framework. Our findings reveal heterogenous effects over time. Prior to 2013, the indexes responds negatively to both Riksbank and ECB shocks. In contrast, post-2012 Riksbank shocks induce positive effects across indexes questioning traditional views of transmission channels. Furthermore, we find some evidence of the ECB monetary policy shocks affecting the stock in- dexes more than the Riksbank shocks in the post-2012 sample.}}, author = {{Åkesson, Nelly and Karlberg, Truls}}, language = {{eng}}, note = {{Student Paper}}, title = {{Transmission of Monetary Policy Shocks in a Small Open Economy: A Sector-Level PCA-VAR Approach}}, year = {{2025}}, }