uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Quantitative Easing: Is it expansionary?
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Economics.
2014 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This thesis examines whether the Federal Reserve’s use of Quantitative Easing has had an expansionary effect. To answer this questions two methods are used i) an event study, using daily data on a broad range of market indicators and ii) a vector autoregression model using quarterly data. The event study shows that QE had an expansionary impact that did not diminish with later rounds. The VAR model does not yield conclusive results, which shows that it cannot be applied to this type of problems.

Place, publisher, year, edition, pages
2014.
National Category
Economics
Identifiers
URN: urn:nbn:se:uu:diva-227093OAI: oai:DiVA.org:uu-227093DiVA: diva2:728329
Supervisors
Examiners
Available from: 2014-06-24 Created: 2014-06-24 Last updated: 2014-06-24Bibliographically approved

Open Access in DiVA

No full text

By organisation
Department of Economics
Economics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 406 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf