On the propagation of large nominal shocks

Pittalis, Laura (A.A. 2023/2024) On the propagation of large nominal shocks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Francesco Lippi, pp. 38. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Data and measurement. Motivating evidence. Price-setting moments. Model and calibration. Results on shock propagation. Frequency and size response. Price level response and transitory shocks.

References

Bibliografia: pp. 35-36.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset pricing
Thesis Supervisor: Lippi, Francesco
Thesis Co-Supervisor: Michelacci, Claudio
Academic Year: 2023/2024
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 09 Jan 2025 08:10
Last Modified: 09 Jan 2025 08:10
URI: https://tesi.luiss.it/id/eprint/40826

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