Thesis supervisor: Judit Sági
Location of studies (in Hungarian): https://doktori.hu/index.php?menuid=195&lang=EN&tk_ID=211431 Abbreviation of location of studies: SZTE
Description of the research topic:
THESIS TOPIC PROPOSAL
Institute: University of Szeged
economics
Doctoral School in Economics
Thesis supervisor: Judit Sági
Location of studies (in Hungarian): University of Szeged
Abbreviation of location of studies: SZTE
Description of the research topic:
The forward movement of the monetary transmission, with regards to the transmission
channels of FX rates, interest rates, asset prices, market agents’ expectations, etc. The
concept of Equilibrium Exchange Rates, and the empirical approaches to estimating EERs
(Interest Parity, Purchasing Power Parity, Capital Enhanced Equilibrium Exchange Rate,
Behavioural Equilibrium Exchange Rates, Fundamental Equilibrium Exchange Rates, etc.).
Methods of measurement the divergence from the equilibrium FX rates (i.e. by the exchange
market pressure index). Dynamic Stochastic General Equilibrium models, as designed to
explore movements in real and/or nominal exchange rates in response to shocks.
Number of students who can be accepted: 2
Deadline for application: 2024-05-15
2024. IV. 17. ODT ülés Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).
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