Tesi sul tema "Inflation"
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Lozanov, Kaloian Dimitrov. "Expansion after inflation and reheating with a charged inflaton". Thesis, University of Cambridge, 2017. https://www.repository.cam.ac.uk/handle/1810/267822.
Testo completoSchildt, Erik. "Higgs inflation". Thesis, Uppsala universitet, Teoretisk fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-355063.
Testo completoI detta projekt undersöker vi en modell av kosmisk inflation där Higgsfältet med en ickeminimal koppling till tyngdkraften är mekanismen bakom inflation. Vi utför en klassisk analys och beräknar modellens föresägelser för ett antal kosmologiska parametrar som jämförs med Planck experimentet. Vi uppskattar värdet på den ickeminimala kopplingen $\xi$ och finner att $\xi \sim 10^4$. De grundläggande aspekterna bakom kvantanalysen samt vad effekten av den ickeminimala kopplingen har på beskrivningen i termer av en effektiv fältteori diskuteras. Vi finner att en klassisk analys ger förutsägelser som passar väl med Planckexperimentet men att den ickeminimala kopplingen leder till unitaritetsproblem för denna modell av inflation. Kvanteffekter kan dock ha en avsevärd effekt på resultat och en utförlig analys som tar dem till hänsyn krävs för att avgöra om Higgsinflation är en möjlig modell för inflation.
Морозова, Ірина Анатоліївна, Ирина Анатольевна Морозова, Iryna Anatoliivna Morozova e N. Prihodko. "Inflation". Thesis, Видавництво СумДУ, 2010. http://essuir.sumdu.edu.ua/handle/123456789/17505.
Testo completoRudenko, T., e T. M. Burenko. "Inflation". Thesis, Вид-во СумДУ, 2009. http://essuir.sumdu.edu.ua/handle/123456789/16749.
Testo completoWieland, Elisabeth. "Essays on inflation uncertainty and inflation expectations". Diss., Ludwig-Maximilians-Universität München, 2013. http://nbn-resolving.de/urn:nbn:de:bvb:19-165216.
Testo completoJeke, Leward. "Inflation targeting and inflation indicators: the case for inflation targeting in South Africa". Thesis, University of Fort Hare, 2012. http://hdl.handle.net/10353/d1007091.
Testo completoGhorbani-Aghilabadi, Payman. "Modelling monetary transmission mechanism, inflation, and inflation uncertainty". Thesis, University of Essex, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.428960.
Testo completoHenzel, Steffen. "Inflation Dynamics and the Role of Inflation Expectation Formation". Diss., lmu, 2008. http://nbn-resolving.de/urn:nbn:de:bvb:19-89335.
Testo completoDias, Mafalda. "Ultraviolet complete inflation : looking at inflation from fundamental physics". Thesis, University of Sussex, 2013. http://sro.sussex.ac.uk/id/eprint/44139/.
Testo completoLin, Chia-Min. "Inflation Models in the Era of Precision Observations : Modified D-term Inflation and Hilltop Inflation Models". Thesis, Lancaster University, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.518205.
Testo completoReischl, Theresia Adriana. "Inflation der Heiligen?!" Diss., lmu, 2005. http://nbn-resolving.de/urn:nbn:de:bvb:19-53834.
Testo completoMazumdar, Anupam. "Dynamics of inflation". Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325580.
Testo completoLangbein, Rollo Foster. "Thermodynamics and inflation". Thesis, Durham University, 1992. http://etheses.dur.ac.uk/5622/.
Testo completoYousefi, Hana. "Corruption and inflation". Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18006.
Testo completoAl-Wattar, Obey M. "On price inflation". Thesis, University of Southampton, 1986. https://eprints.soton.ac.uk/192475/.
Testo completoДядечко, Алла Миколаївна, Алла Николаевна Дядечко, Alla Mykolaivna Diadechko e A. Kuzmenko. "What is inflation?" Thesis, Вид-во СумДУ, 2009. http://essuir.sumdu.edu.ua/handle/123456789/16891.
Testo completoDrudiková, Dita. "Inflation Growth Relation". Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73333.
Testo completoFertig, Angelika. "Alternatives to Inflation". Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016. http://dx.doi.org/10.18452/17566.
Testo completoIn this thesis we explore cosmological models of the early universe, in particular alternatives to the theory of inflation. In the first part of this thesis, we derive the evolution equations for two scalar fields with non-canonical field space metric up to third order in perturbation theory, employing the covariant formalism. These equations can be used to derive predictions for local bi- and trispectra of multi-field cosmological models, e.g. in non-minimal ekpyrotic models. In these models, nearly scale-invariant entropy perturbations are generated first due to a non-minimal kinetic coupling between two scalar fields, and subsequently converted into curvature perturbations. Remarkably, the entropy perturbations have vanishing bi- and trispectra during the ekpyrotic phase. However, in order to obtain a large enough amplitude and small enough bispectrum of the curvature perturbations, as seen in current measurements, the conversion process must be very efficient, leading to a significant, negative trispectrum parameter. As a second alternative to inflation, we construct a new kind of cosmological model that conflates inflation and ekpyrosis in the framework of scalar-tensor theories of gravity. During a phase of conflation, the universe undergoes accelerated expansion, but with negative potential energy. A distinguishing feature of the model is that it does not amplify adiabatic scalar and tensor fluctuations, and in particular does not lead to eternal inflation and the associated infinities. We also show how density fluctuations in accordance with current observations may be generated by adding a second scalar field to the model and making use of the entropic mechanism. The distinguishing observational feature of both models compared to single-field slow-roll inflation is an absence of primordial gravitational waves, in agreement with current data from the PLANCK satellite.
Calmvik, Jonas. "Swedish Breakeven Inflation (BEI) - a market based measure of inflation expectations?" Thesis, Uppsala University, Department of Economics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8543.
Testo completoThe Fisher Equation suggests that the spread between nominal and real interest rates is equal to the inflation expectations. In Sweden, where both nominal and inflation linked bonds exist the fisher equation implies that the yield spread could provide investors and policymakers with important information about markets inflation expectations. The aim of this thesis is therefore to estimate whether the yield spread between Swedish nominal and real interest rates - widely referred to as the Breakeven Inflation (BEI) - is a market based measure of inflation expectations. A sample based on historical bond prices between year 2000 and 2007 is used and adjusted for 3 distortions: i) The mismatch in cash flow structure arising from different bond characteristics. ii) The inflation indexation and bond finance implications (carry). iii) The seasonality in Consumer Price Index (CPI). In the absence of “true” inflation expectations, the benchmark used for the evaluation and comparison of the unadjusted and adjusted BEI series is the survey based, Prospera Money Market Players inflationary expectations, i.e. professional forecasters. The evaluation uses two statistical measures to estimate the errors, the Root Mean Squared Error (RMSE) to estimate the size of the forecast error and the Mean Error (ME) to measure the bias or the tendency for the forecast error to point in a particular direction. The general conclusion of the study is that both the unadjusted and the adjusted BEI series have improved significantly throughout the sample period as predictors of inflation expectations.
Further, in the first half of the sample, the MEs show that the BEI tends to underestimate inflation expectations, while in the second part of the sample the direction of the errors are less univocal. However, the carry adjusted and in some extent the carry and seasonality adjusted BEI seem to improve the BEI somewhat, although the conclusions are not very convincing. When using BEI to measure inflation expectations the conclusions should also be balanced against the possible bias associated with survey based expectations.
Van, Zyl Jaco. "Inflation as a determinant of South African inflation-linked bond returns". Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97445.
Testo completoENGLISH ABSTRACT: “Inflation is as violent as a mugger, as frightening as an armed robber and as deadly as a hit man.” – Ronald Reagan It is widely publicised that inflation-linked instruments provide a hedge against rising inflation. This has led investors to assume that high inflation creates an opportunity to beat the market when investing in this asset class. This assumption is based on the belief that higher inflation creates higher returns. It is due to this belief that a research question was formulated to determine if inflation is in fact a determinant of inflation-linked bond returns. This research study investigated, as a first objective, the relationship between the South African prime lending interest rate and the South African consumer price index inflation between 2000 and 2013. The Augmented Dickey-Fuller test was applied to test for unit roots between interest and inflation. This test was extended to six other emerging countries that, together with South Africa, are issuers of government inflation-linked bonds. The researcher’s intention was to compare the relationship between interest rates and inflation in South Africa with that of the six other countries. Surprisingly, the results indicated that South African inflation and interest are non-stationary. After testing for cointegration, it was concluded that there is no relationship between the prime lending interest rate and inflation in the data set and most of the variation can be explained by means of the autocorrelation of residuals in previous periods more than the prime lending rate. As a second objective, the same methodology was applied to determine whether there is any relationship between the South African consumer price index inflation and the South African government inflation-linked bond returns. The results indicated that the series is not cointegrated which means that no relationship exists between inflation and inflation-linked bond returns. The third objective looked at alternative factors that could explain what the real determinants of inflation-linked bond returns are. It was concluded that the trend in inflation is really the source of inflation-linked bond performance, with the effects of the lead and lag periods causing capital losses and profits.
Lerner, Rose Natalie. "S-inflation : a testable, minimal model of inflation and dark matter". Thesis, Lancaster University, 2010. http://eprints.lancs.ac.uk/61557/.
Testo completoWu, Yinkai. "Non-normality, uncertainty and inflation forecasting : an analysis of China's inflation". Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/37175.
Testo completoMorar, Derwina. "Inflation threshold and nonlinearity: implications for inflation targeting in South Africa". Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002718.
Testo completoYadav, Anirudh. "Trend Inflation and Inflation Persistence in Australia: A New Keynesian Perspective". Thesis, School of Economics, 2011. http://hdl.handle.net/2123/7944.
Testo completoHalter, Sebastian [Verfasser], e Johanna [Akademischer Betreuer] Erdmenger. "Inflation from field theory and string theory perspectives : matter inflation and slow-walking inflation / Sebastian Halter. Betreuer: Johanna Erdmenger". München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2012. http://d-nb.info/1034813234/34.
Testo completoWieland, Elisabeth [Verfasser], e Kai [Akademischer Betreuer] Carstensen. "Essays on inflation uncertainty and inflation expectations / Elisabeth Wieland. Betreuer: Kai Carstensen". München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2013. http://d-nb.info/1047062429/34.
Testo completoAshley, Malcolm Orrin. "Inflation, inflation uncertainty, and the variance of money growth Are they related? /". Thesis, Available online, Georgia Institute of Technology, 2004:, 2003. http://etd.gatech.edu/theses/available/etd-04052004-180000/unrestricted/ashley%5Fmalcolm%5Fo%5F200312%5Fms.pdf.
Testo completoFakieh, Reham Ahmed. "Inflation and exchange rate policies in Saudi Arabia : an inflation targeting perspective". Thesis, Manchester Metropolitan University, 2018. http://e-space.mmu.ac.uk/620691/.
Testo completoEssebei, Omar. "Quantum description of inflation". Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/19309/.
Testo completoPiani, Matteo. "Reheating after string inflation". Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/19493/.
Testo completoSakakihara, Yuki. "Inflation in Bimetric Gravity". 京都大学 (Kyoto University), 2016. http://hdl.handle.net/2433/215306.
Testo completoHertog, Thomas. "The origin of inflation". Thesis, University of Cambridge, 2002. https://www.repository.cam.ac.uk/handle/1810/265452.
Testo completoNeiss, Katharine Stefanie. "Essays on discretionary inflation". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ27212.pdf.
Testo completoHudson, David. "Inflation, uncertainty and investment /". Title page, contents and introduction only, 1993. http://web4.library.adelaide.edu.au/theses/09EC/09ech885.pdf.
Testo completoVanLelyveld, Iman Paul Pieter. "Inflation, institutions, and preferences /". Amsterdam : Thela thesis, 2000. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009219782&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Testo completoVaraden, Tirumugum. "Market-consistent Inflation Modelling". Thesis, Imperial College London, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498169.
Testo completoPflueger, Carolin. "Inflation and Asset Prices". Thesis, Harvard University, 2012. http://dissertations.umi.com/gsas.harvard:10190.
Testo completoHall, Lisa Marguerite Hope. "Dissipative models of inflation". Thesis, University of Newcastle Upon Tyne, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.412653.
Testo completoGUILLEN, DIOGO ABRY. "ESSAYS ON INFLATION EXPECTATIONS". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=12234@1.
Testo completoA dissertação está dividida em quatro artigos que abordam temas em política monetária. Inicialmente, avalia-se como se dá a formação das expectativas de inflação no Brasil. Os resultados sugerem que os dados não obedecem aos preceitos da teoria de expectativas racionais ou adaptativas. Utilizamos dois métodos para definir a freqüência de reajuste informacional no Brasil e há indícios de maior aderência à teoria de rigidez informacional. O segundo artigo investiga o processo de transmissão de expectativas dentro do mercado financeiro. Propomos um modelo em que os agentes do mercado financeiro, ao construírem suas expectativas, observam os dados mais recentes e as expectativas já divulgadas dos agentes do mercado que costumam apresentar previsões mais acuradas, segundo ranking do Banco Central. O modelo é avaliado empiricamente e mostramos que o peso dado às expectativas dos melhores previsores cresce com a aproximação da divulgação do dado. No terceiro artigo, estudamos os impactos da política monetária e da taxa de câmbio sobre a inflação no Brasil. Os resultados indicam que leva entre seis e doze meses até que a estrutura de preços volte a ser aquela que prevalecia antes do choque. O quarto artigo investiga a credibilidade do Banco Central do Brasil, através de uma base de dados com expectativas desagregadas. A hipótese é de que a heterogeneidade das expectativas de longo prazo advenha de crenças distintas com relação à aversão do Banco Central à inflação. Com base neste argumento, construímos um índice utilizando Cadeias de Markov para o caso brasileiro.
This dissertation is divided in four papers about monetary policy. Initially, we evaluate how inflation expectations are formed in BrazilOur results suggest that data do not follow what rational or adaptive expectations would predict. Using two different methods to measure the informational readjustment frequency in Brazil, we find evidence that inflation expectations seem to behave more closely to what sticky information theory would predict. The second paper investigates the inflation expectations transmission inside the Brazilian financial market. We propose a model in which financial market agents, when they build their own forecasts, not only observe to recent data, but also use lagged expectations from the best forecasters. Our model is evaluated empirically and we can show that the weight given to the best forecasters grows as we get closer to the release of inflation data. In the third paper, we study monetary policy and exchange rate impacts on inflation in Brazil. Our results indicate that it takes from six to twelve months until price structure returns to the one that existed before the shock. The fourth paper investigates central bank´s credibility using individual financial market agents´ expectations. Our hypothesis is that expectations´ heterogeneity for long term horizon comes from different beliefs about central bank´s aversion to inflation. Using this argument, we build a credibility index using Markov Chains for Brazil.
Frazer, Jonathan. "Predictions in multifield inflation". Thesis, University of Sussex, 2013. http://sro.sussex.ac.uk/id/eprint/46616/.
Testo completoFaria, José Carlos de. "Brazil--trade and inflation". Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/10858.
Testo completoSfakianakis, Evangelos I. "Hybrid and multifield inflation". Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/91030.
Testo completoThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references.
In this thesis I study the generation of density perturbations in two classes of inflationary models: hybrid inflation and multifield inflation with non-minimal coupling to gravity. In the case of hybrid inflation, we developed a new method of treating these perturbations that does not rely on a classical trajectory for the fields. A characteristic of the spectrum is the appearance of a spike at small length scales, which could conceivably seed the formation of black holes that can evolve to become the supermassive black holes found at the centers of galaxies. Apart from numerically calculating the resulting spectrum, we derived an expansion in the number of waterfall fields, which makes the calculation easier and more intuitive. In the case of multifield inflation, we studied models where the scalar fields are coupled non-minimally to gravity. We developed a covariant formalism and examined the prediction for non-Gaussianities in these models, arguing that they are absent except in the case of fine-tuned initial conditions. We have also applied our formalism to Higgs inflation and found that multifield effects are too small to be observable. We compared these models to the early data of the Planck satellite mission, finding excellent agreement for the spectral index and tensor to scalar ratio and promising agreement for the existence of iso-curvature modes.
by Evangelos I. Sfakianakis.
Ph. D.
Prabhu, Anirudh S. B. Massachusetts Institute of Technology. "Preheating in multifield inflation". Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/105647.
Testo completoCataloged from PDF version of thesis.
Includes bibliographical references (pages 81-83).
The theory of cosmic inflation was proposed to address problems with Standard Big Bang cosmology. The theory suggests the existence of an epoch during which the universe underwent an exponential expansion, followed by an epoch of slower expansion. Realistic models of high-energy physics require multiple scalar fields. Renormalization of these fields in curved space-time requires these fields to be nonminimally coupled to the space-time Ricci scalar. These couplings induce a nontrivial field-space manifold when we move from the Jordan frame to the Einstein frame. In the Einstein frame, the potential becomes asymptotically flat, leading to ridges and valleys in field-space. The existence of these ridges and valleys results in a strong single-field attractor behavior of the fields. We study preheating in multifield models of inflation with nonminimal couplings. In this phase, we find an efficient transfer of energy from the oscillating background fields to the coupled fluctuations. We identify features of preheating that are not present in the minimally coupled case. In particular, we observe how the Fourier structure of the background field oscillations changes as the value of the dimensionless non-minimal coupling, [zeta]1 changes. We also observe how the resonance structure of perturbations changes as we tune [zeta]1.
by Anirudh Prabhu.
S.B.
List, Matthew Patrick. "Inflation and the Elderly". Thesis, Boston College, 2005. http://hdl.handle.net/2345/400.
Testo completoSince 1975, Social Security retirement benefits have been tied to the Consumer Price Index to adjust for inflation. The CPI measures price changes for a market basket of goods and services designed to replicate the average consumer's expenditures. The elderly, however, consume a market basket different from that of the typical person. In particular, the elderly tend to purchase more medical services than other consumers. Because the price of medical care increases more rapidly than other prices, the inflation rate experienced by the elderly is greater than the inflation rate for the general population, even when controlling for the upward quality bias in the medical care component of pricing data. However, given that this difference in inflation rates is less than the size of the total measurement error in the CPI, recipients of Social Security retirement benefits are actually overcompensated for increases in inflation. Over the course of a beneficiary's retirement, this overcompensation results in a total benefit that is 5.4 – 6.6% greater than what the total benefit would have been under an ideal inflation indexing scheme
Thesis (BA) — Boston College, 2005
Submitted to: Boston College. College of Arts and Sciences
Discipline: Economics Honors Program
Banerjee, Shesadri. "Essays on inflation volatility". Thesis, Durham University, 2013. http://etheses.dur.ac.uk/7344/.
Testo completoMarchenko, T. "Project Analysis and Inflation". Thesis, Sumy State University, 2016. http://essuir.sumdu.edu.ua/handle/123456789/49295.
Testo completoFarago, Peter A. "ΛCDM Cosmology + Chaotic Inflation". VCU Scholars Compass, 2015. http://scholarscompass.vcu.edu/etd/4048.
Testo completoKulhányová, Petra. "Introduction of Euro Inflation". Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-16387.
Testo completoGouvea, Solange. "Essays in inflation persistence /". Diss., Digital Dissertations Database. Restricted to UC campuses, 2007. http://uclibs.org/PID/11984.
Testo completoWo-Lung, Lee 1962. "Inflation with thermal dissipation". Diss., The University of Arizona, 1998. http://hdl.handle.net/10150/282821.
Testo completo