The Riksbank's Forecasting Performance (JEL E27, E37, E52) | by Michael K. Andersson, Gustav Karlsson and Josef Svensson | No218
(07 Dec 2007) | Abstract
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Do Central Banks React to House Prices? (JEL E31, E44, E52, E58) | by Daria Finocchiaro and Virginia Queijo von Heideken | No217
(07 Dec 2007) | Abstract
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Bayesian forecast combination for VAR models (JEL C11, C15, C32, C52, C53) | by Michael K Andersson and Sune Karlsson | No216
(22 Nov 2007) | Abstract
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Earnings Inequality and the Equity Premium (JEL D31, E24, E44, G12) | by Karl Walentin | No215
(22 Nov 2007) | Abstract
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Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts (JEL C52, C53, F31) | by Peter Sellin | No213
(15 Nov 2007) | Abstract
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Introducing Financial Frictions and Unemployment into a Small Open Economy Model (JEL E0, E3, F0, F4, G0, G1, J6) | by Lawrence J. Christiano, Mathias Trabandt and Karl Walentin | No214
(15 Nov 2007) | Abstract
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The Costs of Paying - Private and Social Costs of Cash and Card Payments (JEL D12, D23, D24) | by Mats Bergman, Gabriela Guibourg and Björn Segendorf | No212
(05 Oct 2007) | Abstract
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Nonparametric Regression Density Estimation Using a Mixture of Adaptive Heteroscedastic Experts | by Mattias Villani , Robert Kohn and Paolo Giordani | No211
(04 Oct 2007) | Abstract
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Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates* (JEL D4, G21, L31) | by Sophie Claeys and Christa Hainz | No210
(29 Jun 2007) | Abstract
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Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework (JEL E0, E3) | by Mathias Trabandt | No209
(29 Jun 2007) | Abstract
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Financial Frictions, Investment and Tobin's q (JEL E22, E30, E44, G30) | by Guido Lorenzoni and Karl Walentin | No208
(29 Jun 2007) | Abstract
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Financial structure, Managerial Compensation and Monitoring (JEL G32, M12) | by Vittoria Cerasi and Sonja Daltung | No207
(29 Jun 2007) | Abstract
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Optimal Monetary Policy under Downward Nominal Wage Rigidity (JEL E52, E58, J41) | by Mikael Carlsson and Andreas Westermark | No206
(13 Apr 2007) | Abstract
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Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns (JEL E5, G2, N2) | by Sophie Claeys and Koen Schoors | No205
(05 Apr 2007) | Abstract
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The Use of Cash and the Size of the Shadow Economy in Sweden (JEL E26, E41, H26) | by Gabriela Guibourg and Björn Segendorf | No204
(23 Mar 2007) | Abstract
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Evaluating An Estimated New Keynesian Small Open Economy Model (JEL C11, C53, E17) | by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani | No203
(08 Feb 2007) | Abstract
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The geography of asset holdings: Evidence from Sweden (JEL F30, F36, F41, G11) | by Nicolas Coeurdacier and Philippe Martin | No202
(16 Jan 2007) | Abstract
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Price Setting Transactions and the Role of Denominating Currency in FX Markets (JEL F31, F41, G32) | by Richard Friberg and Fredrik Wilander | No201
(10 Jan 2007) | Abstract
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2006 |
Swedish External Position and the Krona (JEL F0, F2, F3) | by Philip R. Lane | No200
(20 Dec 2006) | Abstract
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Monetary Policy and Staggered Wage Bargaining when Prices are Sticky (JEL E52, E58, J41) | by Mikael Carlsson and Andreas Westermark | No199
(19 Dec 2006) | Abstract
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Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data (JEL C33, D24, E32) | by Mikael Carlsson and Jon Smedsaas | No198
(24 May 2006) | Abstract
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Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy (JEL C22, E31, E32) | by Karolina Holmberg | No197
(24 May 2006) | Abstract
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Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models (JEL C11, C15, C22) | by Paolo Giordani and Robert Kohn | No196
(24 May 2006) | Abstract
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Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (JEL D5, D9, E3, O1) | by Laurent E. Calvet , John Y. Campbell and Paolo Sodini | No195
(15 May 2006) | Abstract
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Testing Theories of Job Creation: Does Supply Create Its Own Demand? (JEL E24, J23, J64) | by Mikael Carlsson , Stefan Eriksson and Nils Gottfries | No194
(15 May 2006) | Abstract
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A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro (JEL C32, E31, F31, F41) | by Hans Lindblad and Peter Sellin | No193
(15 May 2006) | Abstract
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Swedish Intervention and the Krona Float, 1993-2002 (JEL F3, G15) | by Owen F. Humpage and Javiera Ragnartz | No192
(31 Mar 2006) | Abstract
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2005 |
Forecast combination and model averaging using predictive measures (JEL C11, C51, C52) | by Jana Eklund and Sune Karlsson | No191
(12 Oct 2005) | Abstract
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Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model (JEL C11, C32, E37, E47) | by Malin Adolfson , Jesper Lindé and Mattias Villani | No190
(30 Sep 2005) | Abstract
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Bayesian Inference of General Linear Restrictions on the Cointegration Space (JEL C11, C12) | by Mattias Villani | No189
(30 Sep 2005) | Abstract
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Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks (JEL E37, E47, E52) | by Malin Adolfson , Michael K. Andersson , Jesper Lindé , Mattias Villani and Anders Vredin | No188
(30 Sep 2005) | Abstract
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Real Exchange Rate and Consumption Fluctuations following Trade Liberalization (JEL C68, F41) | by Kristian Jönsson | No187
(30 Jun 2005) | Abstract
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Trade Deficits in the Baltic States: How Long Will the Party Last? (JEL C68, F41) | by Rudolfs Bems and Kristian Jönsson | No186
(30 Jun 2005) | Abstract
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A Welfare Ranking of Two-Sided Market Regimes (JEL G21, L11, L44) | by Mats A. Bergman | No185
(23 Jun 2005) | Abstract
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Exploring Interactions between Real Activity and the Financial Stance (JEL C41, G21, G33, G38) | by Tor Jacobson , Jesper Lindé and Kasper Roszbach | No184
(16 May 2005) | Abstract
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Testing Near-Rationality using Detailed Survey Data (JEL D1, D7, E6) | by Michael F. Bryan and Stefan Palmqvist | No183
(11 Apr 2005) | Abstract
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Bank Mergers, Competition and Liquidity (JEL D43, G21, G28, L13) | by Elena Carletti , Philipp Hartmann and Giancarlo Spagnolo | No182
(11 Apr 2005) | Abstract
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Inference in Vector Autoregressive Models with an Informative Prior on the Steady State (JEL C11, C32, C53, E50) | by Mattias Villani | No181
(01 Mar 2005) | Abstract
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Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area (JEL C11, C53, E47, E52) | by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani | No180
(01 Mar 2005) | Abstract
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Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through (JEL C11, E40, E47, E52) | by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani | No179
(01 Mar 2005) | Abstract
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Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap (JEL E43, E44, E52) | by Mikael Apel and Per Jansson | No178
(01 Mar 2005) | Abstract
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Estimation of an Adaptive Stock Market Model with Heterogeneous Agents (JEL C13, C15, C32, C51, G12) | by Henrik Amilon | No177
(24 Feb 2005) | Abstract
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2004 |
Firm-Specific Capital, Nominal Rigidities and the Business Cycle (JEL E3, E4, E5) | by David Altig , Lawrence Christiano , Martin Eichenbaum and Jesper Lindé | No176
(01 Dec 2004) | Abstract
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The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (JEL C11, C16) | by Mattias Villani and Rolf Larsson | No175
(01 Dec 2004) | Abstract
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State Dependent Pricing and Exchange Rate Pass-Through (JEL D40, E30, F31, F40) | by Martin Flodén and Fredrik Wilander | No174
(01 Dec 2004) | Abstract
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Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets (JEL E43, E52) | by Meredith Beechey | No173
(01 Dec 2004) | Abstract
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A Bayesian Approach to Modelling Graphical Vector Autoregressions (JEL C11, C22, C52) | by Jukka Corander and Mattias Villani | No171
(01 Oct 2004) | Abstract
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The Welfare Cost of Imperfect Competition and Distortionary Taxation (JEL D40, H20, L1) | by Magnus Jonsson | No170
(01 Oct 2004) | Abstract
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Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002 (JEL E58, G21, L11, L13, L14, L89) | by Gabriela Guibourg and Björn Segendorf . | No172
(01 Oct 2004) | Abstract
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How Useful are Simple Rules for Monetary Policy? The Swedish Experience (JEL E31, E32, E52) | by Claes Berg , Per Jansson and Anders Vredin | No169
(01 Aug 2004) | Abstract
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Is Firm Interdependence within Industries Important for Portfolio Credit Risk? (JEL C34, C35, D61, D81, G21) | by Kenneth Carling , Lars Rönnegård and Kasper Roszbach | No168
(01 Aug 2004) | Abstract
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Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through (JEL E52, F31, F41) | by Jesper Lindé , Marianne Nessén and Ulf Söderström | No167
(01 Jun 2004) | Abstract
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Multiple-Bank Lending: Diversification and Free-Riding in Monitoring (JEL D82, G21, G32) | by Elena Carletti , Vittoria Cerasi and Sonja Daltung | No165
(01 Jun 2004) | Abstract
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Populism. (JEL D72, D82) | by Lars Frisell | No166
(01 Jun 2004) | Abstract
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Exchange Rate Puzzles: A Tale of Switching Attractors (JEL F31, F41) | by Paul De Grauwe and Marianna Grimaldi | No163
(01 May 2004) | Abstract
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Bubbles and crashes in a behavioural finance model (JEL F31, F41, G10) | by Paul De Grauwe and Marianna Grimaldi | No164
(01 May 2004) | Abstract
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Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? (JEL C14, C15, G21, G28, G33) | by Tor Jacobson , Jesper Lindé and Kasper Roszbach | No162
(01 Apr 2004) | Abstract
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The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model (JEL E24, E32) | by Jesper Lindé | No161
(01 Apr 2004) | Abstract
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Why Are Long Rates Sensitive to Monetary Policy (JEL E43, E52) | by Tore Ellingsen and Ulf Söderström | No160
(01 Apr 2004) | Abstract
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Do Higher Wages Cause Inflation? (JEL D43, E31, E52) | by Magnus Jonsson and Stefan Palmqvist | No159
(01 Apr 2004) | Abstract
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2003 |
Intersectoral Wage Linkages in Sweden (JEL C32, J30, J51, J52) | by Kent Friberg | No158
(01 Dec 2003) | Abstract
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Indicator Accuracy and Monetary Policy: Is Ignorance Bliss? (JEL E37, E47, E52, E58) | by Kristoffer P. Nimark | No157
(01 Dec 2003) | Abstract
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Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs (JEL C11, C32, E52) | by Mattias Villani , Anders Warne | No156
(01 Dec 2003) | Abstract
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Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies (JEL C14, C15, G21, G28, G33) | by Tor Jacobson , Jesper Lindé and Kasper Roszbach | No155
(01 Dec 2003) | Abstract
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Bank Lending Policy, Credit Scoring and the Survival of Loans (JEL C34, C35, D61, D81, G21) | by Kasper Roszbach | No154
(01 Nov 2003) | Abstract
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Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002 (JEL C22, C52, E52) | by Jesper Lindé | No153
(01 Nov 2003) | Abstract
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The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach (JEL C32, E24, E31, E32, F31, F41) | by Hans Lindblad , Peter Sellin | No152
(01 Oct 2003) | Abstract
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Business Survey Data: Do They Help in Forecasting the Macro Economy? (JEL C32, C42, C53, E32, E37) | by Jesper Hansson, Per Jansson , Mårten Löf | No151
(01 Sep 2003) | Abstract
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Bayes Estimators of the Cointegration Space (JEL C11, C13, C32) | by Mattias Villani | No150
(01 Sep 2003) | Abstract
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Financial Cycles and Bankruptcies in the Nordic Countries (JEL C22, E32, E44) | by Jan Hansen | No149
(01 Aug 2003) | Abstract
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Inflation, Markups and Monetary Policy (JEL D43, E31, E52) | by Magnus Jonsson and Stefan Palmqvist | No148
(01 Apr 2003) | Abstract
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Taylor Rules and the Predictability of Interest Rates (JEL E52, E58, G12) | by Paul Söderlind , Ulf Söderström and Anders Vredin | No147
(01 Apr 2003) | Abstract
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Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques (JEL C14, E59, G14) | by Magnus Andersson and Magnus Lomakka | No146
(01 Jan 2003) | Abstract
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2002 |
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model (JEL C15, C32, F30) | by Tor Jacobson , Johan Lyhagen , Rolf Larsson and Marianne Nessén | No145
(01 Dec 2002) | Abstract
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Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle (JEL D82, G21) | by Kenneth Carling and Sofia Lundberg | No144
(01 Dec 2002) | Abstract
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Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest? (JEL D24, E22, L60) | by Mikael Carlsson and Stefan Laséen | No143
(01 Dec 2002) | Abstract
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Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy (JEL C41, G21, G33, G38) | by Kenneth Carling, Tor Jacobson , Jesper Lindé and Kasper Roszbach | No142
(01 Sep 2002) | Abstract
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How Important Is Precommitment for Monetary Policy? (JEL E52, E58) | by Richard Dennis and Ulf Söderström | No139
(01 Sep 2002) | Abstract
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Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? (JEL E52, E58) | by Ulf Söderström , Paul Söderlind and Anders Vredin | No140
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