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No. 171. A Bayesian Approach to Modelling Graphical Vector Autoregressions | Sveriges Riksbank
by Jukka Corander and Mattias VillaniAbstract: We introduce a Bayesian approach to model assessment in the class of graphical vector autoregressive (VAR)…...
No 168. Is Firm Interdependence within Industries Important for Portfolio Credit Risk? | Sveriges Riksbank
by Kenneth Carling, Lars Rönnegård and Kasper RoszbachAbstract: A drawback of available portfolio credit risk models is that they fail to allow for default…...
No. 161. The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model | Sveriges Riksbank
by Jesper Lindé Abstract: Recent work on the effects of permanent technology shocks argue that the basic RBC model cannot account for a negative correlation…...
No 164. Bubbles and crashes in a behavioural finance model | Sveriges Riksbank
by Paul De Grauwe and Marianna GrimaldiAbstract: We develop a simple model of the exchange rate in which agents optimize their portfolio and use di?erent…...
No 147. Taylor Rules and the Predictability of Interest Rates
SVERIGES RIKSBANK WORKING PAPER SERIES Taylor Rules and the Predictability of Interest Rates Paul Söderlind, Ulf Söderström and Anders Vredin APRIL 2003 147 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...
No. 160. Why Are Long Rates Sensitive to Monetary Policy | Sveriges Riksbank
by Tore Ellingsen and Ulf Söderström Abstract: We use a quantitative model of the U.S. economy to analyze the response of long-term interest rates to monetary…...
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SVERIGES RIKSBANK WORKING PAPER SERIES The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach Hans Lindblad and Peter Sellin OCTOBER 2003 152 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank...
tobitroszbach.dvi
SVERIGES RIKSBANK WORKING PAPER SERIES 154 Bank Lending Policy, Credit Scoring and the Survival of Loans Kasper Roszbach NOVEMBER 2003 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
No. 176. Firm-Specific Capital, Nominal Rigidities and the Business Cycle | Sveriges Riksbank
by David Altig, Lawrence Christiano, Martin Eichenbaum and Jesper LindéAbstract: Macroeconomic and microeconomic data paint conflicting pictures of price…...
No. 186. Trade Deficits in the Baltic States: How Long Will the Party Last? | Sveriges Riksbank
by Rudolfs Bems and Kristian Jönsson JUNE 2005 Abstract: Since their opening up to international capital markets, the economies of Estonia, Latvia…...