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Working paper nr 297, Speeding up MCMC by efficient data subsampling

SVERIGES RIKSBANK WORKING PAPER SERIES 297 SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN March 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm...

Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting

SVERIGES RIKSBANK WORKING PAPER SERIES 309 Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting André Lucas and Xin Zhang September 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank •...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 314 Debt, equity and the equity price puzzle Daria Finocchiaro and Caterina Mendicino December 2015 WORKING PAPERS ARE OBTAINABLE FROM www.riksbank.se/en/research Sveriges Riksbank • SE-103 37 Stockholm Fax...

Inlaga - nr 8

The Euro in the Swedish Financial Sector – experiences of the cash changeover in the euro zone – Progress Report 8 2 sveriges riksbank, june 2002 Additional copies may be ordered from: Sveriges Riksbank, Förrådet, SE-103 37 Stockholm, Sweden Fax:...

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Microsoft Word - 040421e.doc

SPEECH DATE: 2004-04-21 SPEAKER: Lars Heikensten LOCALITY: Seminar: The Integration of Financial Markets in Europe Andra Kammarsalen, Riksdagshuset, Stockholm SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00 Fax +46...

No 49. Policy Rules for Inflation Targeting

Policy Rules for In‡ation Targeting¤ Glenn D. Rudebuschy Lars E.O. Svenssonz February 1998 Abstract Policy rules that are consistent with in‡ation targeting are examined in a small macro- econometric model of the US economy. We compare the...

No. 196. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models | Sveriges Riksbank

No. 196. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models...

Document 09-02-2000

Brussels ECFIN/CEFCPE(2008)REP/53106 REV REV MEMORANDUM OF UNDERSTANDING ON COOPERATION BETWEEN THE FINANCIAL SUPERVISORY AUTHORITIES, CENTRAL BANKS AND FINANCE MINISTRIES OF THE EUROPEAN UNION ON CROSS-BORDER FINANCIAL STABILITY 1 June 2008...

Committee on the Budget January 10 2008 Draft 1

International Monetary and Financial Committee Twentieth Meeting October 4, 2009 Statement No. 20-28 Statement by Mr. Borg Nordic-Baltic IMF Coordination IMFC Statement – main messages Date: October 1, 2009 Draft: pre-Istanbul 1 [4]...