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No 42. Rational Expectations in a VAR with Markov Switching | Sveriges Riksbank

by Mårten BlixOctober 1997 Abstract This paper shows how a well known class of rational expectations hypotheses using linear vector-autoregressions…...

No 45. Value at Risk for Derivatives | Sveriges Riksbank

by Linan El Jahel, William Perraudin och Peter Sellin...

The Riksbank and financial stability

S V E R I G E S R I K S B A N K The Riksbank and Financial Stability 2010 THE RIKSBANK AND FINANCIAL STABILITY 2010 1 The Riksbank’s role and tasks 3 What is financial stability? 5 The financial system and systemic risk 8 The Riksbank and...

Economic n Commentaries: Urgent need for new financial regulations and tools

1 – E C O N O M I C C O M M E N T A R I E S N O . 1 , 2 0 1 0 n Economic Commentariesn 1 5 F E B R U A R Y 2 0 1 0 NO. 1, 2010 Urgent need for new financial regulations and tools Johan Gernandt, Chairman of the General Council, Leif Pagrotsky,...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 303 Central bank policy paths and market forward rates: A simple model Ferre De Graeve and Jens Iversen June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 300 Searching for Information* Jungsuk Han and Francesco Sangiorgi May 2015 (Revised September 2015) WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...

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Microsoft Word - WP_65.doc

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The Financial Staility Report 2000:1

Data 1 Figure 1. The difference between the banks' lending and deposit rates for households and companies. Percentage points Households Companies Dec-92 8.27 6.36 Mar-93 8.57 5.63 Jun-93 8.19 5.44 Sep-93 7.92 5.19 Dec-93 7.76 4.84 Mar-94 7.41...

Jansson: My view of monetary policy

Deputy Governor Per Jansson My view of monetary policy Riksdag Committee on Finance 18 November 2014 What I intend to talk about  Inflation low – but monetary policy has reacted decisively  My view of monetary policy going forward Low...