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No. 237 Picking the Brains of MPC Members | Sveriges Riksbank

By Mikael Apel, Carl Andreas Claussen and Petra Lennartsdotter JANUARY 2010 Abstract This paper reports and analyzes the results from a questionnaire…...

No 85. Predicting monetary policy using federal funds future prices | Sveriges Riksbank

Abstract In theory, prices of current-month federal funds futures contracts should reflect market expectations of near-term movements in the Federal Reserve's…...

No 86. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market | Sveriges Riksbank

Abstract This paper uses a unique dataset on daily capital ows to the Swedish bond market to analyse the relative information endowment of domestic and…...

No. 245 Modeling Conditional Densities Using Finite Smooth Mixtures | Sveriges Riksbank

by Feng Li, Mattias Villani and Robert Kohn AUGUST 2010 Abstract Smooth mixtures, i.e. mixture models with covariate-dependent mixing weights,…...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 306 SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN August 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 308 Modeling financial sector joint tail risk in the euro area André Lucas, Bernd Schwaab and Xin Zhang June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 307 SPEEDING UP MCMC BY DELAYED ACCEPTANCE AND DATA SUBSAMPLING MATIAS QUIROZ August 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax international:...

On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound

SVERIGES RIKSBANK WORKING PAPER SERIES 310 On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound Paola Boel and Christopher J. Waller September 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank...

Microsoft Word - WP_71.doc

8LI4SPMG]1M\MRE8[SXMIV1SRIXEV]9RMSR [MXL’SRWXVEMRXWSR7XEFMPM^EXMSR4SPMG] ’LVMWXMER&VIHZEH2MPWWSR∗ 3GXSFIV $EVWUDFW The paper studies the interaction between the monetary and fiscal authorities in the Euro area and the block of...

No 45. Value at Risk for Derivatives | Sveriges Riksbank

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