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Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 305 Bringing Financial Stability into Monetary Policy* Eric M. Leeper and James M. Nason July 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...

No 45. Value at Risk for Derivatives | Sveriges Riksbank

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

No 105. Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On | Sveriges Riksbank

by Claes Berg and Hans Lindberg Abstract In this paper we discuss the recent experience of conducting monetary policy with a collegial board according…...

No. 222 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates | Sveriges Riksbank

by Hans Dillén April 2008 Abstract This paper presents a theoretical model of the term structure of interest rates based on the monetary…...

No. 177. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents | Sveriges Riksbank

No. 177. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents...

Microsoft Word - WP_66.doc

([FKDQJH5DWHVDQG,QWHUHVW5DWHVLQDQ(FRQRP\ ZLWK 5HJLPH6KLIWVDQG6WLFN\3ULFHV +DQV’LOOpQDQG+DQV/LQGEHUJ0 6YHULJHV5LNVEDQN6HSWHPEHU8 $EVWUDFW This paper examines how expectations of a monetary regime shift to a high inflation...

No. 277 A detrimental feedback loop: deleveraging and adverse selection | Sveriges Riksbank

By Christoph Bertsch September 2013 (Updated February 2015) Abstract Market distress can be the catalyst of a deleveraging wave, as in the 2007/08…...

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...

No 106. Price-level targeting versus inflation targeting in a forward-looking model | Sveriges Riksbank

by David Vestin Abstract This paper examines a price-level target in a model with a forward-looking Calvo-Taylor Phillips curve. Contrary to conventional…...

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 •...