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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 104. Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector | Sveriges Riksbank
by Robert Amano, Don Coletti and Stephen Murchison Abstract In this paper, we offer one possible way to estimate a key feature of the Bank of Canada’s…...
No 115. UIP for short investments in long-term bonds | Sveriges Riksbank
by Annika Alexius Abstract The empirical failure of uncovered interest parity (UIP) is one of the best-established facts of international economics.…...
swp0000.dvi
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...
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,…...
No. 195. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes | Sveriges Riksbank
No. 195. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes...
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SVERIGES RIKSBANK WORKING PAPER SERIES 301 What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession Isaiah Hull June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...
No 109. An alternative interpretation of the recent U.S. inflation performance | Sveriges Riksbank
by Mikael Apel and Per Jansson Abstract An approach to decomposing and interpreting the inflation process is proposed. It suggests that the low…...
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...