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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...

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...

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…...

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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…...

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...

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...

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...

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...