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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...

Working paper nr

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...

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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...

No. 186. Trade Deficits in the Baltic States: How Long Will the Party Last? | Sveriges Riksbank

by Rudolfs Bems and Kristian Jönsson JUNE 2005 Abstract: Since their opening up to international capital markets, the economies of Estonia, Latvia…...

No. 191. Forecast combination and model averaging using predictive measures | Sveriges Riksbank

No. 191. Forecast combination and model averaging using predictive measures...

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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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...

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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. 189. Bayesian Inference of General Linear Restrictions on the Cointegration Space | Sveriges Riksbank

No. 189. Bayesian Inference of General Linear Restrictions on the Cointegration Space...