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No. 171. A Bayesian Approach to Modelling Graphical Vector Autoregressions | Sveriges Riksbank

by Jukka Corander and Mattias VillaniAbstract: We introduce a Bayesian approach to model assessment in the class of graphical vector autoregressive (VAR)…...

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...

No 168. Is Firm Interdependence within Industries Important for Portfolio Credit Risk? | Sveriges Riksbank

by Kenneth Carling, Lars Rönnegård and Kasper RoszbachAbstract: A drawback of available portfolio credit risk models is that they fail to allow for default…...

No. 161. The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model | Sveriges Riksbank

by Jesper Lindé Abstract: Recent work on the effects of permanent technology shocks argue that the basic RBC model cannot account for a negative correlation…...

No 164. Bubbles and crashes in a behavioural finance model | Sveriges Riksbank

by Paul De Grauwe and Marianna GrimaldiAbstract: We develop a simple model of the exchange rate in which agents optimize their portfolio and use di?erent…...

No. 160. Why Are Long Rates Sensitive to Monetary Policy | Sveriges Riksbank

by Tore Ellingsen and Ulf Söderström Abstract: We use a quantitative model of the U.S. economy to analyze the response of long-term interest rates to monetary…...

Microsoft Word - Hansson.doc

SVERIGES RIKSBANK WORKING PAPER SERIES Business Survey Data: Do They Help in Forecasting the Macro Economy? Jesper Hansson, Per Jansson and Mårten Löf SEPTEMBER 2003 151 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank...

No. 202 The geography of asset holdings: Evidence from Sweden | Sveriges Riksbank

By Nicolas Coeurdacier and Philippe Martin January 2007 Abstract This paper analyzes the determinants of cross-border asset holdings on cross-country…...

No. 176. Firm-Specific Capital, Nominal Rigidities and the Business Cycle | Sveriges Riksbank

by David Altig, Lawrence Christiano, Martin Eichenbaum and Jesper LindéAbstract: Macroeconomic and microeconomic data paint conflicting pictures of price…...

No. 213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts | Sveriges Riksbank

No. 213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts...