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No 93. The Quest for Prosperity Without Inflation | Sveriges Riksbank

Abstract In recent years, activist monetary policy rules responding to in ation and the level of economic activity have been advanced as a means of achieving…...

No 76. Forecasting Swedish Inflation With a Markov Switching VAR | Sveriges Riksbank

Abstract Viewed over the whole available history of fiat money in Sweden, high levels of inflation have been present only over a short time span. It is…...

No 45. Value at Risk for Derivatives | Sveriges Riksbank

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

No. 99 Medium- Term Forecasts of Potential GDP and Inflation Using Age Structure Information | Sveriges Riksbank

Abstract Economic behavior as well as economic resources of individuals vary with age. Swedish time series show that the age structure of the population…...

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...

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...

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 •...

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...

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...