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No. 265 Pension Wealth and Household Savings in Europe: Evidence from SHARELIFE | Sveriges Riksbank

By Rob Alessie, Viola Angelini and Peter van Santen April 2013 Abstract We use recently collected retrospective survey data to estimate…...

No. 281 Lines of Credit and Investment: Firm-Level Evidence of Real Effects of the Financial Crisis | Sveriges Riksbank

Karolina Holmberg November 2013 Abstract Using Swedish bank lending data, investment data and accounting data, I examine how the financial crisis…...

No. 270 A Note on Nominal GDP Targeting and the Zero Lower Bound | Sveriges Riksbank

By Roberto M. Billi June 2013, Revised November 2015 Abstract I compare nominal GDP level targeting to strict price level targeting in a small…...

No. 193. A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro | Sveriges Riksbank

No. 193. A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro...

No. 283 Debt Dynamics and Monetary Policy: A Note | Sveriges Riksbank

Stefan Laséen and Ingvar Strid December 2013 Abstract...

No. 266 Long-Term Relationship Bargaining | Sveriges Riksbank

By Andreas Westermark April 2013 Abstract We analyze a bargaining model where there is a long-term relationship between a seller and a…...

No 111. Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model | Sveriges Riksbank

by Peter Hördahl Abstract This paper proposes the use of the two-factor term-structure model of Longstaff and Schwartz (1992) to estimate the risk-neutral…...

No 107. Unemployment and inflation regimes | Sveriges Riksbank

by Anders Vredin and Anders Warne Abstract In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for…...

No. 200.The Swedish External Position and the Krona | Sveriges Riksbank

By Philip R. Lane December 2006 Abstract This paper addresses the dynamics of the Swedish external position, with a particular focus on its inter-relation…...

No. 233 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities | Sveriges Riksbank

by Feng Li, Mattias Villani and Robert Kohn October 2009 Abstract A general model is proposed for flexibly estimating the density of a continuous…...