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No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs | Sveriges Riksbank

No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs...

No 165. Multiple-Bank Lending: Diversification and Free-Riding in Monitoring | Sveriges Riksbank

by Elena Carletti, Vittoria Cerasi and Sonja DaltungAbstract: This paper analyzes banks’ choice between lending to firms individually and sharing lending…...

No. 240 The Discursive Dilemma in Monetary Policy | Sveriges Riksbank

No. 240 The Discursive Dilemma in Monetary Policy...

No. 163. Exchange Rate Puzzles: A Tale of Switching Attractors | Sveriges Riksbank

by Paul De Grauwe and Marianna GrimaldiAbstract: The rational expectations efficient market model of the exchange rate has failed empirically. In this…...

No. 239 Housing collateral and the monetary transmission mechanism | Sveriges Riksbank

No. 239 Housing collateral and the monetary transmission mechanism...

No. 236 Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model | Sveriges Riksbank

By Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters JANUARY 2010 Abstract We analyze financial risk premiums…...

Microsoft Word - Arbetsrapport 23_Blix.DOC

9RHIVP]MRK-RJPEXMSRr %’SQQSR8VIRHW%TTVSEGL F] 1¯VXIR&PM\∗ *MVWXZIVWMSR1EVGL 8LMWZIVWMSR3GXSFIV %FWXVEGX 5YELERH:ELI]HMWGYWWIHXLIHMGLSXSQ]FIX[IIRMRGVIEWIWMRXLI GSRWYQIVTVMGIMRHI\ERHIUYMPMFVMYQQSHIPWIQFSH]...

Microsoft Word - WP144.doc

Sveriges Riksbank Working Paper Series Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle Kenneth Carling and Sofia Lundberg December 2002 No. 144 WORKING PAPERS ARE OBTAINABLE FROM...

No. 255 Hedging Labor Income Risk | Sveriges Riksbank

by Sebastien Betermier Thomas Jansson Christine A. Parlour and Johan Waldeny NOVEMBER 2011 Abstract We use a detailed panel data set…...

No. 256 Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios | Sveriges Riksbank

by Paolo Giordani, Tor Jacobson, Erik von Schedvin and Mattias Villani NOVEMBER 2011 Abstract We demonstrate improvements in predictive…...