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No. 184. Exploring Interactions between Real Activity and the Financial Stance | Sveriges Riksbank
by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract In this paper we empirically study interactions between real activity and the financial…...
No. 272 Housing Choices and Labor Income Risk | Sveriges Riksbank
By Thomas Jansson August 2013 Abstract I show that individuals whose unemployment risk tends to increase more when local home prices…...
No. 181. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State | Sveriges Riksbank
No. 181. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State...
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. 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. 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 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. 283 Debt Dynamics and Monetary Policy: A Note | Sveriges Riksbank
Stefan Laséen and Ingvar Strid December 2013 Abstract...