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No. 271 Un-truncating VARs | Sveriges Riksbank
By Ferre De Graeve and Andreas Westermark June 2013 Abstract Macroeconomic research often relies on structural vector autoregressions…...
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. 276 Approximate dynamic programming with postdecision states as a solution method for dynamic economic models | Sveriges Riksbank
by Isaiah Hull September 2013 Abstract I introduce and evaluate a new stochastic simulation method for dynamic economic models. It is…...
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. 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. 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 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. 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 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. 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…...