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No. 174. State Dependent Pricing and Exchange Rate Pass-Through | Sveriges Riksbank

by Martin Flodén and Fredrik WilanderAbstract: We analyze exchange rate pass-through and volatility of import prices in a dynamic framework where firms…...

No. 282 A wake-up call: information contagion and strategic uncertainty | Sveriges Riksbank

by Toni Ahnert and Christoph Bertsch October 2013 (revised 27 March 2014) Abstract: A financial crisis in one region is a wake-up call for…...

No. 268 Dynamic mixture-of-experts models for longitudinal and discrete-time survival data | Sveriges Riksbank

By Matias Quiroz and Mattias Villani May 2013 Abstract We propose a general class of flexible models for longitudinal data with special…...

No. 250 The Effects of Endogenous Firm Exit on Business Cycle Dynamics and Optimal Fiscal Policy | Sveriges Riksbank

The Effects of Endogenous Firm Exit on Business Cycle Dynamics and Optimal Fiscal Policy...

No. 267 Using Financial Markets To Estimate the Macro Effects of Monetary Policy: An Impact-Identified FAVAR* | Sveriges Riksbank

By Stefan Pitschner May 2013 Abstract In this paper, I use high-frequency financial market estimates to identify the monetary policy shock…...

No. 274 The Redistributive Effects of Inflation: an International Perspective | Sveriges Riksbank

by Paola Boel September 2013 (Updated February 2017) Abstract We investigate the redistributive effects of expected inflation using…...

No. 275 Business Cycle Implications of Mortgage Spreads (Updated March 2014) | Sveriges Riksbank

by Karl Walentin September 2013 (Updated March 2014) Abstract How do aggregate quantities at the business cycle frequency respond to…...

No. 249 MOSES: Model of Swedish Economic Studies | Sveriges Riksbank

No. 249 MOSES: Model of Swedish Economic Studies...

No. 251 Parameter Identification in a Estimated New Keynesian Open Economy Model | Sveriges Riksbank

No. 251 Parameter Identification in a Estimated New Keynesian Open Economy Model...

No. 269 Conditional euro area sovereign default risk | Sveriges Riksbank

By André Lucas, Bernd Schwaab and Xin Zhang May 2013 Abstract We propose an empirical framework to assess the likelihood of joint and…...