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Sveriges Riksbank Working Paper Series Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy Kenneth Carling, Tor Jacobson, Jesper Lindé, Kasper Roszbach September 2002 No. 142 WORKING PAPERS ARE OBTAINABLE FROM...
No. 159. Do Higher Wages Cause Inflation? | Sveriges Riksbank
by Magnus Jonsson and Stefan PalmqvistAbstract: Much empirical evidence suggests that wage increases do not lead to inflation. This paper demonstrates…...
No. 172. Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002 | Sveriges Riksbank
by Gabriela Guibourg and Björn Segendorf.Abstract: We estimate private costs in the Swedish banking sector for the production of payment services and investigate…...
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Sveriges Riksbank Working Paper Series Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest? Mikael Carlsson and Stefan Laséen December 2002 No. 143 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank •...
No. 166. Populism | Sveriges Riksbank
by Lars FrisellAbstract: In their pursuit of being elected, politicians might not provide their constituents with independent viewpoints, but just try…...
No 138. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
Sveriges Riksbank Working Paper Series Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach Tor Jacobson and Sune Karlsson August 2002 No. 138 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank •...
No. 175. The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis | Sveriges Riksbank
by Mattias Villani and Rolf LarssonAbstract: The multivariate split normal distribution extends the usual multivariatenormal distribution by a set of parameters…...
No. 173. Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets | Sveriges Riksbank
by Meredith BeecheyAbstract: Asymmetric information between the central bank and bond markets creates an inference problem that affects the behaviour of…...
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…...
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Sveriges Riksbank Working Paper Series Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? Ulf Söderström, Paul Söderlind and Anders Vredin September 2002 No. 140 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank •...