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No. 344 Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models
10/01/2018 8 MB -SVERIGES RIKSBANK WORKING PAPER SERIES 344 Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models Daniel Buncic October 2017 WORKING PAPERS ARE OBTAINABLE FROM www.riksbank.se/en/research
Pass through at Mildly Negative Policy Rates The Swedish Case
22/01/2019 510,4 kB -Staff memo Pass-through at Mildly Negative Policy Rates: The Swedish Case Henrik Erikson, David Vestin Monetary Policy Department January 2019 PASS-THROUGH AT MILDLY NEGATIVE POLICY RATES: THE SWEDISH CASE 1
The Riksbank's method for stress testing banks' liquidity, Staff memo
20/11/2019 1,3 MB -Staff memo The Riksbank’s method for stress testing banks’ liquidity Mattias Danielsson Jonatan Manfredini Financial Stability Department November 2019 KÄNSLIG THE RIKSBANK’S METHOD FOR STRESS TESTING
A new indicator of risks and vulnerabilities, Appendix 2 Chart pack
28/05/2020 948,3 kB -APPENDIX 2 CHART PACK – A NEW INDICATOR OF RISKS AND VULNERABILITIES IN THE SWEDISH FINANCIAL SYSTEM 1 Appendix 2 Chart pack Appendix 2 collects a chart pack of the variables that enter the five different sectoral indicators. Data is not
A time-varying equilibrium VAR model of the long-run real exchange rate
26/02/2020 652 kB -Staff memo A time-varying equilibrium VAR model of the long-run real exchange rate Carl-Johan Belfrage Paolo Bonomolo Pär Stockhammar Monetary Policy Department February 2020 A time-varying equilibrium VAR
The effects of monetary policy in Sweden during the inflation targeting period: estimates with structural VAR models
30/08/2024 3,3 MB -Staff memo The effects of monetary policy in Sweden during the inflation targeting period: estimates with structural VAR models Erik Berggren, Stefania Mammos and Ingvar Strid August 2024 2 Contents 1
Effect of Energy Costs on Swedish Consumption
23/04/2025 561,1 kB -Staff memo Effect of Energy Costs on Swedish Consumption Patterns Nicoletta Batini March 2025 2 Contents 1 Introduction 4 2 How do changes in energy prices affect private consumption? 7 2.1 Theoretical background 7
No. 364 Biased Forecasts to Affect Voting Decisions The Brexit Case
12/03/2019 951,6 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 364 Biased Forecasts to Affect Voting Decisions? The Brexit Case Davide Cipullo and André Reslow March 2019 WORKING PAPERS ARE OBTAINABLE FROM
No. 335 Quantitative easing and the price-liquidity trade-off
15/11/2017 521,9 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 335 Quantitative easing and the price-liquidity trade-off Marien Ferdinandusse, Maximilian Freier and Annukka Ristiniemi February 2017 WORKING PAPERS ARE
No. 336 What Broker Charges Reveal about Mortgage Credit Risk
15/11/2017 696,1 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 336 What Broker Charges Reveal about Mortgage Credit Risk Antje Berndt, Burton Hollifield and Patrik Sandås February 2017 WORKING PAPERS ARE OBTAINABLE FROM