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No. 245 Modeling Conditional Densities Using Finite Smooth Mixtures | Sveriges Riksbank
by Feng Li, Mattias Villani and Robert Kohn AUGUST 2010 Abstract Smooth mixtures, i.e. mixture models with covariate-dependent mixing weights,…...
Microsoft Word - WP_71.doc
8LI4SPMG]1M\MRE8[SXMIV1SRIXEV]9RMSR [MXL’SRWXVEMRXWSR7XEFMPM^EXMSR4SPMG] ’LVMWXMER&VIHZEH2MPWWSR∗ 3GXSFIV $EVWUDFW The paper studies the interaction between the monetary and fiscal authorities in the Euro area and the block of...
No. 234 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction | Sveriges Riksbank
by Paolo Giordani and Mattias Villani October 2009 Abstract We introduce a non-Gaussian dynamic mixture model for macroeconomic forecasting.…...
No. 229 Expectation Driven Business Cycles with Limited Enforcement | Sveriges Riksbank
No. 229 Expectation Driven Business Cycles with Limited Enforcement...
No 50. Transparency and Credibility: Monetary Policy with Unobservable Goals
FS804.tex Comments welcome Transparency and Credibility: Monetary Policy with Unobservable Goals¤ Jon Fausty and Lars E.O. Svenssonz First draft: June 1997 This version: April 1998 Abstract We de…ne and study transparency, credibility, and...
No 57. International Experiences with Different Monetary Policy Regimes
International Experiences with Different Monetary Policy Regimes by Frederic S. Mishkin Conference on Monetary Policy Rules Stockholm 12 – 13 June 1998 Sveriges Riksbank and Institute for International Economic Studies, Stockholm University...
No. 275 Appendices for 'Business Cycle Implications of Mortgage Spreads' (Updated March 2014) | Sveriges Riksbank
by Karl Walentin Sveriges Riksbank March, 2014...
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Microsoft Word - WP_65.doc
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No. 273 Identifying Fiscal Inflation | Sveriges Riksbank
by Ferre De Graeve and Virginia Queijo von Heideken September 2013 Abstract Fiscal theorists warn about the risk of future in.ation…...