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No. 233 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T...

SverigeS rikSbank working paper SerieS 233 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of asymmetric Student T Densities Feng Li, Mattias Villani and Robert Kohn oCTober 2009 working paperS are obTainable FroM Sveriges...

wp162.dvi

SVERIGES RIKSBANK WORKING PAPER SERIES Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? Tor Jacobson, Jesper Lindé and Kasper Roszbach APRIL 2004 162 WORKING PAPERS ARE OBTAINABLE FROM...

Financial Variables and the Conduct of Monetary Policy

1 Financial Variables and the Conduct of Monetary Policy* Charles Goodharta and Boris Hofmannb Abstract This paper analyses the role of financial variables in the conduct of monetary policy. In the baseline model for the analysis of interest...

No. 187. Real Exchange Rate and Consumption Fluctuations following Trade Liberalization

SVERIGES RIKSBANK WORKING PAPER SERIES 187 Real Exchange Rate and Consumption Fluctuations follwing Trade Liberalization Kristian Jönsson JUNE 2005 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm...

rbcwpsr.dvi

SVERIGES RIKSBANK WORKING PAPER SERIES The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model Jesper Lindé APRIL 2004 161 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103...

Appendices for •Business Cycle Implications of Mortgage Spreads'

Appendices for ‘Business Cycle Implications of Mortgage Spreads’ Karl Walentin March 2014 A Appendix with additional results and interpre- tation A.1 Parameter uncertainty in baseline speci…cation The second and third column of Table A.5...

Working paper 218

SverigeS rikSbank working paper SerieS 218 The riksbank’s Forecasting performance Michael K. Andersson, Gustav Karlsson and Josef Svensson december 2007 working paperS are obTainable From Sveriges riksbank • information riksbank • Se-103 37...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 269 Conditional euro area sovereign default risk* André Lucas, Bernd Schwaab and Xin Zhang May 2013 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...

Working Paper Series No 275

SVERIGES RIKSBANK WORKING PAPER SERIES 275 Business Cycle Implications of Mortgage Spreads Karl Walentin September 2013 (Updated March 2014) WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...