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No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs | Sveriges Riksbank
No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs...
No. 183. Testing Near-Rationality using Detailed Survey Data | Sveriges Riksbank
No. 181. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State...
No. 240 The Discursive Dilemma in Monetary Policy | Sveriges Riksbank
No. 240 The Discursive Dilemma in Monetary Policy...
No. 239 Housing collateral and the monetary transmission mechanism | Sveriges Riksbank
No. 239 Housing collateral and the monetary transmission mechanism...
No. 236 Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model | Sveriges Riksbank
By Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters JANUARY 2010 Abstract We analyze financial risk premiums…...
No. 182. Bank Mergers, Competition and Liquidity | Sveriges Riksbank
No. 181. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State...
No. 179. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through | Sveriges Riksbank
No. 179. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through...
No. 178. Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap | Sveriges Riksbank
No. 178. Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap...
No 111. Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model | Sveriges Riksbank
by Peter Hördahl Abstract This paper proposes the use of the two-factor term-structure model of Longstaff and Schwartz (1992) to estimate the risk-neutral…...
No. 184. Exploring Interactions between Real Activity and the Financial Stance | Sveriges Riksbank
by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract In this paper we empirically study interactions between real activity and the financial…...