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No. 180. Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area | Sveriges Riksbank

No. 180. Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area...

No. 167. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through | Sveriges Riksbank

by Jesper Lindé, Marianne Nessén and Ulf SöderströmAbstract: We develop a structural model of a small open economy with gradual exchange rate pass-through…...

No. 162. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? | Sveriges Riksbank

by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract: The new Basel II regulation contains a number of new regulatory features. Most importantly,…...

No. 255 Hedging Labor Income Risk | Sveriges Riksbank

by Sebastien Betermier Thomas Jansson Christine A. Parlour and Johan Waldeny NOVEMBER 2011 Abstract We use a detailed panel data set…...

No. 256 Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios | Sveriges Riksbank

by Paolo Giordani, Tor Jacobson, Erik von Schedvin and Mattias Villani NOVEMBER 2011 Abstract We demonstrate improvements in predictive…...

No 169. How Useful are Simple Rules for Monetary Policy? The Swedish Experience | Sveriges Riksbank

by Claes Berg, Per Jansson and Anders VredinAbstract: Monetary policy is often analysed in terms of simple rules. Such rules may be useful for many purposes,…...

No 165. Multiple-Bank Lending: Diversification and Free-Riding in Monitoring | Sveriges Riksbank

by Elena Carletti, Vittoria Cerasi and Sonja DaltungAbstract: This paper analyzes banks’ choice between lending to firms individually and sharing lending…...

No. 163. Exchange Rate Puzzles: A Tale of Switching Attractors | Sveriges Riksbank

by Paul De Grauwe and Marianna GrimaldiAbstract: The rational expectations efficient market model of the exchange rate has failed empirically. In this…...

No. 220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates | Sveriges Riksbank

No. 220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates...

Microsoft Word - Arbetsrapport 23_Blix.DOC

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