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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...
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