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No. 267 Using Financial Markets To Estimate the Macro Effects of Monetary Policy: An Impact-Identified FAVAR* | Sveriges Riksbank

By Stefan Pitschner May 2013 Abstract In this paper, I use high-frequency financial market estimates to identify the monetary policy shock…...

No. 274 The Redistributive Effects of Inflation: an International Perspective | Sveriges Riksbank

by Paola Boel September 2013 (Updated February 2017) Abstract We investigate the redistributive effects of expected inflation using…...

No. 275 Business Cycle Implications of Mortgage Spreads (Updated March 2014) | Sveriges Riksbank

by Karl Walentin September 2013 (Updated March 2014) Abstract How do aggregate quantities at the business cycle frequency respond to…...

No. 242 Bayesian Inference in Structural Second-Price common Value Auctions | Sveriges Riksbank

No. 242 Bayesian Inference in Structural Second-Price common Value Auctions...

No. 243 Equilibrium asset prices and the wealth distribution with inattentive consumers | Sveriges Riksbank

No.243 Equilibrium asset prices and the wealth distribution with inattentive consumers...

No. 192. Swedish Intervention and the Krona Float, 1993-2002 | Sveriges Riksbank

No. 192. Swedish Intervention and the Krona Float, 1993...

No. 269 Conditional euro area sovereign default risk | Sveriges Riksbank

By André Lucas, Bernd Schwaab and Xin Zhang May 2013 Abstract We propose an empirical framework to assess the likelihood of joint and…...

No. 198. Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data | Sveriges Riksbank

No. 198. Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data...

No. 194. Testing Theories of Job Creation: Does Supply Create Its Own Demand? | Sveriges Riksbank

No. 194. Testing Theories of Job Creation: Does Supply Create Its Own Demand?...

No 118. Causality and Regime Inference in a Markov Switching VAR | Sveriges Riksbank

by Anders Warne Abstract This paper analyses three Granger noncausality hypotheses within a conditionally Gaussian MS-VAR model. Noncausality in…...