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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…...

Material for assessing monetary policy 2009

S V E R I G E S R I K S B A N K Material for assessing monetary policy 2009 1 M A T E R IA L F O R A S S E S S IN G M O N E T A R Y P O L IC Y 2 0 0 9 CHAPTER 1 Introduction The Riksbank is an authority under the Riksdag, the Swedish Parliament,...

An indicator of resource utilisation

1 – E C O N O M I C C O M M E N T A R I E S N O . 4 , 2 0 1 0 n Economic Commentariesn 1 3 O C T O B E R 2 0 1 0 NO. 4, 2010 An indicator of resource utilisation Christina Nyman1 The author works in the Monetary Policy Department. The Riksbank’s...

Assessment of RIX

SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00 Fax +46 8 21 05 31 registratorn@riksbank.se DATUM: 2010-03-17 AVDELNING: AFS/EFI DNR 2010-149-AFS 1 [23] Assessment of RIX Banks that have accounts with the Riksbank...

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…...

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Sveriges Riksbank Working Paper Series Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest? Mikael Carlsson and Stefan Laséen December 2002 No. 143 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank •...

No 138. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach

Sveriges Riksbank Working Paper Series Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach Tor Jacobson and Sune Karlsson August 2002 No. 138 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank •...

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…...