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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 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…...

No. 231 Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost | Sveriges Riksbank

No. 231 Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost...

No 116. Qualitative Survey Responses and Production over the Business Cycle | Sveriges Riksbank

by Thomas Lindström Abstract An examination of Swedish manufacturing data on real output and qualitative business tendency survey (BTS) responses…...

No. 282 A wake-up call: information contagion and strategic uncertainty | Sveriges Riksbank

by Toni Ahnert and Christoph Bertsch October 2013 (revised 27 March 2014) Abstract: A financial crisis in one region is a wake-up call for…...

No. 268 Dynamic mixture-of-experts models for longitudinal and discrete-time survival data | Sveriges Riksbank

By Matias Quiroz and Mattias Villani May 2013 Abstract We propose a general class of flexible models for longitudinal data with special…...

No 110. Core inflation and monetary policy | Sveriges Riksbank

by Marianne Nessén and Ulf Söderström Abstract What are the implications of targeting different measures of inflation? We extend a basic theoretical…...

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…...