Sök
Din sökning gav 30829 träffar.
No 102. A Bivariate Distribution for Inflation and Output Forecasts | Sveriges Riksbank
by Mårten Blix and Peter Sellin Abstract The contribution of this paper is to derive a bivariate distribution for inflation and output uncertainty…...
Working paper nr
SVERIGES RIKSBANK WORKING PAPER SERIES 303 Central bank policy paths and market forward rates: A simple model Ferre De Graeve and Jens Iversen June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...
No 115. UIP for short investments in long-term bonds | Sveriges Riksbank
by Annika Alexius Abstract The empirical failure of uncovered interest parity (UIP) is one of the best-established facts of international economics.…...
No. 245 Modeling Conditional Densities Using Finite Smooth Mixtures | Sveriges Riksbank
by Feng Li, Mattias Villani and Robert Kohn AUGUST 2010 Abstract Smooth mixtures, i.e. mixture models with covariate-dependent mixing weights,…...
Working paper nr
SVERIGES RIKSBANK WORKING PAPER SERIES 300 Searching for Information* Jungsuk Han and Francesco Sangiorgi May 2015 (Revised September 2015) WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
No 109. An alternative interpretation of the recent U.S. inflation performance | Sveriges Riksbank
by Mikael Apel and Per Jansson Abstract An approach to decomposing and interpreting the inflation process is proposed. It suggests that the low…...
No 42. Rational Expectations in a VAR with Markov Switching | Sveriges Riksbank
by Mårten BlixOctober 1997 Abstract This paper shows how a well known class of rational expectations hypotheses using linear vector-autoregressions…...
No 104. Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector | Sveriges Riksbank
by Robert Amano, Don Coletti and Stephen Murchison Abstract In this paper, we offer one possible way to estimate a key feature of the Bank of Canada’s…...
No. 234 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction | Sveriges Riksbank
by Paolo Giordani and Mattias Villani October 2009 Abstract We introduce a non-Gaussian dynamic mixture model for macroeconomic forecasting.…...