Sök
Din sökning gav 32808 träffar.
No 168. Is Firm Interdependence within Industries Important for Portfolio Credit Risk? | Sveriges Riksbank
by Kenneth Carling, Lars Rönnegård and Kasper RoszbachAbstract: A drawback of available portfolio credit risk models is that they fail to allow for default…...
No. 161. The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model | Sveriges Riksbank
by Jesper Lindé Abstract: Recent work on the effects of permanent technology shocks argue that the basic RBC model cannot account for a negative correlation…...
No. 226 Firm Default and Aggregate Fluctuations | Sveriges Riksbank
by Tor Jacobson, Rikard Kindell, Jesper Lindé and Kasper Roszbach 19 September 2008 Abstract This paper studies the relation between macroeconomic…...
No 164. Bubbles and crashes in a behavioural finance model | Sveriges Riksbank
by Paul De Grauwe and Marianna GrimaldiAbstract: We develop a simple model of the exchange rate in which agents optimize their portfolio and use di?erent…...
No. 160. Why Are Long Rates Sensitive to Monetary Policy | Sveriges Riksbank
by Tore Ellingsen and Ulf Söderström Abstract: We use a quantitative model of the U.S. economy to analyze the response of long-term interest rates to monetary…...
No. 222 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates | Sveriges Riksbank
by Hans Dillén April 2008 Abstract This paper presents a theoretical model of the term structure of interest rates based on the monetary…...
No. 261 The Information Content of Central Bank Minutes | Sveriges Riksbank
By Mikael Apel and Marianna Blix Grimaldi April 2012 Abstract One characteristic feature of central banks today is that policy decisions…...
No. 176. Firm-Specific Capital, Nominal Rigidities and the Business Cycle | Sveriges Riksbank
by David Altig, Lawrence Christiano, Martin Eichenbaum and Jesper LindéAbstract: Macroeconomic and microeconomic data paint conflicting pictures of price…...
No. 259 Labor-Market Frictions and Optimal Inflation | Sveriges Riksbank
By Mikael Carlsson and Andreas Westermark MARCH 2012 Abstract In central theories of monetary non-neutrality the Ramsey optimal inflation…...
No. 264 Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence | Sveriges Riksbank
By Luca Sala, Ulf Söderström and AntonellaTrigari October 2012 Abstract We use an estimated monetary business cycle model with search…...