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No. 162. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? | Sveriges Riksbank
by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract: The new Basel II regulation contains a number of new regulatory features. Most importantly,…...
No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs | Sveriges Riksbank
No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs...
No. 240 The Discursive Dilemma in Monetary Policy | Sveriges Riksbank
No. 240 The Discursive Dilemma in Monetary Policy...
No 169. How Useful are Simple Rules for Monetary Policy? The Swedish Experience | Sveriges Riksbank
by Claes Berg, Per Jansson and Anders VredinAbstract: Monetary policy is often analysed in terms of simple rules. Such rules may be useful for many purposes,…...
No. 239 Housing collateral and the monetary transmission mechanism | Sveriges Riksbank
No. 239 Housing collateral and the monetary transmission mechanism...
No. 236 Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model | Sveriges Riksbank
By Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters JANUARY 2010 Abstract We analyze financial risk premiums…...
No 165. Multiple-Bank Lending: Diversification and Free-Riding in Monitoring | Sveriges Riksbank
by Elena Carletti, Vittoria Cerasi and Sonja DaltungAbstract: This paper analyzes banks’ choice between lending to firms individually and sharing lending…...
No 129. Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach | Sveriges Riksbank
No 129. Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach...
No. 163. Exchange Rate Puzzles: A Tale of Switching Attractors | Sveriges Riksbank
by Paul De Grauwe and Marianna GrimaldiAbstract: The rational expectations efficient market model of the exchange rate has failed empirically. In this…...
No 121. What Have We Learned from Empirical Tests of the Monetary Transmission Effect | Sveriges Riksbank
No 121. What Have We Learned from Empirical Tests of the Monetary Transmission Effect...