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Causality and Regime Inference in a Markov Switching VAR
Causality and Regime Inference in a Markov Switching VAR Anders Warne December 5, 2000 Abstract: This paper analyses three Granger noncausality hypotheses within a condition- ally Gaussian MS-VAR model. Noncausality in mean is based on Granger’s...
Supply shocks and real exchange rates
Supply shocks and real exchange rates∗ Annika Alexius Sveriges Riksbank, 103 37 Stockholm December 2000 Abstract Previous studies of the sources of real exchange rate fluctuations have concluded that real demand shocks account for the bulk of the...
No. 206 Optimal Monetary Policy under Downward Nominal Wage Rigidity (Revised)
SverigeS rikSbank working paper SerieS 206 optimal Monetary policy under Downward nominal wage rigidity Mikael Carlsson and Andreas Westermark april 2007 working paperS are obtainable froM Sveriges riksbank • information riksbank • Se-103 37...
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SVERIGES RIKSBANK WORKING PAPER SERIES Bubbles and Crashes in a Behavioural Finance Model Paul De Grauwe and Marianna Grimaldi MAY 2004 164 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
No. 206 Optimal Monetary Policy under Downward Nominal Wage Rigidity
SverigeS rikSbank working paper SerieS 206 optimal Monetary policy under Downward nominal wage rigidity Mikael Carlsson and Andreas Westermark april 2007 working paperS are obtainable froM Sveriges riksbank • information riksbank • Se-103 37...
swp0000.dvi
SVERIGES RIKSBANK WORKING PAPER SERIES Populism Lars Frisell JUNE 2004 166 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax international: +46 8 787 05 26 Telephone international: +46 8 787 01...
No. 261 The Information Content of Central Bank Minutes
SVERIGES RIKSBANK WORKING PAPER SERIES 261 The Information Content of Central Bank Minutes Mikael Apel and Marianna Blix Grimaldi APRIL 2012 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
Sveriges Riksbank Working Paper Series No. 173
SVERIGES RIKSBANK WORKING PAPER SERIES Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets Meredith Beechey DECEMBER 2004 173 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank •...
Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
SVERIGES RIKSBANK WORKING PAPER SERIES 257 Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment Geraldo Cerqueiro, Steven Ongena and Kasper Roszbach FEBRUARY 2012 WORKING PAPERS ARE OBTAINABLE FROM Sveriges...