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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…...
No 113. Testing for the Lucas Critique: A Quantitative Investigation | Sveriges Riksbank
by Jesper Lindé Abstract In this paper, I try to shed some new light on the...
No 117. Supply shocks and real exchange rates | Sveriges Riksbank
by Annika Alexius Abstract Previous studies of the sources of real exchange rate fluctuations have concluded that real demand shocks account for…...
No. 269 Conditional euro area sovereign default risk | Sveriges Riksbank
By André Lucas, Bernd Schwaab and Xin Zhang May 2013 Abstract We propose an empirical framework to assess the likelihood of joint and…...
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Sveriges Riksbank Working Paper Series Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy Kenneth Carling, Tor Jacobson, Jesper Lindé, Kasper Roszbach September 2002 No. 142 WORKING PAPERS ARE OBTAINABLE FROM...