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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 45. Value at Risk for Derivatives | Sveriges Riksbank
by Linan El Jahel, William Perraudin och Peter Sellin...
Microsoft Word - Arbetsrapport 27_Blix.DOC
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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...
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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...
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SVERIGES RIKSBANK WORKING PAPER SERIES 306 SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN August 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank...
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SVERIGES RIKSBANK WORKING PAPER SERIES 308 Modeling financial sector joint tail risk in the euro area André Lucas, Bernd Schwaab and Xin Zhang June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...
No 128. Micro Foundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms | Sveriges Riksbank
No 128. Micro Foundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms...
No. 209 Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework | Sveriges Riksbank
No. 209 Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework...
No. 210 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates* | Sveriges Riksbank
No. 210 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates*...