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No. 171. A Bayesian Approach to Modelling Graphical Vector Autoregressions | Sveriges Riksbank
by Jukka Corander and Mattias VillaniAbstract: We introduce a Bayesian approach to model assessment in the class of graphical vector autoregressive (VAR)…...
No. 202 The geography of asset holdings: Evidence from Sweden | Sveriges Riksbank
By Nicolas Coeurdacier and Philippe Martin January 2007 Abstract This paper analyzes the determinants of cross-border asset holdings on cross-country…...
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 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. 213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts | Sveriges Riksbank
No. 213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts...
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. 205 Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns | Sveriges Riksbank
No. 205 Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns...
No. 214 Introducing Financial Frictions and Unemployment into a Small Open Economy Model (Revised) | Sveriges Riksbank
by Lawrence J. Christiano, Mathias Trabandt and Karl Walentin June 2011 Abstract Which are the main frictions and driving forces of…...
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…...