Tor Jacobson - Central Bank Research Hub

Papers by year: All | 2011 | 2008 | 2005 | 2004

Title Other author(s)

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

Sveriges Riksbank Working Papers [View] (Paper: 256, 28.11.2011)

Firm Default and Aggregate Fluctuations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1029, 08.09.2011)

Firm Default and Aggregate Fluctuations

Sveriges Riksbank Working Papers [View] (Paper: 226, 01.11.2008)

JEL: C35, C41, C52, E44, G21, G33

Firm Default and Aggregate Fluctuations

Philadelphia Fed Working Papers [View] (Paper: 08-21, 19.09.2008)

Exploring Interactions between Real Activity and the Financial Stance

Sveriges Riksbank Working Papers [View] (Paper: 184, 01.06.2005)

JEL: C41, G21, G33, G38

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks¿ Risk Classification Policies

Sveriges Riksbank Working Papers [View] (Paper: 155, 22.05.2004)

JEL: C14, C15, G21, G28, G33

Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy

Sveriges Riksbank Working Papers [View] (Paper: 142, 21.05.2004)

JEL: C41, G21, G33, G38

Identifying the Effects of Monetary Policy Shocks in an Open Economy

Sveriges Riksbank Working Papers [View] (Paper: 134, 21.05.2004)

JEL: C32, E31, E52

Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model

Sveriges Riksbank Working Papers [View] (Paper: 145, 21.05.2004)

JEL: C15, C32, F30

Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach

Sveriges Riksbank Working Papers [View] (Paper: 138, 21.05.2004)

JEL: C11, C51, C52, C53

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Sveriges Riksbank Working Papers [View] (Paper: 162, 01.01.2004)

JEL: C14, C15, G21, G28, G33

Papers by year: All | 2011 | 2008 | 2005 | 2004