Central Bank Research Hub - Series: Central Bank of Iceland Working Papers

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Title Author(s)

Estimating the Natural Interest Rate for Iceland: An Exploratory Study

Paper: 74, 08.12.2016

JEL: C22, C51, E44, E58

Small open economies in the vast ocean of global high finance

Paper: 73, 04.10.2016

JEL: E32, E44, F44, G01

Do interest rates affect the exchange rate under capital controls? An event study of Iceland's experience with capital contro

Paper: 70, 20.08.2016

JEL: E42, E52, E58, G01

The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles

Paper: 72, 10.08.2016

JEL: E32, E44, F44, G01, G20, N1

The Ins and Outs of Icelandic Unemployment

Paper: 69, 12.08.2015

JEL: E24, J21, J60

The long history of financial boom-bust cycles in Iceland - Part I: Financial crises

Paper: 68, 10.08.2015

JEL: E32, E44, G01, G20, H12, N1

A Dynamic Factor Model for Icelandic Core Inflation

Paper: 67, 01.12.2014

JEL: C32, E31, E32, E52

Icelandic boom and bust: Immigration and the housing market

Paper: 66, 12.11.2014

JEL: E32, G12, G21, J11, R21

Should Icelandic pension funds hedge currency risk in their foreign investments?

Paper: 65, 22.08.2014

JEL: D81, F31, G32

How "natural" is the natural rate? Unemployment hysteresis in Iceland

Paper: 64, 24.07.2013

On our own? The Icelandic business cycle in an international context

Paper: 63, 20.03.2013

The Icelandic banking collapse: was the optimal policy path chosen?

Paper: 62, 15.03.2013

Capital Investment and Equilibrium Unemployment

Paper: 61, 26.02.2013

JEL: E22, J23, J64, O30

The production and export structure of the Icelandic economy: An international comparison

Paper: 60, 10.01.2013

Households' position in the financial crisis in Iceland

Paper: 59, 18.06.2012

JEL: D10, D12, D31, G21

Mandatory pension savings, private savings, homeownership, and financial stability

Paper: 58, 24.05.2012

JEL: D91, G22, G23, G32

A Variance Decomposition of Index-Linked Bond Returns

Paper: 57, 26.01.2012

Unemployment Dynamics and Cyclical Fluctuations in the Icelandic Labour Market

Paper: 56, 13.12.2011

Evidence of Nominal Wage Rigidty and Wage Setting from Icelandic Microdata

Paper: 55, 04.08.2011

Price setting in turbulent times: Survey evidence from Icelandic firms

Paper: 54, 13.07.2011

Exchange rate policy in small rich economies

Paper: 53, 06.06.2011

Longetivity, Growth and Intergenerational Equity - The Deterministic Case

Paper: 52, 08.12.2010

Weathering the financial storm: The importance of fundamentals and flexibility

Paper: 51, 07.10.2010

JEL: F30, F31, F32, F41, G01

A DSGE model for Iceland

Paper: 50, 08.09.2010

Investment-specific technology shocks and consumption

Paper: 49, 25.08.2010

JEL: E32

New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations

Paper: 48, 25.08.2010

JEL: E32

A double-edged sword: High interest rates in capital-control regimes

Paper: 47, 10.12.2009

JEL: E42, E52, E58, G01

Employment and Asset Prices

Paper: 46, 10.12.2009

JEL: E24, J23

Survey Evidence on Customer Markets

Paper: 45, 10.12.2009

JEL: D43, E24

QMM: A steady state version?

Paper: 44, 13.11.2009

Does inflation targeting lead to excessive exchange rate volatility?

Paper: 43, 06.10.2009

JEL: E31, E42, E52, E58, F31

Inflation control around the world: Why are some countries more successful than others?

Paper: 42, 06.08.2009

QMM A Quarterly Macroeconomic Model of the Icelandic Economy

Paper: 41, 17.02.2009

How hard can it be? Inflation control around the world

Paper: 40, 27.08.2008

Accuracy in forecasting macroeconomic variables in Iceland

Paper: 39, 14.05.2008

The grat moderation Icelandic style

Paper: 38, 14.05.2008

Asymmetric Labor Market Institutions in the EMU: positive and normative implications

Paper: 37, 22.12.2007

Forecasting the Icelandic business cycle using vector autoregressive models

Paper: 36, 10.09.2007

Computational Efficiency in Bayesian Model and Variable Selection

Paper: 35, 25.05.2007

JEL: C11, C15, C52, C63

An Embarrassment of Riches: Forecasting Using Large Panels

Paper: 34, 07.05.2007

JEL: C11, C51, C52, C53

Predicting recessions with leading indicators: An application on the Icelandic economy

Paper: 33, 29.01.2007

QMM A Quarterly Macroeconomic Model of the Icelandic Economy

Paper: 32, 14.12.2006

The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy

Paper: 31, 08.09.2006

JEL: E30, E31, F41

The residential housing market in Iceland: Analysing the effects of the recent mortgage market restructuring

Paper: 29, 08.09.2006

Simple efficient policy rules and inflation control in Iceland

Paper: 30, 25.08.2006

The dynamic behavior of the real exchange rate in sticky price models

Paper: 28, 09.12.2005

JEL: F31, F41

Aggregate business fixed investment

Paper: 27, 09.12.2005

JEL: E22, E27

Out in the cold? Iceland¿s trade performance outside the EU

Paper: 26, 17.12.2004

JEL: F15, F33

Resource Policy in an Endogenously Growing Economy

Paper: 25, 08.10.2004

JEL: F43, H23, O41, Q22, Q28

Global Shocks and Unemployment Adjustment

Paper: 24, 01.07.2004

JEL: E2, J1

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