Central Bank Research Hub - Series: Sveriges Riksbank Working Papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract Full text	Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts Paper: 213, 16.11.2007 JEL: C52, C53, F31	Peter Sellin
Abstract Full text	Introducing Financial Frictions and Unemployment into a Small Open Economy Model Paper: 214, 15.11.2007 JEL: E0, E3, F0, F4, G0, G1, J6	Lawrence J. Christiano Karl Walentin Mathias Trabandt
Abstract Full text	The Costs of Paying – Private and Social Costs of Cash and Card Payments Paper: 212, 05.10.2007 JEL: D12, D23, D24	Gabriela Guibourg Mats Bergman Björn Segendorf
Abstract Full text	Nonparametric Regression Density Estimation Using a Mixture of Adaptive Heteroscedastic Experts Paper: 211, 04.10.2007	Robert Kohn Paolo Giordani Mattias Villani
Abstract Full text	Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates* Paper: 210, 03.07.2007 JEL: D4, G21, L31	Christa Hainz Sophie Claeys
Abstract Full text	Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework Paper: 209, 03.07.2007 JEL: E0, E3	Mathias Trabandt
Abstract Full text	Financial Frictions, Investment and Tobin’s q Paper: 208, 03.07.2007 JEL: E22, E30, E44, G30	Karl Walentin Guido Lorenzoni
Abstract Full text	Financial structure, Managerial Compensation and Monitoring Paper: 207, 03.07.2007 JEL: G32, M12	Vittoria Cerasi Sonja Daltung
Abstract Full text	Optimal Monetary Policy under Downward Nominal Wage Rigidity Paper: 206, 24.04.2007 JEL: E52, E58, J41	Mikael Carlsson Andreas Westermark
Abstract Full text	Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns Paper: 205, 23.04.2007 JEL: E5, G2, N2	Koen Schoors Sophie Claeys
Abstract Full text	The Use of Cash and the Size of the Shadow Economy in Sweden Paper: 204, 01.04.2007 JEL: E26, E41, H26	Gabriela Guibourg Björn Segendorf
Abstract Full text	Evaluating An Estimated New Keynesian Small Open Economy Model Paper: 203, 01.03.2007 JEL: C11, C53, E17	Jesper Lindé Stefan Laséen Malin Adolfson Mattias Villani
Abstract Full text	The geography of asset holdings: Evidence from Sweden Paper: 202, 01.02.2007 JEL: F30, F36, F41, G11	Nicolas Coeurdacier Philippe Martin
Abstract Full text	Price Setting Transactions and the Role of Denominating Currency in FX Markets Paper: 201, 01.02.2007 JEL: F31, F41, G32	Fredrik Wilander Richard Friberg
Abstract Full text	Swedish External Position and the Krona Paper: 200, 01.01.2007 JEL: F0, F2, F3	Philip R. Lane
Abstract Full text	Monetary Policy and Staggered Wage Bargaining when Prices are Sticky Paper: 199, 01.01.2007 JEL: E52, E58, J41	Mikael Carlsson Andreas Westermark
Abstract Full text	Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data Paper: 198, 01.06.2006 JEL: C33, D24, E32	Mikael Carlsson Jon Smedsaas
Abstract Full text	Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy Paper: 197, 01.06.2006 JEL: C22, E31, E32	Karolina Holmberg
Abstract Full text	Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models Paper: 196, 01.06.2006 JEL: C11, C15, C22	Robert Kohn Paolo Giordani
Abstract Full text	Down or Out: Assessing The Welfare Costs of Household Investment Mistakes Paper: 195, 01.06.2006 JEL: D5, D9, E3, O1	John Y. Campbell Laurent E. Calvet Paolo Sodini
Abstract Full text	Testing Theories of Job Creation: Does Supply Create Its Own Demand? Paper: 194, 01.06.2006 JEL: E24, J23, J64	Mikael Carlsson Stefan Eriksson Nils Gottfries
Abstract Full text	A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro Paper: 193, 01.06.2006 JEL: C32, E31, F31, F41	Hans Lindblad Peter Sellin
Abstract Full text	Swedish Intervention and the Krona Float, 1993-2002 Paper: 192, 01.04.2006 JEL: F3, G15	Javiera Ragnartz Owen F. Humpage
Abstract Full text	Forecast combination and model averaging using predictive measures Paper: 191, 17.01.2006 JEL: C11, C51, C52	Sune Karlsson Jana Eklund
Abstract Full text	Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model Paper: 190, 01.10.2005 JEL: C11, C32, E37, E47	Jesper Lindé Malin Adolfson Mattias Villani
Abstract Full text	Bayesian Inference of General Linear Restrictions on the Cointegration Space Paper: 189, 01.10.2005 JEL: C11, C12	Mattias Villani
Abstract Full text	Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks Paper: 188, 01.10.2005 JEL: E37, E47, E52	Michael K. Andersson Anders Vredin Jesper Lindé Malin Adolfson Mattias Villani
Abstract Full text	Real Exchange Rate and Consumption Fluctuations following Trade Liberalization Paper: 187, 01.07.2005 JEL: C68, F41	Kristian Jönsson
Abstract Full text	Trade Deficits in the Baltic States: How Long Will the Party Last? Paper: 186, 01.07.2005 JEL: C68, F41	Rudolfs Bems Kristian Jönsson
Abstract Full text	Exploring Interactions between Real Activity and the Financial Stance Paper: 184, 01.06.2005 JEL: C41, G21, G33, G38	Jesper Lindé Tor Jacobson Kasper Roszbach
Abstract Full text	Testing Near-Rationality using Detailed Survey Data Paper: 183, 01.05.2005 JEL: D1, D7, E6	Stefan Palmqvist Michael Bryan
Abstract Full text	Bank Mergers, Competition and Liquidity Paper: 182, 01.05.2005 JEL: D43, G21, G28, L13	Philipp Hartmann Giancarlo Spagnolo Elena Carletti
Abstract Full text	Inference in Vector Autoregressive Models with an Informative Prior on the Steady State Paper: 181, 01.04.2005 JEL: C11, C32, C53, E50	Mattias Villani
Abstract Full text	Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area Paper: 180, 01.04.2005 JEL: C11, C53, E47, E52	Jesper Lindé Stefan Laséen Malin Adolfson Mattias Villani
Abstract Full text	Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through Paper: 179, 01.04.2005 JEL: C11, E40, E47, E52	Jesper Lindé Stefan Laséen Malin Adolfson Mattias Villani
Abstract Full text	Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap Paper: 178, 01.04.2005 JEL: E43, E44, E52	Mikael Apel Per Jansson
Abstract Full text	Estimation of an Adaptive Stock Market Model with Heterogeneous Agents Paper: 177, 01.03.2005 JEL: C13, C15, C32, C51, G12	Henrik Amilon
Abstract Full text	Firm-Specific Capital, Nominal Rigidities and the Business Cycle Paper: 176, 21.12.2004 JEL: E3, E4, E5	Jesper Lindé Lawrence Christiano Martin Eichenbaum David Altig
Abstract Full text	The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis Paper: 175, 21.12.2004 JEL: C11	Rolf Larsson Mattias Villani
Abstract Full text	State Dependent Pricing and Exchange Rate Pass-Through Paper: 174, 21.12.2004 JEL: D40, E30, F31, F40	Fredrik Wilander Martin Flodén
Abstract Full text	Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets Paper: 173, 21.12.2004 JEL: E43, E52	Meredith J. Beechey
Abstract Full text	A Bayesian Approach to Modelling Graphical Vector Autoregressions Paper: 171, 02.11.2004 JEL: C11, C22, C52	Jukka Corander Mattias Villani
Abstract Full text	The Welfare Cost of Imperfect Competition and Distortionary Taxation Paper: 170, 02.11.2004 JEL: D40, H20, L1	Magnus Jonsson
Abstract Full text	Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002 Paper: 172, 22.10.2004 JEL: E58, G21, L11, L13, L14, L89	Gabriela Guibourg Björn Segendorf
Abstract Full text	How Useful are Simple Rules for Monetary Policy? The Swedish Experience Paper: 169, 09.09.2004 JEL: E31, E32, E52	Anders Vredin Claes Berg Per Jansson
Abstract Full text	Is Firm Interdependence within Industries Important for Portfolio Credit Risk? Paper: 168, 09.09.2004 JEL: C34, C35, D61, D81, G21	Kenneth Carling Kasper Roszbach Lars Rönnegård
Abstract Full text	Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through Paper: 167, 09.07.2004 JEL: E52, F31, F41	Marianne Nessén Jesper Lindé Ulf Söderström
Abstract Full text	Multiple-Bank Lending: Diversification and Free-Riding in Monitoring Paper: 165, 22.06.2004 JEL: D82, G21, G32	Vittoria Cerasi Elena Carletti Sonja Daltung
Abstract Full text	Populism. Paper: 166, 22.06.2004 JEL: D72, D82	Lars Frisell
Abstract Full text	Exchange Rate Puzzles: A Tale of Switching Attractors Paper: 163, 18.06.2004 JEL: F31, F41	Marianna Grimaldi Paul De Grauwe

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004