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Central Bank Research Hub - Danmarks Nationalbank Working papers



En forbrugsrelation for husholdningerne

by Olesen, Jan OvergaardWP51/2008
(08 Apr 2008)
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Are Labour Market Structures Endogenously Dependent on the Monetary Regime? - Empirical Evidence from Denmark 1875-2007

by Abildgren, KimWP52/2008
(08 Apr 2008)
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2007

of the pros and cons of introducing a central counterparty in the Danish securities market

by Nielsen, Torben; Restelli-Nielsen, PeterWP49/2007
(20 Dec 2007)
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Rule-of-thumb consumers, productivity and hours (JEL E32)

by Furlanetto, Francesco; Seneca, MartinWP48/2007
(13 Nov 2007)
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Financial Liberalisation and Credit Dynamics in Denmark in the Post-World War II Period. (JEL C82, E51, G21, N24)

by Abildgren, KimWP47/2007
(08 Oct 2007)
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Real-Time Effects of Central Bank Interventions in the Euro Market (JEL D53, E58, F31, G15)

by Fatum, Rasmus; Pedersen, JesperWP46/2007
(02 Apr 2007)
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Short-Term Exchange-Rate Effects of Capital Flows in a Small Open Economy With Pure Exhange-Rate Targeting (JEL E52, F31, F32)

by Abildgren, KimWP45/2007
(21 Mar 2007)
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2006

Seasonal adjustment of Danish financial time series using the X-12-ARIMA procedure

by Fæste, Charlotte Franck; Pedersen, Mette KramerWP44/2006
(08 Dec 2006)
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Monetary Trends and Business Cycles in Denmark Since 1875 (JEL C82, E3, G00, N23, N24)

by Abildgren, KimWP43/2006
(27 Nov 2006)
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What drives financial markets? Real-time macroeconomic indicators

by Hansen, Jakob LageWP42/2006
(24 Oct 2006)
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Brug af kontanter i Danmark

by Carlsen, Maria; Riishøj, Johanne DinesenWP41/2006
(11 Oct 2006)
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Risk and return in the bond markets - past developments and future prospects

by Andersen, Allan Bødskov; Hansen, Jakob LageWP40/2006
(23 Jun 2006)
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Price Setting Behaviour in Denmark. A Study of CPI Micro Data 1997-2005 June 2006

by Hansen, Bo William; Hansen, Niels LynggårdWP39/2006
(22 Jun 2006)
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Identifying monetary policy in a small open economy under fixed exchange rates (JEL C32, E52, F31)

by Beier, Niels C.; Storgaard, Peter EjlerWP38/2006
(09 Jun 2006)
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En opgørelse af boligformuen

by Olesen, Jan Overgaard; Pedersen, Erik HallerWP37/2006
(09 May 2006)
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A risk index for euro-denominated assets

by Hansen, Jakob LageWP36/2006
(08 May 2006)
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Danmarks Nationalbank's operating costs and number of employees in an international comparison (JEL E58)

by Pedersen, Erik HallerWP35/2006
(04 Apr 2006)
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An Input-Output Based Measure of Underlying Domestic Inflation in Denmark 1903-2002 (JEL C67, C82, E31, E52, N13, N14)

by Abildgren, KimWP34/2006
(14 Mar 2006)
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2005

An alternative measure of core inflation (JEL C43, E31)

by Pedersen, MichaelWP33/2005
(13 Dec 2005)
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Perspectives on bond lending and specialness

by Hansen, Lars Jul; Hesselberg, Stig; Mogensen, Louise C.WP32/2005
(25 Nov 2005)
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The monetary-policy regime and the development in central macroeconomic variables in the OECD countries 1970-2003

by Christensen, Anders Møller; Hansen, Niels LynggårdWP31/2005
(04 Nov 2005)
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Estimates of the government budget balance since 1875 (JEL E32, E62, N23, N24)

by Abildgren, KimWP30/2005
(14 Oct 2005)
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Contagion Risk in the Danish Interbank Market

by Amundsen, Elin; Andersen, Henrik ArntWP29/2005
(31 Aug 2005)
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Assessing the consequences of Basel II: Are there incentives for cherry-picking when banks pool data across countries?

by Borup, Lisbeth; Dyrberg, Anne; Kurek, DorteWP27/2005
(22 Jun 2005)
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Testing the Assumptions of Credit-scoring Models

by Dyrberg, AnneWP28/2005
(21 Jun 2005)
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A Comparative Analysis of the Determinants of Financial Distress in French, Italian and Spanish firms

by Dyrberg, AnneWP26/2005
(18 May 2005)
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Samvariation i danske konjunkturcykler

by Hansen, Frank ØlandWP25/2005
(10 May 2005)
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A historical perspective on interest rates in Denmark 1875-2003

by Abildgren, KimWP24/2005
(14 Feb 2005)
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Offshore Outsourcing: Consequences and Challenges for America

by Bie, Ulrik HaraldWP22/2005
(10 Jan 2005)
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2004

Chain indexing in a macro model - Aggregation and irreversibility

by Knudsen, Dan; Sethi, FaiselWP21/2004
(20 Dec 2004)
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Money Demand in Denmark 1980-2002

by Andersen, Allan BødskovWP18/2004
(22 Jun 2004)
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Firms in Financial Distress: An Exploratory Analysis

by Dyrberg, AnneWP17/2004
(18 Jun 2004)
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International transmission of transitory and persistent monetary shocks under imperfect information

by Andersen, Torben M.; Beier, Niels C.WP15/2004
(17 May 2004)
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A Failure-Rate Model for the Danish Corporate Sector

by Lykke, Morten; Pedersen, Kenneth Juhl; Vinther, Heidi MølgaardWP16/2004
(05 May 2004)
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A chronology of Denmark's exchange-rate policy 1875-2003

by Abildgren, KimWP12/2004
(03 May 2004)
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Nominal and real effective krone rate indices for Denmark 1875-2002 (JEL F31, N23, N24)

by Abildgren, KimWP13/2004
(03 May 2004)
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An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875-2002

by Abildgren, KimWP14/2004
(03 May 2004)
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2003

Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

by Christensen, Anders Møller; Nielsen, Heino BohnWP11/2003
(18 Sep 2003)
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Does duration extension enhance excess returns?

by Berndsen, JanWP10/2003
(11 Apr 2003)
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2002

Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices.

by Andersen, Allan Bødskov; Wagener, TomWP09/2002
(20 Dec 2002)
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Systemic Risk in the Danish Interbank Netting System

by Bech, Morten Linnemann; Madsen, Bo; Natorp, LoneWP08/2002
(04 Dec 2002)
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Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance

by Devereux, Michael B.; Engel, Charles; Storgaard, Peter EjlerWP07/2002
(05 Nov 2002)
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The Real Interest Rate Gap: Measurement and Application

by Christensen, Anders MøllerWP06/2002
(07 Oct 2002)
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Propagation of nominal shocks in open economies

by Andersen, Torben M.; Beier, Niels C.WP05/2002
(06 Sep 2002)
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The formation of inflation expectations under changing inflation regimes

by Dahl, Christian M.; Hansen, Niels LynggårdWP04/2002
(20 Jun 2002)
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Optimal Contract Currencies and Exchange Rate Policy

by Storgaard, Peter EjlerWP03/2002
(23 May 2002)
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Robust estimation of the expected inflation

by Christensen, Anders Møller; Nielsen, Heino BohnWP01/2002
(10 Apr 2002)
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The Intraday Liquidity Management Game

by Bech, Morten Linnemann; Garratt, RodWP02/2002
(10 Apr 2002)
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