Sweden - Central Bank Research Hub

Title Author(s)

Real Exchange Rate and Consumption Fluctuations following Trade Liberalization

Sveriges Riksbank Working Papers [View] (Paper: 187, 01.07.2005)

JEL: C68, F41

Trade Deficits in the Baltic States: How Long Will the Party Last?

Sveriges Riksbank Working Papers [View] (Paper: 186, 01.07.2005)

JEL: C68, F41

Exploring Interactions between Real Activity and the Financial Stance

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

JEL: C41, G21, G33, G38

Bank Mergers, Competition and Liquidity

Sveriges Riksbank Working Papers [View] (Paper: 182, 01.05.2005)

JEL: D43, G21, G28, L13

Testing Near-Rationality using Detailed Survey Data

Sveriges Riksbank Working Papers [View] (Paper: 183, 01.05.2005)

JEL: D1, D7, E6

Inference in Vector Autoregressive Models with an Informative Prior on the Steady State

Sveriges Riksbank Working Papers [View] (Paper: 181, 01.04.2005)

JEL: C11, C32, C53, E50

Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through

Sveriges Riksbank Working Papers [View] (Paper: 179, 01.04.2005)

JEL: C11, E40, E47, E52

Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area

Sveriges Riksbank Working Papers [View] (Paper: 180, 01.04.2005)

JEL: C11, C53, E47, E52

Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap

Sveriges Riksbank Working Papers [View] (Paper: 178, 01.04.2005)

JEL: E43, E44, E52

Estimation of an Adaptive Stock Market Model with Heterogeneous Agents

Sveriges Riksbank Working Papers [View] (Paper: 177, 01.03.2005)

JEL: C13, C15, C32, C51, G12

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

Sveriges Riksbank Working Papers [View] (Paper: 175, 21.12.2004)

JEL: C11

Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets

Sveriges Riksbank Working Papers [View] (Paper: 173, 21.12.2004)

JEL: E43, E52

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Sveriges Riksbank Working Papers [View] (Paper: 176, 21.12.2004)

JEL: E3, E4, E5

State Dependent Pricing and Exchange Rate Pass-Through

Sveriges Riksbank Working Papers [View] (Paper: 174, 21.12.2004)

JEL: D40, E30, F31, F40

The Welfare Cost of Imperfect Competition and Distortionary Taxation

Sveriges Riksbank Working Papers [View] (Paper: 170, 02.11.2004)

JEL: D40, H20, L1

A Bayesian Approach to Modelling Graphical Vector Autoregressions

Sveriges Riksbank Working Papers [View] (Paper: 171, 02.11.2004)

JEL: C11, C22, C52

Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002

Sveriges Riksbank Working Papers [View] (Paper: 172, 22.10.2004)

JEL: E58, G21, L11, L13, L14, L89

Is Firm Interdependence within Industries Important for Portfolio Credit Risk?

Sveriges Riksbank Working Papers [View] (Paper: 168, 09.09.2004)

JEL: C34, C35, D61, D81, G21

How Useful are Simple Rules for Monetary Policy? The Swedish Experience

Sveriges Riksbank Working Papers [View] (Paper: 169, 09.09.2004)

JEL: E31, E32, E52

Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through

Sveriges Riksbank Working Papers [View] (Paper: 167, 09.07.2004)

JEL: E52, F31, F41

Multiple-Bank Lending: Diversification and Free-Riding in Monitoring

Sveriges Riksbank Working Papers [View] (Paper: 165, 22.06.2004)

JEL: D82, G21, G32

Populism.

Sveriges Riksbank Working Papers [View] (Paper: 166, 22.06.2004)

JEL: D72, D82

Exchange Rate Puzzles: A Tale of Switching Attractors

Sveriges Riksbank Working Papers [View] (Paper: 163, 18.06.2004)

JEL: F31, F41

Bubbles and crashes in a behavioural finance model

Sveriges Riksbank Working Papers [View] (Paper: 164, 18.06.2004)

JEL: F31, F41, G10

Business Survey Data: Do They Help in Forecasting the Macro Economy?

Sveriges Riksbank Working Papers [View] (Paper: 151, 22.05.2004)

JEL: C32, C53, E32, E37

Financial Cycles and Bankruptcies in the Nordic Countries

Sveriges Riksbank Working Papers [View] (Paper: 149, 22.05.2004)

JEL: C22, E32, E44

Taylor Rules and the Predictability of Interest Rates

Sveriges Riksbank Working Papers [View] (Paper: 147, 22.05.2004)

JEL: E52, E58, G12

Intersectoral Wage Linkages in Sweden

Sveriges Riksbank Working Papers [View] (Paper: 158, 22.05.2004)

JEL: C32, J30, J51, J52

Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs

Sveriges Riksbank Working Papers [View] (Paper: 156, 22.05.2004)

JEL: C11, C32, E52

Bank Lending Policy, Credit Scoring and the Survival of Loans

Sveriges Riksbank Working Papers [View] (Paper: 154, 22.05.2004)

JEL: C34, C35, D61, D81, G21

The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach

Sveriges Riksbank Working Papers [View] (Paper: 152, 22.05.2004)

JEL: C32, E24, E31, E32, F31, F41

Bayes Estimators of the Cointegration Space

Sveriges Riksbank Working Papers [View] (Paper: 150, 22.05.2004)

JEL: C11, C13, C32

Inflation, Markups and Monetary Policy

Sveriges Riksbank Working Papers [View] (Paper: 148, 22.05.2004)

JEL: D43, E31, E52

Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques

Sveriges Riksbank Working Papers [View] (Paper: 146, 22.05.2004)

JEL: C14, E59, G14

Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?

Sveriges Riksbank Working Papers [View] (Paper: 157, 22.05.2004)

JEL: E37, E47, E52, E58

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

Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002

Sveriges Riksbank Working Papers [View] (Paper: 153, 22.05.2004)

JEL: C22, C52, E52

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

Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?

Sveriges Riksbank Working Papers [View] (Paper: 140, 21.05.2004)

JEL: E52, E58

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

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

Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules

Sveriges Riksbank Working Papers [View] (Paper: 136, 21.05.2004)

JEL: E52, E58, F41

Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest?

Sveriges Riksbank Working Papers [View] (Paper: 143, 21.05.2004)

JEL: D24, E22, L60

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

How Important Is Precommitment for Monetary Policy?

Sveriges Riksbank Working Papers [View] (Paper: 139, 21.05.2004)

JEL: E52, E58

Inflation Targeting and the Dynamics of the Transmission Mechanism

Sveriges Riksbank Working Papers [View] (Paper: 141, 21.05.2004)

JEL: E52, E58

Financial Instability and Monetary Policy: The Swedish Evidence

Sveriges Riksbank Working Papers [View] (Paper: 137, 21.05.2004)

JEL: C12, C22

Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle

Sveriges Riksbank Working Papers [View] (Paper: 144, 21.05.2004)

JEL: D82, G21

Implications of Exchange Rate Objectives under Incomplete Exchange Rate Pass-Through

Sveriges Riksbank Working Papers [View] (Paper: 135, 21.05.2004)

JEL: E52, E58, F41

Monetary Policy with Incomplete Exchange Rate Pass-Through

Sveriges Riksbank Working Papers [View] (Paper: 127, 21.05.2004)