Central Bank Research Hub - Series: Sveriges Riksbank Working Papers 2004

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Title Author(s)

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Paper: 176, 21.12.2004

JEL: E3, E4, E5

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

Paper: 175, 21.12.2004

JEL: C11

State Dependent Pricing and Exchange Rate Pass-Through

Paper: 174, 21.12.2004

JEL: D40, E30, F31, F40

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

Paper: 173, 21.12.2004

JEL: E43, E52

A Bayesian Approach to Modelling Graphical Vector Autoregressions

Paper: 171, 02.11.2004

JEL: C11, C22, C52

The Welfare Cost of Imperfect Competition and Distortionary Taxation

Paper: 170, 02.11.2004

JEL: D40, H20, L1

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

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

Paper: 169, 09.09.2004

JEL: E31, E32, E52

Is Firm Interdependence within Industries Important for Portfolio Credit Risk?

Paper: 168, 09.09.2004

JEL: C34, C35, D61, D81, G21

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

Paper: 167, 09.07.2004

JEL: E52, F31, F41

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

Paper: 165, 22.06.2004

JEL: D82, G21, G32


Paper: 166, 22.06.2004

JEL: D72, D82

Exchange Rate Puzzles: A Tale of Switching Attractors

Paper: 163, 18.06.2004

JEL: F31, F41

Bubbles and crashes in a behavioural finance model

Paper: 164, 18.06.2004

JEL: F31, F41, G10

Intersectoral Wage Linkages in Sweden

Paper: 158, 22.05.2004

JEL: C32, J30, J51, J52

Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?

Paper: 157, 22.05.2004

JEL: E37, E47, E52, E58

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

Paper: 156, 22.05.2004

JEL: C11, C32, E52

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

Paper: 155, 22.05.2004

JEL: C14, C15, G21, G28, G33

Bank Lending Policy, Credit Scoring and the Survival of Loans

Paper: 154, 22.05.2004

JEL: C34, C35, D61, D81, G21

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

Paper: 153, 22.05.2004

JEL: C22, C52, E52

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

Paper: 152, 22.05.2004

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

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

Paper: 151, 22.05.2004

JEL: C32, C53, E32, E37

Bayes Estimators of the Cointegration Space

Paper: 150, 22.05.2004

JEL: C11, C13, C32

Financial Cycles and Bankruptcies in the Nordic Countries

Paper: 149, 22.05.2004

JEL: C22, E32, E44

Inflation, Markups and Monetary Policy

Paper: 148, 22.05.2004

JEL: D43, E31, E52

Taylor Rules and the Predictability of Interest Rates

Paper: 147, 22.05.2004

JEL: E52, E58, G12

Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques

Paper: 146, 22.05.2004

JEL: C14, E59, G14

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

Paper: 145, 21.05.2004

JEL: C15, C32, F30

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

Paper: 144, 21.05.2004

JEL: D82, G21

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

Paper: 143, 21.05.2004

JEL: D24, E22, L60

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

Paper: 142, 21.05.2004

JEL: C41, G21, G33, G38

How Important Is Precommitment for Monetary Policy?

Paper: 139, 21.05.2004

JEL: E52, E58

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

Paper: 140, 21.05.2004

JEL: E52, E58

Inflation Targeting and the Dynamics of the Transmission Mechanism

Paper: 141, 21.05.2004

JEL: E52, E58

Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach

Paper: 138, 21.05.2004

JEL: C11, C51, C52, C53

Financial Instability and Monetary Policy: The Swedish Evidence

Paper: 137, 21.05.2004

JEL: C12, C22

Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules

Paper: 136, 21.05.2004

JEL: E52, E58, F41

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

Paper: 135, 21.05.2004

JEL: E52, E58, F41

Identifying the Effects of Monetary Policy Shocks in an Open Economy

Paper: 134, 21.05.2004

JEL: C32, E31, E52

Evaluation of Exchange Rate Forecasts for the Krona¿s Nominal Effective Exchange Rate

Paper: 133, 21.05.2004

Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates

Paper: 132, 21.05.2004

Diversification and Delegation in Firms

Paper: 131, 21.05.2004

The Empirical Relevanceof Simple Forward- andBackward-looking models:A View from a DynamicGeneral Equilibrium Model

Paper: 130, 21.05.2004

Micro Foundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms

Paper: 128, 21.05.2004

Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach

Paper: 129, 21.05.2004

Monetary Policy with Incomplete Exchange Rate Pass-Through

Paper: 127, 21.05.2004

Interoperability and Network Externalities in Electronic Payments

Paper: 126, 21.05.2004

An Alternative Explanation of the Price Puzzle

Paper: 125, 21.05.2004

Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States

Paper: 124, 21.05.2004

Targeting inflation with a prominent role for money

Paper: 123, 21.05.2004

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