Central bank research hub - Series: Sveriges Riksbank Working Papers

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

The Macro-Financial Implications of House Price-Indexed Mortgage Contracts

by Isaiah Hull

Paper: 287, 01.10.2014

Abstract

JEL: E21, E43, G21
How Subprime Borrowers and Mortgage Brokers Shared the Pie

by Burton Hollifield , Patrik Sandås and Antje Berndt

Paper: 286, 09.09.2014

Abstract

JEL: G21
Incompatible European Partners? Cultural Predispositions and Household Financial Behavior

by Yigitcan Karabulut , Thomas Jansson and Michael Haliassos

Paper: 285, 19.06.2014

Abstract

JEL: E21, G11
Optimal taxation with home production

by Conny Olovsson

Paper: 284, 28.04.2014

Abstract

JEL: D13, H21, J22
Debt Dynamics and Monetary Policy: A Note

by Stefan Laséen and Ingvar Strid

Paper: 283, 03.01.2014

Abstract
Lines of Credit and Investment: Firm-Level Evidence of Real Effects of the Financial Crisis

by Karolina Holmberg

Paper: 281, 03.01.2014

Abstract
A wake-up call: information contagion and strategic uncertainty

by Christoph Bertsch and Toni Ahnert

Paper: 282, 18.11.2013

Abstract
Firm-Level Evidence of Shifts in the Supply of Credit

by Karolina Holmberg

Paper: 280, 18.11.2013

Abstract
Predicting the Spread of Financial Innovations: An Epidemiological Approach

by Isaiah Hull

Paper: 279, 06.11.2013

Abstract
Distortionary Fiscal Policy and Monetary Policy Goals

by Roberto M. Billi and Klaus Adam

Paper: 278, 10.10.2013

Abstract
A detrimental feedback loop: deleveraging and adverse selection

by Christoph Bertsch

Paper: 277, 10.10.2013

Abstract
Approximate dynamic programming with postdecision states as a solution method for dynamic economic models

by Isaiah Hull

Paper: 276, 20.09.2013

Abstract
Business Cycle Implications of Mortgage Spreads

by Karl Walentin

Paper: 275, 20.09.2013

Abstract
On the Redistributive Effects of Inflation: an International Perspective

by Paola Boel

Paper: 274, 20.09.2013

Abstract
Identifying Fiscal Inflation

by Ferre De Graeve and Virginia Queijo von Heideken

Paper: 273, 19.09.2013

Abstract
Housing Choices and Labor Income Risk

by Thomas Jansson

Paper: 272, 19.09.2013

Abstract
Un-truncating VARs

by Ferre De Graeve and Andreas Westermark

Paper: 271, 24.07.2013

Abstract
Nominal GDP Targeting and the Zero Lower Bound: Should We Abandon Inflation Targeting?

by Roberto M. Billi

Paper: 270, 24.07.2013

Abstract
Conditional euro area sovereign default risk

by André Lucas , Xin Zhang and Bernd Schwaab

Paper: 269, 24.07.2013

Abstract
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data

by Matias Quiroz and Mattias Villani

Paper: 268, 24.07.2013

Abstract
Using Financial Markets To Estimate the Macro Effects of Monetary Policy: An Impact-Identified FAVAR*

by Stefan Pitschner

Paper: 267, 24.07.2013

Abstract
Long-Term Relationship Bargaining

by Andreas Westermark

Paper: 266, 24.07.2013

Abstract
Pension Wealth and Household Savings in Europe: Evidence from SHARELIFE

by Rob Alessie , Peter van Santen and Viola Angelini

Paper: 265, 24.07.2013

Abstract
Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence

by Ulf Söderström , AntonellaTrigari and Luca Sala

Paper: 264, 18.10.2012

Abstract
The Cost of Consumer Payments in Sweden

by Björn Segendorf and Thomas Jansson

Paper: 262, 19.06.2012

Abstract

JEL: D12, D23, D24
The Information Contentof Central Bank Minutes

by Mikael Apel and Marianna Blix Grimaldi

Paper: 261, 26.04.2012

Abstract

JEL: D71, D83, E52, E58
The Information Content of Central Bank Minutes

by Mikael Apel and Marianna Blix Grimaldi

Paper: 261, 26.04.2012

Abstract

JEL: D71, D83, E52, E58
Output Gaps and Robust Monetary Policy Rules

by Roberto M. Billi

Paper: 260, 04.04.2012

Abstract

JEL: E52, E58
Labor-Market Frictions and Optimal Inflation

by Mikael Carlsson and Andreas Westermark

Paper: 259, 09.03.2012

Abstract

JEL: E52, H21, J60
On the Non-Exclusivity of Loan Contracts: An Empirical Investigation

by Hans Degryse , Vasso Ioannidou and Erik von Schedvin

Paper: 258, 24.02.2012

Abstract

JEL: G21, G34, L13, L14
Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment

by Steven Ongena , Geraldo Cerqueiro and Kasper Roszbach

Paper: 257, 24.02.2012

Abstract

JEL: D82, G21
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

by Paolo Giordani , Tor Jacobson , Erik von Schedvin and Mattias Villani

Paper: 256, 28.11.2011

Abstract
Hedging Labor Income Risk

Paper: 255, 25.11.2011

Abstract
Stylized (Arte) Facts on Sectoral Inflation

by Ferre De Graeve and Karl Walentin

Paper: 254, 01.09.2011

Abstract
Wage Adjustment and Productivity Shocks

by Mikael Carlsson , Oskar Nordström Skans and Julián Messina

Paper: 253, 10.05.2011

Abstract
Up for count? Central bank words and financial stress

by Marianna Blix Grimaldi

Paper: 252, 10.05.2011

Abstract
Parameter Identification in a Estimated New Keynesian Open Economy Model

by Malin Adolfson and Jesper Lindé

Paper: 251, 10.05.2011

Abstract
The Effects of Endogenous Firm Exit on Business Cycle Dynamics and Optimal Fiscal Policy

by Lauri Vilmi

Paper: 250, 14.03.2011

Abstract
MOSES: Model of Swedish Economic Studies

by Gunnar Bårdsen , Patrik Jonasson , Ragnar Nymoen and Ard den Reijer

Paper: 249, 22.02.2011

Abstract
Anticipated Alternative Policy-Rate Paths in Policy Simulations

by Stefan Laséen and Lars E.O. Svensson

Paper: 248, 22.02.2011

Abstract
Density-Conditional Forecasts in Dynamic Multivariate Models

by Michael K. Andersson , Daniel F. Waggoner and Stefan Palmqvist

Paper: 247, 06.10.2010

Abstract
The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours

by Luca Sala , Ulf Söderström and Antonella Trigari

Paper: 246, 29.09.2010

Abstract

JEL: E24, E32, E52
Modeling Conditional Densities Using Finite Smooth Mixtures

by Robert Kohn , Feng Li and Mattias Villani

Paper: 245, 29.09.2010

Abstract
Equilibrium asset prices and the wealth distribution with inattentive consumers

by Daria Finocchiaro

Paper: 243, 01.07.2010

Abstract

JEL: D52, D80, D91, E21
Identifying VARs through Heterogeneity: An Application to Bank Runs

by Ferre De Graeve and Alexei Karas

Paper: 244, 30.06.2010

Abstract

JEL: C3, E5, G01, G21
Bayesian Inference in Structural Second-Price common Value Auctions

by Bertil Wegmann and Mattias Villani

Paper: 242, 18.06.2010

Abstract
Monetary Regime Change and Business Cycles

by Vasco Cúrdia and Daria Finocchiaro

Paper: 241, 18.06.2010

Abstract

JEL: C1, C5, E5, F4
The Discursive Dilemma in Monetary Policy

by Øistein Røisland and Carl Andreas Claussen

Paper: 240, 18.06.2010

Abstract
Housing collateral and the monetary transmission mechanism

by Karl Walentin and Peter Sellin

Paper: 239, 18.06.2010

Abstract

JEL: E21, E32, E44, E52, R21, R31
Involuntary Unemployment and the Business Cycle

by Mathias Trabrandt , Lawrence J. Christiano and Karl Walentin

Paper: 238, 18.06.2010

Abstract

JEL: E2, E3, E5, J2, J6