Details about Tor Jacobson

Access statistics for papers by Tor Jacobson.

Last updated 2009-11-15. Update your information in the RePEc Author Service.

Short-id: pja145

Working Papers

2008

1. Firm Default and Aggregate Fluctuations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008)
   Working Papers, Federal Reserve Bank of Philadelphia (2008)

2005

2. Exploring Interactions between Real Activity and the Financial Stance
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Financial Stability (2005)

2004

3. Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent?
   Departmental Working Papers, Tor Vergata University, CEIS
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations
   See also Journal Article in Journal of Financial Services Research (2005)

2003

4. Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Banking & Finance (2006)

2002

5. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
6. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Forecasting (2004)
7. Identifying the Effects of Monetary Policy Shocks in an Open Economy
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
8. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations
   See also Journal Article in Econometrics Journal (2008)

1999

9. A VAR Model for Monetary Policy Analysis in a Small Open Economy
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

1998

10. Bank Lending Policy, Credit Scoring and Value at Risk
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (1998) View citations
    See also Journal Article in Journal of Banking & Finance (2003)
11. Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
    Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations
12. Growth, Savings, Financial Markets and Markov Switching Regimes
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
13. World-Wide Purchasing Power Parity
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

1996

14. Bartlett Corrections in Cointegration Testing
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Computational Statistics & Data Analysis (1999)
15. Working Time, Employment, and Work Sharing: Evidence from Sweden
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    See also Journal Article in Empirical Economics (2000)

1994

16. Are Real Wages and Unemployment Related?
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    Also in Working Papers, Stockholm - International Economic Studies (1993) View citations
    See also Journal Article in Economica (1998)
17. Common Trends and Hysteresis in Unemployment
    Working Paper Series in Economics and Finance, Stockholm School of Economics
18. Common Trends as Hystersis in Unemployment
    Working Papers, Stockholm - International Economic Studies

Journal Articles

2008

1. Inflation, exchange rates and PPP in a multivariate panel cointegration model
   Econometrics Journal, 2008, 11, (1), 58-79
   See also Working Paper (2002)

2007

2. Corporate credit risk modeling and the macroeconomy
   Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations

2006

3. Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies
   Journal of Banking & Finance, 2006, 30, (7), 1899-1926 View citations
   See also Working Paper (2003)

2005

4. Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
   Journal of Financial Services Research, 2005, 28, (1), 43-75 View citations
   See also Working Paper (2004)
5. Exploring interactions between real activity and the financial stance
   Journal of Financial Stability, 2005, 1, (3), 308-341 View citations
   See also Working Paper (2005)

2004

6. Examining world-wide purchasing power parity
   Empirical Economics, 2004, 29, (3), 463-476
7. Finding good predictors for inflation: a Bayesian model averaging approach
   Journal of Forecasting, 2004, 23, (7), 479-496 View citations
   See also Working Paper (2002)

2003

8. Bank lending policy, credit scoring and value-at-risk
   Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations
   See also Working Paper (1998)

2002

9. Growth, Saving, Financial Markets, and Markov Switching Regimes
   Studies in Nonlinear Dynamics & Econometrics, 2002, 5, (4)
   See also Working Paper (1998)

2001

10. Bootstrap Testing Linear Restrictions on Cointegrating Vectors
    Journal of Business & Economic Statistics, 2001, 19, (1), 63-72 View citations
11. Dormancy risk and expected profits of consumer loans
    Journal of Banking & Finance, 2001, 25, (4), 717-739 View citations
12. Monetary policy analysis and inflation targeting in a small open economy: a VAR approach
    Journal of Applied Econometrics, 2001, 16, (4), 487-520 View citations

2000

13. Working time, employment, and work sharing: Evidence from Sweden
    Empirical Economics, 2000, 25, (1), 169-187 View citations
    See also Working Paper (1996)

1999

14. Bartlett corrections in cointegration testing
    Computational Statistics & Data Analysis, 1999, 31, (2), 203-225
    See also Working Paper (1996)

1998

15. Are Real Wages and Unemployment Related?
    Economica, 1998, 65, (257), 69-96 View citations
    See also Working Paper (1994)

1997

16. Common trends and hysteresis in Scandinavian unemployment
    European Economic Review, 1997, 41, (9), 1781-1816 View citations
17. Numerical aspects of a likelihood ratio test statistic for cointegrating rank
    Computational Statistics & Data Analysis, 1997, 23, (4), 453-465

1995

18. Simulating small-sample properties of the maximum likelihood cointegration method: estimation and testing
    Finnish Economic Papers, 1995, 8, (2), 96-107

1994

19. Long-Run Relations between Private and Public Sector Wages in Sweden
    Empirical Economics, 1994, 19, (3), 343-60 View citations