Details about Jesper Lindé

Access statistics for papers by Jesper Lindé.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: pli302

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)
2. Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008)
3. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations

2007

4. Evaluating An Estimated New Keynesian Small Open Economy Model
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2008)

2006

5. Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations
6. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in International Journal of Central Banking (2007)

2005

7. Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
8. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of International Economics (2007)
9. Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Monetary Economics (2005)
10. 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)
11. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations
    Working Paper, Federal Reserve Bank of Cleveland (2004) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    Working Paper Series, Federal Reserve Bank of Chicago (2004) View citations
12. The Effects of Permanent Technology Shocks on Labour Productivity and Hours in the RBC Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations

2004

13. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
14. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004)

2003

15. 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)
16. Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

2002

17. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

2001

18. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

2000

19. Monetary Policy Analysis in Backward-Looking Models
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
    See also Journal Article in Annales d'Economie et de Statistique (2002)
20. Testing for the Lucas Critique: A Quantitative Investigation
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2000) View citations
    See also Journal Article in American Economic Review (2001)

1998

21. Fiscal Policy and the Yield Curve in a Small Open Economy
    Working Paper Series in Economics and Finance, Stockholm School of Economics
22. Have Swedish Postwar Business Cycles Been Generated Abroad or at Home?
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
23. Idiosynchratic Risk in the U.S. and Sweden: Is there a Role for Government Insurance?
    Seminar Papers, Stockholm University, Institute for International Economic Studies
    Also in Working Papers, Stockholm - International Economic Studies (1998)
    See also Journal Article in Review of Economic Dynamics (2001)

Journal Articles

2009

1. The effects of permanent technology shocks on hours: Can the RBC-model fit the VAR evidence?
   Journal of Economic Dynamics and Control, 2009, 33, (3), 597-613

2008

2. EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA
   Macroeconomic Dynamics, 2008, 12, (S1), 2-19 View citations
3. Evaluating an estimated new Keynesian small open economy model
   Journal of Economic Dynamics and Control, 2008, 32, (8), 2690-2721 View citations
   See also Working Paper (2007)

2007

4. Bayesian estimation of an open economy DSGE model with incomplete pass-through
   Journal of International Economics, 2007, 72, (2), 481-511 View citations
   See also Working Paper (2005)
5. Corporate credit risk modeling and the macroeconomy
   Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations
6. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
   International Journal of Central Banking, 2007, 3, (4), 111-144 View citations
   See also Working Paper (2006)

2006

7. 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

8. An estimated New Keynesian small open economy model
   Proceedings, 2005 View citations
9. Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model
   International Finance, 2005, 8, (3), 509-544 View citations
10. Bårdsen, Gunnar; Eitrheim, Øyvind; Jansen, Eilev S. and Nymoen, Ragnar: "The Econometrics of Macroeconomic Modelling"
    Scandinavian Journal of Economics, 2005, 107, (4), 762-767
11. Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach
    Journal of Monetary Economics, 2005, 52, (6), 1135-1149 View citations
    See also Working Paper (2005)
12. 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)
13. The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation
    Journal of the European Economic Association, 2005, 3, (2-3), 444-457 View citations

2004

14. Swedish Postwar Business Cycles: Generated Abroad or at Home?
    Scandinavian Journal of Economics, 2004, 106, (4), 623-645 View citations

2002

15. Monetary Policy Analysis in Backward-Looking Models
    Annales d'Economie et de Statistique, 2002, (67-68), 07
    See also Working Paper (2000)

2001

16. Fiscal policy and interest rates in a small open economy
    Finnish Economic Papers, 2001, 14, (2), 65-83 View citations
17. Idiosyncratic Risk in the United States and Sweden: Is There a Role for Government Insurance?
    Review of Economic Dynamics, 2001, 4, (2), 406-437 View citations
    See also Working Paper (1998)
18. Testing for the Lucas Critique: A Quantitative Investigation
    American Economic Review, 2001, 91, (4), 986-1005 View citations
    See also Working Paper (2000)