Details about Annika Alexius

Access statistics for papers by Annika Alexius.

Last updated 2021-09-11. Update your information in the RePEc Author Service.

Short-id: pal149

Working Papers

2020

1. Is the Phillips curve dead? International evidence
   Research Papers in Economics, Stockholm University, Department of Economics View citations (2)

2017

2. Pass-through with low inflation and volatile exchange rates
   Research Papers in Economics, Stockholm University, Department of Economics View citations (2)
3. Why are real interest rates so low? Evidence from a structural VAR with sign restrictions
   Research Papers in Economics, Stockholm University, Department of Economics View citations (1)

2015

4. Stocks and GDP in the long run
   Research Papers in Economics, Stockholm University, Department of Economics

2014

5. The interbank market risk premium, central bank interventions, and measures of market liquidity
   Research Papers in Economics, Stockholm University, Department of Economics View citations (4)
   See also Journal Article The interbank market risk premium, central bank interventions, and measures of market liquidity, Journal of International Money and Finance, Elsevier (2014) View citations (3) (2014)

2008

6. Monetary policy and Swedish unemployment fluctuations
   Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy View citations (7)
   Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (17)
   CESifo Working Paper Series, CESifo (2007) View citations (17)
   Working Paper Series, Uppsala University, Department of Economics (2007) View citations (14)
   Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (17)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (18)
   See also Journal Article Monetary Policy and Swedish Unemployment Fluctuations, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (7) (2008)

2006

7. Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?
   Working Paper Series, Uppsala University, Department of Economics View citations (1)
8. Cointegration and the stabilizing role of exchange rates
   Working Paper Series, Uppsala University, Department of Economics View citations (4)
9. Exchange rates and long-term bonds
   Working Paper Series, Uppsala University, Department of Economics View citations (7)
   See also Journal Article Exchange Rates and Long-Term Bonds, Scandinavian Journal of Economics, Wiley Blackwell (2012) View citations (4) (2012)
10. Measures of Technology and the Business Cycle
    Working Paper Series, Uppsala University, Department of Economics
    See also Journal Article Measures of Technology and the Business Cycle, The Review of Economics and Statistics, MIT Press (2005) View citations (33) (2005)

2005

11. Exchange Rates and Asymmetric Shocks in Small Open Economies
    Working Paper Series, Uppsala University, Department of Economics View citations (13)
    See also Journal Article Exchange rates and asymmetric shocks in small open economies, Empirical Economics, Springer (2008) View citations (7) (2008)

2004

12. Far Out on the Yield Curve
    Working Paper Series, Uppsala University, Department of Economics View citations (1)

2002

13. Can Endogenous Monetary Policy Explain the Deviations from UIP
    Working Paper Series, Uppsala University, Department of Economics View citations (5)

2001

14. How to Beat the Random Walk
    Working Paper Series, Trade Union Institute for Economic Research View citations (3)
15. Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S
    Working Paper Series, Trade Union Institute for Economic Research View citations (4)

2000

16. Supply Shocks and Real Exchange Rates
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
17. UIP for Short Investments in Long-Term Bonds
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (11)

1999

18. Sources of Real Exchange Rate Fluctuations in the Nordic Countries
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (16)
    See also Journal Article Sources of Real Exchange Rate Fluctuations in the Nordic Countries, Scandinavian Journal of Economics, Wiley Blackwell (2001) View citations (15) (2001)

1997

19. A Latent Factor Model of European Exchange Rate Risk Premia
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
    See also Journal Article A Latent Factor Model of European Exchange Rate Risk Premia, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1999) View citations (2) (1999)

1996

20. Inflation Rules with Consistent Escape Clauses
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
    See also Journal Article Inflation rules with consistent escape clauses, European Economic Review, Elsevier (1999) View citations (2) (1999)
21. Long Run Real Exchange Rates - A Cointegration Analysis
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (5)
22. Pricing-to-Market in Swedish Exports
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (8)
    See also Journal Article Pricing‐to‐market in Swedish Exports, Scandinavian Journal of Economics, Wiley Blackwell (1999) View citations (2) (1999)

Journal Articles

2018

1. Stock prices and GDP in the long run
   Journal of Applied Finance & Banking, 2018, 8, (4), 7 View citations (3)

2014

2. The interbank market risk premium, central bank interventions, and measures of market liquidity
   Journal of International Money and Finance, 2014, 48, (PA), 202-217 View citations (3)
   See also Working Paper The interbank market risk premium, central bank interventions, and measures of market liquidity, Research Papers in Economics (2014) View citations (4) (2014)

2012

3. Exchange Rates and Long-Term Bonds
   Scandinavian Journal of Economics, 2012, 114, (3), 974-990 View citations (4)
   See also Working Paper Exchange rates and long-term bonds, Working Paper Series (2006) View citations (7) (2006)

2008

4. Exchange rates and asymmetric shocks in small open economies
   Empirical Economics, 2008, 35, (3), 527-541 View citations (7)
   See also Working Paper Exchange Rates and Asymmetric Shocks in Small Open Economies, Working Paper Series (2005) View citations (13) (2005)
5. Monetary Policy and Swedish Unemployment Fluctuations
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-25 View citations (7)
   See also Working Paper Monetary policy and Swedish unemployment fluctuations, Working Paper Series (2008) View citations (7) (2008)

2007

6. Production function residuals, VAR technology shocks, and hours worked: Evidence from industry data
   Economics Letters, 2007, 96, (2), 259-263 View citations (6)

2005

7. Measures of Technology and the Business Cycle
   The Review of Economics and Statistics, 2005, 87, (2), 299-307 View citations (33)
   See also Working Paper Measures of Technology and the Business Cycle, Working Paper Series (2006) (2006)
8. Productivity shocks and real exchange rates
   Journal of Monetary Economics, 2005, 52, (3), 555-566 View citations (22)

2001

9. Sources of Real Exchange Rate Fluctuations in the Nordic Countries
   Scandinavian Journal of Economics, 2001, 103, (2), 317-331 View citations (15)
   See also Working Paper Sources of Real Exchange Rate Fluctuations in the Nordic Countries, Working Paper Series (1999) View citations (16) (1999)
10. Uncovered Interest Parity Revisited
    Review of International Economics, 2001, 9, (3), 505-517 View citations (118)

2000

11. Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries
    Open Economies Review, 2000, 11, (4), 383-397 View citations (20)

1999

12. A Latent Factor Model of European Exchange Rate Risk Premia
    International Journal of Finance & Economics, 1999, 4, (3), 217-27 View citations (2)
    See also Working Paper A Latent Factor Model of European Exchange Rate Risk Premia, SSE/EFI Working Paper Series in Economics and Finance (1997) View citations (2) (1997)
13. Inflation rules with consistent escape clauses
    European Economic Review, 1999, 43, (3), 509-523 View citations (2)
    See also Working Paper Inflation Rules with Consistent Escape Clauses, SSE/EFI Working Paper Series in Economics and Finance (1996) View citations (2) (1996)
14. Pricing‐to‐market in Swedish Exports
    Scandinavian Journal of Economics, 1999, 101, (2), 223-239 View citations (2)
    See also Working Paper Pricing-to-Market in Swedish Exports, SSE/EFI Working Paper Series in Economics and Finance (1996) View citations (8) (1996)

1997

15. Import prices and nominal exchange rates in Sweden
    Finnish Economic Papers, 1997, 10, (2), 99-107 View citations (2)