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Details about Jesper Lindé

Homepage:http://www.riksbank.com/research
Workplace:Sveriges Riksbank (Central Bank of Sweden), (more information at EDIRC)

Access statistics for papers by Jesper Lindé.

Last updated 2019-04-15. Update your information in the RePEc Author Service.

Short-id: pli302


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Working Papers

2019

  1. Identification Versus Misspecification in New Keynesian Monetary Policy Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2018) Downloads

    See also Journal Article in European Economic Review (2019)

2018

  1. Interview with Charles Goodhart
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  2. The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2017) Downloads View citations (5)

2017

  1. Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (4)
    Also in IMF Working Papers, International Monetary Fund (2017) Downloads View citations (4)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) Downloads View citations (4)
  2. Should We Use Linearised Models to Calculate Fiscal Multipliers?
    European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2017) Downloads

    See also Journal Article in Journal of Applied Econometrics (2018)

2016

  1. Challenges for Central Banks' Macro Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2016) Downloads View citations (15)
  2. Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)
    Working Papers, Federal Reserve Bank of Boston (2015) Downloads View citations (3)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads
  3. Fiscal Consolidation Under Imperfect Credibility
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (9)
    Also in Working papers, Banque de France (2016) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (9)

    See also Journal Article in European Economic Review (2016)

2015

  1. Jump Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (15)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015) Downloads View citations (15)

    See also Journal Article in NBER Macroeconomics Annual (2017)
    Chapter (2016)

2012

  1. Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. Fiscal Consolidation in an Open Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (42)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (43)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (9)

    See also Journal Article in American Economic Review (2012)

2011

  1. Firm default and aggregate fluctuations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (11)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (7)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) Downloads View citations (7)

    See also Journal Article in Journal of the European Economic Association (2013)
  2. Optimal monetary policy in an operational medium-sized DSGE model
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (53)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (7)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (12)

    See also Journal Article in Journal of Money, Credit and Banking (2011)
  3. Parameter Identification in a Estimated New Keynesian Open Economy Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)

2010

  1. Asymmetric shocks in a currency union with monetary and fiscal handcuffs?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)
    See also Journal Article in NBER International Seminar on Macroeconomics (2011)
    Chapter (2010)
  2. Effects of Fiscal Stimulus in Structural Models
    IMF Working Papers, International Monetary Fund Downloads View citations (107)
    See also Journal Article in American Economic Journal: Macroeconomics (2012)
  3. Firm-specific capital, nominal rigidities and the business cycle
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (84)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (103)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) Downloads View citations (56)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2004) Downloads View citations (102)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (181)
    Working Paper Series, Federal Reserve Bank of Chicago (2004) Downloads View citations (37)

    See also Journal Article in Review of Economic Dynamics (2011)
  4. Is There a Fiscal Free Lunch in a Liquidity Trap?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010) Downloads View citations (22)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (20)

    See also Journal Article in Journal of the European Economic Association (2014)

2009

  1. Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2007

  1. Evaluating An Estimated New Keynesian Small Open Economy Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2007) Downloads View citations (20)

    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2006

  1. Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (13)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) Downloads View citations (9)
  2. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (24)
    See also Journal Article in International Journal of Central Banking (2007)

2005

  1. 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) Downloads View citations (9)
  2. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (54)
    See also Journal Article in Journal of International Economics (2007)
  3. Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (10)
    See also Journal Article in Journal of Monetary Economics (2005)
  4. Exploring Interactions between Real Activity and the Financial Stance
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (44)
    See also Journal Article in Journal of Financial Stability (2005)
  5. Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Technical Appendices, Review of Economic Dynamics Downloads View citations (51)
    See also Journal Article in Review of Economic Dynamics (2011)
  6. The Effects of Permanent Technology Shocks on Labour Productivity and Hours in the RBC Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) Downloads View citations (6)

2004

  1. 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) Downloads View citations (3)
    See also Journal Article in Journal of Financial Services Research (2005)
  2. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (15)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) Downloads View citations (7)

    See also Journal Article in International Journal of Finance & Economics (2009)

2003

  1. Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2006)
  2. Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (4)

2002

  1. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (14)

2001

  1. 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) Downloads View citations (4)

2000

  1. Monetary Policy Analysis in Backward-Looking Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2000) Downloads

    See also Journal Article in Annals of Economics and Statistics (2002)
  2. Testing for the Lucas Critique: A Quantitative Investigation
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2000) Downloads View citations (2)

    See also Journal Article in American Economic Review (2001)

1998

  1. Fiscal Policy and the Yield Curve in a Small Open Economy
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
  2. Have Swedish Postwar Business Cycles Been Generated Abroad or at Home?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
  3. Idiosyncratic Risk in the U.S. and Sweden: Is there a Role for Government Insurance?
    Seminar Papers, Stockholm University, Institute for International Economic Studies Downloads
    Also in Working Papers, Stockholm - International Economic Studies (1998) View citations (3)

    See also Journal Article in Review of Economic Dynamics (2001)

Journal Articles

2019

  1. Identification versus misspecification in New Keynesian monetary policy models
    European Economic Review, 2019, 113, (C), 225-246 Downloads
    See also Working Paper (2019)

2018

  1. DSGE models: still useful in policy analysis?
    Oxford Review of Economic Policy, 2018, 34, (1-2), 269-286 Downloads View citations (3)
  2. Should we use linearized models to calculate fiscal multipliers?
    Journal of Applied Econometrics, 2018, 33, (7), 937-965 Downloads
    See also Working Paper (2017)

2017

  1. Jump-Starting the Euro-Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?
    NBER Macroeconomics Annual, 2017, 31, (1), 103 - 182 Downloads View citations (5)
    See also Chapter (2016)
    Working Paper (2015)

2016

  1. Fiscal consolidation under imperfect credibility
    European Economic Review, 2016, 88, (C), 108-141 Downloads View citations (10)
    See also Working Paper (2016)

2014

  1. IS THERE A FISCAL FREE LUNCH IN A LIQUIDITY TRAP?
    Journal of the European Economic Association, 2014, 12, (1), 73-107 Downloads View citations (79)
    See also Working Paper (2010)
  2. Monetary policy trade-offs in an estimated open-economy DSGE model
    Journal of Economic Dynamics and Control, 2014, 42, (C), 33-49 Downloads View citations (9)
    See also Working Paper (2009)

2013

  1. FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
    Journal of the European Economic Association, 2013, 11, (4), 945-972 Downloads View citations (18)
    See also Working Paper (2011)
  2. Fiscal consolidation in a currency union: Spending cuts vs. tax hikes
    Journal of Economic Dynamics and Control, 2013, 37, (2), 422-445 Downloads View citations (79)
    See also Working Paper (2012)

2012

  1. Effects of Fiscal Stimulus in Structural Models
    American Economic Journal: Macroeconomics, 2012, 4, (1), 22-68 Downloads View citations (352)
    See also Working Paper (2010)
  2. Fiscal Consolidation in an Open Economy
    American Economic Review, 2012, 102, (3), 186-91 Downloads View citations (42)
    See also Working Paper (2012)

2011

  1. Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 95 - 136 Downloads View citations (7)
    See also Working Paper (2010)
    Chapter (2010)
  2. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
    Review of Economic Dynamics, 2011, 14, (2), 225-247 Downloads View citations (156)
    See also Software Item (2010)
    Working Paper (2010)
    Working Paper (2005)
  3. Optimal Monetary Policy in an Operational Medium‐Sized DSGE Model
    Journal of Money, Credit and Banking, 2011, 43, (7), 1287-1331 Downloads View citations (48)
    See also Working Paper (2011)

2009

  1. Monetary policy in an estimated open-economy model with imperfect pass-through
    International Journal of Finance & Economics, 2009, 14, (4), 301-333 Downloads View citations (17)
    See also Working Paper (2004)
  2. 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 Downloads View citations (15)

2008

  1. EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA
    Macroeconomic Dynamics, 2008, 12, (S1), 2-19 Downloads View citations (23)
  2. Evaluating an estimated new Keynesian small open economy model
    Journal of Economic Dynamics and Control, 2008, 32, (8), 2690-2721 Downloads View citations (174)
    See also Working Paper (2007)

2007

  1. Bayesian Analysis of DSGE Models—Some Comments
    Econometric Reviews, 2007, 26, (2-4), 173-185 Downloads
  2. Bayesian estimation of an open economy DSGE model with incomplete pass-through
    Journal of International Economics, 2007, 72, (2), 481-511 Downloads View citations (443)
    See also Working Paper (2005)
  3. Corporate credit risk modeling and the macroeconomy
    Journal of Banking & Finance, 2007, 31, (3), 845-868 Downloads View citations (83)
  4. Forecasting Performance of an Open Economy DSGE Model
    Econometric Reviews, 2007, 26, (2-4), 289-328 Downloads View citations (82)
  5. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
    International Journal of Central Banking, 2007, 3, (4), 111-144 Downloads View citations (78)
    See also Working Paper (2006)

2006

  1. Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies
    Journal of Banking & Finance, 2006, 30, (7), 1899-1926 Downloads View citations (32)
    See also Working Paper (2003)

2005

  1. An estimated New Keynesian small open economy model
    Proceedings, 2005 Downloads View citations (26)
  2. Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model
    International Finance, 2005, 8, (3), 509-544 Downloads View citations (16)
  3. Bårdsen, Gunnar; Eitrheim, Øyvind; Jansen, Eilev S. and Nymoen, Ragnar: "The Econometrics of Macroeconomic Modelling"
    Scandinavian Journal of Economics, 2005, 107, (4), 762-767 Downloads
  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 Downloads View citations (29)
    See also Working Paper (2004)
  5. Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach
    Journal of Monetary Economics, 2005, 52, (6), 1135-1149 Downloads View citations (159)
    See also Working Paper (2005)
  6. Exploring interactions between real activity and the financial stance
    Journal of Financial Stability, 2005, 1, (3), 308-341 Downloads View citations (49)
    See also Working Paper (2005)
  7. 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 Downloads View citations (31)

2004

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

2002

  1. Monetary Policy Analysis in Backward-Looking Models
    Annals of Economics and Statistics, 2002, (67-68), 155-182 Downloads
    See also Working Paper (2000)

2001

  1. Fiscal policy and interest rates in a small open economy
    Finnish Economic Papers, 2001, 14, (2), 65-83 Downloads View citations (3)
  2. Idiosyncratic Risk in the United States and Sweden: Is There a Role for Government Insurance?
    Review of Economic Dynamics, 2001, 4, (2), 406-437 Downloads View citations (89)
    See also Working Paper (1998)
  3. Testing for the Lucas Critique: A Quantitative Investigation
    American Economic Review, 2001, 91, (4), 986-1005 Downloads View citations (26)
    See also Working Paper (2000)

Chapters

2016

  1. Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 103-182 Downloads View citations (15)
    See also Working Paper (2015)
    Journal Article in NBER Macroeconomics Annual (2017)

2010

  1. Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 95-135 Downloads View citations (8)
    See also Journal Article in NBER International Seminar on Macroeconomics (2011)
    Working Paper (2010)

Software Items

2010

  1. Code files for "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
 
Page updated 2019-05-21