Working Paper Series

From Sveriges Riksbank (Central Bank of Sweden)
Sveriges Riksbank, SE-103 37 Stockholm, Sweden.
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348: Shock Propagation and Banking Structure

Mariassunta Giannetti and Farzad Saidi

347: On the effectiveness of loan-to-value regulation in a multiconstraint framework

Anna Grodecka-Messi

345: Domestic and External Sovereign Debt

Paola Di Casola and Spyridon Sichlimiris

344: Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models

Daniel Buncic

343: House Prices, Home Equity, and Personal Debt Composition

Jieying Li and Xin Zhang

342: Household Debt and Monetary Policy: Revealing the Cash-Flow Channel

Martin Flodén, Matilda Kilström, Jósef Sigurdsson and Roine Vestman

341: Systemic Risk: A New Trade-Off for Monetary Policy?

Stefan Laséen, Andrea Pescatori and Jarkko Turunen

340: International business cycles: quantifying the effects of a world market for oil

Johan Gars and Conny Olovsson

339: How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden

Magnus Åhl

338: Latency Arbitrage When Markets Become Faster

Burton Hollifield, Patrik Sandas and Andrew Todd

337: Asymmetric Macro-Financial Spillovers

Kristina Bluwstein

336: What Broker Charges Reveal about Mortgage Credit Risk

Antje Berndt, Burton Hollifield and Patrik Sandås

335: Quantitative easing and the price-liquidity trade-off

Marien Ferdinandusse, Maximilian Freier and Annukka Ristiniemi

334: The timing of uncertainty shocks in a small open economy

Hanna Armelius, Isaiah Hull and Hanna Stenbacka Köhler

333: Financial Literacy Externalities

Michael Haliassos, Thomas Jansson and Yigitcan Karabulut

332: Oil prices in a real-businesscycle model with precautionary demand for oil

Conny Olovsson

331: Money, Credit and Banking and the Cost of Financial Activity

Paola Boel and Gabriele Camera

330: Uncertain pension income and household saving

Peter van Santen

329: Economic Scarcity and Consumers’ Credit Choice

Marieke Bos, Chloe Le Coq and Peter van Santen

328: Adjusting for Information Content when Comparing Forecast Performance

Michael K. Andersson, Ted Aranki and André Reslow

327: Renovatio Monetae: Gesell Taxes in Practice

Roger Svensson and Andreas Westermark

326: Endogenous Separations, Wage Rigidities and Employment Volatility

Mikael Carlsson and Andreas Westermark

325: COVENANT-LIGHT CONTRACTS AND CREDITOR COORDINATION

Bo Becker and Victoria Ivashina

324: The interest rate effects of government bond purchases away from the lower bound

Rafael B. De Rezende

323: Challenges for Central Banks´ Macro Models

Jesper Lindé, Frank Smets and Raf Wouters

322: Fiscal Consolidation Under Imperfect Credibility

Matthieu Lemoine and Jesper Lindé

321: Firms’ Strategic Choice of Loan Delinquencies

Paola Morales-Acevedo

320: Curbing Shocks to Corporate Liquidity: The Role of Trade Credit

Niklas Amberg, Tor Jacobson, Erik von Schedvin and Robert Townsend

319: Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market

Christoph Bertsch, Isaiah Hull and Xin Zhang

318: Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank

Jens Iversen, Stefan Laséen, Henrik Lundvall and Ulf Söderström

317: Subprime Borrowers, Securitization and the Transmission of Business Cycles

Anna Grodecka-Messi

315: Trade Credit: Contract-Level Evidence Contradicts Current Theories

Tore Ellingsen, Tor Jacobson and Erik von Schedvin

314: Debt, equity and the Equity price puzzle

Daria Finocchiaro and Caterina Mendicino

313: Since you’re so rich, you must be really smart”: Talent and the Finance Wage Premium

Michael Böhm, Daniel Metzger and Per Stromberg

312: Optimal Bank Capitalization in Crowded Markets

Christoph Bertsch and Mike Mariathasan

311: Optimal Inflation with Corporate Taxation and Financial Constraints

Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil

310: On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound

Paola Boel and Christopher Waller

309: Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting

Andre Lucas and Xin Zhang

308: Modeling financial sector joint tail risk in the euro area

Andre Lucas, Bernd Schwaab and Xin Zhang

307: SPEEDING UP MCMC BY DELAYED ACCEPTANCE AND DATA SUBSAMPLING

Matias Quiroz

306: SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR

Matias Quiroz, Mattias Villani and Robert Kohn

305: Bringing Financial Stability into Monetary Policy*

Eric Leeper and James Nason

304: Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?*

Olivier Blanchard, Christopher Erceg and Jesper Lindé

303: Central bank policy paths and market forward rates: A simple model

Ferre De Graeve and Jens Iversen

302: Price Level Targeting and Risk Management

Roberto Billi

301: What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession

Isaiah Hull

300: Searching for Information*

Jungsuk Han and Francesco Sangiorgi

299: Fuel for Economic Growth?

Johan Gars and Conny Olovsson

298: Amortization Requirements and Household Indebtedness: An Application to Swedish- Style Mortgages

Isaiah Hull

297: SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING

Matias Quiroz, Mattias Villani and Robert Kohn