Working Paper Series

From Sveriges Riksbank (Central Bank of Sweden)
Sveriges Riksbank, SE-103 37 Stockholm, Sweden.
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192: Swedish Intervention and the Krona Float, 1993-2002

Owen Humpage and Javiera Ragnartz

191: Forecast Combination and Model Averaging using Predictive Measures

Jana Eklund and Sune Karlsson

190: Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model

Malin Adolfson, Jesper Lindé and Mattias Villani

189: Bayesian Inference of General Linear Restrictions on the Cointegration Space

Mattias Villani

188: Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

Malin Adolfson, Michael K. Andersson, Jesper Lindé, Mattias Villani and Anders Vredin

187: Real Exchange Rate and Consumption Fluctuations following Trade Liberalization

Kristian Jönsson

186: Trade Deficits in the Baltic States: How Long Will the Party Last?

Rudolfs Bems and Kristian Jönsson

185: A Welfare Ranking of Two-Sided Market Regimes

Mats A. Bergman

184: Exploring Interactions between Real Activity and the Financial Stance

Tor Jacobson, Jesper Lindé and Kasper Roszbach

183: Testing Near-Rationality using Detailed Survey Data

Michael F. Bryan and Stefan Palmqvist

182: Bank Mergers, Competition and Liquidity

Elena Carletti, Philipp Hartmann and Giancarlo Spagnolo

181: Inference in Vector Autoregressive Models with an Informative Prior on the Steady State

Mattias Villani

180: Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area

Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

179: Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through

Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

178: Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap

Mikael Apel and Per Jansson

177: Estimation of an Adaptive Stock Market Model with Heterogeneous Agents

Henrik Amilon

176: Firm-Specific Capital, Nominal Rigidities and the Business Cycle

David Altig, Lawrence Christiano, Martin Eichenbaum and Jesper Lindé

175: The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

Mattias Villani and Rolf Larsson

174: State Dependent Pricing and Exchange Rate Pass-Through

Martin Flodén and Fredrik Wilander

173: Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets

Meredith Beechey

172: Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002

Gabriela Guibourg and Björn Segendorf

171: A Bayesian Approach to Modelling Graphical Vector Autoregressions

Jukka Corander and Mattias Villani

170: The Welfare Cost of Imperfect Competition and Distortionary Taxation

Magnus Jonsson

169: How Useful are Simple Rules for Monetary Policy? The Swedish Experience

Claes Berg, Per Jansson and Anders Vredin

168: Is Firm Interdependence within Industries Important for Portfolio Credit Risk?

Kenneth Carling, Lars Rönnegård and Kasper Roszbach

167: Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through

Jesper Lindé, Marianne Nessen and Ulf Söderström

166: Populism

Lars Frisell

165: Multiple-Bank Lending: Diversification and Free-Riding in Monitoring

Elena Carletti, Vittoria Cerasi and Sonja Daltung

164: Bubbles and Crashes in a Behavioural Finance Model

Paul De Grauwe and Marianna Grimaldi

163: Exchange Rate Puzzles: A Tale of Switching Attractors

Paul De Grauwe and Marianna Grimaldi

162: Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Tor Jacobson, Jesper Lindé and Kasper Roszbach

161: The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model

Jesper Lindé

160: Why Are Long Rates Sensitive to Monetary Policy?

Tore Ellingsen and Ulf Söderström

159: Do Higher Wages Cause Inflation?

Magnus Jonsson and Stefan Palmqvist

158: Intersectoral Wage Linkages in Sweden

Kent Friberg

157: Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?

Kristoffer Nimark

156: Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs

Mattias Villani and Anders Warne

155: Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies

Tor Jacobson, Jesper Lindé and Kasper Roszbach

154: Bank Lending Policy, Credit Scoring and the Survival of Loans

Kasper Roszbach

153: Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002

Jesper Lindé

152: The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach

Hans Lindblad and Peter Sellin

151: Business Survey Data: Do They Help in Forecasting the Macro Economy?

Jesper Hansson, Per Jansson and Mårten Löf

150: Bayes Estimators of the Cointegration Space

Mattias Villani

149: Financial Cycles and Bankruptcies in the Nordic Countries

Jan Hansen

148: Inflation, Markups and Monetary Policy

Magnus Jonsson and Stefan Palmqvist

147: Taylor Rules and the Predictability of Interest Rates

Paul Söderlind, Ulf Söderström and Anders Vredin

146: Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques

Magnus Andersson and Magnus Lomakka

145: Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model

Tor Jacobson, Johan Lyhagen, Rolf Larsson and Marianne Nessen

144: Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle

Kenneth Carling and Sofia Lundberg

143: Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest?

Mikael Carlsson and Stefan Laséen