Researchers at the Riksbank and researchers connected with the Riksbank publish their research in international scientific journals which are peer-reviewed.
Adolfson, Malin,
"Export Price Responses to Exogenous Exchange Rate Movements",
Economics Letters 71(1), 2001, 91-96.
Alexius, Annika,
"Sources of Real Exchange Rate Fluctuations in the Nordic Countries",
Scandinavian Journal of Economics 103(2), 2001, 317-331.
Alexius, Annika,
"Uncovered Interest Parity Revisited",
Review of International Economics 9(3), 2001, 505-517.
Carling, Kenneth, Tor Jacobson and Kasper Roszbach,
"Dormancy Risk and Expected Profits of Consumer Loans",
Journal of Banking and Finance 25(4), 2001, 717-739.
Ellingsen, Tore and Ulf Söderström,
"Monetary Policy and Market Interest Rates",
American Economic Review 91(5), 2001, 1594-1607.
Flodén, Martin and Jesper Lindé,
"Idiosyncratic Risk in the United States and Sweden: Is There a Role for Government Insurance?",
Review of Economic Dynamics 4(2), 2001, 406-437.
Gredenhoff, Mikael and Tor Jacobson,
"Bootstrap Testing of Linear Restrictions on Cointegrating Vectors",
Journal of Business and Economic Statistics 19(1), 2001, 63-72.
Jacobson, Tor, Per Jansson, Anders Vredin and Anders Warne,
"Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach",
Journal of Applied Econometrics 16(4), 2001, 487-520.
Lindé, Jesper,
"Testing for the Lucas Critique: A Quantitative Investigation",
American Economic Review 91(4), 2001, 986-1005.
Lindé, Jesper,
"Fiscal Policy and the Yield Curve in a Small Open Economy",
Finnish Economic Papers 14(2), 2001, 65-83.
Nessén, Marianne and Ulf Söderström,
"Core Inflation and Monetary Policy",
International Finance 4(3), 2001, 401-439.
Sellin, Peter,
"Monetary Policy and the Stock Market: Theory and Empirical Evidence",
Journal of Economic Surveys 15(4), 2001, 491-541.
Söderström, Ulf,
"Predicting Monetary Policy with Federal Funds Futures Prices",
Journal of Futures Markets 21(4), 2001, 377-391.
Villani, Mattias,
"Bayesian Prediction with Cointegrated Vector Autoregressions",
International Journal of Forecasting 17(4), 2001, 585-605.
