Journal articles 2005

Researchers at the Riksbank and researchers connected with the Riksbank publish their research in international scientific journals which are peer-reviewed.

Nessén, Marianne and David Vestin
“Average Inflation Targeting”

Journal of Money, Credit and Banking, 37(5), 2005, 837-864.

 

Villani, Mattias,
“Bayesian Reference Analysis of Cointegration”,
Econometric Theory, 21, 2005 326-257

 

Leitemo, Kai and Ulf Söderström
“Simple Monetary Policy Rules and Exchange Rate Uncertainty”

Journal of International Money and Finance, 24(3), 2005, 481-507.

 

Grimaldi, Marianna and Paul de Grauwe
“The exchange rate and its fundamentals in a complex world”

Review of International Economics, 13(3), 2005, 549-575.

 

Apel, Mikael, Hallsten, Kerstin and Richard Friberg
“Microfoundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms”

Journal of Money, Credit and Banking, 37, 2005, 313-338.

 

Adolfson, Malin, Stefan Laséen, Jesper Linde and Mattias Villani,
"The Role of Sticky Prices in An Estimated Open Economy DSGE Model: A Bayesian Investigation"
Journal of the European Economc Association Papaers and Proceedings, 3(2-3), 2005, 444-457

 

Söderlind, Paul, Ulf Söderström and Anders Vredin,

”Dynamic Taylor Rules and the Predictability of Interest Rates”,
Macroeconomic Dynamics, 9(3), 2005, 412-428.

 

Söderlind, Paul, Ulf Söderström and Anders Vredin,
“New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts”,
Scandinavian Journal of Economics, 107(3), 2005, 521-546.

 

Söderström, Ulf,

“Targeting Inflation with a Prominent Role for Money”,
Economica, 72(288), 2005, 577-596


Adolfson, Malin, Stefan Laseén, Jesper Lindé and Mattias Villani,

"Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open Economy Model",
International Finance, 8 (3), 2005, 509-535.

 

De Grauwe, Paul and Marianna Grimaldi,

“Heterogeneity of Agents, Transaction Costs and the Exchange Rate”,
Journal of Economic Dynamics and Control, 29, 2005, 691-719

 

Frisell, Lars,

“Consulting Experts with Vested Interests: The Power of Benchmarking”,
Economics of Governance, 6(2), 2005, 113-123

 

Jacobson, Tor, Jesper Lindé and Kasper Roszbach,
"Exploring Interactions between Real Activity and the Financial Stance",
Journal of Financial Stability 1 (3), 2005, 308-341
 

Andersson, Magnus and Magnus Lomakka,

“Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques”,

Journal of Banking & Finance 29, 2005, 1535-1557.

 

Corander, Jukka and Mattias Villani,

"A Bayesian Approach to Modelling Graphical Vector Autoregressions",
Journal of Time Series Analysis 27(1), 2005, 141-156 

 

Hansson, Jesper, Per Jansson and Mårten Löf,

“Business Survey Data: Do They Help in Forecasting GDP Growth”,

International Journal of Forecasting, 21 (2), 2005, 377-389 

 

Jacobson, Tor, Jesper Lindé and Kasper Roszbach,

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

Journal of Financial Services Research, 28(1-3), 2005, 39-59  


Lindé, Jesper,

 “Estimation of New-Keynesian Phillips curve: A FIML Approach”,
Journal of Monetary Economics, 56(6), 2005, 1135-1149 

 

Carling, Kenneth and Sofia Lundgren,
“Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle”,
Journal of Economics and Business, 2005, 39-59