Journal articles 2006

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

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

"Empirical Properties of Closed and Open Economy DSGE Models of the Euro Area",
Macroeconomc Dynamics, Volume 12, 2006, 2-19

 

Koop, Gary, Rodney Strachan, Herman van Dijk and Mattias Villani,

“Bayesian Approaches to Cointegration”,
Palgrave Handbook of Econometrics: Volume 1 2006, Palgrave MacMillan, New York.

 

Bems, Rudolfs and Kristian Jönsson,
“Trade Deficits in the Baltic States: How Long Will the Party Last?”,
Review of Economic Dynamics 9(1), 2006, 179-209

 

De Grauwe, Paul and Marianna Grimaldi,
“Exchange Rate Puzzles: A Tale of Switching Attractors”,
European Economic Review, 50(1), 2006, 1-33

 

Andersson, Malin, Hans Dillén and Peter Sellin,

"Monetary Policy Signaling and Movements in the term Structure of Interest Rates",
Journal of Monetary Economics, 53 (8), 2006, 1815-1855

 

Dennis, Richard, and Ulf Söderström,

“How Important Is Precommitment for Monetary  Policy?”,

Journal of Money, Credit, and Banking, 38 (4), 2006, 847-872

 

Jacobson, Tor, Jesper Lindé and Kasper Roszbach,
"Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies",

Journal of Banking and Finance, 30 (7), 2006, 1899-1926

 

Jonsson, Magnus,
"Product and Labour Market Distortions in Europe",

Economics Letters, 92 (1), 2006, 89-92

 

Jonsson, Magnus and Paul Klein,
“Accounting for the Relationship between Money and Interest Rates”,

Macroeconomic Dynamics, 10(04), 2006, 545-571

 

Villani, Mattias,

“Bayesian Point Estimation of the Cointegration Space”,

Journal of Econometrics, 134 (2), 2006, 645-664

 

Villani, Mattias and Rolf Larsson,
"The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis",
Communications in Statistics - Theory and Methods, 35,(6), 2006, 1123-1140(18)

 

Vredin, Anders and Anders Warne,

"Unemployment and Inflation Regimes",

Studies in Non-Linear Dynamics and Econometrics, 10(2), 2006, 1280-1280

 

Giordani, Paolo and Robert Kohn

"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models",
Journal of Business and Economic Statistics, 26 (1), 2008, 66-77(12)