Journal articles 2012

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

Beechey, Meredith and Pär Österholm, "The Rise and Fall of U.S. Inflation Persistence", International Journal of Central Banking vol 8(3), 2012, pages 55-86.

 

Betermier Sebastien, Thomas Jansson, Christine Parlour and Johan Walden, “Hedging Labor Income Risk”, Journal of Financial Economics, vol 105(3), 2012, Pages 622-639.

 

Carlsson Mikael and Oskar Nordström Skans, "Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm-Level Data on Product Prices and Unit Labor Cost", American Economic Review, vol 102(4), 2012, pages 1571-95.

 

Claussen, Carl-Andreas, Egil Matsen, Øistein Røisland and Ragnar Torvik, "Overconfidence, Monetary Policy Committees and Chairman Dominance", Journal of Economic Behavior and Organization, vol 81(2), 2012, pages 699 - 711.

 

Giordani, Paolo, Xiuyan Mun, and Robert Kohn, "Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage", Journal of financial econometrics vol 11(1), 2012, pages 154-192.

 

Gustavsson, Magnus and Pär Österholm, "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data", Economics Letters vol 116(3), 2012, pages 408-410.

 

Jonsson, Thomas and Pär Österholm, "The Properties of Survey-Based Inflation Expectations in Sweden", Empirical Economics vol 42(1), 2012, pages 79-94.

 

Nott, David, Siew Li Tan, Mattias Villani and Robert Kohn, "Regression Density Estimation with Variational Methods and Stochastic Approximation", Journal of Computational and Graphical Statistics, vol 21(3), 2012, pages 797-820.

 

Pitt, Michael, Ralph Silva, Paolo Giordani, and Robert Kohn, "On some properties of Markov chain Monte Carlo simulation methods based on the particle filter", Journal of Econometrics, 171 (2), 2012, pages 134–151.

 

Sala, Luca, Ulf Söderström and Antonella Trigari, "Structural and cyclical forces in the labor market during the Great Recession: Cross-country evidence", forthcoming in NBER International Seminar on Macroeconomics 2012, edited by Francesco Giavazzi and Kenneth West, University of Chicago Press.

 

Villani, Mattias, Robert Kohn, and David Nott, "Generalized Smooth Finite Mixtures", Journal of Econometrics, vol 171(2), 2012, pages 121-133.

 

Österholm, Pär, "The Limited Usefulness of Macroeconomic Bayesian VARs when Forecasting the Probability of a US Recession", Journal of Macroeconomics vol 34(1), 2012, pages 76-86.