2017

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

Andersson, Michael K, Ted Aranki and André Reslow, "Adjusting for information content when comparing forecast performance", Journal of Forecasting, Vol 36, 2017, issue 7, Pages 784-794.


Armelius, Hanna, Isaiah Hull and Hanna Stenbacka Köhler, "The timing of uncertainty shocks in a small open economy", Economics Letters, Vol 155, 2017, issue C, Pages 31-34.

 

Carlsson, Mikael, "Microdata Evidence on the Empirical Importance of Selection Effects in Menu-Cost Models", forthcoming in Journal of Money Credit and Banking.

 

De Graeve, Ferre and Jens Iversen, ”Central bank policy paths and market forward rates: A simple model”, Journal of Money, Credit, and Banking, Vol 49, 2017, Issue 6, Pages 1077-1408.

 

Laséen, Stefan, Andrea Pescatori and Jarkko Turunen, "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, vol. 32(C) 2017, pages 70-85.


Lucas, André, Bernd Schwaab and Xin Zhang, "Modeling financial sector joint tail risk in the euro area”, Journal of Applied Econometrics, Vol 32, (1), 2017, Pages 171–191.

 

Quiroz, Matias, Minh-Ngoc Tran, Mattias Villani and Robert Kohn, “Speeding up MCMC by delayed acceptance and data subsampling”, forthcoming in Journal of Computational and Graphical Statistics.