Working Paper Series

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No. 312 Optimal Bank Capitalization in Crowded Markets (Updated December 2017)
No. 333 Financial Literacy Externalities (Revised October 2017) 312 kB
No. 334 The timing of uncertainty shocks in a small open economy 364 kB
No. 332 Oil prices in a real-businesscycle model with precautionary demand for oil 472 kB
No. 331 Money, Credit and Banking and the Cost of Financial Activity 868 kB
No. 329 Economic Scarcity and Consumers’ Credit Choice 1 MB
No. 330 Uncertain pension income and household saving 368 kB
No. 328 Adjusting for Information Content when Comparing Forecast Performance 675 kB
No. 326 Endogenous Separations, Wage Rigidities and Employment Volatility 290 kB
No. 327 Renovatio Monetae: Gesell Taxes in Practice 452 kB
No. 325 Covenant-light contracts and creditor coordination 551 kB
No. 320 Curbing Shocks to Corporate Liquidity: The Role of Trade Credit 530 kB
No. 321 Firms’ Strategic Choice of Loan Delinquencies 760 kB
No. 322 Fiscal Consolidation Under Imperfect Credibility 612 kB
No. 323 Challenges for Central Banks’ Macro Models 1,020 kB
No. 324 The interest rate effects of government bond purchases away from the lower bound 2 MB
No. 319 Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market (Revised May 2017)
No. 318 Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank 706 kB
No. 317 Subprime Borrowers, Securitization and the Transmission of Business Cycles 2 MB
No. 316 Double Liability in a Branch Banking System: Historical Evidence from Canada 10 MB
No. 315 Trade Credit: Contract-Level Evidence Contradicts Current Theories 296 kB
No. 314 Debt, equity and the equity price puzzle 228 kB
No. 313 “Since you’re so rich, you must be really smart”: Talent and the Finance Wage Premium 1 MB
No. 310 On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound 978 kB
No. 311 Optimal Inflation with Corporate Taxation and Financial Constraints (Revised December 2017) 367 kB
No. 308 Modeling financial sector joint tail risk in the euro area 527 kB
No. 309 Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting 588 kB
No. 307 Speeding Up MCMC By Delayed Acceptance and Data Subsampling 482 kB
No. 302 Price Level Targeting and Risk Management (revised December 2016) 343 kB
No. 306 Scalable MCMC For Large Data Problems Using Data Subsampling and the Difference Estimator 709 kB
No. 304 Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery? 526 kB
No. 305 Bringing Financial Stability into Monetary Policy 2 MB
No. 303 Central bank policy paths and market forward rates: A simple model 373 kB
No. 301 What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession 1 MB
No. 299 Fuel for Economic Growth? 534 kB
No. 300 Searching for Information 511 kB
No. 298 Amortization Requirements and Household Indebtedness: An Application to Swedish- Style Mortgages 441 kB
No. 297 Speeding up MCMC by efficient data subsampling 665 kB
No. 296 The Importance of Reallocation for Productivity Growth: Evidence from European and US Banking 375 kB
No. 295 Online Appendix 170 kB
No. 295 Risks in macroeconomic fundamentals and excess bond returns predictability 588 kB
No. 294 A wake-up call theory of contagion 543 kB
No. 292 Forward Guidance and Long Term Interest Rates: Inspecting the Mechanism 874 kB
No. 293 Firm-Level Shocks and Labor Adjustments 2 MB
No. 289 Systematic bailout guarantees and tacit coordination 624 kB
No. 290 Selection Effects in Producer- Price Setting 398 kB
No. 291 Dynamic Demand Adjustment and Exchange Rate Volatility 517 kB
No. 288 Does Trading Anonymously Enhance Liquidity? 334 kB
No. 287 The Macro-Financial Implications of House Price-Indexed Mortgage Contracts
No. 286 How Subprime Borrowers and Mortgage Brokers Shared the Pie
No. 285 Incompatible European Partners? Cultural Predispositions and Household Financial Behavior 463 kB
No. 284 Optimal taxation with home production
No. 283 Debt Dynamics and Monetary Policy: A Note
No. 280 Firm-Level Evidence of Shifts in the Supply of Credit
No. 281 Lines of Credit and Investment: Firm-Level Evidence of Real Effects of the Financial Crisis
No. 282 A wake-up call: information contagion and strategic uncertainty
No. 279 Predicting the Spread of Financial Innovations: An Epidemiological Approach
No. 277 A detrimental feedback loop: deleveraging and adverse selection
No. 278 Distortionary Fiscal Policy and Monetary Policy Goals
No. 276 Approximate dynamic programming with postdecision states as a solution method for dynamic economic models
No. 275 Business Cycle Implications of Mortgage Spreads (Updated March 2014)
No. 275 Appendices for 'Business Cycle Implications of Mortgage Spreads' (Updated March 2014)
No. 274 The Redistributive Effects of Inflation: an International Perspective
No. 273 Identifying Fiscal Inflation
No. 272 Housing Choices and Labor Income Risk
No. 271 Un-truncating VARs
No. 270 A Note on Nominal GDP Targeting and the Zero Lower Bound
No. 269 Conditional euro area sovereign default risk
No. 268 Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
No. 267 Using Financial Markets To Estimate the Macro Effects of Monetary Policy: An Impact-Identified FAVAR*
No. 266 Long-Term Relationship Bargaining
No. 265 Pension Wealth and Household Savings in Europe: Evidence from SHARELIFE
No. 264 Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence
No. 263 Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis
No. 262 The Cost of Consumer Payments in Sweden
No. 261 The Information Content of Central Bank Minutes
No. 260 Output Gaps and Robust Monetary Policy Rules
No. 259 Labor-Market Frictions and Optimal Inflation
No. 257 Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
No. 258 On the Non-Exclusivity of Loan Contracts: An Empirical Investigation
No. 256 Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
No. 255 Hedging Labor Income Risk
No. 254 Refining Stylized Facts from Factor Models of Inflation
No. 214 Introducing Financial Frictions and Unemployment into a Small Open Economy Model (Revised)
No. 253 Wage Adjustment and Productivity Shocks
No. 252 Up for count? Central bank words and financial stress
No. 251 Parameter Identification in a Estimated New Keynesian Open Economy Model
No. 250 The Effects of Endogenous Firm Exit on Business Cycle Dynamics and Optimal Fiscal Policy
No. 249 MOSES: Model of Swedish Economic Studies
No. 248 Anticipated Alternative Policy-Rate Paths in Policy Simulations
No. 247 Density-Conditional Forecasts in Dynamic Multivariate Models
No. 246 The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours
No. 245 Modeling Conditional Densities Using Finite Smooth Mixtures
No. 244 Identifying VARs through Heterogeneity: An Application to Bank Runs
No. 243 Equilibrium asset prices and the wealth distribution with inattentive consumers
No. 242 Bayesian Inference in Structural Second-Price common Value Auctions
No. 241 Monetary Regime Change and Business Cycles
No. 240 The Discursive Dilemma in Monetary Policy
No. 239 Housing collateral and the monetary transmission mechanism
No. 238 Involuntary Unemployment and the Business Cycle
No. 237 Picking the Brains of MPC Members
No. 236 Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
No. 235 Evaluating Monetary Policy
No. 234 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
No. 233 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
No. 232 Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model
No. 231 Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost
No. 230 Effects of Organizational Change on Firm Productivity
No. 229 Expectation Driven Business Cycles with Limited Enforcement
No. 228 The Effect of Cash Flow on Investment: An Empirical Test of the Balance Sheet Channel
No. 227 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model
No. 226 Firm Default and Aggregate Fluctuations
No. 225 Optimal Monetary Policy in an Operational Medium-Sized DSGE Model
No. 224 Block Kalman filtering for large-scale DSGE models
No. 223 How Important are Financial Frictions in the U.S. and the Euro Area
No. 222 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates
No. 221 Governing the Governors: A Clinical Study of Central Banks
No. 220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
No. 219 Macroeconomic Impact on Expected Default Freqency
No. 218 The Riksbank’s Forecasting Performance
No. 217 Do Central Banks React to House Prices?
No. 216 Bayesian forecast combination for VAR models
No. 215 Earnings Inequality and the Equity Premium
No. 213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
No. 212 The Costs of Paying – Private and Social Costs of Cash and Card Payments
No. 211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
No. 210 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates*
No. 209 Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework
No. 208 Financial Frictions, Investment and Tobin’s q
No. 207 Financial structure, Managerial Compensation and Monitoring
No. 206 Optimal Monetary Policy under Downward Nominal Wage Rigidity
No. 205 Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns
No. 204 The Use of Cash and the Size of the Shadow Economy in Sweden
No. 203 Evaluating An Estimated New Keynesian Small Open Economy Model
No. 202 The geography of asset holdings: Evidence from Sweden
No. 201. Price Setting Transactions and the Role of Denominating Currency in FX Markets
No. 200.The Swedish External Position and the Krona
No. 199. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky
No. 198. Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data
No. 197. Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy
No. 196. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
No. 195. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
No. 194. Testing Theories of Job Creation: Does Supply Create Its Own Demand?
No. 193. A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro
No. 192. Swedish Intervention and the Krona Float, 1993-2002
No. 191. Forecast combination and model averaging using predictive measures
No. 190. Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
No. 189. Bayesian Inference of General Linear Restrictions on the Cointegration Space
No. 188. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
No. 187. Real Exchange Rate and Consumption Fluctuations following Trade Liberalization
No. 186. Trade Deficits in the Baltic States: How Long Will the Party Last?
No. 185. A Welfare Ranking of Two-Sided Market Regimes
No. 184. Exploring Interactions between Real Activity and the Financial Stance
No. 183. Testing Near-Rationality using Detailed Survey Data
No. 182. Bank Mergers, Competition and Liquidity
No. 181. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
No. 180. Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
No. 179. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
No. 178. Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap
No. 177. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
No. 176. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
No. 175. The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
No. 174. State Dependent Pricing and Exchange Rate Pass-Through
No. 173. Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets
No. 172. Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002
No. 170. The Welfare Cost of Imperfect Competition and Distortionary Taxation
No. 171. A Bayesian Approach to Modelling Graphical Vector Autoregressions
No 169. How Useful are Simple Rules for Monetary Policy? The Swedish Experience
No 168. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
No. 167. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
No. 166. Populism
No 165. Multiple-Bank Lending: Diversification and Free-Riding in Monitoring
No 164. Bubbles and crashes in a behavioural finance model
No. 163. Exchange Rate Puzzles: A Tale of Switching Attractors
No. 162. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
No. 161. The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model
No. 160. Why Are Long Rates Sensitive to Monetary Policy
No. 159. Do Higher Wages Cause Inflation?
No 158. Intersectoral Wage Linkages in Sweden 2 MB
No 157. Indicator Accuracy and Monetary Policy: Is Ignorance Bliss? 1 MB
No 156. Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 2 MB
No 155. Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies 2 MB
No 154. Bank Lending Policy, Credit Scoring and the Survival of Loans 2 MB
No 153. Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002 2 MB
No 152. The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach 1 MB
No 151. Business Survey Data: Do They Help in Forecasting the Macro Economy? 421 kB
No 150. Bayes Estimators of the Cointegration Space 497 kB
No 149. Financial Cycles and Bankruptcies in the Nordic Countries 593 kB
No 148. Inflation, Markups and Monetary Policy 376 kB
No 147. Taylor Rules and the Predictability of Interest Rates 180 kB
No 146. Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques 453 kB
No 145. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 452 kB
No 144. Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle 352 kB
No 143. Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest? 551 kB
No 142. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy 2 MB
No 141. Inflation Targeting and the Dynamics of the Transmission Mechanism
No 140. Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? 648 kB
No 139. How Important Is Precommitment for Monetary Policy? 553 kB
No 138. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 370 kB
No 137. Financial Instability and Monetary Policy: The Swedish Evidence 653 kB
No 136. Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules 721 kB
No 135. Implications of Exchange Rate Objectives under Incomplete Exchange Rate Pass-Through 462 kB
No 134. Identifying the Effects of Monetary Policy Shocks in an Open Economy 732 kB
No 133. Evaluation of Exchange Rate Forecasts for the Krona’s Nominal Effective Exchange Rate
No 132. Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates
No 131. Diversification and Delegation in Firms
No 130. The Empirical Relevance of Simple Forward- and Backward-looking models: A View from a Dynamic General Equilibrium Model
No 129. Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
No 128. Micro Foundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms
No 127. Monetary Policy with Incomplete Exchange Rate Pass-Through
No 126. Interoperability and Network Externalities in Electronic Payments
No 125. An Alternative Explanation of the Price Puzzle
No 124. Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States
No 123. Targeting inflation with a prominent role for money
No 122. Simple monetary policy rules and exchange rate uncertainty
No 121. What Have We Learned from Empirical Tests of the Monetary Transmission Effect
No 120. Forecast-based monetary policy in Sweden 1992-1998: A view from within
No 119. Average Inflation Targeting
No 118. Causality and Regime Inference in a Markov Switching VAR
No 117. Supply shocks and real exchange rates
No 116. Qualitative Survey Responses and Production over the Business Cycle
No 115. UIP for short investments in long-term bonds
No 114. Monetary Policy Analysis in Backward-Looking Models
No 113. Testing for the Lucas Critique: A Quantitative Investigation
No 112. Financial Variables and the Conduct of Monetary Policy
No 111. Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model
No 110. Core inflation and monetary policy
No 109. An alternative interpretation of the recent U.S. inflation performance
No 108. An Expectations-Augmented Phillips Curve in an Open Economy
No 107. Unemployment and inflation regimes
No 106. Price-level targeting versus inflation targeting in a forward-looking model
No 105. Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On
No 104. Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector
No 103. Optimal Horizons for Inflation Targeting
No 102. A Bivariate Distribution for Inflation and Output Forecasts
No 101. Wage Effects of Mobility, Unemployment Benefits and Benefit Financing
No 100. Inflation Forecast Targeting: the Swedish Experience
No. 99 Medium- Term Forecasts of Potential GDP and Inflation Using Age Structure Information
No 98. Targeting inflation over the short, medium and long term
No 97. Bayesian Prediction with a Cointegrated Vector Autoregression
No. 96. Swedish Export Price Determination: Pricing to Market Shares?
No 95. Investment in Swedish Manufacturing: Analysis and Forecasts
No 94. Uncertainty about length of the Monetary Policy Transmission Lag: Implications fo Monetary Policy
No 93. The Quest for Prosperity Without Inflation
No 92. Eurosystem Monetary Targeting: Lessons from U.S. Data
No 91. Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability
No 90. Sources of Real Exchange Rate Fluctuations in the Nordic Countries
No 89. External Economies at the Firm Level: Evidence from Swedish Manufacturing
No 88. GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes
No 87. Retail Price Levels and Concentrations of Wholesalers, Retailers and Hypermarkets
No 86. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
No 85. Predicting monetary policy using federal funds future prices
No 84. Should central banks be more aggressive?
No 83. Monetary policy with uncertain parameters
No 82. Are There Price Bubbles in the Swedish Equity Market?
No 81. Exchange Rate Exposure, Foreign Involvement and Currency Hedging of firms - some Swedish evidence
No 80. A Parametric Approach for Estimating Core Inflation and Interprenting the Inflation Process
No 79. Agency Costs, Credit Constraints and Corporate Investment
No 78. Why Central Banks Announce their Objectives: Monetary Policy with Discretionary Signalling
No 77. A VAR Model for Monetary Policy Analysis in a Small Open Economy
No 76. Forecasting Swedish Inflation With a Markov Switching VAR
No 75. World-Wide Purchasing Power Parity 260 kB
No 73. Bank Loans and the Transmission Mechanism of Monetary Policy 346 kB
No 74. A Theory-Consistent System Approach for Estimating Potential Output and the NAIRU 75 kB
No 71. The Policy Mix in a Two-tier Monetary Union with Constraints on Stabilization Policy 408 kB
No 72. Monetary Policy and the Stock Market: Theory and Empirical Evidence 266 kB
No 70. Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk 212 kB
No 69. Growth, Savings, Financial Markets and Markov Switching Regimes 332 kB
No 68. Bank Lending Policy, Credit Scoring and Value at Risk 234 kB
No 67. Bootstrap Testing and Approximate Finite Sample Distributions for Tests of Linear Restrictions on Cointegrating Vectors
No 66. Exchange Rates and Interest Rates in an Economy with Regime Shifts and Sticky Prices 150 kB
No 65. Uncertainty Bands for Inflation Forecasts 136 kB
No 64. Monetary Policy when Credibility Matters 105 kB
No 63. Pioneering Price Level Targeting: the Swedish Experience 1931-37 127 kB
No 62. Inflation Targeting as a Monetary Policy Rule 419 kB
No 57. International Experiences with Different Monetary Policy Regimes 131 kB
No 58. The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank 668 kB
No 59. Money Growth Targeting 130 kB
No 60. Nominal Income Targeting in an Open-Economy Optimizing Model 167 kB
No 61. Tradeoffs between Inflation and Output-Gap Variances in an Optimizing-Agent Model 546 kB
No 55.Fiscal Policy and the Yield Curve in a Small Open Economy 616 kB
No 56. Monetary Policy and Market Interest Rates 852 kB
No 54. Central Bank Intervention and Exchange Rates:The Case of Sweden 263 kB
No 53. Uncovered Interest Parity Revisited
No 52. Open-Economy Inflation Targeting 713 kB
No 51. Forward Interest Rates and Inflation Expectations: The role of regime shift premia and monetary policy 322 kB
No 50. Transparency and Credibility: Monetary Policy with Unobservable Goals 333 kB
No 49. Policy Rules for Inflation Targeting 467 kB
No 47. Are Stock Returns Predictable from Industrial Production? Evicdence from the USA, Japan and some European Countries
No 48. A Latent Factor Model of European Exchange Rate Risk Premia
No 46. Implications of Inflation Targeting
No 45. Value at Risk for Derivatives
No 44. Openness and the Exchange Rate Exposure of National Stock Markets - a Note
No 43. Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries
No 42. Rational Expectations in a VAR with Markov Switching
No 41. System Estimates of Potential Output and the NAIRU
No 40. Inflation Targeting: Some Extensions
No 39. New Techniques to Extract Market Expectations from Financial Instruments
No 38. Inflation Target Instability and Interest Rates
No 37. Monetary Policy and Leading Indicators of Inflation in Sweden
No 36. Optimal Structure of the Financial Intermeditaion Industry
No 35. Yield Curves with Jump Short Rates
No 33. Seasonality in Swedish Consumer Prices
No 34. Interest Rate Distributions, Yield Curve Modelling and Monetary Policy
No 32. Do Banks Take Too Much Risk?
No 31. Monetary Policy Strategies for the European Central Bank and their Implementation
No 29. Relationships between Swedish Producer Prices and Import Prices and the CPI
No 30. Risk-Related Return Premia in the Swedish Term Structure
No 28. Regime Shift Premia in the Swedish Term Structure: Theory and Evidance
No 27.Term Premia under Switching Regimes 313 kB
No 26.The Optimal Size of a Bank: Costs and Benefits of Diversification
No 25. Long Run Real Exchange Rates - a Cointegration Analysis
No 24. The Volatility of Swedish Treasury Bonds: Testing the Expectations Model of the Term Structure using Variance Bounds
No 23. Underlying Inflation - A Common Trends Approach 271 kB
No 22. Deposit Insurance, Capital Constraints, and Risk Taking by Banks
No 21. EU- och EFTA-länderna som ett optimalt valutaområde
No 19. The Effects of Sterilized Interventions through the Signalling Channel: Sweden 1986-1990
No 20. Räntebildningen i teorin och i Sverige
No 18. Fixed Exchange Rate Collapses with Stochastic Process Switching and Bayesian Updating
No 16. A Time Series Approach to Selecting Inflation Indicators
No 17. Interest Rate Determination and Monetary Policy in Sweden
Nr 15. Estimating the Term Structure of Interest Rates with Simple and Complex Functional Forms: Nelson & Siegel vs. Longstaff & Schwarz
No 13. Is Inflation Bad for Growth?
Nr 14. An Analysis of Time Varying Risk Premia of Swedish T-bills
No 12. Targeting a European Monetary Aggregate: Review and Current Issues
Nr 10. Etablerandet av ett europeiskt centralbankssystem: erfarenheter från Federal Reserve och Bundesbank
No 11. Penningpolitisk styrning i en ekonomisk och monetär union: kartläggning av anpassningsbehov
Nr 9. EG:s regionalpolitik och dess effekter för Sverige
Nr 8. The Struggle to turn the Swedish Krona into a Hard Currency
No 7. Has Swedish Monetary Policy been Countercyclical?
No 5. Indexobligationer - en samhällsekonomisk analys
Nr 6. Target Zone Models and the Intervention Policy: The Swedish Case
Nr 4. Devaluation Expectations: The Swedish Krona 1982-1991
No 3. Testing the Basic Target Zone Model on Swedish Data
Nr 2. Swedish Monetary Policy: Institutions, Targets and Instruments
Nr 1. För- och nackdelar med en monetär union