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Tor Jacobson

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Personal Details

First Name: Tor
Middle Name:
Last Name: Jacobson
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RePEc Short-ID: pja145

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Affiliation

(in no particular order)

Works

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Working papers

  1. Tor Jacobson & Rikard Kindell & Jesper Linde & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia.
  2. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2005. "Exploring Interactions between Real Activity and the Financial Stance," Working Paper Series 184, Sveriges Riksbank (Central Bank of Sweden).
  3. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2004. "Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Working Paper Series 162, Sveriges Riksbank (Central Bank of Sweden).
  4. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2003. "Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies," Working Paper Series 155, Sveriges Riksbank (Central Bank of Sweden).
  5. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 2002. "Identifying the Effects of Monetary Policy Shocks in an Open Economy," Working Paper Series 134, Sveriges Riksbank (Central Bank of Sweden).
  6. Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series 145, Sveriges Riksbank (Central Bank of Sweden).
  7. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
  8. Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2002. "Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy," Working Paper Series 142, Sveriges Riksbank (Central Bank of Sweden).
  9. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden).
  10. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
  11. Jacobson, Tor & Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and Value at Risk," Working Paper Series in Economics and Finance 260, Stockholm School of Economics.
  12. Jacobson, Tor & Nessen, Marianne, 1998. "World-Wide Purchasing Power Parity," Working Paper Series 75, Sveriges Riksbank (Central Bank of Sweden).
  13. Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998. "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series 69, Sveriges Riksbank (Central Bank of Sweden).
  14. Jacobson, Tor & Ohlsson, Henry, 1996. "Working Time, Employment, and Work Sharing: Evidence from Sweden," Working Paper Series in Economics and Finance 135, Stockholm School of Economics.
  15. Jacobson, Tor & Larsson, Rolf, 1996. "Bartlett Corrections in Cointegration Testing," Working Paper Series in Economics and Finance 134, Stockholm School of Economics.
  16. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994. "Common Trends and Hysteresis in Unemployment," Working Paper Series in Economics and Finance 34, Stockholm School of Economics.
  17. Jacobson, T. & Verdin, A. & Waren, A., 1994. "Common Trends as Hystersis in Unemployment," Papers 585, Stockholm - International Economic Studies.
  18. Jacobson, T. & Vredin, A. & Warne, A., 1993. "Are Real Wages and Unemployment Related?," Papers 558, Stockholm - International Economic Studies.

Articles

  1. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008. "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 58-79, 03.
  2. Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2007. "Corporate credit risk modeling and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 845-868, March.
  3. Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006. "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1899-1926, July.
  4. Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2005. "Exploring interactions between real activity and the financial stance," Journal of Financial Stability, Elsevier, vol. 1(3), pages 308-341, April.
  5. Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005. "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer, vol. 28(1), pages 43-75, October.
  6. Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
  7. Tor Jacobson & Marianne Nessén, 2004. "Examining world-wide purchasing power parity," Empirical Economics, Springer, vol. 29(3), pages 463-476, 09.
  8. Jacobson, Tor & Roszbach, Kasper, 2003. "Bank lending policy, credit scoring and value-at-risk," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 615-633, April.
  9. Jacobson Tor & Lindh Thomas & Warne Anders, 2002. "Growth, Saving, Financial Markets, and Markov Switching Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-20, January.
  10. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.
  11. Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne, 2001. "Monetary policy analysis and inflation targeting in a small open economy: a VAR approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 487-520.
  12. Gredenhoff, Mikael & Jacobson, Tor, 2001. "Bootstrap Testing Linear Restrictions on Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 63-72, January.
  13. Tor Jacobson & Henry Ohlsson, 2000. "Working time, employment, and work sharing: Evidence from Sweden," Empirical Economics, Springer, vol. 25(1), pages 169-187.
  14. Jacobson, Tor & Larsson, Rolf, 1999. "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 203-225, August.
  15. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1998. "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, vol. 65(257), pages 69-96, February.
  16. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1997. "Common trends and hysteresis in Scandinavian unemployment," European Economic Review, Elsevier, vol. 41(9), pages 1781-1816, December.
  17. Jacobson, Tor & Larsson, Rolf, 1997. "Numerical aspects of a likelihood ratio test statistic for cointegrating rank," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 453-465, February.
  18. Tor Jacobson, 1995. "Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 96-107, Autumn.
  19. Jacobson, Tor & Ohlsson, Henry, 1994. "Long-Run Relations between Private and Public Sector Wages in Sweden," Empirical Economics, Springer, vol. 19(3), pages 343-60.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2008-11-04
  2. NEP-BEC: Business Economics (3) 2008-11-04 2009-02-28 2011-09-22
  3. NEP-CBA: Central Banking (3) 2001-12-26 2001-12-26 2002-09-28
  4. NEP-CFN: Corporate Finance (2) 1998-10-15 1998-11-23
  5. NEP-ECM: Econometrics (3) 2002-07-10 2002-08-29 2003-01-12
  6. NEP-EEC: European Economics (1) 2004-06-07
  7. NEP-ENT: Entrepreneurship (1) 2011-09-22
  8. NEP-ETS: Econometric Time Series (4) 2002-01-22 2002-07-04 2002-08-29 2003-01-12
  9. NEP-FIN: Finance (2) 2002-06-24 2004-06-07
  10. NEP-FMK: Financial Markets (3) 1998-10-15 1998-11-23 2002-01-22
  11. NEP-IFN: International Finance (5) 2001-12-26 2001-12-26 2002-06-24 2002-07-04 2003-01-12. Author is listed
  12. NEP-MAC: Macroeconomics (5) 2002-01-05 2008-11-04 2008-11-04 2009-02-28 2011-09-22. Author is listed
  13. NEP-MFD: Microfinance (2) 2002-01-22 2002-09-28
  14. NEP-MON: Monetary Economics (5) 1998-10-15 1998-11-23 2001-12-26 2002-06-18 2003-01-12. Author is listed
  15. NEP-REG: Regulation (1) 2004-06-07
  16. NEP-RMG: Risk Management (5) 2002-09-28 2008-11-04 2008-11-04 2009-02-28 2011-09-22. Author is listed

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