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Information about:
Tor Jacobson

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This is information that was supplied by Tor Jacobson in registering through RePEc. If you are Tor Jacobson , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

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This author is among the top 5% authors according to these criteria:
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  2. Number of Downloads through RePEc Services over the past 12 months

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. 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). [Downloadable!]
    Published as:

  2. 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). [Downloadable!]
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  3. 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). [Downloadable!]
    Published as:

  4. 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). [Downloadable!]

  5. 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). [Downloadable!]
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  6. 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). [Downloadable!]
    Published as:

  7. 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). [Downloadable!]

  8. 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). [Downloadable!]

  9. 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). [Downloadable!]
    Published as:

  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. [Downloadable!]
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  11. Jacobson, Tor & Nessen, Marianne, 1998. "World-Wide Purchasing Power Parity," Working Paper Series 75, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  12. 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. [Downloadable!]
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  13. Jacobson, Tor & Larsson, Rolf, 1996. "Bartlett Corrections in Cointegration Testing," Working Paper Series in Economics and Finance 134, Stockholm School of Economics. [Downloadable!]
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  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. [Downloadable!]
    Published as:

  15. 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.

  16. Jacobson, T. & Verdin, A. & Waren, A., 1994. "Common Trends as Hystersis in Unemployment," Papers 585, Stockholm - International Economic Studies.

  17. Jacobson, T. & Vredin, A. & Warne, A., 1993. "Are Real Wages and Unemployment Related?," Papers 558, Stockholm - International Economic Studies.
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Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)
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  3. 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. [Downloadable!] (restricted)
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  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. [Downloadable!] (restricted)
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  5. 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. [Downloadable!]
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  6. Tor Jacobson & Marianne Nessén, 2004. "Examining world-wide purchasing power parity," Empirical Economics, Springer, vol. 29(3), pages 463-476, 09. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)
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  8. Tor Jacobson & Thomas Lindh & Anders Warne, 2002. "Growth, Saving, Financial Markets, and Markov Switching Regimes," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(4), pages 1081-1081. [Downloadable!] (restricted)
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  9. 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. [Downloadable!] (restricted)

  10. 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. [Downloadable!]

  11. 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.

  12. Tor Jacobson & Henry Ohlsson, 2000. "Working time, employment, and work sharing: Evidence from Sweden," Empirical Economics, Springer, vol. 25(1), pages 169-187. [Downloadable!] (restricted)
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  13. Jacobson, Tor & Larsson, Rolf, 1999. "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 203-225, August. [Downloadable!] (restricted)
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  14. 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. [Downloadable!] (restricted)
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  15. 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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  17. 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

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-03-06
  2. NEP-CBA: Central Banking (3) 2001-12-26 2001-12-26 2002-09-28
  3. NEP-CFN: Corporate Finance (2) 1998-10-15 1998-11-23
  4. NEP-ECM: Econometrics (3) 2002-07-10 2002-08-29 2003-01-12
  5. NEP-EEC: European Economics (1) 2004-06-07
  6. NEP-ENT: Entrepreneurship (1) 2005-03-06
  7. NEP-ETS: Econometric Time Series (4) 2002-01-22 2002-07-04 2002-08-29 2003-01-12 Author is listed
  8. NEP-FIN: Finance (2) 2002-06-24 2004-06-07
  9. NEP-FMK: Financial Markets (3) 1998-10-15 1998-11-23 2002-01-22
  10. NEP-IFN: International Finance (5) 2001-12-26 2001-12-26 2002-06-24 2002-07-04 2003-01-12 Author is listed
  11. NEP-MAC: Macroeconomics (1) 2002-01-05
  12. NEP-MFD: Microfinance (2) 2002-01-22 2002-09-28
  13. NEP-MON: Monetary Economics (5) 1998-10-15 1998-11-23 2001-12-26 2002-06-18 2003-01-12 Author is listed
  14. NEP-REG: Regulation (1) 2004-06-07
  15. NEP-RMG: Risk Management (2) 2002-09-28 2005-03-06
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This page was last updated on 2008-7-25.

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