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Ingvar A. Strid

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

Personal Details

First Name: Ingvar
Middle Name: A.
Last Name: Strid
Suffix:

RePEc Short-ID: pst440

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Homepage:
Postal Address:
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Affiliation

Sveriges Riksbank
Location: Stockholm, Sweden
Homepage: http://www.riksbank.se/
Email:
Phone: 08 - 787 00 00
Fax: 08-21 05 31
Postal: Brunkebergstorg 11, 103 37 Stockholm
Handle: RePEc:edi:rbgovse (more details at EDIRC)

Works

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Working papers

  1. Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010. "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," Working Paper Series in Economics and Finance 724, Stockholm School of Economics.
  2. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
  3. Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series 224, Sveriges Riksbank (Central Bank of Sweden).
  4. Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006. "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006 392, Society for Computational Economics.
  5. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006. "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics 2006:8, Stockholm University, Department of Economics.
  6. Ingvar Strid, 2006. "Parallel particle filters for likelihood evaluation in DSGE models: An assessment," Computing in Economics and Finance 2006 395, Society for Computational Economics.

Articles

  1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
  2. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2009. "Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation," Structural Change and Economic Dynamics, Elsevier, vol. 20(4), pages 288-300, December.
  3. Ingvar Strid & Karl Walentin, 2009. "Block Kalman Filtering for Large-Scale DSGE Models," Computational Economics, Society for Computational Economics, vol. 33(3), pages 277-304, April.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-10-07 2007-03-03 2008-12-07 2010-02-27. Author is listed
  2. NEP-CMP: Computational Economics (2) 2008-12-07 2010-02-27. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2008-07-14 2010-02-27. Author is listed
  4. NEP-ECM: Econometrics (3) 2008-07-14 2008-12-07 2010-02-27. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2008-07-14
  6. NEP-MAC: Macroeconomics (2) 2006-10-07 2007-03-03. Author is listed
  7. NEP-MON: Monetary Economics (2) 2006-10-07 2007-03-03. Author is listed
  8. NEP-ORE: Operations Research (1) 2008-07-14

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