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Sveriges Riksbank (Central Bank of Sweden)

Working Paper Series

Contact information of Sveriges Riksbank (Central Bank of Sweden):
Postal: Sveriges Riksbank, SE-103 37 Stockholm, Sweden
Phone: 08 - 787 00 00
Fax: 08-21 05 31
Email:
Web page: http://www.riksbank.com/
More information through EDIRC

Editor:
For technical questions regarding this series, please contact (Lena Löfgren)
Series handle: repec:hhs:rbnkwp

2009

232 Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model
by Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O. [Downloadable!]
231 Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost
by Carlsson, Mikael & Nordström Skans, Oskar [Downloadable!]
230 Effects of Organizational Change on Firm Productivity
by Håkansson, Christina [Downloadable!]
229 Expectation Driven Business Cycles with Limited Enforcement
by Walentin, Karl [Downloadable!]
228 The Effect of Cash Flow on Investment: An Empirical Test of the Balance Sheet Channel
by Melander, Ola [Downloadable!]

2008

227 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model
by Söderström, Ulf [Downloadable!]
226 Firm Default and Aggregate Fluctuations
by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
225 Optimal Monetary Policy in an Operational Medium-Sized DSGE Model
by Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O. [Downloadable!]
224 Block Kalman filtering for large-scale DSGE models
by Strid, Ingvar & Walentin, Karl [Downloadable!]
223 How Important are Financial Frictions in the U.S. and the Euro Area?
by Queijo von Heideken, Virginia [Downloadable!]
222 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates
by Dillén, Hans [Downloadable!]
221 Governing the Governors: A Clinical Study of Central Banks
by Frisell, Lars & Roszbach, Kasper & spagnolo, giancarlo [Downloadable!]
220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
by Queijo von Heideken, Virginia [Downloadable!]
219 Macroeconomic Impact on Expected Default Frequency
by Åsberg Sommar, Per & Shahnazarian, Hovick [Downloadable!]

2007

218 The Riksbank’s Forecasting Performance
by Andersson, Michael K. & Karlsson, Gustav & Svensson, Josef [Downloadable!]
217 Do Central Banks React to House Prices?
by Finocchiaro, Daria & Queijo von Heideken, Virginia [Downloadable!]
216 Bayesian forecast combination for VAR models
by Andersson, Michael K & Karlsson, Sune [Downloadable!]
215 Earnings Inequality and the Equity Premium
by Walentin, Karl [Downloadable!]
214 Introducing Financial Frictions and Unemployment into a Small Open Economy Model
by Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl [Downloadable!]
213 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
by Sellin, Peter [Downloadable!]
212 The Costs of Paying – Private and Social Costs of Cash and Card Payments
by Bergman, Mats & Guibourg, Gabriela & Segendorf, Björn [Downloadable!]
211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo [Downloadable!]
210 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates
by Claeys, Sophie & Hainz, Christa [Downloadable!]
209 Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework
by Trabandt, Mathias [Downloadable!]
208 Financial Frictions, Investment and Tobin’s q
by Lorenzoni, Guido & Walentin, Karl [Downloadable!]
207 Financial structure, Managerial Compensation and Monitoring
by Cerasi, Vittoria & Daltung, Sonja [Downloadable!]
206 Optimal Monetary Policy under Downward Nominal Wage Rigidity
by Carlsson, Mikael & Westermark, Andreas [Downloadable!]
205 Bank supervision Russian style: Evidence of conflicts between micro- and macroprudential concerns
by Claeys, Sophie & Schoors, Koen [Downloadable!]
204 The Use of Cash and the Size of the Shadow Economy in Sweden
by Guibourg, Gabriela & Segendorf, Björn [Downloadable!]
203 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!]
202 The geography of asset holdings: Evidence from Sweden
by Coeurdacier , Nicolas & Martin, Philippe [Downloadable!]
201 Price Setting Transactions and the Role of Denominating Currency in FX Markets
by Friberg, Richard & Wilander, Fredrik [Downloadable!]

2006

200 The Swedish External Position and the Krona
by Lane, Philip R. [Downloadable!]
199 Monetary Policy and Staggered Wage Bargaining when Prices are Sticky
by Carlsson, Mikael & Westermark, Andreas [Downloadable!]
198 Technology Shocks and the Labor-Input Response: Evidence from Firm-Level Data
by Carlsson, Mikael & Smedsaas, Jon [Downloadable!]
197 Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy
by Holmberg, Karolina [Downloadable!]
196 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
by Giordani, Paolo & Kohn, Robert [Downloadable!]
195 Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
by Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo [Downloadable!]
194 Testing Theories of Job Creation: Does Supply Create Its Own Demand?
by Carlsson, Mikael & Eriksson, Stefan & Gottfries, Nils [Downloadable!]
193 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro
by Lindblad, Hans & Sellin, Peter [Downloadable!]
192 Swedish Intervention and the Krona Float, 1993-2002
by Humpage, Owen F. & Ragnartz, Javiera [Downloadable!]

2005

191 Forecast Combination and Model Averaging using Predictive Measures
by Eklund, Jana & Karlsson, Sune [Downloadable!]
190 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Adolfson, Malin & Lindé, Jesper & Villani, Mattias [Downloadable!]
189 Bayesian Inference of General Linear Restrictions on the Cointegration Space
by Villani, Mattias [Downloadable!]
188 Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
by Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders [Downloadable!]
187 Real Exchange Rate and Consumption Fluctuations following Trade Liberalization
by Jönsson, Kristian [Downloadable!]
186 Trade Deficits in the Baltic States: How Long Will the Party Last?
by Bems, Rudolfs & Jönsson, Kristian [Downloadable!]
185 A Welfare Ranking of Two-Sided Market Regimes
by Bergman, Mats A. [Downloadable!]
184 Exploring Interactions between Real Activity and the Financial Stance
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
183 Testing Near-Rationality using Detailed Survey Data
by Bryan, Michael F. & Palmqvist, Stefan [Downloadable!]
182 Bank Mergers, Competition and Liquidity
by Carletti, Elena & Hartmann, Philipp & Spagnolo, Giancarlo [Downloadable!]
181 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias [Downloadable!]
180 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!]
179 Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!]
178 Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap
by Apel, Mikael & Jansson, Per [Downloadable!]
177 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
by Amilon, Henrik [Downloadable!]

2004

176 Firm-Specific Capital, Nominal Rigidities and the Business Cycle
by Altig, David & Christiano, Lawrence & Eichenbaum, Martin & Lindé, Jesper [Downloadable!]
175 The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
by Villani, Mattias & Larsson, Rolf [Downloadable!]
174 State Dependent Pricing and Exchange Rate Pass-Through
by Flodén, Martin & Wilander, Fredrik [Downloadable!]
173 Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets
by Beechey, Meredith [Downloadable!]
172 Do Prices Reflect Costs? A study of the price- and cost structure of retail payment services in the Swedish banking sector 2002
by Guibourg, Gabriela & Segendorf, Björn [Downloadable!]
171 A Bayesian Approach to Modelling Graphical Vector Autoregressions
by Corander, Jukka & Villani, Mattias [Downloadable!]
170 The Welfare Cost of Imperfect Competition and Distortionary Taxation
by Jonsson, Magnus [Downloadable!]
169 How Useful are Simple Rules for Monetary Policy? The Swedish Experience
by Berg, Claes & Jansson, Per & Vredin, Anders [Downloadable!]
168 Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
by Carling, Kenneth & Rönnegård, Lars & Roszbach, Kasper [Downloadable!]
167 Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
by Lindé, Jesper & Nessén, Marianne & Söderström, Ulf [Downloadable!]
166 Populism
by Frisell, Lars [Downloadable!]
165 Multiple-Bank Lending: Diversification and Free-Riding in Monitoring
by Carletti, Elena & Cerasi, Vittoria & Daltung, Sonja [Downloadable!]
164 Bubbles and Crashes in a Behavioural Finance Model
by De Grauwe, Paul & Grimaldi, Marianna [Downloadable!]
163 Exchange Rate Puzzles: A Tale of Switching Attractors
by De Grauwe, Paul & Grimaldi, Marianna [Downloadable!]
162 Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
161 The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model
by Lindé, Jesper [Downloadable!]
160 Why Are Long Rates Sensitive to Monetary Policy?
by Ellingsen, Tore & Söderström, Ulf [Downloadable!]
159 Do Higher Wages Cause Inflation?
by Jonsson, Magnus & Palmqvist, Stefan [Downloadable!]

2003

158 Intersectoral Wage Linkages in Sweden
by Friberg, Kent [Downloadable!]
157 Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?
by Nimark, Kristoffer P. [Downloadable!]
156 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
by Villani, Mattias & Warne, Anders [Downloadable!]
155 Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
154 Bank Lending Policy, Credit Scoring and the Survival of Loans
by Roszbach, Kasper [Downloadable!]
153 Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
by Lindé, Jesper [Downloadable!]
152 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach
by Lindblad, Hans & Sellin, Peter [Downloadable!]
151 Business Survey Data: Do They Help in Forecasting the Macro Economy?
by Hansson, Jesper & Jansson, Per & Löf, Mårten [Downloadable!]
150 Bayes Estimators of the Cointegration Space
by Villani, Mattias [Downloadable!]
149 Financial Cycles and Bankruptcies in the Nordic Countries
by Hansen, Jan [Downloadable!]
148 Inflation, Markups and Monetary Policy
by Jonsson, Magnus & Palmqvist, Stefan [Downloadable!]
147 Taylor Rules and the Predictability of Interest Rates
by Söderlind, Paul & Söderström, Ulf & Vredin, Anders [Downloadable!]
146 Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques
by Andersson, Magnus & Lomakka, Magnus [Downloadable!]

2002

145 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne [Downloadable!]
144 Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle
by Carling , Kenneth & Lundberg, Sofia [Downloadable!]
143 Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model Do They Suggest?
by Carlsson, Mikael & Laséen, Stefan [Downloadable!]
142 Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
by Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
141 Inflation Targeting and the Dynamics of the Transmission Mechanism
by Dillén, Hans [Downloadable!]
140 Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?
by Söderström, Ulf & Söderlind, Paul & Vredin, Anders [Downloadable!]
139 How Important Is Precommitment for Monetary Policy?
by Dennis, Richard & Söderström, Ulf [Downloadable!]
138 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
by Jacobson, Tor & Karlsson, Sune [Downloadable!]
137 Financial Instability and Monetary Policy: The Swedish Evidence
by Bergman, U. Michael & Hansen, Jan [Downloadable!]
136 Incomplete Exchange Rate Pass-Through and Simple Monetary Policy Rules
by Adolfson, Malin [Downloadable!]
135 Implications of Exchange Rate Objectives under Incomplete Exchange Rate Pass-Through
by Adolfson, Malin [Downloadable!]
134 Identifying the Effects of Monetary Policy Shocks in an Open Economy
by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!]

2001

133 Evaluation of exchange rate forecasts for the krona’s nominal effective exchange rate
by Degrér, Henrik & Hansen, Jan & Sellin, Peter [Downloadable!]
132 Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates
by Andersson, Malin & Dillén, Hans & Sellin, Peter [Downloadable!]
131 Diversification and Delegation in Firms
by Cerasi, Vittoria & Daltung, Sonja [Downloadable!]
130 The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model
by Lindé, Jesper [Downloadable!]
129 Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
by Lindé, Jesper [Downloadable!]
128 Micro Foundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms
by Apel, Mikael & Friberg, Richard & Hallsten, Kerstin [Downloadable!]
127 Monetary Policy with Incomplete Exchange Rate Pass-Through
by Adolfson, Malin [Downloadable!]
126 Interoperability and Network Externalities in Electronic Payments
by Guibourg, Gabriela [Downloadable!]
125 An Alternative Explanation of the Price Puzzle
by Giordani, Paolo [Downloadable!]
124 Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States
by Eliasson, Ann-Charlotte [Downloadable!]
123 Targeting Inflation with a Prominent Role for Money
by Söderström, Ulf [Downloadable!]
122 Simple Monetary Policy Rules and Exchange Rate Uncertainty
by Leitemo, Kai & Söderström, Ulf [Downloadable!]
121 What Have We Learned from Empirical Tests of the Monetary Transmission Effect
by Norrbin, Stefan [Downloadable!]
120 Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within
by Jansson, Per & Vredin, Anders [Downloadable!]

2000

119 Average Inflation Targeting
by Nessén, Marianne & Vestin, David [Downloadable!]
118 Causality and Regime Inference in a Markov Switching VAR
by Warne, Anders [Downloadable!]
117 Supply Shocks and Real Exchange Rates
by Alexius, Annika [Downloadable!]
116 Qualitative Survey Responses and Production over the Business Cycle
by Lindström, Tomas [Downloadable!]
115 UIP for Short Investments in Long-Term Bonds
by Alexius, Annika [Downloadable!]
114 Monetary Policy Analysis in Backward-Looking Models
by Lindé, Jesper [Downloadable!]
113 Testing for the Lucas Critique: A Quantitative Investigation
by Lindé, Jesper [Downloadable!]
112 Financial Variables and the Conduct of Monetary Policy
by Goodhart, Charles & Hofmann, Boris [Downloadable!]
111 Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model
by Hördahl, Peter [Downloadable!]
110 Core Inflation and Monetary Policy
by Nessén, Marianne & Söderström, Ulf [Downloadable!]
109 An Alternative Interpretation of the Recent U.S. Inflation Performance
by Apel, Mikael & Jansson, Per [Downloadable!]
108 An Expectations-Augmented Phillips Curve in an Open Economy
by Hallsten, Kerstin
107 Unemployment and Inflation Regimes
by Vredin, Anders & Warne, Anders [Downloadable!]
106 Price-level Targeting versus Inflation Targeting in a Forward-looking Model
by Vestin, David [Downloadable!]
105 Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On
by Berg, Claes & Lindberg, Hans [Downloadable!]
104 Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector
by Amano, Robert & Coletti , Don & Murchison , Stephen [Downloadable!]
103 Optimal Horizons for Inflation Targeting
by Batini, Nicoletta & Nelson, Edward [Downloadable!]
102 A Bivariate Distribution for Inflation and Output Forecasts
by Blix, Mårten & Sellin, Peter [Downloadable!]
101 Wage Effects of Mobility, Unemployment Benefits and Benefit Financing
by Lindblad, Hans [Downloadable!]
100 Inflation Forecast Targeting: The Swedish Experience
by Berg, Claes [Downloadable!]

1999

99 Medium-Term Forecasts of Potential GDP and Inflation Using Age Structure Information
by Lindh, Thomas [Downloadable!]
98 Targeting Inflation over the Short, Medium and Long Term
by Nessén, Marianne [Downloadable!]
97 Bayesian Prediction with a Cointegrated Vector Autoregression
by Villani, Mattias [Downloadable!]
96 Swedish Export Price Determination: Pricing to Market Shares?
by Adolfson, Malin [Downloadable!]
95 Investment in Swedish Manufacturing: Analysis and Forecasts
by Assarsson, Bengt & Berg, Claes & Jansson, Per [Downloadable!]
94 Uncertainty about Length of the Monetary Policy Transmission Lag: Implications for Monetary Policy
by Ha, Yuong [Downloadable!]
93 The Quest for Prosperity Without Inflation
by Orphanides, Athanasios [Downloadable!]
92 Eurosystem Monetary Targeting: Lessons from U.S. Data
by Rudebusch, Glenn D. & Svensson, Lars E. O. [Downloadable!]
91 Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability
by Svensson, Lars E. O. [Downloadable!]
90 Sources of Real Exchange Rate Fluctuations in the Nordic Countries
by Alexius, Annika [Downloadable!]
89 External Economies at the Firm Level: Evidence from Swedish Manufacturing
by Lindström, Tomas [Downloadable!]
88 GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes
by Aguilar, Javiera [Downloadable!]
87 Retail Price Levels and Concentrations of Wholesalers, Retailers and Hypermarkets
by Asplund, Marcus & Friberg, Richard [Downloadable!]
86 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
by Säfvenblad, Patrik [Downloadable!]
85 Predicting monetary policy using federal funds future prices
by Söderström, Ulf [Downloadable!]
84 Should central banks be more aggressive?
by Söderström, Ulf [Downloadable!]
83 Monetary policy with uncertain parameters
by Söderström, Ulf [Downloadable!]
82 Are There Price Bubbles in the Swedish Equity Market?
by Nydahl, Stefan & Sellin, Peter [Downloadable!]
81 Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence
by Nydahl, Stefan [Downloadable!]
80 A Parametric Approach for Estimating Core Inflation and Interpreting the Inflation Process
by Apel, Mikael & Jansson, Per
79 Agency Costs, Credit Constraints and Corporate Investment
by Hansen, Sten [Downloadable!]
78 Why Central Banks Announce Their Objectives: Monetary Policy with Discretionary Signalling
by Palmqvist, Stefan [Downloadable!]
77 A VAR Model for Monetary Policy Analysis in a Small Open Economy
by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!]
76 Forecasting Swedish Inflation With a Markov Switching VAR
by Blix, Mårten [Downloadable!]

1998

75 World-Wide Purchasing Power Parity
by Jacobson, Tor & Nessen, Marianne [Downloadable!]
74 A Theory-Consistent System Approach for Estimating Potential Output and the NAIRU
by Apel, Mikael & Jansson, Per [Downloadable!]
73 Bank Loans and the Transmission Mechanism of Monetary Policy
by Hallsten, Kerstin [Downloadable!]
72 Monetary Policy and the Stock Market: Theory and Empirical Evidence
by Sellin, Peter [Downloadable!]
71 The Policy Mix in a Two-tier Monetary Union with Constraints on Stabilization Policy
by Bredvad Nilsson, Christian
70 Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper [Downloadable!]
69 Growth, Savings, Financial Markets and Markov Switching Regimes
by Jacobson, Tor & Lindh, Thomas & Warne, Anders [Downloadable!]
68 Bank Lending Policy, Credit Scoring and Value at Risk
by Jacobson, Tor & Roszbach, Kasper [Downloadable!]

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This page was last updated on 2009-11-16.

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