S-WoPEc
 
Scandinavian Working Papers in Economics
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Sveriges Riksbank (Central Bank of Sweden) Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)

1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014

No. 191: Forecast Combination and Model Averaging using Predictive Measures Full Text
Jana Eklund and Sune Karlsson

No. 190: Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model Full Text
Malin Adolfson, Jesper Lindé and Mattias Villani

No. 189: Bayesian Inference of General Linear Restrictions on the Cointegration Space Full Text
Mattias Villani

No. 188: Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks Full Text
Malin Adolfson, Michael K. Andersson, Jesper Lindé, Mattias Villani and Anders Vredin

No. 187: Real Exchange Rate and Consumption Fluctuations following Trade Liberalization Full Text
Kristian Jönsson

No. 186: Trade Deficits in the Baltic States: How Long Will the Party Last? Full Text Published
Rudolfs Bems and Kristian Jönsson

No. 185: A Welfare Ranking of Two-Sided Market Regimes Full Text
Mats A. Bergman

No. 184: Exploring Interactions between Real Activity and the Financial Stance Full Text
Tor Jacobson, Jesper Lindé and Kasper Roszbach

No. 183: Testing Near-Rationality using Detailed Survey Data Full Text
Michael F. Bryan and Stefan Palmqvist

No. 182: Bank Mergers, Competition and Liquidity Full Text
Elena Carletti, Philipp Hartmann and Giancarlo Spagnolo

No. 181: Inference in Vector Autoregressive Models with an Informative Prior on the Steady State Full Text
Mattias Villani

No. 180: Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area Full Text Published
Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

No. 179: Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through Full Text
Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani

No. 178: Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap Full Text
Mikael Apel and Per Jansson

No. 177: Estimation of an Adaptive Stock Market Model with Heterogeneous Agents Full Text
Henrik Amilon


1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014
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