Jesper Lindé, Ph.D.
Research Department
Sveriges Riksbank
SE-103 37 Stockholm, Sweden
Phone: + 46 8 787 08 73
Fax: + 46 8 21 05 31
E-post:
Fields
Macroeconomics, econometrics, banking and credit risk.
Education
Ph.D., Economics, Stockholm School of Economics, 1999.
M.Sc., Economics, University College of Örebro, 1994.
Work in progress
"An Estimated New Keynesian Model for a Small Open Economy" (with Malin Adolfson, Stefan Laséen, and Mattias Villani).
Publications in refereed journals
"Empirical Properties of Closed and Open Economy DSGE Models of the Euro Area", Macroeconomic Dynamics, forthcoming (with Malin Adolfson, Stefan Laséen and Mattias Villani). [pdf]
"Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open Economy Model", International Finance, forthcoming (with Malin Adolfson, Stefan Laséen, and Mattias Villani). [pdf]
"Estimating New-Keynesian Phillips curves: A FIML approach", Journal of Monetary Economics, forthcoming. [pdf]
"Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies", Journal of Banking and Finance, forthcoming. (with Tor Jacobson and Kasper Roszbach). [pdf]
"Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?", Journal of Financial Services Research, forthcoming. (with Tor Jacobson and Kasper Roszbach). [pdf]
“Exploring Relationships between Firms’ Balance Sheets and the Macro Economy”, Journal of Financial Stability, forthcoming. (with Tor Jacobson and Kasper Roszbach). [pdf]
"The role of sticky prices in an open economy DSGE model: a Bayesian investigation", Journal of the European Economic Association Papers and Proceedings 3, 2005, 444-457. (with Malin Adolfson, Stefan Laséen and Mattias Villani). [pdf]
"Have Swedish postwar business cycles been generated abroad or at home?", forthcoming, Scandinavian Journal of Economics. [pdf]
Comment on “The Output Composition Puzzle: A difference in the monetary transmission mechanism in the euro area and U.S.” by Angeloni, Mojon, Kashyap and Terlizzese, forthcoming, Journal of Money, Credit, and Banking. [pdf]
"Testing for the Lucas critique: A quantitative investigation", American Economic Review 91 (4), 2001, 986-1005.
"Idiosyncratic risk in the U.S. and Sweden: Is there a role for government insurance?" (with Martin Flodén), Review of Economic Dynamics 4, 2001, 406-437.
"Monetary policy analysis in backward-looking models", forthcoming, Annales d'Economie et de Statistique.
"Fiscal policy and interest rates in a small open economy" Finnish Economic Papers 4 (2), 2001, 65-83.
Working papers
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model", Sveriges Riksbank Working Paper No. 190, (with Malin Adolfson and Mattias Villani). [pdf]
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks", Sveriges Riksbank Working Paper No. 188, (with Malin Adolfson, Michael K. Andersson, Mattias Villani, and Anders Vredin). [pdf]
"Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through", Sveriges Riksbank Working Paper No. 179 (with Malin Adolfson, Stefan Laséen, and Mattias Villani). [pdf]
"Monetary policy in an estimated open-economy model with imperfect pass-through" (with Jesper Lindé, Ulf Söderström), Sveriges Riksbank Working Paper No. 167, June 2004. [pdf]
"Capital charges under Basel II: Corporate credit risk modelling and the macro economy" (with Kenneth Carling, Tor Jacobson, Kasper Roszbach), Sveriges Riksbank Working Paper No. 142, September 2002. [pdf]
"The empirical relevance of simple forward- and backward-looking models: A view from a dynamic general equilibrium model", Sveriges Riksbank Working Paper No. 130, December 2001. [pdf]
Other publications
"The IRB approach in the Basel Committeés proposal for new capital requirements regulation: simulation based illustrations" (with Tor Jacobson and Kasper Roszbach), Sveriges Riksbank Economic Review (4), 2002, 35-72.
"Credit rating and the business cycle: Can bankruptcies be forecast?" (with Tor Jacobson), Sveriges Riksbank Economic Review 4, 2000, 11-33.
Teaching
Monetary Policy, second-year graduate course, Stockholm School of Economics/Stockholm University and Uppsala University, January-March 2003 (with Nils Gottfries and Ulf Söderström).
Gauss.zip