2002


"The effects of monetary policy shocks in a Bayesian co-integrated VAR: Is there a price puzzle in Sweden?"

Anders Warne (ECB) and Mattias Villani (Stockholms University)

17 December

 

Monetary Policy and the Yield Curve

Sven Skallsjö, Stockholm School of Economics,

10 December

Implications of Capital Income Taxation for Monetary Policy

Øistein Røisland, Norges Bank,
3 December

 

Inflation, Markups and Monetary Policy

Magnus Jonsson and Stefan Palmqvist, Sveriges Riksbank,

26 November


An Analysis of the Effects of Monetary Policy Shocks in a Small Open Economy: Sweden 1970-2001

Jesper Lindé, Sveriges Riksbank,
19 November


Financial Innovation, Market Participation and Asset Prices

Paulo Sodini, Stockholm School of Economics, 

5 November
 

Stock Market Indicators of Bank Fragility- Evidence from the Nordic Banking Crisis

Mattias Persson, Sveriges Riksbank,

29 October
 

Bank lending, Geographical distance, and Credit risk: An empirical assessment of the Church Tower Principle

Sofia Lundberg, Umeå University,

25 October

 

The effects of Policy Shocks in a Monetary Business Cycle Model with Unemployment

Michelle Alexopoulos, University of Toronto, 

22 October
 

Taylor rules and the predictability of interest rates

Paul Söderlind (Stockholm School of Economics), Ulf Söderström (Sveriges Riksbank), Anders Vredin (Sveriges Riksbank),

15 October
 

On the development and regulation of credit bureaus in the U.S.

Bob Hunt, Federal Reserve Bank of Philadelphia,

10 october
 

Expropriation Risk and Return in Global Equity Markets

Magnus Dahlquist, SIFR & CEPR, 

8 October 

 

The Euro Is Good After All: Corporate Evidence

Yrjö Koskinen, Stockholm School of Economics,

1 October

 

A VAR Evaluation of New Keynesian Models of a Small Open Economy

Paolo Giordani, Stockholm School of Economics, 

24 September

 

University of Pennsylvania, Financial Fragility

Franklin Allen, Wharton School,

19 September

 

Liquidity business cycles and monetary policy

Nobu Kiyotaki, London School of Economics,

17 September

 

Deflation, Real Wages, and the International Great Depression: A Productivity Puzzle

Lee Ohanian and Harold L. Cole, UCLA,

10 September

 

Financial assessment programs

Robert Townsend, University of Chicago, 

5 September
 

G7 Inflation Forecasts

Fabio Canova, Universitat Pompeu Fabra,

13 August

 

Price Dispersion in Monetar Unions: The Role of Fiscal Policy (co-authored with F. Canova)

Evi Pappa, London School of Economics,

14 August

 

PPP in a Multivariate Panel Cointegration Model

Tor Jacobson (Sveriges Riksbank), Johan Lyhagen (Stockholm School of Economics), Rolf Larsson (Uppsala University), Marianne Nessén (Sveriges Riksbank),

25 June

 

FX Trading... LIVE! Dealer Behavior and Trading Systems in Foreign Exchange Markets

Geir Bjonnes, SIFR,

18 June

 

Measures of Technology and the Business Cycle

Mikael Carlsson and Annika Alexius, Uppsala University,

11 June

 

Identifying the Effects of Monetary Policy Shocks in an Open Economy

Anders Vredin, Tor Jacobson, Per Jansson (KI), Anders Warne (ECB),

7 June

 

Interest Rate Stabilization and Monetary Control

Guido Lorenzoni, Princeton University, 

5 June 

Option-Implied Distributions: What is the Role of Risk Premia?

David Vestin, ECB (joint with Peter Hördahl),

4 June

 

On the causes of overlending: Are guarantees on deposits the culprit?

Mariassunta Giannetti, Stockholm School of Economics,

28 May

 

Measuring the Welfare Costs of Inflation in a Lifecycle Model

Paul Gomme, Federal Reserve Bank of Cleveland,

23 May

 

Inflation Targeting Rules: History Dependent or Forward Looking?

Kai Leitemo, Norges Bank,

14 May

 

Will Equity Valuation Ratios Revert to Their Historical Means?

John B. Carlson, Federal Reserve Bank of Cleveland (joint with Eduard A. Pelz och Mark E. Wohar),

23 April

 

Financial Instability and Monetary Policy: The Swedish Evidence

Michael Bergman, (Lund University) and Jan Hansen (Riksbanken),

19 April

 

Recovering Risk Aversion from Options

Robert R. Bliss, Federal Reserve Bank of Chicago (joint with Nikolaus Panigirtzoglou, Bank of England),

16 April

 

Transparency of Monetary Policy: Does the Institutional Framework Matter?

Petra Geraats, University of Cambridge,

10 April

 

Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques

Magnus Andersson, Sveriges Riksbank, (joint with Magnus Lomakka, AP-fund),

2 April

Solution of Macromodels with Hansen-Sargent Robust Policies: Summary and Some Extensions

Paulo Giordani and Paul Söderlind, Stockholm School of Economics,

26 March

Bank Crises in Emerging Markets and the Optimal Government Bailout Policy

Rudolf Bems and Kristian Jönsson, Stockholm School of Economics,

19 March

 

How Important Is Pre-commitment for Monetary Policy?

Ulf Söderström, Sveriges Riksbank (joint with Richard Dennis, Federal Reserve Bank of San Francisco),

5 March

 

Price discovery on FX markets with differentially informed traders

Peter Schotman, Stockholm school of Economics,

19 February 

Taylor Rules and the Term Structure

Carlo Favero, Università Commerciale Luigi Bocconi,

12 February

 

Why Don't Prices Fall in a Recession?

Nils Gottfries, Uppsala University,

5 February

Can the New-Keynesian Approach to Monetary Policy Fit the Facts?

Paul Söderlind, Stockholm School of Economics, Ulf Söderström and Anders Vredin, Sveriges Riksbank,

29 January

 

Capital Adjustment Patterns in Swedish Manufacturing Firms: What Model do they Suggest?

Stefan Laséen, Sveriges Riksbank,

22 January

 

What Determines Real Exchanges Rates in the Nordic Countries?

Anders Bergvall, Uppsala University,

15 January


LAST UPDATED 3/7/2006