Ulf Söderström

Central Bank of Sweden - Research Department

SCHOLARLY PAPERS

20

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Top 3,454

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69

CROSSREF CITATIONS

309

Scholarly Papers (20)

1.
Downloads 216 (165,272)
Citation 21

Why are Long Rates Sensitive to Monetary Policy?

IGIER Working Paper No. 256, Riksbank Working Paper No. 5
Number of pages: 45 Posted: 14 Mar 2004
Tore Ellingsen and Ulf Söderström
Stockholm School of Economics - Department of Economics and Central Bank of Sweden - Research Department
Downloads 199 (178,317)
Citation 22

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Term structure of interest rates, yield curve, central bank private

Why are Long Rates Sensitive to Monetary Policy?

Number of pages: 35 Posted: 25 May 2004
Tore Ellingsen and Ulf Söderström
Stockholm School of Economics - Department of Economics and Central Bank of Sweden - Research Department
Downloads 17 (644,835)
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Term structure of interest rates, yield curve, central bank private information, excess sensitivity

2.

Dynamic Taylor Rules and the Predictability of Interest Rates

Macroeconomic Dynamics, Vol. 9, pp. 412-428, 2005
Number of pages: 32 Posted: 03 Jun 2009 Last Revised: 11 Jun 2013
Ulf Söderström, Anders Vredin and Paul Söderlind
Central Bank of Sweden - Research Department, Sveriges Riksbank and University of St. Gallen
Downloads 187 (188,789)

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interest rate smoothing, yield curve, survey data, VAR, in-sample overfitting

3.
Downloads 161 (214,855)
Citation 59

Monetary Policy with Uncertain Parameters

Number of pages: 27 Posted: 10 Dec 2002
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 143 (237,559)
Citation 6

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Optimal Monetary Policy, Parameter Uncertainty, Brainard Conservatism, Interest Rate Smoothing

Monetary Policy with Uncertain Parameters

Number of pages: 21 Posted: 02 Dec 2002
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 18 (637,368)
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The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation

IGIER Working Paper No. 280
Number of pages: 34 Posted: 03 Feb 2005
Carlo A. Favero, Iryna Kaminska and Ulf Söderström
Bocconi University - Department of Finance, University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and Central Bank of Sweden - Research Department
Downloads 127 (261,032)
Citation 15

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Yield curve, term structure of interest rates, predictability, forecasting, GDP growth, estimated Euler equation

The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation

Number of pages: 36 Posted: 14 Jun 2005
Carlo A. Favero, Iryna Kaminska and Ulf Söderström
Bocconi University - Department of Finance, University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and Central Bank of Sweden - Research Department
Downloads 19 (629,965)
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Yield curve, term structure of interest rates, predictability, forecasting, GDP growth, estimated Euler equation

5.
Downloads 116 (277,927)
Citation 12

Robust Monetary Policy in the New-Keynesian Framework

IGIER Working Paper No. 273
Number of pages: 18 Posted: 07 Dec 2004
Kai Leitemo and Ulf Söderström
Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 58 (426,178)
Citation 6

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Knightian uncertainty, model uncertainty, robust control, minmax policies

Robust Monetary Policy in the New-Keynesian Framework

Bank of Finland Research Discussion Paper No. 31/2004
Number of pages: 26 Posted: 16 Oct 2007
Kai Leitemo and Ulf Söderström
Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 45 (478,045)
Citation 8

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Knightian uncertainty, model uncertainty, robust control, min-max policies

Robust Monetary Policy in the New-Keynesian Framework

Number of pages: 19 Posted: 04 Apr 2005
Kai Leitemo and Ulf Söderström
Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 13 (675,926)
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Knightian uncertainty, model uncertainty, robust control, min-max policies

The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours

Riksbank Research Paper Series No. 77, Sveriges Riksbank Working Paper Series No. 246
Number of pages: 68 Posted: 27 Jan 2011
Luca Sala, Ulf Söderström and Antonella Trigari
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), Central Bank of Sweden - Research Department and Bocconi University - Department of Economics
Downloads 44 (482,606)
Citation 7

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Business cycles, Efficiency, Labor markets, Monetary policy

The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours

CEPR Discussion Paper No. DP8005
Number of pages: 69 Posted: 14 Nov 2010
Luca Sala, Ulf Söderström and Antonella Trigari
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), Central Bank of Sweden - Research Department and Bocconi University - Department of Economics
Downloads 2 (767,646)
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Business cycles, Efficiency, Labor markets, Monetary policy

7.

How Important is Precommitment for Monetary Policy?

FRB of San Francisco Working Papers No. 2002-10
Number of pages: 38 Posted: 29 Apr 2005
Richard Dennis and Ulf Söderström
Federal Reserve Bank of San Francisco and Central Bank of Sweden - Research Department
Downloads 111 (286,663)
Citation 9

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Optimal monetary policy; stabilization bias; precommitment; discretion

8.
Downloads 101 (305,914)
Citation 27

Robust Monetary Policy in a Small Open Economy

Bank of Finland Research Discussion Paper No. 20/2005, IGIER Working Paper No. 290
Number of pages: 55 Posted: 23 May 2005
Kai Leitemo and Ulf Söderström
Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 85 (344,435)
Citation 18

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Knightian uncertainty, model uncertainty, robust control, minmax policies

Robust Monetary Policy in a Small Open Economy

CEPR Discussion Paper No. 5071
Number of pages: 51 Posted: 04 Aug 2005
Kai Leitemo and Ulf Söderström
Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 16 (652,416)
Citation 6
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Knightian uncertainty, model uncertainty, robust control, min-max policies

Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through

IGIER Working Paper No. 263, Riksbank Research Paper Series No. 10, Riksbank Working Paper Series No. 167
Number of pages: 55 Posted: 11 Jul 2004
Jesper Lindé, Ulf Söderström and Marianne Nessén
Sveriges Riksbank - Research Division, Central Bank of Sweden - Research Department and Sveriges Riksbank - Research Division
Downloads 70 (386,003)
Citation 10

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Structural open-economy model, new open-economy macroeconomics, estimation, calibration

Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through

Number of pages: 57 Posted: 22 Sep 2004
Jesper Lindé, Marianne Nessén and Ulf Söderström
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Central Bank of Sweden - Research Department
Downloads 12 (683,856)
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Structural open-economy model, new open-economy macroeconomics, estimation, calibration

Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model

Sveriges Riksbank Research Paper Series No. 58, Sveriges Riksbank Working Paper Series No. 227
Number of pages: 47 Posted: 12 Oct 2009
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 51 (452,640)

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Monetary union, Open economy, Optimum Currency Area, DSGE model

Re-Evaluating Swedish Membership in Emu: Evidence from an Estimated Model

NBER Working Paper No. w14519
Number of pages: 46 Posted: 08 Dec 2008 Last Revised: 05 Mar 2021
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 15 (660,279)

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Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model

CEPR Discussion Paper No. DP7062
Number of pages: 48 Posted: 18 Dec 2008
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 2 (767,646)
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DSGE model, Monetary union, Open economy, Optimum Currency Area

Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence

Riksbank Research Paper Series No. 95, Sveriges Riksbank Working Paper Series No. 264
Number of pages: 65 Posted: 23 Nov 2012
Luca Sala, Ulf Söderström and Antonella Trigari
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), Central Bank of Sweden - Research Department and Bocconi University - Department of Economics
Downloads 39 (506,205)

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Business cycles, financial crisis, labor market matching, Beveridge curve

12.

Methods for Robust Control

IGIER Working Paper No. 307, FRB of San Francisco Working Paper No. 2006-10
Number of pages: 35 Posted: 31 Mar 2006
Richard Dennis, Kai Leitemo and Ulf Söderström
Federal Reserve Bank of San Francisco, Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 63 (403,161)
Citation 2

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Robust control, Misspecification, Optimal policy

Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank

CEPR Discussion Paper No. DP11203
Number of pages: 37 Posted: 18 Apr 2016
Jens Iversen, Stefan Laseen, Henrik Lundvall and Ulf Söderström
Centre for Economic and Business Research - Copenhagen Business School, Sveriges Riksbank - Monetary Policy Department, DAV Institute of Management - National Institute of Economic Research and Central Bank of Sweden - Research Department
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Forecast evaluation, Inflation targeting, Monetary policy, Real-time forecasting

Monetary Policy in a Small Open Economy With a Preference for Robustness

Federal Reserve Bank of San Francisco Working Paper No. 2007-04
Number of pages: 35 Posted: 20 Aug 2007
Richard Dennis, Kai Leitemo and Ulf Söderström
Federal Reserve Bank of San Francisco, Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 43 (487,123)
Citation 7

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model uncertainty, robust control, model misspecification

Monetary Policy in a Small Open Economy With a Preference for Robustness

CEPR Discussion Paper No. 6067
Number of pages: 37 Posted: 29 Jun 2007
Richard Dennis, Kai Leitemo and Ulf Söderström
Federal Reserve Bank of San Francisco, Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 4 (747,759)
Citation 1
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Model misspecification, model uncertainty, robust control

15.

Targeting Inflation with a Role for Money

Economica, Vol. 72, No. 288, pp. 577-596, November 2005
Number of pages: 20 Posted: 06 Dec 2005
Ulf Söderström
Central Bank of Sweden - Research Department
Downloads 25 (569,763)
Citation 1
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16.

Taylor Rules and the Predictability of Interest Rates

Number of pages: 23 Posted: 08 Aug 2003
Paul Söderlind, Ulf Söderström and Anders Vredin
University of St. Gallen, Central Bank of Sweden - Research Department and Sveriges Riksbank
Downloads 25 (569,763)
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Interest rate smoothing, yield curve, survey data, VAR, in-sample overfitting

17.

Methods for Robust Control

CEPR Discussion Paper No. 5638
Number of pages: 37 Posted: 19 Jul 2006
Richard Dennis, Kai Leitemo and Ulf Söderström
Federal Reserve Bank of San Francisco, Norwegian School of Management and Central Bank of Sweden - Research Department
Downloads 16 (629,406)
Citation 3
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Robust control, misspecification, optimal policy

18.

New-Keynesian Models and Monetary Policy: A Re-Examination of the Stylized Facts

Scandinavian Journal of Economics, Vol. 107, No. 3, pp. 521-546, September 2005
Number of pages: 26 Posted: 29 Dec 2005
Ulf Söderström, Paul Söderlind and Anders Vredin
Central Bank of Sweden - Research Department, University of St. Gallen and Sveriges Riksbank
Downloads 15 (636,572)
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Interest rate smoothing, central bank objectives, forward-looking behavior, minimum-distance estimation

19.

Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence

NBER Working Paper No. w18434
Number of pages: 64 Posted: 06 Oct 2012
Luca Sala, Ulf Söderström and Antonella Trigari
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), Central Bank of Sweden - Research Department and Bocconi University - Department of Economics
Downloads 6 (701,753)
Citation 2

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20.

New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts

Scandinavian Journal of Economics, Vol. 107, pp. 521-546, 2005
Number of pages: 27 Posted: 03 Jun 2009
Ulf Söderström, Anders Vredin and Paul Söderlind
Central Bank of Sweden - Research Department, Sveriges Riksbank and University of St. Gallen
Downloads 2 (734,362)
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Interest rate smoothing, central bank objectives, forward-looking behavior, minimum-distance estimation