Stockholm, 103 37
Sweden
http://www.riksbank.se/research/soderstrom
Central Bank of Sweden - Research Department
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Term structure of interest rates, yield curve, central bank private
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Term structure of interest rates, yield curve, central bank private information, excess sensitivity
interest rate smoothing, yield curve, survey data, VAR, in-sample overfitting
Optimal Monetary Policy, Parameter Uncertainty, Brainard Conservatism, Interest Rate Smoothing
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File name: Sjoe275.pdf Size: 300K
Yield curve, term structure of interest rates, predictability, forecasting, GDP growth, estimated Euler equation
Knightian uncertainty, model uncertainty, robust control, minmax policies
Knightian uncertainty, model uncertainty, robust control, min-max policies
Business cycles, Efficiency, Labor markets, Monetary policy
Optimal monetary policy; stabilization bias; precommitment; discretion
Structural open-economy model, new open-economy macroeconomics, estimation, calibration
Monetary union, Open economy, Optimum Currency Area, DSGE model
DSGE model, Monetary union, Open economy, Optimum Currency Area
Business cycles, financial crisis, labor market matching, Beveridge curve
Robust control, Misspecification, Optimal policy
Forecast evaluation, Inflation targeting, Monetary policy, Real-time forecasting
model uncertainty, robust control, model misspecification
Model misspecification, model uncertainty, robust control
File name: ecca.pdf Size: 208K
Interest rate smoothing, yield curve, survey data, VAR, in-sample overfitting
Robust control, misspecification, optimal policy
File name: sjoe.pdf Size: 221K
Interest rate smoothing, central bank objectives, forward-looking behavior, minimum-distance estimation
File name: SSRN-id1413209.pdf Size: 223K
