Jesper Lindé

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

http://www.riksbank.com

SCHOLARLY PAPERS

27

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CITATIONS
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434

Scholarly Papers (27)

1.

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Journal of Financial Services Research, Forthcoming
Number of pages: 29 Posted: 18 Feb 2004
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 2,274 (4,147)
Citation 12

Abstract:

Internal ratings, credit risk, Value-at-Risk, banks, Basel II, retail credit, SME, risk weights

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies

Journal of Banking and Finance, Forthcoming, Riksbank Working Paper No. 155
Number of pages: 33 Posted: 30 Aug 2005
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 849 (21,107)
Citation 16

Abstract:

Internal ratings, credit risk, tails, Value-at-Risk, banks, Basel II

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies

Journal of Banking and Finance, Forthcoming, Riksbank Research Paper No. 3
Number of pages: 36 Posted: 05 Jun 2006
Tor Jacobson, Kasper Roszbach and Jesper Lindé
Sveriges Riksbank - Research Division, Sveriges Riksbank (Bank of Sweden) and Sveriges Riksbank - Research Division
Downloads 473 (46,910)
Citation 16

Abstract:

Internal ratings, rating systems, credit risk, tails, Value-at-Risk, banks, Basel II

3.

Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macroeconomy

Sveriges Riksbank Working Paper No. 142
Number of pages: 54 Posted: 22 Jan 2004
Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 1,017 (15,639)
Citation 12

Abstract:

Internal Ratings Based approach, relative risk weights, Value-at-Risk, credit risk models

4.

Corporate Credit Risk Modelling and the Macroeconomy

Journal of Banking and Finance, Forthcoming
Number of pages: 29 Posted: 09 Dec 2004
Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 824 (19,793)
Citation 18

Abstract:

Firm default, default risk, credit risk, corporate loans, duration model, survival, macroeconomy

5.

The IRB Approach in the Basel Committee's Proposal for New Capital Adequacy Rules: Some Simulation-Based Illustrations

Sveriges Riksbank Economic Review, Vol. 4, 2002
Number of pages: 38 Posted: 10 Aug 2006
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 351 (66,037)
Citation 1

Abstract:

IRB, Basel II, internal ratings, loan portfolio, credit risk, macroeconomic development

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

FRB of Chicago Working Paper No. 2005-01, Riksbank Research Paper Series No. 15, Sveriges Riksbank Working Paper Series No. 176 , FRB of Cleveland Working Paper No. 04-16
Number of pages: 54 Posted: 14 Feb 2005 Last Revised: 09 Mar 2009
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 203 (121,879)
Citation 154

Abstract:

capital, inflation, price behavior

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

FRB International Finance Discussion Paper No. 990
Number of pages: 52 Posted: 11 Mar 2010
David Altig, Lawrence J. Christiano and Jesper Lindé
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Northwestern University and Sveriges Riksbank - Research Division
Downloads 40 (360,428)
Citation 153

Abstract:

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

NBER Working Paper No. w11034
Number of pages: 50 Posted: 03 Feb 2005
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Northwestern University, Sveriges Riksbank - Research Division, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 33 (387,165)
Citation 154

Abstract:

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

CEPR Discussion Paper No. 4858
Number of pages: 52 Posted: 11 May 2005
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 20 (453,368)
Citation 154

Abstract:

7.

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

Riksbank Research Paper Series No. 23, Sveriges Riksbank Working Paper No. 188
Number of pages: 28 Posted: 19 Apr 2007
Sveriges Riksbank, Finansinspektionen, Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank
Downloads 282 (70,832)
Citation 20

Abstract:

Bayesian inference, Combined forecasts, DSGE models, Forecasting, Monetary policy, Subjective forecasting, Vector autoregressions

8.

Effects of Fiscal Stimulus in Structural Models

IMF Working Paper No. 10/73
Number of pages: 122 Posted: 29 Mar 2010
affiliation not provided to SSRN, Federal Reserve Board - Trade and Quantitative Studies, Government of Canada - Bank of Canada, University of Palermo, International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) - Research Department, Sveriges Riksbank - Research Division, Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Bank of Canada, International Monetary Fund (IMF), Bank of Canada - International Economic Analysis Department, International Monetary Fund (IMF), European Commission, DGECFIN, Queen's University - Department of Economics, Board of Governors of the Federal Reserve System and European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Downloads 276 (72,284)
Citation 17

Abstract:

Budget deficits, Cross country analysis, Economic forecasting, Economic models, Europe, Fiscal policy, Government expenditures, Monetary policy, Public debt, Stabilization measures, Taxes, United States

9.
Downloads 255 ( 97,144)
Citation 7

Firm Default and Aggregate Fluctuations

FRB of Philadelphia Working Paper No. 08-21
Number of pages: 44 Posted: 13 Aug 2008
Sveriges Riksbank - Research Division, Handelsbanken, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 97 (224,623)
Citation 7

Abstract:

Default, default-risk model, business cycles, aggregate fluctuations, microdata, logit, firm-specific variables, macroeconomic variables

Firm Default and Aggregate Fluctuations

Sveriges Riksbank Research Paper Series No. 57, Sveriges Riksbank Working Paper Series No. 226
Number of pages: 45 Posted: 12 Oct 2009 Last Revised: 07 Jul 2011
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 69 (277,893)
Citation 7

Abstract:

default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables

Firm Default and Aggregate Fluctuations

Number of pages: 45 Posted: 16 Feb 2009
Sveriges Riksbank - Research Division, Handelsbanken, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 46 (340,101)
Citation 7

Abstract:

business cycles, default, default-risk model, logit model, macroeconomic variables and micro-data

Firm Default and Aggregate Fluctuations

FRB International Finance Discussion Paper No. 1029
Number of pages: 52 Posted: 22 Sep 2011
Jesper Lindé and Tor Jacobson
Sveriges Riksbank - Research Division and Sveriges Riksbank - Research Division
Downloads 35 (379,044)
Citation 5

Abstract:

Default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables

Firm Default and Aggregate Fluctuations

CEPR Discussion Paper No. DP7083
Number of pages: 45 Posted: 17 Feb 2009
Sveriges Riksbank - Research Division, Handelsbanken, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Downloads 8 (521,388)
Citation 7

Abstract:

Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data

10.

Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through

Riksbank Research Paper Series No. 18, Sveriges Riksbank Working Paper Series No. 179
Number of pages: 82 Posted: 19 Oct 2006
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Sveriges Riksbank - Research Division
Downloads 211 (108,598)
Citation 78

Abstract:

DSGE model, Open economy, Monetary Policy, Bayesian Inference, Business cycle

The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC Model

Riksbank Research Paper No. 6
Number of pages: 24 Posted: 05 Jun 2006
Jesper Lindé
Sveriges Riksbank - Research Division
Downloads 160 (151,785)
Citation 10

Abstract:

permanent technology shocks, hours worked per capita, labor productivity, real business cycle model, vector autoregressions

The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC Model

CEPR Discussion Paper No. 4827
Number of pages: 29 Posted: 13 Apr 2005
Jesper Lindé
Sveriges Riksbank - Research Division
Downloads 18 (464,849)
Citation 10

Abstract:

Permanent technology shocks, hours worked per capita, labor productivity, real business cycle model, vector autoregressions

Evaluating an Estimated New Keynesian Small Open Economy Model

Riksbank Research Paper Series No. 203
Number of pages: 59 Posted: 18 Oct 2007
Sveriges Riksbank, Sveriges Riksbank - Research Division, Sveriges Riksbank - Monetary Policy Department and Sveriges Riksbank - Research Division
Downloads 148 (162,458)
Citation 31

Abstract:

DSGE, VAR, VECM, Open economy, Bayesian inference

Evaluating an Estimated New Keynesian Small Open Economy Model

CEPR Discussion Paper No. 6027
Number of pages: 57 Posted: 26 Jun 2007
Sveriges Riksbank, Sveriges Riksbank - Research Division, Sveriges Riksbank - Monetary Policy Department and Sveriges Riksbank - Research Division
Downloads 2 (554,297)
Citation 31

Abstract:

Bayesian inference, DSGE model, DSGE-VAR model, DSGE-VECM model, open economy

Optimal Monetary Policy in an Operational Medium-Sized DSGE Model

Riksbank Research Paper Series No. 56, Riksbank Working Paper Series No. 225
Number of pages: 62 Posted: 08 Apr 2009
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 56 (310,100)
Citation 15

Abstract:

Optimal monetary policy, instrument rules, optimal policy projections, openeconomy

Optimal Monetary Policy in an Operational Medium-Sized DSGE Model

FRB International Finance Discussion Paper, Forthcoming
Number of pages: 54 Posted: 20 Sep 2011
Sveriges Riksbank - Research Division, Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department and Stockholm School of Economics
Downloads 31 (395,718)
Citation 14

Abstract:

Optimal monetary policy, instrument rules, optimal policy projections, open-economy DSGE models

Optimal Monetary Policy in an Operational Medium-Sized DSGE Model

NBER Working Paper No. w14092
Number of pages: 49 Posted: 22 Jun 2008
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 12 (499,393)
Citation 15

Abstract:

Optimal Monetary Policy in an Operational Medium-Sized DSGE Model

CEPR Discussion Paper No. DP6907
Number of pages: 60 Posted: 20 Aug 2008
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 3 (546,860)
Citation 15

Abstract:

Instrument rules, Open-economy DSGE models, Optimal monetary policy, Optimal policy projections

Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model

Sveriges Riksbank Research Paper Series No. 63 , Sveriges Riksbank Working Paper Series No. 232
Number of pages: 37 Posted: 10 Oct 2009
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 64 (289,633)
Citation 5

Abstract:

Optimal monetary policy, instrument rules, open-economy DSGE models, propagation of shocks, impulse responses, output gap, potential output

Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model

NBER Working Paper No. w14510
Number of pages: 36 Posted: 25 Nov 2008
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 12 (499,393)
Citation 5

Abstract:

Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model

CEPR Discussion Paper No. DP7070
Number of pages: 38 Posted: 18 Dec 2008
Sveriges Riksbank, Sveriges Riksbank - Monetary Policy Department, Sveriges Riksbank - Research Division and Stockholm School of Economics
Downloads 3 (546,860)
Citation 5

Abstract:

impulse responses, instrument rules, open-economy DSGE models, Optimal monetary policy, output gap, potential output

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 64 (289,633)
Citation 7

Abstract:

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

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

CEPR Discussion Paper No. 4531
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 (499,393)
Citation 7

Abstract:

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

Fiscal Consolidation in an Open Economy

FRB International Finance Discussion Paper No. 1046
Number of pages: 21 Posted: 22 May 2012
Jesper Lindé and Christopher J. Erceg
Sveriges Riksbank - Research Division and Federal Reserve Board - Trade and Quantitative Studies
Downloads 48 (333,949)

Abstract:

Monetary policy, currency union, fiscal policy, zero lower bound constraint, new Keynesian small open economy DSGE model

Fiscal Consolidation in an Open Economy

CEPR Discussion Paper No. DP8955
Number of pages: 17 Posted: 25 May 2012
Christopher J. Erceg and Jesper Lindé
Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 5 (536,604)

Abstract:

currency union, fiscal policy, monetary policy, New Keynesian Small Open Economy DSGE Model, zero lower bound constraint

17.

Parameter Identification in an Estimated New Keynesian Open Economy Model

Riksbank Research Paper Series No. 82, Sveriges Riksbank Working Paper Series No. 251
Number of pages: 45 Posted: 25 Oct 2011
Malin Adolfson and Jesper Lindé
Sveriges Riksbank and Sveriges Riksbank - Research Division
Downloads 31 (360,040)
Citation 2

Abstract:

Identification, Bayesian estimation, Monte-Carlo methods, Maximum Likelihood estimation, New-Keynesian DSGE Model, Open economy

Fiscal Consolidation Under Imperfect Credibility

Riksbank Research Paper Series No. 146, Sveriges Riksbank Working Paper Series No. 322
Number of pages: 68 Posted: 23 May 2016
Matthieu Lemoine and Jesper Lindé
Banque de France and Sveriges Riksbank - Research Division
Downloads 18 (464,849)

Abstract:

Monetary and Fiscal Policy, Front-Loaded vs. Gradual Consolidation, DSGE Model, Sticky Prices and Wages, Currency Union

Fiscal Consolidation Under Imperfect Credibility

Banque de France Working Paper No. 595
Number of pages: 72 Posted: 31 May 2016
Matthieu Lemoine and Jesper Lindé
Banque de France and Sveriges Riksbank - Research Division
Downloads 10 (510,703)

Abstract:

monetary and fiscal policy, front-loaded vs. gradual consolidation, DSGE model, sticky prices and wages, currency union

Fiscal Consolidation Under Imperfect Credibility

CEPR Discussion Paper No. DP11404
Number of pages: 69 Posted: 25 Jul 2016
Matthieu Lemoine and Jesper Lindé
Banque de France and Sveriges Riksbank - Research Division
Downloads 0

Abstract:

Currency Union., DSGE model, Front-Loaded vs. Gradual Consolidation, Monetary and Fiscal Policy, Sticky Prices and Wages

Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes

FRB International Finance Discussion Paper No. 1063
Number of pages: 57 Posted: 05 Dec 2012
Christopher J. Erceg and Jesper Lindé
Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 18 (464,849)
Citation 1

Abstract:

E32, F41

Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes

CEPR Discussion Paper No. DP9155
Number of pages: 43 Posted: 02 Oct 2012
Christopher J. Erceg and Jesper Lindé
Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 9 (516,069)
Citation 1

Abstract:

DSGE Model, Fiscal Policy, Liquidity Trap, Monetary Policy, Open Economy Macroeconomics, Zero Bound Constraint

20.

Swedish Postwar Business Cycles: Generated Abroad or at Home?

Scandinavian Journal of Economics, Vol. 106, No. 4, pp. 623-645, December 2004
Number of pages: 24 Posted: 06 Jan 2005
Jesper Lindé
Sveriges Riksbank - Research Division
Downloads 26 (408,221)
Citation 3

Abstract:

Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?

FRB of Boston Working Paper No. 15-3
Number of pages: 44 Posted: 19 Oct 2015
Universitat Pompeu Fabra - Department of Economics and Business, Korea University, Sveriges Riksbank - Research Division and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 24 (430,619)

Abstract:

central banks, objectives, simple loss function, monetary policy design, Smets-Wouters model

Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?

CEPR Discussion Paper No. DP10409
Number of pages: 48 Posted: 10 Feb 2015
Universitat Pompeu Fabra - Department of Economics and Business, Korea University, Sveriges Riksbank - Research Division and Federal Reserve Board
Downloads 1 (564,400)

Abstract:

central banks' objectives, household welfare, linear-quadratic approximation, monetary policy design, simple loss function, Smets-Wouters model

22.

Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?

Riksbank Research Paper Series No. 128, Sveriges Riksbank Working Paper Series No. 304
Number of pages: 85 Posted: 13 Aug 2015
National Bureau of Economic Research (NBER), Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 24 (313,895)

Abstract:

Monetary Policy, Fiscal Policy, Liquidity Trap, Zero Bound Constraint, DSGE Model, Currency Union

23.

Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs

FRB International Finance Discussion Paper No. 1012
Number of pages: 63 Posted: 28 Feb 2011
Christopher J. Erceg and Jesper Lindé
Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 23 (408,221)
Citation 4

Abstract:

Monetary policy, fiscal policy, liquidity trap, zero bound constraint, open economy macroeconomics, DSGE model

24.

Jump Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?

NBER Working Paper No. w21426
Number of pages: 101 Posted: 03 Aug 2015
National Bureau of Economic Research (NBER), Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 8 (489,642)

Abstract:

25.

Is There a Fiscal Free Lunch in a Liquidity Trap?

CEPR Discussion Paper No. DP7624
Number of pages: 61 Posted: 18 Jan 2010
Christopher J. Erceg and Jesper Lindé
Federal Reserve Board - Trade and Quantitative Studies and Sveriges Riksbank - Research Division
Downloads 7 (503,806)
Citation 21

Abstract:

DSGE Model, Fiscal Policy, Liquidity Trap, Monetary Policy, Zero Bound Constraint

26.

Challenges for Central Banks’ Macro Models

Riksbank Research Paper Series No. 147, Sveriges Riksbank Working Paper Series No. 323
Number of pages: 88 Posted: 23 May 2016
Jesper Lindé, Frank Smets and Rafael Wouters
Sveriges Riksbank - Research Division, European Central Bank (ECB) and National Bank of Belgium
Downloads 0 (53,042)

Abstract:

Monetary policy, DSGE, and VAR models, Regime-Switching, Zero Lower Bound, Financial Frictions, Great Recession, Macroprudential policy, Open economy

27.

Exploring Interactions between Real Activity and the Financial Stance

Journal of Financial Stability, Vol. 1, No. 3, pp. 308-341, April 2005
Posted: 11 Jan 2005
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)

Abstract:

Default risk models, business cycles, price stability, financial stability, financial and real interaction