Karl Walentin

Sveriges Riksbank

Researcher

Brunkebergstorg 11

SE-103 37 Stockholm

Sweden

http://www.riksbank.com/research/walentin

SCHOLARLY PAPERS

10

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CITATIONS
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in Total Papers Citations

63

Scholarly Papers (10)

1.
Downloads 876 ( 21,451)
Citation 16

Financial Frictions Investment and Tobin's q

MIT Department of Economics Working Paper No. 07-16
Number of pages: 33 Posted: 30 Apr 2007
Guido Lorenzoni and Karl Walentin
Northwestern University and Sveriges Riksbank
Downloads 584 (37,094)
Citation 16

Abstract:

Financial constraints, investment, Tobin's q, limited enforcement.

Financial Frictions, Investment and Tobin's Q

Riksbank Research Paper Series No. 208
Number of pages: 37 Posted: 17 Oct 2007
Guido Lorenzoni and Karl Walentin
Northwestern University and Sveriges Riksbank
Downloads 251 (102,099)
Citation 16

Abstract:

Financial constraints, investment, Tobin's q, limited enforcement

Financial Frictions, Investment and Tobin's Q

NBER Working Paper No. w13092
Number of pages: 33 Posted: 27 Jun 2007 Last Revised: 07 Aug 2007
Guido Lorenzoni and Karl Walentin
Northwestern University and Sveriges Riksbank
Downloads 41 (368,909)
Citation 16

Abstract:

Introducing Financial Frictions and Unemployment into a Small Open Economy Model

Riksbank Research Paper No. 214
Number of pages: 83 Posted: 20 Dec 2007 Last Revised: 18 Oct 2011
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 373 (65,229)
Citation 19

Abstract:

DSGE model, financial frictions, labor market frictions, unemployment, small open economy, Bayesian estimation

Introducing Financial Frictions and Unemployment into a Small Open Economy Model

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-04
Number of pages: 73 Posted: 23 Sep 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 35 (392,035)
Citation 19

Abstract:

DSGE model, financial frictions, labor market frictions, unemployment, small open economy, Bayesian estimation

3.
Downloads 256 (100,408)
Citation 14

DSGE Models for Monetary Policy Analysis

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-02
Number of pages: 94 Posted: 23 Sep 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 199 (128,884)
Citation 14

Abstract:

Taylor rule, labor supply, boom, output gap, unemployment, Bayesian inference, vector autoregression, posterior distribution

DSGE Models for Monetary Policy Analysis

NBER Working Paper No. w16074
Number of pages: 95 Posted: 14 Jun 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 57 (318,113)
Citation 14

Abstract:

4.
Downloads 147 (168,917)
Citation 8

Involuntary Unemployment and the Business Cycle

Riksbank Research Paper Series No. 69, Sveriges Riksbank Working Paper Series No. 238
Number of pages: 54 Posted: 29 May 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 55 (323,813)
Citation 8

Abstract:

DSGE, unemployment, business cycles, monetary policy, Bayesian estimation

Involuntary Unemployment and the Business Cycle

ECB Working Paper No. 1202
Number of pages: 59 Posted: 09 Jun 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 36 (387,995)
Citation 8

Abstract:

DSGE, unemployment, business cycles, monetary policy, Bayesian estimation

Involuntary Unemployment and the Business Cycle

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-03
Number of pages: 53 Posted: 23 Sep 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 31 (409,060)
Citation 8

Abstract:

unemployment, job search, new Keynesian, nonaccelerating inflation rate of unemployment

Involuntary Unemployment and the Business Cycle

NBER Working Paper No. w15801
Number of pages: 53 Posted: 08 Mar 2010 Last Revised: 05 Sep 2010
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 25 (439,152)
Citation 8

Abstract:

5.

Housing Collateral and the Monetary Transmission Mechanism

Riksbank Research Paper Series No. 70, Sveriges Riksbank Working Paper No. 239
Number of pages: 43 Posted: 29 May 2010
Peter Sellin and Karl Walentin
Sveriges Riksbank and Sveriges Riksbank
Downloads 105 (194,726)

Abstract:

House prices, residential investment, monetary policy, monetary transmission mechanism, collateral constraints, Bayesian estimation

6.

Earnings Inequality and the Equity Premium

Riksbank Research Paper No. 215
Number of pages: 27 Posted: 20 Dec 2007
Karl Walentin
Sveriges Riksbank
Downloads 66 (275,530)
Citation 3

Abstract:

labor income, earnings inequality, asset pricing, equity premium, limited participation, borrowing constraints

7.

Expectation Driven Business Cycles with Limited Enforcement

Sveriges Riksbank Research Paper Series No. 60 , Sveriges Riksbank Working Paper Series No. 229
Number of pages: 37 Posted: 12 Oct 2009 Last Revised: 27 Oct 2011
Karl Walentin
Sveriges Riksbank
Downloads 30 (391,073)
Citation 3

Abstract:

news shocks, limited enforcement, collateral constraints, stock prices

8.

Refining Stylized Facts from Factor Models of Inflation

Riksbank Research Paper Series No. 85, Sveriges Riksbank Working Paper Series No. 254
Number of pages: 43 Posted: 21 Feb 2012 Last Revised: 05 Nov 2013
Ferre De Graeve and Karl Walentin
KU Leuven - Center for Economic Studies and Sveriges Riksbank
Downloads 26 (403,290)

Abstract:

Inflation persistence, sticky prices, factor model, sectoral inflation

9.

Business Cycle Implications of Mortgage Spreads

Riksbank Research Paper Series No. 106, Sveriges Riksbank Working Paper Series No. 275
Number of pages: 30 Posted: 18 Dec 2013 Last Revised: 09 May 2014
Karl Walentin
Sveriges Riksbank
Downloads 14 (436,639)

Abstract:

Sources of business cycles, unconventional monetary policy, credit supply, house prices, financial frictions

10.

Housing Collateral and the Monetary Transmission Mechanism

The Scandinavian Journal of Economics, Vol. 116, Issue 3, pp. 635-668, 2014
Number of pages: 34 Posted: 13 Jun 2014
Karl Walentin
Sveriges Riksbank
Downloads 0 (569,371)
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Abstract:

Bayesian estimation, collateral constraints, dynamic stochastic general equilibrium model, house prices, residential investment