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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
1 |
2 |
12 |
141 |
3 |
9 |
32 |
366 |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
3 |
10 |
37 |
1,060 |
| Applied Conintegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
1 |
8 |
58 |
358 |
| C-CAPM Refinements and the Cross-Section of Returns |
1 |
2 |
9 |
74 |
2 |
7 |
29 |
188 |
| C-CAPM Without Ex Post Data |
0 |
2 |
2 |
22 |
0 |
3 |
17 |
140 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
8 |
155 |
2 |
4 |
36 |
453 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
4 |
83 |
0 |
1 |
18 |
307 |
| C-CAPM without Ex Post Data |
1 |
1 |
3 |
42 |
1 |
2 |
19 |
156 |
| C-CAPM without Ex Post Data |
0 |
1 |
8 |
27 |
2 |
7 |
39 |
124 |
| Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? |
5 |
10 |
40 |
248 |
8 |
17 |
75 |
731 |
| Devaluation Expectations: The Swedish Krona 1982-1991 |
0 |
1 |
17 |
141 |
5 |
9 |
79 |
1,086 |
| Devaluation Expectations: the Swedish Krona 1982-1991 |
0 |
0 |
0 |
0 |
3 |
5 |
66 |
438 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
2 |
3 |
8 |
154 |
2 |
6 |
29 |
501 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
0 |
0 |
0 |
70 |
2 |
2 |
32 |
1,223 |
| Extracting Expectations about 1992 UK Monetary Policy from Option Prices |
0 |
0 |
1 |
56 |
1 |
2 |
12 |
285 |
| Forward Interest Rates as Indicators of Inflation Expectations |
1 |
3 |
23 |
216 |
5 |
16 |
129 |
1,044 |
| Forward Interest Rates as Indicators of Inflation Expectations |
7 |
18 |
110 |
851 |
50 |
142 |
684 |
5,019 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
0 |
1 |
2 |
3 |
20 |
499 |
| Inflation Forecast Uncertainty |
3 |
7 |
12 |
129 |
5 |
12 |
35 |
537 |
| Inflation Forecast Uncertainty |
3 |
10 |
34 |
382 |
8 |
23 |
72 |
1,580 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
1 |
21 |
21 |
21 |
1 |
12 |
16 |
16 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
1 |
3 |
26 |
26 |
7 |
14 |
39 |
39 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
2 |
20 |
63 |
2 |
7 |
53 |
85 |
| Investment Choice in the Swedish Premium Pension Plan |
1 |
2 |
9 |
96 |
8 |
11 |
53 |
355 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
24 |
0 |
0 |
8 |
146 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
1 |
3 |
9 |
48 |
2 |
5 |
22 |
229 |
| Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
3 |
40 |
0 |
1 |
22 |
272 |
| Market Expectations in the UK Before and After the ERM Crisis |
0 |
0 |
0 |
43 |
2 |
10 |
59 |
1,572 |
| Monetary Policy Effects on Financial Risk Premia |
2 |
5 |
26 |
85 |
4 |
11 |
50 |
219 |
| Monetary Policy and Bond Option Pricing in an Analytical RBC Model |
0 |
0 |
0 |
71 |
1 |
7 |
46 |
833 |
| Monetary Policy and the Fisher Effect |
2 |
5 |
28 |
468 |
4 |
12 |
67 |
1,875 |
| Monetary Policy and the Fisher Effect |
0 |
0 |
0 |
361 |
2 |
7 |
43 |
3,672 |
| New Techniques to Extract Market Expectations from Financial Instruments |
2 |
9 |
42 |
701 |
13 |
33 |
130 |
2,102 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
3 |
10 |
308 |
0 |
6 |
26 |
810 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
1 |
3 |
13 |
34 |
691 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
1 |
4 |
405 |
1 |
5 |
22 |
1,161 |
| New Techniques to Extract Market expectations from Financial Instruments |
0 |
0 |
0 |
51 |
2 |
9 |
37 |
953 |
| New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts |
2 |
7 |
34 |
272 |
6 |
13 |
65 |
750 |
| Performance and Characteristics of Swedish Mutual Funds |
0 |
0 |
0 |
33 |
3 |
8 |
55 |
1,193 |
| Performance and Characteristics of Swedish Mutual Funds 1993-97 |
1 |
1 |
15 |
274 |
3 |
13 |
67 |
636 |
| Predicting Stock Price Movements: Regressions versus Economists |
0 |
2 |
13 |
89 |
2 |
8 |
40 |
192 |
| Safe Haven Currencies |
0 |
1 |
10 |
17 |
3 |
6 |
47 |
113 |
| Safe Haven Currencies |
5 |
8 |
36 |
36 |
7 |
27 |
62 |
62 |
| Safe Haven Currencies |
3 |
4 |
28 |
126 |
5 |
14 |
150 |
359 |
| Solution and Estimation of RE Macromodels with Optimal Policy |
0 |
0 |
0 |
21 |
10 |
21 |
83 |
1,214 |
| Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions |
3 |
5 |
38 |
232 |
7 |
12 |
68 |
549 |
| THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
296 |
| Target Zone Models and the Intervention Policy; The Swedish Case |
0 |
0 |
0 |
2 |
2 |
5 |
13 |
274 |
| Taylor Rules and the Predictability of Interest Rates |
1 |
3 |
12 |
133 |
1 |
5 |
41 |
404 |
| Taylor Rules and the Predictability of Interest Rates |
3 |
10 |
45 |
394 |
7 |
25 |
108 |
928 |
| Testing the Basic Target Zone Model on Swedish Data |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
195 |
| The Implementation of SNB Monetary Policy |
1 |
8 |
45 |
45 |
4 |
15 |
61 |
61 |
| The Swedish business cycle: stylized facts over 130 years |
3 |
9 |
47 |
117 |
17 |
32 |
134 |
786 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
5 |
16 |
44 |
44 |
12 |
35 |
85 |
85 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
6 |
9 |
12 |
12 |
17 |
27 |
35 |
35 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
5 |
10 |
57 |
57 |
9 |
17 |
78 |
78 |
| What if the Fed Had Been an Inflation Nutter? |
0 |
1 |
9 |
96 |
1 |
2 |
18 |
315 |
| Why Disagreement May Not Matter (much) for Asset Prices |
1 |
1 |
17 |
36 |
1 |
3 |
38 |
70 |
| Total Working Papers |
73 |
209 |
951 |
7,641 |
276 |
744 |
3,519 |
39,720 |