Search Results - isPartOf:"SSE/EFI Working Paper Series in Economics and Finance"

Björk, Tomas (contributor) - 2003 - [Elektronische Ressource]

Working Paper Series in Economics and Finance No. 545 † I am highly indebted to B.J. Christensen, C.Landen and L. Svensson for …: HJM models, Forward rate curves, interest rate models, factor models, state space models, Markovian realizations. ∗ SSE/EFI …

Persistent link: https://www.econbiz.de/10001825531

William J. Baumol : an entrepreneurial economist on the economics of entrepreneurship

Eliasson, Gunnar (contributor); Baumol, William J. (honouree) - 2003 - [Elektronische Ressource]

Entrepreneurship * by Gunnar Eliasson 1 and Magnus Henrekson 2 SSE/EFI Working Paper Series in Economics and Finance No 532 …

Persistent link: https://www.econbiz.de/10001782478

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

New-Keynesian models and monetary policy : a reexamination of the stylized facts

Söderström, Ulf (contributor); … - 2003 - Rev. October 1, 2003

Using an empirical New-Keynesian model with optimal discretionary monetary policy, we calibrate key parameters - the central bank's preference parameters; the degree of forward-looking behavior in the determination of inflation and output; and the variances of inflation and output shocks - to...

Persistent link: https://www.econbiz.de/10001700684

The Swedish model of corporate ownership and control in transition

Henrekson, Magnus (contributor); Jakobsson, Ulf (contributor) - 2003 - [Elektronische Ressource], Rev. April 16, 2003

Jakobsson 2 April 15, 2003 SSE/EFI Working Paper Series in Economics and Finance No 521 JEL Classification: M13, N …

Persistent link: https://www.econbiz.de/10001743437

Choosing factors in a multifactor asset pricing model : a Bayesian approach

Ericsson, Johan (contributor); Karlsson, Sune (contributor) - 2003 - [Elektronische Ressource], Rev. February 12, 2004

Sune Karlsson† Dept. of Economic Statistics Stockholm School of Economics SSE/EFI Working Paper Series in Economics and … Finance No. 524 February 2004 Abstract We use Bayesian techniques to select factors in a general multifactor asset pricing …

Persistent link: https://www.econbiz.de/10001746452

Taxation, inequality and the allocation of talent

Bergman, Malin L. (contributor) - 2003 - [Elektronische Ressource], Rev. April 16, 2003

Taxation, Inequality and the Allocation of Talent Malin L. Bergman SSE/EFI Working Paper Series in Economics and … Finance, No. 522 April 16, 2003 Abstract This paper examines the implications of income redistribution on human cap- ital …

Persistent link: https://www.econbiz.de/10001753212

Interregional inequality and Robin Hood politics

Bergman, Malin L. (contributor) - 2003 - [Elektronische Ressource]

Interregional Inequality and Robin Hood Politics Malin L. Bergman SSE/EFI Working Paper Series in Economics and Finance …

Persistent link: https://www.econbiz.de/10001753219

The Euro is good after all : evidence from corporate valuations

Bris, Arturo (contributor); Koskinen, Yrjö (contributor); … - 2003 - [Elektronische Ressource], Rev. February 23, 2004

In this paper we study the changes in corporate valuations induced by the adoption of the euro as the common currency in Europe. We use corporate-evel data from ten countries that adopted the euro, the three EU countries that did not start using the euro, as well as Norway and Switzerland. We...

Persistent link: https://www.econbiz.de/10001753268

Reversed default behaviour in a new defined contribution pension system

Engström, Stefan (contributor); … - 2003 - [Elektronische Ressource], Rev. August 12, 2003

This paper provides a detailed examination of individuals' active participation in a new public and mandatory defined contribution pension system. The new pension system was launched in the fall of 2000 and entitles Sweden's workforce of 4.4 million individuals to invest part of their individual...

Persistent link: https://www.econbiz.de/10001753272