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Effective demand and stochastic rationing
Svensson, Lars E. O. - 1980
Persistent link: https://www.econbiz.de/10000082307
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Finite dimensional Markovian realizations for stochastic volatility forward rate models
Björk, Tomas (contributor); Landén, Camilla (contributor);  … - 2002 - [Elektronische Ressource], This version: May 6, 2002
we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …
Persistent link: https://www.econbiz.de/10001664233
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1993 - [2. version]
Persistent link: https://www.econbiz.de/10000885333
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1994
Persistent link: https://www.econbiz.de/10000886335
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Policy rules for inflation targeting
Rudebusch, Glenn D.; Svensson, Lars E. O. - 1998
Persistent link: https://www.econbiz.de/10000662501
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Policy rules for inflation targeting
Rudebusch, Glenn D.; Svensson, Lars E. O. - 1998
Persistent link: https://www.econbiz.de/10000666830
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - In: Cahiers économiques et monétaires (1994), pp. 305-332
Persistent link: https://www.econbiz.de/10001332136
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Policy rules for inflation targeting
Rudebusch, Glenn D.; Svensson, Lars E. O. - 1997
Persistent link: https://www.econbiz.de/10001365737
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Estimating the term structure of interest rates for monetary policy analysis
Dahlquist, Magnus - In: The Scandinavian journal of economics 98 (1996) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10001202145
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Policy rules for inflation targeting
Rudebusch, Glenn D.; Svensson, Lars E. O. - In: Monetary policy rules, (pp. 203-253). 1999
Persistent link: https://www.econbiz.de/10001432799