Central Bank Forecasts of Policy Interest Rates - Konjunkturinstitutet

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Titles in the Working Paper SeriesNo Author Title Year1 Warne, Anders and Current Account and Business Cycles: Stylized Facts 1989Anders Vredin for Sweden2 Östblom, Göran Change in Technical Structure of the Swedish 1989Economy3 Söderling, Paul Mamtax. A Dynamic CGE Model for Tax Reform 1989Simulations4 Kanis, Alfred and The Supply Side of the Econometric Model of the 1990Aleksander Markowski NIER5 Berg, Lennart The Financial Sector in the SNEPQ Model 19916 Ågren, Anders and Bo Consumer Attitudes, Buying Intentions and1991JonssonConsumption Expenditures. An Analysis of theSwedish Household Survey Data7 Berg, Lennart and A Quarterly Consumption Function for Sweden 1979- 1991Reinhold Bergström 19898 Öller, Lars-Erik Good Business Cycle Forecasts - A Must for 1992Stabilization Policies9 Jonsson, Bo and Forecasting Car Expenditures Using Household 1992Anders Ågren10 Löfgren, Karl-Gustaf,Bo Ranneby and SaraSjöstedtSurvey DataForecasting the Business Cycle Not Using MinimumAutocorrelation Factors11 Gerlach, Stefan Current Quarter Forecasts of Swedish GNP UsingMonthly Variables12 Bergström, Reinhold The Relationship Between Manufacturing Productionand Different Business Survey Series in Sweden13 Edlund, Per-Olov and Forecasting the Swedish Unemployment Rate: VARSune Karlsson vs. Transfer Function Modelling14 Rahiala, Markku and Business Survey Data in Forecasting the Output ofTimo Teräsvirta Swedish and Finnish Metal and EngineeringIndustries: A Kalman Filter Approach15 Christofferson,Anders, RolandRoberts and UllaErikssonThe Relationship Between Manufacturing and VariousBTS Series in Sweden Illuminated by Frequency andComplex Demodulate Methods16 Jonsson, Bo Sample Based Proportions as Values on anIndependent Variable in a Regression Model17 Öller, Lars-Erik Eliciting Turning Point Warnings from BusinessSurveys18 Forster, Margaret M Volatility, Trading Mechanisms and InternationalCross-Listing19 Jonsson, Bo Prediction with a Linear Regression Model and Errorsin a Regressor1992199219921992199219921992199219921992
20 Gorton, Gary andRichard RosenCorporate Control, Portfolio Choice, and the Declineof Banking21 Gustafsson, Claes- The Index of Industrial Production – A FormalHåkan and Åke Description of the Process Behind itHolmén22 Karlsson, Tohmas A General Equilibrium Analysis of the Swedish TaxReforms 1989-199123 Jonsson, Bo Forecasting Car Expenditures Using HouseholdSurvey Data- A Comparison of Different Predictors199319931993199324 Gennotte, Gerard and Low Margins, Derivative Securitites and Volatility 1993Hayne Leland25 Boot, Arnoud W.A. Discretion in the Regulation of U.S. Banking 1993and Stuart I.Greenbaum26 Spiegel, Matthew and Does Round-the-Clock Trading Result in Pareto 1993Deane J. Seppi Improvements?27 Seppi, Deane J. How Important are Block Trades in the Price 1993Discovery Process?28 Glosten, Lawrence R. Equilibrium in an Electronic Open Limit Order Book 199329 Boot, Arnoud W.A., Reputation and Discretion in Financial Contracting 1993Stuart I Greenbaumand Anjan V. Thakor30a Bergström, Reinhold The Full Tricotomous Scale Compared with Net 1993Balances in Qualitative Business Survey Data –Experiences from the Swedish Business TendencySurveys30b Bergström, Reinhold Quantitative Production Series Compared with 1993Qualiative Business Survey Series for Five Sectors ofthe Swedish Manufacturing Industry31 Lin, Chien-Fu Jeff and Testing the Constancy of Regression Parameters 1993Timo Teräsvirta Against Continous Change32 Markowski,Aleksander andParameswarNandakumarA Long-Run Equilibrium Model for Sweden. TheTheory Behind the Long-Run Solution to theEconometric Model KOSMOS199333 Markowski,Aleksander and TonyPersson34 Kanis, Alfred andBharat Barot35 Kääntä, Pekka andChrister Tallbom36 Ohlsson, Henry andAnders VredinCapital Rental Cost and the Adjustment for theEffects of the Investment Fund System in theEconometric Model Kosmos1993On Determinants of Private Consumption in Sweden 1993Using Business Survey Data for Forecasting SwedishQuantitative Business Cycle Varable. A Kalman FilterApproachPolitical Cycles and Cyclical Policies. A New TestApproach Using Fiscal Forecasts19931993
Page 1: Working PaperNo. 128. Januari 2013C
Page 4 and 5: NIER prepares analyses and forecast
Page 6 and 7: Summary in SwedishPå senare år ha
Page 9 and 10: 71. IntroductionCentral bank transp
Page 11 and 12: 9Figure 1. Policy interest rates in
Page 13 and 14: 11Table 1. RMSEs and results from t
Page 15 and 16: 13wheree are the forecast errors of
Page 17 and 18: 15However, both central-bank projec
Page 19 and 20: 17Rudebusch, G. D. (2008), “Publi
Page 21 and 22: 19Figure A3. Forecast errors at the
Page 23: 21Figure A7. Forecast errors at the
Page 27 and 28: 54 Östblom, Göran Emissions to th
Page 29 and 30: 90 Henrik Braconier, A New Method f
Page 31 and 32: 124 Patrik Baard, HenrikCarlsen, Ka

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