Uppsala universitet
 
 
 
 
 
Department of Economics

Annika Alexius

 

Published papers

“Exchange rates and asymmetric shocks in small open economies”, Working Paper No 2005:10, Uppsala University, with Erik Post. Forthcoming in Empirical Economics.

“Production Function Residuals, VAR Technology Shocks, and Hours Worked: Evidence From Industry Data", forthcoming Economics Letters (with Mikael Carlsson)

“Measures of technology and the business cycle”, Review of Economics and Statistics 87, 2005, 229-307, with Mikael Carlsson

“Productitvity shocks and real exchange rates”, Journal of Monetary Economics 52, 2005, 555-566.

”Uncovered interest rate parity revisited”, Review of International Economics 9, 2001, pp 505-517.

“Sources of real exchange rate fluctuations in the Nordic countries”, Scandinavian Journal of Economics 103, 2001, pp 317-331.

"Real exchange rates and fundamentals - evidence from 15 OECD countries", Open Economies Review 11, pp 383-397, 2000. With Jonny Nilsson.

"Pricing to market in Swedish Exports" in Scandinavian Journal of Economics 101, 1999, pp 223-239. With Anders Vredin.

"Inflation rules with consistent escape clauses" European Economic Review 43, 1999, pp 509-523.

"A latent factor model of European exchange rate risk premia" in International Journal of Finance and Economics 4, 1999, pp 217-227. With Peter Sellin.

"Nominal exchange rates and import prices in Sweden", Finnish Economic Papers 10, 1997, pp 99-107.


Unpublished papers

”Can endogenous monetary policy explain the deviations from UIP?” . Working Paper No 2002:17, Uppsala University, with David Kjellberg. Under revision for Economica.

“Far Out on the Yield Curve“, Working Paper No 2004:12, Uppsala University.

”Exchange rates and long-term bonds”, with Peter Sellin. Working Paper No 2002:07, Uppsala University.

”UIP, PPP, and the random walk behaviour of exchange rates at really long horizons”, FIEF Working Paper No 175. (Old title: “How to beat the random walk”).

”UIP for short investments in long term bonds”, Sveriges Riksbank Working Paper Series. No. 115, 2000.

”Monetary policy when credibility and long interest rates matter”, Sveriges Riksbank Working Paper Series No. 68, 1998.

"Long run real exchange rates - A cointegration analysis", Working Paper No. 119, July 1996, Stockholm School of Economics.
[Download in pdf-format]


Other publications

"Strukturell sparandebrist - ett långvarigt problem i svensk ekonomi", Penning- och Valutapolitik 1993:2, med Gunnar Blomberg

"Fördelar och nackdelar med EMU", Penning- och Valutapolitik 1993:2, med Yngve Lindh

"Penningpolitikens effekter på räntebildningen", Penning- och Valutapolitik 1994:1

”Interest rate determination and monetary policy in Sweden”, Arbetsrapport Nr. 1994:17, Sverige Riksbank, med Marianne Wolfbrandt och Fredrika Lindsjö

EU- och EFTA länderna som ett optimalt valutaområde, Arbetsrapport Nr. 1994:35, Sverige Riksbank

"Kronans reala jämviktskurs", Penning- och Valutapolitik 1996:1, med Hans Lindberg

 
©- 2001. UPPSALA UNIVERSITET, Box 256, 751 05 Uppsala |