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Unpublished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.
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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