Printed from https://ideas.repec.org/s/ice/wpaper.html
Content
2024
- wp97 Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland
by Thorarinn Petursson - wp96 Testing optimal monetary policy in a currency union
by Bjarni G. Einarsson - wp95 Online Monitoring of Policy Optimality
by Bjarni G. Einarsson
2023
- wp94 Monetary transmission in Iceland - Evidence from a structural VAR model
by Thorarinn G. Petursson - wp93 A financial conditions index for Iceland
by Eysteinn Einarsson & Stella Einarsdottir & Tomas Dan Halldorsson & Vedis Sigridur Ingvarsdottir - wp92 Does mandatory saving crowd out voluntary saving?
by Svend E. Hougaard Jensen & Sigurdur P. Olafsson & Arnaldur Stefansson & Thorsteinn S. Sveinsson & Gylfi Zoega - wp91 Participation in supplementary pension savings in Iceland
by Asgeir Danielsson & Rannveig Sigurdardottir & Svava J. Haraldsdottir
2022
- wp90 What a difference a decade makes - survey evidence from Icelandic firms
by Adalheidur O. Gudlaugsdottir & Karen A. Vignisdottir & Lilja S. Kro - wp89 Mapping educational disparities in life-cycle consumption
by Svend E. Hougaard Jensen & Sigurdur P. Olafsson & Thorsteinn S. Sveinsson & Gylfi Zoega - wp88 Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model
by Stefán Thórarinsson
2021
- wp87 Wages and prices of foreign goods in the inflationary process in Iceland
by Asgeir Danielsson - wp86 The currency that came in from the cold - Capital controls and the information content of order flow
by Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale - wp85 Exchange rate pass-through, monetary policy, and real exchange rates - Iceland and the 2008 crisis
by Sebastian Edwards & Luis Cabezas
2020
- wp84 DYNIMO - Version III. A DSGE model of the Icelandic economy
by Stefán Thórarinsson - wp83 Volatility of national account data for Iceland and other OECD countries
by Á sgeir Daníelsson
2019
- wp82 QMM A Quarterly Macroeconomic Model of the Icelandic Economy Version 4.0
by Ásgeir Daníelsson & Lúdvik Elíasson & Magnús F. Gudmundsson & Svava J. Haraldsdóttir & Lilja S. Kro & Thórarinn G. Pétursson & Thorsteinn S. Sveinsson - wp81 Long-term inflation expectations and inflation dynamics
by Thórarinn G. Pétursson - wp80 Financial cycles as early warning indicators - Lessons from the Nordic region
by Önundur Páll Ragnarsson & Jón Magnús Hannesson & Loftur Hreinsson - wp79 The Central Bank of Iceland's liquidity management system
by Ragnheiður Jónsdóttir
2018
- wp78 The common component of the CPI - A trendy measure of Icelandic underlying inflation
by Aðalheiður Ó. Guðlaugsdóttir & Lilja S. Kro - wp77 Disinflation and improved anchoring of long-term inflation expectations - The Icelandic experience
by Thórarinn G. Pétursson - wp76 Short-term renting of residential apartments. Effects of Airbnb in the Icelandic housing market
by Lúðvík Elíasson & Önundur Páll Ragnarsson
2017
- wp75 The Central Bank of Iceland’s approach to stress testing the Icelandic banking system
by E. Kaloinen & J.M. Hannesson & Ö.P. Ragnarsson & H. Jónsdóttir & E.Þ. Þórarinsson
2016
- wp74 Estimating the Natural Interest Rate for Iceland: An Exploratory Study
by Ásgeir Daníelsson & Ólafur Sindri Helgason & Stefán Thórarinsson - wp73 Small open economies in the vast oceanof global high finance
by Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson - wp72 The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles
by Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson
2015
- wp71 QMM - A Quarterly Macroeconomic Model of the Icelandic Economy
by Ásgeir Daníelsson & Bjarni G. Einarsson & Magnús F. Guðmundsson & Svava J. Haraldsdóttir & Thórarinn G. Pétursson & Signý Sigmundardóttir & Jósef Sigurðarson & Rósa Sveinsdóttir - wp70 Do Interest Rates Affect the Exchange Rate under Capital Controls? An event study of Iceland’s experience with capital controls
by Ágúst Arnórsson & Gylfi Zoega - wp69 The Ins and Outs of Icelandic Unemployment
by Bjarni G. Einarsson - wp68 The long history of financial boom-bust cycles in Iceland - Part I: Financial crises
by Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson
2014
- wp67 A Dynamic Factor Model for Icelandic Core Inflation
by Bjarni G. Einarsson - wp66 Icelandic boom and bust - Immigration and the housing market
by Lúðvík Elíasson - wp65 Should Icelandic pension funds hedge currency risk in their foreign investments?
by Ásgeir Daníelsson
2013
- wp64 How "Natural" is the Natural Rate? Unemployment Hysteresis in Iceland
by Bjarni G. Einarsson & Jósef Sigurdsson - wp63 On our own? The Icelandic business cycle in an international context
by Bjarni G. Einarsson & Gudjón Emilsson & Svava J. Haraldsdóttir & Thórarinn G. Pétursson & Rósa B. Sveinsdóttir - wp62 The Icelandic banking collapse - was the optimal policy path chosen?
by Thorsteinn Thorgeirsson & Paul van den Noord - wp61 Capital Investment and Equilibrium Unemployment
by Jósef Sigurdsson - wp60 The production and export structure of the Icelandic economy. An international comparison
by Bjarni G. Einarsson & Gudjón Emilsson & Svava J. Haraldsdóttir & Ólafur Ö. Klemensson & Thórarinn G. Pétursson & Rósa B. Sveinsdóttir
2012
- wp59 Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database
by Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir - wp58 Mandatory pension savings, private savings, homeownership, and financial stability
by Asgeir Danielsson - wp57 Unemployment A Variance Decomposition of Index-Linked Bond Returns
by Francis Breedon
2011
- wp56 Unemployment Dynamics and Cyclical Fluctuations in the Icelandic Labour Market
by Jósef Sigurdsson - wp55 Evidence of Nominal Wage Rigidity and Wage Setting from Icelandic Microdata
by Jósef Sigurdsson & Rannveig Sigurdardottir - wp54 Price setting in turbulent times
by Thorvardur Tjörvi Ólafsson & Ásgerdur Pétursdóttir & Karen Á. Vignisdóttir - wp53 Exchange Rate Policy in Small Rich Economies
by Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose
2010
- wp52 Longevity, Growth and Intergenerational Equity - The Deterministic Case
by Torben M. Andersen & Marias H. Gestsson - wp51 Weathering the financial storm: The importance of fundamentals and flexibility
by Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson - wp50 A DSGE model for Iceland
by Martin Seneca - wp49 Investment-specific technology shocks and consumption
by Fransesco Furlanetto & Martin Seneca - wp48 New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations
by Fransesco Furlanetto & Martin Seneca
2009
- wp47 A double-edged sword. High interest rates in capital-control regimes
by Gylfi Zoega - wp46 Employment and Asset Prices
by Gylfi Zoega - wp45 Survey Evidence on Customer Markets
by Ali Choudhary & Thorlakur Karlsson & Gylfi Zoega - wp44 QMM. A steady state version
by Ásgeir Daníelsson - wp43 Does inflation targeting lead to excessive exchange rate volatility?
by Thórarinn G. Pétursson - wp42 Inflation control around the world: Why are some contries more successful than others?
by Thórarinn G. Pétursson - wp41 QMM. A Quarterly Macroeconomic Model of the Icelandic Economy
by Ásgeir Daníelsson & Magnús F. Gudmundsson & Svava J. Haraldsdóttir & Thorvardur T. Ólafsson & Ásgerdur Ó. Pétursdóttir & Thórarinn G. Pétursson & Rósa Sveinsdóttir
2008
- wp40 How hard can it be? Inflation control around the world
by Thórarinn G. Pétursson - wp39 Accuracy in forecasting macroeconomic variables in Iceland
by Ásgeir Daníelsson - wp38 The great moderation Icelandic style
by Ásgeir Daníelsson
2007
- wp37 Asymmetric Labor Market Institutions in the EMU: positive and normative implications
by Mirko Abbritti & Andreas Mueller - wp36 Forecasting the Icelandic business cycle using vector autoregressive models
by Bruno Eklund - wp35 Computational Efficiency in Bayesian Model and Variable Selection
by Jana Eklund & Sune Karlsson - wp34 An Embarrassment of Riches: Forecasting Using Large Panels
by Jana Eklund & Sune Karlsson - wp33_bruno Predicting recessions with leading indicators: An application on the Icelandic economy
by Bruno Eklund
2006
- wp32 QMM A Quarterly Macroeconomic Model of the Icelandic Economy
by Ágeir Daníelsson & Lúdvík Elíasson & Magnús F. Gudmundsson & Björn A. Hauksson & Ragnhildur Jónsdóttir & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson - wp31_tjorvi The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy
by Thorvardur Tjörvi Ólafsson - wp30_benhunt Simple efficient policy rules and inflation control in Iceland
by Ben Hunt - wp29_ludvikthorar The residential housing market in Iceland: Analysing the effects of the recent mortgage market restructuring
by Lúðvík Elíasson & Thórarinn G. Pétursson
2005
- wp28_jonst The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models
by Jon Steinsson - wp27_bjorn Aggregate business fixed investment
by Björn A. Hauksson
2004
- wp26_thorarinn Out in the cold? Iceland’s trade performance outside the EU
by Francis Breedon & Thórarinn G. Pétursson - wp25_ludvik Resource Policy in an Endogenously Growing Economy
by Ludvik Eliasson - wp24_smith Global Shocks and Unemployment Adjustment
by Ron Smith & Gylfi Zoega - wp23_thorarinn The effects of inflation targeting on macroeconomic performance
by Thórarinn G. Pétursson - wp22_asgeir Sluggish exit and entry of labour and capital, stability and effects of taxes and subsidies in models of fisheries
by Asgeir Danielsson
2003
- wp21_tor Bank Intermediation and Persistent Liquidity Effects in the Presence of a Frictionless Bond Market
by Tor Einarsson & Milton H. Marquis
2002
- wp20_ludvik Renewable Resources In An Endogenously Growing Economy: Balanced Growth And Transitional Dynamics
by Lúdvík Elíasson & Stephen J. Turnovsky - wp19_zoega Regional Business Cycles And The Natural Rate Of Unemployment
by Gylfi Zoëga - wp18_tor Small Open Economy Model With Domestic Resource Shocks: Monetary Union Vs. Floating Exchange Rate
by Tor Einarsson - wp17_zoega Inflation and unemployment in Iceland in the light of natural-rate theory
by Gylfi Zoëga - wp16_thorarinn Wage and price formation in a small open Economy: Evidence from Iceland
by Thórarinn G. Pétursson
2001
- wp15_stiglitz Monetary and exchange rate policy in small open economies: the case of Iceland
by Joseph Stiglitz - wp14_thorarinn The transmission mechanism of monetary policy: Analysing the financial market pass-through
by Thórarinn G. Pétursson - wp13_gudmundur Calculation of flows and disaggregation of accumulated values
by Gudmundur Gudmundsson - wp12 The representative household's demand for money in a cointegrated VAR model
by Thórarinn G. Pétursson
2000
- wp11 Optimal monetary policy in an economy with inflation persistence
by Jón Steinsson - wp10 Is Iceland an Optimal Currency Area?
by Willem H. Buiter - wp09 Financial stability and the Macroeconomy
by Frederic S. Mishkin - wp08 Optimal Exchange Rate Policy: The Case of Iceland
by Már Guðmundsson & Thórarinn G. Pétursson & Arnór Sighvatsson - wp07 Business cycle forecasting and regime switching
by Thórarinn G. Pétursson - wp06 Prospects of Icelandic pension funds
by Guðmundur Guðmundsson
1999
- wp05 Financial indexation and interest rate policy in Iceland
by Bjarni Bragi Jónsson - wp04 Small states on the fringes of big currency areas: Experiences and the policy options of small non-EU European states
by Már Guðmundsson - wp03 EMU and the Icelandic labour market
by Sveinn Agnarsson & Axel Hall & Tryggvi Thor Herbertsson & Sigurður Ingólfsson & Gylfi Magnússon & Gylfi Zoega
1998
- wp02 A model of inflation with variable time lags
by Guðmundur Guðmundsson - wp01 Inflation and disinflation in Iceland
by Palle S. Andersen & Már Guðmundsson