Karl Walentin

Work experience 2005-present Sveriges Riksbank, Stockholm, Sweden Researcher at the Research Division. Education 2000-2005 New York University, New York, USA Ph.D. in Economics. Main advisor Mark Gertler. Publications “Block Kalman filtering for large-scale DSGE models,” 2009, Computational Economics, Vol. 33(3), pp. 277-304, (with Ingvar Strid). “DSGE Models for Monetary Policy Analysis,” Handbook of Monetary Economics, Vol. 3A, 2010, edited by B. M. Friedman and M. Woodford. (with Lawrence Christiano and Mathias Trabandt). “Earnings Inequality and the Equity Premium,” B.E. Journal of Macroeconomics, Vol. 10: Iss. 1 (Contributions), Article 36. Research, under review for publication “Financial Frictions, Investment and Tobin’s” (with Guido Lorenzoni), Review of Economic Studies, Revise and Re-submit. “Introducing Financial Frictions and Unemployment into a Small Open Economy Model” (with Lawrence Christiano and Mathias Trabandt). “Expectation Driven Business Cycles with Limited Enforcement”. “Housing Collateral and the Monetary Transmission Mechanism”

Macroeconomics, empirical macroeconomics, labor economics, financial economics; in particular financial frictions