Ann-Charlotte Eliasson Kjellberg

Curriculum vitae
E-mail: [email protected]
Phone: +46 8 790 8000
Ann-Charlotte Eliasson Kjellberg
Current positions: Head of Risk Solutions Advisory & Sales, Nordics & Baltics, SAS
Institute AB, Stockholm (2011 - ) Adjunct Professor applied financial mathematics
within banking and finance, Indek, KTH, Stockholm (2010- )
Earlier positions: Head of Risk Solutions Advisory & Sales, Sweden, SAS Institute
AB, Stockholm (2006-2011). Fixed Income Quantitative Strategist, Deutsche Bank,
Frankfurt am Main (2000-2006). SEB Country Analyst, Stockholm (1999-2000).
Research Department IMF(1998)
Education: PhD in Econometrics, Stockholm School of Economics (1999), Visiting Graduate
Student in Econometrics UCSD, San Diego, USA (1997), MSc in Statistics, Stockholm
University (1995), BA Economics, Stockholm University (1994).
Selected Publications: “Nonlinear error-correction and the UK demand for broad money,
1878-1993” (co-with Timo Teräsvirta) Journal of Applied Econometrics, (2001), 16, 3, pp.
277-288. “Inflation Targeting with NAIRU Uncertainty and Endogenous Policy Credibility”
(with Peter Isard and Douglas Laxton) Journal of Economic Dynamics and Control, (2001),
25, 1-2, pp. 115-148.Working paper IMF 01/7 (www.imf.org). “Simple Monetary Policy Rules
under Model Uncertainty” (with Peter Isard and Douglas Laxton) International Finance and
Financial Crises: Essays in Honor of Robert P. Flood, Jr., Peter Isard, Assaf Razin, and
Andrew K. Rose (eds.) (Washington: IMF and Boston: Kluwer) International Tax and public
Finance, (1999), 6, 537-577.Working paper IMF 99/75 (www.imf.org) “Detecting equilibrium
correction with smoothly time-varying strength” Studies in Nonlinear Dynamics and
Econometrics (2001), Vol5, issue 2, Article 2 (http://mitpress.mit.edu/e-journals/SNDE/)
96.09.05 rev 99.04.07,
01.01.15, 02.01.03, 03.05.16