Stefan Löfven (S) - fd. statsminister (samlingstråd / mod)

Migrants are not to blame for sexual attacks and terrorism incidents across Europe, the Swedish prime minster told CNBC, just days after his country introduced tighter border controls.

Reports of a rise in sexual assault incidents across major European cities from Cologne to the Swedish capital Stockholm have been blamed by a number of politicians and campaign groups on the influx of migrants to the continent.

But Stefan Löfven, the prime minister of Sweden said that the migrants should not be blamed for attacks in Sweden.

"Sexual harassment is not automatically binding to migration and immigration. We have had sexual harassment in Sweden for many, many years, unfortunately," Löfven told CNBC at the World Economic Forum in Davos on Wednesday.

"What it now takes is to be very clear that this is not appropriate, it is absolutely out of line and we need to take a very clear message now to show to these young girls and women they are of course entitled to walk in the city… without sexual harassment."

The comments come amid continued debate over whether Europe should tighten up its open border policy. Almost every country in the 28-country European Union are part of the "Schengen" zone, where people can travel across common borders without controls.

But recently, Denmark and Sweden have tightened up checks at their common border, highlighting the tension of the movement of migrants across the continent.

"The Schengen zone needs to be taken care of much more carefully…we need to make sure that the Schengen borders are handled in the correct way and safe way because if we don't that that will jeopardize the inner movement," Löfven said.