Access Statistics for Pär Österholm

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A residual-based cointegration test for near unit root variables 4 11 59 124 10 33 147 262
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 2 8 37 79 7 18 96 215
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 5 20 85 3 13 72 173
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 0 3 7 32 60
Does Unemployment Hysteresis Equal Employment Hysteresis? 2 6 19 100 7 19 64 282
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 3 3 3 3 6 7 7 7
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 0 5 5 5 5
Does money still matter for U.S. output? 0 1 1 1 0 1 1 1
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 4 8 31 316 13 25 123 1,077
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 5 27 57 5 12 76 162
Imperfect Central Bank Communication - Information versus Distraction 1 3 27 55 1 5 51 118
Imperfect Central Bank Communication: Information versus Distraction 2 4 34 34 7 18 122 122
Imperfect Central Bank Communication: Information versus Distraction 2 6 30 82 5 12 66 185
Improving Unemployment Rate Forecasts Using Survey Data 22 25 25 25 14 17 17 17
Incorporating Judgement in Fan Charts 3 5 28 109 6 9 56 264
Incorporating judgement in fan charts 2 4 17 84 7 12 53 261
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 2 2 13 127 2 2 25 303
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 7 16 39 105 8 31 76 167
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 1 2 26 232 1 5 55 680
Testing for Purchasing Power Parity in Cointegrated Panels 3 7 32 65 5 16 74 147
Testing for Purchasing Power Parity in Cointegrated Panels 1 4 22 104 3 14 51 140
Testing for cointegration using the Johansen methodology when variables are near-integrated 11 34 119 195 42 118 378 527
Testing the expectations hypothesis when interest rates are near integrated 1 2 34 34 4 6 55 55
The Effect of External Conditions on Growth in Latin America 1 4 16 63 2 6 47 145
The Effect on the Swedish Real Economy of the Financial Crisis 12 22 62 62 18 33 89 89
The Impact of Demography on the Real Exchange Rate 0 0 0 110 1 7 55 694
The Rise and Fall of U.S. Inflation Persistence 0 1 16 76 2 6 44 176
The Taylor Rule: A Spurious Regression? 3 14 75 637 12 28 141 1,588
The rise and fall of U.S. inflation persistence 2 7 35 165 5 14 108 403
Total Working Papers 91 209 847 3,129 204 499 2,186 8,325

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy 1 2 15 15 4 8 32 32
A structural Bayesian VAR for model-based fan charts 2 4 19 31 2 5 34 59
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 2 7 21 4 7 28 79
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 1 5 16 1 4 22 70
Does money still matter for U.S. output? 0 5 12 12 1 9 28 28
Forecasting real exchange rate trends using age structure data -- the case of Sweden 1 1 9 62 2 5 42 288
Hysteresis and non-linearities in unemployment rates 0 1 4 39 0 2 14 98
Incorporating Judgement in Fan Charts 2 3 3 3 5 11 13 13
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 16 70 0 0 31 163
Population age structure and real exchange rates in the OECD 1 4 11 75 2 7 36 194
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 2 6 23 29 6 12 66 90
Size properties of cointegration tests in misspecified systems 0 1 3 34 0 2 7 85
Testing the expectations hypothesis when interest rates are near integrated 0 2 5 5 15 38 64 64
The Taylor Rule: A Spurious Regression? * 0 0 6 78 1 1 15 167
The Taylor rule and real-time data -- a critical appraisal 0 3 15 58 0 3 23 112
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 6 40 0 0 12 94
The time-series properties of Norwegian inflation and nominal interest rate 0 6 17 17 3 12 46 46
Time-varying inflation persistence in the Euro area 4 6 14 14 7 12 35 35
Total Journal Articles 13 47 190 619 53 138 548 1,717
1 registered items for which data could not be found
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Statistics updated 2009-11-04