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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 Note of Caution on the Relation Between Money Growth and Inflation 0 0 1 17 0 2 10 34
A Note of Caution on the Relation between Money Growth and Inflation 0 0 2 45 0 0 10 50
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 0 0 6 293
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 0 3 82
A residual-based cointegration test for near unit root variables 0 0 1 247 0 1 4 679
Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey 0 0 0 18 0 0 3 25
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 0 0 2 77
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 1 1 1 139 1 1 3 195
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 0 0 0 208
Do Inflation Expectations Granger Cause Inflation? 0 0 1 51 0 1 3 73
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 0 0 3 86
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 0 2 91
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 0 0 0 348
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 0 0 0 436
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 5 86 0 1 8 198
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 0 0 0 185
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 0 2 4 509
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 0 0 3 220
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 0 1 2 183
Does money still matter for U.S. output? 0 0 0 49 0 0 1 137
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 1 1 95
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 0 1 112
Effects of US Policy Uncertainty on Swedish GDP Growth 0 2 3 101 0 3 10 188
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 0 1 2 1,358
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 0 0 394
Forecasting Business Investment in the Short Term Using Survey Data 0 0 1 65 0 1 4 96
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 116 0 0 1 319
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 0 2 78
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 0 0 4 49
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 0 0 95
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 0 1 3 301
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 114 0 0 1 311
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 58 0 0 8 254
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 0 0 1 257
Incorporating Judgement in Fan Charts 0 0 0 149 0 0 0 391
Incorporating judgement in fan charts 0 0 0 109 0 0 0 375
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 1 1 3 45
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 0 2 431
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 0 226 0 1 6 474
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 1 1 93
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 1 105
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 0 1 159
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 0 1 1 201
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 0 0 4 19
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 1 51 1 1 3 69
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 0 2 62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 0 3 71
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances 0 0 0 25 0 0 0 51
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 0 1 4 129
Point versus Band Targets for Inflation 0 0 1 121 0 0 3 254
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 1 126 0 0 3 153
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 0 0 1 94
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 0 0 4 105
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 0 1 1 438
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 0 1 4 787
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 0 0 240
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 0 1 402
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 1 3 7 2,759
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 4 293
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 0 1 312
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 0 1 431
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 2 3 5 132
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 1 48 1 3 8 40
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 0 1 4 151
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 0 3 840
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 3 82 0 0 4 163
The Persistent Labour-Market Effects of the Financial Crisis 0 0 1 93 0 0 1 223
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 0 108 1 1 1 210
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 0 1 3 79
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 1 62 0 0 7 175
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 0 0 316
The Taylor Rule: A Spurious Regression? 0 0 0 971 0 0 1 2,343
The rise and fall of U.S. inflation persistence 0 0 0 215 0 1 2 553
Trend Inflation in Sweden 0 0 0 80 0 1 4 143
US Interest Rates: Are Relations Stable? 0 0 8 17 0 0 16 30
Unemployment and Labour Force Participation in Sweden 0 0 0 100 0 0 4 229
VAR Models with Fat Tails and Dynamic Asymmetry 1 2 6 6 1 3 12 12
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 0 0 29
Total Working Papers 2 5 44 8,601 10 42 241 22,627

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 0 0 1 77 2 2 4 214
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 1 16 0 0 2 46
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 1 6 22 3 5 14 77
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 0 1 1 66
A note of caution on the relation between money growth and inflation 0 0 2 4 0 1 15 21
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 0 0 0 0 0 0
A note on the stability of the Swedish Phillips curve 0 0 2 22 2 2 9 98
A structural Bayesian VAR for model-based fan charts 0 0 0 105 0 0 0 240
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 0 0 0 0 0 0 0
An international analysis of the trend five‐year government bond rate 1 1 1 1 1 1 1 1
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 0 4 4 0 1 7 8
Anchoring in surveys of household expectations 0 0 0 13 0 2 2 47
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 0 0 3 206
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 1 1 2 62
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 0 1 12
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 0 0 1 34
Do inflation expectations granger cause inflation? 0 1 2 20 0 2 4 77
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 0 0 35
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 1 1 3 44 2 2 5 161
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 3 44 1 2 10 139
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 1 8 200
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 2 2 2 2 5 5 5
Does money still matter for U.S. output? 0 0 0 45 2 2 2 163
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 1 2 2 149
Effects of US policy uncertainty on Swedish GDP growth 0 1 3 43 1 5 12 131
Estimating the US trend short-term interest rate 0 0 3 5 0 0 7 14
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 1 1 1 121
Fat tails in leading indicators 0 0 0 14 2 3 6 39
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 0 1 60
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 1 95 0 2 5 255
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 0 1 4 405
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 17 0 0 3 48
Hysteresis and non-linearities in unemployment rates 0 1 1 66 0 1 2 199
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 2 8 320
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 0 1 226
Incorporating Judgement in Fan Charts 0 0 0 51 0 0 1 186
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 2 5 1 1 4 22
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 1 2 277
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 0 0 4 148
Macroeconomic effects of a decline in housing prices in Sweden 0 1 2 50 1 2 6 200
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 1 1 1 6
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 0 2 83
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations 0 0 0 3 1 1 3 14
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 0 0 2 13
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 0 0 23
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 1 1 2 46
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 1 2 0 0 2 6
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 0 0 0 37
Population age structure and real exchange rates in the OECD 0 0 1 174 0 0 2 469
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 1 28 1 3 38 246
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 1 1 3 285
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 0 3 138
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 0 0 1 59
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 1 68 1 3 10 237
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 1 1 4 211
The Effect of External Conditions on Growth in Latin America 0 0 0 56 0 0 4 216
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 3 36 1 3 15 162
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 3 55 1 1 7 130
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 0 6 2 4 5 21
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 2 7 333
The Taylor Rule: A Spurious Regression? 0 0 1 126 0 1 4 314
The Taylor rule and real-time data - a critical appraisal 0 0 1 97 0 1 3 222
The effect on the Swedish real economy of the financial crisis 0 0 0 66 1 1 2 241
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 1 14 0 1 4 55
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 3 7 0 0 13 24
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 0 1 55
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 0 2 270
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 4 9 244
The persistent labour-market effects of the financial crisis 0 0 0 14 0 1 3 92
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 2 2 3 89
The properties of survey-based inflation expectations in Sweden 0 0 0 36 0 0 0 121
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 1 1 10 0 1 2 26
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 3 3 8 126
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 0 4 8 164
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 1 1 135
Time variation in Okun’s law in Sweden 0 1 2 19 0 2 7 62
Time-varying inflation persistence in the Euro area 0 0 0 81 1 3 5 191
Trend Inflation in Sweden 0 0 0 0 0 0 1 2
Unemployment and labour-force participation in Sweden 0 0 1 126 1 2 6 343
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 14 0 0 3 64
Total Journal Articles 4 12 63 3,137 44 99 361 10,287

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Statistics updated 2025-08-05