Access Statistics for Johan Lyhagen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Linear Time Series Model with Misleading Nonlinear Properties 0 0 0 7 1 4 11 747
A long memory panel unit root test: PPP revisited 0 0 0 384 1 7 9 1,600
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 0 15 38 595
An ARCH Robust STAR Test 0 0 0 127 1 5 8 811
Efficient estimation of price adjustment coefficients 0 0 1 144 0 5 11 941
Forecasting performance of seasonal cointegration models 0 0 0 354 0 9 13 1,128
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 1 759 2 4 11 2,039
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 1 10 11 1,412
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 1 3 11 1,473
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 0 6 7 1,647
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 0 3 5 431
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 1 10 12 1,282
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 2 5 6 551
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 1 3 4 572
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 1 2 5 407
Testing for Independence in Multivariate Duration Models 0 0 0 146 0 4 10 901
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 2 5 407
Testing for common cointegrating rank in dynamic panels 0 0 0 234 0 4 13 844
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 0 5 9 1,043
The seasonal KPSS statistic 0 0 0 164 1 5 9 706
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 0 5 7 777
Why not use standard panel unit root test for testing PPP 0 0 0 351 0 2 9 1,026
Total Working Papers 0 0 2 5,155 14 118 224 21,340

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A matrix evaluation of the moving-average representation 0 0 0 34 0 5 6 135
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 5 9 123
Forecasting performance of seasonal cointegration models 0 0 0 20 1 2 4 98
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 0 6 11 186
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 0 4 9 418
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 1 6 13 756
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 0 0 3 173
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 0 1 17 0 2 5 46
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 2 7 56
Total Journal Articles 0 0 1 373 2 32 67 1,991

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Statistics updated 2026-04-09