Access Statistics for Eric Olson

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
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 60 1 2 9 129
Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa 0 0 2 37 0 0 8 87
Total Working Papers 0 0 2 97 1 2 17 216


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Historical Analysis of the Taylor Curve 0 0 1 35 0 2 5 99
A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set 0 0 0 0 0 0 1 5
An empirical investigation of the Taylor curve 0 1 1 60 0 1 5 169
An evaluation of ECB policy in the Euro's big four 0 0 1 8 2 2 8 42
Asymmetric tax multipliers 0 0 2 25 2 2 11 86
Discretionary monetary policy, quantitative easing and the decline in US labor share 0 0 1 11 0 2 5 49
Do commodities make effective hedges for equity investors? 0 0 4 13 0 1 13 30
Estimates of Okun's law using a new output gap measure 2 9 9 9 4 16 16 16
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 1 1 0 1 5 12
Income inequality and household debt: a cointegration test 0 0 3 25 0 0 6 72
Income inequality, equities, household debt, and interest rates: Evidence from a century of data 1 4 15 29 2 7 59 117
Nonlinear Taylor rules: evidence from a large dataset 0 1 15 19 0 1 27 43
Presidential approval and macroeconomic conditions: evidence from a nonlinear model 0 0 1 1 0 0 1 1
Tax multipliers and monetary policy: Evidence from a threshold model 0 0 1 14 1 2 3 37
The International Effects of US Uncertainty 0 1 1 11 0 2 4 25
The relationship between energy and equity markets: Evidence from volatility impulse response functions 1 1 5 22 2 5 19 104
The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis 0 0 0 14 1 1 6 68
The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model 3 6 16 111 4 9 34 299
Using Romer and Romer's new measure of monetary policy shocks to identify the AD and AS shocks 0 0 2 99 1 1 5 387
Was the Euro good for Greece? 0 0 1 19 0 3 8 60
“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads 0 1 4 69 0 3 9 383
Total Journal Articles 7 24 84 595 19 61 250 2,104


Statistics updated 2019-07-03