Access Statistics for Paul Söderlind

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
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 171 0 0 12 457
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 0 0 1 7 1,186
Applied Conintegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 0 3 7 14 493
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 99 0 3 4 294
C-CAPM Without Ex Post Data 0 0 0 34 1 2 11 239
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 174 1 3 6 581
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 105 1 3 8 418
C-CAPM without Ex Post Data 0 0 0 53 1 4 9 242
C-CAPM without Ex Post Data 0 0 0 36 1 4 27 256
Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? 0 0 0 348 0 3 7 958
Devaluation Expectations: The Swedish Krona 1982-1991 0 0 0 158 2 5 15 1,222
Devaluation Expectations: the Swedish Krona 1982-1991 0 0 0 0 1 6 13 529
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 168 0 2 11 606
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 70 0 0 11 1,310
Extracting Expectations about 1992 UK Monetary Policy from Option Prices 0 0 0 72 0 3 6 336
Forward Interest Rates as Indicators of Inflation Expectations 0 0 1 290 0 1 17 1,298
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 1 0 5 12 605
Forward Interest Rates as Indicators of Inflation Expectations 0 0 1 1,010 1 5 10 5,941
Individual Investor Activity and Performance 0 0 0 12 1 6 18 97
Individual Investor Activity and Performance 0 0 2 23 0 5 13 112
Inflation Forecast Uncertainty 0 0 0 497 0 3 19 1,906
Inflation Forecast Uncertainty 0 0 0 184 0 4 15 801
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 1 47 0 2 13 122
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 42 1 3 15 151
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 94 0 0 10 197
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 3 11 277
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 2 5 363
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 1 1 8 373
Market Expectations in the UK Before and After the ERM Crisis 0 0 0 43 0 1 9 1,702
Monetary Policy Effects on Financial Risk Premia 0 0 0 114 0 5 11 320
Monetary Policy and Bond Option Pricing in an Analytical RBC Model 0 0 0 71 0 6 21 928
Monetary Policy and the Fisher Effect 0 0 0 557 1 9 19 2,216
Monetary Policy and the Fisher Effect 0 0 0 361 0 2 11 3,972
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 782 0 0 7 2,472
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 497 0 2 12 1,469
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 1 1 6 17 880
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 378 1 3 25 1,040
New Techniques to Extract Market expectations from Financial Instruments 0 0 0 51 0 2 13 1,107
New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts 0 0 0 346 0 5 10 962
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Performance and Characteristics of Swedish Mutual Funds 0 0 0 33 0 3 8 1,442
Performance and Characteristics of Swedish Mutual Funds 1993-97 0 0 0 337 0 1 10 876
Predicting Stock Price Movements: Regressions versus Economists 0 0 2 122 1 3 10 301
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 53 0 1 7 120
Safe Haven Currencies 2 2 5 102 4 7 18 491
Safe Haven Currencies 0 0 2 231 2 7 22 759
Safe Haven Currencies 2 4 8 196 2 12 38 714
Solution and Estimation of RE Macromodels with Optimal Policy 0 0 0 21 1 5 30 1,638
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 1 5 19 799
THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE 0 0 0 1 0 3 4 342
Target Zone Models and the Intervention Policy; The Swedish Case 0 0 0 2 2 5 13 329
Taylor Rules and the Predictability of Interest Rates 0 0 0 159 0 1 11 505
Taylor Rules and the Predictability of Interest Rates 0 0 0 454 1 7 20 1,185
Testing Competing Factor Pricing Models 0 0 0 21 0 2 18 63
Testing the Basic Target Zone Model on Swedish Data 0 0 0 0 0 2 8 259
The Implementation of SNB Monetary Policy 0 0 0 113 1 5 16 301
The Swedish business cycle: stylized facts over 130 years 0 0 2 365 2 4 14 1,628
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 2 6 12 345
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 1 2 13 281
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 1 5 14 333
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 1 5 11 445
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 0 54 1 5 11 100
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 1 32 1 4 16 112
Understanding FX Liquidity 0 0 0 179 1 5 17 472
What if the Fed Had Been an Inflation Nutter? 0 0 0 106 0 1 4 391
Why Disagreement May Not Matter (much) for Asset Prices 0 0 0 54 1 3 8 152
Total Working Papers 4 6 27 10,485 54 281 1,031 53,648
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Interpretation of SDF Based Performance Measures 0 0 0 2 0 1 7 22
An extended Stein's lemma for asset pricing 0 1 1 48 0 5 11 145
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 256 0 0 9 867
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 22 0 2 7 89
Cyclical Properties of a Real Business Cycle Model 0 0 0 86 0 2 10 476
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES 0 0 1 158 0 0 9 329
Devaluation Expectations: The Swedish Krona 1985-92 0 0 1 62 0 0 6 364
Editorial 0 0 0 2 0 2 4 38
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 153 1 4 10 654
How Do Individual Accounts Work in the Swedish Pension System? 0 1 2 54 0 4 15 180
Individual Investor Activity and Performance 0 0 1 11 0 3 17 89
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 1 2 53 1 5 11 210
Inflation forecast uncertainty 0 0 1 429 1 3 14 935
International Spillovers in an Endogenous Growth Model 0 0 0 0 0 2 3 78
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 1 3 12 186
MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* 0 0 0 34 1 2 5 113
Monetary policy and bond option pricing in an analytical RBC model 0 0 0 93 5 5 10 280
Monetary policy and the Fisher effect 0 0 0 165 0 2 7 431
New techniques to extract market expectations from financial instruments 0 0 0 390 1 6 23 1,073
New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts* 0 0 0 94 2 6 15 315
Nominal Interest Rates as Indicators of Inflation Expectations 0 0 0 1 1 1 5 10
Nonstandard Errors 0 2 7 44 0 9 53 176
Performance and Characteristics of Swedish Mutual Funds 0 0 3 52 1 3 15 202
Predicting stock price movements: regressions versus economists 0 0 0 23 0 0 2 77
Prediction of stock returns (in Russian) 0 0 0 56 0 2 5 179
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 26 1 3 13 125
Safe Haven Currencies 4 14 45 521 14 47 153 1,429
Solution and estimation of RE macromodels with optimal policy 0 0 1 1,177 0 5 21 1,876
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 1 141 0 6 15 338
Testing the basic target zone model on Swedish data 1982-1990 0 0 0 36 0 1 4 107
The C-CAPM without ex post data 0 0 0 6 0 2 14 74
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 1 6 25 227
The implementation of SNB monetary policy 0 0 0 24 2 2 9 107
Understanding FX Liquidity 0 0 1 56 1 3 11 220
Verbal interventions and exchange rate policies: The case of Swiss franc cap 1 3 9 56 5 17 37 189
What if the Fed had been an inflation nutter? 0 0 1 20 1 5 12 127
Why disagreement may not matter (much) for asset prices 0 0 0 15 0 2 8 88
Total Journal Articles 5 22 77 4,499 40 171 607 12,425

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Statistics updated 2026-06-04