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 0 0 0 7 1,186
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 171 1 1 12 458
Applied Conintegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 0 0 3 14 493
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 99 0 2 6 296
C-CAPM Without Ex Post Data 0 0 0 34 0 1 10 239
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 105 1 3 10 420
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 174 1 2 7 582
C-CAPM without Ex Post Data 0 0 0 53 0 2 10 243
C-CAPM without Ex Post Data 0 0 0 36 0 1 27 256
Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? 0 0 0 348 1 5 12 963
Devaluation Expectations: The Swedish Krona 1982-1991 0 0 0 158 0 3 16 1,223
Devaluation Expectations: the Swedish Krona 1982-1991 0 0 0 0 0 1 13 529
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 168 0 0 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 1 7 337
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 290 0 1 16 1,299
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 1 2 3 15 608
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 1,010 0 1 9 5,941
Individual Investor Activity and Performance 1 1 3 24 1 1 14 113
Individual Investor Activity and Performance 0 0 0 12 0 1 18 97
Inflation Forecast Uncertainty 0 0 0 184 0 0 14 801
Inflation Forecast Uncertainty 0 0 0 497 0 0 18 1,906
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 42 0 1 15 151
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 1 47 0 0 13 122
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 94 0 1 11 198
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 0 11 277
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 0 4 363
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 1 3 10 375
Market Expectations in the UK Before and After the ERM Crisis 0 0 0 43 0 0 9 1,702
Monetary Policy Effects on Financial Risk Premia 0 0 0 114 0 0 11 320
Monetary Policy and Bond Option Pricing in an Analytical RBC Model 0 0 0 71 0 0 21 928
Monetary Policy and the Fisher Effect 0 0 0 557 0 2 20 2,217
Monetary Policy and the Fisher Effect 0 0 0 361 2 2 13 3,974
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 497 0 0 12 1,469
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 0 378 0 1 25 1,040
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 1 0 1 17 880
New Techniques to Extract Market expectations from Financial Instruments 0 0 0 51 0 0 13 1,107
New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts 0 0 0 346 0 0 10 962
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Performance and Characteristics of Swedish Mutual Funds 0 0 0 33 0 0 8 1,442
Performance and Characteristics of Swedish Mutual Funds 1993-97 0 0 0 337 0 0 10 876
Predicting Stock Price Movements: Regressions versus Economists 0 0 2 122 1 3 12 303
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 53 0 1 8 121
Safe Haven Currencies 0 2 8 196 2 5 39 717
Safe Haven Currencies 0 0 2 231 0 3 23 760
Safe Haven Currencies 0 2 5 102 1 8 22 495
Solution and Estimation of RE Macromodels with Optimal Policy 0 0 0 21 0 1 30 1,638
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 0 1 19 799
THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE 0 0 0 1 0 1 4 343
Target Zone Models and the Intervention Policy; The Swedish Case 0 0 0 2 1 3 14 330
Taylor Rules and the Predictability of Interest Rates 0 0 0 159 1 1 11 506
Taylor Rules and the Predictability of Interest Rates 0 0 0 454 0 1 19 1,185
Testing Competing Factor Pricing Models 0 0 0 21 1 1 19 64
Testing the Basic Target Zone Model on Swedish Data 0 0 0 0 0 0 8 259
The Implementation of SNB Monetary Policy 0 0 0 113 0 2 15 302
The Swedish business cycle: stylized facts over 130 years 0 0 2 365 0 3 15 1,629
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 3 4 16 284
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 2 12 446
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 3 6 19 338
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 1 4 13 347
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 1 32 0 1 14 112
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 0 54 0 1 11 100
Understanding FX Liquidity 0 0 0 179 0 1 17 472
What if the Fed Had Been an Inflation Nutter? 0 0 0 106 0 0 4 391
Why Disagreement May Not Matter (much) for Asset Prices 0 0 0 54 0 2 9 153
Total Working Papers 1 5 26 10,486 31 124 1,064 53,718
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 0 7 22
An extended Stein's lemma for asset pricing 0 0 1 48 0 1 12 146
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 256 1 1 10 868
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 22 2 4 11 93
Cyclical Properties of a Real Business Cycle Model 0 0 0 86 0 0 8 476
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES 0 0 0 158 0 0 7 329
Devaluation Expectations: The Swedish Krona 1985-92 0 0 1 62 1 1 5 365
Editorial 0 0 0 2 0 0 4 38
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 153 0 1 9 654
How Do Individual Accounts Work in the Swedish Pension System? 0 0 2 54 0 1 16 181
Individual Investor Activity and Performance 0 0 1 11 1 1 18 90
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 1 3 54 0 2 12 211
Inflation forecast uncertainty 0 2 3 431 1 5 17 939
International Spillovers in an Endogenous Growth Model 0 0 0 0 1 1 4 79
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 1 2 11 187
MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* 0 0 0 34 1 2 6 114
Monetary policy and bond option pricing in an analytical RBC model 0 0 0 93 0 5 10 280
Monetary policy and the Fisher effect 0 0 0 165 0 0 6 431
New techniques to extract market expectations from financial instruments 0 0 0 390 0 1 20 1,073
New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts* 0 0 0 94 0 2 14 315
Nominal Interest Rates as Indicators of Inflation Expectations 0 0 0 1 0 2 6 11
Nonstandard Errors 1 2 8 46 5 9 53 185
Performance and Characteristics of Swedish Mutual Funds 0 0 3 52 0 1 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 0 5 179
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 26 0 1 12 125
Safe Haven Currencies 1 8 43 525 8 31 149 1,446
Solution and estimation of RE macromodels with optimal policy 0 0 1 1,177 0 0 20 1,876
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 0 141 0 0 13 338
Testing the basic target zone model on Swedish data 1982-1990 0 0 0 36 0 0 4 107
The C-CAPM without ex post data 0 0 0 6 1 1 13 75
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 1 24 227
The implementation of SNB monetary policy 0 0 0 24 0 2 9 107
Understanding FX Liquidity 0 0 1 56 1 2 12 221
Verbal interventions and exchange rate policies: The case of Swiss franc cap 0 7 14 62 2 15 46 199
What if the Fed had been an inflation nutter? 0 0 0 20 0 1 10 127
Why disagreement may not matter (much) for asset prices 0 0 0 15 0 0 8 88
Total Journal Articles 2 20 81 4,514 26 96 608 12,481

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Statistics updated 2026-08-07