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 2 3 5 1,182
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 171 4 5 9 453
Applied Conintegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 0 1 1 3 481
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 99 0 0 0 290
C-CAPM Without Ex Post Data 0 0 0 34 3 5 8 235
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 174 0 0 1 575
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 105 1 2 4 412
C-CAPM without Ex Post Data 0 0 0 53 0 1 3 235
C-CAPM without Ex Post Data 0 0 0 36 4 4 5 234
Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? 0 0 1 348 1 1 4 952
Devaluation Expectations: The Swedish Krona 1982-1991 0 0 0 158 3 7 8 1,214
Devaluation Expectations: the Swedish Krona 1982-1991 0 0 0 0 3 5 5 521
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 168 3 3 3 598
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 70 1 1 2 1,300
Extracting Expectations about 1992 UK Monetary Policy from Option Prices 0 0 0 72 1 2 3 332
Forward Interest Rates as Indicators of Inflation Expectations 0 0 2 290 1 3 7 1,287
Forward Interest Rates as Indicators of Inflation Expectations 0 0 1 1,010 0 2 3 5,934
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 1 2 4 7 598
Individual Investor Activity and Performance 0 0 1 21 2 4 9 104
Individual Investor Activity and Performance 0 0 0 12 2 3 3 82
Inflation Forecast Uncertainty 0 0 0 497 4 8 10 1,897
Inflation Forecast Uncertainty 0 0 0 184 1 2 4 789
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 42 1 1 4 137
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 94 1 2 4 189
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 1 1 47 3 4 6 114
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 0 1 359
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 1 5 6 272
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 4 5 5 370
Market Expectations in the UK Before and After the ERM Crisis 0 0 0 43 2 2 2 1,695
Monetary Policy Effects on Financial Risk Premia 0 0 0 114 1 2 3 312
Monetary Policy and Bond Option Pricing in an Analytical RBC Model 0 0 0 71 1 1 1 908
Monetary Policy and the Fisher Effect 0 0 0 361 3 5 6 3,967
Monetary Policy and the Fisher Effect 0 0 0 557 3 6 8 2,203
New Techniques to Extract Market Expectations from Financial Instruments 0 0 1 378 2 5 6 1,020
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 1 3 5 7 868
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 782 1 3 4 2,468
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 497 3 3 4 1,461
New Techniques to Extract Market expectations from Financial Instruments 0 0 0 51 2 4 5 1,098
New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts 0 0 0 346 0 1 4 953
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Performance and Characteristics of Swedish Mutual Funds 0 0 0 33 1 2 3 1,436
Performance and Characteristics of Swedish Mutual Funds 1993-97 0 0 0 337 3 5 7 871
Predicting Stock Price Movements: Regressions versus Economists 0 2 2 122 2 4 5 295
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 3 53 1 1 6 115
Safe Haven Currencies 0 0 0 229 2 5 10 742
Safe Haven Currencies 0 1 3 100 3 4 15 480
Safe Haven Currencies 0 0 6 192 4 8 25 692
Solution and Estimation of RE Macromodels with Optimal Policy 0 0 0 21 2 6 7 1,615
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 1 317 0 1 3 781
THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE 0 0 0 1 0 0 2 339
Target Zone Models and the Intervention Policy; The Swedish Case 0 0 0 2 0 2 3 319
Taylor Rules and the Predictability of Interest Rates 0 0 1 159 6 7 9 502
Taylor Rules and the Predictability of Interest Rates 0 0 0 454 2 4 7 1,170
Testing Competing Factor Pricing Models 0 0 0 21 8 8 9 54
Testing the Basic Target Zone Model on Swedish Data 0 0 0 0 4 5 5 256
The Implementation of SNB Monetary Policy 0 0 0 113 2 3 5 290
The Swedish business cycle: stylized facts over 130 years 0 0 2 364 1 5 16 1,621
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 1 77 5 5 8 324
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 1 1 2 335
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 1 4 5 438
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 1 5 5 273
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 0 31 1 6 14 105
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 1 54 3 5 8 94
Understanding FX Liquidity 0 0 0 179 3 7 10 463
What if the Fed Had Been an Inflation Nutter? 0 0 0 106 0 1 1 388
Why Disagreement May Not Matter (much) for Asset Prices 0 0 0 54 2 2 3 146
Total Working Papers 1 5 35 10,473 155 284 526 52,994
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 1 2 2 17
An extended Stein's lemma for asset pricing 0 0 0 47 5 6 6 140
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 256 3 6 6 864
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 22 0 2 2 84
Cyclical Properties of a Real Business Cycle Model 0 0 0 86 3 5 7 473
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES 0 0 3 158 1 3 9 325
Devaluation Expectations: The Swedish Krona 1985-92 1 1 1 62 2 2 4 362
Editorial 0 0 0 2 0 1 3 35
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 153 1 2 4 647
How Do Individual Accounts Work in the Swedish Pension System? 0 0 3 53 2 4 9 170
Individual Investor Activity and Performance 0 1 1 11 1 9 9 81
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 1 52 1 3 6 203
Inflation forecast uncertainty 0 1 2 429 1 6 14 928
International Spillovers in an Endogenous Growth Model 0 0 0 0 0 0 0 75
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 0 2 176
MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* 0 0 0 34 0 0 2 108
Monetary policy and bond option pricing in an analytical RBC model 0 0 0 93 2 2 3 272
Monetary policy and the Fisher effect 0 0 0 165 1 2 5 428
New techniques to extract market expectations from financial instruments 0 0 6 390 1 5 20 1,059
New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts* 0 0 0 94 3 3 5 304
Nominal Interest Rates as Indicators of Inflation Expectations 0 0 0 1 3 3 3 8
Nonstandard Errors 1 3 16 42 5 18 65 156
Performance and Characteristics of Swedish Mutual Funds 0 1 2 51 4 7 11 195
Predicting stock price movements: regressions versus economists 0 0 0 23 0 1 2 76
Prediction of stock returns (in Russian) 0 0 0 56 0 1 1 175
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 26 0 2 3 115
Safe Haven Currencies 4 11 39 501 10 32 126 1,354
Solution and estimation of RE macromodels with optimal policy 0 0 0 1,176 6 7 9 1,864
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 3 141 0 4 11 329
Testing the basic target zone model on Swedish data 1982-1990 0 0 0 36 0 0 0 103
The C-CAPM without ex post data 0 0 0 6 2 5 9 68
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 2 3 205
The implementation of SNB monetary policy 0 0 1 24 1 3 6 101
Understanding FX Liquidity 1 1 2 56 1 3 9 213
Verbal interventions and exchange rate policies: The case of Swiss franc cap 1 4 11 52 4 11 23 164
What if the Fed had been an inflation nutter? 0 0 1 20 1 1 4 119
Why disagreement may not matter (much) for asset prices 0 0 0 15 0 2 2 82
Total Journal Articles 8 23 92 4,468 65 165 405 12,078

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Statistics updated 2026-01-09