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 5 6 1,185
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 171 1 8 12 457
Applied Conintegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 0 0 6 7 486
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 99 0 1 1 291
C-CAPM Without Ex Post Data 0 0 0 34 2 5 9 237
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 174 0 3 4 578
C-CAPM and the Cross-Section of Sharpe Ratios 0 0 0 105 1 4 6 415
C-CAPM without Ex Post Data 0 0 0 53 0 3 5 238
C-CAPM without Ex Post Data 0 0 0 36 6 22 23 252
Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? 0 0 0 348 0 4 4 955
Devaluation Expectations: The Swedish Krona 1982-1991 0 0 0 158 1 6 10 1,217
Devaluation Expectations: the Swedish Krona 1982-1991 0 0 0 0 1 5 7 523
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 70 0 11 11 1,310
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 168 4 9 9 604
Extracting Expectations about 1992 UK Monetary Policy from Option Prices 0 0 0 72 0 2 3 333
Forward Interest Rates as Indicators of Inflation Expectations 0 0 0 1 0 4 7 600
Forward Interest Rates as Indicators of Inflation Expectations 0 0 2 290 1 11 17 1,297
Forward Interest Rates as Indicators of Inflation Expectations 0 0 1 1,010 0 2 5 5,936
Individual Investor Activity and Performance 0 0 0 12 1 11 12 91
Individual Investor Activity and Performance 1 2 2 23 2 5 8 107
Inflation Forecast Uncertainty 0 0 0 497 3 10 16 1,903
Inflation Forecast Uncertainty 0 0 0 184 1 9 12 797
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 94 3 9 11 197
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 1 47 1 9 11 120
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 0 42 7 12 13 148
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 3 8 274
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 1 2 3 361
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 0 6 7 372
Market Expectations in the UK Before and After the ERM Crisis 0 0 0 43 2 8 8 1,701
Monetary Policy Effects on Financial Risk Premia 0 0 0 114 1 4 6 315
Monetary Policy and Bond Option Pricing in an Analytical RBC Model 0 0 0 71 1 15 15 922
Monetary Policy and the Fisher Effect 0 0 0 361 1 6 9 3,970
Monetary Policy and the Fisher Effect 0 0 0 557 1 7 11 2,207
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 378 4 19 22 1,037
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 497 3 9 10 1,467
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 782 1 5 7 2,472
New Techniques to Extract Market Expectations from Financial Instruments 0 0 0 1 0 9 11 874
New Techniques to Extract Market expectations from Financial Instruments 0 0 0 51 0 9 12 1,105
New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts 0 0 0 346 1 4 6 957
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard errors 0 0 1 12 2 11 28 71
Performance and Characteristics of Swedish Mutual Funds 0 0 0 33 1 4 5 1,439
Performance and Characteristics of Swedish Mutual Funds 1993-97 0 0 0 337 0 7 10 875
Predicting Stock Price Movements: Regressions versus Economists 0 0 2 122 2 5 7 298
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 3 53 3 5 10 119
Safe Haven Currencies 0 0 3 100 1 7 14 484
Safe Haven Currencies 0 2 2 231 1 12 17 752
Safe Haven Currencies 0 0 6 192 3 14 32 702
Solution and Estimation of RE Macromodels with Optimal Policy 0 0 0 21 5 20 25 1,633
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 0 13 14 794
THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE 0 0 0 1 0 0 1 339
Target Zone Models and the Intervention Policy; The Swedish Case 0 0 0 2 1 5 8 324
Taylor Rules and the Predictability of Interest Rates 0 0 1 159 0 8 11 504
Taylor Rules and the Predictability of Interest Rates 0 0 0 454 2 10 14 1,178
Testing Competing Factor Pricing Models 0 0 0 21 4 15 16 61
Testing the Basic Target Zone Model on Swedish Data 0 0 0 0 0 5 6 257
The Implementation of SNB Monetary Policy 0 0 0 113 3 8 11 296
The Swedish business cycle: stylized facts over 130 years 1 1 3 365 1 4 14 1,624
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 7 11 279
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 1 9 11 328
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 5 6 339
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 3 7 440
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 0 0 1 54 0 4 8 95
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions 1 1 1 32 1 4 14 108
Understanding FX Liquidity 0 0 0 179 0 7 13 467
What if the Fed Had Been an Inflation Nutter? 0 0 0 106 0 2 3 390
Why Disagreement May Not Matter (much) for Asset Prices 0 0 0 54 0 5 6 149
Total Working Papers 3 7 33 10,479 88 528 808 53,367
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 2 5 6 21
An extended Stein's lemma for asset pricing 0 0 0 47 0 5 6 140
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory 0 0 0 256 2 6 9 867
C-CAPM Refinements and the Cross-Section of Returns 0 0 0 22 1 3 5 87
Cyclical Properties of a Real Business Cycle Model 0 0 0 86 0 4 8 474
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES 0 0 1 158 1 5 9 329
Devaluation Expectations: The Swedish Krona 1985-92 0 1 1 62 1 4 6 364
Editorial 0 0 0 2 0 1 3 36
Evaluating Portfolio Performance with Stochastic Discount Factors 0 0 0 153 1 4 6 650
How Do Individual Accounts Work in the Swedish Pension System? 0 0 3 53 2 8 14 176
Individual Investor Activity and Performance 0 0 1 11 0 6 14 86
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty 0 0 1 52 0 3 8 205
Inflation forecast uncertainty 0 0 1 429 0 5 14 932
International Spillovers in an Endogenous Growth Model 0 0 0 0 0 1 1 76
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 2 7 9 183
MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA* 0 0 0 34 2 3 3 111
Monetary policy and bond option pricing in an analytical RBC model 0 0 0 93 0 5 6 275
Monetary policy and the Fisher effect 0 0 0 165 1 2 5 429
New techniques to extract market expectations from financial instruments 0 0 4 390 1 9 24 1,067
New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts* 0 0 0 94 1 8 9 309
Nominal Interest Rates as Indicators of Inflation Expectations 0 0 0 1 0 4 4 9
Nonstandard Errors 0 1 11 42 6 16 61 167
Performance and Characteristics of Swedish Mutual Funds 0 1 3 52 1 8 13 199
Predicting stock price movements: regressions versus economists 0 0 0 23 0 1 3 77
Prediction of stock returns (in Russian) 0 0 0 56 0 2 3 177
Reaction of Swiss Term Premia to Monetary Policy Surprises 0 0 0 26 4 7 10 122
Safe Haven Currencies 4 10 40 507 16 38 135 1,382
Solution and estimation of RE macromodels with optimal policy 0 1 1 1,177 1 13 16 1,871
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 2 141 0 3 12 332
Testing the basic target zone model on Swedish data 1982-1990 0 0 0 36 0 3 3 106
The C-CAPM without ex post data 0 0 0 6 0 6 12 72
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 9 16 19 221
The implementation of SNB monetary policy 0 0 1 24 1 5 9 105
Understanding FX Liquidity 0 1 1 56 0 5 9 217
Verbal interventions and exchange rate policies: The case of Swiss franc cap 1 2 12 53 2 12 30 172
What if the Fed had been an inflation nutter? 0 0 1 20 0 4 7 122
Why disagreement may not matter (much) for asset prices 0 0 0 15 1 4 6 86
Total Journal Articles 5 17 84 4,477 58 241 517 12,254

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Statistics updated 2026-03-04