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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note of Caution on the Relation Between Money Growth and Inflation 0 0 0 17 1 1 9 38
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 3 6 9 56
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 3 6 12 303
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 3 3 3 85
A residual-based cointegration test for near unit root variables 0 0 1 248 1 3 10 687
Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey 0 0 0 18 1 3 4 28
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 1 3 5 81
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 5 6 9 201
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 2 5 6 214
Do Inflation Expectations Granger Cause Inflation? 0 0 0 51 2 6 7 79
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 3 7 9 94
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 7 7 9 100
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 2 4 5 441
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 10 12 12 360
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 87 3 4 9 205
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 7 8 9 194
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 2 4 7 513
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 5 10 14 233
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 4 4 5 187
Does money still matter for U.S. output? 0 0 0 49 6 7 11 147
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 2 5 7 118
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 2 5 99
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 3 101 6 10 17 198
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 1 2 6 1,362
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 2 2 4 398
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 4 10 17 112
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 6 7 10 328
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 2 3 7 53
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 5 9 12 89
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 3 4 4 99
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 2 4 9 308
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 2 2 4 315
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 1 2 8 260
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 8 10 11 268
Incorporating Judgement in Fan Charts 0 0 0 149 5 5 6 397
Incorporating judgement in fan charts 0 0 0 109 7 11 11 386
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 1 4 5 49
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 3 4 7 436
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 6 16 21 493
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 3 4 5 163
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 2 5 6 98
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 3 3 5 109
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 8 12 13 213
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 3 7 10 26
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 0 51 5 8 11 78
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 2 4 5 67
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 5 7 11 80
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances 0 0 0 25 3 4 4 55
On the Stability of Macroeconomic Relationships in Australia 2 34 34 34 4 74 74 74
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 4 8 11 138
Point versus Band Targets for Inflation 0 0 0 121 2 4 7 259
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 3 6 8 160
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 7 10 11 104
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 6 10 14 116
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 1 1 189 6 12 15 452
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 8 9 12 798
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 3 5 406
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 3 3 243
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 9 17 24 2,779
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 7 10 11 303
The Effect of External Conditions on Growth in Latin America 0 0 0 124 6 9 9 321
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 2 5 8 438
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 3 4 8 136
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 8 9 15 50
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 7 10 16 165
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 2 5 844
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 2 82 2 3 7 168
The Persistent Labour-Market Effects of the Financial Crisis 0 0 1 93 1 4 5 227
The Properties of Survey-Based Inflation Expectations in Sweden 0 1 1 109 3 9 12 221
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 4 5 10 86
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 3 7 9 183
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 3 5 5 321
The Taylor Rule: A Spurious Regression? 0 0 1 972 0 1 5 2,348
The rise and fall of U.S. inflation persistence 0 0 0 215 2 4 6 558
Trend Inflation in Sweden 0 0 0 80 1 4 11 152
US Interest Rates: Are Relations Stable? 0 3 6 22 4 12 20 46
Unemployment and Labour Force Participation in Sweden 0 0 0 100 2 7 9 237
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 5 13 21
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 5 5 5 34
Total Working Papers 2 39 62 8,648 286 551 778 23,291

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy 0 0 1 77 3 6 11 222
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 1 2 2 48
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 3 22 3 5 12 82
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 6 6 8 73
A note of caution on the relation between money growth and inflation 0 0 0 4 4 5 14 29
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 5 7 10 10
A note on the stability of the Swedish Phillips curve 0 0 0 22 5 7 13 108
A structural Bayesian VAR for model-based fan charts 0 0 0 105 6 11 11 251
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 1 1 1 12 16 16 16
An international analysis of the trend five‐year government bond rate 0 0 2 2 6 8 12 12
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 1 1 2 5 2 4 10 15
Anchoring in surveys of household expectations 1 1 1 14 2 4 8 53
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 2 3 6 210
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 2 3 4 65
Corona, crisis and conditional heteroscedasticity 0 0 0 3 1 1 4 15
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 2 3 4 37
Do inflation expectations granger cause inflation? 1 2 4 22 7 11 16 90
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 3 4 39
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 2 44 8 9 14 171
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 2 44 2 5 13 147
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 6 6 8 206
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 3 6 6 1 10 23 23
Does money still matter for U.S. output? 0 0 0 45 6 8 13 174
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 2 4 8 155
Effects of US policy uncertainty on Swedish GDP growth 0 0 2 43 4 7 19 141
Estimating the US trend short-term interest rate 0 0 1 5 4 9 13 24
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 7 8 9 129
Fat tails in leading indicators 0 0 0 14 6 8 12 47
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 1 2 2 62
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 6 11 18 270
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 1 2 6 409
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 3 6 53
Hysteresis and non-linearities in unemployment rates 0 0 1 66 2 3 4 202
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 2 3 7 325
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 12 12 13 239
Incorporating Judgement in Fan Charts 0 0 0 51 6 8 10 196
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 7 12 16 37
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 2 4 6 282
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 3 5 8 153
Macroeconomic effects of a decline in housing prices in Sweden 0 0 1 50 7 13 19 217
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 2 3 6 11
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 2 3 4 86
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations 0 0 0 3 6 7 8 21
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 4 7 8 21
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 3 5 5 28
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 4 6 8 53
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 2 6 8 13
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 3 8 8 45
Population age structure and real exchange rates in the OECD 0 0 2 175 1 3 6 474
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 2 5 20 253
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 2 4 7 290
Size properties of cointegration tests in misspecified systems 0 0 0 48 4 5 6 144
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 1 2 4 62
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 3 70 8 12 24 255
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 51 3 5 8 217
The Effect of External Conditions on Growth in Latin America 0 0 0 56 3 6 8 223
The Impact of US Uncertainty Shocks on Small Open Economies 0 1 2 37 3 8 21 173
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 2 55 4 7 13 140
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 1 2 8 2 4 13 29
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 14 14 19 348
The Taylor Rule: A Spurious Regression? 1 1 2 127 9 10 13 325
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 0 1 4 225
The effect on the Swedish real economy of the financial crisis 0 0 0 66 6 13 15 254
The euro crisis and Swedish GDP growth - a study of spillovers 0 2 3 16 2 7 11 63
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 1 7 3 6 8 31
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 2 2 3 58
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 1 3 3 273
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 5 12 250
The persistent labour-market effects of the financial crisis 0 0 0 14 4 4 7 96
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 4 7 10 97
The properties of survey-based inflation expectations in Sweden 0 0 0 36 2 3 3 124
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 1 10 9 16 18 42
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 7 8 13 135
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 5 8 16 174
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 2 3 137
Time variation in Okun’s law in Sweden 0 1 2 20 2 7 12 70
Time-varying inflation persistence in the Euro area 1 1 1 82 3 6 10 197
Trend Inflation in Sweden 0 0 0 0 2 3 4 6
Unemployment and labour-force participation in Sweden 0 0 2 127 1 2 9 347
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 1 1 15 3 5 5 69
Total Journal Articles 6 17 57 3,163 305 495 795 10,896

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 0 1 1 1
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 2 2 2 2
Total Chapters 0 0 0 0 2 3 3 3

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Statistics updated 2026-02-12