Access Statistics for Pär Österholm

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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 on the Stability of the Swedish Philips Curve 0 2 34 106 3 7 54 157
A Statistical Analysis of Revisions of Swedish National Accounts Data 1 1 4 88 1 1 6 67
A residual-based cointegration test for near unit root variables 1 1 3 242 3 6 12 641
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 3 5 123 1 5 12 158
Do Inflation Expectations Granger Cause Inflation? 0 0 4 44 1 2 11 51
Do Inflation Expectations Granger Cause Inflation? 1 2 7 47 1 4 13 64
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 1 4 44 1 3 6 51
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 4 146 0 0 6 422
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 1 119 0 1 8 339
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 4 27 0 2 7 167
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 170 0 1 6 490
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 1 49 1 1 3 193
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 38 0 1 2 165
Does money still matter for U.S. output? 0 0 0 48 0 2 13 132
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 1 1 33 0 2 6 103
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 38 1 1 8 86
Effects of US Policy Uncertainty on Swedish GDP Growth 0 1 6 82 0 1 16 120
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 1 384 1 2 15 1,319
External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model 1 1 1 139 5 5 7 366
Forecasting Business Investment in the Short Term Using Survey Data 0 0 2 60 0 1 5 73
Forecasting Inflation Using Constant Gain Least Squares 0 0 4 110 1 1 8 296
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 1 3 10 39 2 5 46 67
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 107 1 4 8 280
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 55 1 6 10 225
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 112 0 2 4 293
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 93 1 3 6 229
Incorporating Judgement in Fan Charts 0 0 1 148 0 1 3 382
Incorporating judgement in fan charts 0 0 1 107 1 1 10 350
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 152 0 1 4 414
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 8 14 58 148 16 42 130 232
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 0 0 1 82
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 1 1 44 0 1 4 137
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 2 4 6 92
Macroeconomic Effects of a Decline in Housing Prices in Sweden 1 1 7 78 3 7 23 148
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 1 56 3 3 8 104
Point versus Band Targets for Inflation 4 6 27 90 5 10 55 84
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 1 3 118 0 3 9 121
Quasi-Real-Time Data of the Economic Tendency Survey 1 2 7 47 1 4 10 47
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 3 50 0 2 11 74
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 188 2 9 13 410
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 1 258 0 1 2 769
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 149 0 0 5 391
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 135 1 1 3 228
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 4 12 671 8 23 58 2,463
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 97 0 4 8 266
The Effect of External Conditions on Growth in Latin America 0 0 3 118 0 1 9 277
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 4 193 1 5 19 400
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 1 55 0 2 5 104
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 1 2 69 2 8 13 132
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 1 6 802
The Impact of US Uncertainty Shocks on Small Open Economies 2 4 12 57 4 9 22 98
The Persistent Labour-Market Effects of the Financial Crisis 0 1 2 86 2 6 10 180
The Properties of Survey-Based Inflation Expectations in Sweden 0 1 2 105 4 6 9 184
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 13 24 24 24 8 14 14 14
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 24 25 25 25 6 8 8 8
The Rise and Fall of U.S. Inflation Persistence 0 0 1 116 1 1 4 298
The Taylor Rule: A Spurious Regression? 0 3 12 931 2 5 18 2,248
The rise and fall of U.S. inflation persistence 1 1 2 211 1 2 8 527
Unemployment and Labour Force Participation in Sweden 0 0 1 95 0 1 6 191
Total Working Papers 59 105 314 7,338 98 255 812 18,811


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 6 63 0 1 12 173
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 1 2 5 13 2 3 8 28
A structural Bayesian VAR for model-based fan charts 0 1 2 101 0 2 5 223
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 1 9 48 0 3 17 170
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 13 0 0 4 45
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 1 6 1 1 2 20
Do inflation expectations granger cause inflation? 0 3 5 6 2 7 15 29
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 1 4 34 0 5 15 125
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 1 1 2 35 1 2 7 114
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 1 41 1 1 4 170
Does money still matter for U.S. output? 0 0 1 35 0 1 9 134
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 1 24 0 2 18 108
Effects of US policy uncertainty on Swedish GDP growth 0 1 2 18 2 4 8 54
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 2 3 10 92
Forecasting Inflation Using Constant Gain Least Squares 1 2 3 12 1 3 6 46
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 1 2 10 77 2 8 19 190
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 1 85 0 0 3 377
Hysteresis and non-linearities in unemployment rates 0 0 1 63 1 2 3 187
Imperfect Central Bank Communication: Information versus Distraction 1 2 6 105 4 13 31 257
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 75 5 10 15 201
Incorporating Judgement in Fan Charts 0 0 3 41 0 5 14 160
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 5 112 0 0 5 265
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 2 33 3 6 12 120
Macroeconomic effects of a decline in housing prices in Sweden 1 1 15 34 3 8 33 125
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 15 0 0 0 62
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 1 6 2 2 6 33
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 8 0 2 4 22
Population age structure and real exchange rates in the OECD 0 2 7 167 0 2 12 418
Quasi-Real-Time Data of the Economic Tendency Survey 3 4 10 20 5 8 19 41
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 1 1 83 0 3 6 267
Size properties of cointegration tests in misspecified systems 0 0 2 47 0 1 5 125
Survey data and short-term forecasts of Swedish GDP growth 0 0 1 7 0 2 7 41
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 56 1 4 15 169
Testing the expectations hypothesis when interest rates are near integrated 0 1 8 42 0 3 14 186
The Effect of External Conditions on Growth in Latin America 0 1 3 45 2 4 11 131
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 5 11 3 4 21 61
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 9 36 0 1 14 67
The Rise and Fall of U.S. Inflation Persistence 0 2 11 103 4 10 33 268
The Taylor Rule: A Spurious Regression? * 0 1 6 114 0 1 8 272
The Taylor rule and real-time data - a critical appraisal 0 0 2 93 1 1 5 202
The effect on the Swedish real economy of the financial crisis 1 2 7 63 1 5 17 214
The euro crisis and Swedish GDP growth - a study of spillovers 1 1 2 10 1 4 6 38
The forecasting properties of survey-based wage-growth expectations 0 0 0 12 1 2 4 42
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 1 8 74 1 5 15 183
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 1 6 50 2 8 19 194
The persistent labour-market effects of the financial crisis 0 0 0 14 0 1 1 67
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 25 0 0 3 82
The properties of survey-based inflation expectations in Sweden 1 1 2 34 1 1 4 109
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 1 9 12 1 7 43 76
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 1 127
Time variation in Okun’s law in Sweden 0 0 5 7 1 1 15 23
Time-varying inflation persistence in the Euro area 0 0 3 70 0 3 9 163
Unemployment and labour-force participation in Sweden 0 0 7 103 0 3 22 264
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 0 3 3 3 3
Total Journal Articles 13 37 204 2,443 60 181 617 7,363


Statistics updated 2019-11-03