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 of Caution on the Relation Between Money Growth and Inflation 0 0 0 17 0 1 8 38
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 1 5 9 57
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 3 7 13 306
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 1 4 4 86
A residual-based cointegration test for near unit root variables 0 0 1 248 0 1 9 687
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 29
Can Households Predict where the Macroeconomy is Headed? 1 1 1 51 7 9 11 88
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 0 5 8 201
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 1 5 7 215
Do Inflation Expectations Granger Cause Inflation? 0 0 0 51 0 6 7 79
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 2 7 11 96
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 3 10 12 103
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 0 11 12 360
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 0 2 5 441
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 87 1 5 10 206
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 0 8 9 194
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 1 4 8 514
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 2 11 15 235
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 0 4 5 187
Does money still matter for U.S. output? 0 0 0 49 4 10 15 151
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 1 3 6 100
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 5 6 118
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 2 101 0 9 15 198
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 0 2 5 1,362
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 2 4 398
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 1 9 18 113
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 4 10 14 332
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 0 3 7 53
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 7 12 89
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 4 4 99
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 0 3 9 308
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 3 4 10 263
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 2 4 6 317
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 7 17 18 275
Incorporating Judgement in Fan Charts 0 0 0 149 1 6 7 398
Incorporating judgement in fan charts 0 0 0 109 2 10 13 388
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 3 6 8 52
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 1 5 8 437
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 14 22 494
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 4 6 110
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 5 7 99
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 4 5 163
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 9 20 22 222
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 3 8 13 29
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 0 51 0 5 10 78
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 2 5 67
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 7 10 81
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 2 5 6 57
On the Stability of Macroeconomic Relationships in Australia 2 15 36 36 3 23 77 77
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 0 7 10 138
Point versus Band Targets for Inflation 0 0 0 121 1 4 6 260
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 2 8 10 162
Quasi-Real-Time Data of the Economic Tendency Survey 1 1 1 53 1 9 12 105
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 10 14 118
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 1 1 189 8 18 23 460
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 3 12 15 801
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 1 3 243
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 2 4 406
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 2 18 26 2,781
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 2 12 12 305
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 8 9 321
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 2 7 438
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 0 3 7 136
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 4 12 17 54
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 0 9 15 165
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 0 4 844
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 2 83 3 5 9 171
The Persistent Labour-Market Effects of the Financial Crisis 0 0 0 93 0 2 4 227
The Properties of Survey-Based Inflation Expectations in Sweden 0 1 1 109 0 9 12 221
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 2 6 12 88
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 1 6 9 184
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 4 5 321
The Taylor Rule: A Spurious Regression? 0 0 1 972 2 3 7 2,350
The rise and fall of U.S. inflation persistence 0 0 0 215 2 4 8 560
Trend Inflation in Sweden 0 0 0 80 1 3 12 153
US Interest Rates: Are Relations Stable? 1 4 7 23 2 12 21 48
Unemployment and Labour Force Participation in Sweden 0 0 0 100 0 5 9 237
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 0 4 13 21
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 1 6 6 35
Total Working Papers 6 24 64 8,654 112 528 856 23,403

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 5 10 16 227
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 1 3 3 49
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 3 22 0 4 12 82
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 2 8 10 75
A note of caution on the relation between money growth and inflation 0 0 0 4 0 5 12 29
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 7 10 10
A note on the stability of the Swedish Phillips curve 0 0 0 22 5 11 17 113
A structural Bayesian VAR for model-based fan charts 0 0 0 105 1 11 12 252
An Analysis of UK Households’ Directional Forecasts of Interest Rates 1 2 2 2 1 16 17 17
An international analysis of the trend five‐year government bond rate 0 0 2 2 7 15 19 19
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 1 2 5 1 5 11 16
Anchoring in surveys of household expectations 0 1 1 14 0 3 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 5 8 212
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 2 4 65
Corona, crisis and conditional heteroscedasticity 0 0 0 3 2 3 5 17
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 1 3 4 38
Do inflation expectations granger cause inflation? 0 2 4 22 0 8 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 1 9 15 172
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 1 44 0 4 12 147
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 6 7 206
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 2 6 6 1 6 24 24
Does money still matter for U.S. output? 0 0 0 45 4 11 17 178
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 0 3 8 155
Effects of US policy uncertainty on Swedish GDP growth 0 0 1 43 0 6 16 141
Estimating the US trend short-term interest rate 0 0 1 5 1 8 12 25
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 1 8 10 130
Fat tails in leading indicators 0 0 0 14 0 7 12 47
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 2 2 62
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 1 10 19 271
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 0 1 5 409
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 3 7 54
Hysteresis and non-linearities in unemployment rates 0 0 1 66 0 3 4 202
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 3 7 325
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 1 13 14 240
Incorporating Judgement in Fan Charts 0 0 0 51 1 8 11 197
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 0 8 16 37
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 4 6 282
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 0 4 6 153
Macroeconomic effects of a decline in housing prices in Sweden 0 0 1 50 1 13 20 218
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 1 4 7 12
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 1 3 5 87
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 0 6 8 21
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 1 6 9 22
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 5 5 28
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 0 6 8 53
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 0 5 7 13
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 1 8 9 46
Population age structure and real exchange rates in the OECD 0 0 1 175 0 2 5 474
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 1 4 16 254
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 2 6 290
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 5 6 144
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 0 2 3 62
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 70 2 13 24 257
Testing the expectations hypothesis when interest rates are near integrated 0 0 2 51 0 3 8 217
The Effect of External Conditions on Growth in Latin America 0 0 0 56 0 4 7 223
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 3 38 2 7 21 175
The Long-run Relationship Between Stock Prices and GDP in Sweden 1 1 3 56 3 9 16 143
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 3 13 30
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 14 17 348
The Taylor Rule: A Spurious Regression? 2 3 4 129 3 12 16 328
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 0 11 14 254
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 2 16 1 5 11 64
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 1 7 0 6 8 31
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 2 3 58
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 1 4 4 274
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 0 4 12 250
The persistent labour-market effects of the financial crisis 0 0 0 14 1 5 6 97
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 1 8 11 98
The properties of survey-based inflation expectations in Sweden 0 0 0 36 0 3 3 124
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 1 10 0 10 18 42
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 8 12 135
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 4 11 20 178
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 3 4 138
Time variation in Okun’s law in Sweden 0 0 2 20 0 5 12 70
Time-varying inflation persistence in the Euro area 0 1 1 82 0 4 10 197
Trend Inflation in Sweden 0 0 0 0 1 3 5 7
Unemployment and labour-force participation in Sweden 0 0 2 127 1 2 8 348
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 3 5 69
Total Journal Articles 5 14 57 3,168 68 483 824 10,964

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 0 2 2 2
Total Chapters 0 0 0 0 0 3 3 3

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