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 8 114 1 5 39 196
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 1 89 0 1 5 72
A residual-based cointegration test for near unit root variables 1 1 2 244 2 4 17 658
Can Households Predict where the Macroeconomy is Headed? 8 8 8 8 14 14 14 14
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 4 127 0 2 8 166
Corona, Crisis and Conditional Heteroscedasticity 0 3 108 108 6 14 171 171
Do Inflation Expectations Granger Cause Inflation? 0 1 2 49 0 2 9 73
Do Inflation Expectations Granger Cause Inflation? 0 1 3 47 1 3 10 61
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 1 2 46 1 5 12 63
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 119 0 0 6 345
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 146 1 1 6 428
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 1 2 29 1 2 4 171
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 1 171 0 1 6 496
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 49 1 3 7 200
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 38 0 1 5 170
Does money still matter for U.S. output? 0 0 1 49 0 0 1 133
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 38 0 0 2 88
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 1 3 36 1 2 4 107
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 7 89 0 3 18 138
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 1 2 386 2 8 20 1,339
External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model 1 1 4 143 1 1 12 378
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 60 1 2 3 76
Forecasting Inflation Using Constant Gain Least Squares 0 1 2 112 0 1 4 300
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 3 35 35 4 10 53 53
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 2 22 22 0 5 29 29
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 1 2 5 44 7 10 20 87
Imperfect Central Bank Communication - Information versus Distraction 0 0 1 108 1 2 8 288
Imperfect Central Bank Communication: Information versus Distraction 0 1 1 56 0 3 10 235
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 113 0 0 11 304
Improving Unemployment Rate Forecasts Using Survey Data 0 1 1 94 0 1 6 235
Incorporating Judgement in Fan Charts 0 0 0 148 0 1 3 385
Incorporating judgement in fan charts 0 0 1 108 0 1 9 359
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 152 0 1 4 418
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 5 14 33 181 10 29 86 318
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 1 1 1 33 2 2 10 102
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 1 33 0 0 4 86
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 1 1 1 45 3 7 15 152
Macroeconomic Effects of a Decline in Housing Prices in Sweden 1 2 3 81 3 6 20 168
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 1 3 45 45 2 6 48 48
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 1 2 58 1 2 7 111
Point versus Band Targets for Inflation 4 6 14 104 6 19 70 154
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 118 0 0 4 125
Quasi-Real-Time Data of the Economic Tendency Survey 0 1 2 49 0 6 17 64
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 4 54 1 4 13 87
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 0 1 12 397
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 258 0 2 5 774
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 0 3 230
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 149 0 1 4 395
Testing for cointegration using the Johansen methodology when variables are near-integrated 2 4 19 690 9 26 127 2,590
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 97 1 3 10 276
The Effect of External Conditions on Growth in Latin America 0 0 4 122 3 5 15 273
The Effect on the Swedish Real Economy of the Financial Crisis 1 1 2 195 3 3 11 411
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 3 58 0 1 6 110
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 1 70 0 1 6 138
The Impact of Demography on the Real Exchange Rate 0 0 0 110 1 2 11 813
The Impact of US Uncertainty Shocks on Small Open Economies 1 4 6 63 1 6 22 120
The Persistent Labour-Market Effects of the Financial Crisis 0 1 2 88 6 9 16 196
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 106 1 4 7 191
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 2 17 41 1 5 37 51
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 1 2 21 46 5 13 53 61
The Rise and Fall of U.S. Inflation Persistence 0 0 0 116 1 1 3 301
The Taylor Rule: A Spurious Regression? 2 3 13 944 3 7 34 2,282
The rise and fall of U.S. inflation persistence 0 0 0 211 1 1 9 536
Unemployment and Labour Force Participation in Sweden 0 0 2 97 0 2 10 201
Total Working Papers 31 77 424 7,762 109 283 1,231 19,997


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 64 0 2 10 183
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 1 14 0 1 4 32
A micro-data analysis of households’ expectations of mortgage rates 1 2 4 4 3 10 26 26
A structural Bayesian VAR for model-based fan charts 0 0 2 103 0 0 8 231
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 1 2 9 57 1 7 22 192
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 14 0 0 5 50
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 6 1 1 4 24
Do inflation expectations granger cause inflation? 0 2 3 9 1 4 13 42
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 1 35 0 1 11 136
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 1 36 0 0 4 118
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 41 0 0 4 174
Does money still matter for U.S. output? 0 0 3 38 0 0 10 144
Does the labor-income process contain a unit root? Evidence from individual-specific time series 1 1 2 26 1 2 9 117
Effects of US policy uncertainty on Swedish GDP growth 0 1 3 21 0 3 10 64
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 1 1 5 97
Fat tails in leading indicators 1 3 4 4 2 5 8 8
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 13 0 0 2 48
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 7 84 0 0 29 219
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 1 1 86 1 3 6 383
Hysteresis and non-linearities in unemployment rates 0 0 0 63 0 2 6 193
Imperfect Central Bank Communication: Information versus Distraction 0 0 5 110 2 3 23 280
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 75 1 2 10 211
Incorporating Judgement in Fan Charts 0 0 4 45 1 2 8 168
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 112 0 2 4 269
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 1 2 35 2 5 12 132
Macroeconomic effects of a decline in housing prices in Sweden 0 0 3 37 1 2 23 148
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 2 17 1 2 8 70
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 0 0 2 35
Policy interest-rate expectations in Sweden: a forecast evaluation 1 1 2 10 1 2 4 26
Population age structure and real exchange rates in the OECD 2 4 5 172 2 4 7 425
Quasi-Real-Time Data of the Economic Tendency Survey 1 1 2 22 3 5 22 63
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 83 0 1 3 270
Size properties of cointegration tests in misspecified systems 0 0 0 47 0 1 2 127
Survey data and short-term forecasts of Swedish GDP growth 0 0 1 8 0 1 7 48
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 1 2 58 0 1 11 180
Testing the expectations hypothesis when interest rates are near integrated 1 1 2 44 1 1 7 193
The Effect of External Conditions on Growth in Latin America 0 1 5 50 3 5 19 150
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 4 15 0 7 24 85
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 2 7 43 1 9 20 87
The Rise and Fall of U.S. Inflation Persistence 0 0 6 109 2 4 22 290
The Taylor Rule: A Spurious Regression? 0 0 0 114 1 1 7 279
The Taylor rule and real-time data - a critical appraisal 0 0 1 94 1 2 6 208
The effect on the Swedish real economy of the financial crisis 2 2 3 66 6 7 17 231
The euro crisis and Swedish GDP growth - a study of spillovers 0 1 2 12 0 2 5 43
The forecasting properties of survey-based wage-growth expectations 0 0 0 12 0 0 5 47
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 2 3 77 0 5 20 203
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 4 54 0 1 14 208
The persistent labour-market effects of the financial crisis 0 0 0 14 0 2 3 70
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 1 26 0 0 1 83
The properties of survey-based inflation expectations in Sweden 0 0 0 34 0 0 1 110
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 1 4 16 16 4 15 62 62
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 1 5 17 0 4 29 105
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 3 130
Time variation in Okun’s law in Sweden 0 1 1 8 0 3 4 27
Time-varying inflation persistence in the Euro area 0 0 1 71 0 1 6 169
Unemployment and labour-force participation in Sweden 1 1 4 107 2 2 16 280
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 2 4 4 1 6 30 33
Total Journal Articles 13 38 141 2,584 47 152 663 8,026


Statistics updated 2020-11-03