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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 7 39
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 3 4 10 60
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 3 6 16 309
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 1 2 5 87
A residual-based cointegration test for near unit root variables 0 0 1 248 2 5 14 692
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 6 31
Can Households Predict where the Macroeconomy is Headed? 0 1 1 51 0 7 11 88
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 2 3 10 204
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 1 2 8 216
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 3 6 14 100
Do Inflation Expectations Granger Cause Inflation? 0 0 0 51 1 2 9 81
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 2 5 14 105
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 1 1 6 442
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 3 4 16 364
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 2 88 1 4 12 209
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 3 3 12 197
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 4 6 12 519
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 1 3 16 236
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 2 2 7 189
Does money still matter for U.S. output? 0 0 0 49 0 5 15 152
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 1 2 7 101
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 2 3 9 121
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 2 101 2 3 16 201
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 2 2 7 1,364
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 4 5 9 403
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 0 1 18 113
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 4 10 19 338
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 4 4 15 93
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 28 2 4 8 57
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 1 1 5 100
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 1 2 10 310
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 2 4 8 319
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 1 5 11 265
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 2 13 24 281
Incorporating Judgement in Fan Charts 0 0 0 149 1 4 10 401
Incorporating judgement in fan charts 0 0 0 109 3 5 16 391
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 4 7 12 56
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 2 3 8 439
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 3 23 496
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 2 4 9 113
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 2 8 100
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 2 3 7 166
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 0 9 22 222
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 0 8 5 9 16 35
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 0 51 2 2 12 80
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 3 3 8 70
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 4 5 14 85
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 5 9 60
On the Stability of Macroeconomic Relationships in Australia 0 3 37 37 1 6 80 80
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 4 6 16 144
Point versus Band Targets for Inflation 0 0 0 121 2 4 9 263
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 2 8 15 168
Quasi-Real-Time Data of the Economic Tendency Survey 0 1 1 53 1 2 12 106
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 4 15 120
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 189 2 10 25 462
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 1 1 1 260 2 6 18 804
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 3 4 8 410
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 1 1 4 244
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 7 9 32 2,788
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 5 8 18 311
The Effect of External Conditions on Growth in Latin America 0 0 0 124 2 4 13 325
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 1 5 12 443
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 2 3 10 139
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 1 8 21 58
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 1 2 17 167
The Impact of Demography on the Real Exchange Rate 0 0 0 110 1 1 5 845
The Impact of US Uncertainty Shocks on Small Open Economies 0 1 1 83 2 7 12 175
The Persistent Labour-Market Effects of the Financial Crisis 0 0 0 93 7 8 12 235
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 109 0 0 12 221
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 1 3 11 89
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 0 1 9 184
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 2 3 8 324
The Taylor Rule: A Spurious Regression? 0 0 1 972 3 7 12 2,355
The rise and fall of U.S. inflation persistence 0 0 0 215 3 5 11 563
Trend Inflation in Sweden 0 0 0 80 2 3 13 155
US Interest Rates: Are Relations Stable? 0 1 6 23 1 3 19 49
Unemployment and Labour Force Participation in Sweden 0 0 0 100 0 0 8 237
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 3 15 24
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 1 2 7 36
Total Working Papers 1 9 61 8,657 159 333 1,039 23,624

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 3 3 80 3 19 29 241
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 2 3 5 51
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 1 2 23 3 5 15 87
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 3 5 13 78
A note of caution on the relation between money growth and inflation 0 0 0 4 3 3 12 32
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 1 2 12 12
A note on the stability of the Swedish Phillips curve 0 0 0 22 2 7 19 115
A structural Bayesian VAR for model-based fan charts 0 0 0 105 0 1 12 252
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 1 2 2 4 5 21 21
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 7 19 19
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 0 1 5 4 7 15 22
Anchoring in surveys of household expectations 0 0 1 14 1 1 9 54
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 0 2 6 212
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 0 4 65
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 2 5 17
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 0 1 4 38
Do inflation expectations granger cause inflation? 0 0 3 22 4 5 20 95
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 2 3 7 42
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 1 44 0 1 13 172
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 44 3 4 14 151
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 2 3 10 209
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 7 7 5 8 31 31
Does money still matter for U.S. output? 0 0 0 45 0 5 18 179
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 2 2 10 157
Effects of US policy uncertainty on Swedish GDP growth 1 1 2 44 4 7 22 148
Estimating the US trend short-term interest rate 0 0 0 5 2 3 13 27
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 3 5 14 134
Fat tails in leading indicators 0 0 0 14 1 1 12 48
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 2 2 4 64
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 0 3 20 273
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 1 1 88 2 3 8 412
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 0 17 2 4 9 57
Hysteresis and non-linearities in unemployment rates 0 0 1 66 1 1 5 203
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 1 1 8 326
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 3 6 19 245
Incorporating Judgement in Fan Charts 0 0 0 51 4 5 15 201
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 2 3 19 40
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 2 2 8 284
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 2 2 7 155
Macroeconomic effects of a decline in housing prices in Sweden 0 1 2 51 2 4 23 221
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 3 4 10 15
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 3 5 8 91
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 3 3 11 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 6 8 16 29
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 2 3 8 31
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 1 1 9 54
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 1 1 8 14
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 1 3 11 48
Population age structure and real exchange rates in the OECD 0 0 1 175 2 2 7 476
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 6 7 17 260
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 1 3 9 293
Size properties of cointegration tests in misspecified systems 0 0 0 48 3 3 9 147
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 0 0 3 62
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 70 3 7 28 262
Testing the expectations hypothesis when interest rates are near integrated 0 0 2 51 4 4 11 221
The Effect of External Conditions on Growth in Latin America 0 0 0 56 2 3 10 226
The Impact of US Uncertainty Shocks on Small Open Economies 1 2 4 39 2 6 20 179
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 1 1 56 2 5 16 145
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 2 4 16 33
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 6 6 23 354
The Taylor Rule: A Spurious Regression? 0 2 3 129 0 4 16 329
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 2 2 6 227
The effect on the Swedish real economy of the financial crisis 0 0 0 66 2 4 18 258
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 2 16 1 3 12 66
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 0 7 3 3 10 34
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 4 5 8 63
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 1 2 5 275
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 3 4 14 254
The persistent labour-market effects of the financial crisis 0 0 0 14 2 3 8 99
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 2 4 14 101
The properties of survey-based inflation expectations in Sweden 0 0 0 36 2 2 5 126
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 1 10 2 2 19 44
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 1 13 136
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 3 8 22 182
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 2 5 139
Time variation in Okun’s law in Sweden 0 0 2 20 0 1 11 71
Time-varying inflation persistence in the Euro area 0 0 1 82 1 1 10 198
Trend Inflation in Sweden 0 0 0 0 2 3 7 9
Unemployment and labour-force participation in Sweden 0 0 1 127 2 3 9 350
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 2 2 7 71
Total Journal Articles 2 14 52 3,177 166 290 998 11,186

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 1 2 3 3
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 2 2 4 4
Total Chapters 0 0 0 0 3 4 7 7

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