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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 9 37
A Note of Caution on the Relation between Money Growth and Inflation 0 0 1 45 2 2 8 52
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 2 5 9 299
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 0 1 82
A residual-based cointegration test for near unit root variables 0 1 2 248 2 6 10 686
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 1 4 26
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 1 2 4 79
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 1 1 4 196
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 1 2 2 210
Do Inflation Expectations Granger Cause Inflation? 0 0 0 51 0 0 1 73
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 2 3 5 89
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 1 3 93
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 2 2 3 439
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 1 1 1 349
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 87 0 1 5 201
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 0 1 1 186
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 1 1 4 510
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 1 4 5 224
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 0 0 1 183
Does money still matter for U.S. output? 0 0 0 49 1 3 5 141
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 1 2 113
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 2 3 97
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 3 101 1 1 9 189
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 0 2 4 1,360
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 1 2 396
Forecasting Business Investment in the Short Term Using Survey Data 0 0 1 65 2 8 11 104
Forecasting Inflation Using Constant Gain Least Squares 0 1 1 117 1 3 4 322
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 0 0 4 50
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 2 3 5 82
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 0 0 95
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 1 3 6 305
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 1 4 9 259
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 0 2 2 313
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 0 1 1 258
Incorporating Judgement in Fan Charts 0 0 0 149 0 1 1 392
Incorporating judgement in fan charts 0 0 0 109 3 3 3 378
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 1 1 3 46
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 1 3 432
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 3 5 10 480
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 0 1 159
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 2 106
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 1 2 94
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 1 1 2 202
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 2 2 6 21
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 1 51 3 4 7 73
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 2 3 3 65
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 3 6 74
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 1 1 1 52
On the Stability of Macroeconomic Relationships in Australia 21 21 21 21 54 54 54 54
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 1 2 5 131
Point versus Band Targets for Inflation 0 0 0 121 1 1 4 256
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 0 1 2 154
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 2 2 3 96
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 3 6 108
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 2 2 5 442
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 0 2 3 789
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 2 3 404
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 2 2 2 242
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 1 4 9 2,763
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 2 293
The Effect of External Conditions on Growth in Latin America 0 0 0 124 1 1 1 313
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 3 4 6 436
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 1 1 6 133
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 1 48 1 1 9 42
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 1 3 8 156
The Impact of Demography on the Real Exchange Rate 0 0 0 110 2 4 6 844
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 2 82 1 2 5 166
The Persistent Labour-Market Effects of the Financial Crisis 0 0 1 93 2 2 3 225
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 0 108 0 2 3 212
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 1 2 6 82
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 2 3 5 178
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 1 1 1 317
The Taylor Rule: A Spurious Regression? 0 1 1 972 0 2 5 2,347
The rise and fall of U.S. inflation persistence 0 0 0 215 2 3 5 556
Trend Inflation in Sweden 0 0 0 80 2 6 10 150
US Interest Rates: Are Relations Stable? 0 1 6 19 2 4 13 36
Unemployment and Labour Force Participation in Sweden 0 0 0 100 2 3 7 232
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 4 7 1 2 10 17
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 0 0 29
Total Working Papers 21 25 53 8,630 135 216 404 22,875

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 1 3 7 217
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 0 0 0 46
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 4 22 1 1 12 78
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 0 1 2 67
A note of caution on the relation between money growth and inflation 0 0 1 4 0 3 11 24
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 1 3 3
A note on the stability of the Swedish Phillips curve 0 0 0 22 1 3 8 102
A structural Bayesian VAR for model-based fan charts 0 0 0 105 1 1 1 241
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 0 0 0 1 1 1 1
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 2 4 4
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 0 3 4 0 2 8 11
Anchoring in surveys of household expectations 0 0 0 13 1 2 5 50
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 0 1 3 207
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 1 1 2 63
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 2 3 14
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 1 1 2 35
Do inflation expectations granger cause inflation? 0 0 2 20 3 5 8 82
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 1 1 36
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 3 44 1 2 7 163
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 3 44 1 3 12 143
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 0 3 200
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 1 4 4 5 10 18 18
Does money still matter for U.S. output? 0 0 0 45 1 3 6 167
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 1 2 5 152
Effects of US policy uncertainty on Swedish GDP growth 0 0 3 43 1 4 16 135
Estimating the US trend short-term interest rate 0 0 1 5 2 3 6 17
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 1 1 2 122
Fat tails in leading indicators 0 0 0 14 1 1 5 40
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 0 1 60
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 2 6 9 261
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 1 1 5 408
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 2 4 51
Hysteresis and non-linearities in unemployment rates 0 0 1 66 0 0 2 199
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 2 5 322
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 1 2 227
Incorporating Judgement in Fan Charts 0 0 0 51 1 3 3 189
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 4 5 8 29
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 1 2 278
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 1 1 4 149
Macroeconomic effects of a decline in housing prices in Sweden 0 0 1 50 1 5 8 205
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 0 2 3 8
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 1 1 2 84
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 1 1 2 15
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 2 2 4 16
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 0 0 23
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 0 1 2 47
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 1 2 3 8
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 1 1 1 38
Population age structure and real exchange rates in the OECD 0 0 2 175 1 2 4 472
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 2 4 23 250
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 2 3 5 288
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 1 1 139
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 0 1 2 60
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 2 3 70 1 7 16 244
Testing the expectations hypothesis when interest rates are near integrated 1 1 2 51 2 2 6 214
The Effect of External Conditions on Growth in Latin America 0 0 0 56 2 3 5 219
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 2 37 3 6 16 168
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 2 55 1 3 7 134
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 1 2 2 8 2 6 11 27
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 1 5 334
The Taylor Rule: A Spurious Regression? 0 0 1 126 1 2 5 316
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 0 2 3 224
The effect on the Swedish real economy of the financial crisis 0 0 0 66 2 2 4 243
The euro crisis and Swedish GDP growth - a study of spillovers 2 2 3 16 3 4 8 59
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 2 7 0 0 5 25
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 1 2 56
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 0 0 270
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 2 9 246
The persistent labour-market effects of the financial crisis 0 0 0 14 0 0 3 92
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 0 1 3 90
The properties of survey-based inflation expectations in Sweden 0 0 0 36 0 0 0 121
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 1 10 6 6 8 32
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 1 5 127
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 1 2 9 167
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 1 135
Time variation in Okun’s law in Sweden 1 1 2 20 2 3 8 65
Time-varying inflation persistence in the Euro area 0 0 0 81 2 2 6 193
Trend Inflation in Sweden 0 0 0 0 1 2 2 4
Unemployment and labour-force participation in Sweden 0 1 2 127 1 2 8 346
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 1 1 1 15 2 2 2 66
Total Journal Articles 8 12 57 3,154 80 170 423 10,481

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 0 0 0
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2025-12-06