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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 0 8 37
A Note of Caution on the Relation between Money Growth and Inflation 0 0 1 45 1 3 7 53
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 1 6 9 300
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 1 248 0 6 9 686
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 2 4 27
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 1 3 5 80
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 0 1 4 196
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 2 3 4 212
Do Inflation Expectations Granger Cause Inflation? 0 0 0 51 4 4 5 77
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 2 5 7 91
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 0 120 1 2 2 350
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 3 439
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 87 1 2 6 202
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 1 2 2 187
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 1 2 5 511
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 4 8 9 228
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 0 3 5 141
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 2 4 5 99
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 3 4 5 116
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 3 101 3 4 12 192
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 1 1 5 1,361
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 4 11 15 108
Forecasting Inflation Using Constant Gain Least Squares 0 1 1 117 0 3 4 322
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 1 1 5 51
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 2 4 7 84
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 1 1 1 96
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 1 4 7 306
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 0 1 2 313
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 0 3 8 259
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 2 3 3 260
Incorporating Judgement in Fan Charts 0 0 0 149 0 1 1 392
Incorporating judgement in fan charts 0 0 0 109 1 4 4 379
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 2 3 5 48
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 1 2 4 433
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 7 12 16 487
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 47 1 1 2 160
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 2 3 4 96
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 3 4 5 205
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 2 4 8 23
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 1 51 0 3 7 73
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 3 3 65
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 4 7 75
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 0 1 1 52
On the Stability of Macroeconomic Relationships in Australia 11 32 32 32 16 70 70 70
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 3 5 8 134
Point versus Band Targets for Inflation 0 0 0 121 1 2 5 257
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 3 4 5 157
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 1 3 4 97
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 5 8 110
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 1 1 1 189 4 6 9 446
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 1 3 4 790
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 2 4 405
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 1 3 3 243
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 7 10 15 2,770
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 3 3 5 296
The Effect of External Conditions on Growth in Latin America 0 0 0 124 2 3 3 315
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 4 6 436
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 0 1 6 133
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 1 48 0 1 9 42
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 2 5 10 158
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 3 5 844
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 2 82 0 1 5 166
The Persistent Labour-Market Effects of the Financial Crisis 0 0 1 93 1 3 4 226
The Properties of Survey-Based Inflation Expectations in Sweden 1 1 1 109 6 8 9 218
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 0 1 6 82
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 2 5 6 180
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 1 2 2 318
The Taylor Rule: A Spurious Regression? 0 0 1 972 1 2 6 2,348
The rise and fall of U.S. inflation persistence 0 0 0 215 0 3 4 556
Trend Inflation in Sweden 0 0 0 80 1 7 11 151
US Interest Rates: Are Relations Stable? 3 3 7 22 6 9 17 42
Unemployment and Labour Force Participation in Sweden 0 0 0 100 3 5 10 235
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 4 11 19
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 0 0 29
Total Working Papers 16 39 65 8,646 130 329 519 23,005

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 2 5 9 219
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 1 1 1 47
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 3 22 1 2 10 79
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 0 4 1 2 11 25
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 2 3 5 5
A note on the stability of the Swedish Phillips curve 0 0 0 22 1 4 9 103
A structural Bayesian VAR for model-based fan charts 0 0 0 105 4 5 5 245
An Analysis of UK Households’ Directional Forecasts of Interest Rates 1 1 1 1 3 4 4 4
An international analysis of the trend five‐year government bond rate 0 0 2 2 2 2 6 6
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 0 2 4 2 4 9 13
Anchoring in surveys of household expectations 0 0 0 13 1 2 6 51
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 1 2 4 208
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 1 2 63
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 1 3 14
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 0 1 2 35
Do inflation expectations granger cause inflation? 1 1 3 21 1 5 9 83
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 3 4 4 39
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 3 44 0 2 7 163
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 3 44 2 3 12 145
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 0 2 200
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 2 5 5 4 10 22 22
Does money still matter for U.S. output? 0 0 0 45 1 4 7 168
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 1 3 6 153
Effects of US policy uncertainty on Swedish GDP growth 0 0 2 43 2 5 17 137
Estimating the US trend short-term interest rate 0 0 1 5 3 6 9 20
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 0 1 2 122
Fat tails in leading indicators 0 0 0 14 1 2 6 41
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 1 1 1 61
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 3 8 12 264
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 0 1 5 408
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 3 5 52
Hysteresis and non-linearities in unemployment rates 0 0 1 66 1 1 2 200
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 1 2 6 323
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 1 1 227
Incorporating Judgement in Fan Charts 0 0 0 51 1 4 4 190
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 1 6 9 30
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 2 3 4 280
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 1 2 5 150
Macroeconomic effects of a decline in housing prices in Sweden 0 0 1 50 5 9 12 210
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 1 3 4 9
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 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 0 1 2 15
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 1 3 5 17
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 2 2 2 25
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 2 3 4 49
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 3 5 6 11
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 4 5 5 42
Population age structure and real exchange rates in the OECD 0 0 2 175 1 3 5 473
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 1 4 19 251
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 3 5 288
Size properties of cointegration tests in misspecified systems 0 0 0 48 1 1 2 140
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 1 2 3 61
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 2 3 70 3 10 19 247
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 51 0 2 6 214
The Effect of External Conditions on Growth in Latin America 0 0 0 56 1 4 6 220
The Impact of US Uncertainty Shocks on Small Open Economies 0 1 2 37 2 7 18 170
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 2 55 2 5 9 136
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 2 2 8 0 5 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 0 1 4 316
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 1 2 4 225
The effect on the Swedish real economy of the financial crisis 0 0 0 66 5 7 9 248
The euro crisis and Swedish GDP growth - a study of spillovers 0 2 3 16 2 6 10 61
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 1 7 3 3 7 28
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 1 1 56
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 2 2 2 272
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 3 5 12 249
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 3 4 6 93
The properties of survey-based inflation expectations in Sweden 0 0 0 36 1 1 1 122
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 1 10 1 7 9 33
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 2 6 128
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 2 4 11 169
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 1 2 136
Time variation in Okun’s law in Sweden 0 1 2 20 3 6 11 68
Time-varying inflation persistence in the Euro area 0 0 0 81 1 3 7 194
Trend Inflation in Sweden 0 0 0 0 0 1 2 4
Unemployment and labour-force participation in Sweden 0 0 2 127 0 1 8 346
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 1 1 15 0 2 2 66
Total Journal Articles 3 14 55 3,157 110 255 512 10,591

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 1 1 1
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2026-01-09