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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 1 2 7 40
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 1 4 11 61
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 0 3 16 309
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 1 5 87
A residual-based cointegration test for near unit root variables 1 1 2 249 2 7 16 694
Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey 0 0 0 18 2 4 8 33
Can Households Predict where the Macroeconomy is Headed? 0 0 1 51 1 1 12 89
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 139 1 4 11 205
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 0 1 8 216
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 0 4 14 100
Do Inflation Expectations Granger Cause Inflation? 1 1 1 52 1 3 9 82
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 2 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 0 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 0 4 16 364
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 2 88 1 4 12 210
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 2 5 14 199
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 1 6 12 520
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 1 2 17 237
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 1 3 8 190
Does money still matter for U.S. output? 0 0 0 49 0 1 15 152
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 3 9 121
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 1 6 101
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 0 101 1 4 14 202
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 3 5 9 1,367
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 1 6 10 404
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 3 3 21 116
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 0 6 19 338
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 28 0 4 8 57
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 2 6 17 95
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 1 5 100
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 0 2 10 310
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 1 3 9 320
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 0 2 11 265
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 1 7 25 282
Incorporating Judgement in Fan Charts 0 0 0 149 1 4 11 402
Incorporating judgement in fan charts 0 0 0 109 0 3 16 391
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 4 12 56
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 2 8 439
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 0 2 22 496
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 3 7 166
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 1 4 9 114
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 8 100
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 1 1 22 223
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 0 8 2 8 18 37
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 0 51 0 2 12 80
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 1 4 9 71
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 4 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 0 3 9 60
On the Stability of Macroeconomic Relationships in Australia 0 1 37 37 2 5 82 82
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 1 7 17 145
Point versus Band Targets for Inflation 0 0 0 121 2 5 11 265
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 1 7 16 169
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 1 53 1 2 13 107
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 1 3 16 121
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 189 0 2 25 462
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 1 1 260 0 3 18 804
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 1 4 244
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 4 8 410
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 4 11 35 2,792
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 1 7 19 312
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 4 13 325
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 5 12 443
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 0 3 9 139
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 2 6 23 60
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 0 2 17 167
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 1 5 845
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 1 83 0 4 12 175
The Persistent Labour-Market Effects of the Financial Crisis 0 0 0 93 1 9 13 236
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 109 1 1 13 222
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 0 1 10 89
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 0 0 9 184
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 1 4 9 325
The Taylor Rule: A Spurious Regression? 0 0 1 972 0 5 12 2,355
The rise and fall of U.S. inflation persistence 0 0 0 215 0 3 10 563
Trend Inflation in Sweden 0 0 0 80 0 2 13 155
US Interest Rates: Are Relations Stable? 0 0 6 23 0 1 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 2 7 1 4 14 25
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 1 7 36
Total Working Papers 2 5 60 8,659 52 273 1,073 23,676

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 1 4 4 81 1 15 30 242
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 0 16 1 3 6 52
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 1 2 23 1 6 16 88
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 1 4 14 79
A note of caution on the relation between money growth and inflation 0 0 0 4 1 4 13 33
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 2 12 12
A note on the stability of the Swedish Phillips curve 0 0 0 22 0 2 19 115
A structural Bayesian VAR for model-based fan charts 0 0 0 105 0 0 12 252
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 0 2 2 1 5 22 22
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 0 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 0 6 15 22
Anchoring in surveys of household expectations 0 0 1 14 0 1 7 54
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 1 1 1 62 1 1 7 213
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 1 1 5 66
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 0 5 17
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 0 0 4 38
Do inflation expectations granger cause inflation? 0 0 2 22 1 6 20 96
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 1 4 8 43
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 1 1 2 45 1 1 14 173
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 44 1 5 15 152
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 3 9 209
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 6 7 0 7 28 31
Does money still matter for U.S. output? 0 0 0 45 0 1 18 179
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 3 5 12 160
Effects of US policy uncertainty on Swedish GDP growth 0 1 1 44 0 7 18 148
Estimating the US trend short-term interest rate 0 0 0 5 0 2 13 27
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 2 6 16 136
Fat tails in leading indicators 0 0 0 14 0 1 12 48
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 2 4 64
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 0 2 18 273
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 1 1 88 0 3 7 412
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 0 17 0 3 9 57
Hysteresis and non-linearities in unemployment rates 0 0 1 66 2 3 7 205
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 1 6 326
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 5 19 245
Incorporating Judgement in Fan Charts 0 0 0 51 2 6 17 203
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 2 5 21 42
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 1 3 8 285
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 1 3 8 156
Macroeconomic effects of a decline in housing prices in Sweden 0 1 1 51 2 5 24 223
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 0 3 10 15
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 4 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 0 3 11 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 1 8 17 30
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 3 8 31
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 1 2 10 55
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 0 1 8 14
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 0 2 11 48
Population age structure and real exchange rates in the OECD 0 0 1 175 0 2 7 476
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 1 7 16 261
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 3 9 293
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 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 0 5 26 262
Testing the expectations hypothesis when interest rates are near integrated 0 0 2 51 0 4 11 221
The Effect of External Conditions on Growth in Latin America 0 0 0 56 1 4 11 227
The Impact of US Uncertainty Shocks on Small Open Economies 0 1 4 39 2 6 21 181
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 1 56 2 4 18 147
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 4 17 34
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 1 7 22 355
The Taylor Rule: A Spurious Regression? 0 0 3 129 1 2 16 330
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 0 2 5 227
The effect on the Swedish real economy of the financial crisis 0 0 0 66 0 4 18 258
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 2 16 0 2 11 66
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 0 7 0 3 10 34
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 1 6 9 64
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 3 4 8 278
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 5 12 255
The persistent labour-market effects of the financial crisis 0 0 0 14 1 3 8 100
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 2 5 16 103
The properties of survey-based inflation expectations in Sweden 0 0 0 36 2 4 7 128
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 0 10 2 4 20 46
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 2 14 137
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 1 5 22 183
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 1 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 2 10 199
Trend Inflation in Sweden 0 0 0 0 1 3 8 10
Unemployment and labour-force participation in Sweden 0 0 1 127 0 2 8 350
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 2 7 71
Total Journal Articles 3 12 50 3,180 54 276 1,015 11,240

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 2 3 3
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 1 3 5 5
Total Chapters 0 0 0 0 1 5 8 8

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Statistics updated 2026-06-04