Access Statistics for Pär Österholm

Author contact details at EconPapers.

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 34 106 3 7 54 157
A Statistical Analysis of Revisions of Swedish National Accounts Data 1 1 4 88 1 1 6 67
A residual-based cointegration test for near unit root variables 1 1 3 242 3 6 12 641
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 3 5 123 1 5 12 158
Do Inflation Expectations Granger Cause Inflation? 0 0 4 44 1 2 11 51
Do Inflation Expectations Granger Cause Inflation? 1 2 7 47 1 4 13 64
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 1 4 44 1 3 6 51
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 4 146 0 0 6 422
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 1 119 0 1 8 339
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 4 27 0 2 7 167
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 170 0 1 6 490
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 1 49 1 1 3 193
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 38 0 1 2 165
Does money still matter for U.S. output? 0 0 0 48 0 2 13 132
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 1 1 33 0 2 6 103
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 38 1 1 8 86
Effects of US Policy Uncertainty on Swedish GDP Growth 0 1 6 82 0 1 16 120
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 1 384 1 2 15 1,319
External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model 1 1 1 139 5 5 7 366
Forecasting Business Investment in the Short Term Using Survey Data 0 0 2 60 0 1 5 73
Forecasting Inflation Using Constant Gain Least Squares 0 0 4 110 1 1 8 296
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 1 3 10 39 2 5 46 67
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 107 1 4 8 280
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 55 1 6 10 225
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 112 0 2 4 293
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 93 1 3 6 229
Incorporating Judgement in Fan Charts 0 0 1 148 0 1 3 382
Incorporating judgement in fan charts 0 0 1 107 1 1 10 350
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 152 0 1 4 414
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 8 14 58 148 16 42 130 232
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 0 0 1 82
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 1 1 44 0 1 4 137
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 2 4 6 92
Macroeconomic Effects of a Decline in Housing Prices in Sweden 1 1 7 78 3 7 23 148
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 1 56 3 3 8 104
Point versus Band Targets for Inflation 4 6 27 90 5 10 55 84
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 1 3 118 0 3 9 121
Quasi-Real-Time Data of the Economic Tendency Survey 1 2 7 47 1 4 10 47
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 3 50 0 2 11 74
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 188 2 9 13 410
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 1 258 0 1 2 769
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 149 0 0 5 391
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 135 1 1 3 228
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 4 12 671 8 23 58 2,463
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 97 0 4 8 266
The Effect of External Conditions on Growth in Latin America 0 0 3 118 0 1 9 277
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 4 193 1 5 19 400
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 1 55 0 2 5 104
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 1 2 69 2 8 13 132
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 1 6 802
The Impact of US Uncertainty Shocks on Small Open Economies 2 4 12 57 4 9 22 98
The Persistent Labour-Market Effects of the Financial Crisis 0 1 2 86 2 6 10 180
The Properties of Survey-Based Inflation Expectations in Sweden 0 1 2 105 4 6 9 184
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 13 24 24 24 8 14 14 14
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 24 25 25 25 6 8 8 8
The Rise and Fall of U.S. Inflation Persistence 0 0 1 116 1 1 4 298
The Taylor Rule: A Spurious Regression? 0 3 12 931 2 5 18 2,248
The rise and fall of U.S. inflation persistence 1 1 2 211 1 2 8 527
Unemployment and Labour Force Participation in Sweden 0 0 1 95 0 1 6 191
Total Working Papers 59 105 314 7,338 98 255 812 18,811

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 6 63 0 1 12 173
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 1 2 5 13 2 3 8 28
A structural Bayesian VAR for model-based fan charts 0 1 2 101 0 2 5 223
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 1 9 48 0 3 17 170
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 13 0 0 4 45
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 1 6 1 1 2 20
Do inflation expectations granger cause inflation? 0 3 5 6 2 7 15 29
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 1 4 34 0 5 15 125
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 1 1 2 35 1 2 7 114
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 1 41 1 1 4 170
Does money still matter for U.S. output? 0 0 1 35 0 1 9 134
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 1 24 0 2 18 108
Effects of US policy uncertainty on Swedish GDP growth 0 1 2 18 2 4 8 54
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 2 3 10 92
Forecasting Inflation Using Constant Gain Least Squares 1 2 3 12 1 3 6 46
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 1 2 10 77 2 8 19 190
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 1 85 0 0 3 377
Hysteresis and non-linearities in unemployment rates 0 0 1 63 1 2 3 187
Imperfect Central Bank Communication: Information versus Distraction 1 2 6 105 4 13 31 257
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 75 5 10 15 201
Incorporating Judgement in Fan Charts 0 0 3 41 0 5 14 160
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 5 112 0 0 5 265
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 2 33 3 6 12 120
Macroeconomic effects of a decline in housing prices in Sweden 1 1 15 34 3 8 33 125
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 15 0 0 0 62
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 1 6 2 2 6 33
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 8 0 2 4 22
Population age structure and real exchange rates in the OECD 0 2 7 167 0 2 12 418
Quasi-Real-Time Data of the Economic Tendency Survey 3 4 10 20 5 8 19 41
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 1 1 83 0 3 6 267
Size properties of cointegration tests in misspecified systems 0 0 2 47 0 1 5 125
Survey data and short-term forecasts of Swedish GDP growth 0 0 1 7 0 2 7 41
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 56 1 4 15 169
Testing the expectations hypothesis when interest rates are near integrated 0 1 8 42 0 3 14 186
The Effect of External Conditions on Growth in Latin America 0 1 3 45 2 4 11 131
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 5 11 3 4 21 61
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 9 36 0 1 14 67
The Rise and Fall of U.S. Inflation Persistence 0 2 11 103 4 10 33 268
The Taylor Rule: A Spurious Regression? * 0 1 6 114 0 1 8 272
The Taylor rule and real-time data - a critical appraisal 0 0 2 93 1 1 5 202
The effect on the Swedish real economy of the financial crisis 1 2 7 63 1 5 17 214
The euro crisis and Swedish GDP growth - a study of spillovers 1 1 2 10 1 4 6 38
The forecasting properties of survey-based wage-growth expectations 0 0 0 12 1 2 4 42
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 1 8 74 1 5 15 183
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 1 6 50 2 8 19 194
The persistent labour-market effects of the financial crisis 0 0 0 14 0 1 1 67
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 25 0 0 3 82
The properties of survey-based inflation expectations in Sweden 1 1 2 34 1 1 4 109
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 1 9 12 1 7 43 76
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 1 127
Time variation in Okun’s law in Sweden 0 0 5 7 1 1 15 23
Time-varying inflation persistence in the Euro area 0 0 3 70 0 3 9 163
Unemployment and labour-force participation in Sweden 0 0 7 103 0 3 22 264
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 0 3 3 3 3
Total Journal Articles 13 37 204 2,443 60 181 617 7,363

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2019-11-03