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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 1 17 1 3 12 37
A Note of Caution on the Relation between Money Growth and Inflation 0 0 1 45 0 0 9 50
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 0 1 7 294
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 0 2 82
A residual-based cointegration test for near unit root variables 0 0 1 247 0 1 5 680
Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey 0 0 0 18 0 0 3 25
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 0 0 2 77
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 1 1 139 0 1 3 195
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 1 1 1 209
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 0 0 2 86
Do Inflation Expectations Granger Cause Inflation? 0 0 1 51 0 0 2 73
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 1 3 92
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 1 437
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 0 0 0 348
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 6 87 0 2 10 200
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 0 0 0 185
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 0 0 4 509
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 0 0 3 220
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 1 2 138
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 0 1 112
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 0 1 95
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 3 101 0 0 8 188
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 2 2 4 1,360
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 1 1 395
Forecasting Business Investment in the Short Term Using Survey Data 0 0 1 65 1 1 5 97
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 116 0 0 1 319
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 0 1 5 50
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 1 2 3 80
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 0 1 4 302
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 114 1 1 2 312
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 58 1 2 8 256
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 0 0 1 257
Incorporating Judgement in Fan Charts 0 0 0 149 0 0 0 391
Incorporating judgement in fan charts 0 0 0 109 0 0 0 375
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 1 2 45
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 0 2 431
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 1 1 227 0 1 6 475
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 1 93
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 0 1 105
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 0 1 159
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 0 88 0 0 1 201
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 2 8 0 0 4 19
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 1 51 1 2 4 70
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 0 1 62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 0 3 71
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 0 0 51
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 0 0 4 129
Point versus Band Targets for Inflation 0 0 1 121 0 1 4 255
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 0 0 1 153
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 0 0 1 94
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 0 0 3 105
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 0 2 3 440
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 0 0 4 787
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 1 2 403
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 0 0 240
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 1 2 8 2,760
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 4 293
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 0 0 312
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 1 2 432
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 0 2 5 132
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 1 48 0 2 8 41
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 0 72 0 2 5 153
The Impact of Demography on the Real Exchange Rate 0 0 0 110 1 1 4 841
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 2 82 1 2 5 165
The Persistent Labour-Market Effects of the Financial Crisis 0 0 1 93 0 0 1 223
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 0 108 0 1 1 210
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 1 2 5 81
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 1 62 0 0 6 175
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 0 0 316
The Taylor Rule: A Spurious Regression? 1 1 1 972 1 3 4 2,346
The rise and fall of U.S. inflation persistence 0 0 0 215 0 0 2 553
Trend Inflation in Sweden 0 0 0 80 0 1 5 144
US Interest Rates: Are Relations Stable? 1 2 7 19 1 3 14 33
Unemployment and Labour Force Participation in Sweden 0 0 0 100 1 1 5 230
VAR Models with Fat Tails and Dynamic Asymmetry 0 2 7 7 0 4 15 15
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 0 0 29
Total Working Papers 2 8 44 8,607 17 59 263 22,676

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 0 0 1 77 0 2 4 214
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 0 1 16 0 0 2 46
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 4 22 0 3 12 77
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 0 0 1 66
A note of caution on the relation between money growth and inflation 0 0 2 4 2 2 15 23
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 1 1 1 0 2 2 2
A note on the stability of the Swedish Phillips curve 0 0 2 22 0 3 8 99
A structural Bayesian VAR for model-based fan charts 0 0 0 105 0 0 0 240
An Analysis of UK Households’ Directional Forecasts of Interest Rates 0 0 0 0 0 0 0 0
An international analysis of the trend five‐year government bond rate 0 2 2 2 2 4 4 4
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 0 4 4 0 1 8 9
Anchoring in surveys of household expectations 0 0 0 13 1 2 4 49
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 0 61 0 0 3 206
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 1 2 62
Corona, crisis and conditional heteroscedasticity 0 0 0 3 1 1 2 13
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 0 0 1 34
Do inflation expectations granger cause inflation? 0 0 2 20 1 1 4 78
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 0 0 35
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 1 3 44 0 2 5 161
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 3 44 2 4 13 142
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 0 2 3 3 4 9 12 12
Does money still matter for U.S. output? 0 0 0 45 0 3 3 164
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 0 2 3 150
Effects of US policy uncertainty on Swedish GDP growth 0 0 3 43 1 2 13 132
Estimating the US trend short-term interest rate 0 0 2 5 0 0 6 14
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 0 1 1 121
Fat tails in leading indicators 0 0 0 14 0 2 6 39
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 1 95 1 1 6 256
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 0 2 6 407
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 17 0 1 4 49
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 1 1 7 321
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 0 1 226
Incorporating Judgement in Fan Charts 0 0 0 51 0 0 0 186
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 1 5 0 3 5 24
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 0 2 277
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 0 0 3 148
Macroeconomic effects of a decline in housing prices in Sweden 0 0 2 50 1 2 7 201
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 0 1 1 6
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 0 2 83
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 14
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 0 1 3 14
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 46
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 1 2 0 0 2 6
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 0 0 0 37
Population age structure and real exchange rates in the OECD 0 1 2 175 0 1 3 470
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 1 2 31 247
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 1 3 285
Size properties of cointegration tests in misspecified systems 0 0 0 48 1 1 3 139
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 0 0 1 59
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 1 68 0 1 9 237
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 50 0 2 5 212
The Effect of External Conditions on Growth in Latin America 0 0 0 56 0 0 3 216
The Impact of US Uncertainty Shocks on Small Open Economies 0 1 3 36 1 2 15 163
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 2 55 0 2 5 131
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 0 6 1 3 6 22
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 0 7 333
The Taylor Rule: A Spurious Regression? 0 0 1 126 1 1 4 315
The Taylor rule and real-time data - a critical appraisal 0 0 1 97 1 1 4 223
The effect on the Swedish real economy of the financial crisis 0 0 0 66 0 1 2 241
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 1 14 0 0 4 55
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 3 7 0 1 11 25
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 0 1 55
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 0 1 270
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 0 1 8 244
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 2 3 89
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 0 0 2 26
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 3 8 126
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 0 1 8 165
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 1 1 135
Time variation in Okun’s law in Sweden 0 0 2 19 0 0 7 62
Time-varying inflation persistence in the Euro area 0 0 0 81 0 1 5 191
Trend Inflation in Sweden 0 0 0 0 1 1 2 3
Unemployment and labour-force participation in Sweden 1 1 2 127 1 3 8 345
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 14 0 0 2 64
Total Journal Articles 1 10 63 3,143 25 93 368 10,336

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Statistics updated 2025-10-06