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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 2 17 1 2 16 30
A Note of Caution on the Relation between Money Growth and Inflation 0 1 2 45 1 4 11 48
A Note on the Stability of the Swedish Philips Curve 1 1 2 127 2 3 8 293
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 1 3 82
A residual-based cointegration test for near unit root variables 0 1 1 247 1 2 3 678
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 3 4 25
Can Households Predict where the Macroeconomy is Headed? 0 0 0 50 1 2 3 77
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 1 138 1 1 2 193
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 0 0 0 208
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 0 1 2 85
Do Inflation Expectations Granger Cause Inflation? 0 0 1 51 0 0 3 72
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 1 2 91
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 147 0 0 0 436
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 0 6 85 0 0 17 196
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 1 32 0 0 1 185
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 172 0 0 1 506
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 1 1 3 220
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 1 41 0 0 3 182
Does money still matter for U.S. output? 0 0 0 49 0 0 1 136
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 1 1 1 112
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 0 0 0 94
Effects of US Policy Uncertainty on Swedish GDP Growth 1 1 2 99 2 3 6 183
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 1 1 1 1,357
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 0 0 394
Forecasting Business Investment in the Short Term Using Survey Data 0 1 1 65 0 2 3 95
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 116 0 0 1 318
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 27 0 0 2 46
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 0 1 77
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 0 1 299
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 58 1 3 8 253
Imperfect Central Bank Communication: Information versus Distraction 0 0 1 114 0 0 2 311
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 97 0 0 4 257
Incorporating Judgement in Fan Charts 0 0 0 149 0 0 0 391
Incorporating judgement in fan charts 0 0 0 109 0 0 1 375
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 1 4 44
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 0 1 429
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 2 226 0 2 8 472
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 0 0 104
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 0 0 92
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 0 1 158
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 0 1 88 0 0 2 200
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 0 6 0 1 1 16
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 1 1 51 1 2 2 68
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 0 6 62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 2 3 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 1 51
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 1 2 4 128
Point versus Band Targets for Inflation 0 0 2 121 2 2 6 254
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 1 126 0 0 4 152
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 52 0 0 0 93
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 2 3 104
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 0 0 0 437
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 0 259 0 0 3 786
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 1 1 402
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 2 717 0 1 7 2,755
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 1 2 6 293
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 0 1 312
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 1 1 2 431
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 1 2 3 129
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 1 1 48 2 4 9 37
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 1 72 1 2 4 150
The Impact of Demography on the Real Exchange Rate 0 0 0 110 1 2 5 840
The Impact of US Uncertainty Shocks on Small Open Economies 1 1 3 81 1 1 4 162
The Persistent Labour-Market Effects of the Financial Crisis 1 1 2 93 1 1 2 223
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 0 108 0 0 0 209
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 0 0 0 76
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 2 62 1 2 9 175
The Rise and Fall of U.S. Inflation Persistence 0 0 1 119 0 0 2 316
The Taylor Rule: A Spurious Regression? 0 0 0 971 0 1 4 2,343
The rise and fall of U.S. inflation persistence 0 0 1 215 0 1 4 552
Trend Inflation in Sweden 0 0 0 80 0 1 2 141
US Interest Rates: Are Relations Stable? 0 3 16 16 1 4 27 27
Unemployment and Labour Force Participation in Sweden 0 0 0 100 0 3 4 228
VAR Models with Fat Tails and Dynamic Asymmetry 0 1 4 4 0 1 8 8
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 1 15 0 0 1 29
Total Working Papers 4 13 64 8,590 34 76 268 22,547

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 76 0 1 4 211
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 1 3 19 0 4 8 70
A micro-data analysis of households’ expectations of mortgage rates 0 0 2 22 0 0 2 65
A note of caution on the relation between money growth and inflation 0 1 2 4 2 4 13 17
A note on the stability of the Swedish Phillips curve 0 0 2 22 1 2 14 96
A structural Bayesian VAR for model-based fan charts 0 0 0 105 0 0 0 240
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey 0 2 3 3 0 2 5 5
Anchoring in surveys of household expectations 0 0 2 13 0 0 3 45
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 1 61 0 0 4 204
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 0 1 61
Corona, crisis and conditional heteroscedasticity 0 0 0 3 1 1 1 12
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 1 1 1 34
Do inflation expectations granger cause inflation? 0 0 0 18 0 0 3 74
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 0 6 35
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 1 1 42 0 1 1 157
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 1 2 5 43 1 4 9 135
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 1 2 7 199
Does money still matter for U.S. output? 0 0 0 45 0 0 0 161
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 0 0 0 147
Effects of US policy uncertainty on Swedish GDP growth 1 2 5 42 3 6 18 125
Estimating the US trend short-term interest rate 0 0 2 4 2 2 7 13
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 0 0 3 120
Fat tails in leading indicators 0 0 0 14 0 0 3 35
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 1 1 60
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 2 95 0 0 6 252
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 0 87 1 1 4 404
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 16 0 0 4 47
Hysteresis and non-linearities in unemployment rates 0 0 1 65 0 1 2 198
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 1 7 318
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 76 0 1 4 226
Incorporating Judgement in Fan Charts 0 0 0 51 0 0 2 186
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 2 5 0 0 6 21
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 0 1 276
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 2 2 3 147
Macroeconomic effects of a decline in housing prices in Sweden 0 0 3 49 0 1 8 198
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 0 0 0 5
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 0 1 82
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations 0 0 1 3 0 0 6 13
Modelling Okun’s law: Does non-Gaussianity matter? 0 1 1 4 0 1 3 13
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 0 1 45
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 1 2 1 1 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 1 1 1 174 1 1 9 469
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 1 28 5 11 59 238
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 1 1 2 284
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 0 3 138
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 1 1 1 59
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 1 1 3 68 2 5 15 233
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 0 1 2 209
The Effect of External Conditions on Growth in Latin America 0 0 0 56 1 2 4 216
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 6 35 2 2 17 154
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 2 53 0 0 6 127
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 0 6 1 1 3 17
The Rise and Fall of U.S. Inflation Persistence 0 0 1 121 2 2 10 331
The Taylor Rule: A Spurious Regression? 0 0 0 125 0 1 7 312
The Taylor rule and real-time data - a critical appraisal 0 0 1 97 0 0 3 221
The effect on the Swedish real economy of the financial crisis 0 0 0 66 1 1 1 240
The euro crisis and Swedish GDP growth - a study of spillovers 1 1 1 14 1 2 2 53
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 1 6 6 0 3 23 23
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 1 1 55
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 0 3 270
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 0 1 4 238
The persistent labour-market effects of the financial crisis 0 0 0 14 2 2 6 91
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 0 0 1 87
The properties of survey-based inflation expectations in Sweden 0 0 0 36 0 0 2 121
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 0 9 0 0 3 24
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 1 36 1 1 6 123
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 1 33 0 0 5 158
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 0 134
Time variation in Okun’s law in Sweden 0 0 1 18 0 1 6 58
Time-varying inflation persistence in the Euro area 0 0 0 81 0 0 2 187
Trend Inflation in Sweden 0 0 0 0 0 0 1 2
Unemployment and labour-force participation in Sweden 0 0 0 125 2 2 6 340
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 14 0 0 3 64
Total Journal Articles 5 14 70 3,111 39 82 392 10,140

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Statistics updated 2025-03-03