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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 1 6 40
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 0 1 11 61
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 0 0 16 309
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 0 0 5 87
A residual-based cointegration test for near unit root variables 0 1 2 249 0 3 16 695
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 2 8 33
Can Households Predict where the Macroeconomy is Headed? 0 0 1 51 0 2 13 90
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 139 3 4 13 208
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 0 1 9 217
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 1 2 16 102
Do Inflation Expectations Granger Cause Inflation? 0 1 1 52 2 3 11 84
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 0 0 14 105
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 1 1 17 365
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 6 442
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 88 0 3 14 212
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 0 2 14 199
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 1 1 173 0 3 13 522
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 0 0 53 0 1 17 237
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 0 2 8 191
Does money still matter for U.S. output? 0 0 0 49 0 0 15 152
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 0 9 121
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 1 2 8 103
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 0 101 0 1 14 202
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 0 3 9 1,367
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 3 12 406
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 0 3 20 116
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 1 2 21 340
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 28 0 0 8 57
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 4 19 97
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 0 5 100
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 109 0 0 9 310
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 0 0 11 265
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 0 2 10 321
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 0 1 25 282
Incorporating Judgement in Fan Charts 0 0 0 149 0 1 11 402
Incorporating judgement in fan charts 0 0 0 109 0 0 16 391
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 0 11 56
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 0 0 8 439
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 2 24 498
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 8 101
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 1 8 167
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 33 0 1 9 114
Macroeconomic Effects of a Decline in Housing Prices in Sweden 1 1 1 89 1 2 23 224
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 0 8 0 3 19 38
Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? 0 0 0 51 0 1 12 81
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 1 9 71
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 2 16 87
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 2 2 11 62
On the Stability of Macroeconomic Relationships in Australia 0 0 37 37 1 3 83 83
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 0 1 16 145
Point versus Band Targets for Inflation 0 0 0 121 0 2 11 265
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 2 3 18 171
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 1 53 0 1 13 107
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 0 1 16 121
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 189 0 0 24 462
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 1 260 0 0 17 804
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 0 0 4 244
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 1 9 411
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 0 5 34 2,793
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 2 20 313
The Effect of External Conditions on Growth in Latin America 0 0 0 124 0 0 13 325
The Effect on the Swedish Real Economy of the Financial Crisis 0 0 0 202 0 0 12 443
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 0 0 7 139
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 0 2 20 60
The Forecasting Properties of Survey-Based Wage-Growth Expectations 1 1 1 73 1 1 17 168
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 0 5 845
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 1 83 0 0 12 175
The Persistent Labour-Market Effects of the Financial Crisis 0 0 0 93 0 1 13 236
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 109 0 2 13 223
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 1 2 12 91
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 0 1 9 325
The Taylor Rule: A Spurious Regression? 0 0 1 972 0 0 12 2,355
The rise and fall of U.S. inflation persistence 0 0 0 215 0 0 10 563
Trend Inflation in Sweden 0 0 0 80 0 0 12 155
US Interest Rates: Are Relations Stable? 1 1 7 24 1 1 20 50
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 1 7 1 2 14 26
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 0 0 7 36
Total Working Papers 3 6 62 8,663 20 100 1,097 23,724

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 1 4 81 1 2 29 243
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 1 1 17 0 2 7 53
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 1 23 0 1 11 88
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 0 1 13 79
A note of caution on the relation between money growth and inflation 0 0 0 4 1 2 13 34
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 1 1 13 13
A note on the stability of the Swedish Phillips curve 0 0 0 22 0 2 19 117
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 0 3 24 24
An international analysis of the trend five‐year government bond rate 0 0 1 2 0 0 18 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 2 2 16 24
Anchoring in surveys of household expectations 0 0 1 14 0 0 7 54
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 1 1 62 0 1 7 213
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 1 4 66
Corona, crisis and conditional heteroscedasticity 0 0 0 3 1 1 6 18
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 1 1 5 39
Do inflation expectations granger cause inflation? 0 0 2 22 1 2 20 97
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 0 1 8 43
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 1 1 45 0 1 12 173
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 44 0 1 13 152
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 0 0 9 209
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 1 6 8 1 2 28 33
Does money still matter for U.S. output? 0 0 0 45 0 0 16 179
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 0 3 11 160
Effects of US policy uncertainty on Swedish GDP growth 1 1 2 45 1 1 18 149
Estimating the US trend short-term interest rate 0 0 0 5 1 1 14 28
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 2 4 17 138
Fat tails in leading indicators 0 0 0 14 0 0 9 48
Forecasting Inflation Using Constant Gain Least Squares 0 0 0 16 0 0 4 64
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 0 1 19 274
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 1 88 0 0 7 412
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 0 17 2 4 13 61
Hysteresis and non-linearities in unemployment rates 0 0 0 66 0 2 6 205
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 122 0 0 6 326
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 76 0 0 19 245
Incorporating Judgement in Fan Charts 0 0 0 51 0 2 17 203
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 0 3 21 43
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 0 2 9 286
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 0 1 8 156
Macroeconomic effects of a decline in housing prices in Sweden 1 1 2 52 1 3 24 224
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 0 0 9 15
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 0 0 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 0 10 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 0 1 17 30
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 0 8 31
On the Stability of Macroeconomic Relationships in Australia 0 0 0 0 0 0 0 0
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 0 1 9 55
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 1 1 9 15
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 1 1 12 49
Population age structure and real exchange rates in the OECD 0 1 2 176 0 1 8 477
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 0 1 15 261
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 89 0 0 8 293
Size properties of cointegration tests in misspecified systems 0 0 0 48 0 0 9 147
Survey data and short-term forecasts of Swedish GDP growth 0 0 0 9 2 2 5 64
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 70 0 0 25 262
Testing the expectations hypothesis when interest rates are near integrated 0 0 2 51 1 1 11 222
The Effect of External Conditions on Growth in Latin America 0 0 0 56 0 1 11 227
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 3 39 0 2 19 181
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 1 56 1 3 18 148
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 0 1 13 34
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 1 2 23 356
The Taylor Rule: A Spurious Regression? 1 1 4 130 1 3 18 332
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 1 1 6 228
The effect on the Swedish real economy of the financial crisis 0 0 0 66 0 0 17 258
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 2 16 0 0 11 66
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 0 7 0 0 10 34
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 1 9 64
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 3 8 278
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 3 13 257
The persistent labour-market effects of the financial crisis 0 0 0 14 0 1 8 100
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 0 2 14 103
The properties of survey-based inflation expectations in Sweden 0 0 0 36 1 3 8 129
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 0 10 0 2 20 46
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 2 12 138
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 0 2 20 184
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 0 0 4 139
Time variation in Okun’s law in Sweden 0 0 1 20 0 0 9 71
Time-varying inflation persistence in the Euro area 0 0 1 82 2 3 10 201
Trend Inflation in Sweden 0 0 0 0 0 1 8 10
Unemployment and labour-force participation in Sweden 0 0 1 127 1 1 8 351
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 1 1 8 72
Total Journal Articles 4 9 49 3,186 32 101 1,000 11,287

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

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Statistics updated 2026-08-07