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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 1 5 41
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 2 2 13 63
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 1 1 16 310
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 0 0 90 2 2 7 89
A residual-based cointegration test for near unit root variables 0 0 2 249 0 1 15 695
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 0 8 33
Can Households Predict where the Macroeconomy is Headed? 0 0 1 51 0 1 13 90
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 139 2 5 15 210
Corona, Crisis and Conditional Heteroscedasticity 0 0 0 125 0 1 9 217
Do Inflation Expectations Granger Cause Inflation? 0 0 1 52 1 3 12 85
Do Inflation Expectations Granger Cause Inflation? 0 0 0 50 0 2 16 102
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 47 4 4 17 109
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 0 0 120 0 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 1 1 6 443
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 1 88 0 2 12 212
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 32 1 1 15 200
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 1 1 173 0 2 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 0 17 237
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 41 1 2 9 192
Does money still matter for U.S. output? 0 0 0 49 0 0 14 152
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 39 1 3 9 104
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 36 0 0 9 121
Effects of US Policy Uncertainty on Swedish GDP Growth 0 0 0 101 2 2 16 204
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 0 389 2 2 11 1,369
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model 0 0 0 148 0 2 11 406
Forecasting Business Investment in the Short Term Using Survey Data 0 0 0 65 1 1 21 117
Forecasting Inflation Using Constant Gain Least Squares 0 0 1 117 0 2 21 340
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 28 0 0 7 57
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 4 6 22 101
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 3 3 11 313
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 58 0 0 10 265
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 114 1 2 11 322
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 97 0 0 25 282
Incorporating Judgement in Fan Charts 0 0 0 149 1 1 12 403
Incorporating judgement in fan charts 0 0 0 109 0 0 16 391
Inflation Illiteracy – A Micro-Data Analysis 1 1 1 25 1 1 12 57
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 156 1 1 9 440
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 0 227 0 2 23 498
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 33 0 0 9 114
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 47 0 1 8 167
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 1 1 89 0 1 23 224
Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data 0 0 0 8 2 3 21 40
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 0 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 0 2 11 62
On the Stability of Macroeconomic Relationships in Australia 0 0 37 37 0 1 83 83
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 59 0 0 16 145
Point versus Band Targets for Inflation 0 0 0 121 0 0 10 265
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 0 0 126 1 3 19 172
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 1 53 2 2 15 109
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 0 0 58 2 2 18 123
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 1 189 0 0 22 462
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 0 150 0 1 9 411
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 135 1 1 5 245
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 1 2 35 2,794
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 1 2 21 314
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 11 443
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 0 0 61 1 1 8 140
The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries 0 0 0 48 1 1 20 61
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 1 1 73 0 1 15 168
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 1 1 12 176
The Persistent Labour-Market Effects of the Financial Crisis 0 0 0 93 0 0 13 236
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 109 0 1 13 223
The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy 0 0 0 46 0 2 11 91
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 1 1 10 185
The Rise and Fall of U.S. Inflation Persistence 0 0 0 119 0 0 9 325
The Taylor Rule: A Spurious Regression? 0 0 1 972 0 0 10 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 11 155
US Interest Rates: Are Relations Stable? 1 2 7 25 1 2 19 51
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 0 7 0 1 11 26
Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? 0 0 0 15 1 1 8 37
Total Working Papers 2 6 60 8,665 49 97 1,114 23,773

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 4 81 2 3 31 245
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 1 1 17 0 1 7 53
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 1 23 1 1 12 89
A micro-data analysis of households’ expectations of mortgage rates 0 0 0 22 0 0 13 79
A note of caution on the relation between money growth and inflation 1 1 1 5 1 2 14 35
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 0 1 1 2 12 14
A note on the stability of the Swedish Phillips curve 0 0 0 22 1 3 19 118
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 2 24 24
An international analysis of the trend five‐year government bond rate 0 0 0 2 0 0 17 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 2 15 24
Anchoring in surveys of household expectations 0 0 1 14 0 0 6 54
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 0 1 62 0 0 7 213
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 0 0 16 0 0 4 66
Corona, crisis and conditional heteroscedasticity 0 0 0 3 0 1 6 18
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 0 8 1 2 6 40
Do inflation expectations granger cause inflation? 0 0 2 22 0 1 20 97
Do market participants’ forecasts of financial variables outperform the random-walk benchmark? 0 0 0 10 2 2 10 45
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 1 45 0 0 12 173
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 0 44 59 59 71 211
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 43 55 55 64 264
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 5 8 0 2 25 33
Does money still matter for U.S. output? 0 0 0 45 0 0 15 179
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 0 33 1 1 11 161
Effects of US policy uncertainty on Swedish GDP growth 0 1 2 45 0 1 18 149
Estimating the US trend short-term interest rate 0 0 0 5 0 1 14 28
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 0 2 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 1 1 5 65
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 0 0 95 2 3 21 276
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 0 1 88 0 0 5 412
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 0 17 1 5 13 62
Hysteresis and non-linearities in unemployment rates 0 0 0 66 0 0 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 2 2 19 205
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 0 1 19 43
Killing four unit root birds in the US economy with three panel unit root test stones 0 0 0 113 1 2 10 287
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 0 41 0 0 8 156
Macroeconomic effects of a decline in housing prices in Sweden 0 1 2 52 1 2 25 225
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data 0 0 0 3 1 1 10 16
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 20 2 2 10 93
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 0 16 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 1 1 1 1
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 0 0 6 1 1 10 56
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity 0 0 0 2 1 2 10 16
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 15 1 2 13 50
Population age structure and real exchange rates in the OECD 0 1 1 176 2 3 9 479
Quasi-Real-Time Data of the Economic Tendency Survey 0 0 0 28 0 0 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 1 1 10 148
Survey data and short-term forecasts of Swedish GDP growth 1 1 1 10 1 3 6 65
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 2 70 1 1 26 263
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 51 0 1 10 222
The Effect of External Conditions on Growth in Latin America 0 0 0 56 0 0 11 227
The Impact of US Uncertainty Shocks on Small Open Economies 0 0 3 39 0 0 19 181
The Long-run Relationship Between Stock Prices and GDP in Sweden 0 0 1 56 1 2 18 149
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 1 14 35
The Rise and Fall of U.S. Inflation Persistence 0 0 0 121 0 1 23 356
The Taylor Rule: A Spurious Regression? 0 1 4 130 0 2 18 332
The Taylor rule and real-time data - a critical appraisal 0 0 0 97 0 1 6 228
The effect on the Swedish real economy of the financial crisis 0 0 0 66 2 2 19 260
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 2 16 1 1 12 67
The evolution of the natural rate of interest: evidence from the Scandinavian countries 0 0 0 7 0 0 9 34
The forecasting properties of survey-based wage-growth expectations 0 0 0 16 0 0 9 64
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 0 0 89 0 0 8 278
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 0 0 0 64 1 3 14 258
The persistent labour-market effects of the financial crisis 0 0 0 14 1 1 9 101
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 26 1 1 15 104
The properties of survey-based inflation expectations in Sweden 0 0 0 36 0 1 8 129
The relation between municipal and government bond yields in an era of unconventional monetary policy 0 0 0 10 1 1 21 47
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 2 3 14 140
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 0 0 33 1 2 20 185
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 1 3 11 202
Trend Inflation in Sweden 0 0 0 0 0 0 8 10
Unemployment and labour-force participation in Sweden 0 0 1 127 0 1 7 351
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 1 8 72
Total Journal Articles 2 8 46 3,188 157 204 1,133 11,444

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 0 5 5
Total Chapters 0 0 0 0 0 0 8 8

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