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 2 18 47 103 3 22 63 146
A Statistical Analysis of Revisions of Swedish National Accounts Data 0 1 5 87 0 1 7 66
A residual-based cointegration test for near unit root variables 0 0 3 241 0 1 8 634
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 0 2 3 120 1 3 7 150
Do Inflation Expectations Granger Cause Inflation? 0 2 7 45 0 2 11 58
Do Inflation Expectations Granger Cause Inflation? 0 3 6 44 0 4 12 49
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 1 4 43 0 1 5 48
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs 0 3 4 146 0 4 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 3 7 337
Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs 0 2 4 27 0 2 5 165
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 0 0 170 0 2 8 489
Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs 0 1 1 49 0 1 2 192
Does money matter for U.S. inflation? Evidence from Bayesian VARs 0 0 0 38 0 0 1 164
Does money still matter for U.S. output? 0 0 0 48 0 1 8 125
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 38 0 1 5 83
Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series 0 0 0 32 0 0 3 100
Effects of US Policy Uncertainty on Swedish GDP Growth 0 2 4 80 4 7 12 116
Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods 0 0 1 383 2 6 14 1,315
External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model 0 0 0 138 0 1 5 361
Forecasting Business Investment in the Short Term Using Survey Data 1 2 2 60 1 2 4 72
Forecasting Inflation Using Constant Gain Least Squares 0 1 3 109 0 2 8 292
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 1 3 15 36 1 4 48 60
Imperfect Central Bank Communication - Information versus Distraction 0 0 0 107 0 2 4 276
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 112 0 1 3 291
Imperfect Central Bank Communication: Information versus Distraction 0 0 0 55 0 1 4 218
Improving Unemployment Rate Forecasts Using Survey Data 0 0 0 92 0 1 4 225
Incorporating Judgement in Fan Charts 0 0 2 148 0 0 4 381
Incorporating judgement in fan charts 0 0 1 107 0 3 8 348
Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests 0 0 0 152 0 1 2 412
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 4 21 59 134 4 32 109 183
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 43 1 2 4 136
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 0 1 2 88
Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data 0 0 0 32 0 1 3 82
Macroeconomic Effects of a Decline in Housing Prices in Sweden 0 4 10 77 2 10 21 141
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 1 2 56 0 2 8 100
Point versus Band Targets for Inflation 2 8 45 83 6 14 57 69
Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation 0 1 2 117 0 3 7 118
Quasi-Real-Time Data of the Economic Tendency Survey 0 2 6 45 0 2 7 43
Survey Data and Short-Term Forecasts of Swedish GDP Growth 0 2 3 50 3 5 10 71
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 1 1 188 0 3 6 401
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions 0 0 1 258 0 0 2 768
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 149 0 1 5 390
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 1 135 0 0 2 226
Testing for cointegration using the Johansen methodology when variables are near-integrated 1 4 6 664 6 20 48 2,433
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 97 0 1 4 261
The Effect of External Conditions on Growth in Latin America 0 2 4 118 0 4 7 273
The Effect on the Swedish Real Economy of the Financial Crisis 0 1 6 193 0 5 14 393
The Euro Crisis and Swedish GDP Growth — A Study of Spillovers 0 1 2 55 0 1 3 101
The Forecasting Properties of Survey-Based Wage-Growth Expectations 0 0 1 68 0 1 5 124
The Impact of Demography on the Real Exchange Rate 0 0 0 110 0 1 7 801
The Impact of US Uncertainty Shocks on Small Open Economies 0 5 14 53 1 8 21 88
The Persistent Labour-Market Effects of the Financial Crisis 0 1 1 85 0 1 5 174
The Properties of Survey-Based Inflation Expectations in Sweden 0 0 1 104 0 0 3 178
The Rise and Fall of U.S. Inflation Persistence 0 0 2 116 0 1 5 297
The Taylor Rule: A Spurious Regression? 3 4 10 927 3 6 16 2,242
The rise and fall of U.S. inflation persistence 0 0 1 210 0 3 8 525
Unemployment and Labour Force Participation in Sweden 0 0 0 94 1 1 5 189
Total Working Papers 14 99 293 7,222 39 208 672 18,490

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 1 2 6 63 1 2 12 171
A Statistical Anaysis of Revisions in Swedish National Accounts Data* 0 1 6 11 0 1 10 25
A structural Bayesian VAR for model-based fan charts 0 1 1 100 0 2 4 220
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate 0 6 8 47 1 7 14 166
Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years 1 1 2 13 1 3 5 45
Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? 0 0 2 6 0 0 3 19
Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs 0 0 4 33 0 2 12 120
Does Money matter for U.S. Inflation? Evidence from Bayesian VARs 0 0 1 34 0 0 9 112
Does Unemployment Hysteresis Equal Employment Hysteresis? 0 1 2 41 1 2 5 169
Does money still matter for U.S. output? 0 0 1 35 1 2 6 131
Does the labor-income process contain a unit root? Evidence from individual-specific time series 0 0 4 24 0 2 22 105
Effects of US policy uncertainty on Swedish GDP growth 0 0 1 17 1 1 6 50
External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model 0 0 0 0 0 1 6 87
Forecasting Inflation Using Constant Gain Least Squares 0 0 2 10 0 2 6 43
Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors 0 3 10 75 0 3 15 181
Forecasting real exchange rate trends using age structure data - the case of Sweden 0 1 1 85 1 3 4 377
Hysteresis and non-linearities in unemployment rates 0 1 1 63 0 1 2 185
Imperfect Central Bank Communication: Information versus Distraction 0 1 8 103 3 9 24 244
Improving Unemployment Rate Forecasts Using Survey Data 0 0 1 75 0 1 5 190
Incorporating Judgement in Fan Charts 0 1 3 41 0 1 11 154
Killing four unit root birds in the US economy with three panel unit root test stones 0 5 5 112 0 5 5 265
Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data 0 0 3 33 0 1 7 113
Macroeconomic effects of a decline in housing prices in Sweden 0 8 14 33 1 11 35 117
Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts 0 0 0 15 0 0 1 62
On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate 0 1 2 6 0 1 6 31
Policy interest-rate expectations in Sweden: a forecast evaluation 0 0 0 8 0 1 2 20
Population age structure and real exchange rates in the OECD 1 3 7 165 3 5 13 416
Quasi-Real-Time Data of the Economic Tendency Survey 0 3 11 16 1 5 16 32
Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion 0 0 0 82 0 0 3 264
Size properties of cointegration tests in misspecified systems 0 2 2 47 1 4 4 124
Survey data and short-term forecasts of Swedish GDP growth 0 1 1 7 1 2 4 38
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 1 1 1 55 1 5 12 163
Testing the expectations hypothesis when interest rates are near integrated 1 1 7 41 2 3 12 183
The Effect of External Conditions on Growth in Latin America 0 1 2 44 0 3 6 126
The Impact of US Uncertainty Shocks on Small Open Economies 0 3 4 10 2 11 24 56
The Long-run Relationship Between Stock Prices and GDP in Sweden 1 3 10 35 1 4 14 64
The Rise and Fall of U.S. Inflation Persistence 0 2 14 101 3 6 34 257
The Taylor Rule: A Spurious Regression? * 1 2 5 113 1 2 7 271
The Taylor rule and real-time data - a critical appraisal 0 2 2 93 0 2 3 200
The effect on the Swedish real economy of the financial crisis 0 0 6 61 0 3 12 207
The euro crisis and Swedish GDP growth - a study of spillovers 0 0 1 9 0 0 2 33
The forecasting properties of survey-based wage-growth expectations 0 0 0 12 0 0 2 39
The informational value of unemployment statistics: A note on the time series properties of participation rates 0 3 6 72 0 3 11 177
The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession 1 2 5 49 1 2 12 185
The persistent labour-market effects of the financial crisis 0 0 1 14 0 0 2 66
The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? 0 0 0 25 0 0 1 80
The properties of survey-based inflation expectations in Sweden 0 0 1 33 1 1 4 108
The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs 0 3 11 11 3 12 46 64
The time-series properties of Norwegian inflation and nominal interest rate 0 0 0 42 1 1 1 127
Time variation in Okun’s law in Sweden 0 3 5 7 0 5 14 20
Time-varying inflation persistence in the Euro area 0 1 3 70 1 2 9 160
Unemployment and labour-force participation in Sweden 2 3 7 103 3 7 19 261
Total Journal Articles 10 72 200 2,400 37 152 524 7,123

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 2019-07-03