Details about Martin Solberger

Access statistics for papers by Martin Solberger.

Last updated 2024-10-07. Update your information in the RePEc Author Service.

Short-id: pso340

Working Papers

2023

1. The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries
   Working Papers, Örebro University, School of Business
   See also Journal Article The evolution of the natural rate of interest: evidence from the Scandinavian countries, Empirical Economics, Springer (2024) (2024)

2014

2. The local power of the CADF and CIPS panel unit root tests
   Working Papers, Deakin University, Department of Economics View citations (3)
   See also Journal Article The Local Power of the CADF and CIPS Panel Unit Root Tests, Econometric Reviews, Taylor & Francis Journals (2016) View citations (12) (2016)

2013

3. A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)
4. LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)

Journal Articles

2024

1. The evolution of the natural rate of interest: evidence from the Scandinavian countries
   Empirical Economics, 2024, 66, (4), 1633-1659
   See also Working Paper The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries, Working Papers (2023) (2023)

2020

2. Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
   Computational Economics, 2020, 55, (3), 875-900 View citations (3)

2017

3. A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model
   Journal of Time Series Analysis, 2017, 38, (1), 22-50 View citations (2)
4. An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors
   Communications in Statistics - Theory and Methods, 2017, 46, (10), 4888-4914
5. Forecasting and Analysing Corporate Tax Revenues in Sweden Using Bayesian VAR Models*
   Finnish Economic Papers, 2017, 28, (1), 50-74 View citations (1)

2016

6. The Local Power of the CADF and CIPS Panel Unit Root Tests
   Econometric Reviews, 2016, 35, (5), 845-870 View citations (12)
   See also Working Paper The local power of the CADF and CIPS panel unit root tests, Working Papers (2014) View citations (3) (2014)

2011

7. Demeaning the data in panel-cointegration models to control for cross-sectional dependencies
   Economics Letters, 2011, 110, (3), 252-254 View citations (13)