Details about Pär Österholm

Access statistics for papers by Pär Österholm.

Last updated 2009-09-28. Update your information in the RePEc Author Service.

Short-id: pst86

Working Papers

2009

1. Improving Unemployment Rate Forecasts Using Survey Data
   Working Paper, National Institute of Economic Research
2. The Effect on the Swedish Real Economy of the Financial Crisis
   Working Paper, National Institute of Economic Research

2008

3. Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs
   IMF Working Papers, International Monetary Fund View citations
   Also in Working Paper Series, Uppsala University, Department of Economics (2007) View citations
4. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs
   IMF Working Papers, International Monetary Fund View citations
   Also in Discussion Papers, Free University Berlin, School of Business & Economics (2008)
5. Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs
   Discussion Papers, Free University Berlin, School of Business & Economics
6. Does money still matter for U.S. output?
   Discussion Papers, Free University Berlin, School of Business & Economics
   See also Journal Article in Economics Letters (2009)
7. External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
   IMF Working Papers, International Monetary Fund View citations
8. Imperfect Central Bank Communication - Information versus Distraction
   IMF Working Papers, International Monetary Fund View citations
   Also in Working Papers, Central Bank of Cyprus (2008) View citations
   Working Paper Series, Uppsala University, Department of Economics (2008) View citations
9. Testing the expectations hypothesis when interest rates are near integrated
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article in Journal of Banking & Finance (2009)

2007

10. A residual-based cointegration test for near unit root variables
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
11. Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
    IMF Working Papers, International Monetary Fund
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007)
12. Testing for Purchasing Power Parity in Cointegrated Panels
    Working Paper Series, Uppsala University, Department of Economics View citations
    Also in IMF Working Papers, International Monetary Fund (2007)
13. The Effect of External Conditions on Growth in Latin America
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in IMF Staff Papers (2008)
14. The Rise and Fall of U.S. Inflation Persistence
    Working Paper Series, Uppsala University, Department of Economics View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations

2006

15. Does Unemployment Hysteresis Equal Employment Hysteresis?
    Working Paper Series, Uppsala University, Department of Economics
    See also Journal Article in The Economic Record (2007)
16. Incorporating Judgement in Fan Charts
    Working Paper Series, Uppsala University, Department of Economics View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations
    See also Journal Article in Scandinavian Journal of Economics (2009)

2005

17. Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests
    Working Paper Series, Uppsala University, Department of Economics View citations

2004

18. Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods
    Working Paper Series, Uppsala University, Department of Economics View citations

2003

19. Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
    Working Paper Series, Uppsala University, Department of Economics
20. The Taylor Rule: A Spurious Regression?
    Working Paper Series, Uppsala University, Department of Economics View citations

2001

21. The Impact of Demography on the Real Exchange Rate
    Working Paper Series, Uppsala University, Department of Economics View citations

Journal Articles

2009

1. Does money still matter for U.S. output?
   Economics Letters, 2009, 102, (3), 143-146 View citations
   See also Working Paper (2008)
2. Incorporating Judgement in Fan Charts
   Scandinavian Journal of Economics, 2009, 111, (2), 387-415
   See also Working Paper (2006)
3. Testing the expectations hypothesis when interest rates are near integrated
   Journal of Banking & Finance, 2009, 33, (5), 934-943
   See also Working Paper (2008)
4. The time-series properties of Norwegian inflation and nominal interest rate
   Applied Economics, 2009, 41, (10), 1303-1309
5. Time-varying inflation persistence in the Euro area
   Economic Modelling, 2009, 26, (2), 532-535 View citations

2008

6. A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy
   The Economic Record, 2008, 84, (267), 449-465
7. A structural Bayesian VAR for model-based fan charts
   Applied Economics, 2008, 40, (12), 1557-1569
8. Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate
   Journal of Forecasting, 2008, 27, (1), 41-51 View citations
9. Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion
   Economics Letters, 2008, 100, (2), 221-223 View citations
10. The Effect of External Conditions on Growth in Latin America
    IMF Staff Papers, 2008, 55, (4), 595-623 View citations
    See also Working Paper (2007)

2007

11. Does Unemployment Hysteresis Equal Employment Hysteresis?
    The Economic Record, 2007, 83, (261), 159-173 View citations
    See also Working Paper (2006)

2006

12. Hysteresis and non-linearities in unemployment rates
    Applied Economics Letters, 2006, 13, (9), 545-548 View citations
13. Population age structure and real exchange rates in the OECD
    International Economic Journal, 2006, 20, (1), 1-18
14. The informational value of unemployment statistics: A note on the time series properties of participation rates
    Economics Letters, 2006, 92, (3), 428-433 View citations

2005

15. Forecasting real exchange rate trends using age structure data -- the case of Sweden
    Applied Economics Letters, 2005, 12, (5), 267-272
16. The Taylor Rule: A Spurious Regression? *
    Bulletin of Economic Research, 2005, 57, (3), 217-247
17. The Taylor rule and real-time data -- a critical appraisal
    Applied Economics Letters, 2005, 12, (11), 679-685

2004

18. Killing four unit root birds in the US economy with three panel unit root test stones
    Applied Economics Letters, 2004, 11, (4), 213-216 View citations
19. Size properties of cointegration tests in misspecified systems
    Applied Economics Letters, 2004, 11, (15), 919-924