Details about Pär Österholm

Access statistics for papers by Pär Österholm.

Last updated 2024-10-11. Update your information in the RePEc Author Service.

Short-id: pst86

Working Papers

2024

1. US Interest Rates: Are Relations Stable?
   Working Papers, Örebro University, School of Business
2. VAR Models with Fat Tails and Dynamic Asymmetry
   Working Papers, Örebro University, School of Business

2023

3. A Note of Caution on the Relation Between Money Growth and Inflation
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in Working Papers, Örebro University, School of Business (2023) View citations (2)
   See also Journal Article A note of caution on the relation between money growth and inflation, Scottish Journal of Political Economy, Scottish Economic Society (2023) (2023)
4. Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data
   Working Papers, Örebro University, School of Business
5. Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data
   Working Papers, Örebro University, School of Business
   See also Journal Article Market participants or the random walk – who forecasts better? Evidence from micro-level survey data, Finance Research Letters, Elsevier (2023) (2023)
6. 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)

2022

7. Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey
   Working Papers, Örebro University, School of Business
   See also Journal Article Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey, Applied Economics, Taylor & Francis Journals (2024) View citations (1) (2024)
8. Inflation Illiteracy – A Micro-Data Analysis
   Working Papers, Örebro University, School of Business
9. Modelling Okun’s Law – Does non-Gaussianity Matter?
   Working Papers, Örebro University, School of Business
   See also Journal Article Modelling Okun’s law: Does non-Gaussianity matter?, Empirical Economics, Springer (2023) (2023)
10. Trend Inflation in Sweden
    Working Papers, Örebro University, School of Business View citations (1)
    See also Journal Article Trend Inflation in Sweden, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023) (2023)
11. Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt?
    Working Papers, Örebro University, School of Business

2021

12. Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
    Working Papers, Örebro University, School of Business
    See also Journal Article Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) (2023)

2020

13. Can Households Predict where the Macroeconomy is Headed?
    Working Papers, Örebro University, School of Business View citations (1)
14. Corona, Crisis and Conditional Heteroscedasticity
    Working Papers, Örebro University, School of Business
    See also Journal Article Corona, crisis and conditional heteroscedasticity, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)
15. Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails
    Working Papers, Örebro University, School of Business
    See also Journal Article Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails, JRFM, MDPI (2021) (2021)

2019

16. Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
    Also in Working Papers, Örebro University, School of Business (2019)
    See also Journal Article Heterogeneity in households’ expectations of housing prices – evidence from micro data, Journal of Housing Economics, Elsevier (2020) View citations (2) (2020)
17. Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?
    Working Papers, Örebro University, School of Business View citations (2)
    See also Journal Article Do market participants’ forecasts of financial variables outperform the random-walk benchmark?, Finance Research Letters, Elsevier (2021) View citations (1) (2021)
18. The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy
    Working Papers, Örebro University, School of Business View citations (1)
    See also Journal Article The relation between municipal and government bond yields in an era of unconventional monetary policy, Economic Notes, Banca Monte dei Paschi di Siena SpA (2021) (2021)
19. The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?
    Working Papers, Örebro University, School of Business
    See also Journal Article The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?, Economics Letters, Elsevier (2020) View citations (7) (2020)

2018

20. A Note on the Stability of the Swedish Philips Curve
    Working Papers, Örebro University, School of Business View citations (1)
    See also Journal Article A note on the stability of the Swedish Phillips curve, Empirical Economics, Springer (2020) View citations (5) (2020)
21. Is the US Phillips Curve Stable? Evidence from Bayesian VARs
    Working Papers, Örebro University, School of Business View citations (6)
22. Point versus Band Targets for Inflation
    Working Papers, Örebro University, School of Business View citations (4)

2017

23. Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?
    Working Papers, Örebro University, School of Business View citations (2)

2016

24. Do Inflation Expectations Granger Cause Inflation?
    Working Papers, National Institute of Economic Research View citations (1)
    Also in Working Papers, Örebro University, School of Business (2016)
    See also Journal Article Do inflation expectations granger cause inflation?, Economia Politica: Journal of Analytical and Institutional Economics, Springer (2018) View citations (2) (2018)
25. Quasi-Real-Time Data of the Economic Tendency Survey
    Working Papers, National Institute of Economic Research
    See also Journal Article Quasi-Real-Time Data of the Economic Tendency Survey, Journal of Business Cycle Research, Springer (2017) View citations (3) (2017)
26. The Impact of US Uncertainty Shocks on Small Open Economies
    Working Papers, Örebro University, School of Business View citations (6)
    See also Journal Article The Impact of US Uncertainty Shocks on Small Open Economies, Open Economies Review, Springer (2017) View citations (13) (2017)

2015

27. A Statistical Analysis of Revisions of Swedish National Accounts Data
    Working Papers, National Institute of Economic Research
    See also Journal Article A Statistical Anaysis of Revisions in Swedish National Accounts Data*, Finnish Economic Papers, Finnish Economic Association (2017) (2017)
28. Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?
    Working Papers, National Institute of Economic Research View citations (2)
    See also Journal Article Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin (2015) View citations (2) (2015)
29. Macroeconomic Effects of a Decline in Housing Prices in Sweden
    Working Papers, National Institute of Economic Research View citations (2)
    See also Journal Article Macroeconomic effects of a decline in housing prices in Sweden, Journal of Policy Modeling, Elsevier (2016) View citations (11) (2016)

2014

30. Effects of US Policy Uncertainty on Swedish GDP Growth
    Working Papers, National Institute of Economic Research View citations (2)
    See also Journal Article Effects of US policy uncertainty on Swedish GDP growth, Empirical Economics, Springer (2016) View citations (32) (2016)
31. The Euro Crisis and Swedish GDP Growth — A Study of Spillovers
    Working Papers, National Institute of Economic Research View citations (3)
    See also Journal Article The euro crisis and Swedish GDP growth - a study of spillovers, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (3) (2014)

2013

32. Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years
    Working Papers, National Institute of Economic Research
    See also Journal Article Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years, Economic Notes, Banca Monte dei Paschi di Siena SpA (2014) View citations (2) (2014)
33. Forecasting Business Investment in the Short Term Using Survey Data
    Working Papers, National Institute of Economic Research
34. On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate
    Working Papers, National Institute of Economic Research
    See also Journal Article On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin (2014) (2014)
35. Survey Data and Short-Term Forecasts of Swedish GDP Growth
    Working Papers, National Institute of Economic Research View citations (1)
    See also Journal Article Survey data and short-term forecasts of Swedish GDP growth, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (2) (2014)

2012

36. Forecasting Inflation Using Constant Gain Least Squares
    Working Papers, National Institute of Economic Research
    See also Journal Article Forecasting Inflation Using Constant Gain Least Squares, Australian Economic Papers, Wiley Blackwell (2014) View citations (4) (2014)
37. Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation
    Working Papers, National Institute of Economic Research View citations (1)
    See also Journal Article Policy interest-rate expectations in Sweden: a forecast evaluation, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (9) (2014)

2010

38. Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series
    Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics View citations (2)
    Also in Working Paper Series, Uppsala University, Department of Economics (2010)
    See also Journal Article Does the labor-income process contain a unit root? Evidence from individual-specific time series, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (8) (2014)
39. Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data
    Working Paper Series, Uppsala University, Department of Economics View citations (8)
    Also in Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics (2010) View citations (6)
    Working Papers, National Institute of Economic Research (2010) View citations (6)
    See also Journal Article Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data, Economics Letters, Elsevier (2012) View citations (5) (2012)
40. The Forecasting Properties of Survey-Based Wage-Growth Expectations
    Working Papers, National Institute of Economic Research
    See also Journal Article The forecasting properties of survey-based wage-growth expectations, Economics Letters, Elsevier (2011) View citations (12) (2011)
41. The Persistent Labour-Market Effects of the Financial Crisis
    Working Papers, National Institute of Economic Research
    See also Journal Article The persistent labour-market effects of the financial crisis, Applied Economics Letters, Taylor & Francis Journals (2011) (2011)

2009

42. Improving Unemployment Rate Forecasts Using Survey Data
    Working Papers, National Institute of Economic Research
    See also Journal Article Improving Unemployment Rate Forecasts Using Survey Data, Finnish Economic Papers, Finnish Economic Association (2010) View citations (1) (2010)
43. The Effect on the Swedish Real Economy of the Financial Crisis
    Working Papers, National Institute of Economic Research
    See also Journal Article The effect on the Swedish real economy of the financial crisis, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (3) (2010)
44. The Properties of Survey-Based Inflation Expectations in Sweden
    Working Papers, National Institute of Economic Research View citations (2)
    See also Journal Article The properties of survey-based inflation expectations in Sweden, Empirical Economics, Springer (2012) View citations (17) (2012)
45. Unemployment and Labour Force Participation in Sweden
    Working Papers, National Institute of Economic Research
    See also Journal Article Unemployment and labour-force participation in Sweden, Economics Letters, Elsevier (2010) View citations (14) (2010)

2008

46. 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 (5)
    Also in Working Paper Series, Uppsala University, Department of Economics (2007) View citations (3)
    See also Journal Article Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs, The Economic Record, The Economic Society of Australia (2011) View citations (3) (2011)
47. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs
    IMF Working Papers, International Monetary Fund View citations (5)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2008) View citations (4)
    See also Journal Article Does Money matter for U.S. Inflation? Evidence from Bayesian VARs, CESifo Economic Studies, CESifo Group (2011) View citations (3) (2011)
48. 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 View citations (4)
    See also Journal Article Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs, The Economic Record, The Economic Society of Australia (2011) View citations (3) (2011)
49. Does money still matter for U.S. output?
    Discussion Papers, Free University Berlin, School of Business & Economics
    See also Journal Article Does money still matter for U.S. output?, Economics Letters, Elsevier (2009) View citations (15) (2009)
50. External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
    IMF Working Papers, International Monetary Fund View citations (17)
    See also Journal Article External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model, The World Economy, Wiley Blackwell (2010) View citations (5) (2010)
51. Imperfect Central Bank Communication - Information versus Distraction
    IMF Working Papers, International Monetary Fund View citations (18)
    Also in Working Papers, Central Bank of Cyprus (2008) View citations (17)
    Working Paper Series, Uppsala University, Department of Economics (2008) View citations (16)
    See also Journal Article Imperfect Central Bank Communication: Information versus Distraction, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (21) (2011)
52. Testing the expectations hypothesis when interest rates are near integrated
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    See also Journal Article Testing the expectations hypothesis when interest rates are near integrated, Journal of Banking & Finance, Elsevier (2009) View citations (18) (2009)

2007

53. 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 (2)
54. Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
    IMF Working Papers, International Monetary Fund View citations (58)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (38)
    See also Journal Article Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies, Empirical Economics, Springer (2010) View citations (41) (2010)
55. Testing for Purchasing Power Parity in Cointegrated Panels
    IMF Working Papers, International Monetary Fund View citations (4)
    Also in Working Paper Series, Uppsala University, Department of Economics (2007) View citations (3)
56. The Effect of External Conditions on Growth in Latin America
    IMF Working Papers, International Monetary Fund View citations (25)
    See also Journal Article The Effect of External Conditions on Growth in Latin America, IMF Staff Papers, Palgrave Macmillan (2008) View citations (33) (2008)
57. The Rise and Fall of U.S. Inflation Persistence
    Working Paper Series, Uppsala University, Department of Economics View citations (16)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (11)
    See also Journal Article The Rise and Fall of U.S. Inflation Persistence, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (19) (2012)

2006

58. Does Unemployment Hysteresis Equal Employment Hysteresis?
    Working Paper Series, Uppsala University, Department of Economics View citations (1)
    See also Journal Article Does Unemployment Hysteresis Equal Employment Hysteresis?, The Economic Record, The Economic Society of Australia (2007) View citations (12) (2007)
59. Incorporating Judgement in Fan Charts
    Working Paper Series, Uppsala University, Department of Economics View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (1)
    See also Journal Article Incorporating Judgement in Fan Charts, Scandinavian Journal of Economics, Wiley Blackwell (2009) View citations (4) (2009)

2005

60. Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests
    Working Paper Series, Uppsala University, Department of Economics View citations (10)

2004

61. 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 (6)

2003

62. Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
    Working Paper Series, Uppsala University, Department of Economics
63. The Taylor Rule: A Spurious Regression?
    Working Paper Series, Uppsala University, Department of Economics View citations (1)
    See also Journal Article The Taylor Rule: A Spurious Regression?, Bulletin of Economic Research, Wiley Blackwell (2005) View citations (28) (2005)

2001

64. The Impact of Demography on the Real Exchange Rate
    Working Paper Series, Uppsala University, Department of Economics View citations (4)

Journal Articles

2024

1. Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey
   Applied Economics, 2024, 56, (17), 2077-2088 View citations (1)
   See also Working Paper Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey, Working Papers (2022) (2022)
2. 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)

2023

3. A note of caution on the relation between money growth and inflation
   Scottish Journal of Political Economy, 2023, 70, (5), 479-496
   See also Working Paper A Note of Caution on the Relation Between Money Growth and Inflation, IMF Working Papers (2023) View citations (2) (2023)
4. Estimating the US trend short-term interest rate
   Finance Research Letters, 2023, 55, (PA)
5. Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions
   Scandinavian Journal of Economics, 2023, 125, (1), 287-314 View citations (3)
6. Market participants or the random walk – who forecasts better? Evidence from micro-level survey data
   Finance Research Letters, 2023, 54, (C)
   See also Working Paper Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data, Working Papers (2023) (2023)
7. Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations
   Journal of Forecasting, 2023, 42, (2), 347-368
   See also Working Paper Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances, Working Papers (2021) (2021)
8. Modelling Okun’s law: Does non-Gaussianity matter?
   Empirical Economics, 2023, 64, (5), 2183-2213
   See also Working Paper Modelling Okun’s Law – Does non-Gaussianity Matter?, Working Papers (2022) (2022)
9. Trend Inflation in Sweden
   International Journal of Finance & Economics, 2023, 28, (4), 4707-4716
   See also Working Paper Trend Inflation in Sweden, Working Papers (2022) View citations (1) (2022)

2022

10. Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
    Applied Economics, 2022, 54, (58), 6669-6686
11. The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
    Finance Research Letters, 2022, 46, (PA)

2021

12. Anchoring in surveys of household expectations
    Economics Letters, 2021, 198, (C)
13. Corona, crisis and conditional heteroscedasticity
    Applied Economics Letters, 2021, 28, (9), 755-759 View citations (1)
    See also Working Paper Corona, Crisis and Conditional Heteroscedasticity, Working Papers (2020) (2020)
14. Do market participants’ forecasts of financial variables outperform the random-walk benchmark?
    Finance Research Letters, 2021, 40, (C) View citations (1)
    See also Working Paper Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?, Working Papers (2019) View citations (2) (2019)
15. Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
    JRFM, 2021, 14, (11), 1-17
    See also Working Paper Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails, Working Papers (2020) (2020)
16. The relation between municipal and government bond yields in an era of unconventional monetary policy
    Economic Notes, 2021, 50, (1)
    See also Working Paper The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy, Working Papers (2019) View citations (1) (2019)

2020

17. A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
    Economics Letters, 2020, 197, (C) View citations (9)
18. A note on the stability of the Swedish Phillips curve
    Empirical Economics, 2020, 59, (6), 2573-2612 View citations (5)
    See also Working Paper A Note on the Stability of the Swedish Philips Curve, Working Papers (2018) View citations (1) (2018)
19. Fat tails in leading indicators
    Economics Letters, 2020, 193, (C) View citations (9)
20. Heterogeneity in households’ expectations of housing prices – evidence from micro data
    Journal of Housing Economics, 2020, 50, (C) View citations (2)
    See also Working Paper Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data, Working Paper Series (2019) (2019)
21. The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?
    Economics Letters, 2020, 186, (C) View citations (7)
    See also Working Paper The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?, Working Papers (2019) (2019)

2019

22. A micro-data analysis of households’ expectations of mortgage rates
    Economics Letters, 2019, 185, (C) View citations (2)
23. Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia
    Finance Research Letters, 2019, 30, (C), 378-384 View citations (1)

2018

24. Do inflation expectations granger cause inflation?
    Economia Politica: Journal of Analytical and Institutional Economics, 2018, 35, (2), 403-431 View citations (2)
    See also Working Paper Do Inflation Expectations Granger Cause Inflation?, Working Papers (2016) View citations (1) (2016)
25. The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs
    Finance Research Letters, 2018, 24, (C), 186-192 View citations (2)

2017

26. A Statistical Anaysis of Revisions in Swedish National Accounts Data*
    Finnish Economic Papers, 2017, 28, (1), 10-33
    See also Working Paper A Statistical Analysis of Revisions of Swedish National Accounts Data, Working Papers (2015) (2015)
27. Quasi-Real-Time Data of the Economic Tendency Survey
    Journal of Business Cycle Research, 2017, 13, (1), 105-138 View citations (3)
    See also Working Paper Quasi-Real-Time Data of the Economic Tendency Survey, Working Papers (2016) (2016)
28. The Impact of US Uncertainty Shocks on Small Open Economies
    Open Economies Review, 2017, 28, (2), 347-368 View citations (13)
    See also Working Paper The Impact of US Uncertainty Shocks on Small Open Economies, Working Papers (2016) View citations (6) (2016)

2016

29. Effects of US policy uncertainty on Swedish GDP growth
    Empirical Economics, 2016, 50, (2), 443-462 View citations (32)
    See also Working Paper Effects of US Policy Uncertainty on Swedish GDP Growth, Working Papers (2014) View citations (2) (2014)
30. Macroeconomic effects of a decline in housing prices in Sweden
    Journal of Policy Modeling, 2016, 38, (2), 242-255 View citations (11)
    See also Working Paper Macroeconomic Effects of a Decline in Housing Prices in Sweden, Working Papers (2015) View citations (2) (2015)
31. The Long-run Relationship Between Stock Prices and GDP in Sweden
    Economic Notes, 2016, 45, (2), 283-297 View citations (3)
32. Time variation in Okun’s law in Sweden
    Applied Economics Letters, 2016, 23, (6), 436-439

2015

33. Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2015, 61, (4), 391-404 View citations (2)
    See also Working Paper Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?, Working Papers (2015) View citations (2) (2015)

2014

34. Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years
    Economic Notes, 2014, 43, (1), 63-78 View citations (2)
    See also Working Paper Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years, Working Papers (2013) (2013)
35. Does the labor-income process contain a unit root? Evidence from individual-specific time series
    Journal of Economic Dynamics and Control, 2014, 47, (C), 152-167 View citations (8)
    See also Working Paper Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series, Working Paper Series, Center for Labor Studies (2010) View citations (2) (2010)
36. Forecasting Inflation Using Constant Gain Least Squares
    Australian Economic Papers, 2014, 53, (1-2), 2-15 View citations (4)
    See also Working Paper Forecasting Inflation Using Constant Gain Least Squares, Working Papers (2012) (2012)
37. On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2014, 60, (4), 315-336
    See also Working Paper On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate, Working Papers (2013) (2013)
38. Policy interest-rate expectations in Sweden: a forecast evaluation
    Applied Economics Letters, 2014, 21, (14), 984-991 View citations (9)
    See also Working Paper Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation, Working Papers (2012) View citations (1) (2012)
39. Survey data and short-term forecasts of Swedish GDP growth
    Applied Economics Letters, 2014, 21, (2), 135-139 View citations (2)
    See also Working Paper Survey Data and Short-Term Forecasts of Swedish GDP Growth, Working Papers (2013) View citations (1) (2013)
40. The euro crisis and Swedish GDP growth - a study of spillovers
    Applied Economics Letters, 2014, 21, (16), 1105-1110 View citations (3)
    See also Working Paper The Euro Crisis and Swedish GDP Growth — A Study of Spillovers, Working Papers (2014) View citations (3) (2014)

2012

41. Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data
    Economics Letters, 2012, 116, (3), 408-410 View citations (5)
    See also Working Paper Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data, Working Paper Series (2010) View citations (8) (2010)
42. The Rise and Fall of U.S. Inflation Persistence
    International Journal of Central Banking, 2012, 8, (3), 55-86 View citations (19)
    See also Working Paper The Rise and Fall of U.S. Inflation Persistence, Working Paper Series (2007) View citations (16) (2007)
43. The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
    Journal of Macroeconomics, 2012, 34, (1), 76-86 View citations (14)
44. The properties of survey-based inflation expectations in Sweden
    Empirical Economics, 2012, 42, (1), 79-94 View citations (17)
    See also Working Paper The Properties of Survey-Based Inflation Expectations in Sweden, Working Papers (2009) View citations (2) (2009)

2011

45. Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs
    The Economic Record, 2011, 87, (276), 45-60 View citations (3)
    See also Working Paper Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs, IMF Working Papers (2008) View citations (5) (2008)
    Working Paper Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs, Discussion Papers (2008) View citations (4) (2008)
46. Does Money matter for U.S. Inflation? Evidence from Bayesian VARs
    CESifo Economic Studies, 2011, 57, (3), 531-550 View citations (3)
    See also Working Paper Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs, IMF Working Papers (2008) View citations (5) (2008)
47. Imperfect Central Bank Communication: Information versus Distraction
    International Journal of Central Banking, 2011, 7, (2), 3-39 View citations (21)
    See also Working Paper Imperfect Central Bank Communication - Information versus Distraction, IMF Working Papers (2008) View citations (18) (2008)
48. Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts
    Applied Economics Letters, 2011, 18, (7), 643-646 View citations (3)
49. The forecasting properties of survey-based wage-growth expectations
    Economics Letters, 2011, 113, (3), 276-281 View citations (12)
    See also Working Paper The Forecasting Properties of Survey-Based Wage-Growth Expectations, Working Papers (2010) (2010)
50. The persistent labour-market effects of the financial crisis
    Applied Economics Letters, 2011, 18, (7), 637-642
    See also Working Paper The Persistent Labour-Market Effects of the Financial Crisis, Working Papers (2010) (2010)

2010

51. External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model
    The World Economy, 2010, 33, (12), 1788-1810 View citations (5)
    See also Working Paper External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model, IMF Working Papers (2008) View citations (17) (2008)
52. Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors
    International Journal of Forecasting, 2010, 26, (2), 248-264 View citations (32)
53. Improving Unemployment Rate Forecasts Using Survey Data
    Finnish Economic Papers, 2010, 23, (1), 16-26 View citations (1)
    See also Working Paper Improving Unemployment Rate Forecasts Using Survey Data, Working Papers (2009) (2009)
54. Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
    Empirical Economics, 2010, 39, (1), 51-76 View citations (41)
    See also Working Paper Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated, IMF Working Papers (2007) View citations (58) (2007)
55. The effect on the Swedish real economy of the financial crisis
    Applied Financial Economics, 2010, 20, (4), 265-274 View citations (3)
    See also Working Paper The Effect on the Swedish Real Economy of the Financial Crisis, Working Papers (2009) (2009)
56. The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts?
    Empirical Economics, 2010, 38, (3), 779-792 View citations (8)
57. Unemployment and labour-force participation in Sweden
    Economics Letters, 2010, 106, (3), 205-208 View citations (14)
    See also Working Paper Unemployment and Labour Force Participation in Sweden, Working Papers (2009) (2009)

2009

58. Does money still matter for U.S. output?
    Economics Letters, 2009, 102, (3), 143-146 View citations (15)
    See also Working Paper Does money still matter for U.S. output?, Discussion Papers (2008) (2008)
59. Incorporating Judgement in Fan Charts
    Scandinavian Journal of Economics, 2009, 111, (2), 387-415 View citations (4)
    See also Working Paper Incorporating Judgement in Fan Charts, Working Paper Series (2006) View citations (1) (2006)
60. Testing the expectations hypothesis when interest rates are near integrated
    Journal of Banking & Finance, 2009, 33, (5), 934-943 View citations (18)
    See also Working Paper Testing the expectations hypothesis when interest rates are near integrated, International Finance Discussion Papers (2008) View citations (4) (2008)
61. The time-series properties of Norwegian inflation and nominal interest rate
    Applied Economics, 2009, 41, (10), 1303-1309
62. Time-varying inflation persistence in the Euro area
    Economic Modelling, 2009, 26, (2), 532-535 View citations (33)

2008

63. A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy
    The Economic Record, 2008, 84, (267), 449-465 View citations (13)
64. A structural Bayesian VAR for model-based fan charts
    Applied Economics, 2008, 40, (12), 1557-1569 View citations (2)
65. 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 (8)
66. Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion
    Economics Letters, 2008, 100, (2), 221-223 View citations (24)
67. The Effect of External Conditions on Growth in Latin America
    IMF Staff Papers, 2008, 55, (4), 595-623 View citations (33)
    See also Working Paper The Effect of External Conditions on Growth in Latin America, IMF Working Papers (2007) View citations (25) (2007)

2007

68. Does Unemployment Hysteresis Equal Employment Hysteresis?
    The Economic Record, 2007, 83, (261), 159-173 View citations (12)
    See also Working Paper Does Unemployment Hysteresis Equal Employment Hysteresis?, Working Paper Series (2006) View citations (1) (2006)

2006

69. Hysteresis and non-linearities in unemployment rates
    Applied Economics Letters, 2006, 13, (9), 545-548 View citations (26)
70. Population age structure and real exchange rates in the OECD
    International Economic Journal, 2006, 20, (1), 1-18 View citations (7)
71. 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 (43)

2005

72. Forecasting real exchange rate trends using age structure data - the case of Sweden
    Applied Economics Letters, 2005, 12, (5), 267-272 View citations (6)
73. The Taylor Rule: A Spurious Regression?
    Bulletin of Economic Research, 2005, 57, (3), 217-247 View citations (28)
    See also Working Paper The Taylor Rule: A Spurious Regression?, Working Paper Series (2003) View citations (1) (2003)
74. The Taylor rule and real-time data - a critical appraisal
    Applied Economics Letters, 2005, 12, (11), 679-685 View citations (1)

2004

75. 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 (11)
76. Size properties of cointegration tests in misspecified systems
    Applied Economics Letters, 2004, 11, (15), 919-924 View citations (1)