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Details about Pär Österholm

E-mail:
Homepage:https://www.oru.se/english/employee/par_osterholm
Phone:+46 19 301311
Postal address:Örebro University School of Business 701 82 Örebro SWEDEN
Workplace:Handelshögskolan (Business School), Örebro Universitet (Örebro University), (more information at EDIRC)

Access statistics for papers by Pär Österholm.

Last updated 2019-10-03. Update your information in the RePEc Author Service.

Short-id: pst86


Jump to Journal Articles

Working Papers

2019

  1. The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy
    Working Papers, Örebro University, School of Business Downloads
  2. The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?
    Working Papers, Örebro University, School of Business Downloads

2018

  1. A Note on the Stability of the Swedish Philips Curve
    Working Papers, Örebro University, School of Business Downloads
  2. Is the US Phillips Curve Stable? Evidence from Bayesian VARs
    Working Papers, Örebro University, School of Business Downloads View citations (2)
  3. Point versus Band Targets for Inflation
    Working Papers, Örebro University, School of Business Downloads

2017

  1. Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?
    Working Papers, Örebro University, School of Business Downloads

2016

  1. Do Inflation Expectations Granger Cause Inflation?
    Working Papers, Örebro University, School of Business Downloads
    Also in Working Papers, National Institute of Economic Research (2016) Downloads View citations (1)

    See also Journal Article in Economia Politica: Journal of Analytical and Institutional Economics (2018)
  2. Quasi-Real-Time Data of the Economic Tendency Survey
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Journal of Business Cycle Research (2017)
  3. The Impact of US Uncertainty Shocks on Small Open Economies
    Working Papers, Örebro University, School of Business Downloads View citations (3)
    See also Journal Article in Open Economies Review (2017)

2015

  1. A Statistical Analysis of Revisions of Swedish National Accounts Data
    Working Papers, National Institute of Economic Research Downloads
  2. Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?
    Working Papers, National Institute of Economic Research Downloads View citations (2)
    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2015)
  3. Macroeconomic Effects of a Decline in Housing Prices in Sweden
    Working Papers, National Institute of Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Policy Modeling (2016)

2014

  1. Effects of US Policy Uncertainty on Swedish GDP Growth
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Empirical Economics (2016)
  2. The Euro Crisis and Swedish GDP Growth — A Study of Spillovers
    Working Papers, National Institute of Economic Research Downloads View citations (2)
    See also Journal Article in Applied Economics Letters (2014)

2013

  1. Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Economic Notes (2014)
  2. Forecasting Business Investment in the Short Term Using Survey Data
    Working Papers, National Institute of Economic Research Downloads
  3. On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2014)
  4. Survey Data and Short-Term Forecasts of Swedish GDP Growth
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Applied Economics Letters (2014)

2012

  1. Forecasting Inflation Using Constant Gain Least Squares
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Australian Economic Papers (2014)
  2. Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Applied Economics Letters (2014)

2010

  1. 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 Downloads View citations (2)
    Also in Working Paper Series, Uppsala University, Department of Economics (2010) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data
    Working Papers, National Institute of Economic Research Downloads View citations (1)
    Also in Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics (2010) Downloads View citations (1)
    Working Paper Series, Uppsala University, Department of Economics (2010) Downloads View citations (8)

    See also Journal Article in Economics Letters (2012)
  3. The Forecasting Properties of Survey-Based Wage-Growth Expectations
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Economics Letters (2011)
  4. The Persistent Labour-Market Effects of the Financial Crisis
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Applied Economics Letters (2011)

2009

  1. Improving Unemployment Rate Forecasts Using Survey Data
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Finnish Economic Papers (2010)
  2. The Effect on the Swedish Real Economy of the Financial Crisis
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Applied Financial Economics (2010)
  3. The Properties of Survey-Based Inflation Expectations in Sweden
    Working Papers, National Institute of Economic Research Downloads View citations (2)
    See also Journal Article in Empirical Economics (2012)
  4. Unemployment and Labour Force Participation in Sweden
    Working Papers, National Institute of Economic Research Downloads
    See also Journal Article in Economics Letters (2010)

2008

  1. 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 Downloads View citations (4)
    Also in Working Paper Series, Uppsala University, Department of Economics (2007) Downloads View citations (3)

    See also Journal Article in The Economic Record (2011)
  2. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2008) Downloads View citations (1)

    See also Journal Article in CESifo Economic Studies (2011)
  3. 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 Downloads View citations (2)
  4. Does money still matter for U.S. output?
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads
    See also Journal Article in Economics Letters (2009)
  5. External Linkages and Economic Growth in Colombia; Insights from A Bayesian VAR Model
    IMF Working Papers, International Monetary Fund Downloads View citations (13)
    See also Journal Article in The World Economy (2010)
  6. Imperfect Central Bank Communication - Information versus Distraction
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    Also in Working Paper Series, Uppsala University, Department of Economics (2008) Downloads View citations (5)
    Working Papers, Central Bank of Cyprus (2008) Downloads View citations (9)

    See also Journal Article in International Journal of Central Banking (2011)
  7. Testing the expectations hypothesis when interest rates are near integrated
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2009)

2007

  1. A residual-based cointegration test for near unit root variables
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
    IMF Working Papers, International Monetary Fund Downloads View citations (20)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (27)

    See also Journal Article in Empirical Economics (2010)
  3. Testing for Purchasing Power Parity in Cointegrated Panels
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2007) Downloads
  4. The Effect of External Conditions on Growth in Latin America
    IMF Working Papers, International Monetary Fund Downloads View citations (21)
    See also Journal Article in IMF Staff Papers (2008)
  5. The Rise and Fall of U.S. Inflation Persistence
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (12)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2007) Downloads View citations (10)

    See also Journal Article in International Journal of Central Banking (2012)

2006

  1. Does Unemployment Hysteresis Equal Employment Hysteresis?
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (1)
    See also Journal Article in The Economic Record (2007)
  2. Incorporating Judgement in Fan Charts
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2006) Downloads View citations (1)

    See also Journal Article in Scandinavian Journal of Economics (2009)

2005

  1. Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (9)

2004

  1. Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (4)

2003

  1. Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
    Working Paper Series, Uppsala University, Department of Economics Downloads
  2. The Taylor Rule: A Spurious Regression?
    Working Paper Series, Uppsala University, Department of Economics Downloads View citations (1)

2001

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

Journal Articles

2019

  1. Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia
    Finance Research Letters, 2019, 30, (C), 378-384 Downloads

2018

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

2017

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

2016

  1. Effects of US policy uncertainty on Swedish GDP growth
    Empirical Economics, 2016, 50, (2), 443-462 Downloads View citations (9)
    See also Working Paper (2014)
  2. Macroeconomic effects of a decline in housing prices in Sweden
    Journal of Policy Modeling, 2016, 38, (2), 242-255 Downloads View citations (2)
    See also Working Paper (2015)
  3. The Long-run Relationship Between Stock Prices and GDP in Sweden
    Economic Notes, 2016, 45, (2), 283-297 Downloads View citations (1)
  4. Time variation in Okun’s law in Sweden
    Applied Economics Letters, 2016, 23, (6), 436-439 Downloads

2015

  1. Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2015, 61, (4), 391-404 Downloads View citations (1)
    See also Working Paper (2015)

2014

  1. Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years
    Economic Notes, 2014, 43, (1), 63-78 Downloads
    See also Working Paper (2013)
  2. 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 Downloads View citations (3)
    See also Working Paper (2010)
  3. Forecasting Inflation Using Constant Gain Least Squares
    Australian Economic Papers, 2014, 53, (1-2), 2-15 Downloads View citations (4)
    See also Working Paper (2012)
  4. On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2014, 60, (4), 315-336 Downloads
    See also Working Paper (2013)
  5. Policy interest-rate expectations in Sweden: a forecast evaluation
    Applied Economics Letters, 2014, 21, (14), 984-991 Downloads View citations (5)
    See also Working Paper (2012)
  6. Survey data and short-term forecasts of Swedish GDP growth
    Applied Economics Letters, 2014, 21, (2), 135-139 Downloads View citations (1)
    See also Working Paper (2013)
  7. The euro crisis and Swedish GDP growth - a study of spillovers
    Applied Economics Letters, 2014, 21, (16), 1105-1110 Downloads View citations (2)
    See also Working Paper (2014)

2012

  1. Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data
    Economics Letters, 2012, 116, (3), 408-410 Downloads View citations (3)
    See also Working Paper (2010)
  2. The Rise and Fall of U.S. Inflation Persistence
    International Journal of Central Banking, 2012, 8, (3), 55-86 Downloads View citations (8)
    See also Working Paper (2007)
  3. The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
    Journal of Macroeconomics, 2012, 34, (1), 76-86 Downloads View citations (10)
  4. The properties of survey-based inflation expectations in Sweden
    Empirical Economics, 2012, 42, (1), 79-94 Downloads View citations (14)
    See also Working Paper (2009)

2011

  1. 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 Downloads View citations (1)
    See also Working Paper (2008)
  2. Does Money matter for U.S. Inflation? Evidence from Bayesian VARs
    CESifo Economic Studies, 2011, 57, (3), 531-550 Downloads
    See also Working Paper (2008)
  3. Imperfect Central Bank Communication: Information versus Distraction
    International Journal of Central Banking, 2011, 7, (2), 3-39 Downloads View citations (13)
    See also Working Paper (2008)
  4. Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts
    Applied Economics Letters, 2011, 18, (7), 643-646 Downloads View citations (3)
  5. The forecasting properties of survey-based wage-growth expectations
    Economics Letters, 2011, 113, (3), 276-281 Downloads View citations (10)
    See also Working Paper (2010)
  6. The persistent labour-market effects of the financial crisis
    Applied Economics Letters, 2011, 18, (7), 637-642 Downloads
    See also Working Paper (2010)

2010

  1. External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model
    The World Economy, 2010, 33, (12), 1788-1810 View citations (3)
    See also Working Paper (2008)
  2. Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors
    International Journal of Forecasting, 2010, 26, (2), 248-264 Downloads View citations (22)
  3. Improving Unemployment Rate Forecasts Using Survey Data
    Finnish Economic Papers, 2010, 23, (1), 16-26 Downloads View citations (1)
    See also Working Paper (2009)
  4. Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
    Empirical Economics, 2010, 39, (1), 51-76 Downloads View citations (17)
    See also Working Paper (2007)
  5. The effect on the Swedish real economy of the financial crisis
    Applied Financial Economics, 2010, 20, (4), 265-274 Downloads View citations (3)
    See also Working Paper (2009)
  6. The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts?
    Empirical Economics, 2010, 38, (3), 779-792 Downloads View citations (6)
  7. Unemployment and labour-force participation in Sweden
    Economics Letters, 2010, 106, (3), 205-208 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. Does money still matter for U.S. output?
    Economics Letters, 2009, 102, (3), 143-146 Downloads View citations (9)
    See also Working Paper (2008)
  2. Incorporating Judgement in Fan Charts
    Scandinavian Journal of Economics, 2009, 111, (2), 387-415 Downloads View citations (3)
    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 Downloads View citations (12)
    See also Working Paper (2008)
  4. The time-series properties of Norwegian inflation and nominal interest rate
    Applied Economics, 2009, 41, (10), 1303-1309 Downloads
  5. Time-varying inflation persistence in the Euro area
    Economic Modelling, 2009, 26, (2), 532-535 Downloads View citations (26)

2008

  1. A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy
    The Economic Record, 2008, 84, (267), 449-465 Downloads View citations (9)
  2. A structural Bayesian VAR for model-based fan charts
    Applied Economics, 2008, 40, (12), 1557-1569 Downloads View citations (2)
  3. 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 Downloads View citations (8)
  4. Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion
    Economics Letters, 2008, 100, (2), 221-223 Downloads View citations (21)
  5. The Effect of External Conditions on Growth in Latin America
    IMF Staff Papers, 2008, 55, (4), 595-623 Downloads View citations (20)
    See also Working Paper (2007)

2007

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

2006

  1. Hysteresis and non-linearities in unemployment rates
    Applied Economics Letters, 2006, 13, (9), 545-548 Downloads View citations (20)
  2. Population age structure and real exchange rates in the OECD
    International Economic Journal, 2006, 20, (1), 1-18 Downloads View citations (5)
  3. The informational value of unemployment statistics: A note on the time series properties of participation rates
    Economics Letters, 2006, 92, (3), 428-433 Downloads View citations (42)

2005

  1. Forecasting real exchange rate trends using age structure data - the case of Sweden
    Applied Economics Letters, 2005, 12, (5), 267-272 Downloads View citations (3)
  2. The Taylor Rule: A Spurious Regression? *
    Bulletin of Economic Research, 2005, 57, (3), 217-247 Downloads View citations (2)
  3. The Taylor rule and real-time data - a critical appraisal
    Applied Economics Letters, 2005, 12, (11), 679-685 Downloads

2004

  1. Killing four unit root birds in the US economy with three panel unit root test stones
    Applied Economics Letters, 2004, 11, (4), 213-216 Downloads View citations (5)
  2. Size properties of cointegration tests in misspecified systems
    Applied Economics Letters, 2004, 11, (15), 919-924 Downloads View citations (1)
 
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