Publications

by members of

Konjunkturinstitutet
Government of Sweden
Stockholm, Sweden

(National Institute of Economic Research - NIER, )

Working papers

2009

1. Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Paper 110, National Institute of Economic Research. [Downloadable!]
2. Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research. [Downloadable!]

2008

1. Andrén, Daniela & Andrén, Thomas, 2008. "Part-Time Sick Leave as a Treatment Method?," Working Papers in Economics 320, Göteborg University, Department of Economics. [Downloadable!]
2. Dale, Spencer & Orphanides, Athanasios & Österholm, Pär, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Paper Series 2008:3, Uppsala University, Department of Economics. [Downloadable!]
3. Lisandro Abrego & Pär Österholm, 2008. "External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model," IMF Working Papers 08/46, International Monetary Fund. [Downloadable!]
4. Pär Österholm & Spencer Dale & Athanasios Orphanides, 2008. "Imperfect Central Bank Communication - Information versus Distraction," IMF Working Papers 08/60, International Monetary Fund. [Downloadable!]
5. Helge Berger & Pär Österholm, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 08/53, International Monetary Fund. [Downloadable!]
6. Helge Berger & Pär Österholm, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 08/76, International Monetary Fund.
7. Meredith Beechey & Erik Hjalmarsson & Par Osterholm, 2008. "Testing the expectations hypothesis when interest rates are near integrated," International Finance Discussion Papers 953, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
8. Spencer Dale & Athanasios Orphanides & Par Osterholm, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Papers 2008-1, Central Bank of Cyprus, revised Mar 2008. [Downloadable!]
9. Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics. [Downloadable!]
10. Berger, Helge & Österholm, Pär, 2008. "Does money still matter for U.S. output?," Discussion Papers 2008/7, Free University Berlin, School of Business & Economics. [Downloadable!]
11. Berger, Helge & Österholm, Pär, 2008. "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers 2008/10, Free University Berlin, School of Business & Economics. [Downloadable!]

2007

1. Andrén, Thomas, 2007. "The Persistence of Welfare Participation," Working Papers in Economics 266, Göteborg University, Department of Economics. [Downloadable!]
2. Andrén, Daniela & Andrén, Thomas, 2007. "Occupational gender composition and wages in Romania: from planned equality to market inequality?," Working Papers in Economics 261, Göteborg University, Department of Economics. [Downloadable!]
3. Thomas Andrén, 2007. "The Persistence of Welfare Participation," IZA Discussion Papers 3100, Institute for the Study of Labor (IZA). [Downloadable!]
4. Daniela Andrén & Thomas Andrén, 2007. "Occupational Gender Composition and Wages in Romania: From Planned Equality to Market Inequality?," IZA Discussion Papers 3152, Institute for the Study of Labor (IZA). [Downloadable!]
5. Meredith Beechey & Par Osterholm, 2007. "The rise and fall of U.S. inflation persistence," Finance and Economics Discussion Series 2007-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
6. Pär Österholm & Jeromin Zettelmeyer, 2007. "The Effect of External Conditions on Growth in Latin America," IMF Working Papers 07/176, International Monetary Fund. [Downloadable!]
7. Erik Hjalmarsson & Pär Österholm, 2007. "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers 07/141, International Monetary Fund. [Downloadable!]
8. Beechey, Meredith & Österholm, Pär, 2007. "The Rise and Fall of U.S. Inflation Persistence," Working Paper Series 2007:18, Uppsala University, Department of Economics. [Downloadable!]
9. Erik Hjalmarsson & Par Osterholm, 2007. "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers 907, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
10. Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics. [Downloadable!]
11. Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," Working Paper Series 2008:1, Uppsala University, Department of Economics. [Downloadable!]
12. Erik Hjalmarsson & Par Osterholm, 2007. "Testing for cointegration using the Johansen methodology when variables are near-integrated," International Finance Discussion Papers 915, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
13. Pär Österholm & Mikael Carlsson & Johan Lyhagen, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," IMF Working Papers 07/287, International Monetary Fund. [Downloadable!]
14. Barot, Bharat, 2007. "Empirical Studies in Consumption, House Prices and the Accuracy of European Growth and Inflation Forecasts," Working Paper 98, National Institute of Economic Research. [Downloadable!]

2006

1. Gustavsson, Magnus & Österholm, Pär, 2006. "Does Unemployment Hysteresis Equal Employment Hysteresis?," Working Paper Series 2006:15, Uppsala University, Department of Economics. [Downloadable!]
2. Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics. [Downloadable!]
3. Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

2005

1. Welz, Peter & Österholm, Pär, 2005. "Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests," Working Paper Series 2005:14, Uppsala University, Department of Economics. [Downloadable!]
2. Bharat Barot, 2005. "How Accurate Are The Swedish Forecasters On Gdp-Growth,Cpi- Inflation And Unemployment? (1993-2001)," Macroeconomics 0510017, EconWPA. [Downloadable!]

2004

1. Andrén, Thomas & Andrén, Daniela, 2004. "Assessing The Employment Effects Of Vocational Training Using A One-Factor Model," Working Papers in Economics 133, Göteborg University, Department of Economics. [Downloadable!]
2. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics. [Downloadable!]
3. Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, EconWPA. [Downloadable!]
4. Bharat Barot & Zan Yang, 2004. "House Prices and Housing Investment in Sweden and the UK. Econometric analysis for the period 1970-1998," Macroeconomics 0409022, EconWPA. [Downloadable!]

2003

1. Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics. [Downloadable!]
2. Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics. [Downloadable!]

2002

1. Andrén, Thomas & Gustafsson, Björn, 2002. "Income Effects from Labor Market Training Programs in Sweden During the 80’s and 90’s," Working Papers in Economics 81, Göteborg University, Department of Economics. [Downloadable!]
2. Andrén, Thomas & Gustafsson, Björn, 2002. "Income Effects from Labor Market Training Programs in Sweden During the 80’s and 90’s," IZA Discussion Papers 603, Institute for the Study of Labor (IZA). [Downloadable!]
3. Andrén, Thomas, 2002. "A Structural Model of Childcare, Welfare, and the Labor Supply of Single Mothers," Working Papers in Economics 82, Göteborg University, Department of Economics. [Downloadable!]
4. Andrén , Daniela & Andrén, Thomas, 2002. "Assessing the Employment Effects of Labor Market Training Programs in Sweden," Working Papers in Economics 70, Göteborg University, Department of Economics. [Downloadable!]
5. Andrén, Thomas & Gustafsson, Björn, 2002. "Income effects from labor market training programs in Sweden during the 80's and 90's," Working Paper Series 2002:15, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
6. Barot, Bharat, 2002. "Growth and Business Cycles for the Swedish Economy 1963-1999," Working Paper 79, National Institute of Economic Research.
7. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Paper 80, National Institute of Economic Research.

2001

1. Andersson, Andreas & Österholm, Pär, 2001. "The Impact of Demography on the Real Exchange Rate," Working Paper Series 2001:11, Uppsala University, Department of Economics.

2000

1. Öller, Lars-Erik & Barot, Bharat, 2000. "The Accuracy of European Growth and Inflation Forecasts," Working Paper 72, National Institute of Economic Research. [Downloadable!]

1999

1. Öller, Lars-Erik & Barot, Bharat, 1999. "Comparing the Accuracy of European GDP Forecasts," Working Paper 64, National Institute of Economic Research.

1998

1. Barot, B. & Takala, K., 1998. "House Prices and Inflation: A Cointegration Analysis for Finland and Sweden," Bank of Finland - Studies in Economics and Finance 12/98, Bank of Finland. Research Department..
2. Barot, Bharat & Takala, Kari, 1998. "House Prices and Inflation: A Cointegration Analysis for Finland and Sweden," Research Discussion Papers 12/1998, Bank of Finland. [Downloadable!]

Journal articles

2009

1. Beechey, Meredith & Österholm, Pär, 2009. "Time-varying inflation persistence in the Euro area," Economic Modelling, Elsevier, vol. 26(2), pages 532-535, March. [Downloadable!] (restricted)
2. Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March. [Downloadable!] (restricted)
3. Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr, 2009. "Testing the expectations hypothesis when interest rates are near integrated," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 934-943, May. [Downloadable!] (restricted)
4. Par Osterholm, 2009. "The time-series properties of Norwegian inflation and nominal interest rate," Applied Economics, Taylor and Francis Journals, vol. 41(10), pages 1303-1309. [Downloadable!] (restricted)
5. Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Blackwell Publishing, vol. 111(2), pages 387-415, 06. [Downloadable!] (restricted)

2008

1. Pär Österholm, 2008. "Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 41-51. [Downloadable!]
2. Beechey, Meredith & Österholm, Pär, 2008. "Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion," Economics Letters, Elsevier, vol. 100(2), pages 221-223, August. [Downloadable!] (restricted)
3. Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor and Francis Journals, vol. 40(12), pages 1557-1569. [Downloadable!] (restricted)
4. P&aauml;r Österholm & Jeromin Zettelmeyer, 2008. "The Effect of External Conditions on Growth in Latin America," IMF Staff Papers, Palgrave Macmillan Journals, vol. 55(4), pages 595-623, December. [Downloadable!] (restricted)
5. MEREDITH BEECHEY & PÄR ÖSTERHOLM, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December. [Downloadable!] (restricted)

2007

1. MAGNUS GUSTAVSSON & PÄR ÖSTERHOLM, 2007. "Does Unemployment Hysteresis Equal Employment Hysteresis?," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 159-173, 06. [Downloadable!] (restricted)

2006

1. Thomas Andrén & Daniela Andrén, 2006. "Assessing the employment effects of vocational training using a one-factor model," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2469-2486, December. [Downloadable!] (restricted)
2. Gustavsson, Magnus & Osterholm, Par, 2006. "The informational value of unemployment statistics: A note on the time series properties of participation rates," Economics Letters, Elsevier, vol. 92(3), pages 428-433, September. [Downloadable!] (restricted)
3. Magnus Gustavsson & Pär Österholm, 2006. "Hysteresis and non-linearities in unemployment rates," Applied Economics Letters, Taylor and Francis Journals, vol. 13(9), pages 545-548, July. [Downloadable!] (restricted)
4. Andreas Andersson & Pär Österholm, 2006. "Population age structure and real exchange rates in the OECD," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 1-18, March. [Downloadable!] (restricted)

2005

1. Andreas Andersson & Pär Österholm, 2005. "Forecasting real exchange rate trends using age structure data -- the case of Sweden," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 267-272, April. [Downloadable!] (restricted)
2. Pär Osterholm, 2005. "The Taylor Rule: A Spurious Regression? *," Bulletin of Economic Research, Blackwell Publishing, vol. 57(3), pages 217-247, 07. [Downloadable!] (restricted)
3. Pär Österholm, 2005. "The Taylor rule and real-time data -- a critical appraisal," Applied Economics Letters, Taylor and Francis Journals, vol. 12(11), pages 679-685, September. [Downloadable!] (restricted)

2004

1. Pär Österholm, 2004. "Killing four unit root birds in the US economy with three panel unit root test stones," Applied Economics Letters, Taylor and Francis Journals, vol. 11(4), pages 213-216, March. [Downloadable!] (restricted)
2. Pär Österholm, 2004. "Size properties of cointegration tests in misspecified systems," Applied Economics Letters, Taylor and Francis Journals, vol. 11(15), pages 919-924, December. [Downloadable!] (restricted)
3. Bharat Barot, 2004. "How Accurate are the Swedish Forecasters on GDP-Growth, CPI-Inflation and Unemployment? (1993-2001)," Brussels Economic Review/Cahiers Economiques de Bruxelles, Editions du DULBEA, Université libre de Bruxelles, Department of Applied Economics (DULBEA), vol. 47(2), pages 249-278.

2003

1. Andren, Thomas, 2003. "The choice of paid childcare, welfare, and labor supply of single mothers," Labour Economics, Elsevier, vol. 10(2), pages 133-147, April. [Downloadable!] (restricted)

2001

1. Bharat Barot, 2001. "An Econometric Demand–Supply Model For Swedish Private Housing," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 417-444, December. [Downloadable!] (restricted)

2000

1. Oller, Lars-Erik & Barot, Bharat, 2000. "The accuracy of European growth and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 16(3), pages 293-315. [Downloadable!] (restricted)

This page was last updated on 2009-11-1.