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Information about:
Johan Lyhagen

Personal Details | Affiliation | Works
This is information that was supplied by Johan Lyhagen in registering through RePEc. If you are Johan Lyhagen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Johan
Middle Name:
Last Name: Lyhagen
Suffix:

RePEc Short-ID: ply8

Email:
Homepage: http://www.anst.uu.se/jolyh103/
Postal Address: Department of Statistics Uppsala University P.O. 513 SE-751 20 Uppsala Sweden
Phone: +46 18 471 2844

Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]
    Other versions:

  2. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-2, International Conferences on Panel Data. [Downloadable!]
    Other versions:
    Published as:

  3. Lyhagen, Johan, 2001. "A method to generate multivariate data with moments arbitrary close to the desired moments," Working Paper Series in Economics and Finance 481, Stockholm School of Economics. [Downloadable!]

  4. Yao, Yudong & Lyhagen, Johan, 2001. "Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97," Working Paper Series in Economics and Finance 0435, Stockholm School of Economics. [Downloadable!]

  5. Lyhagen, Johan, 2000. "The seasonal KPSS statistic," Working Paper Series in Economics and Finance 354, Stockholm School of Economics. [Downloadable!]
    Published as:

  6. Rolf Larsson & Johan Lyhagen, 2000. "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers 1313, Econometric Society. [Downloadable!]
    Other versions:

  7. Larsson, Rolf & Lyhagen, Johan, 2000. "Testing for common cointegrating rank in dynamic panels," Working Paper Series in Economics and Finance 378, Stockholm School of Economics. [Downloadable!]

  8. Lyhagen, Johan, 2000. "Why not use standard panel unit root test for testing PPP," Working Paper Series in Economics and Finance 413, Stockholm School of Economics. [Downloadable!]
    Published as:

  9. Lyhagen, Johan & Löf, Mårten, 2000. "On seasonal error correction when the processes include different numbers of unit roots," Working Paper Series in Economics and Finance 0418, Stockholm School of Economics, revised 15 Mar 2001. [Downloadable!]
    Published as:

  10. Söderberg, Hans & Lyhagen, Johan, 1999. "Testing for Independence in Multivariate Duration Models," Working Paper Series in Economics and Finance 302, Stockholm School of Economics. [Downloadable!]

  11. Lyhagen, Johan, 1999. "Efficient estimation of price adjustment coefficients," Working Paper Series in Economics and Finance 332, Stockholm School of Economics. [Downloadable!]

  12. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "An ARCH Robust STAR Test," Working Paper Series in Economics and Finance 317, Stockholm School of Economics. [Downloadable!]

  13. Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," Working Paper Series in Economics and Finance 336, Stockholm School of Economics. [Downloadable!]
    Published as:

  14. Lyhagen, Johan & Forsberg, Lars, 1999. "Starting values in estimation of cointegrating vectors with restrictions," Working Paper Series in Economics and Finance 297, Stockholm School of Economics.
    Published as:

  15. Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," Working Paper Series in Economics and Finance 303, Stockholm School of Economics. [Downloadable!]

  16. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A Simple Linear Time Series Model with Misleading Nonlinear Properties," Working Paper Series in Economics and Finance 300, Stockholm School of Economics.
    Published as:

  17. Lyhagen, Johan, 1998. "Maximum likelihood estimation of the multivariate fractional cointegrating model," Working Paper Series in Economics and Finance 233, Stockholm School of Economics. [Downloadable!]

  18. Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998. "Likelihood-Based Cointegration Tests in Heterogeneous Panels," Working Paper Series in Economics and Finance 250, Stockholm School of Economics, revised 27 Aug 1998.
    Published as:

  19. Lyhagen, Johan, 1997. "The Effect of Precautionary Saving on Consumption in Sweden," Working Paper 58, National Institute of Economic Research. [Downloadable!]
    Published as:

  20. Berg, Lennart & Lyhagen, Johan, 1996. "Short and Long Run Dependence in Swedish Stock Returns," Working Paper Series 1996:19, Uppsala University, Department of Economics.
    Published as:

Articles

  1. Johan Lyhagen, 2008. "Why not use standard panel unit root test for testing PPP," Economics Bulletin, Economics Bulletin, vol. 3(26), pages 1-11. [Downloadable!]
    Other versions:

  2. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008. "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 58-79, 03. [Downloadable!] (restricted)
    Other versions:

  3. Larsson, Rolf & Lyhagen, Johan, 2007. "Inference in Panel Cointegration Models With Long Panels," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 473-483, October. [Downloadable!] (restricted)

  4. Johan Lyhagen, 2006. "The seasonal KPSS statistic," Economics Bulletin, Economics Bulletin, vol. 3(13), pages 1-9. [Downloadable!]
    Other versions:

  5. Lyhagen, Johan, 2005. "The exact covariance matrix of dynamic models with latent variables," Statistics & Probability Letters, Elsevier, vol. 75(2), pages 133-139, November. [Downloadable!] (restricted)

  6. Mårten Löf & Johan Lyhagen, 2003. "On seasonal error correction when the processes include different numbers of unit roots," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 377-389. [Downloadable!]
    Other versions:

  7. Lof, Marten & Lyhagen, Johan, 2002. "Forecasting performance of seasonal cointegration models," International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44. [Downloadable!] (restricted)
    Other versions:

  8. Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001. "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 41.
    Other versions:

  9. Lyhagen, Johan, 2001. "The Effect of Precautionary Saving on Consumption in Sweden," Applied Economics, Taylor and Francis Journals, vol. 33(5), pages 673-81, April. [Downloadable!] (restricted)
    Other versions:

  10. Lyhagen, Johan & Forsberg, Lars, 2001. "Starting Values in Estimation of Cointegrating Vectors with Restrictions," Applied Economics Letters, Taylor and Francis Journals, vol. 8(8), pages 521-24, August. [Downloadable!] (restricted)
    Other versions:

  11. Oke, T. & Lyhagen, J., 1999. "Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 457-469, June. [Downloadable!] (restricted)

  12. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, vol. 65(3), pages 281-284, December. [Downloadable!] (restricted)
    Other versions:

  13. Berg, Lennart & Lyhagen, Johan, 1998. "Short and Long-Run Dependence in Swedish Stock Returns," Applied Financial Economics, Taylor and Francis Journals, vol. 8(4), pages 435-43, August. [Downloadable!] (restricted)
    Other versions:

  14. Lyhagen, Johan, 1997. "A matrix evaluation of the moving-average representation," Economics Letters, Elsevier, vol. 55(2), pages 179-183, August. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2001-12-26
  2. NEP-DEV: Development (1) 2001-02-27
  3. NEP-ECM: Econometrics (16) 1998-05-04 1998-09-07 1999-02-08 1999-02-22 1999-02-22 1999-02-22 1999-05-25 2000-01-24 2000-01-24 2000-01-24 2000-02-07 2000-05-08 2001-12-26 2002-07-10 2003-01-12 2008-01-26 Author is listed
  4. NEP-ETS: Econometric Time Series (14) 1998-05-04 1998-09-07 1999-02-08 1999-02-15 1999-02-15 1999-05-25 2000-01-24 2000-01-24 2000-02-07 2000-05-08 2001-12-26 2002-07-04 2003-01-12 2008-01-26 Author is listed
  5. NEP-FMK: Financial Markets (1) 1998-08-03
  6. NEP-IFN: International Finance (5) 1998-08-03 1998-09-07 2002-07-04 2003-01-12 2008-01-26 Author is listed
  7. NEP-IND: Industrial Organization (1) 2000-01-24
  8. NEP-MON: Monetary Economics (1) 2003-01-12
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This page was last updated on 2009-12-3.

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