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Pär Österholm

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

Personal Details

First Name: Pär
Middle Name:
Last Name: Österholm
Suffix:

RePEc Short-ID: pst86

Email:
Homepage: http://sites.google.com/site/parosterholm/
Postal Address: National Institute of Economic Research Box 3116 103 62 Stockholm SWEDEN
Phone: +46 8 4535948

Affiliation

Konjunkturinstitutet
Government of Sweden
Location: Stockholm, Sweden
Homepage: http://www.konj.se/
Email:
Phone: 46-(0)8-453 59 00
Fax: 46-(0)8-453 59 80
Postal: Box 3116, 103 62 STOCKHOLM
Handle: RePEc:edi:kongvse (more details at EDIRC)

Works

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Working papers

  1. Österholm, Pär & Stockhammar, Pär, 2014. "The Euro Crisis and Swedish GDP Growth — A Study of Spillovers," Working Paper 134, National Institute of Economic Research.
  2. Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2013. "On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate," Working Paper 129, National Institute of Economic Research.
  3. Österholm, Pär, 2013. "Forecasting Business Investment in the Short Term Using Survey Data," Working Paper 131, National Institute of Economic Research.
  4. Beechey, Meredith & Österholm, Pär, 2013. "Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years," Working Paper 128, National Institute of Economic Research.
  5. Österholm, Pär, 2013. "Survey Data and Short-Term Forecasts of Swedish GDP Growth," Working Paper 130, National Institute of Economic Research.
  6. Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Paper 126, National Institute of Economic Research.
  7. Beechey, Meredith & Österholm, Pär, 2012. "Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation," Working Paper 127, National Institute of Economic Research.
  8. Jonsson, Thomas & Österholm, Pär, 2010. "The Forecasting Properties of Survey-Based Wage-Growth Expectations," Working Paper 121, National Institute of Economic Research.
  9. Gustavsson, Magnus & Österholm, Pär, 2010. "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series 2010:21, Uppsala University, Department of Economics.
  10. Gustavsson, Magnus & Österholm, Pär, 2010. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Paper Series 2010:14, Uppsala University, Department of Economics.
  11. Österholm, Pär & Mossfeldt, Marcus, 2010. "The Persistent Labour-Market Effects of the Financial Crisis," Working Paper 117, National Institute of Economic Research.
  12. Österholm, Pär, 2009. "Unemployment and Labour Force Participation in Sweden," Working Paper 113, National Institute of Economic Research.
  13. Jonsson, Thomas & Österholm, Pär, 2009. "The Properties of Survey-Based Inflation Expectations in Sweden," Working Paper 114, National Institute of Economic Research.
  14. Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research.
  15. Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Paper 110, National Institute of Economic Research.
  16. 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.
  17. 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.).
  18. Dale, Spencer & Orphanides, Athanasios & Österholm, Pär, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Paper Series 2008:3, Uppsala University, Department of Economics.
  19. Athanasios Orphanides & Spencer Dale & Pär Österholm, 2008. "Imperfect Central Bank Communication," IMF Working Papers 08/60, International Monetary Fund.
  20. Berger, Helge & Österholm, Pär, 2008. "Does money still matter for U.S. output?," Discussion Papers 2008/7, Free University Berlin, School of Business & Economics.
  21. Pär Österholm & Lisandro Abrego, 2008. "External Linkages and Economic Growth in Colombia," IMF Working Papers 08/46, International Monetary Fund.
  22. Pär Österholm & Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 08/76, International Monetary Fund.
  23. Jeromin Zettelmeyer & Pär Österholm, 2007. "The Effect of External Conditionson Growth in Latin America," IMF Working Papers 07/176, International Monetary Fund.
  24. Pär Österholm & Erik Hjalmarsson, 2007. "Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated," IMF Working Papers 07/141, International Monetary Fund.
  25. 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.).
  26. 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.
  27. 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.
  28. 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.).
  29. Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
  30. Gustavsson, Magnus & Österholm, Pär, 2006. "Does Unemployment Hysteresis Equal Employment Hysteresis?," Working Paper Series 2006:15, Uppsala University, Department of Economics.
  31. 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.
  32. 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.
  33. 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.
  34. Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics.
  35. Andersson, Andreas & Österholm, Pär, 2001. "The Impact of Demography on the Real Exchange Rate," Working Paper Series 2001:11, Uppsala University, Department of Economics.

Articles

  1. Pär �sterholm, 2014. "Survey data and short-term forecasts of Swedish GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 135-139, January.
  2. Meredith Beechey & Pär Österholm, 2012. "The Rise and Fall of U.S. Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 55-86, September.
  3. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
  4. Gustavsson, Magnus & Österholm, Pär, 2012. "Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data," Economics Letters, Elsevier, vol. 116(3), pages 408-410.
  5. Thomas Jonsson & Pär Österholm, 2012. "The properties of survey-based inflation expectations in Sweden," Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
  6. Magnus Gustavsson & Par Osterholm, 2011. "Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 643-646.
  7. Spencer Dale & Athanasios Orphanides & Pär Österholm, 2011. "Imperfect Central Bank Communication: Information versus Distraction," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 3-39, June.
  8. Helge Berger & Pär �sterholm, 2011. "Does Money matter for U.S. Inflation? Evidence from Bayesian VARs," CESifo Economic Studies, CESifo, vol. 57(3), pages 531-550, September.
  9. Marcus Mossfeldt & Par Osterholm, 2011. "The persistent labour-market effects of the financial crisis," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 637-642.
  10. Helge Berger & Pär Österholm, 2011. "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, vol. 87(276), pages 45-60, March.
  11. Jonsson, Thomas & Österholm, Pär, 2011. "The forecasting properties of survey-based wage-growth expectations," Economics Letters, Elsevier, vol. 113(3), pages 276-281.
  12. Österholm, Pär, 2010. "Unemployment and labour-force participation in Sweden," Economics Letters, Elsevier, vol. 106(3), pages 205-208, March.
  13. Erik Hjalmarsson & Pär Österholm, 2010. "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, vol. 39(1), pages 51-76, August.
  14. Magnus Gustavsson & Pär Österholm, 2010. "The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts?," Empirical Economics, Springer, vol. 38(3), pages 779-792, June.
  15. Lisandro Abrego & Pär Österholm, 2010. "External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model," The World Economy, Wiley Blackwell, vol. 33(12), pages 1788-1810, December.
  16. Beechey, Meredith & Österholm, Pär, 2010. "Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors," International Journal of Forecasting, Elsevier, vol. 26(2), pages 248-264, April.
  17. Par Osterholm, 2010. "The effect on the Swedish real economy of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(4), pages 265-274.
  18. Pär Österholm, 2010. "Improving Unemployment Rate Forecasts Using Survey Data," Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
  19. 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.
  20. Pär Osterholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, 06.
  21. Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
  22. Par Osterholm, 2009. "The time-series properties of Norwegian inflation and nominal interest rate," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1303-1309.
  23. Beechey, Meredith & Österholm, Pär, 2009. "Time-varying inflation persistence in the Euro area," Economic Modelling, Elsevier, vol. 26(2), pages 532-535, March.
  24. Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
  25. Meredith Beechey & P�R �Sterholm, 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.
  26. 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.
  27. P&aauml;r �sterholm & Jeromin Zettelmeyer, 2008. "The Effect of External Conditions on Growth in Latin America," IMF Staff Papers, Palgrave Macmillan, vol. 55(4), pages 595-623, December.
  28. 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.
  29. Magnus Gustavsson & P�R �Sterholm, 2007. "Does Unemployment Hysteresis Equal Employment Hysteresis?," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 159-173, 06.
  30. Magnus Gustavsson & Par Osterholm, 2006. "Hysteresis and non-linearities in unemployment rates," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 545-548.
  31. Andreas Andersson & Par Osterholm, 2006. "Population age structure and real exchange rates in the OECD," International Economic Journal, Taylor & Francis Journals, vol. 20(1), pages 1-18.
  32. 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.
  33. Andreas Andersson & Par Osterholm, 2005. "Forecasting real exchange rate trends using age structure data - the case of Sweden," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 267-272.
  34. Par Osterholm, 2005. "The Taylor rule and real-time data - a critical appraisal," Applied Economics Letters, Taylor & Francis Journals, vol. 12(11), pages 679-685.
  35. Pär Osterholm, 2005. "The Taylor Rule: A Spurious Regression? ," Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 217-247, 07.
  36. Par Osterholm, 2004. "Size properties of cointegration tests in misspecified systems," Applied Economics Letters, Taylor & Francis Journals, vol. 11(15), pages 919-924.
  37. Par Osterholm, 2004. "Killing four unit root birds in the US economy with three panel unit root test stones," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 213-216.

NEP Fields

36 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2004-09-12
  2. NEP-CBA: Central Banking (15) 2005-04-16 2006-12-09 2006-12-16 2007-06-23 2007-08-14 2008-01-05 2008-03-01 2008-03-25 2008-03-25 2008-12-07 2009-01-03 2009-03-28 2010-03-13 2010-10-23 2013-03-09. Author is listed
  3. NEP-CMP: Computational Economics (1) 2003-09-28
  4. NEP-ECM: Econometrics (8) 2003-09-28 2005-04-16 2007-09-16 2007-12-08 2008-01-26 2008-01-26 2008-12-07 2009-10-10. Author is listed
  5. NEP-EEC: European Economics (3) 2008-03-25 2009-03-28 2014-04-11
  6. NEP-ETS: Econometric Time Series (9) 2003-09-28 2003-09-28 2004-09-12 2005-04-16 2007-09-16 2007-12-08 2008-01-26 2008-01-26 2012-03-08. Author is listed
  7. NEP-FDG: Financial Development & Growth (2) 2009-03-28 2014-04-11
  8. NEP-FOR: Forecasting (13) 2006-12-09 2008-01-05 2008-03-25 2008-03-25 2009-10-10 2010-03-13 2010-10-23 2012-03-08 2012-12-15 2013-03-09 2013-09-26 2013-09-28 2013-11-29. Author is listed
  9. NEP-GER: German Papers (1) 2014-04-11
  10. NEP-HIS: Business, Economic & Financial History (2) 2007-06-23 2007-08-14
  11. NEP-IFN: International Finance (1) 2008-01-26
  12. NEP-LAB: Labour Economics (8) 2006-08-26 2009-10-10 2010-03-13 2010-09-11 2010-10-23 2010-10-23 2010-12-11 2010-12-23. Author is listed
  13. NEP-MAC: Macroeconomics (23) 2005-04-16 2006-08-26 2006-12-09 2007-06-23 2007-08-14 2008-01-05 2008-03-01 2008-03-25 2008-03-25 2008-12-07 2009-01-03 2009-03-28 2009-10-10 2010-03-13 2010-03-13 2010-06-18 2010-10-23 2012-03-08 2012-12-15 2013-03-09 2013-09-26 2013-09-28 2013-11-29. Author is listed
  14. NEP-MON: Monetary Economics (14) 2005-04-16 2006-12-09 2006-12-16 2007-06-23 2007-08-14 2008-01-05 2008-03-01 2008-03-25 2008-03-25 2009-01-03 2010-03-13 2012-03-08 2012-12-15 2013-03-09. Author is listed
  15. NEP-URE: Urban & Real Estate Economics (1) 2009-03-28

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