Pär Österholm
(Par Osterholm)
Personal Details
First Name: | Par |
Middle Name: | |
Last Name: | Osterholm |
Suffix: | |
RePEc Short-ID: | pst86 |
[This author has chosen not to make the email address public] | |
https://www.oru.se/english/employee/par_osterholm | |
Örebro University School of Business 701 82 Örebro SWEDEN | |
+46 19 301311 | |
Terminal Degree: | 2004 Nationalekonomiska Institutionen; Uppsala Universitet (from RePEc Genealogy) |
Affiliation
(95%) Handelshögskolan
Örebro Universitet
Örebro, Swedenhttps://www.oru.se/institutioner/handelshogskolan/
RePEc:edi:ieoruse (more details at EDIRC)
(5%) Konjunkturinstitutet
Government of Sweden
Stockholm, Swedenhttp://www.konj.se/
RePEc:edi:kongvse (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024. "US Interest Rates: Are Relations Stable?," Working Papers 2024:3, Örebro University, School of Business.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024. "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers 2024:8, Örebro University, School of Business.
- Armelius, Hanna & Solberger, Martin & Spånberg, Erik & Österholm, Pär, 2023.
"The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries,"
Working Papers
2023:8, Örebro University, School of Business.
- Hanna Armelius & Martin Solberger & Erik Spånberg & Pär Österholm, 2024. "The evolution of the natural rate of interest: evidence from the Scandinavian countries," Empirical Economics, Springer, vol. 66(4), pages 1633-1659, April.
- Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023.
"Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data,"
Working Papers
2023:2, Örebro University, School of Business.
- Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023. "Market participants or the random walk – who forecasts better? Evidence from micro-level survey data," Finance Research Letters, Elsevier, vol. 54(C).
- Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023.
"A Note of Caution on the Relation between Money Growth and Inflation,"
Working Papers
2023:9, Örebro University, School of Business.
- Helge Berger & Sune Karlsson & Pär Österholm, 2023. "A note of caution on the relation between money growth and inflation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 479-496, November.
- Mr. Helge Berger & Sune Karlsson & Pär Österholm, 2023. "A Note of Caution on the Relation Between Money Growth and Inflation," IMF Working Papers 2023/137, International Monetary Fund.
- Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär, 2023. "Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data," Working Papers 2023:3, Örebro University, School of Business.
- Österholm, Pär & Poon, Aubrey, 2022.
"Trend Inflation in Sweden,"
Working Papers
2022:2, Örebro University, School of Business.
- Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
- Kladívko, Kamil & Österholm, Pär, 2022.
"Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey,"
Working Papers
2022:14, Örebro University, School of Business.
- Kamil Kladívko & Pär Österholm, 2024. "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, vol. 56(17), pages 2077-2088, April.
- Kiss, Tamás & Kladivko, Kamil & Lunander, Anders & Österholm, Pär, 2022. "Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt?," Working Papers 2022:3, Örebro University, School of Business.
- Andersson, Fredrik N G & Hjalmarsson, Erik & Österholm, Pär, 2022. "Inflation Illiteracy – A Micro-Data Analysis," Working Papers 2022:6, Örebro University, School of Business.
- Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022.
"Modelling Okun’s Law – Does non-Gaussianity Matter?,"
Working Papers
2022:1, Örebro University, School of Business.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023. "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021.
"Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances,"
Working Papers
2021:9, Örebro University, School of Business.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "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., vol. 42(2), pages 347-368, March.
- Kladivko, Kamil & Österholm, Pär, 2020. "Can Households Predict where the Macroeconomy is Headed?," Working Papers 2020:11, Örebro University, School of Business.
- Kiss, Tamás & Österholm, Pär, 2020.
"Corona, Crisis and Conditional Heteroscedasticity,"
Working Papers
2020:2, Örebro University, School of Business.
- Tamás Kiss & Pär Österholm, 2021. "Corona, crisis and conditional heteroscedasticity," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 755-759, May.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020.
"Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails,"
Working Papers
2020:13, Örebro University, School of Business.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021. "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, vol. 14(11), pages 1-17, October.
- Hjalmarsson, Erik & Österholm, Pär, 2019.
"Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data,"
Working Papers
2019:11, Örebro University, School of Business.
- Hjalmarsson, Erik & Österholm, Pär, 2020. "Heterogeneity in households’ expectations of housing prices – evidence from micro data," Journal of Housing Economics, Elsevier, vol. 50(C).
- Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Paper Series 383, Sveriges Riksbank (Central Bank of Sweden).
- Karlsson, Sune & Österholm, Pär, 2019.
"The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?,"
Working Papers
2019:7, Örebro University, School of Business.
- Karlsson, Sune & Österholm, Pär, 2020. "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, vol. 186(C).
- Kladivko, Kamil & Österholm, Pär, 2019.
"Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?,"
Working Papers
2019:10, Örebro University, School of Business.
- Kladívko, Kamil & Österholm, Pär, 2021. "Do market participants’ forecasts of financial variables outperform the random-walk benchmark?," Finance Research Letters, Elsevier, vol. 40(C).
- Knezevic, David & Nordström, Martin & Österholm, Pär, 2019.
"The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy,"
Working Papers
2019:6, Örebro University, School of Business.
- David Knezevic & Martin Nordström & Pär Österholm, 2021. "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
- Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
- Karlsson, Sune & Österholm, Pär, 2018.
"A Note on the Stability of the Swedish Philips Curve,"
Working Papers
2018:6, Örebro University, School of Business.
- Sune Karlsson & Pär Österholm, 2020. "A note on the stability of the Swedish Phillips curve," Empirical Economics, Springer, vol. 59(6), pages 2573-2612, December.
- Beechey, Meredith & Österholm, Pär, 2018. "Point versus Band Targets for Inflation," Working Papers 2018:8, Örebro University, School of Business.
- Hjalmarsson, Erik & Österholm, Pär, 2017. "Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?," Working Papers 2017:9, Örebro University, School of Business.
- Stockhammar, Pär & Österholm, Pär, 2016.
"Do Inflation Expectations Granger Cause Inflation?,"
Working Papers
145, National Institute of Economic Research.
- Pär Stockhammar & Pär Österholm, 2018. "Do inflation expectations granger cause inflation?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
- Billstam, Maria & Frändén, Kristina & Samuelsson, Johan & Österholm, Pär, 2016.
"Quasi-Real-Time Data of the Economic Tendency Survey,"
Working Papers
143, National Institute of Economic Research.
- Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm, 2017. "Quasi-Real-Time Data of the Economic Tendency Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 105-138, May.
- Stockhammar, Pär & Österholm, Pär, 2016.
"The Impact of US Uncertainty Shocks on Small Open Economies,"
Working Papers
2016:5, Örebro University, School of Business.
- Pär Stockhammar & Pär Österholm, 2017. "The Impact of US Uncertainty Shocks on Small Open Economies," Open Economies Review, Springer, vol. 28(2), pages 347-368, April.
- Assarsson, Bengt & Österholm, Pär, 2015.
"Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?,"
Working Papers
139, National Institute of Economic Research.
- Bengt Assarsson & Pär Österholm, 2015. "Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(4), pages 391-404.
- Flodberg, Caroline & Österholm, Pär, 2015.
"A Statistical Analysis of Revisions of Swedish National Accounts Data,"
Working Papers
136, National Institute of Economic Research.
- Caroline Flodberg & Pär Österholm, 2017. "A Statistical Anaysis of Revisions in Swedish National Accounts Data," Finnish Economic Papers, Finnish Economic Association, vol. 28(1), pages 10-33, Autumn.
- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2015.
"Macroeconomic Effects of a Decline in Housing Prices in Sweden,"
Working Papers
138, National Institute of Economic Research.
- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2016. "Macroeconomic effects of a decline in housing prices in Sweden," Journal of Policy Modeling, Elsevier, vol. 38(2), pages 242-255.
- Österholm, Pär & Stockhammar, Pär, 2014.
"The Euro Crisis and Swedish GDP Growth — A Study of Spillovers,"
Working Papers
134, National Institute of Economic Research.
- P�r Österholm & P�r Stockhammar, 2014. "The euro crisis and Swedish GDP growth - a study of spillovers," Applied Economics Letters, Taylor & Francis Journals, vol. 21(16), pages 1105-1110, November.
- Stockhammar, Pär & Österholm, Pär, 2014.
"Effects of US Policy Uncertainty on Swedish GDP Growth,"
Working Papers
135, National Institute of Economic Research.
- Pär Stockhammar & Pär Österholm, 2016. "Effects of US policy uncertainty on Swedish GDP growth," Empirical Economics, Springer, vol. 50(2), pages 443-462, March.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2013.
"On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate,"
Working Papers
129, National Institute of Economic Research.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014. "On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 60(4), pages 315-336.
- Beechey, Meredith & Österholm, Pär, 2013.
"Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years,"
Working Papers
128, National Institute of Economic Research.
- Meredith Beechey & Pär Österholm, 2014. "Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 63-78, February.
- Österholm, Pär, 2013. "Forecasting Business Investment in the Short Term Using Survey Data," Working Papers 131, National Institute of Economic Research.
- Österholm, Pär, 2013.
"Survey Data and Short-Term Forecasts of Swedish GDP Growth,"
Working Papers
130, National Institute of Economic Research.
- P�r Österholm, 2014. "Survey data and short-term forecasts of Swedish GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 135-139, January.
- Beechey, Meredith & Österholm, Pär, 2012.
"Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation,"
Working Papers
127, National Institute of Economic Research.
- Meredith Beechey & P�r Österholm, 2014. "Policy interest-rate expectations in Sweden: a forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 984-991, September.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012.
"Forecasting Inflation Using Constant Gain Least Squares,"
Working Papers
126, National Institute of Economic Research.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014. "Forecasting Inflation Using Constant Gain Least Squares," Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Gustavsson, Magnus & Österholm, Pär, 2010.
"Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data,"
Working Papers
120, National Institute of Economic Research.
- 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.
- Gustavsson, Magnus & Österholm, Pär, 2010. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Paper Series, Center for Labor Studies 2010:13, Uppsala University, Department of Economics.
- 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.
- Jonsson, Thomas & Österholm, Pär, 2010.
"The Forecasting Properties of Survey-Based Wage-Growth Expectations,"
Working Papers
121, National Institute of Economic Research.
- Jonsson, Thomas & Österholm, Pär, 2011. "The forecasting properties of survey-based wage-growth expectations," Economics Letters, Elsevier, vol. 113(3), pages 276-281.
- Österholm, Pär & Mossfeldt, Marcus, 2010.
"The Persistent Labour-Market Effects of the Financial Crisis,"
Working Papers
117, National Institute of Economic Research.
- 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.
- Gustavsson, Magnus & Österholm, Pär, 2010.
"Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series,"
Working Paper Series, Center for Labor Studies
2010:19, Uppsala University, Department of Economics.
- Gustavsson, Magnus & Österholm, Pär, 2014. "Does the labor-income process contain a unit root? Evidence from individual-specific time series," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 152-167.
- 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.
- Jonsson, Thomas & Österholm, Pär, 2009.
"The Properties of Survey-Based Inflation Expectations in Sweden,"
Working Papers
114, National Institute of Economic Research.
- Thomas Jonsson & Pär Österholm, 2012. "The properties of survey-based inflation expectations in Sweden," Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
- Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Papers 110, National Institute of Economic Research.
- Österholm, Pär, 2009.
"Improving Unemployment Rate Forecasts Using Survey Data,"
Working Papers
112, National Institute of Economic Research.
- Pär Österholm, 2010. "Improving Unemployment Rate Forecasts Using Survey Data," Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
- Österholm, Pär, 2009.
"Unemployment and Labour Force Participation in Sweden,"
Working Papers
113, National Institute of Economic Research.
- Österholm, Pär, 2010. "Unemployment and labour-force participation in Sweden," Economics Letters, Elsevier, vol. 106(3), pages 205-208, March.
- 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.
- 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.
- Spencer Dale & Athanasios Orphanides & Par Osterholm, 2008.
"Imperfect Central Bank Communication: Information versus Distraction,"
Working Papers
2008-1, Central Bank of Cyprus.
- 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.
- Athanasios Orphanides & Spencer Dale & Pär Österholm, 2008. "Imperfect Central Bank Communication - Information versus Distraction," IMF Working Papers 2008/060, International Monetary Fund.
- Dale, Spencer & Orphanides, Athanasios & Österholm, Pär, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Paper Series 2008:3, Uppsala University, Department of Economics.
- Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 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.).
- 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.
- Berger, Helge & Österholm, Pär, 2008.
"Does money still matter for U.S. output?,"
Discussion Papers
2008/7, Free University Berlin, School of Business & Economics.
- Berger, Helge & Österholm, Pär, 2009. "Does money still matter for U.S. output?," Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
- Pär Österholm & Mr. Lisandro Abrego, 2008.
"External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model,"
IMF Working Papers
2008/046, International Monetary Fund.
- 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.
- Pär Österholm & Mr. Helge Berger, 2008.
"Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs,"
IMF Working Papers
2008/076, International Monetary Fund.
- Helge Berger & Pär Österholm, 2011. "Does Money matter for U.S. Inflation? Evidence from Bayesian VARs," CESifo Economic Studies, CESifo Group, vol. 57(3), pages 531-550, September.
- 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.
- 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.
- Johan Lyhagen & Pär Österholm & Mikael Carlsson, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," IMF Working Papers 2007/287, International Monetary Fund.
- 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.
- 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.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 2008/053, International Monetary Fund.
- Erik Hjalmarsson & Pär Österholm, 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.).
- Meredith J. Beechey & Pär Österholm, 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.).
- 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.
- Beechey, Meredith & Österholm, Pär, 2007. "The Rise and Fall of U.S. Inflation Persistence," Working Paper Series 2007:18, Uppsala University, Department of Economics.
- Mr. Jeromin Zettelmeyer & Pär Österholm, 2007.
"The Effect of External Conditions on Growth in Latin America,"
IMF Working Papers
2007/176, International Monetary Fund.
- P&aauml;r Österholm & 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.
- Erik Hjalmarsson & Pär Österholm, 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.).
- 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.
- Pär Österholm & Erik Hjalmarsson, 2007. "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers 2007/141, International Monetary Fund.
- 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.).
- Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
- Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
- Gustavsson, Magnus & Österholm, Pär, 2006.
"Does Unemployment Hysteresis Equal Employment Hysteresis?,"
Working Paper Series
2006:15, Uppsala University, Department of Economics.
- 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, June.
- 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.
- 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.
- 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.
- Österholm, Pär, 2003.
"The Taylor Rule: A Spurious Regression?,"
Working Paper Series
2003:20, Uppsala University, Department of Economics.
- Pär Österholm, 2005. "The Taylor Rule: A Spurious Regression?," Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 217-247, July.
- 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
- Hanna Armelius & Martin Solberger & Erik Spånberg & Pär Österholm, 2024.
"The evolution of the natural rate of interest: evidence from the Scandinavian countries,"
Empirical Economics, Springer, vol. 66(4), pages 1633-1659, April.
- Armelius, Hanna & Solberger, Martin & Spånberg, Erik & Österholm, Pär, 2023. "The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries," Working Papers 2023:8, Örebro University, School of Business.
- Kamil Kladívko & Pär Österholm, 2024.
"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, vol. 56(17), pages 2077-2088, April.
- Kladívko, Kamil & Österholm, Pär, 2022. "Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey," Working Papers 2022:14, Örebro University, School of Business.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023.
"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., vol. 42(2), pages 347-368, March.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023.
"Modelling Okun’s law: Does non-Gaussianity matter?,"
Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
- Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022. "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers 2022:1, Örebro University, School of Business.
- Pär Österholm & Aubrey Poon, 2023.
"Trend Inflation in Sweden,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
- Österholm, Pär & Poon, Aubrey, 2022. "Trend Inflation in Sweden," Working Papers 2022:2, Örebro University, School of Business.
- Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023. "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, vol. 55(PA).
- Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
- Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023.
"Market participants or the random walk – who forecasts better? Evidence from micro-level survey data,"
Finance Research Letters, Elsevier, vol. 54(C).
- Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023. "Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data," Working Papers 2023:2, Örebro University, School of Business.
- Helge Berger & Sune Karlsson & Pär Österholm, 2023.
"A note of caution on the relation between money growth and inflation,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 479-496, November.
- Mr. Helge Berger & Sune Karlsson & Pär Österholm, 2023. "A Note of Caution on the Relation Between Money Growth and Inflation," IMF Working Papers 2023/137, International Monetary Fund.
- Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023. "A Note of Caution on the Relation between Money Growth and Inflation," Working Papers 2023:9, Örebro University, School of Business.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2022. "The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area," Finance Research Letters, Elsevier, vol. 46(PA).
- Farrukh Javed & Tamás Kiss & Pär Österholm, 2022. "Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity," Applied Economics, Taylor & Francis Journals, vol. 54(58), pages 6669-6686, December.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021.
"Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails,"
JRFM, MDPI, vol. 14(11), pages 1-17, October.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
- Tamás Kiss & Pär Österholm, 2021.
"Corona, crisis and conditional heteroscedasticity,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 755-759, May.
- Kiss, Tamás & Österholm, Pär, 2020. "Corona, Crisis and Conditional Heteroscedasticity," Working Papers 2020:2, Örebro University, School of Business.
- David Knezevic & Martin Nordström & Pär Österholm, 2021.
"The relation between municipal and government bond yields in an era of unconventional monetary policy,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
- Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
- Kladívko, Kamil & Österholm, Pär, 2021.
"Do market participants’ forecasts of financial variables outperform the random-walk benchmark?,"
Finance Research Letters, Elsevier, vol. 40(C).
- Kladivko, Kamil & Österholm, Pär, 2019. "Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?," Working Papers 2019:10, Örebro University, School of Business.
- Hjalmarsson, Erik & Österholm, Pär, 2021. "Anchoring in surveys of household expectations," Economics Letters, Elsevier, vol. 198(C).
- Karlsson, Sune & Österholm, Pär, 2020.
"The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?,"
Economics Letters, Elsevier, vol. 186(C).
- Karlsson, Sune & Österholm, Pär, 2019. "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers 2019:7, Örebro University, School of Business.
- Kiss, Tamás & Österholm, Pär, 2020. "Fat tails in leading indicators," Economics Letters, Elsevier, vol. 193(C).
- Hjalmarsson, Erik & Österholm, Pär, 2020.
"Heterogeneity in households’ expectations of housing prices – evidence from micro data,"
Journal of Housing Economics, Elsevier, vol. 50(C).
- Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Paper Series 383, Sveriges Riksbank (Central Bank of Sweden).
- Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Papers 2019:11, Örebro University, School of Business.
- Sune Karlsson & Pär Österholm, 2020.
"A note on the stability of the Swedish Phillips curve,"
Empirical Economics, Springer, vol. 59(6), pages 2573-2612, December.
- Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
- Karlsson, Sune & Österholm, Pär, 2020. "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, vol. 197(C).
- Karlsson, Sune & Österholm, Pär, 2019. "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, vol. 30(C), pages 378-384.
- Hjalmarsson, Erik & Österholm, Pär, 2019. "A micro-data analysis of households’ expectations of mortgage rates," Economics Letters, Elsevier, vol. 185(C).
- Pär Stockhammar & Pär Österholm, 2018.
"Do inflation expectations granger cause inflation?,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
- Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
- Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm, 2017.
"Quasi-Real-Time Data of the Economic Tendency Survey,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 105-138, May.
- Billstam, Maria & Frändén, Kristina & Samuelsson, Johan & Österholm, Pär, 2016. "Quasi-Real-Time Data of the Economic Tendency Survey," Working Papers 143, National Institute of Economic Research.
- Pär Stockhammar & Pär Österholm, 2017.
"The Impact of US Uncertainty Shocks on Small Open Economies,"
Open Economies Review, Springer, vol. 28(2), pages 347-368, April.
- Stockhammar, Pär & Österholm, Pär, 2016. "The Impact of US Uncertainty Shocks on Small Open Economies," Working Papers 2016:5, Örebro University, School of Business.
- Caroline Flodberg & Pär Österholm, 2017.
"A Statistical Anaysis of Revisions in Swedish National Accounts Data,"
Finnish Economic Papers, Finnish Economic Association, vol. 28(1), pages 10-33, Autumn.
- Flodberg, Caroline & Österholm, Pär, 2015. "A Statistical Analysis of Revisions of Swedish National Accounts Data," Working Papers 136, National Institute of Economic Research.
- Pär Österholm, 2016. "Time variation in Okun’s law in Sweden," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 436-439, April.
- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2016.
"Macroeconomic effects of a decline in housing prices in Sweden,"
Journal of Policy Modeling, Elsevier, vol. 38(2), pages 242-255.
- Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär, 2015. "Macroeconomic Effects of a Decline in Housing Prices in Sweden," Working Papers 138, National Institute of Economic Research.
- Pär Österholm, 2016. "The Long-run Relationship Between Stock Prices and GDP in Sweden," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(2), pages 283-297, July.
- Pär Stockhammar & Pär Österholm, 2016.
"Effects of US policy uncertainty on Swedish GDP growth,"
Empirical Economics, Springer, vol. 50(2), pages 443-462, March.
- Stockhammar, Pär & Österholm, Pär, 2014. "Effects of US Policy Uncertainty on Swedish GDP Growth," Working Papers 135, National Institute of Economic Research.
- Bengt Assarsson & Pär Österholm, 2015.
"Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(4), pages 391-404.
- Assarsson, Bengt & Österholm, Pär, 2015. "Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?," Working Papers 139, National Institute of Economic Research.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
- P�r Österholm & P�r Stockhammar, 2014.
"The euro crisis and Swedish GDP growth - a study of spillovers,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(16), pages 1105-1110, November.
- Österholm, Pär & Stockhammar, Pär, 2014. "The Euro Crisis and Swedish GDP Growth — A Study of Spillovers," Working Papers 134, National Institute of Economic Research.
- Gustavsson, Magnus & Österholm, Pär, 2014.
"Does the labor-income process contain a unit root? Evidence from individual-specific time series,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 152-167.
- Gustavsson, Magnus & Österholm, Pär, 2010. "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series, Center for Labor Studies 2010:19, Uppsala University, Department of Economics.
- 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.
- Meredith Beechey & Pär Österholm, 2014.
"Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 63-78, February.
- Beechey, Meredith & Österholm, Pär, 2013. "Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years," Working Papers 128, National Institute of Economic Research.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 60(4), pages 315-336.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2013. "On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate," Working Papers 129, National Institute of Economic Research.
- P�r Österholm, 2014.
"Survey data and short-term forecasts of Swedish GDP growth,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 135-139, January.
- Österholm, Pär, 2013. "Survey Data and Short-Term Forecasts of Swedish GDP Growth," Working Papers 130, National Institute of Economic Research.
- Meredith Beechey & P�r Österholm, 2014.
"Policy interest-rate expectations in Sweden: a forecast evaluation,"
Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 984-991, September.
- Beechey, Meredith & Österholm, Pär, 2012. "Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation," Working Papers 127, National Institute of Economic Research.
- 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.
- Meredith J. Beechey & Pär Österholm, 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.).
- Beechey, Meredith & Österholm, Pär, 2007. "The Rise and Fall of U.S. Inflation Persistence," Working Paper Series 2007:18, Uppsala University, Department of Economics.
- 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.
- Thomas Jonsson & Pär Österholm, 2012.
"The properties of survey-based inflation expectations in Sweden,"
Empirical Economics, Springer, vol. 42(1), pages 79-94, February.
- Jonsson, Thomas & Österholm, Pär, 2009. "The Properties of Survey-Based Inflation Expectations in Sweden," Working Papers 114, National Institute of Economic Research.
- 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.
- Gustavsson, Magnus & Österholm, Pär, 2010. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Paper Series, Center for Labor Studies 2010:13, Uppsala University, Department of Economics.
- Gustavsson, Magnus & Österholm, Pär, 2010. "Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data," Working Papers 120, National Institute of Economic Research.
- 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.
- 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.
- Athanasios Orphanides & Spencer Dale & Pär Österholm, 2008. "Imperfect Central Bank Communication - Information versus Distraction," IMF Working Papers 2008/060, International Monetary Fund.
- Spencer Dale & Athanasios Orphanides & Par Osterholm, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Papers 2008-1, Central Bank of Cyprus.
- Dale, Spencer & Orphanides, Athanasios & Österholm, Pär, 2008. "Imperfect Central Bank Communication: Information versus Distraction," Working Paper Series 2008:3, Uppsala University, Department of Economics.
- 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.
- Österholm, Pär & Mossfeldt, Marcus, 2010. "The Persistent Labour-Market Effects of the Financial Crisis," Working Papers 117, National Institute of Economic Research.
- 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.
- 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.
- 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.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 2008/053, International Monetary Fund.
- 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.
- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
CESifo Economic Studies, CESifo Group, vol. 57(3), pages 531-550, September.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 2008/076, International Monetary Fund.
- 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.
- Jonsson, Thomas & Österholm, Pär, 2011.
"The forecasting properties of survey-based wage-growth expectations,"
Economics Letters, Elsevier, vol. 113(3), pages 276-281.
- Jonsson, Thomas & Österholm, Pär, 2010. "The Forecasting Properties of Survey-Based Wage-Growth Expectations," Working Papers 121, National Institute of Economic Research.
- 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.
- Pär Österholm & Mr. Lisandro Abrego, 2008. "External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model," IMF Working Papers 2008/046, International Monetary Fund.
- 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.
- 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.
- 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.
- Erik Hjalmarsson & Pär Österholm, 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.).
- Pär Österholm & Erik Hjalmarsson, 2007. "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers 2007/141, International Monetary Fund.
- Österholm, Pär, 2010.
"Unemployment and labour-force participation in Sweden,"
Economics Letters, Elsevier, vol. 106(3), pages 205-208, March.
- Österholm, Pär, 2009. "Unemployment and Labour Force Participation in Sweden," Working Papers 113, National Institute of Economic Research.
- Pär Österholm, 2010.
"Improving Unemployment Rate Forecasts Using Survey Data,"
Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
- Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Papers 112, National Institute of Economic Research.
- 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.
- Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 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.).
- Berger, Helge & Österholm, Pär, 2009.
"Does money still matter for U.S. output?,"
Economics Letters, Elsevier, vol. 102(3), pages 143-146, March.
- Berger, Helge & Österholm, Pär, 2008. "Does money still matter for U.S. output?," Discussion Papers 2008/7, Free University Berlin, School of Business & Economics.
- Beechey, Meredith & Österholm, Pär, 2009. "Time-varying inflation persistence in the Euro area," Economic Modelling, Elsevier, vol. 26(2), pages 532-535, March.
- Pär Österholm, 2009.
"Incorporating Judgement in Fan Charts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
- Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
- 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.).
- 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.
- 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.
- 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.
- P&aauml;r Österholm & 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.
- Mr. Jeromin Zettelmeyer & Pär Österholm, 2007. "The Effect of External Conditions on Growth in Latin America," IMF Working Papers 2007/176, International Monetary Fund.
- Par Osterholm, 2008. "A structural Bayesian VAR for model-based fan charts," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1557-1569.
- 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.
- 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, June.
- Gustavsson, Magnus & Österholm, Pär, 2006. "Does Unemployment Hysteresis Equal Employment Hysteresis?," Working Paper Series 2006:15, Uppsala University, Department of Economics.
- 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.
- Magnus Gustavsson & Par Osterholm, 2006. "Hysteresis and non-linearities in unemployment rates," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 545-548.
- 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.
- 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.
- Pär Österholm, 2005.
"The Taylor Rule: A Spurious Regression?,"
Bulletin of Economic Research, Wiley Blackwell, vol. 57(3), pages 217-247, July.
- Österholm, Pär, 2003. "The Taylor Rule: A Spurious Regression?," Working Paper Series 2003:20, Uppsala University, Department of Economics.
- 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.
- 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.
- Par Osterholm, 2004.
"Size properties of cointegration tests in misspecified systems,"
Applied Economics Letters, Taylor & Francis Journals, vol. 11(15), pages 919-924.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 62 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (42) 2005-04-16 2006-08-26 2006-12-09 2007-06-23 2007-08-14 2008-01-05 2008-03-01 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 2015-02-11 2015-03-22 2015-09-05 2016-05-21 2016-10-09 2016-10-09 2017-12-11 2018-03-19 2018-03-26 2018-06-11 2019-09-23 2019-10-07 2019-12-09 2020-03-30 2020-10-26 2020-11-16 2021-05-31 2022-01-24 2022-02-14 2022-03-07 2022-06-20. Author is listed
- NEP-MON: Monetary Economics (22) 2005-04-16 2006-12-09 2006-12-16 2007-06-23 2007-08-14 2008-01-05 2008-03-01 2009-01-03 2010-03-13 2012-03-08 2012-12-15 2013-03-09 2016-10-09 2018-06-11 2019-12-09 2020-10-26 2022-02-14 2022-06-20 2022-12-12 2023-03-27 2023-05-22 2023-08-21. Author is listed
- NEP-CBA: Central Banking (19) 2005-04-16 2006-12-09 2006-12-16 2007-06-23 2007-08-14 2008-01-05 2008-03-01 2008-12-07 2009-01-03 2009-03-28 2010-03-13 2010-10-23 2013-03-09 2016-10-09 2018-06-11 2019-09-23 2022-02-14 2022-12-12 2023-05-22. Author is listed
- NEP-FOR: Forecasting (18) 2006-12-09 2008-01-05 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 2015-02-11 2015-09-05 2016-05-21 2016-10-09 2018-03-19 2020-10-26 2020-11-16. Author is listed
- NEP-ETS: Econometric Time Series (11) 2003-09-28 2003-09-28 2004-09-12 2005-04-16 2007-12-08 2008-01-26 2012-03-08 2020-03-30 2020-11-16 2023-05-22 2024-11-04. Author is listed
- NEP-ORE: Operations Research (9) 2018-03-19 2018-03-26 2019-10-07 2019-12-09 2020-11-16 2021-05-31 2022-01-24 2022-02-14 2022-03-07. Author is listed
- 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
- NEP-EEC: European Economics (7) 2009-03-28 2014-04-11 2015-09-05 2018-03-26 2019-09-23 2022-02-14 2023-08-21. Author is listed
- NEP-ECM: Econometrics (6) 2003-09-28 2005-04-16 2007-12-08 2008-01-26 2008-12-07 2009-10-10. Author is listed
- NEP-HIS: Business, Economic and Financial History (6) 2007-06-23 2007-08-14 2022-02-14 2023-03-27 2023-05-22 2023-08-21. Author is listed
- NEP-URE: Urban and Real Estate Economics (6) 2009-03-28 2015-03-22 2017-12-11 2019-12-16 2020-01-27 2020-11-16. Author is listed
- NEP-EUR: Microeconomic European Issues (3) 2020-01-27 2020-10-26 2022-06-20
- NEP-FDG: Financial Development and Growth (3) 2009-03-28 2014-04-11 2023-03-27
- NEP-BAN: Banking (1) 2022-12-12
- NEP-BEC: Business Economics (1) 2004-09-12
- NEP-CMP: Computational Economics (1) 2003-09-28
- NEP-CWA: Central and Western Asia (1) 2022-01-24
- NEP-FLE: Financial Literacy and Education (1) 2022-06-20
- NEP-FMK: Financial Markets (1) 2019-12-09
- NEP-GER: German Papers (1) 2014-04-11
- NEP-INV: Investment (1) 2024-11-04
- NEP-OPM: Open Economy Macroeconomics (1) 2014-11-17
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-03-27
- NEP-RMG: Risk Management (1) 2020-03-30
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