Pär Österholm

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Identifer

Contact

Affiliations

• Örebro Universitet / Handelshögskolan (weight: 95%)
  • EDIRC entry
  • location:
• Government of Sweden / Konjunkturinstitutet (weight: 5%)
  • EDIRC entry
  • location:

Research profile

author of:

• Forecasting Inflation Using Constant Gain Least Squares (RePEc:bla:ausecp:v:53:y:2014:i:1-2:p:2-15)
  by Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm
• The Taylor Rule: A Spurious Regression? (RePEc:bla:buecrs:v:57:y:2005:i:3:p:217-247)
  by Pär Österholm
• Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years (RePEc:bla:ecnote:v:43:y:2014:i:1:p:63-78)
  by Meredith Beechey & Pär Österholm
• The Long-run Relationship Between Stock Prices and GDP in Sweden (RePEc:bla:ecnote:v:45:y:2016:i:2:p:283-297)
  by Pär Österholm
• The relation between municipal and government bond yields in an era of unconventional monetary policy (RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176)
  by David Knezevic & Martin Nordström & Pär Österholm
• Does Unemployment Hysteresis Equal Employment Hysteresis? (RePEc:bla:ecorec:v:83:y:2007:i:261:p:159-173)
  by Magnus Gustavsson & Pär Österholm
• A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy (RePEc:bla:ecorec:v:84:y:2008:i:267:p:449-465)
  by Meredith Beechey & Pär Österholm
• Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs (RePEc:bla:ecorec:v:87:y:2011:i:276:p:45-60)
  by Helge Berger & Pär Österholm
• Incorporating Judgement in Fan Charts (RePEc:bla:scandj:v:111:y:2009:i:2:p:387-415)
  by Pär Österholm
• Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions (RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314)
  by Sune Karlsson & Pär Österholm
• A note of caution on the relation between money growth and inflation (RePEc:bla:scotjp:v:70:y:2023:i:5:p:479-496)
  by Helge Berger & Sune Karlsson & Pär Österholm
• External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model (RePEc:bla:worlde:v:33:y:2010:i:12:p:1788-1810)
  by Lisandro Abrego & Pär Österholm
• Imperfect Central Bank Communication: Information versus Distraction (RePEc:cyb:wpaper:2008-1)
  by Spencer Dale & Athanasios Orphanides & Par Osterholm
• On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate (RePEc:dah:aeqaeq:v60_y2014_i4_q4_p315-336)
  by Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm
• Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? (RePEc:dah:aeqaeq:v61_y2015_i4_q4_p391-404)
  by Bengt Assarsson & Pär Österholm
• Does the labor-income process contain a unit root? Evidence from individual-specific time series (RePEc:eee:dyncon:v:47:y:2014:i:c:p:152-167)
  by Gustavsson, Magnus & Österholm, Pär
• Time-varying inflation persistence in the Euro area (RePEc:eee:ecmode:v:26:y:2009:i:2:p:532-535)
  by Beechey, Meredith & Österholm, Pär
• Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion (RePEc:eee:ecolet:v:100:y:2008:i:2:p:221-223)
  by Beechey, Meredith & Österholm, Pär
• Does money still matter for U.S. output? (RePEc:eee:ecolet:v:102:y:2009:i:3:p:143-146)
  by Berger, Helge & Österholm, Pär
• Unemployment and labour-force participation in Sweden (RePEc:eee:ecolet:v:106:y:2010:i:3:p:205-208)
  by Österholm, Pär
• The forecasting properties of survey-based wage-growth expectations (RePEc:eee:ecolet:v:113:y:2011:i:3:p:276-281)
  by Jonsson, Thomas & Österholm, Pär
• Labor-force participation rates and the informational value of unemployment rates: Evidence from disaggregated US data (RePEc:eee:ecolet:v:116:y:2012:i:3:p:408-410)
  by Gustavsson, Magnus & Österholm, Pär
• A micro-data analysis of households’ expectations of mortgage rates (RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303453)
  by Hjalmarsson, Erik & Österholm, Pär
• The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? (RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458)
  by Karlsson, Sune & Österholm, Pär
• Fat tails in leading indicators (RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030210x)
  by Kiss, Tamás & Österholm, Pär
• A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States (RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827)
  by Karlsson, Sune & Österholm, Pär
• Anchoring in surveys of household expectations (RePEc:eee:ecolet:v:198:y:2021:i:c:s016517652030447x)
  by Hjalmarsson, Erik & Österholm, Pär
• The informational value of unemployment statistics: A note on the time series properties of participation rates (RePEc:eee:ecolet:v:92:y:2006:i:3:p:428-433)
  by Gustavsson, Magnus & Osterholm, Par
• The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs (RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192)
  by Österholm, Pär
• Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia (RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384)
  by Karlsson, Sune & Österholm, Pär
• Do market participants’ forecasts of financial variables outperform the random-walk benchmark? (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443)
  by Kladívko, Kamil & Österholm, Pär
• The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688)
  by Kiss, Tamás & Nguyen, Hoang & Österholm, Pär
• Market participants or the random walk – who forecasts better? Evidence from micro-level survey data (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253)
  by Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär
• Estimating the US trend short-term interest rate (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002854)
  by Beechey, Meredith & Österholm, Pär & Poon, Aubrey
• Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors (RePEc:eee:intfor:v:26:y::i:2:p:248-264)
  by Beechey, Meredith & Österholm, Pär
• Testing the expectations hypothesis when interest rates are near integrated (RePEc:eee:jbfina:v:33:y:2009:i:5:p:934-943)
  by Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr
• Heterogeneity in households’ expectations of housing prices – evidence from micro data (RePEc:eee:jhouse:v:50:y:2020:i:c:s105113772030067x)
  by Hjalmarsson, Erik & Österholm, Pär
• The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession (RePEc:eee:jmacro:v:34:y:2012:i:1:p:76-86)
  by Österholm, Pär
• Macroeconomic effects of a decline in housing prices in Sweden (RePEc:eee:jpolmo:v:38:y:2016:i:2:p:242-255)
  by Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär
• Improving Unemployment Rate Forecasts Using Survey Data (RePEc:fep:journl:v:23:y:2010:i:1:p:16-26)
  by Pär Österholm
• A Statistical Anaysis of Revisions in Swedish National Accounts Data (RePEc:fep:journl:v:28:y:2017:i:1:p:10-33)
  by Caroline Flodberg & Pär Österholm
• Incorporating judgement in fan charts (RePEc:fip:fedgfe:2006-39)
  by Pär Österholm
• The rise and fall of U.S. inflation persistence (RePEc:fip:fedgfe:2007-26)
  by Meredith J. Beechey & Pär Österholm
• A residual-based cointegration test for near unit root variables (RePEc:fip:fedgif:907)
  by Erik Hjalmarsson & Pär Österholm
• Testing for cointegration using the Johansen methodology when variables are near-integrated (RePEc:fip:fedgif:915)
  by Erik Hjalmarsson & Pär Österholm
• Testing the expectations hypothesis when interest rates are near integrated (RePEc:fip:fedgif:953)
  by Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm
• Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails (RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957)
  by Tamás Kiss & Hoang Nguyen & Pär Österholm
• The Effect on the Swedish Real Economy of the Financial Crisis (RePEc:hhs:nierwp:0110)
  by Österholm, Pär
• Improving Unemployment Rate Forecasts Using Survey Data (RePEc:hhs:nierwp:0112)
  by Österholm, Pär
• Unemployment and Labour Force Participation in Sweden (RePEc:hhs:nierwp:0113)
  by Österholm, Pär
• The Properties of Survey-Based Inflation Expectations in Sweden (RePEc:hhs:nierwp:0114)
  by Jonsson, Thomas & Österholm, Pär
• The Persistent Labour-Market Effects of the Financial Crisis (RePEc:hhs:nierwp:0117)
  by Österholm, Pär & Mossfeldt, Marcus
• Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data (RePEc:hhs:nierwp:0120)
  by Gustavsson, Magnus & Österholm, Pär
• The Forecasting Properties of Survey-Based Wage-Growth Expectations (RePEc:hhs:nierwp:0121)
  by Jonsson, Thomas & Österholm, Pär
• Forecasting Inflation Using Constant Gain Least Squares (RePEc:hhs:nierwp:0126)
  by Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär
• Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation (RePEc:hhs:nierwp:0127)
  by Beechey, Meredith & Österholm, Pär
• Central Bank Forecasts of Policy Interest Rates: An Evaluation of the First Years (RePEc:hhs:nierwp:0128)
  by Beechey, Meredith & Österholm, Pär
• On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate (RePEc:hhs:nierwp:0129)
  by Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär
• Survey Data and Short-Term Forecasts of Swedish GDP Growth (RePEc:hhs:nierwp:0130)
  by Österholm, Pär
• Forecasting Business Investment in the Short Term Using Survey Data (RePEc:hhs:nierwp:0131)
  by Österholm, Pär
• The Euro Crisis and Swedish GDP Growth — A Study of Spillovers (RePEc:hhs:nierwp:0134)
  by Österholm, Pär & Stockhammar, Pär
• Effects of US Policy Uncertainty on Swedish GDP Growth (RePEc:hhs:nierwp:0135)
  by Stockhammar, Pär & Österholm, Pär
• A Statistical Analysis of Revisions of Swedish National Accounts Data (RePEc:hhs:nierwp:0136)
  by Flodberg, Caroline & Österholm, Pär
• Macroeconomic Effects of a Decline in Housing Prices in Sweden (RePEc:hhs:nierwp:0138)
  by Gustafsson, Peter & Stockhammar, Pär & Österholm, Pär
• Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do? (RePEc:hhs:nierwp:0139)
  by Assarsson, Bengt & Österholm, Pär
• Quasi-Real-Time Data of the Economic Tendency Survey (RePEc:hhs:nierwp:0143)
  by Billstam, Maria & Frändén, Kristina & Samuelsson, Johan & Österholm, Pär
• Do Inflation Expectations Granger Cause Inflation? (RePEc:hhs:nierwp:0145)
  by Stockhammar, Pär & Österholm, Pär
• Do Inflation Expectations Granger Cause Inflation? (RePEc:hhs:oruesi:2016_004)
  by Stockhammar, Pär & Österholm, Pär
• The Impact of US Uncertainty Shocks on Small Open Economies (RePEc:hhs:oruesi:2016_005)
  by Stockhammar, Pär & Österholm, Pär
• Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? (RePEc:hhs:oruesi:2017_009)
  by Hjalmarsson, Erik & Österholm, Pär
• Is the US Phillips Curve Stable? Evidence from Bayesian VARs (RePEc:hhs:oruesi:2018_005)
  by Karlsson, Sune & Österholm, Pär
• A Note on the Stability of the Swedish Philips Curve (RePEc:hhs:oruesi:2018_006)
  by Karlsson, Sune & Österholm, Pär
• Point versus Band Targets for Inflation (RePEc:hhs:oruesi:2018_008)
  by Beechey, Meredith & Österholm, Pär
• The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy (RePEc:hhs:oruesi:2019_006)
  by Knezevic, David & Nordström, Martin & Österholm, Pär
• The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? (RePEc:hhs:oruesi:2019_007)
  by Karlsson, Sune & Österholm, Pär
• Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk? (RePEc:hhs:oruesi:2019_010)
  by Kladivko, Kamil & Österholm, Pär
• Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data (RePEc:hhs:oruesi:2019_011)
  by Hjalmarsson, Erik & Österholm, Pär
• Corona, Crisis and Conditional Heteroscedasticity (RePEc:hhs:oruesi:2020_002)
  by Kiss, Tamás & Österholm, Pär
• Can Households Predict where the Macroeconomy is Headed? (RePEc:hhs:oruesi:2020_011)
  by Kladivko, Kamil & Österholm, Pär
• Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails (RePEc:hhs:oruesi:2020_013)
  by Kiss, Tamás & Nguyen, Hoang & Österholm, Pär
• Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances (RePEc:hhs:oruesi:2021_009)
  by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär
• Modelling Okun’s Law – Does non-Gaussianity Matter? (RePEc:hhs:oruesi:2022_001)
  by Kiss, Tamas & Nguyen, Hoang & Österholm, Pär
• Trend Inflation in Sweden (RePEc:hhs:oruesi:2022_002)
  by Österholm, Pär & Poon, Aubrey
• Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? (RePEc:hhs:oruesi:2022_003)
  by Kiss, Tamás & Kladivko, Kamil & Lunander, Anders & Österholm, Pär
• Inflation Illiteracy – A Micro-Data Analysis (RePEc:hhs:oruesi:2022_006)
  by Andersson, Fredrik N G & Hjalmarsson, Erik & Österholm, Pär
• Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey (RePEc:hhs:oruesi:2022_014)
  by Kladívko, Kamil & Österholm, Pär
• Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data (RePEc:hhs:oruesi:2023_002)
  by Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär
• Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data (RePEc:hhs:oruesi:2023_003)
  by Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär
• The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries (RePEc:hhs:oruesi:2023_008)
  by Armelius, Hanna & Solberger, Martin & Spånberg, Erik & Österholm, Pär
• A Note of Caution on the Relation between Money Growth and Inflation (RePEc:hhs:oruesi:2023_009)
  by Berger, Helge & Karlsson, Sune & Österholm, Pär
• US Interest Rates: Are Relations Stable? (RePEc:hhs:oruesi:2024_003)
  by Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär
• Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data (RePEc:hhs:rbnkwp:0383)
  by Hjalmarsson, Erik & Österholm, Pär
• Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data (RePEc:hhs:uulswp:2010_013)
  by Gustavsson, Magnus & Österholm, Pär
• Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series (RePEc:hhs:uulswp:2010_019)
  by Gustavsson, Magnus & Österholm, Pär
• The Impact of Demography on the Real Exchange Rate (RePEc:hhs:uunewp:2001_011)
  by Andersson, Andreas & Österholm, Pär
• The Taylor Rule: A Spurious Regression? (RePEc:hhs:uunewp:2003_020)
  by Österholm, Pär
• Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions (RePEc:hhs:uunewp:2003_021)
  by Österholm, Pär
• Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods (RePEc:hhs:uunewp:2004_013)
  by Österholm, Pär
• Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests (RePEc:hhs:uunewp:2005_014)
  by Welz, Peter & Österholm, Pär
• Does Unemployment Hysteresis Equal Employment Hysteresis? (RePEc:hhs:uunewp:2006_015)
  by Gustavsson, Magnus & Österholm, Pär
• Incorporating Judgement in Fan Charts (RePEc:hhs:uunewp:2006_030)
  by Österholm, Pär
• The Rise and Fall of U.S. Inflation Persistence (RePEc:hhs:uunewp:2007_018)
  by Beechey, Meredith & Österholm, Pär
• Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs (RePEc:hhs:uunewp:2007_030)
  by Berger, Helge & Österholm, Pär
• Testing for Purchasing Power Parity in Cointegrated Panels (RePEc:hhs:uunewp:2008_001)
  by Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär
• Imperfect Central Bank Communication: Information versus Distraction (RePEc:hhs:uunewp:2008_003)
  by Dale, Spencer & Orphanides, Athanasios & Österholm, Pär
• Labor-Force Participation Rates and the Informational Value of Unemployment Rates: Evidence from Disaggregated US Data (RePEc:hhs:uunewp:2010_014)
  by Gustavsson, Magnus & Österholm, Pär
• Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series (RePEc:hhs:uunewp:2010_021)
  by Gustavsson, Magnus & Österholm, Pär
• Imperfect Central Bank Communication: Information versus Distraction (RePEc:ijc:ijcjou:y:2011:q:2:a:1)
  by Spencer Dale & Athanasios Orphanides & Pär Österholm
• The Rise and Fall of U.S. Inflation Persistence (RePEc:ijc:ijcjou:y:2012:q:3:a:2)
  by Meredith Beechey & Pär Österholm
• Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated (RePEc:imf:imfwpa:2007/141)
  by Pär Österholm & Erik Hjalmarsson
• The Effect of External Conditions on Growth in Latin America (RePEc:imf:imfwpa:2007/176)
  by Mr. Jeromin Zettelmeyer & Pär Österholm
• Testing for Purchasing Power Parity in Cointegrated Panels (RePEc:imf:imfwpa:2007/287)
  by Johan Lyhagen & Pär Österholm & Mikael Carlsson
• External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model (RePEc:imf:imfwpa:2008/046)
  by Pär Österholm & Mr. Lisandro Abrego
• Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs (RePEc:imf:imfwpa:2008/053)
  by Pär Österholm & Mr. Helge Berger
• Imperfect Central Bank Communication - Information versus Distraction (RePEc:imf:imfwpa:2008/060)
  by Athanasios Orphanides & Spencer Dale & Pär Österholm
• Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs (RePEc:imf:imfwpa:2008/076)
  by Pär Österholm & Mr. Helge Berger
• A Note of Caution on the Relation Between Money Growth and Inflation (RePEc:imf:imfwpa:2023/137)
  by Mr. Helge Berger & Sune Karlsson & Pär Österholm
• Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate (RePEc:jof:jforec:v:27:y:2008:i:1:p:41-51)
  by Pär Österholm
• The Impact of US Uncertainty Shocks on Small Open Economies (RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x)
  by Pär Stockhammar & Pär Österholm
• Does Money matter for U.S. Inflation? Evidence from Bayesian VARs (RePEc:oup:cesifo:v:57:y:2011:i:3:p:531-550)
  by Helge Berger & Pär Österholm
• The Effect of External Conditions on Growth in Latin America (RePEc:pal:imfstp:v:55:y:2008:i:4:p:595-623)
  by P&aauml;r Österholm & Jeromin Zettelmeyer
• The presence of unemployment hysteresis in the OECD: what can we learn from out-of-sample forecasts? (RePEc:spr:empeco:v:38:y:2010:i:3:p:779-792)
  by Magnus Gustavsson & Pär Österholm
• Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies (RePEc:spr:empeco:v:39:y:2010:i:1:p:51-76)
  by Erik Hjalmarsson & Pär Österholm
• The properties of survey-based inflation expectations in Sweden (RePEc:spr:empeco:v:42:y:2012:i:1:p:79-94)
  by Thomas Jonsson & Pär Österholm
• Effects of US policy uncertainty on Swedish GDP growth (RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0934-y)
  by Pär Stockhammar & Pär Österholm
• A note on the stability of the Swedish Phillips curve (RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w)
  by Sune Karlsson & Pär Österholm
• Modelling Okun’s law: Does non-Gaussianity matter? (RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2)
  by Tamás Kiss & Hoang Nguyen & Pär Österholm
• The evolution of the natural rate of interest: evidence from the Scandinavian countries (RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02503-w)
  by Hanna Armelius & Martin Solberger & Erik Spånberg & Pär Österholm
• Do inflation expectations granger cause inflation? (RePEc:spr:epolit:v:35:y:2018:i:2:d:10.1007_s40888-018-0111-9)
  by Pär Stockhammar & Pär Österholm
• Quasi-Real-Time Data of the Economic Tendency Survey (RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0016-7)
  by Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm
• Size properties of cointegration tests in misspecified systems (RePEc:taf:apeclt:v:11:y:2004:i:15:p:919-924)
  by Par Osterholm
• Killing four unit root birds in the US economy with three panel unit root test stones (RePEc:taf:apeclt:v:11:y:2004:i:4:p:213-216)
  by Par Osterholm
• The Taylor rule and real-time data - a critical appraisal (RePEc:taf:apeclt:v:12:y:2005:i:11:p:679-685)
  by Par Osterholm
• Forecasting real exchange rate trends using age structure data - the case of Sweden (RePEc:taf:apeclt:v:12:y:2005:i:5:p:267-272)
  by Andreas Andersson & Par Osterholm
• Hysteresis and non-linearities in unemployment rates (RePEc:taf:apeclt:v:13:y:2006:i:9:p:545-548)
  by Magnus Gustavsson & Par Osterholm
• The persistent labour-market effects of the financial crisis (RePEc:taf:apeclt:v:18:y:2011:i:7:p:637-642)
  by Marcus Mossfeldt & Par Osterholm
• Mean reversion in the US unemployment rate - evidence from bootstrapped out-of-sample forecasts (RePEc:taf:apeclt:v:18:y:2011:i:7:p:643-646)
  by Magnus Gustavsson & Par Osterholm
• Policy interest-rate expectations in Sweden: a forecast evaluation (RePEc:taf:apeclt:v:21:y:2014:i:14:p:984-991)
  by Meredith Beechey & P�r Österholm
• The euro crisis and Swedish GDP growth - a study of spillovers (RePEc:taf:apeclt:v:21:y:2014:i:16:p:1105-1110)
  by P�r Österholm & P�r Stockhammar
• Survey data and short-term forecasts of Swedish GDP growth (RePEc:taf:apeclt:v:21:y:2014:i:2:p:135-139)
  by P�r Österholm
• Time variation in Okun’s law in Sweden (RePEc:taf:apeclt:v:23:y:2016:i:6:p:436-439)
  by Pär Österholm
• Corona, crisis and conditional heteroscedasticity (RePEc:taf:apeclt:v:28:y:2021:i:9:p:755-759)
  by Tamás Kiss & Pär Österholm
• Unknown item RePEc:taf:apfiec:v:20:y:2010:i:4:p:265-274 (article)
• A structural Bayesian VAR for model-based fan charts (RePEc:taf:applec:v:40:y:2008:i:12:p:1557-1569)
  by Par Osterholm
• The time-series properties of Norwegian inflation and nominal interest rate (RePEc:taf:applec:v:41:y:2009:i:10:p:1303-1309)
  by Par Osterholm
• Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity (RePEc:taf:applec:v:54:y:2022:i:58:p:6669-6686)
  by Farrukh Javed & Tamás Kiss & Pär Österholm
• Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey (RePEc:taf:applec:v:56:y:2024:i:17:p:2077-2088)
  by Kamil Kladívko & Pär Österholm
• Population age structure and real exchange rates in the OECD (RePEc:taf:intecj:v:20:y:2006:i:1:p:1-18)
  by Andreas Andersson & Par Osterholm
• Trend Inflation in Sweden (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4707-4716)
  by Pär Österholm & Aubrey Poon
• Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations (RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368)
  by Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm
• Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs (RePEc:zbw:fubsbe:200810)
  by Berger, Helge & Österholm, Pär
• Does money still matter for U.S. output? (RePEc:zbw:fubsbe:20087)
  by Berger, Helge & Österholm, Pär
• Does money matter for U.S. inflation? Evidence from Bayesian VARs (RePEc:zbw:fubsbe:20089)
  by Berger, Helge & Österholm, Pär