Search Results - person:"Spånberg, Erik"

The evolution of the natural rate of interest : evidence from the Scandinavian countries

Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1633-1659

Persistent link: https://www.econbiz.de/10014519941

The evolution of the natural rate of interest: Evidence from the Scandinavian countries

Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - 2023

In this paper, the natural rate of interest in Denmark, Norway and Sweden are estimated. This is done by augmenting the Laubach and Williams (2003) framework with a dynamic factor model linked to economic indicators - a modelling choice which allows us to better identify business cycle...

Persistent link: https://www.econbiz.de/10014331160

The evolution of the natural rate of interest : evidence from the Scandinavian countries

Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - 2023

Persistent link: https://www.econbiz.de/10014252436

Is the Swedish neutral interest rate affected by international developments?

Armelius, Hanna; Solberger, Martin; Spånberg, Erik - In: Sveriges Riksbank economic review (2018) 1, pp. 22-37

Persistent link: https://www.econbiz.de/10012169365

Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models

Shahnazarian, Hovick; Solberger, Martin; Spånberg, Erik - In: Finnish economic papers 28 (2017) 1, pp. 50-74

Persistent link: https://www.econbiz.de/10012176024

Estimating a dynamic factor model in EViews using the Kalman filter and smoother

Solberger, Martin; Spånberg, Erik - In: Computational economics 55 (2020) 3, pp. 875-900

Persistent link: https://www.econbiz.de/10012223681

The importance of the financial system for the current account in Sweden : a sectoral approach

Spånberg, Erik; Shahnazarian, Hovick - In: International economics : a journal published by CEPII … 158 (2019), pp. 91-103

Persistent link: https://www.econbiz.de/10012318746