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Österholm, Pär - In: Applied economics letters 23 (2016) 4/6, pp. 436-439

Persistent link: https://www.econbiz.de/10011430768

Modelling Okun's law - does non-Gaussianity matter?

Kiss, Tamás; Nguyen, Hoang; Österholm, Pär - 2022

In this paper, we analyse Okun's law - a relation between the change in the unemployment rate and GDP growth - using … fruitful. In terms of dynamic effects, a shock to GDP growth has robustly negative effects on the change in the unemployment …

Persistent link: https://www.econbiz.de/10012799537

Mean reversion in the US unemployment rate : evidence from bootstrapped out-of-sample forecasts

Gustavsson, Magnus; Österholm, Pär - In: Applied economics letters 18 (2011) 7/9, pp. 643-646

Persistent link: https://www.econbiz.de/10009230947

Hysteresis and non linearities in unemployment rates

Gustavsson, Magnus; Österholm, Pär - In: Applied economics letters 13 (2006) 9, pp. 545-548

Persistent link: https://www.econbiz.de/10003350437

Survey data and short-term forecasts of Swedish GDP growth

Österholm, Pär - In: Applied economics letters 21 (2014) 1/3, pp. 135-139

Persistent link: https://www.econbiz.de/10010239483

Corona, crisis and conditional heteroscedasticity

Kiss, Tamás; Österholm, Pär - In: Applied economics letters 28 (2021) 9, pp. 755-759

Persistent link: https://www.econbiz.de/10012501608

Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances

Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär - 2021

Persistent link: https://www.econbiz.de/10012605022

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/10014252436