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The rise and fall of U.S. inflation persistence

Beechey, Meredith Jane (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003506625

A statistical analysis of revisions of Swedish national accounts data

Flodberg, Caroline; Österholm, Pär - 2015

Persistent link: https://www.econbiz.de/10010515360

The rise and fall of US inflation persistence

Beechey, Meredith Jane; Österholm, Pär - 2007

Persistent link: https://www.econbiz.de/10003827148

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

Modelling returns in US housing prices : you're the one for me, fat tails

Kiss, Tamás; Nguyen, Hoang; Österholm, Pär - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17

In this paper, we analysed the heavy-tailed behaviour in the dynamics of housing-price returns in the United States. We investigated the sources of heavy tails by estimating autoregressive models in which innovations can be subject to GARCH effects and/or non-Gaussianity. Using monthly data from...

Persistent link: https://www.econbiz.de/10012794370