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The informational value of unemployment statistics : a note on the time series properties of participation rates
Gustavsson, Magnus; Österholm, Pär - In: Economics letters 92 (2006) 3, pp. 428-433
Persistent link: https://www.econbiz.de/10003373559
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The properties of survey-based inflation expectations in Sweden
Jonsson, Thomas; Österholm, Pär - 2009
Persistent link: https://www.econbiz.de/10003912015
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Forecasting inflation in an inflation-targeting regime : a role for informative steady-state priors
Beechey, Meredith Jane; Österholm, Pär - In: International journal of forecasting 26 (2010) 2, pp. 248-264
Persistent link: https://www.econbiz.de/10003980313
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External linkages and economic growth in Colombia : insights from a Bayesian VAR model
Abrego, Lisandro E.; Österholm, Pär - In: The world economy : the leading journal on … 33 (2010) 12, pp. 1788-1810
Persistent link: https://www.econbiz.de/10008903503
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The persistent labour-market effects of the financial crisis
Mossfeldt, Marcus; Österholm, Pär - 2010
Persistent link: https://www.econbiz.de/10003948668
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The presence of unemployment hysteresis in the OECD : what can we learn from out-of-sample forecasts?
Gustavsson, Magnus; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 779-792
Persistent link: https://www.econbiz.de/10003951660
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Testing for cointegration using the Johansen methodology when variables are near-integrated : size distortions and partial remedies
Hjalmarsson, Erik; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 39 (2010) 1, pp. 51-76
Persistent link: https://www.econbiz.de/10003992868
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Testing for cointegration using the Johansen methodology when variables are near-integrated
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997748
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Does money growth Granger-cause inflation in the Euro area? : evidence from out-of-sample forecasts using Bayesian VARs
Berger, Helge (contributor); Österholm, Pär (contributor) - 2007
Persistent link: https://www.econbiz.de/10003604583