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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
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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
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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
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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
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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
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Demeaning the data in panel-cointegration models to control for cross-sectional dependencies
Solberger, Martin - In: Economics letters 110 (2011) 3, pp. 252-254
Persistent link: https://www.econbiz.de/10009241478
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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
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An integrated approach to urban road pricing
Armelius, Hanna - In: Journal of transport economics and policy 39 (2005) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10002650506
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LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
Solberger, Martin; Zhou, Xingwu - 2013
Persistent link: https://www.econbiz.de/10010199464
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A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu; Solberger, Martin - 2013
Persistent link: https://www.econbiz.de/10010199465