Johan Lyhagen

Uppsala University - Department of Information Science

S-751 05 Uppsala

Sweden

SCHOLARLY PAPERS

5

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7

Scholarly Papers (5)

1.

Short and Long Run Dependence in Swedish Stock Returns

1996:19
Number of pages: 19 Posted: 04 Dec 1996
Lennart Berg and Johan Lyhagen
Uppsala University - Department of Economics and Uppsala University - Department of Information Science
Downloads 535 (56,153)
Citation 2

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2.

The Dynamics in Swedish House Prices - an Empirical Time Series Analysis

Working Paper No. 12, Institute for Housing Research, Uppsala University
Number of pages: 23 Posted: 23 May 1998
Lennart Berg and Johan Lyhagen
Uppsala University - Department of Economics and Uppsala University - Department of Information Science
Downloads 271 (123,263)
Citation 1

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3.

Testing for Purchasing Power Parity in Co-integrated Panels

IMF Working Paper No. 07/287
Number of pages: 21 Posted: 27 Dec 2007
Pär Österholm, Mikael Carlsson and Johan Lyhagen
International Monetary Fund (IMF), Sveriges Riksbank - Research Department and Uppsala University - Department of Information Science
Downloads 171 (190,998)

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Working Paper

4.

Inflation, Exchange Rates and PPP in a Multivariate Panel Co-Integration Model

Econometrics Journal, Vol. 11, Issue 1, pp. 58-79, February 2008
Number of pages: 22 Posted: 29 Feb 2008
Sveriges Riksbank - Research Division, Uppsala University - Department of Information Science, Stockholm University and Sveriges Riksbank - Research Division
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5.

Likelihood-Based Cointegration Tests in Heterogeneous Panels

Posted: 05 Sep 2001
Rolf Larsson, Johan Lyhagen and Mickael Lothgren
Stockholm University, Uppsala University - Department of Information Science and Stockholm School of Economics - Department of Economic Statistics

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Panel data, Cointegration, Consumption model