Pär Österholm

Uppsala University - Department of Economics

Box 513

SE-75120 Uppsala

Sweden

SCHOLARLY PAPERS

4

DOWNLOADS

475

SSRN CITATIONS

6

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.

A Residual-Based Cointegration Test for Near Unit Root Variables

FRB International Finance Discussion Paper No. 907
Number of pages: 36 Posted: 09 Dec 2007
Erik Hjalmarsson and Pär Österholm
University of Gothenburg - Centre for Finance and Uppsala University - Department of Economics
Downloads 169 (322,376)
Citation 6

Abstract:

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Bonferroni test, cointegration, near unit roots

2.

The Rise and Fall of U.S. Inflation Persistence

FEDS Working Paper No. 2007-26
Number of pages: 24 Posted: 20 Jul 2007
Meredith J. Beechey and Pär Österholm
Monetary Policy Division, Sveriges Riksbank and Uppsala University - Department of Economics
Downloads 143 (370,461)
Citation 5

Abstract:

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Monetary policy, central bank preferences, inflation persistence, time-varying parameters, Kalman filter

3.

Testing the Expectations Hypothesis When Interest Rates are Near Integrated

FRB International Finance Discussion Paper No. 953
Number of pages: 38 Posted: 17 Nov 2008
Meredith J. Beechey, Erik Hjalmarsson and Pär Österholm
Monetary Policy Division, Sveriges Riksbank, University of Gothenburg - Centre for Finance and Uppsala University - Department of Economics
Downloads 94 (503,992)
Citation 1

Abstract:

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Bonferroni tests, cointegration, expectations hypothesis, near integration, term premium

4.

Incorporating Judgement in Fan Charts

FEDS Working Paper No. 2006-39
Number of pages: 37 Posted: 13 Dec 2006
Pär Österholm
Uppsala University - Department of Economics
Downloads 69 (604,745)
Citation 1

Abstract:

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Forecasts, predictive density, linear opinion pool