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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

Does the labor-income process contain a unit root? : evidence from individual-specific time series

Gustavsson, Magnus; Österholm, Pär - In: Journal of economic dynamics & control 47 (2014), pp. 152-167

Persistent link: https://www.econbiz.de/10010485869

Permanent versus transitory wage differentials and the inequality-hours hypothesis

Gustavsson, Magnus - In: Economics letters 121 (2013) 3, pp. 537-541

Persistent link: https://www.econbiz.de/10010393030

Job polarization and task-biased technological change : evidence from Sweden, 1975 - 2005

Adermon, Adrian; Gustavsson, Magnus - In: The Scandinavian journal of economics 117 (2015) 3, pp. 878-917

Persistent link: https://www.econbiz.de/10011391973

The Taylor rule : a spurious regression?

Österholm, Pär (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001790878

The Taylor rule and real-time data : a critical appraisal

Österholm, Pär - In: Applied economics letters 12 (2005) 11, pp. 679-685

Persistent link: https://www.econbiz.de/10003110429

The Taylor rule : a spurious regression?

Österholm, Pär - In: Bulletin of economic research 57 (2005) 3, pp. 217-247

Persistent link: https://www.econbiz.de/10002976877

The impact of demography on the real exchange rate

Andersson, Andreas; Österholm, Pär - 2001

Persistent link: https://www.econbiz.de/10001605669

Forecasting real exchange rate trends using age structure data : the case of Sweden

Andersson, Andreas; Österholm, Pär - In: Applied economics letters 12 (2005) 5, pp. 267-272

Persistent link: https://www.econbiz.de/10002753309

A Residual-Based Cointegration Test for Near Unit Root Variables

Hjalmarsson, Erik; Österholm, Pär - 2007

Methods of inference based on a unit root assumption in the data are typically not robust to even small deviations from this assumption. In this paper, we propose robust procedures for a residual-based test of cointegration when the data are generated by a near unit root process. A Bonferroni...

Persistent link: https://www.econbiz.de/10014221890