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Environmental policy reforms and the labor market in a global economy

Aronsson, Thomas (contributor); Jonsson, Thomas (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001969771

International environmental policy reforms, tax, distortions, and the labor market

Aronsson, Thomas; Jonsson, Thomas; Sjörgren, Tomas - In: FinanzArchiv : European journal of public finance 62 (2006) 2, pp. 199-217

Persistent link: https://www.econbiz.de/10003354348

Environmental policy and optimal taxation in a decentralized economic federation

Aronsson, Thomas - In: FinanzArchiv : European journal of public finance 62 (2006) 3, pp. 437-454

Persistent link: https://www.econbiz.de/10015100549

The Taylor rule : a spurious regression?

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

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

Testing for cointegration in misspecified systems : a Monte Carlo study of size distortions

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

Persistent link: https://www.econbiz.de/10001790880

Killing four unit root birds in the US economy with three panel unit root test stones

Österholm, Pär - In: Applied economics letters 11 (2004) 4, pp. 213-216

Persistent link: https://www.econbiz.de/10002001477

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

A structural Bayesian VAR for model-based fan charts

Österholm, Pär - In: Applied economics 40 (2008) 10/12, pp. 1557-1569

Persistent link: https://www.econbiz.de/10003743029

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