Pär Österholm's research
Present position:
Senior Economist, National Institute of Economic Research
Academic degrees:
PhD Economics, Uppsala University, 2004
BA Economics, Uppsala University, 1999
Publications in refereed journals:
Beechey, M. and Österholm, P. (2009), “Forecasting Inflation in an Inflation Targeting Regime: A Role for Informative Steady-State Priors”, Forthcoming in International Journal of Forecasting.
Österholm, P. (2009), “The Effect on the Swedish Real Economy of the Financial Crisis”, Forthcoming in Applied Financial Economics.
Hjalmarsson, E. and Österholm, P. (2009), "Testing for Cointegration Using the Johansen Methodology when Variables Are Near Integrated: Size Distortions and Partial Remedies", Forthcoming in Empirical Economics.
Gustavsson, M. and Österholm, P. (2009), "The Presence of Unemployment Hysteresis in the OECD: What Can We Learn from Out-of-Sample Forecasts?", Forthcoming in Empirical Economics.
Österholm, P. (2009), "Incorporating Judgement in Fan Charts", Scandinavian Journal of Economics 111 (2), 387-415.
Beechey, M., Hjalmarsson, E. and Österholm, P. (2009), "Testing the Expectations Hypothesis when Interest Rates Are Near Integrated", Journal of Banking and Finance 33 (5), 934-943.
Österholm, P. (2009), “The Time-Series Properties of Norwegian Inflation and Nominal Interest Rate”, Applied Economics 41 (10), 1303-1309.
Berger, H. and Österholm, P. (2009), “Does Money Still Matter for U.S. Output?”, Economics Letters 102 (3), 143-146. Beechey, M. and Österholm, P. (2009), “Time-Varying Inflation Persistence in the Euro Area”, Economic Modelling 26 (2), 532-535.
Beechey, M. and Österholm, P. (2008), “A Bayesian Vector Autoregressive Model with Informative Steady-State Priors for the Australian Economy”, Economic Record 84 (4), 449-465. Österholm, P. and Zettelmeyer, J. (2008), "The Effect of External Conditions on Growth in Latin America", IMF Staff Papers 55 (4), 595-623.
Österholm, P. (2008), "Can Forecasting Performance Be Improved by Considering the Steady State? An Application to Swedish Inflation and Interest Rate", Journal of Forecasting 27 (1), 41-51.
Beechey, M. and Österholm, P. (2008), "Revisiting the Uncertain Unit Root in GDP and CPI: Testing for Non-Linear Trend Reversion", Economics Letters 100 (2), 221-223. Österholm, P. (2008), "A Structural Bayesian VAR for Model-Based Fan Charts", Applied Economics 40 (12), 1557-1569.
Gustavsson, M. and Österholm, P. (2007), "Does Unemployment Hysteresis Equal Employment Hysteresis?", Economic Record 83 (2), 159-173.
Gustavsson, M. and Österholm, P. (2006), “The Informational Value of Unemployment Statistics: A Note on the Time Series Properties of Participation Rates”, Economics Letters 92 (3), 428-433.
Gustavsson, M. and Österholm, P. (2006), “Hysteresis and Non-Linearities in Unemployment Rates”, Applied Economics Letters 13 (9), 545-548.
Andersson, A. and Österholm, P. (2006), “Population Age Structure and Real Exchange Rates in the OECD”, International Economic Journal 20 (1), 1-18.
Österholm, P. (2005), “The Taylor Rule: A Spurious Regression?”, Bulletin of Economic Research 57 (3), 217-247.
Österholm, P. (2005), “The Taylor Rule and Real-Time Data – A Critical Appraisal”, Applied Economics Letters 12 (11), 679-685.
Andersson, A. and Österholm, P. (2005), “Forecasting Real Exchange Rate Trends Using Age Structure Data – The Case of Sweden”, Applied Economics Letters 12 (5) 267-272.
Österholm, P. (2004), “Testing for Hysteresis in Nordic Unemployment Using the Johansen Likelihood Ratio Test for Cointegration”, Applied Economics Quarterly 50 (3), 249-260.
Österholm, P. (2004), “Size Properties of Cointegration Tests in Misspecified Systems”, Applied Economics Letters 11 (15), 919-924.
Österholm, P. (2004), “Mean Reversion in Swedish Macroeconomic Time Series – Evidence Using a New Panel Data Approach”, European Review of Economics and Finance 3 (4), 23-36.
Österholm, P. (2004), ”Killing Four Unit Root Birds in the US Economy with Three Panel Unit Root Test Stones”, Applied Economics Letters 11 (4), 213-216.
|  Contact details
Pär Österholm
National Institute of Economic Research
Box 3116
103 62 Stockholm
Sweden
Phone: +46 8 453 5972
Email: par.osterholm@konj.se
CV
PDF file available at the bottom of the page
Personal
Links
|