Access Statistics for Paul Söderlind

Working Paper	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory	0	0	0	0	0	0	1	1,177
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory	0	0	0	171	0	0	1	443
Applied Conintegration Analysis in the Mirror of Macroeconomic Theory	0	0	0	0	0	0	0	478
C-CAPM Refinements and the Cross-Section of Returns	0	0	0	99	0	1	3	290
C-CAPM Without Ex Post Data	0	0	0	34	0	0	0	227
C-CAPM and the Cross-Section of Sharpe Ratios	0	0	0	174	0	1	1	574
C-CAPM and the Cross-Section of Sharpe Ratios	0	0	0	105	0	0	0	407
C-CAPM without Ex Post Data	0	0	0	36	0	0	1	229
C-CAPM without Ex Post Data	0	0	0	53	0	1	2	232
Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts?	0	0	0	347	0	0	0	948
Devaluation Expectations: The Swedish Krona 1982-1991	0	0	0	158	0	1	1	1,206
Devaluation Expectations: the Swedish Krona 1982-1991	0	0	0	0	0	0	0	516
Evaluating Portfolio Performance with Stochastic Discount Factors	0	0	0	70	0	0	1	1,298
Evaluating Portfolio Performance with Stochastic Discount Factors	0	0	0	168	0	0	2	594
Extracting Expectations about 1992 UK Monetary Policy from Option Prices	0	0	0	72	0	0	0	328
Forward Interest Rates as Indicators of Inflation Expectations	0	0	0	1,009	0	0	2	5,931
Forward Interest Rates as Indicators of Inflation Expectations	0	0	0	1	1	1	2	590
Forward Interest Rates as Indicators of Inflation Expectations	0	0	1	288	0	1	4	1,278
Individual Investor Activity and Performance	0	0	0	20	1	2	3	95
Individual Investor Activity and Performance	0	0	0	12	0	0	0	79
Inflation Forecast Uncertainty	0	0	0	497	0	0	0	1,886
Inflation Forecast Uncertainty	0	0	0	184	0	1	2	784
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty	0	0	0	46	0	0	0	108
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty	0	0	0	94	0	0	1	185
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty	0	0	0	42	0	0	0	133
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel	0	0	0	64	0	0	2	358
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel	0	0	0	25	0	0	0	266
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel	0	0	0	44	0	0	1	365
Market Expectations in the UK Before and After the ERM Crisis	0	0	0	43	0	0	0	1,693
Monetary Policy Effects on Financial Risk Premia	0	0	1	114	0	1	2	309
Monetary Policy and Bond Option Pricing in an Analytical RBC Model	0	0	0	71	0	0	0	907
Monetary Policy and the Fisher Effect	0	0	0	361	0	0	0	3,961
Monetary Policy and the Fisher Effect	0	0	0	556	0	0	2	2,193
New Techniques to Extract Market Expectations from Financial Instruments	0	0	0	1	0	0	1	861
New Techniques to Extract Market Expectations from Financial Instruments	0	0	2	377	0	1	4	1,012
New Techniques to Extract Market Expectations from Financial Instruments	0	0	3	497	0	2	8	1,457
New Techniques to Extract Market Expectations from Financial Instruments	0	0	2	782	0	1	3	2,464
New Techniques to Extract Market expectations from Financial Instruments	0	0	0	51	0	0	1	1,093
New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts	0	0	0	346	0	0	0	949
Non-Standard Errors	0	1	1	42	3	12	50	415
Performance and Characteristics of Swedish Mutual Funds	0	0	0	33	1	2	5	1,433
Performance and Characteristics of Swedish Mutual Funds 1993-97	0	0	1	337	0	1	3	863
Predicting Stock Price Movements: Regressions versus Economists	0	0	1	120	0	0	1	290
Reaction of Swiss Term Premia to Monetary Policy Surprises	0	0	0	50	0	0	0	109
Safe Haven Currencies	1	1	3	185	2	2	7	662
Safe Haven Currencies	0	0	0	97	0	0	2	465
Safe Haven Currencies	0	0	0	228	0	0	2	731
Solution and Estimation of RE Macromodels with Optimal Policy	0	0	0	21	0	0	7	1,607
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions	0	0	0	316	0	0	0	778
THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE	0	0	0	1	0	0	1	337
Target Zone Models and the Intervention Policy; The Swedish Case	0	0	0	2	0	0	0	316
Taylor Rules and the Predictability of Interest Rates	0	0	0	158	0	0	0	493
Taylor Rules and the Predictability of Interest Rates	1	2	2	454	1	3	8	1,162
Testing Competing Factor Pricing Models	0	0	0	21	0	1	1	45
Testing the Basic Target Zone Model on Swedish Data	0	0	0	0	0	0	0	251
The Implementation of SNB Monetary Policy	0	0	0	113	0	0	0	285
The Swedish business cycle: stylized facts over 130 years	0	0	0	362	0	1	8	1,605
The Time-Varying Systematic Risk of Carry Trade Strategies	0	0	0	76	0	0	0	333
The Time-Varying Systematic Risk of Carry Trade Strategies	0	0	0	102	0	0	0	268
The Time-Varying Systematic Risk of Carry Trade Strategies	0	0	2	169	0	1	4	433
The Time-Varying Systematic Risk of Carry Trade Strategies	0	0	1	76	0	0	3	316
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions	0	0	0	31	0	0	1	91
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions	0	0	0	53	0	1	2	86
Understanding FX Liquidity	1	1	1	178	1	3	8	450
What if the Fed Had Been an Inflation Nutter?	0	0	1	106	0	0	1	387
Why Disagreement May Not Matter (much) for Asset Prices	0	0	0	54	0	0	0	143
Total Working Papers	3	5	22	10,397	10	41	165	52,258

Journal Article	File Downloads				Abstract Views
	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Interpretation of SDF Based Performance Measures	0	0	0	2	0	0	1	15
An extended Stein's lemma for asset pricing	0	0	0	47	0	0	0	134
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory	0	0	0	256	0	0	0	858
C-CAPM Refinements and the Cross-Section of Returns	0	0	0	22	0	0	0	82
Cyclical Properties of a Real Business Cycle Model	0	0	0	86	0	1	3	466
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES	0	0	2	154	1	1	5	314
Devaluation Expectations: The Swedish Krona 1985-92	0	0	0	61	0	0	1	358
Editorial	0	0	0	2	0	0	0	32
Evaluating Portfolio Performance with Stochastic Discount Factors	0	0	1	153	0	1	2	643
How Do Individual Accounts Work in the Swedish Pension System?	0	0	0	50	2	2	5	160
Individual Investor Activity and Performance	0	0	2	10	0	0	6	71
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty	0	0	0	51	0	2	5	196
Inflation forecast uncertainty	0	1	9	426	1	5	17	909
International Spillovers in an Endogenous Growth Model	0	0	0	0	0	0	0	75
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle	0	0	0	59	1	1	2	174
MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA*	0	0	0	34	0	0	0	106
Monetary policy and bond option pricing in an analytical RBC model	0	0	0	93	0	0	0	268
Monetary policy and the Fisher effect	0	0	0	164	0	0	1	422
New techniques to extract market expectations from financial instruments	1	4	14	384	1	7	33	1,038
New‐Keynesian Models and Monetary Policy: A Re‐examination of the Stylized Facts*	0	0	0	94	0	1	1	298
Nominal Interest Rates as Indicators of Inflation Expectations	0	0	1	1	0	0	1	5
Performance and Characteristics of Swedish Mutual Funds	0	0	1	48	1	2	8	182
Predicting stock price movements: regressions versus economists	0	0	1	23	0	0	1	74
Prediction of stock returns (in Russian)	0	0	0	56	0	0	0	174
Reaction of Swiss Term Premia to Monetary Policy Surprises	0	0	0	26	0	0	0	112
Safe Haven Currencies	4	8	27	458	10	20	77	1,209
Solution and estimation of RE macromodels with optimal policy	1	1	4	1,175	2	2	8	1,854
Solution of macromodels with Hansen-Sargent robust policies: some extensions	0	0	3	138	0	0	4	318
Testing the basic target zone model on Swedish data 1982-1990	0	0	0	36	0	0	0	102
The C-CAPM without ex post data	0	0	0	6	0	1	2	59
The Time-Varying Systematic Risk of Carry Trade Strategies	0	0	0	74	0	0	1	202
The implementation of SNB monetary policy	0	0	0	23	0	0	0	95
Understanding FX Liquidity	0	0	4	54	0	1	16	204
Verbal interventions and exchange rate policies: The case of Swiss franc cap	1	2	5	41	1	2	8	141
What if the Fed had been an inflation nutter?	0	0	1	19	0	0	1	115
Why disagreement may not matter (much) for asset prices	0	0	0	15	0	0	0	80
Total Journal Articles	7	16	75	4,341	20	49	209	11,545