Martin Solberger
Researcher at Department of Statistics
- Mobile phone:
- +46 73 587 11 85
- E-mail:
- martin.solberger@statistik.uu.se
- Visiting address:
- Ekonomikum (plan 3)
Kyrkogårdsgatan 10 - Postal address:
- Box 513
751 20 UPPSALA
Download contact information for Martin Solberger at Department of Statistics
- ORCID:
- 0000-0002-1078-0202
Short presentation
Area of research interest: Non-stationary panel data econometrics
Publications
Recent publications
-
The evolution of the natural rate of interest: evidence from the Scandinavian countries
Part of Empirical Economics, p. 1633-1659, 2024
- DOI for The evolution of the natural rate of interest: evidence from the Scandinavian countries
- Download full text (pdf) of The evolution of the natural rate of interest: evidence from the Scandinavian countries
-
Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
Part of Computational Economics, p. 875-900, 2020
- DOI for Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
- Download full text (pdf) of Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
-
Påverkas den svenska neutrala räntan av omvärlden?
Part of Penning- och valutapolitik, p. 22-36, 2018
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Estimating a dynamic factor model in EViews using the Kalman filter and smoother
2017
-
Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models
Part of Finnish economic papers, p. 50-74, 2017
All publications
Articles in journal
-
The evolution of the natural rate of interest: evidence from the Scandinavian countries
Part of Empirical Economics, p. 1633-1659, 2024
- DOI for The evolution of the natural rate of interest: evidence from the Scandinavian countries
- Download full text (pdf) of The evolution of the natural rate of interest: evidence from the Scandinavian countries
-
Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
Part of Computational Economics, p. 875-900, 2020
- DOI for Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
- Download full text (pdf) of Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother
-
Påverkas den svenska neutrala räntan av omvärlden?
Part of Penning- och valutapolitik, p. 22-36, 2018
-
Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models
Part of Finnish economic papers, p. 50-74, 2017
-
A Lagrange Multiplier Type Test for Idiosyncratic Unit Roots in the Exact Factor Model
Part of Journal of Time Series Analysis, p. 22-50, 2017
-
An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors
Part of Communications in Statistics - Theory and Methods, p. 4888-4914, 2017
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The Local Power of the CADF and CIPS Panel Unit Root Tests
Part of Econometric Reviews, p. 845-870, 2016
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Part of Communications in statistics. Simulation and computation, p. 2032-2050, 2016
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Demeaning the data in panel-cointegration models to control for cross-sectional dependencies
Part of Economics Letters, p. 252-254, 2011