Martin Solberger
Forskare affilierad vid Statistiska institutionen
- Mobiltelefon:
- 073-587 11 85
- E-post:
- martin.solberger@statistik.uu.se
- Besöksadress:
- Ekonomikum (plan 3)
Kyrkogårdsgatan 10 - Postadress:
- Box 513
751 20 UPPSALA
Ladda ned kontaktuppgifter för Martin Solberger vid Statistiska institutionen
- ORCID:
- 0000-0002-1078-0202
Mer information visas för dig som medarbetare om du loggar in.
Kort presentation
Jag disputerade i statistik vid Uppsala universitet 2013. Mitt huvudsakliga forskningsområde är tidsserieekonometri, där jag till exempel arbetat med makroekonomiska prognoser och skattning av latenta - ej observerbara - tidsserier, såsom potentiell BNP och den neutrala räntan.
Jag befordrades till docent 2022.
Publikationer
Senaste publikationer
- The evolution of the natural rate of interest (2024)
- Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother (2020)
- Påverkas den svenska neutrala räntan av omvärlden? (2018)
- Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models (2017)
- Estimating a dynamic factor model in EViews using the Kalman filter and smoother (2017)
Alla publikationer
Artiklar
- The evolution of the natural rate of interest (2024)
- Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother (2020)
- Påverkas den svenska neutrala räntan av omvärlden? (2018)
- Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models (2017)
- An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors (2017)
- A Lagrange Multiplier Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (2017)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (2016)
- The Local Power of the CADF and CIPS Panel Unit Root Tests (2016)
- Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (2011)
- On a Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Nonstationary Common Shocks
- LM-type Tests For Idiosyncratic and Common Unit Roots in the Exact Factor Model with AR(1) Dynamics
- A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model
- An LM-type Test for Idiosyncratic Unit Roots in the Exact Factor Model under Misspecification
- An LM-type Test for Idiosyncratic Unit Roots in the Exact Factor Model with Nonstationary Common Shocks
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