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Research publications

Working Papers

Generating point and distributional Fed funds rate forecasts: a machine learning approach, 2024 (submitted)
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Effects of cost of mortgage on house prices: the role of the maturity structure of mortgage contracts, 2024, (submitted)
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Re-examining the predictive power of the yield curve with quantile regression, 2019, with Mauro S. Ferreira (download here)
 
Risks in macroeconomic fundamentals and excess bond returns predictability, 2015, (download here)
Online Appendix (download here)
​Sveriges Riksbank Working Paper Series, 2015, No.295​

Research in progress

Comment on "Measuring the effects of federal reserve forward guidance and asset purchases on financial markets" by Swanson E. and on "Measuring Euro Area monetary policy" by Altavilla et al.

Asset allocation at the Effective Lower Bound

Reports and professional publications

Update on recession forecasts (gain access here)
AM Report, Amuletum Invest AB, vol.3, nr.5, September 2024 
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Monetary easing: perspectives from shadow rates (gain access here)
AM Report, Amuletum Invest AB, vol.3, nr.4, July 2024 
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Cost of mortgage and house prices: update (gain access here)
AM Report, Amuletum Invest AB, vol.3, nr.3, May 2024 
 
Beta risk in the tech sector and the AI stock inflation (gain access here)
AM Report, Amuletum Invest AB, vol.3, nr.2, March 2024 
 
On the response of stock returns to monetary policy: a new tech-bubble story? (gain access here)
AM Report, Amuletum Invest AB, vol.3, nr.1, January 2024 
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Fed funds rate predictions: what are the odds? (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.6, November 2023 
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Ex-ante macro-financial tail risks: what do they reveal? (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.5, September 2023 
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Macroeconomic risks in the US: a tale of distributions (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.4, July 2023, with Lisa Alexandersson 
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The long run effects of de-dollarization on financial markets (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.3, May 2023
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On the stress of US regional banks (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.2, March 2023
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On the timing and strength of the upcoming recession (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.1, January 2023
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Cost of mortgage and house prices: what's next? (gain access here)
AM Report, Amuletum Invest AB, vol.1, nr.4, November 2022
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A portfolio of sustainable companies has been favorable during high volatile regimes (gain access here)
AM Report, Amuletum Invest AB, vol.1, nr.3, September 2022, with Lisa Alexandersson
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The current stance of monetary policy: how contractionary it really is? (gain access here)
AM Report, Amuletum Invest AB, vol.1, nr.2, July 2022
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The difficult task for monetary policy and the call for a fiscal adjustment (gain access here)
AM Report, Amuletum Invest AB, vol.1, nr.1, May 2022
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Effects of the Riksbank's government bond purchases on asset prices (download here)
Sveriges Riksbank Economic Commentaries, 2015, no.13, with David Kjellberg and Oskar Tysklind
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