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Research publications

Working Papers

Effects of cost of mortgage on house prices: the role of the maturity structure of mortgage contracts
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

Asset allocation at the Effective Lower Bound

Reports and professional publications

Fed funds rate predictions: what are the odds?
AM Report, Amuletum Invest AB, vol.2, nr.6, November 2023 
Ex-ante macro-financial tail risks: what do they reveal? (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.5, September 2023 
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 
The long run effects of de-dollarization on financial markets (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.3, May 2023
On the stress of US regional banks (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.2, March 2023
On the timing and strength of the upcoming recession (gain access here)
AM Report, Amuletum Invest AB, vol.2, nr.1, January 2023
Cost of mortgage and house prices: what's next? (gain access here)
AM Report, Amuletum Invest AB, vol.1, nr.4, November 2022
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
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
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
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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