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Johan Lyhagen

Personal Details

First Name:Johan
Middle Name:
Last Name:Lyhagen
Suffix:
RePEc Short-ID:ply8
http://www.anst.uu.se/jolyh103/
Department of Statistics Uppsala University P.O. 513 SE-751 20 Uppsala Sweden
+46 18 471 2844

Research output

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Jump to: Working papers Articles

Working papers

  1. Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," Working Paper Series 2008:1, Uppsala University, Department of Economics.
  2. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-2, International Conferences on Panel Data.
  3. Yao, Yudong & Lyhagen, Johan, 2001. "Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97," SSE/EFI Working Paper Series in Economics and Finance 0435, Stockholm School of Economics.
  4. Lyhagen, Johan, 2001. "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance 481, Stockholm School of Economics.
  5. Lyhagen, Johan & Löf, Mårten, 2000. "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance 0418, Stockholm School of Economics, revised 15 Mar 2001.
  6. Lyhagen, Johan, 2000. "Why not use standard panel unit root test for testing PPP," SSE/EFI Working Paper Series in Economics and Finance 413, Stockholm School of Economics.
  7. Lyhagen, Johan, 2000. "The seasonal KPSS statistic," SSE/EFI Working Paper Series in Economics and Finance 354, Stockholm School of Economics.
  8. Larsson, Rolf & Lyhagen, Johan, 2000. "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance 378, Stockholm School of Economics.
  9. Rolf Larsson & Johan Lyhagen, 2000. "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers 1313, Econometric Society.
  10. Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance 303, Stockholm School of Economics.
  11. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance 300, Stockholm School of Economics.
  12. Söderberg, Hans & Lyhagen, Johan, 1999. "Testing for Independence in Multivariate Duration Models," SSE/EFI Working Paper Series in Economics and Finance 302, Stockholm School of Economics.
  13. Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance 336, Stockholm School of Economics.
  14. Lyhagen, Johan & Forsberg, Lars, 1999. "Starting values in estimation of cointegrating vectors with restrictions," SSE/EFI Working Paper Series in Economics and Finance 297, Stockholm School of Economics.
  15. Lyhagen, Johan, 1999. "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance 332, Stockholm School of Economics.
  16. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance 317, Stockholm School of Economics.
  17. Lyhagen, Johan, 1998. "Maximum likelihood estimation of the multivariate fractional cointegrating model," SSE/EFI Working Paper Series in Economics and Finance 233, Stockholm School of Economics.
  18. Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998. "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 250, Stockholm School of Economics, revised 27 Aug 1998.
  19. Lyhagen, Johan, 1997. "The Effect of Precautionary Saving on Consumption in Sweden," Working Papers 58, National Institute of Economic Research.
  20. Berg, Lennart & Lyhagen, Johan, 1996. "Short and Long Run Dependence in Swedish Stock Returns," Working Paper Series 1996:19, Uppsala University, Department of Economics.

Articles

  1. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008. "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 58-79, March.
  2. Larsson, Rolf & Lyhagen, Johan, 2007. "Inference in Panel Cointegration Models With Long Panels," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 473-483, October.
  3. Lyhagen, Johan, 2005. "The exact covariance matrix of dynamic models with latent variables," Statistics & Probability Letters, Elsevier, vol. 75(2), pages 133-139, November.
  4. Mårten Löf & Johan Lyhagen, 2003. "On seasonal error correction when the processes include different numbers of unit roots," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 377-389.
  5. Lof, Marten & Lyhagen, Johan, 2002. "Forecasting performance of seasonal cointegration models," International Journal of Forecasting, Elsevier, vol. 18(1), pages 31-44.
  6. Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001. "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-41.
  7. Oke, T. & Lyhagen, J., 1999. "Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 457-469, June.
  8. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, vol. 65(3), pages 281-284, December.
  9. Lyhagen, Johan, 1997. "A matrix evaluation of the moving-average representation," Economics Letters, Elsevier, vol. 55(2), pages 179-183, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (15) 1998-05-04 1998-09-07 1999-02-08 1999-02-22 1999-02-22 1999-02-22 1999-05-25 2000-01-24 2000-01-24 2000-01-24 2000-02-07 2000-05-08 2001-12-26 2002-07-10 2003-01-12. Author is listed
  2. NEP-ETS: Econometric Time Series (13) 1998-05-04 1998-09-07 1999-02-08 1999-02-15 1999-02-15 1999-05-25 2000-01-24 2000-01-24 2000-02-07 2000-05-08 2001-12-26 2002-07-04 2003-01-12. Author is listed
  3. NEP-IFN: International Finance (4) 1998-08-03 1998-09-07 2002-07-04 2003-01-12
  4. NEP-CMP: Computational Economics (1) 2001-12-26
  5. NEP-DEV: Development (1) 2001-02-27
  6. NEP-FMK: Financial Markets (1) 1998-08-03
  7. NEP-IND: Industrial Organization (1) 2000-01-24
  8. NEP-MON: Monetary Economics (1) 2003-01-12

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