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Göteborgs universitets publikationer

The Swedish business cycle, 1969-2013

Författare och institution:
Louise Holm (Förvaltningshögskolan)
Publicerad i:
Journal of business cycle measurement and analysis, 2015 ( 2 ) s. 7-28
ISSN:
1995-2899
Publikationstyp:
Artikel, refereegranskad vetenskaplig
Publiceringsår:
2016
Språk:
engelska
Fulltextlänk:
Sammanfattning (abstract):
The aim of this paper is to apply a non-stationary, non-parametric method to date the Swedish business cycle where no official dating method exists, defined as the common dynamic of some macroeconomic time series. The method draws on a paper where the business cycle for the euro area by Holm (2011) was found and the method worked well and closely matched the dates found by the Centre for Economic Policy Research, CEPR. In this paper five recessions were found for Sweden in the 1969-2013 period.
Ämne (baseras på Högskoleverkets indelning av forskningsämnen):
NATURVETENSKAP ->
Matematik ->
Sannolikhetsteori och statistik ->
Statistik
SAMHÄLLSVETENSKAP ->
Ekonomi och näringsliv ->
Nationalekonomi
SAMHÄLLSVETENSKAP ->
Ekonomi och näringsliv ->
Nationalekonomi ->
Ekonometri
Nyckelord:
Business cycle, non-parametric smoothing, non-stationarity
Postens nummer:
240367
Posten skapad:
2016-08-17 19:57
Posten ändrad:
2016-09-19 09:11

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