Showing 1 - 3 of 3
In this article, we evaluate forecasting models for Swedish GDP growth which make use of data from Sweden's most important business survey, the <italic>Economic Tendency Survey</italic>. Employing nine years of quarterly real-time data, we conduct an out-of-sample forecast exercise. Results indicate that the...
Persistent link: https://www.econbiz.de/10010976454
In this article, we evaluate two types of Swedish policy interest-rate expectations: survey expectations and expectations inferred from market pricing. The data are drawn from the most prominent survey of financial-market economists and from Swedish financial markets, and they are carefully...
Persistent link: https://www.econbiz.de/10010976512
In this article, a Bayesian VAR model is used to study the effects of euro area shocks on GDP growth in the small open economy of Sweden. A novel feature is that the new policy uncertainty index of Baker <italic>et al.</italic> (2013) is introduced in the model. The model behaves well in terms of reasonable...
Persistent link: https://www.econbiz.de/10010976518