Theory predicts that life cycle saving and consumption behaviour could cause real exchange rate variations as the age structure varies. Time series regressions show that the Swedish demographic structure has significant explanatory power on the real exchange rate during 1960 to 2002. A model...

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...

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...

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...