The Output Gap: Measurement, Related Concepts and Policy Implications - Parameswar Nandakumar, A note on finding a NAIRU for Sweden using univariate filtering - Lasse Koskinen and Lars-Erik Öller, The Output Gap Computed Using the Relations in KOSMOS - Aleksander Markowski

The model includes seven sectors (Central Bank, central government, banks mortgage institutions, private and social insurance, non-financial business and households, foreign) and nine asset categories (certificates, bonds, bank deposits, loans, equity, net foreign assets, notes and coin,...

One aspect of model behaviour that is of interest to the model builder is sensitivity to different forms of errors. This can be investigated using stochastic simulations, as shown by Gajda [1995]. The method involves generating random numbers from a given (usually normal) distribution and...

In this paper, we study the effects of US policy uncertainty – measured as the policy uncertainty index of Baker et al. (2013) – on Swedish GDP growth. Another source of spillovers of shocks to small open economies is thereby examined. We apply both Bayesian VAR models and spectral analysis...

In this paper, the author evaluates forecasting models for Swedish GDP growth which make use of data from Sweden´s most important business survey, the Economic Tendency Survey. <p> Employing nine years of quarterly real-time data, an out-of-sample forecast exercise is conducted. Results indicate...</p>

In this paper, the effects on export prices (in the currency of the exporter) of shocks to the exchange rate, the exporting firms' costs and foreign prices are investigated. The theoretical analysis is done with alternative assumptions regarding the currency in which prices are set and the...

In this paper, forecasting models for Swedish business investment growth which make use of data from Sweden’s most important business survey – the Economic Tendency Survey – are evaluated. <p> An out-of-sample forecast exercise using nine years of quarterly real-time data is conducted. The...</p>