This paper studies whether Swedish fertility swings and variation in public expenditure for children are related events. In the 1930s Swedish birth rates had fallen to levels close to the death rates and in public discourse this was perceived as a major social and national crisis, spurring a...

In this paper we utilise the wavelet transform to analyse the Swedish wind speed data from monitoring centers at different locations throughout Sweden. The long memory structure has been tested by using least squares method. The wavelet variance has been applied for studying the variations at...

A glacial varve chronology from Sweden spanning the 2304–year period from -355 to 1979 A.D was analysed for evidence of climate variability during the last 2000 year. The data was analysed for significant broad band periodicities and narrow band periodicities. By using the F test based...

This paper evaluates 14 macroeconomic variables’ ability to forecast changes in monthly liquidity on the Scandinavian order-driven stock exchanges. Every macroeconomic variable is evaluated both out-of-sample and in-sample and against three different benchmark models of market variables and...

This paper examines whether the pairwise comovement between stocks quoted on the Stockholm stock exchange can be correctly quantified by the Gaussian copula, i.e., by linear correlation. Two different methods are used to test whether the dependence on the Swedish stock market can be modeled by...