Trend Inflation in Sweden
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- Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
References listed on IDEAS
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Cited by:
- Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023. "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, vol. 55(PA).
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More about this item
Keywords
Unobserved components model; Inflation target; Bayesian estimation;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-02-14 (Central Banking)
- NEP-EEC-2022-02-14 (European Economics)
- NEP-HIS-2022-02-14 (Business, Economic and Financial History)
- NEP-MAC-2022-02-14 (Macroeconomics)
- NEP-MON-2022-02-14 (Monetary Economics)
- NEP-ORE-2022-02-14 (Operations Research)
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