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A Statistical Analysis of Revisions of Swedish National Accounts Data
Sveriges riksbank, Stockholm, Sweden.
Örebro University, Örebro University School of Business.ORCID iD: 0000-0002-4840-7649
2017 (English)In: Finnish economic papers, ISSN 0784-5197Article in journal (Refereed) Accepted
Abstract [en]

In this paper, we study revisions of Swedish national accounts data. Three aspects of the revisions are considered: volatility, unbiasedness and forecast efficiency. Our results indicate that the properties of the revisions are more problematic for the production side than for the expenditure side. The high volatility of the revisions on the production side indicates that it is generally difficult to make clear cut statements concerning production across industries within the business sector based on the initial data release; it is also likely to make forecasting more difficult.

Place, publisher, year, edition, pages
Taloustieteellinen Yhdistys , 2017.
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:oru:diva-55028OAI: oai:DiVA.org:oru-55028DiVA: diva2:1069389
Available from: 2017-01-27 Created: 2017-01-27 Last updated: 2017-10-18Bibliographically approved

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
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  • nn-NO
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Output format
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