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The effect on the Swedish real economy of the financial crisis
National Institute of Economic Research, Stockholm, Sweden.ORCID iD: 0000-0002-4840-7649
2010 (English)In: Applied Financial Economics, ISSN 0960-3107, E-ISSN 1466-4305, Vol. 20, no 4, p. 265-274Article in journal (Refereed) Published
Abstract [en]

This article investigates the effects of the financial crisis on the Swedish real economy. In order to do this, an index which describes the financial conditions of the Swedish economy is developed. The index indicates that domestic Swedish financial conditions have deteriorated substantially during 2008 and are now at the highest level since the crisis of the early 1990s. A Bayesian Vector Autoregression (BVAR) model with both US and Swedish variables is used to assess the quantitative effects of the financial crisis on Swedish real Gross Domestic Product (GDP) growth. Results suggest that the growth of the Swedish economy will be substantially slower in the next couple of years due to the financial crisis.

Place, publisher, year, edition, pages
Taylor & Francis Group, 2010. Vol. 20, no 4, p. 265-274
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:oru:diva-61064DOI: 10.1080/09603100903357408Scopus ID: 2-s2.0-75949116323OAI: oai:DiVA.org:oru-61064DiVA, id: diva2:1141771
Available from: 2017-09-15 Created: 2017-09-15 Last updated: 2017-09-22Bibliographically approved

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Österholm, Pär

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