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Trend Inflation in Sweden
Örebro University, Örebro University School of Business. National Institute of Economic Research, Stockholm, Sweden.ORCID iD: 0000-0002-4840-7649
Örebro University, Örebro University School of Business.ORCID iD: 0000-0003-2587-8779
2023 (English)In: International journal of finance and economics, ISSN 1076-9307, E-ISSN 1099-1158, Vol. 28, no 4, p. 4707-4716Article in journal (Refereed) Published
Abstract [en]

In this article, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2022Q1 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period-although in general at a level below the inflation target-and it does not appear to have been affected much by the recent high inflation numbers.

Place, publisher, year, edition, pages
John Wiley & Sons, 2023. Vol. 28, no 4, p. 4707-4716
Keywords [en]
Bayesian estimation, inflation target, unobserved components model
National Category
Economics
Identifiers
URN: urn:nbn:se:oru:diva-100138DOI: 10.1002/ijfe.2672ISI: 000823012300001Scopus ID: 2-s2.0-85133845474OAI: oai:DiVA.org:oru-100138DiVA, id: diva2:1682890
Funder
The Jan Wallander and Tom Hedelius FoundationTore Browaldhs stiftelse, B20-0020Available from: 2022-07-12 Created: 2022-07-12 Last updated: 2023-11-24Bibliographically approved

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Österholm, PärPoon, Aubrey

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