The Swedish business cycle, 1969-2013 [electronic resource] / Louise Holm

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Holm, Louise

Material type: Article

ArticlePublication details: Paris : OECD Publishing, 2016.Description: 22 p. ; 21 x 28cmSubject(s):

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In: OECD Journal: Journal of Business Cycle Measurement and Analysis Vol. 2015, no. 2, p. 1-22Abstract: The aim of this paper is to apply a non-stationary, non-parametric method to date the Swedish business cycle where no official dating method exists, defined as the common dynamic of some macroeconomic time series. The method draws on a paper where the business cycle for the euro area by Holm (2011) was found and the method worked well and closely matched the dates found by the Centre for Economic Policy Research, CEPR. In this paper five recessions were found for Sweden in the 1969-2013 period. Keywords: Business cycle, non-parametric smoothing, non-stationarity JEL: C14, C32, E32

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Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
Working Paper	Biblioteca Digital	Colección OECD	OECD jbcma-2015-5jlz9hhpj4th (Browse shelf(Opens below))	Not For Loan

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The aim of this paper is to apply a non-stationary, non-parametric method to date the Swedish business cycle where no official dating method exists, defined as the common dynamic of some macroeconomic time series. The method draws on a paper where the business cycle for the euro area by Holm (2011) was found and the method worked well and closely matched the dates found by the Centre for Economic Policy Research, CEPR. In this paper five recessions were found for Sweden in the 1969-2013 period. Keywords: Business cycle, non-parametric smoothing, non-stationarity JEL: C14, C32, E32

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