Trend Inflation in Sweden

被引：2

作者：

Osterholm, Par ^{[1
,2
]}

Poon, Aubrey ^{[1
]}

机构：

[1] Orebro Univ, Sch Business, S-70182 Orebro, Sweden

[2] Natl Inst Econ Res, Stockholm, Sweden

来源：

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS | 2023年 / 28卷 / 04期

关键词：

Bayesian estimation; inflation target; unobserved components model;

D O I：

10.1002/ijfe.2672

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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.

引用

页码：4707 / 4716

页数：10

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