Trend Inflation in Sweden

Pär Österholm and Aubrey Poon

International Journal of Finance & Economics, 2023, vol. 28, issue 4, 4707-4716

Abstract: 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.

Date: 2023
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https://doi.org/10.1002/ijfe.2672

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Working Paper: Trend Inflation in Sweden (2022)
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