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Fluctuating Covariances in Swedish Macro Data
Stockholm University, Faculty of Social Sciences, Institute for International Economic Studies.
1994 (English)Report (Other academic)
Abstract [sv]

Swedish macro series were exceptionally volatile during the 1920s and 1930s, but correlations remained fairly stable. The driving force behind this is identified within an unobserved components model by linking it to a measure of "World GDP."

Place, publisher, year, edition, pages
Stockholm: IIES , 1994. , 9 p.
Series
Seminar Paper / Institute for International Economic Studies, Stockholm University, ISSN 0347-8769 ; 567
National Category
Economics
Identifiers
URN: urn:nbn:se:su:diva-41891OAI: oai:DiVA.org:su-41891DiVA: diva2:342799
Available from: 2010-08-11 Created: 2010-08-11 Last updated: 2010-08-11Bibliographically approved

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Type fulltextMimetype application/pdf

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CiteExportLink to record
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  • apa
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