Change search
ReferencesLink to record
Permanent link

Direct link
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.
Seminar Paper / Institute for International Economic Studies, Stockholm University, ISSN 0347-8769 ; 567
National Category
URN: urn:nbn:se:su:diva-41891OAI: diva2:342799
Available from: 2010-08-11 Created: 2010-08-11 Last updated: 2010-08-11Bibliographically approved

Open Access in DiVA

fulltext(1025 kB)42 downloads
File information
File name FULLTEXT01.pdfFile size 1025 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Institute for International Economic Studies

Search outside of DiVA

GoogleGoogle Scholar
Total: 42 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 27 hits
ReferencesLink to record
Permanent link

Direct link