SWEDISH BUSINESS CYCLES - 1861-1988
成果类型：
Article
署名作者：
ENGLUND, P; PERSSON, T; SVENSSON, LEO
署名单位：
Stockholm University; Uppsala University
刊物名称：
JOURNAL OF MONETARY ECONOMICS
ISSN/ISSBN：
0304-3932
DOI：
10.1016/0304-3932(92)90002-J
发表日期：
1992
页码：
343-371
关键词：
摘要：
We examine Swedish business cycle data for 1861-1988 in the time domain as well as in the frequency domain. There is evidence of a business cycle in the form of considerable spectral mass for cycles between three and eight years. The variability of the series varies considerably over time: for most series it is highest in the inter-war period. Relative variability is fairly stable over time: cross-section ratios between moving standard deviations for the series do not change much. Comovements are also stable over time: correlation coefficients do not change much either.
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