Trend Inflation in Sweden
使用不可观测成分随机波动模型估计瑞典1995年至2022年的趋势通胀，发现其锚定良好但低于目标，且近期高通胀影响不大。
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.