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Konjunkturinstitutet - National Institute of Economic Research Working Papers, Konjunkturinstitutet - National Institute of Economic Research

No 144:
Forecasting Employment Growth in Sweden Using a Bayesian VAR Model

Karine Raoufina ()

Abstract: In this paper, Bayesian VAR models are used to forecast employment growth in Sweden. Using quarterly data from 1996 to 2015, we conduct an out-of-sample forecast exercise. Results indicate that the forecasting performance at short horizons can be improved when survey data is included, such as employment expectations in the business sector and forward-looking variables from the trade sector.

Keywords: Bayesian VAR model; employment forecasting; (follow links to similar papers)

JEL-Codes: C11; E24; (follow links to similar papers)

16 pages, June 8, 2016

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