Lars Jonung
Professor emeritus
An Empirical Identification of the Swedish Money Stock
Author
Summary, in English
A measure of the Swedish money stock is identified in this paper using an empirical approach. Correlation coefficients between quarterly changos in a number of monetary assets and economic activity are calculated for leading, concurrent and lagging observations. Coins and notes exhibit close simultaneous covariation with economic activity. Commercial bank, savings bank and Post Office Bank deposits lead changes in economic activity by 6-8 quarters. This countercycUcal pattern is best regarded as the outcome of Eikabank policy. The empirical results suggest a defmition of the Swedish money stock as the sum of the volume of notea and
commercial bank deposits held by the public.
commercial bank deposits held by the public.
Department/s
- Department of Economics
Publishing year
1981
Language
English
Pages
68-78
Publication/Series
Scandinavian Journal of Economics
Volume
83
Issue
1
Full text
Document type
Journal article
Publisher
Wiley-Blackwell
Topic
- Economics
Status
Published
ISBN/ISSN/Other
- ISSN: 1467-9442