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The Boom-Bust Cycle in Finland and Sweden 1984-1995 in an International Perspective

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Author Info
Lars Jonung () (European Commission)
Ludger Schuknecht () (European Central Bank and Center for Financial Studies)
Mika Tujula () (European Central Bank)

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Abstract

This paper compares the boom-bust cycle in Finland and Sweden 1984-1995 with the average boom-bust pattern in industrialized countries as calculated from an international sample for the period 1970-2002. Two clear conclusions emerge. First, the Finnish-Swedish experience is much more volatile than the average boom-bust pattern. This holds for virtually every time series examined. Second, the bust and the recovery in the two Nordic countries differ markedly more from the international pattern than the boom phase does. The bust is considerably deeper and the recovery comes earlier and is more rapid. We explain the highly volatile character of the Finnish and Swedish boom-bust episode by the design of economic policies in the 1980s and 1990s. The boom-bust cycle in Finland and Sweden 1984-1995 was driven by financial liberalization and a hard currency policy, causing large pro-cyclical swings in the real rate of interest transmitted via the financial sector into the real sector and then into the public finances.

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Paper provided by Center for Financial Studies in its series CFS Working Paper Series with number 2006/13.

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Length: 47 pages
Date of creation: 22 May 2006
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Handle: RePEc:cfs:cfswop:wp200613

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Related research
Keywords: Boom Bust Asset Price Cycles Real Interest Rates Financial Crisis Finland Sweden

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Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March. [Downloadable!] (restricted)
    Other versions:
  2. Albert Jaeger & Ludger Schuknecht, 2004. "Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior," IMF Working Papers 04/54, International Monetary Fund. [Downloadable!]
    Other versions:
  3. Philip Lowe & Claudio Borio, 2002. "Asset prices, financial and monetary stability: exploring the nexus," BIS Working Papers 114, Bank for International Settlements. [Downloadable!]
  4. Carsten Detken & Frank Smets, 2004. "Asset price booms and monetary policy," Working Paper Series 364, European Central Bank. [Downloadable!]
  5. Felix Eschenbach & Ludger Schuknecht, 2004. "Budgetary risks from real estate and stock markets," Economic Policy, CEPR, CES, MSH, vol. 19(39), pages 313-346, 07. [Downloadable!] (restricted)
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