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Sebastian Ankargren

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Ankargren
Suffix:
RePEc Short-ID:pan583
http://ankargren.github.io

Affiliation

Konjunkturinstitutet
Government of Sweden

Stockholm, Sweden
http://www.konj.se/
RePEc:edi:kongvse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ankargren, Sebastian & Shahnazarian, Hovick, 2019. "The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden," Working Paper Series 365, Sveriges Riksbank (Central Bank of Sweden), revised 01 Apr 2019.
  2. Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.
  3. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.
  4. Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.
  5. Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
  2. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
  3. Sebastian Ankargren & Shaobo Jin, 2018. "On the least-squares model averaging interval estimator," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(1), pages 118-132, January.
  4. Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ankargren, Sebastian & Shahnazarian, Hovick, 2019. "The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden," Working Paper Series 365, Sveriges Riksbank (Central Bank of Sweden), revised 01 Apr 2019.

    Cited by:

    1. Andersson, Fredrik N. G., 2020. "The Quest for Economic Stability: A Study on Swedish Stabilization Policies 1873–2019," Working Papers 2020:16, Lund University, Department of Economics.

  2. Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.

    Cited by:

    1. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.

  3. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.

    Cited by:

    1. Ahiadorme, Johnson Worlanyo, 2020. "Monetary policy transmission and income inequality in Sub-Saharan Africa," MPRA Paper 104084, University Library of Munich, Germany.

  4. Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.

Articles

  1. Ankargren Sebastian & Unosson Måns & Yang Yukai, 2020. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Journal of Time Series Econometrics, De Gruyter, vol. 12(2), pages 1-41, July.
    See citations under working paper version above.
  2. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.

    Cited by:

    1. Francisco Javier Blanco-Encomienda & Elena Rosillo-Díaz, 2021. "Quantitative evaluation of the production and trends in research applying the structural equation modelling method," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(2), pages 1599-1617, February.

  3. Sebastian Ankargren & Shaobo Jin, 2018. "On the least-squares model averaging interval estimator," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(1), pages 118-132, January.

    Cited by:

    1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.

  4. Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.

    Cited by:

    1. Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.
    2. Spånberg, Erik & Shahnazarian, Hovick, 2019. "The importance of the financial system for the current account in Sweden: A sectoral approach," International Economics, Elsevier, vol. 158(C), pages 91-103.
    3. Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019. "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers 1911.09151, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2019-07-15 2019-12-09 2020-01-06. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2019-07-15 2019-12-09 2020-01-06. Author is listed
  3. NEP-ORE: Operations Research (2) 2019-12-09 2020-01-06. Author is listed
  4. NEP-BEC: Business Economics (1) 2019-05-20. Author is listed
  5. NEP-CBA: Central Banking (1) 2019-05-20. Author is listed
  6. NEP-CMP: Computational Economics (1) 2019-07-15. Author is listed
  7. NEP-EEC: European Economics (1) 2019-05-20. Author is listed
  8. NEP-FOR: Forecasting (1) 2019-07-15. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2019-05-20. Author is listed
  10. NEP-MON: Monetary Economics (1) 2019-05-20. Author is listed

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