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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

Research output

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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 & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.
  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.
  4. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, 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 & Jonéus, Paulina, 2021. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Econometrics and Statistics, Elsevier, vol. 19(C), pages 97-113.
  2. 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.
  3. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
  4. 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.
  5. 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. Ignacio Lozano-Espitia & Fernando Arias-Rodríguez, 2022. "The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel," Borradores de Economia 1196, Banco de la Republica de Colombia.
    2. Lozano-Espitia, Ignacio & Arias-Rodríguez, Fernando, 2022. "The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Channel," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(4).
    3. 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 & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.

    Cited by:

    1. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
    2. Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.

  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.

    Cited by:

    1. Boniface Yemba & Yi Duan & Nabaneeta Biswas, 2023. "Government spending news and stock price index," Economics Bulletin, AccessEcon, vol. 43(4), pages 1816-1841.
    2. Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.
    3. Yemba, Boniface P. & Otunuga, Olusegun Michael & Tang, Biyan & Biswas, Nabaneeta, 2023. "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters," Finance Research Letters, Elsevier, vol. 52(C).
    4. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.
    5. Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.
    6. Lin, Jiahe & Michailidis, George, 2024. "A multi-task encoder-dual-decoder framework for mixed frequency data prediction," International Journal of Forecasting, Elsevier, vol. 40(3), pages 942-957.
    7. Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.
    8. Yukang Jiang & Xueqin Wang & Zhixi Xiong & Haisheng Yang & Ting Tian, 2022. "Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model," Papers 2209.05998, arXiv.org.

  4. 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.
    2. Blagov, Boris & Krause, Clara & Schmidt, Torsten & Exß, Franziska & Heinisch, Katja & Holtemöller, Oliver, 2024. "Frühzeitige Ermittlung stabiler Ergebnisse zum Bruttoinlandsprodukt bzw. realen Wirtschaftswachstum und der Bruttowertschöpfung auf Länderebene. Endbericht," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 296879.

  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.

    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 & Jonéus, Paulina, 2021. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Econometrics and Statistics, Elsevier, vol. 19(C), pages 97-113.
    See citations under working paper version above.
  2. 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.
  3. 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.
    2. Shaobo Jin, 2022. "Frequentist Model Averaging in Structure Equation Model With Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1130-1145, September.

  4. 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," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    2. Shaobo Jin, 2022. "Frequentist Model Averaging in Structure Equation Model With Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1130-1145, September.

  5. 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. 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. Oladapo Fapetu & Segun Michael Ojo & Adekunle Alexander Balogun & Adeoba Adepoju Asaolu, 2022. "Capital Market Performance and Macroeconomic Dynamics in Nigeria," Papers 2207.00773, arXiv.org.
    3. 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.
    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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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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