Economics at your fingertips  

Details about Sebastian Ankargren

Workplace:Konjunkturinstitutet (National Institute of Economic Research - NIER), Government of Sweden, (more information at EDIRC)

Access statistics for papers by Sebastian Ankargren.

Last updated 2020-12-15. Update your information in the RePEc Author Service.

Short-id: pan583

Jump to Journal Articles

Working Papers


  1. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
    Papers, Downloads View citations (1)
    See also Journal Article in Journal of Time Series Econometrics (2020)
  2. Estimating Large Mixed-Frequency Bayesian VAR Models
    Papers, Downloads View citations (1)
  3. Simulation smoothing for nowcasting with large mixed-frequency VARs
    Papers, Downloads
  4. The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)


  1. A mixed-frequency Bayesian vector autoregression with a steady-state prior
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

Journal Articles


  1. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
    Journal of Time Series Econometrics, 2020, 12, (2), 41 Downloads
    See also Working Paper (2019)


  1. Frequentist Model Averaging in Structural Equation Modelling
    Psychometrika, 2019, 84, (1), 84-104 Downloads View citations (1)


  1. On the least-squares model averaging interval estimator
    Communications in Statistics - Theory and Methods, 2018, 47, (1), 118-132 Downloads


  1. The importance of the financial system for the real economy
    Empirical Economics, 2017, 53, (4), 1553-1586 Downloads View citations (3)
Page updated 2021-05-12