Details about Sebastian Ankargren

Access statistics for papers by Sebastian Ankargren.

Last updated 2021-10-07. Update your information in the RePEc Author Service.

Short-id: pan583

Working Papers

2019

1. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
   Papers, arXiv.org View citations (1)
   See also Journal Article A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior, Journal of Time Series Econometrics, De Gruyter (2020) View citations (6) (2020)
2. Estimating Large Mixed-Frequency Bayesian VAR Models
   Papers, arXiv.org View citations (3)
3. Simulation smoothing for nowcasting with large mixed-frequency VARs
   Papers, arXiv.org
   See also Journal Article Simulation smoothing for nowcasting with large mixed-frequency VARs, Econometrics and Statistics, Elsevier (2021) View citations (2) (2021)
4. The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)

2018

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

Journal Articles

2021

1. Simulation smoothing for nowcasting with large mixed-frequency VARs
   Econometrics and Statistics, 2021, 19, (C), 97-113 View citations (2)
   See also Working Paper Simulation smoothing for nowcasting with large mixed-frequency VARs, Papers (2019) (2019)

2020

2. A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
   Journal of Time Series Econometrics, 2020, 12, (2), 41 View citations (6)
   Also in Journal of Time Series Econometrics, 2020, 12, (2), 41 (2020) View citations (6)
   See also Working Paper A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior, Papers (2019) View citations (1) (2019)

2019

3. Frequentist Model Averaging in Structural Equation Modelling
   Psychometrika, 2019, 84, (1), 84-104 View citations (2)

2018

4. On the least-squares model averaging interval estimator
   Communications in Statistics - Theory and Methods, 2018, 47, (1), 118-132 View citations (3)

2017

5. The importance of the financial system for the real economy
   Empirical Economics, 2017, 53, (4), 1553-1586 View citations (4)