Michael K. Andersson
Michael K. Andersson
PhD Econometrics
Verifierad e-postadress på fi.se
TitelCiteras avÅr
Modern forecasting models in action: Improving macroeconomic analyses at central banks
M Adolfson, M Andersson, J Lindé, M Villani, A Vredin
Riksbank Research Paper Series, 2007
1782007
Bayesian forecast combination for VAR models
MK Andersson, S Karlsson
Bayesian econometrics, 501-524, 2008
632008
Rational Bubbles and Fractional Alternatives
MK Andersson, S Nydahl
28*1998
Robust testing for fractional integration using the bootstrap
MK Andersson, MP Gredenhoff
Stockholm School of Economics, the Economic Research Inst., 1998
251998
On the Effects of Imposing or Ignoring Long Memory when Forecasting
MK Andersson
23*
Do long-memory models have long memory?
MK Andersson
International Journal of Forecasting 16 (1), 121-124, 2000
202000
Bootstrapping error component models
MK Andersson, S Karlsson
Computational Statistics 16 (2), 221-231, 2001
182001
The Riksbank's new indicator procedures
MK Andersson, M Lof
Sveriges Riksbank Economic Review 1, 76, 2007
172007
Density-conditional forecasts in dynamic multivariate models
MK Andersson, S Palmqvist, DF Waggoner
Sveriges Riksbank Working Paper Series, 2010
152010
An evaluation of the Riksbank's forecasting performance
MK Andersson, G Karlsson, J Svensson
Sveriges Riksbank Economic Review 3, 59, 2007
152007
A simple linear time series model with misleading nonlinear properties
MK Andersson, B Eklund, J Lyhagen
Economics Letters 65 (3), 281-284, 1999
131999
On the maximum likelihood cointegration procedure under a fractional equilibrium error
MK Andersson, MP Gredenhoff
Economics Letters 65 (2), 143-147, 1999
131999
The Riksbank's Forecasting Performance
M Andersson, G Karlsson, J Svensson
Riksbank Research Paper, 2007
112007
Bootstrap testing for fractional integration
MK Andersson, MP Gredenhoff
Stockholm School of Economics, the Economic Research Inst., 1997
111997
Outcome of the public consultation on the draft guidance for renewal applications of genetically modified food and feed authorised under Regulation (EC) No 1829/2003
C Andersson, J Gropp, H Naegeli, F Nogué, N Rostoks, J Sweet, ...
EFSA Journal 2015 (EN-825), 1-74, 2015
82015
Adjusting for information content when comparing forecast performance
AR Michael K Andersson, Ted Aranki
Journal of Forecasting 36 (7), 784-794, 2017
62017
Riksbankens nya indikatorprocedurer
MK Andersson, M Löf
Penning-och valutapolitik 1, 77-90, 2007
62007
An ARCH robust STAR test
MK Andersson, B Eklund, J Lyhagen
SSE/EFI Working Paper Series in Economics and Finance, 1999
41999
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
MK Andersson, MP Gredenhoff
SSE/EFI Working Paper Series in Economics and Finance, 1998
41998
The Riksbank’s forecasts hold up well
M Andersson, S Palmqvist
Economic Commentaries, 2013
32013
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Artiklar 1–20