Michael K. Andersson
Michael K. Andersson
PhD Econometrics
Verifierad e-postadress på fi.se
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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
1892007
Bayesian forecast combination for VAR models
MK Andersson, S Karlsson
Bayesian econometrics 23, 501-524, 2008
682008
Robust testing for fractional integration using the bootstrap
MK Andersson, MP Gredenhoff
Stockholm School of Economics, the Economic Research Inst., 1998
271998
On the Effects of Imposing or Ignoring Long Memory when Forecasting
MK Andersson
27*
Do long-memory models have long memory?
MK Andersson
International Journal of Forecasting 16 (1), 121-124, 2000
232000
Density-Conditional Forecasts in Dynamic Multivariate Models
M Andersson, S Palmqvist, D Waggoner
Riksbank Research Paper Series, 2010
182010
The Riksbank's new indicator procedures
MK Andersson, M Lof
Sveriges Riksbank Economic Review 1, 76, 2007
172007
Bootstrapping error component models
MK Andersson, S Karlsson
Computational Statistics 16 (2), 221-231, 2001
172001
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
141999
On the maximum likelihood cointegration procedure under a fractional equilibrium error
MK Andersson, MP Gredenhoff
Economics Letters 65 (2), 143-147, 1999
141999
Bootstrap testing for fractional integration
MK Andersson, MP Gredenhoff
Stockholm School of Economics, the Economic Research Inst., 1997
111997
The Riksbank's Forecasting Performance
M Andersson, G Karlsson, J Svensson
Riksbank Research Paper, 2007
102007
Adjusting for information content when comparing forecast performance
AR Michael K Andersson, Ted Aranki
Journal of Forecasting 36 (7), 784-794, 2017
72017
Riksbankens nya indikatorprocedurer
MK Andersson, M Löf
Penning-och valutapolitik, 2007
72007
Rational Bubbles and Fractional Alternatives
MK Andersson, S Nydahl
61998
lBayesian forecast combination for VAR models, mforthcoming in S. Chib, W. Griffi ths, G. Koop and D. Ter $ rell
M Andersson, S Karlsson
Advances in Econometrics 23, 2007
52007
The Riksbank’s forecasts hold up well
M Andersson, S Palmqvist
Economic Commentaries, 2013
42013
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
A normality test for the mean estimator
MK Andersson
Applied Economics Letters 8 (9), 633-634, 2001
32001
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Artiklar 1–20