Björn van Roye

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

266

SSRN CITATIONS
Rank 28,609

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14

CROSSREF CITATIONS

13

Scholarly Papers (3)

1.

The BEAR Toolbox

ECB Working Paper No. 1934
Number of pages: 292 Posted: 24 Aug 2016
Alistair Dieppe, Romain Legrand and Björn van Roye
World Bank, ESSEC Business School and European Central Bank (ECB)
Downloads 164 (196,384)
Citation 7

Abstract:

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Bayesian VAR, panel Bayesian VAR, econometric software, forecasting, structural

2.

Uncertainty Shocks, Banking Frictions and Economic Activity

ECB Working Paper No. 1825
Number of pages: 48 Posted: 10 Jul 2015
Dario Bonciani and Björn van Roye
European University Institute and European Central Bank (ECB)
Downloads 57 (394,429)
Citation 5

Abstract:

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Uncertainty Shocks, Financial frictions, Stochastic Volatility, Perturbation Methods, Third-order approximation

3.

ECB-Global: Introducing ECB's Global Macroeconomic Model for Spillover Analysis

ECB Working Paper No. 2045
Number of pages: 71 Posted: 21 Apr 2017
World Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 45 (437,195)
Citation 1

Abstract:

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Macro-Modelling, Multi-Country Models, Spillovers, Monetary Policy