Ard den Reijer

Sveriges Riksbank - Monetary Policy

SE-103 37 Stockholm

Sweden

SCHOLARLY PAPERS

13

DOWNLOADS

559

CITATIONS
Rank 12,390

SSRN RANKINGS

Top 12,390

in Total Papers Citations

32

Scholarly Papers (13)

1.

Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 119 (185,701)
Citation 9

Abstract:

Bridge models, Dynamic factor models, real-time data flow

2.

On Wage Formation, Wage Flexibility and Wage Coordination: A Focus on the Wage Impact of Productivity in Germany, Greece, Ireland, Portugal, Spain and the United States

Number of pages: 38 Posted: 01 Jul 2011 Last Revised: 07 Mar 2012
Marga Peeters and Ard den Reijer
De Nederlandsche Bank and Sveriges Riksbank - Monetary Policy
Downloads 95 (206,969)

Abstract:

wages, compensation per employee, unit labour costs, productivity, wage formation, wage coordination, labour market, wage flexibility, unemployment, prices, replacement rate, monetary union

3.

Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

National Bank of Belgium Working Paper No. 133
Number of pages: 31 Posted: 03 Oct 2010
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 66 (235,953)
Citation 9

Abstract:

Bridge models, Dynamic factor models, real-time data flow

On Wage Formation, Wage Development and Flexibility: A Comparison between European Countries and the United States

DNB Staff Report No. 18
Number of pages: 19 Posted: 12 Mar 2008
Marga Peeters and Ard den Reijer
De Nederlandsche Bank and Sveriges Riksbank - Monetary Policy
Downloads 45 (345,514)
Citation 8

Abstract:

wage flexibility, labour market

On Wage Formation, Wage Development and Flexibility: A Comparison between European Countries and the United States

Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Number of pages: 16 Posted: 01 Dec 2008
Marga Peeters and Ard den Reijer
De Nederlandsche Bank and Sveriges Riksbank - Monetary Policy
Downloads 19 (461,907)
Citation 8

Abstract:

wage formation, labour market flexibility

Moses: Model of Swedish Economic Studies

Riksbank Research Paper Series No. 80, Sveriges Riksbank Working Paper Series No. 249
Number of pages: 39 Posted: 25 Oct 2011
Norwegian University of Science and Technology (NTNU) - Department of Economics, Sveriges Riksbank, University of Oslo - Department of Economics and Sveriges Riksbank - Monetary Policy
Downloads 31 (398,262)

Abstract:

MOSES: Model of Swedish Economic Studies

Sveriges Riksbank Working Paper Series No. 249
Number of pages: 43 Posted: 26 Jan 2011 Last Revised: 01 Feb 2011
Norwegian University of Science and Technology (NTNU) - Department of Economics, Sveriges Riksbank - Monetary Policy, Sveriges Riksbank and University of Oslo - Department of Economics
Downloads 27 (417,200)

Abstract:

Information, Data Dimension, and Factor Structure

DNB Working Paper No. 150
Number of pages: 27 Posted: 26 Jan 2011
Ard den Reijer, Jan P. A. M. Jacobs and Pieter Otter
Sveriges Riksbank - Monetary Policy, University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 17 (473,435)

Abstract:

Kullback-Leibler Numbers, Factor Structure, Leading Index

Information, Data Dimension and Factor Structure

The Australian National University Centre for Applied Microeconomic Analysis Working Paper No. 15/2011
Number of pages: 31 Posted: 22 Jun 2011
Jan P. A. M. Jacobs, Pieter Otter and Ard den Reijer
University of Groningen - Faculty of Economics and Business, University of Groningen and Sveriges Riksbank - Monetary Policy
Downloads 16 (479,055)

Abstract:

Kullback-Leibler Numbers, Information, Factor Structure, Data Set Dimension, Dynamic Factor Models, Leading Index

7.

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

Banque de France Working Paper No. 215
Number of pages: 29 Posted: 21 Sep 2010
affiliation not provided to SSRN, European Central Bank, Bank of Italy, Sveriges Riksbank - Monetary Policy, Institute of Mathematics and Informatics, European University Institute, Bank of Portugal - Economic Research Department, J. W. Goethe University Frankfurt, European Central Bank (ECB) and National Bank of Belgium
Downloads 26 (397,055)
Citation 5

Abstract:

Bridge models, Dynamic factor models, real-time data flow

8.

The Dutch Business Cycle: A Finite Sample Approximation of Selected Leading Indicators

Journal of Business Cycle Measurement and Analysis, 2009
Number of pages: 25 Posted: 26 Jan 2011
Ard den Reijer
Sveriges Riksbank - Monetary Policy
Downloads 19 (410,709)

Abstract:

9.

On Wage Formation, Wage Development and Unemployment - The Case of Ireland, Spain and the Netherlands

De Nederlandsche Bank Research Memorandum WO&E No 677
Number of pages: 35 Posted: 11 Jun 2011
Marga Peeters and Ard den Reijer
De Nederlandsche Bank and Sveriges Riksbank - Monetary Policy
Downloads 12 (476,974)

Abstract:

wage formation, wage development, unemployment, prices, replacement rate, productivity

10.

Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle

DNB Working Paper No. 153
Number of pages: 31 Posted: 27 Jan 2011
Ard den Reijer
Sveriges Riksbank - Monetary Policy
Downloads 6 (487,310)
Citation 1

Abstract:

staffing labour, dynamic factor model, disaggregate forecasting

11.

Deviation Cycles in Manufacturing: Business Cycle Measurement and Leading Indicators

Journal of Business Cycle Measurement and Analysis, Vol. 3, No. 1, 2007
Posted: 02 Aug 2007
Ard den Reijer
Sveriges Riksbank - Monetary Policy

Abstract:

Business cycles, Turning points, Leading indicators, Band-pass filter

12.

Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?

Applied Economics Quarterly, Vol. 52, No. 4, pp. 337-356, 2006
Posted: 02 Aug 2007
Ard den Reijer and Olivier Roodenburg
Sveriges Riksbank - Monetary Policy and Hewitt Associates

Abstract:

real-time data, GDP data revision, forecast efficiency

13.

Forecasting Inflation: An Art as Well as a Science!

De Economist, Vol. 154, No. 1, 2006
Posted: 02 Aug 2007
Peter J.G. Vlaar and Ard den Reijer
De Nederlandsche Bank - Econometrics and Sveriges Riksbank - Monetary Policy

Abstract:

aggregation, model selection, time series models, inflation