Michael Andersson

Finansinspektionen

Senior analytiker/ Senior Analyst Ekonomisk analys/ Economic Analysis

Box 7821

Brunnsgatan 3

Stockholm

Sweden

SCHOLARLY PAPERS

5

DOWNLOADS

906

SSRN CITATIONS
Rank 31,865

SSRN RANKINGS

Top 31,865

in Total Papers Citations

19

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

Riksbank Research Paper Series No. 23, Sveriges Riksbank Working Paper No. 188
Number of pages: 28 Posted: 19 Apr 2007
Sveriges Riksbank, Finansinspektionen, Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank
Downloads 486 (84,489)
Citation 13

Abstract:

Loading...

Bayesian inference, Combined forecasts, DSGE models, Forecasting, Monetary policy, Subjective forecasting, Vector autoregressions

2.

Bayesian Forecast Combination for VAR Models

Riksbank Research Paper No. 216
Number of pages: 58 Posted: 20 Dec 2007
Michael Andersson and Sune Karlsson
Finansinspektionen and University of Orebro - Department of Economics
Downloads 196 (219,246)
Citation 12

Abstract:

Loading...

Bayesian model averaging, Predictive likelihood, GDP forecasts

3.

The Riksbank's Forecasting Performance

Riksbank Research Paper No. 218
Number of pages: 41 Posted: 15 Jan 2008
Michael Andersson, Gustav Karlsson and Josef Svensson
Finansinspektionen, Sveriges Riksbank and Sveriges Riksbank
Downloads 136 (296,839)
Citation 3

Abstract:

Loading...

Judgements, Forecast Evaluation, Central Bank, Inflation, GDP, RMSE

4.

Density-Conditional Forecasts in Dynamic Multivariate Models

Riksbank Research Paper Series No. 78, Sveriges Riksbank Working Paper Series No. 247
Number of pages: 22 Posted: 26 Jan 2011
Stefan Palmqvist, Daniel F. Waggoner and Michael Andersson
affiliation not provided to SSRN, Federal Reserve Bank of Atlanta and Finansinspektionen
Downloads 57 (503,850)
Citation 5

Abstract:

Loading...

Central Bank, Market Expectation, Restrictions, Uncertainty

5.

Adjusting for Information Content When Comparing Forecast Performance

Riksbank Research Paper Series No. 152, Sveriges Riksbank Working Paper Series No. 328
Number of pages: 19 Posted: 07 Dec 2016
Michael Andersson, Ted Aranki and André Reslow
Finansinspektionen, European Central Bank (ECB) and Sveriges Riksbank - Monetary Policy Department
Downloads 31 (635,339)
Citation 2

Abstract:

Loading...

Forecast error, Forecast comparison, Publication time, Evaluation, Error component model, Panel data