I am an Econometrician at the National Institute of Economic Research and the Macroeconomic Research and Simulations Division. I have a PhD in statistics and defended my PhD thesis on mixed-frequency VAR models in 2019.
- Ankargren, S., and Jonéus, P. (2020) “Simulation Smoothing for Nowcasting with Large Mixed-Frequency VARs”, Econometrics and Statistics.
- Ankargren, S., Unosson, M., and Yang, Y. (2020) “A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior”, Journal of Time Series Econometrics.
- Jin, S., and Ankargren, S. (2019) “Frequentist Model Averaging in Structural Equation Modelling”, Psychometrika.
- Ankargren, S., and Jin, S. (2018) “On the Least-Squares Model Averaging Interval Estimator”, Communications in Statistics—Theory and Methods.
- Ankargren S., Bjellerup, M., and Shahnazarian, H. (2017) “The Importance of the Financial System for the Real Economy”, Empirical Economics.
Work in progress
- Nowcasting Swedish GDP Growth (with Unn Lindholm)
- Time-Varying Macroeconomic Forecast Uncertainty: Sweden and the Covid-19 Pandemic
- Estimating Large Mixed-Frequency Bayesian VAR Models (with Paulina Jonéus)
- The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden (with Hovick Shahnazarian)
- Estimating a VECM for a Small Open Economy (with Johan Lyhagen)
mfbvar: Mixed-frequency Bayesian VAR models in R CRAN, GitHub
statmath: Statistical notation made easy in Latex CTAN, GitHub
karencv: Academic CV template following Dr. Karen’s guidelines GitHub
- Department of Statistics, Uppsala University. January, 2019.
- Sveriges Riksbank, Stockholm. December, 2018.
- Computational and Financial Econometrics (CFE), London, UK. December, 2017.
- Department of Statistics, Uppsala University. December, 2017.
- Department of Statistics, Uppsala University. December, 2016.
- Joint Statistical Meetings, Chicago, IL. August, 2016.
- Department of Statistics, Uppsala University. March, 2016.
- Department of Statistics, Uppsala University. January, 2015.
2017-10-19 Avoiding OpenMP problems in RcppArmadillo-dependent packages on OS X
2017-06-02 Running simulations in R on UPPMAX