Björn van Roye

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

362

SSRN CITATIONS
Rank 24,450

SSRN RANKINGS

Top 24,450

in Total Papers Citations

26

CROSSREF CITATIONS

13

Scholarly Papers (4)

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
European Central Bank (ECB), ESSEC Business School and European Central Bank (ECB)
Downloads 210 (176,193)
Citation 14

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 76 (376,702)
Citation 8

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
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 50 (463,880)
Citation 3

Abstract:

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

4.

ECB-Global 2.0: A Global Macroeconomic Model with Dominant-Currency Pricing, Tariffs and Trade Diversion

ECB Working Paper No. 2021/2530
Number of pages: 50 Posted: 05 Mar 2021
European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 26 (581,459)

Abstract:

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