Ard Den Reijer

Ard Den Reijer

Senior ekonom

Avdelningen för penningpolitik
Sveriges Riksbank
SE-103 37 Stockholm Sweden

Telefon: +46 8 787 01 49
E-post: [email protected]

Personal website: http://www.reijer.info/

Empirical macroeconomics, econometrics, forecasting

Education 

Ph.D., Maastricht University, 2010
M.Sc. in Econometrics and Operations Research, Tilburg University, 2005
M.A. in Economics, Tilburg University, 2000


Publications in refereed journals

“An heuristic scree plot criterion for the number of factors”, Statistical Papers 65, 2024 (with P. Otter and J. Jacobs)

“A criterion for the number of factors”, Communications in Statistics – Theory and Methods 50, 2021 (with P. Otter and J. Jacobs)

“Nowcasting Swedish GDP with a large and unbalanced data set”, Empirical  Economics 57, 2018 (with A. Johansson).

“Coordination versus flexibility in wage formation: a focus on the nominal wage impact of productivity in Germany, Greece, Ireland, Portugal and the United States”, Applied Economics 46(7), 2014 (with M. Peeters)

“Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small data sets”, Empirical Economics 44(2), 2013

“MOSES: Model for Studying the Economy of Sweden”, Economic Modelling 29(6), 2012 (with G. Bårdsen, P. Jonasson and R. Nymoen)

“Information, data dimension and factor structure”, Journal of Multivariate Analysis (106), 2012 (with J. Jacobs and P. Otter)

“Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle”, Economic Modelling 28(4), 2011.

“The Dutch business cycle: a finite sample approximation of selected leading indicators“, Journal of business Cycle Measurement and Analysis 2009(2).

“Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise”, Journal of Forecasting 28(7), 2009 (with G. Rünstler, K. Barhoumi, S.Benk, R. Cristadoro, A. Jakaitiene, P. Jelonek, A. Rua, K. Ruth and C. van Nieuwenhuyze)

“On wage formation, wage development and flexibility: a comparison between European Countries and the United States”, Applied Econometrics and International Developments 8(1), 2008 (with M. Peeters)

“Deviation cycles in manufacturing: business cycle measurement and leading indicators.“, Journal of business Cycle Measurement and Analysis 2007(1).

“Dutch GDP data revisions: are they predictable and where do they come from?“, Applied Economics Quarterly 52(4), 2006 (with O. Roodenburg)

“Forecasting inflation: an art as well as a science!“, De Economist 154(1), 2006 (with P. Vlaar)