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Details about Anders Warne

Homepage:http://www.texlips.net/awarne
Postal address:Directorate General Research, European Central Bank, 60640 Frankfurt am Main, Germany
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Anders Warne.

Last updated 2017-08-07. Update your information in the RePEc Author Service.

Short-id: pwa126


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Working Papers

2015

  1. Granger causality and regime inference in Bayesian Markov-Switching VARs
    Working Paper Series, European Central Bank Downloads

2014

  1. Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2013

  1. Predictive likelihood comparisons with DSGE and DSGE-VAR models
    Working Paper Series, European Central Bank Downloads View citations (11)
  2. Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area
    Working Paper Series, European Central Bank Downloads View citations (3)
  3. Risks to price stability, the zero lower bound and forward guidance: A real-time assessment
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (11)

    See also Journal Article in International Journal of Central Banking (2014)

2010

  1. Forecasting with DSGE models
    Working Paper Series, European Central Bank Downloads View citations (68)

2008

  1. The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis
    Working Paper Series, European Central Bank Downloads View citations (313)

2007

  1. Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area
    MPRA Paper, University Library of Munich, Germany Downloads View citations (26)

2006

  1. Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3
    Working Paper Series, European Central Bank Downloads View citations (6)

2003

  1. Is the demand for euro area M3 stable?
    Working Paper Series, European Central Bank Downloads View citations (104)
  2. Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (15)

2002

  1. Identifying the Effects of Monetary Policy Shocks in an Open Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (15)

2000

  1. Causality and Regime Inference in a Markov Switching VAR
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (15)
  2. Unemployment and Inflation Regimes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (6)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2000) Downloads View citations (2)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)

1999

  1. A VAR Model for Monetary Policy Analysis in a Small Open Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (10)

1998

  1. Growth, Savings, Financial Markets and Markov Switching Regimes
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)

1996

  1. Causality in Nonlinear Models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1995

  1. Common Trends Analysis of Danish Unemployment
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)

1994

  1. Are Real Wages and Unemployment Related?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    Also in Working Papers, Stockholm - International Economic Studies (1993) View citations (6)

    See also Journal Article in Economica (1998)
  2. Common Trends and Hysteresis in Unemployment
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)

1993

  1. A Common Trends Model: Identification, Estimation and Inference
    Working Papers, Stockholm - International Economic Studies View citations (66)
  2. Inference in Cointegrated VAR Systems
    Working Papers, Stockholm - International Economic Studies
    See also Journal Article in The Review of Economics and Statistics (2000)
  3. Money-Income Causality and the Neutrality of Money
    Working Papers, Stockholm - International Economic Studies View citations (2)

Journal Articles

2014

  1. Professional forecasters and real-time forecasting with a DSGE model
    International Journal of Forecasting, 2014, 30, (4), 981-995 Downloads View citations (7)
  2. Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment
    International Journal of Central Banking, 2014, 10, (2), 7-54 Downloads View citations (13)
    See also Working Paper (2013)

2006

  1. Unemployment and Inflation Regimes
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 1-52 Downloads View citations (3)
    See also Working Paper (2000)

2002

  1. Growth, Saving, Financial Markets, and Markov Switching Regimes
    Studies in Nonlinear Dynamics & Econometrics, 2002, 5, (4), 1-20 Downloads View citations (3)
    See also Working Paper (1998)

2001

  1. Monetary policy analysis and inflation targeting in a small open economy: a VAR approach
    Journal of Applied Econometrics, 2001, 16, (4), 487-520 Downloads View citations (31)
  2. The cause of Danish unemployment: Demand or supply shocks?
    Empirical Economics, 2001, 26, (3), 461-486 Downloads View citations (5)

2000

  1. Inference in Cointegrated VAR Systems
    The Review of Economics and Statistics, 2000, 79, (3), 508-511 Downloads
    See also Working Paper (1993)

1998

  1. Are Real Wages and Unemployment Related?
    Economica, 1998, 65, (257), 69-96 Downloads View citations (19)
    See also Working Paper (1994)

1997

  1. Common trends and hysteresis in Scandinavian unemployment
    European Economic Review, 1997, 41, (9), 1781-1816 Downloads View citations (34)

1992

  1. Stochastic Trends and Economic Fluctuations in a Small Open Economy
    Journal of Applied Econometrics, 1992, 7, (4), 369-94 Downloads View citations (89)

1991

  1. Current Account and Macroeconomic Fluctuations
    Scandinavian Journal of Economics, 1991, 93, (4), 511-30 View citations (9)
 
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