Details about Anders Warne

Access statistics for papers by Anders Warne.

Last updated 2020-04-22. Update your information in the RePEc Author Service.

Short-id: pwa126

Working Papers

2020

1. Density forecast combinations: the real-time dimension
   Working Paper Series, European Central Bank View citations (1)

2018

2. Euro area real-time density forecasting with financial or labor market frictions
   Working Paper Series, European Central Bank View citations (3)
   See also Journal Article Euro area real-time density forecasting with financial or labor market frictions, International Journal of Forecasting, Elsevier (2019) View citations (11) (2019)
3. The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector
   Working Paper Series, European Central Bank View citations (167)

2015

4. Granger causality and regime inference in Bayesian Markov-Switching VARs
   Working Paper Series, European Central Bank View citations (5)

2014

5. 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) View citations (2)
   See also Journal Article Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (23) (2017)

2013

6. Predictive likelihood comparisons with DSGE and DSGE-VAR models
   Working Paper Series, European Central Bank View citations (21)
7. Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area
   Working Paper Series, European Central Bank View citations (10)
8. Risks to price stability, the zero lower bound and forward guidance: A real-time assessment
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (11)
   Also in Working Paper Series, European Central Bank (2013) View citations (16)
   See also Journal Article Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment, International Journal of Central Banking, International Journal of Central Banking (2014) View citations (43) (2014)

2010

9. Forecasting with DSGE models
   Working Paper Series, European Central Bank View citations (124)

2008

10. 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 View citations (622)

2007

11. Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area
    MPRA Paper, University Library of Munich, Germany View citations (31)

2006

12. Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3
    Working Paper Series, European Central Bank View citations (10)

2003

13. Is the demand for euro area M3 stable?
    Working Paper Series, European Central Bank View citations (137)
14. Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (31)
    Also in Working Paper Series, European Central Bank (2003) View citations (28)

2002

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

2000

16. Causality and Regime Inference in a Markov Switching VAR
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (30)
17. Unemployment and Inflation Regimes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (7)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2000) View citations (4)
    See also Journal Article Unemployment and Inflation Regimes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2006) View citations (6) (2006)

1999

18. A VAR Model for Monetary Policy Analysis in a Small Open Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (13)

1998

19. Growth, Savings, Financial Markets and Markov Switching Regimes
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (2)
    See also Journal Article Growth, Saving, Financial Markets, and Markov Switching Regimes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2002) View citations (7) (2002)

1996

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

1995

21. Common Trends Analysis of Danish Unemployment
    Discussion Papers, University of Copenhagen. Department of Economics View citations (3)

1994

22. Are Real Wages and Unemployment Related?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    Also in Working Papers, Stockholm - International Economic Studies (1993) View citations (6)
23. Common Trends and Hysteresis in Unemployment
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)

1993

24. A Common Trends Model: Identification, Estimation and Inference
    Working Papers, Stockholm - International Economic Studies View citations (92)
25. Inference in Cointegrated VAR Systems
    Working Papers, Stockholm - International Economic Studies
    See also Journal Article Inference in Cointegrated VAR Systems, The Review of Economics and Statistics, MIT Press (2000) (2000)
26. Money-Income Causality and the Neutrality of Money
    Working Papers, Stockholm - International Economic Studies View citations (3)

Journal Articles

2019

1. Euro area real-time density forecasting with financial or labor market frictions
   International Journal of Forecasting, 2019, 35, (2), 580-600 View citations (11)
   See also Working Paper Euro area real-time density forecasting with financial or labor market frictions, Working Paper Series (2018) View citations (3) (2018)

2017

2. Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
   Journal of Applied Econometrics, 2017, 32, (4), 802-818 View citations (11)
3. Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models
   Journal of Applied Econometrics, 2017, 32, (1), 103-119 View citations (23)
   See also Working Paper Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models, CFS Working Paper Series (2014) View citations (2) (2014)

2014

4. Professional forecasters and real-time forecasting with a DSGE model
   International Journal of Forecasting, 2014, 30, (4), 981-995 View citations (30)
5. 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 View citations (43)
   See also Working Paper Risks to price stability, the zero lower bound and forward guidance: A real-time assessment, CFS Working Paper Series (2013) View citations (11) (2013)

2006

6. Unemployment and Inflation Regimes
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 52 View citations (6)
   See also Working Paper Unemployment and Inflation Regimes, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (7) (2000)

2002

7. Growth, Saving, Financial Markets, and Markov Switching Regimes
   Studies in Nonlinear Dynamics & Econometrics, 2002, 5, (4), 20 View citations (7)
   See also Working Paper Growth, Savings, Financial Markets and Markov Switching Regimes, Working Paper Series (1998) View citations (2) (1998)

2001

8. Monetary policy analysis and inflation targeting in a small open economy: a VAR approach
   Journal of Applied Econometrics, 2001, 16, (4), 487-520 View citations (39)
9. The cause of Danish unemployment: Demand or supply shocks?
   Empirical Economics, 2001, 26, (3), 461-486 View citations (15)

2000

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

1997

11. Common trends and hysteresis in Scandinavian unemployment
    European Economic Review, 1997, 41, (9), 1781-1816 View citations (52)

1992

12. Stochastic Trends and Economic Fluctuations in a Small Open Economy
    Journal of Applied Econometrics, 1992, 7, (4), 369-94 View citations (97)