IDEAS home Printed from https://ideas.repec.org/e/pwa126.html
   My authors  Follow this author

Anders Warne

Personal Details

First Name:Anders
Middle Name:
Last Name:Warne
Suffix:
RePEc Short-ID:pwa126
[This author has chosen not to make the email address public]
http://www.texlips.net/awarne
Directorate General Research, European Central Bank, 60640 Frankfurt am Main, Germany

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015. "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series 1794, European Central Bank.
  2. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
  3. Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: A real-time assessment," CFS Working Paper Series 2013/06, Center for Financial Studies (CFS).
  4. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
  5. Smets, Frank & Warne, Anders & Wouters, Raf, 2013. "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series 1571, European Central Bank.
  6. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
  7. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
  8. Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007. "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper 76759, University Library of Munich, Germany.
  9. Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
  10. Villani, Mattias & Warne, Anders, 2003. "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series 156, Sveriges Riksbank (Central Bank of Sweden).
  11. Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
  12. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 2002. "Identifying the Effects of Monetary Policy Shocks in an Open Economy," Working Paper Series 134, Sveriges Riksbank (Central Bank of Sweden).
  13. Anders Vredin & Anders Warne, 2000. "Unemployment and Inflation Regimes," Econometric Society World Congress 2000 Contributed Papers 0984, Econometric Society.
  14. Warne, Anders, 2000. "Causality and Regime Inference in a Markov Switching VAR," Working Paper Series 118, Sveriges Riksbank (Central Bank of Sweden).
  15. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden).
  16. Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998. "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series 69, Sveriges Riksbank (Central Bank of Sweden).
  17. A. Warne, 1996. "Causality in Nonlinear Models," SFB 373 Discussion Papers 1996,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  18. Henrik Hansen & Anders Warne, 1995. "Common Trends Analysis of Danish Unemployment," Discussion Papers 95-03, University of Copenhagen. Department of Economics.
  19. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994. "Common Trends and Hysteresis in Unemployment," SSE/EFI Working Paper Series in Economics and Finance 34, Stockholm School of Economics.
  20. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994. "Are Real Wages and Unemployment Related?," SSE/EFI Working Paper Series in Economics and Finance 8, Stockholm School of Economics.
  21. Warne, A., 1993. "Inference in Cointegrated VAR Systems," Papers 556, Stockholm - International Economic Studies.
  22. Warne, A. & Bergman, M., 1993. "Money-Income Causality and the Neutrality of Money," Papers 557, Stockholm - International Economic Studies.
  23. Warne, A., 1993. "A Common Trends Model: Identification, Estimation and Inference," Papers 555, Stockholm - International Economic Studies.

Articles

  1. Anders Warne & Günter Coenen & Kai Christoffel, 2017. "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., vol. 32(1), pages 103-119, January.
  2. Matthieu Droumaguet & Anders Warne & Tomasz Woźniak, 2017. "Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 802-818, June.
  3. Smets, Frank & Warne, Anders & Wouters, Rafael, 2014. "Professional forecasters and real-time forecasting with a DSGE model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 981-995.
  4. Günter Coenen & Anders Warne, 2014. "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, vol. 10(2), pages 7-54, June.
  5. Warne Anders & Vredin Anders, 2006. "Unemployment and Inflation Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-52, May.
  6. Jacobson Tor & Lindh Thomas & Warne Anders, 2002. "Growth, Saving, Financial Markets, and Markov Switching Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-20, January.
  7. Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne, 2001. "Monetary policy analysis and inflation targeting in a small open economy: a VAR approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 487-520.
  8. Anders Warne & Henrik Hansen, 2001. "The cause of Danish unemployment: Demand or supply shocks?," Empirical Economics, Springer, vol. 26(3), pages 461-486.
  9. Anders Warne, 2000. "Inference in Cointegrated VAR Systems," The Review of Economics and Statistics, MIT Press, vol. 79(3), pages 508-511, August.
  10. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1998. "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, vol. 65(257), pages 69-96, February.
  11. Jacobson, Tor & Vredin, Anders & Warne, Anders, 1997. "Common trends and hysteresis in Scandinavian unemployment," European Economic Review, Elsevier, vol. 41(9), pages 1781-1816, December.
  12. Mellander, Erik & Vredin, A & Warne, A, 1992. "Stochastic Trends and Economic Fluctuations in a Small Open Economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(4), pages 369-394, Oct.-Dec..
  13. Vredin, Anders & Warne, Anders, 1991. " Current Account and Macroeconomic Fluctuations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(4), pages 511-530.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Registered Citing Authors
  2. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  3. Euclidian citation score
  4. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2001-10-09 2004-01-25 2010-05-15 2013-08-23 2013-08-23 2014-12-08 2015-06-05. Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2001-10-09 2002-01-22 2004-01-12 2010-05-15 2013-08-23 2014-12-08 2015-06-05. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (6) 2010-05-15 2013-08-23 2013-08-23 2013-09-26 2013-11-22 2014-12-08. Author is listed
  4. NEP-MON: Monetary Economics (6) 2001-10-09 2001-12-26 2002-06-18 2004-02-23 2013-09-26 2013-11-22. Author is listed
  5. NEP-CBA: Central Banking (5) 2001-10-09 2001-12-26 2010-05-15 2013-08-23 2013-11-22. Author is listed
  6. NEP-FOR: Forecasting (5) 2010-05-15 2013-08-23 2013-08-23 2014-12-08 2015-06-05. Author is listed
  7. NEP-EEC: European Economics (4) 2004-02-23 2010-05-15 2013-08-23 2013-09-26
  8. NEP-MAC: Macroeconomics (4) 2002-01-05 2004-01-12 2013-11-22 2014-12-08
  9. NEP-IFN: International Finance (2) 2001-12-26 2002-06-24
  10. NEP-ORE: Operations Research (2) 2010-05-15 2013-08-23
  11. NEP-FIN: Finance (1) 2002-06-24
  12. NEP-FMK: Financial Markets (1) 2002-01-22
  13. NEP-LAB: Labour Economics (1) 2001-10-09
  14. NEP-MFD: Microfinance (1) 2002-01-22

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Anders Warne should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.