Warne, Anders

ECB Working Paper Series

2018
Coenen, Günter, Karadi, Peter, Schmidt, Sebastian, Warne, Anders
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
No 2200
McAdam, Peter, Warne, Anders
Euro area real-time density forecasting with financial or labor market frictions
No 2140
2015
Warne, Anders, Droumaguet, Matthieu, Woźniak, Tomasz
Granger causality and regime inference in Bayesian Markov-Switching VARs
No 1794
2013
Coenen, Günter, Warne, Anders
Risks to price stability, the zero lower bound and forward guidance: a real-time assessment
No 1582
Smets, Frank, Warne, Anders, Wouters, Raf
Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area
No 1571
Warne, Anders, Coenen, Günter, Christoffel, Kai
Predictive likelihood comparisons with DSGE and DSGE-VAR models
No 1536
2010
Warne, Anders, Coenen, Günter, Christoffel, Kai
Forecasting with DSGE models
No 1185
2008
Warne, Anders, Coenen, Günter, Christoffel, Kai
The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis
No 944
2006
Warne, Anders
Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3
No 692
2003
Warne, Anders, Villani, Mattias
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs
No 296
Bruggeman, Annick, Donati, Paola, Warne, Anders
Is the demand for euro area M3 stable?
No 255

Journal publications

Henrik Hansen and Anders Warne
The Cause of Unemployment in Denmark - Demand or Supply Shocks?
Empirical Economics, 16, 461-486, 2001
Tor Jacobson, Per Jansson, Anders Vredin and Anders Warne
Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach
Journal of Applied Econometrics, 16, 487-520, 2001
Tor Jacobson, Thomas Lindh and Anders Warne
Growth, Savings, Financial Markets and Markov Switching Regimes
Studies in Nonlinear Dynamics and Econometrics, Volume 5 Number 4 Article 1, 2002
Anders Vredin and Anders Warne
Unemployment and Inflation Regimes
Studies in Nonlinear Dynamics and Econometrics, Volume 10 Issue 2 Article 2, 2006
Günter Coenen and Anders Warne
Risks to Price Stability, the Zero Lower Bound and Forward Guidance: A Real-Time Assessment
International Journal of Central Banking, June, 7-54, 2014.
Kai Christoffel, Günter Coenen and Anders Warne
Forecasting with DSGE Models
in Michael P. Clements and David F. Hendry (Eds.), The Oxford Handbook of Economic Forecasting, pages 89-127, New York: Oxford University Press, 2011
Frank Smets, Anders Warne and Rafael Wouters
Professional Forecasters and Real-Time Forecasting with a DSGE Model
International Journal of Forecasting, 30, 981-995, 2014.