Banking Supervision
English
Menu

Warne, Anders

Economics

Division

Forecasting and Policy Modelling

Current position

Senior Lead Economist

Fields of interest

Other Special Topics,
Mathematical and Quantitative Methods,
Macroeconomics and Monetary Economics

Email

anders.warne@ecb.europa.eu

Other current responsibilities
  • 2006-
    New Area-Wide Model Team, YADA Development
Education
  • 1990
    Doctor in Economics, Stockholm School of Economics, Stockholm, Sweden
Professional experience
  • 2001-2017
    Directorate General Research, European Central Bank
  • 1999-2001
    Research Department, Sveriges Riksbank, 1999-2001
  • 1991-1999
    Research Fellow, Institute for Internationational Economic Studies, Stockholm University
  • 1992
    Visiting Assistant Professor, Institute of Mathematical Statistics, University of Copenhagen
Teaching experience
  • 1994-1999
    Lecturer, Graduate Empirical Macroeconomics (Stockholm University)
  • 1988-1994
    Lecturer, Undergraduate International Finance and Times Series Analysis, Graduate Empirical Finance (Stockholm School of Economics)

ECB Working Paper Series

2020
McAdam, Peter, Warne, Anders
Density forecast combinations: the real-time dimension
No 2378
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

2019
McAdam, Peter and Warne, Anders
Euro Area Real-Time Density Forecasting with Financial or Labor Market Frictions
International Journal of Forecasting, Vol. 35, No. 2, pp. 580-600
2017
Droumaguet, Matthieu, Warne, Anders and Woźniak, Tomasz
Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods
Journal of Applied Econometrics, Vol. 32, No. 4, pp. 802-818
Warne, Anders, Coenen, Günter and Christoffel, Kai
Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
Journal of Applied Econometrics, Vol. 32, No. 1, pp. 103-119
2014
Smets, Frank, Warne, Anders and Wouters, Rafael
Professional Forecasters and Real-Time Forecasting with a DSGE Model
International Journal of Forecasting, Vol. 30, No. 4, pp. 981-995
Coenen, Günter and Warne, Anders
Risks to Price Stability, the Zero Lower Bound and Forward Guidance: A Real-Time Assessment
International Journal of Central Banking, Vol. 10, No. 2, pp. 7-54
2006
Vredin, Anders and Warne, Anders
Unemployment and Inflation Regimes
Studies in Nonlinear Dynamics and Econometrics, Vol. 10, Iss. 2, Art. 2
2002
Jacobson, Tor, Lindh, Thomas and Warne, Anders
Growth, Savings, Financial Markets and Markov Switching Regimes
Studies in Nonlinear Dynamics and Econometrics, Vol. 5, Iss. 4, Art. 1
2001
Hansen, Henrik and Warne, Anders
The Cause of Unemployment in Denmark - Demand or Supply Shocks?
Empirical Economics, Vol. 26, No. 3, pp. 461-486
Jacobson, Tor, Jansson, Per, Vredin, Anders and Warne, Anders
Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach
Journal of Applied Econometrics, Vol. 16, No. 4, pp. 487-520

Other publications

2011
Christoffel, Kai, Coenen, Günter and Warne, Anders
Forecasting with DSGE Models
The Oxford Handbook of Economic Forecasting