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Warne, Anders

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
2018
2015
2013
2010
2008
2006
2003

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