Browsing All of EconStor by Author Warne, Anders


Showing results 1 to 20 of 22
 next >
Year of PublicationTitleAuthor(s)
1998Growth, Savings, Financial Markets and Markov Switching RegimesJacobson, Tor; Lindh, Thomas; Warne, Anders
1999A VAR Model for Monetary Policy Analysis in a Small Open EconomyJacobson, Tor; Jansson, Per; Vredin, Anders; Warne, Anders
2000Causality and Regime Inference in a Markov Switching VARWarne, Anders
2000Unemployment and Inflation RegimesVredin, Anders; Warne, Anders
2002Identifying the Effects of Monetary Policy Shocks in an Open EconomyJacobson, Tor; Jansson, Per; Vredin, Anders; Warne, Anders
2003Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARsVillani, Mattias; Warne, Anders
2003Is the demand for euro area M3 stable?Warne, Anders; Bruggeman, Annick; Donati, Paola
2003Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARsVillani, Mattias; Warne, Anders
2006Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3Warne, Anders
2008The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysisChristoffel, Kai; Coenen, Günter; Warne, Anders
2010Forecasting with DSGE modelsChristoffel, Kai; Warne, Anders; Coenen, Günter
2010Forecasting with DSGE ModelsCoenen, Günter; Christoffel, Kai; Warne, Anders
2013Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro areaSmets, Frank; Warne, Anders; Wouters, Raf
2013Predictive likelihood comparisons with DSGE and DSGE-VAR modelsWarne, Anders; Coenen, Günter; Christoffel, Kai
2013Risks to price stability, the zero lower bound and forward guidance: a real-time assessmentCoenen, Günter; Warne, Anders
2013Risks to price stability, the zero lower bound and forward guidance: A real-time assessmentCoenen, Günter; Warne, Anders
2014Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR modelsWarne, Anders; Coenen, Günter; Christoffel, Kai
2015Granger causality and regime inference in Bayesian Markov-Switching VARsDroumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz
2018The New Area-Wide Model II: An extended version of the ECB's micro-founded model for forecasting and policy analysis with a financial sectorCoenen, Günter; Karadi, Peter; Schmidt, Sebastian; Warne, Anders
2018Euro area real-time density forecasting with financial or labor market frictionsMcAdam, Peter; Warne, Anders