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Euro area real-time density forecasting with financial or labor market frictions
McAdam, Peter; Warne, Anders - In: International journal of forecasting 35 (2019) 2, pp. 580-600
Persistent link: https://www.econbiz.de/10012300702
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Forecasting with DSGE Models
Christoffel, Kai; Coenen, Günter; Warne, Anders - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882024
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Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - In: Journal of applied econometrics 32 (2017) 4, pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
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Growth, saving, financial markets, and Markov switching regimes
Jacobson, Tor (contributor); Lindh, Thomas (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 241-259
Persistent link: https://www.econbiz.de/10001769753
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Density forecast combinations : the real-time dimension
McAdam, Peter; Warne, Anders - In: Journal of forecasting 43 (2024) 5, pp. 1153-1172
Persistent link: https://www.econbiz.de/10015108363
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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Common trends and hysteresis in Scandinavian unemployment
Jacobson, Tor; Vredin, Anders; Warne, Anders - In: European Economic Review 41 (1997) 9, pp. 1781-1816
Persistent link: https://www.econbiz.de/10005322463
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Unemployment and Inflation Regimes
Warne, Anders; Vredin, Anders - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 2, pp. 1280-1280
In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for three countries: Sweden, United Kingdom, and the United States. The primary purpose is to examine if periods of low inflation are associated with high or low unemployment volatility. To interpret...
Persistent link: https://www.econbiz.de/10004966107
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Unemployment and Inflation Regimes
Warne, Anders; Vredin, Anders - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 2
In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for three countries: Sweden, United Kingdom, and the United States. The primary purpose is to examine if periods of low inflation are associated with high or low unemployment volatility. To interpret...
Persistent link: https://www.econbiz.de/10014620947
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Unemployment and Inflation Regimes
Warne, Anders; Vredin, Anders - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 2, pp. 1280-1280
In this paper we study 2-state Markov switching VAR models of monthly unemployment and inflation for three countries: Sweden, United Kingdom, and the United States. The primary purpose is to examine if periods of low inflation are associated with high or low unemployment volatility. To interpret...
Persistent link: https://www.econbiz.de/10005246281