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Inference in cointegrated VAR systems
Warne, Anders - In: The review of economics and statistics 79 (1997) 3, pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - [2.] version
Persistent link: https://www.econbiz.de/10000124266
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Causality and regime inference in a Markov switching VAR
Warne, Anders - 2000
This paper analyses three Granger noncausality hypotheses within a conditionally Gaussian MS-VAR model. Noncausality in mean is based on Granger´s original concept for linear predictors by defining noncausality from the 1-step ahead forecast error variance for the conditional expectation....
Persistent link: https://www.econbiz.de/10011584479
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Current account and business cycles : stylized facts for Sweden
Warne, Anders; Vredin, Anders - 1989
Persistent link: https://www.econbiz.de/10000769325
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - current vers.: Sept. 1989
Persistent link: https://www.econbiz.de/10000774341
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Current account and business cycles : stylized facts for Sweden
Warne, Anders; Vredin, Anders - 1989
Persistent link: https://www.econbiz.de/10000774343
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Current account business cycles : stylized facts for Sweden
Warne, Anders; Vredin, Anders - 1989
Persistent link: https://www.econbiz.de/10000781047
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Inference in vector autoregression with integrated time series
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000813953
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Integrated time series
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000813954
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Professional forecasters and real-time forecasting with a DSGE model
Smets, Frank; Warne, Anders; Wouters, Rafael - In: International journal of forecasting 30 (2014) 4, pp. 981-995
Persistent link: https://www.econbiz.de/10010517773