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Contents



Curriculum Vitae

Name: (Per) Anders Warne
Born: June 6, 1961

Education

Cassadaga Valley High School, Sinclairville, New York - 1979
Thomasgymnasiet (High School), Strängnäs, Sweden - 1981
Navy Chef School, Karlskrona, Sweden - 1982
Stockholm School of Economics, Stockholm, Sweden - 1985 (BA), 1989 (Masters), 1990 (PhD), 1997 (Docent/Associate Professor)

Positions

Researcher, Stockholm School of Economics, Sweden - 1988-91
Research Fellow, Institute for International Economic Studies, Stockholm University, Sweden - 1991-99
Visiting Assistant Professor, Institute of Mathematical Statistics, University of Copenhagen, Denmark - 1992
Researcher, Research Department, Sveriges Riksbank (Central Bank of Sweden), Stockholm, Sweden - 1999-2001
European Central Bank, Frankfurt am Main, Germany - 2001-onwards

Teaching

Teaching Assistant, Undergraduate Macroeconomics, Stockholm School of Economics, Sweden - 1986-87
Teaching Assistant, Graduate Microeconomics, Stockholm School of Economics and Stockholm University, Sweden - 1987-90
Lecturer, Undergraduate International Finance and Time Series Analysis, Graduate Empirical Finance, Stockholm School of Economics, Sweden - 1988-94
Lecturer, Graduate Empirical Macroeconomics, Stockholm University, Sweden - 1994-99

Adviser, Graduate Students

Tor Jacobson, Department of Statistics, Uppsala University, PhD 1992 - Discussant at PhD seminar
Jonas Niemeyer, Department of Finance, Stockholm School of Economics, PhD 1994 - Member of Advisory Committee
Kerstin Johansson, IIES, Stockholm University, Masters 1994 - Joint Adviser with Nils Gottfries, Uppsala University
Hans Christian Kongsted, Institute of Economics, University of Copenhagen, PhD 1995 - Member of Examination Committee
Nils Karl Sørensen, Institute of Economics, University of Aarhus, PhD 1996 - Member of Examination Committee
Richard Henricsson, Department of Economics, University of Lund, PhD 1997 - Member of Examination Committee
Mårten Blix, IIES, Stockholm University, PhD 1997 - Joint Adviser with Lars EO Svensson, IIES
Jonathan Rubin, Institute of Economics, University of Copenhagen, PhD 1998 - Member of Examination Committee
Ken Nyholm, Institute of Finance, Aarhus Business School, PhD 1999 - Member of Examination Committee
Stefan Lundbergh, Department of Economic Statistics, Stockholm School of Economics, PhD 1999 - Member of Examination Committee
Abdulnasser Hatemi-J, Department of Economics, University of Lund, Masters 2000 - Discussant at Masters seminar

Published Papers

Vector Autoregressions and Common Trends in Macro and Financial Economics (1990), PhD Thesis, EFI, Stockholm
"Current Account and Macroeconomic Fluctuations" (1991), with Anders Vredin, Scandinavian Journal of Economics, 93, 511-30
Online reference: JSTOR
"Stochastic Trends and Economic Fluctuations in a Small Open Economy" (1992), with Erik Mellander and Anders Vredin, Journal of Applied Econometrics, 7, 369-94
Online references: JSTOR
DOI: 10.1002/jae.3950070405
"Macroeconomic Shocks in an Open Economy: A Common Trends Representation of Swedish Data 1871-1990" (1994), with Peter Englund and Anders Vredin, in Measuring and Interpreting Business Cycles, pp 125-94, Villy Bergström and Anders Vredin (Eds), Clarendon Press, Oxford
"Inference in Cointegrated VAR Systems" (1997), Review of Economics and Statistics, LXXIX, 508-511
Online references: JSTOR
"Common Trends and Hysteresis in Scandinavian Unemployment" (1997), with Tor Jacobson and Anders Vredin, European Economic Review, 41, 1781-1816
DOI: 10.1016/S0014-2921(96)00027-X
"Are Real Wages and Unemployment Related?" (1998), with Tor Jacobson and Anders Vredin, Economica, 65, 69-96
Online references: JSTOR
DOI: 10.1111/1468-0335.00114
"Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach" (2001), with Tor Jacobson, Per Jansson and Anders Vredin, Journal of Applied Econometrics, 16, 487-520
Online references: JSTOR
DOI: 10.1002/jae.586
"The Cause of Unemployment in Denmark - Demand or Supply Shocks?" (2001), with Henrik Hansen, Empirical Economics, 16, 461-486
DOI: 10.1007/s001810000066
"Growth, Savings, Financial Markets and Markov Switching Regimes" (2002), with Tor Jacobson and Thomas Lindh, Studies in Nonlinear Dynamics and Econometrics, Volume 5 Number 4 Article 1:241259.
DOI: 10.2202/1558-3708.1081
"Is the Demand for Euro Area M3 Stable?" (2003), with Annick Bruggeman and Paola Donati, in Otmar Issing (ed.), Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, pages 245-300, Frankfurt am Main: European Central Bank.
"Unemployment and Inflation Regimes" (2006), with Anders Vredin, Studies in Nonlinear Dynamics and Econometrics, Volume 10 Issue 2 Article 2.
DOI: 10.2202/1558-3708.1280
"Forecasting with DSGE Models" (2011), with Kai Christoffel and Günter Coenen, in Michael P. Clements and David F. Hendry (Eds.), The Oxford Handbook of Economic Forecasting, pages 89-127, New York: Oxford University Press.
"Risks to Price Stability, the Zero Lower Bound and Forward Guidance: A Real-Time Assessment" (2014), with Günter Coenen, International Journal of Central Banking, June, 7-54.
Download paper
"Professional Forecasters and Real-Time Forecasting with a DSGE Model" (2014), with Frank Smets and Rafael Wouters, International Journal of Forecasting, 30, 981-995.
DOI: 10.1016/j.ijforecast.2014.03.018
"Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models" (2017), with Günter Coenen and Kai Christoffel, Journal of Applied Econometrics, 32, 103-119.
DOI: 10.1002/jae.2514
"Granger Causality and Regime Inference in Markov Switching VAR Model with Bayesian Methods" (2017), with Matthieu Droumaguet and Tomasz Woźniak, Journal of Applied Econometrics, 32, 802-818.
DOI: 10.1002/jae.2531


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Last Updated: June 30, 2017

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