Contents
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Curriculum Vitae
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Name:
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(Per) Anders Warne
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Born:
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Yes
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Education
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Cassadaga Valley High School, Sinclairville, New York - 1979
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Thomasgymnasiet (High School), Strängnäs, Sweden - 1981
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Navy Chef School, Karlskrona, Sweden - 1982
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Stockholm School of Economics, Stockholm, Sweden - 1985 (BA), 1989 (Masters), 1990 (PhD), 1997 (Docent/Associate Professor)
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Positions
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Researcher, Stockholm School of Economics, Sweden - 1988-91
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Research Fellow, Institute for International Economic Studies, Stockholm University, Sweden - 1991-99
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Visiting Assistant Professor, Institute of Mathematical Statistics, University of Copenhagen, Denmark - 1992
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Researcher, Research Department, Sveriges Riksbank (Central Bank of Sweden), Stockholm, Sweden - 1999-2001
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European Central Bank, Frankfurt am Main, Germany - 2001-onwards
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Teaching
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Teaching Assistant, Undergraduate Macroeconomics, Stockholm School of Economics, Sweden - 1986-87
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Teaching Assistant, Graduate Microeconomics, Stockholm School of Economics and Stockholm University, Sweden - 1987-90
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Lecturer, Undergraduate International Finance and Time Series Analysis, Graduate Empirical Finance, Stockholm School of Economics, Sweden - 1988-94
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Lecturer, Graduate Empirical Macroeconomics, Stockholm University, Sweden - 1994-99
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Adviser, Graduate Students
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Tor Jacobson, Department of Statistics, Uppsala University, PhD 1992 - Discussant at PhD seminar
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Jonas Niemeyer, Department of Finance, Stockholm School of Economics, PhD 1994 - Member of Advisory Committee
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Kerstin Johansson, IIES, Stockholm University, Masters 1994 - Joint Adviser with Nils Gottfries, Uppsala University
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Hans Christian Kongsted, Institute of Economics, University of Copenhagen, PhD 1995 - Member of Examination Committee
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Nils Karl Sørensen, Institute of Economics, University of Aarhus, PhD 1996 - Member of Examination Committee
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Richard Henricsson, Department of Economics, University of Lund, PhD 1997 - Member of Examination Committee
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Mårten Blix, IIES, Stockholm University, PhD 1997 - Joint Adviser with Lars EO Svensson, IIES
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Jonathan Rubin, Institute of Economics, University of Copenhagen, PhD 1998 - Member of Examination Committee
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Ken Nyholm, Institute of Finance, Aarhus Business School, PhD 1999 - Member of Examination Committee
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Stefan Lundbergh, Department of Economic Statistics, Stockholm School of Economics, PhD 1999 - Member of Examination Committee
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Abdulnasser Hatemi-J, Department of Economics, University of Lund, Masters 2000 - Discussant at Masters seminar
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Published Papers
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Vector Autoregressions and Common Trends in Macro and Financial Economics (1990), PhD Thesis, EFI, Stockholm
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"Current Account and Macroeconomic Fluctuations" (1991), with Anders Vredin, Scandinavian Journal of Economics, 93, 511-30
Online reference: JSTOR
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"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
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"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
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"Inference in Cointegrated VAR Systems" (1997), Review of Economics and Statistics, LXXIX, 508-511
Online references: JSTOR
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"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
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"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
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"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
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"The Cause of Unemployment in Denmark - Demand or Supply Shocks?" (2001), with Henrik Hansen, Empirical Economics, 16, 461-486
DOI: 10.1007/s001810000066
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"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 1:241–259.
DOI: 10.2202/1558-3708.1081
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"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.
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"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
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"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.
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"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
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"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
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"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
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"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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"Euro Area Real-Time Density Forecasting with Financial or Labor Market Frictions" (2019), with Peter McAdam, International Journal of Forecasting, 35(2), 580-600.
DOI: 10.1016/j.ijforecast.2018.10.013
Supplementary Material: data and code (27.057 KB) missing from IJF website.
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"Density Forecast Combinations: The Real-Time Dimension" (2024), with Peter McAdam, Journal of Forecasting, 43(5), 1153-1172.
DOI: 10.1002/for.3068
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