Anders Warne - Central Bank Research Hub

Papers by year: All | 2015 | 2014 | 2013 | 2010 | 2006 | 2004

Title Other author(s)

Granger causality and regime inference in Bayesian Markov-Switching VARs

European Central Bank Working papers [View] (Paper: 1794, 22.05.2015)

JEL: C11, C12, C32, C53, E32

Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment

IJCB International Journal of Central Banking [View] (Paper: 14q2a1, 30.05.2014)

JEL: E31, E37, E52, E58

Risks to price stability, the zero lower bound and forward guidance: a real-time assessment

European Central Bank Working papers [View] (Paper: 1582, 27.08.2013)

Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area

European Central Bank Working papers [View] (Paper: 1571, 07.08.2013)

Predictive likelihood comparisons with DSGE and DSGE-VAR models

European Central Bank Working papers [View] (Paper: 1536, 23.04.2013)

JEL: C11, C32, C52, C53, E37

Forecasting with DSGE models,

European Central Bank Working papers [View] (Paper: 1185, 05.05.2010)

Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3

European Central Bank Working papers [View] (Paper: 0692, 18.11.2006)

JEL: C11, C15, C32, E41

Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs

Sveriges Riksbank Working Papers [View] (Paper: 156, 22.05.2004)

JEL: C11, C32, E52

Identifying the Effects of Monetary Policy Shocks in an Open Economy

Sveriges Riksbank Working Papers [View] (Paper: 134, 21.05.2004)

JEL: C32, E31, E52

Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs

European Central Bank Working papers [View] (Paper: 0296, 13.04.2004)

JEL: C32, E52

Papers by year: All | 2015 | 2014 | 2013 | 2010 | 2006 | 2004