Anders Warne : Citation Profile


Are you Anders Warne?

European Central Bank

15

H index

21

i10 index

1571

Citations

RESEARCH PRODUCTION:

12

Articles

30

Papers

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 56
   Journals where Anders Warne has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 21 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa126
   Updated: 2024-01-16    RAS profile: 2020-04-22    
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Relations with other researchers


Works with:

McAdam, Peter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Warne.

Is cited by:

Pisani, Massimiliano (60)

Coenen, Günter (42)

Notarpietro, Alessandro (34)

Paccagnini, Alessia (28)

Smets, Frank (28)

Montes-Galdón, Carlos (27)

Brzoza-Brzezina, Michal (25)

Gomes, Sandra (25)

Kolasa, Marcin (25)

Österholm, Pär (25)

Lozej, Matija (23)

Cites to:

Smets, Frank (82)

Wouters, Raf (78)

Coenen, Günter (51)

Schorfheide, Frank (33)

Giannone, Domenico (24)

Del Negro, Marco (23)

Villani, Mattias (23)

Galí, Jordi (23)

Geweke, John (22)

Zha, Tao (21)

Henry, Jerome (18)

Main data


Where Anders Warne has published?


Journals with more than one article published# docs
International Journal of Forecasting2
Journal of Applied Econometrics2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank12
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)6
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Anders Warne (2024 and 2023)


YearTitle of citing document
2023The Reversal Interest Rate. (2023). Brunnermeier, Markus ; Koby, Yann ; Abadi, Joseph. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:8:p:2084-2120.

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2023Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578.

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2023Non?standard monetary policy measures in non?normal times. (2023). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:19-35.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/23.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2023Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_008.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021. (2023). Ristiniemi, Annukka ; DARRACQ PARIES, Matthieu ; Montes-Galdon, Carlos ; Motto, Roberto ; Zimic, Sreko ; Guilhem, Arthur Saint. In: Economic Bulletin Boxes. RePEc:ecb:ecbbox:2023:0003:6.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Working Paper Series. RePEc:ecb:ecbwps:20232769.

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2023Toward a green economy: the role of central bank’s asset purchases. (2023). Landi, Valerio Nispi ; Ferrari, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20232779.

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2023Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788.

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2023Fiscal policy in the semi-structural model ECB-BASE. (2023). Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20232802.

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2023CBDC and business cycle dynamics in a New Monetarist New Keynesian model. (2023). Assenmacher, Katrin ; Ristiniemi, Annukka ; Bitter, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20232811.

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2023Macroeconomic effects of carbon transition policies: an assessment based on the ECB’s New Area-Wide Model with a disaggregated energy sector. (2023). Priftis, Romanos ; Lozej, Matija ; Coenen, Günter. In: Working Paper Series. RePEc:ecb:ecbwps:20232819.

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2023Macroeconomic stabilisation properties of a euro area unemployment insurance scheme. (2023). Hauptmeier, Sebastian ; Attinasi, Maria Grazia ; Kaufmann, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001045.

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2023Asset purchases, limited asset markets participation and inequality. (2023). Tsiaras, Stylianos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001276.

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2023Fiscal stimulus in liquidity traps: Conventional or unconventional policies?. (2023). Linde, Jesper ; Lemoine, Matthieu. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002045.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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2023Macrofinancial Dynamics in a Monetary Union. (2023). Monteiro, Daniel. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:188.

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2023A Structural Approach to Combining External and DSGE Model Forecasts. (2023). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:96271.

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2023Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421.

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2023Countering Appreciation Pressure with Unconventional Monetary Policy: The Role of Financial Frictions. (2023). Leutert, Jessica ; Aregger, Nicole. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:7.

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2023The Macroeconomic Returns of Investment in Resilience to Natural Disasters under Climate Change: A DSGE Approach. (2023). Gonzalez, Andres ; Guerson, Alejandro D ; Corugedo, Emilio Fernandez. In: IMF Working Papers. RePEc:imf:imfwpa:2023/138.

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2023Inflation Dynamics in Bulgaria: The Role of Policies. (2023). Takizawa, Hajime ; Vassileva, Iglika. In: IMF Working Papers. RePEc:imf:imfwpa:2023/212.

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2023Stranded Capital in Production Networks: Implications for the Economy of the Euro Area. (2023). Kantur, Zeynep ; Gruning, Patrick. In: Working Papers. RePEc:ltv:wpaper:202306.

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2023Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433.

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2023BEMGIE: Belgian Economy in a Macro General and International Equilibrium model. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Gregory ; Mogstad, Magne. In: Working Paper Research. RePEc:nbb:reswpp:202303-435.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Working Papers. RePEc:ptu:wpaper:w202301.

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2023Persistent Slumps: Innovation and the Credit Channel of Monetary Policy. (2023). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: Working Papers. RePEc:ris:msuecw:2023_003.

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2023The optimal quantity of CBDC in a bank-based economy. (2023). Burlon, Lorenzo ; Smets, Frank ; Muoz, Manuel A ; Montes-Galdon, Carlos. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1063.

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2023Fundamental and bubble spillovers in stock markets: a common trend approach. (2023). Sethu, Raja S ; Hafsal, K. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00437-0.

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2023Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions. (2023). Tsiaras, Stylianos ; Pearlman, Joseph ; Mirfatah, Maryam ; Levine, Paul. In: School of Economics Discussion Papers. RePEc:sur:surrec:1323.

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2023Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.

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2023Flexible Contracts as Business Cycle Stabilizers. (2023). Carreo, Jose Gabo. In: Discussion Paper. RePEc:tiu:tiucen:23d8d475-43ac-4924-bb8e-675453d4bf83.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2023Effects of State?Dependent Forward Guidance, Large?Scale Asset Purchases, and Fiscal Stimulus in a Low?Interest?Rate Environment. (2023). Coenen, Günter ; Smets, Frank ; Montesgaldon, Carlos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:825-858.

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2023Transition risk uncertainty and robust optimal monetary policy. (2023). Le, Anh H ; Duck, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:187.

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2023Climate change and carbon policy: A story of optimal green macroprudential and capital flow management. (2023). Le, Anh H. In: IMFS Working Paper Series. RePEc:zbw:imfswp:191.

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Works by Anders Warne:


YearTitleTypeCited
2006Unemployment and Inflation Regimes In: Studies in Nonlinear Dynamics & Econometrics.
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article11
2000Unemployment and Inflation Regimes.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has nother version. Agregated cites: 11
paper
2000Unemployment and Inflation Regimes.(2000) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11
paper
2002Growth, Saving, Financial Markets, and Markov Switching Regimes In: Studies in Nonlinear Dynamics & Econometrics.
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article9
1998Growth, Savings, Financial Markets and Markov Switching Regimes.(1998) In: Working Paper Series.
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This paper has nother version. Agregated cites: 9
paper
2003Is the demand for euro area M3 stable? In: Working Paper Series.
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paper138
2003Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs In: Working Paper Series.
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paper33
2003Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 33
paper
2006Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3 In: Working Paper Series.
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paper11
2008The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis In: Working Paper Series.
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paper590
2010Forecasting with DSGE models In: Working Paper Series.
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paper115
2013Predictive likelihood comparisons with DSGE and DSGE-VAR models In: Working Paper Series.
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paper17
2013Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area In: Working Paper Series.
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paper10
2013Risks to price stability, the zero lower bound and forward guidance: a real-time assessment In: Working Paper Series.
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paper56
2014Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment.(2014) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 56
article
2013Risks to price stability, the zero lower bound and forward guidance: A real-time assessment.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 56
paper
2015Granger causality and regime inference in Bayesian Markov-Switching VARs In: Working Paper Series.
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paper5
2018Euro area real-time density forecasting with financial or labor market frictions In: Working Paper Series.
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paper9
2019Euro area real-time density forecasting with financial or labor market frictions.(2019) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 9
article
2018The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector In: Working Paper Series.
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paper129
2020Density forecast combinations: the real-time dimension In: Working Paper Series.
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paper1
1997Common trends and hysteresis in Scandinavian unemployment In: European Economic Review.
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article49
2014Professional forecasters and real-time forecasting with a DSGE model In: International Journal of Forecasting.
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article25
1993A Common Trends Model: Identification, Estimation and Inference. In: Stockholm - International Economic Studies.
[Citation analysis]
paper90
1993Inference in Cointegrated VAR Systems. In: Stockholm - International Economic Studies.
[Citation analysis]
paper0
2000Inference in Cointegrated VAR Systems.(2000) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 0
article
1993Money-Income Causality and the Neutrality of Money. In: Stockholm - International Economic Studies.
[Citation analysis]
paper3
1993Are Real Wages and Unemployment Related? In: Stockholm - International Economic Studies.
[Citation analysis]
paper6
1994Are Real Wages and Unemployment Related?.(1994) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1994Common Trends and Hysteresis in Unemployment In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
paper1
1999A VAR Model for Monetary Policy Analysis in a Small Open Economy In: Working Paper Series.
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paper11
2000Causality and Regime Inference in a Markov Switching VAR In: Working Paper Series.
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paper29
2002Identifying the Effects of Monetary Policy Shocks in an Open Economy In: Working Paper Series.
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paper14
2001Monetary policy analysis and inflation targeting in a small open economy: a VAR approach In: Journal of Applied Econometrics.
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article37
1992Stochastic Trends and Economic Fluctuations in a Small Open Economy. In: Journal of Applied Econometrics.
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article97
1995Common Trends Analysis of Danish Unemployment In: Discussion Papers.
[Citation analysis]
paper2
2007Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area In: MPRA Paper.
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paper31
2001The cause of Danish unemployment: Demand or supply shocks? In: Empirical Economics.
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article14
2017Marginalized Predictive Likelihood Comparisons of Linear Gaussian State?Space Models with Applications to DSGE, DSGE?VAR, and VAR Models In: Journal of Applied Econometrics.
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article19
2014Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models.(2014) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 19
paper
2017Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods In: Journal of Applied Econometrics.
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article8
1996Causality in Nonlinear Models In: SFB 373 Discussion Papers.
[Citation analysis]
paper1

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