15
H index
23
i10 index
1643
Citations
European Central Bank | 15 H index 23 i10 index 1643 Citations RESEARCH PRODUCTION: 12 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Warne. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Journal of Applied Econometrics | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Journal of Applied Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 12 |
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden) | 6 |
CFS Working Paper Series / Center for Financial Studies (CFS) | 2 |
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics | 2 |
Year ![]() | Title of citing document ![]() | |
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2024 | Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation. (2024). Aldaba, Fernando T ; Dacuycuy, Lawrence B. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202405. Full description at Econpapers || Download paper | |
2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper | |
2024 | The macroeconomic effects of reducing a central bank monetary policy portfolio: a model-based evaluation. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1472_24. Full description at Econpapers || Download paper | |
2025 | Business loan characteristics and inflation shocks transmission in the euro area. (2025). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1477_25. Full description at Econpapers || Download paper | |
2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper | |
2024 | Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2. Full description at Econpapers || Download paper | |
2024 | Survey Expectations, Adaptive Learning and Inflation Dynamics. (2024). Wouters, Raf ; Slobodyan, Sergey ; Rychalovska, Yuliya. In: CERGE-EI Working Papers. RePEc:cer:papers:wp781. Full description at Econpapers || Download paper | |
2024 | The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation. (2024). Ruiz, Jesus ; Puch, Luis Antonio. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758. Full description at Econpapers || Download paper | |
2024 | Whatever it takes to save the planet? Central banks and unconventional green policy. (2024). Nispi Landi, Valerio ; Ferrari, Alessandro. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:28:y:2024:i:2:p:299-324_2. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2024 | Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model. (2024). Priftis, Romanos ; DARRACQ PARIES, Matthieu ; Kornprobst, Antoine. In: Working Paper Series. RePEc:ecb:ecbwps:20242935. Full description at Econpapers || Download paper |
2025 | Fiscal and macroprudential policies during an energy crisis. (2025). Priftis, Romanos ; Schoenle, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20253032. Full description at Econpapers || Download paper | |
2024 | Carbon taxes and tariffs, financial frictions, and international spillovers. (2024). Kim, Giseong ; Carattini, Stefano ; Pommeret, Aude ; Melkadze, Givi. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002125. Full description at Econpapers || Download paper | |
2025 | Persistent slumps: Innovation and the credit channel of monetary policy. (2025). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002757. Full description at Econpapers || Download paper | |
2025 | Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets. (2025). Marques, Aurea Ponte ; Martn, Diego Vila ; Salleo, Carmelo ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002632. Full description at Econpapers || Download paper | |
2024 | Re-examining international spillovers: An Asian perspective. (2024). Magkonis, Georgios ; Rudkin, Simon ; Zhang, Shuonan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005732. Full description at Econpapers || Download paper | |
2024 | From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32. Full description at Econpapers || Download paper | |
2024 | G3MOD: A Multi-Country Global Forecasting Model. (2024). Baksa, Daniel ; Vehbi, Tugrul ; Miller, Iaroslav ; Karam, Philippe D. In: IMF Working Papers. RePEc:imf:imfwpa:2024/254. Full description at Econpapers || Download paper | |
2024 | Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach. (2024). Binning, Andrew. In: Treasury Working Paper Series. RePEc:nzt:nztwps:24/02. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2006 | Unemployment and Inflation Regimes In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
2000 | Unemployment and Inflation Regimes.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2000 | Unemployment and Inflation Regimes.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2002 | Growth, Saving, Financial Markets, and Markov Switching Regimes In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
1998 | Growth, Savings, Financial Markets and Markov Switching Regimes.(1998) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2003 | Is the demand for euro area M3 stable? In: Working Paper Series. [Full Text][Citation analysis] | paper | 138 |
2003 | Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
2003 | Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2006 | Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3 In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2008 | The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 614 |
2010 | Forecasting with DSGE models In: Working Paper Series. [Full Text][Citation analysis] | paper | 120 |
2013 | Predictive likelihood comparisons with DSGE and DSGE-VAR models In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2013 | Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2013 | Risks to price stability, the zero lower bound and forward guidance: a real-time assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 55 |
2014 | Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2013 | Risks to price stability, the zero lower bound and forward guidance: A real-time assessment.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2015 | Granger causality and regime inference in Bayesian Markov-Switching VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2018 | Euro area real-time density forecasting with financial or labor market frictions In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2019 | Euro area real-time density forecasting with financial or labor market frictions.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2018 | The 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. [Full Text][Citation analysis] | paper | 166 |
2020 | Density forecast combinations: the real-time dimension In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
1997 | Common trends and hysteresis in Scandinavian unemployment In: European Economic Review. [Full Text][Citation analysis] | article | 50 |
2014 | Professional forecasters and real-time forecasting with a DSGE model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
1993 | A Common Trends Model: Identification, Estimation and Inference. In: Stockholm - International Economic Studies. [Citation analysis] | paper | 89 |
1993 | Inference in Cointegrated VAR Systems. In: Stockholm - International Economic Studies. [Citation analysis] | paper | 0 |
2000 | Inference in Cointegrated VAR Systems.(2000) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1993 | Money-Income Causality and the Neutrality of Money. In: Stockholm - International Economic Studies. [Citation analysis] | paper | 3 |
1993 | Are Real Wages and Unemployment Related? In: Stockholm - International Economic Studies. [Citation analysis] | paper | 6 |
1994 | Are 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 | |
1994 | Common Trends and Hysteresis in Unemployment In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 1 |
1999 | A VAR Model for Monetary Policy Analysis in a Small Open Economy In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2000 | Causality and Regime Inference in a Markov Switching VAR In: Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
2002 | Identifying the Effects of Monetary Policy Shocks in an Open Economy In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2001 | Monetary policy analysis and inflation targeting in a small open economy: a VAR approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 38 |
1992 | Stochastic Trends and Economic Fluctuations in a Small Open Economy. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 96 |
1995 | Common Trends Analysis of Danish Unemployment In: Discussion Papers. [Citation analysis] | paper | 2 |
2007 | Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area In: MPRA Paper. [Full Text][Citation analysis] | paper | 31 |
2001 | The cause of Danish unemployment: Demand or supply shocks? In: Empirical Economics. [Full Text][Citation analysis] | article | 14 |
2017 | Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 22 |
2014 | Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2017 | Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
1996 | Causality in Nonlinear Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
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