Anders Warne

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

13

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1,502

SSRN CITATIONS
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Top 8,598

in Total Papers Citations

50

CROSSREF CITATIONS

99

Scholarly Papers (13)

1.

The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis

ECB Working Paper No. 944
Number of pages: 124 Posted: 19 Oct 2008
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 487 (80,719)
Citation 17

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DSGE modelling, open-economy macroeconomics, Bayesian inference, forecasting, policy analysis, euro area

2.

Forecasting with DSGE Models

ECB Working Paper No. 1185
Number of pages: 54 Posted: 06 May 2010
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 275 (151,920)
Citation 1

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Bayesian Inference, DSGE Models, Euro Area, Forecasting, Open-Economy Macroeconomics, Vector Autoregression

3.

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

ECB Working Paper No. 1582
Number of pages: 47 Posted: 12 Sep 2013
Günter Coenen and Anders Warne
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 115 (322,001)
Citation 3

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monetary policy, deflation, zero lower bound, forward guidance, DSGE modeling, Euro area

4.

Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3

ECB Working Paper No. 692
Number of pages: 43 Posted: 01 Dec 2006
Anders Warne
European Central Bank (ECB)
Downloads 114 (324,045)

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Bayesian inference, cointegration, lag order, money demand, vector autoregression

5.

Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement

ECB Occasional Paper No. 2021267
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Bank of Italy, Bank of Finland - Research, Central Bank of Cyprus, European Central Bank (ECB) - Directorate General Research, Banque de France, National Bank of Belgium, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank, European Central BankECB, Bank of Italy, Bank of Italy, Bank of Finland, Bank of Slovenia, De Nederlandsche Bank - Research Department, National Bank of Belgium, European Central Bank (ECB), Banque de France, Bank of Finland, European Central Bank (ECB), Bank of Finland - Research, Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Banco de España, European Central Bank (ECB), Bank of Portugal and Université Paris I Panthéon-Sorbonne
Downloads 93 (370,720)

Abstract:

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central banking., econometric modelling, forecasting and simulation, monetary policy

6.

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

ECB Working Paper No. 2200
Number of pages: 136 Posted: 20 Nov 2018
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 93 (370,720)
Citation 12

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DSGE modelling, Bayesian inference, financial frictions, forecasting, policy analysis, euro area

7.

Employment and the Conduct of Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/275
Number of pages: 149 Posted: 23 Sep 2021 Last Revised: 28 Jan 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of Latvia, Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Deutsche Bundesbank, KU Leuven, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Národná banka Slovenska, University of St. Gallen, European Central BankECB, European Central Bank (ECB), Bank of Italy, Banque de France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), Banque de France, Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB), Bank of Portugal, Banco de España, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB)CEPR, Bank of Italy, Banco de España, Bank of Finland - Research, National Bank of Belgium, University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banco de España, Bank of Portugal, Bank of Finland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Université Paris I Panthéon-Sorbonne and Bank of Portugal
Downloads 78 (411,683)

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Employment, inequality, monetary policy

8.

Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models

ECB Working Paper No. 1536
Number of pages: 59 Posted: 11 May 2013
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 62 (464,848)
Citation 1

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Bayesian inference, forecasting, Kalman filter, missing data, Monte Carlo integration

9.

Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models

CFS Working Paper, No. 478
Number of pages: 27 Posted: 10 Oct 2014
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 60 (472,374)
Citation 11

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Bayesian inference, density forecasting, Kalman filter, missing data, Monte Carlo integration, predictive likelihood

10.

Professional Forecasters and the Real-time Forecasting Performance of an Estimated New Keynesian Model for the Euro Area

ECB Working Paper No. 1571
Number of pages: 30 Posted: 12 Aug 2013
Frank Smets, Anders Warne and Rafael Wouters
European Central Bank (ECB), European Central Bank (ECB) and National Bank of Belgium
Downloads 47 (525,977)
Citation 2

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Bayesian methods, DSGE model, real-time database, Survey of Professional Forecasters, macroeconomic forecasting, estimated New Keynesian model, euro area

11.

Granger Causality and Regime Inference in Bayesian Markov-Switching VARs

ECB Working Paper No. 1794
Number of pages: 52 Posted: 23 Jun 2015
European University Institute, European Central Bank (ECB) and University of Melbourne - Department of Economics
Downloads 45 (535,141)
Citation 2

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Bayesian hypothesis testing; block Metropolis-Hastings sampling; Markov-switching models; mixture models; posterior odds ratio

12.

Density Forecast Combinations: The Real-Time Dimension

Number of pages: 119 Posted: 25 Feb 2020
Peter McAdam and Anders Warne
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 25 (647,402)

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Bayesian inference, euro area, forecast comparisons, model averaging, prediction pools, predictive likelihood

13.

Euro Area Real-Time Density Forecasting with Financial or Labor Market Frictions

ECB Working Paper No. 2140, ISBN: 978-92-899-3245-5
Number of pages: 101 Posted: 18 Apr 2018
Peter McAdam and Anders Warne
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8 (783,966)
Citation 1

Abstract:

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Bayesian inference, DSGE models, forecast comparison, inflation, output, predictive likelihood