Anders Warne
Biographic Data
| ID | 5737711 |
|---|---|
| NAME | Anders Warne |
| GIVEN NAMES | Anders |
| FAMILY NAME | Warne |
| SIGNATURE | WARNE A |
| AFFILIATIONS | Stockholm University |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1997 |
| LATEST PUBLICATION YEAR | 1998 |
| H-INDEX | 0 |
Are Real Wages and Unemployment Related
In this paper we propose an alternative method for investigating the sources behind the behaviour of real wages and unemployment. The model we study is a certain cointegrated VAR, a so‐called common trends model, which has become increasingly popular in the empirical growth/business cycle literature. This model leads us to emphasize the distinction between long‐run and short‐run relations. Using quarterly Swedish data (1965–90), we find only weak…
Inference in Cointegrated VAR Systems
This note examines the asymptotic properties of the Wald statistic in vector autoregressions (VAR) that may have unit roots. Within this framework we extend the theoretical results to nonlinear restrictions. As an example we study constraints derived from linear(ized) rational expectations models focusing on the expectations hypothesis using U.S. term structure data. For such cross-equation restrictions the statistic has a nonstandard distributio…
No prominent works on this page.
Inference in Cointegrated VAR Systems
This note examines the asymptotic properties of the Wald statistic in vector autoregressions (VAR) that may have unit roots. Within this framework we extend the theoretical results to nonlinear restrictions. As an example we study constraints derived from linear(ized) rational expectations models focusing on the expectations hypothesis using U.S. term structure data. For such cross-equation restrictions the statistic has a nonstandard distributio…
Are Real Wages and Unemployment Related
In this paper we propose an alternative method for investigating the sources behind the behaviour of real wages and unemployment. The model we study is a certain cointegrated VAR, a so‐called common trends model, which has become increasingly popular in the empirical growth/business cycle literature. This model leads us to emphasize the distinction between long‐run and short‐run relations. Using quarterly Swedish data (1965–90), we find only weak…
Cointegration (2 works) · Computer Science (2 works) · Econometrics (2 works) · Monetary Policy and Economic Impact (2 works) · Applied Mathematics (1 work) · Applied Mathematics (1 work) · Business cycle (1 work) · Complex Systems and Time Series Analysis (1 work) · Economic theories and models (1 work) · Economic Theory and Policy (1 work)