Anders Rygh Swensen

Bilde av Anders Rygh Swensen
English version of this page
Telefon +47-22855871
Rom 813
Brukernavn
Besøksadresse Ullevål stadion Sognsveien 77 B 0855 OSLO
Postadresse Postboks 1053 Blindern 0316 OSLO
Andre tilknytninger Matematisk institutt

Main interest

  • Tidsrekker
  • Økonometri

 

Teaching

Emneord: Statistikk, Statistikk og biostatistikk

Publikasjoner

  • Swensen, Anders Rygh (2014). Some exact and inexact linear rational expectation models in vector autoregressive models. Economics Letters.  ISSN 0165-1765.  123(2), s 216- 219 . doi: 10.1016/j.econlet.2014.02.015
  • Nymoen, Ragnar; Swensen, Anders Rygh & Tveter, Eivind (2012). Interpreting the evidence for New Keynesian models of inflation dynamics. Journal of macroeconomics.  ISSN 0164-0704.  34(2), s 253- 263 . doi: 10.1016/j.jmacro.2012.01.008
  • Johansen, Søren & Swensen, Anders Rygh (2011). On a graphical technique for evaluating some rational expectations models. Journal of Time Series Econometrics.  ISSN 1941-1928.  3(1) . doi: 10.2202/1941-1928.1089
  • Swensen, Anders Rygh (2011). A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables. Journal of Econometrics.  ISSN 0304-4076.  165(2), s 152- 162 . doi: 10.1016/j.jeconom.2011.07.002
  • Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2010). The new Keynesian Phillips curve revisited. Journal of Economic Dynamics and Control.  ISSN 0165-1889.  34(5), s 858- 874 . doi: 10.1016/j.jedc.2010.01.001
  • Raknerud, Arvid; Skjerpen, Terje & Swensen, Anders Rygh (2010). Forecasting Key Macroeconomic Variables from a Large Number of Predictors: A State Space Approach. Journal of Forecasting.  ISSN 0277-6693.  29(4), s 367- 387 . doi: 10.1002/for.1131
  • Johansen, S & Swensen, Anders Rygh (2008). Exact rational expectations, cointegration, and reduced rank regression. Journal of Statistical Planning and Inference.  ISSN 0378-3758.  138, s 2738- 2748 . doi: 10.1016/j.jspi.2008.03.030
  • Raknerud, A; Skjerpen, T & Swensen, Anders Rygh (2007). A linear demand system within a seemingly unrelated time series equations framework. Empirical Economics.  ISSN 0377-7332.  32 . doi: 10.1007/s00181-006-0074-5
  • Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2006). Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods. Empirical Economics.  ISSN 0377-7332.  31, s 821- 845
  • Swensen, Anders Rygh (2006). Bootstrap algorithms for testing and determining the cointegration rank in VAR models. Econometrica.  ISSN 0012-9682.  74, s 1699- 1714
  • Johansen, Søren & Swensen, Anders Rygh (2004). More on testing exact rational expectations in cointegrated vector autoregressive models:Restricted constant and linear term. Econometrics Journal.  ISSN 1368-4221.  7, s 389- 397
  • Swensen, Anders Rygh (2003). A note on the power of bootstrap unit root tests. Econometric Theory.  ISSN 0266-4666.  19(1), s 32- 48
  • Swensen, Anders Rygh (2003). Bootstrapping unit root tests for integrated processes. Journal of Time Series Analysis.  ISSN 0143-9782.  24(1), s 99- 126
  • Sexton, Joe & Swensen, Anders Rygh (2000). ECM algorithms that converge at the rate of EM. Biometrika.  ISSN 0006-3444.  87(3), s 651- 662 Vis sammendrag
  • Johansen, Soeren & Swensen, Anders Rygh (1999). Testing exact rational expectations in cointegrated vector autoregressive models. Journal of Econometrics.  ISSN 0304-4076.  93, s 73- 91 Vis sammendrag

Se alle arbeider i Cristin

  • Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2007). The New Keynesian Phillips Curve revisited. Discussion Papers. 500.
  • Johansen, Søren & Swensen, Anders Rygh (2007). Exact Rational Expectations, Cointegration, and Reduced Rank Regression. Discussion Paper. 29. Vis sammendrag
  • Raknerud, Arvid; Skjerpen, Terje & Swensen, Anders Rygh (2007). Forecasting key macroeconomic variables from a large number of predictors: A state space approach. Discussion Papers. 504.
  • Swensen, Anders Rygh (2007). Exact rational expectations and reduced rank vector autoregressive (VAR) models.
  • Swensen, Anders Rygh (2007). Spreads, reduced rank VAR-models and rational expectations.
  • Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2006). The New Keynesian Phillips curve for a small open economy. Discussion Papers. 460.
  • Liu, Gang; Skjerpen, Terje; Swensen, Anders Rygh & Telle, Kjetil (2006). Unit roots, Polynomial transformations and the environmental Kuznets curve. Discussion Papers. 443.
  • Swensen, Anders Rygh (2005). Finite sample properties of a bootstrap procedure for estimation of rank in reduced rank VAR-models.
  • Swensen, Anders Rygh (2004). Bootstrap algorithms for testing and determining the cointegration rank in VAR models.
  • Swensen, Anders Rygh (2004). Bootstrap algorithms for testing and determining the cointegration rank in VAR models.
  • Johansen, Søren & Swensen, Anders Rygh (2003). More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted drift terms.
  • Swensen, Anders Rygh (2003). A linear demand system within a seemingly unrelated time series equation framework.
  • Swensen, Anders Rygh (2002). More on restricted exact rational expectations in cointegrated vector autoregressive models.
  • Swensen, Anders Rygh (2002). A bootstrap algorithm for testing cointegration rank in VAR models. Vis sammendrag
  • Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2000). Expectations in Export Price Formations Tests using Cointegrated VAR models. Discussion Paper. 283.
  • Skjerpen, Terje & Swensen, Anders Rygh (2000). Testing for long-run homogeneity in the Linear Almost Ideal Demand System: An application on Norwegian quarterly data for non-durables.

Se alle arbeider i Cristin

Publisert 13. nov. 2010 14:57 - Sist endret 20. des. 2016 16:52