Anders Rygh Swensen
Norwegian version of this page
Email
swensen@math.uio.no
Phone
+47 22855871
Room
814
Username
Visiting address
Moltke Moes vei 35
Niels Henrik Abels hus
0851 Oslo
Postal address
Postboks 1053 Blindern
0316 Oslo
Other affiliations
Bilagslønnede
Main interest
 Time Series
 Econometrics
Teaching
 STK3100/STK4100 Generalized linear models
 STK4060 Time Series
Publications

Swensen, Anders Rygh (2021). On causal and noncausal cointegrated vector autoregressive time series. Journal of Time Series Analysis. ISSN 01439782. doi: 10.1111/jtsa.12607.

Boug, Pål; Cappelen, Ådne; Jansen, Eilev S & Swensen, Anders Rygh (2020). The Consumption Euler Equation or the Keynesian Consumption Function? Oxford Bulletin of Economics and Statistics. ISSN 03059049. 83(1), p. 252–272. doi: 10.1111/obes.12394. Full text in Research Archive

Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2017). Inflation Dynamics in a Small Open Economy. The Scandinavian Journal of Economics. ISSN 03470520. 119(4), p. 1010–1039. doi: 10.1111/sjoe.12194.

Swensen, Anders Rygh (2014). Some exact and inexact linear rational expectation models in vector autoregressive models. Economics Letters. ISSN 01651765. 123(2), p. 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 01640704. 34(2), p. 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 19411928. 3(1). doi: 10.2202/19411928.1089.

Swensen, Anders Rygh (2011). A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables. Journal of Econometrics. ISSN 03044076. 165(2), p. 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 01651889. 34(5), p. 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 02776693. 29(4), p. 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 03783758. 138, p. 2738–2748. doi: 10.1016/j.jspi.2008.03.030.

Raknerud, Arvid; Skjerpen, Terje & Swensen, Anders Rygh (2007). A linear demand system within a seemingly unrelated time series equations framework. Empirical Economics. ISSN 03777332. 32. doi: 10.1007/s0018100600745.

Swensen, Anders Rygh (2006). Bootstrap algorithms for testing and determining the cointegration rank in VAR models. Econometrica. ISSN 00129682. 74, p. 1699–1714.

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 03777332. 31, p. 821–845.

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 13684221. 7, p. 389–397.

Swensen, Anders Rygh (2003). Bootstrapping unit root tests for integrated processes. Journal of Time Series Analysis. ISSN 01439782. 24(1), p. 99–126.

Swensen, Anders Rygh (2003). A note on the power of bootstrap unit root tests. Econometric Theory. ISSN 02664666. 19(1), p. 32–48.

Sexton, Joe & Swensen, Anders Rygh (2000). ECM algorithms that converge at the rate of EM. Biometrika. ISSN 00063444. 87(3), p. 651–662. Show summary

Johansen, Soeren & Swensen, Anders Rygh (1999). Testing exact rational expectations in cointegrated vector autoregressive models. Journal of Econometrics. ISSN 03044076. 93, p. 73–91. Show summary

Swensen, Anders Rygh (2007). Exact rational expectations and reduced rank vector autoregressive (VAR) models.

Swensen, Anders Rygh (2007). Spreads, reduced rank VARmodels and rational expectations.

Swensen, Anders Rygh (2005). Finite sample properties of a bootstrap procedure for estimation of rank in reduced rank VARmodels.

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.

Swensen, Anders Rygh (2002). A bootstrap algorithm for testing cointegration rank in VAR models. Show summary

Swensen, Anders Rygh (2002). More on restricted exact rational expectations in cointegrated vector autoregressive models.

Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2016). Modelling OPEC behaviour: Theory and evidence. Statistics Norway. Research Department.. ISSN 1892753X.

Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2011). The new Keynesian Phillips curve: Does it fit Norwegian data? Statistics Norway. Research Department.. ISSN 1892753X. Show summary

Johansen, Søren & Swensen, Anders Rygh (2007). Exact Rational Expectations, Cointegration, and Reduced Rank Regression. Økonomisk institutt, Københavns Universitet. 07(29). Show summary

Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2007). The New Keynesian Phillips Curve revisited. Statistisk sentralbyrå. ISSN 0803074X.

Raknerud, Arvid; Skjerpen, Terje & Swensen, Anders Rygh (2007). Forecasting key macroeconomic variables from a large number of predictors: A state space approach. Statistisk sentralbyrå. ISSN 0803074X.

Liu, Gang; Skjerpen, Terje; Swensen, Anders Rygh & Telle, Kjetil Elias (2006). Unit roots, Polynomial transformations and the environmental Kuznets curve. Statistics Norway. ISSN 0803074X.

Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2006). The New Keynesian Phillips curve for a small open economy. Statistics Norway. ISSN 0803074X.

Swensen, Anders Rygh (2003). A linear demand system within a seemingly unrelated time series equation framework. Statistics Norway.

Johansen, Søren & Swensen, Anders Rygh (2003). More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted drift terms. Matematisk institutt.

Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2000). Expectations in Export Price Formations Tests using Cointegrated VAR models. Statistisk Sentralbyraa.

Skjerpen, Terje & Swensen, Anders Rygh (2000). Testing for longrun homogeneity in the Linear Almost Ideal Demand System: An application on Norwegian quarterly data for nondurables. Statistisk Sentralbyraa.
Published Nov. 30, 2010 11:20 PM
 Last modified June 3, 2020 2:19 PM