Anders Rygh Swensen

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Phone +47 22855871
Room 814
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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

 

 

Tags: Statistics, Statistics and biostatistics

Publications

  • Swensen, Anders Rygh (2021). On causal and non-causal cointegrated vector autoregressive time series. Journal of Time Series Analysis. ISSN 0143-9782. 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 0305-9049. 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 0347-0520. 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 0165-1765. 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 0164-0704. 34(2), p. 253–263. doi: 10.1016/j.jmacro.2012.01.008.
  • 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), p. 152–162. doi: 10.1016/j.jeconom.2011.07.002.
  • 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.
  • 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), 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 0277-6693. 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 0378-3758. 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 0377-7332. 32. doi: 10.1007/s00181-006-0074-5.
  • Swensen, Anders Rygh (2006). Bootstrap algorithms for testing and determining the cointegration rank in VAR models. Econometrica. ISSN 0012-9682. 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 0377-7332. 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 1368-4221. 7, p. 389–397.
  • Swensen, Anders Rygh (2003). Bootstrapping unit root tests for integrated processes. Journal of Time Series Analysis. ISSN 0143-9782. 24(1), p. 99–126.
  • Swensen, Anders Rygh (2003). A note on the power of bootstrap unit root tests. Econometric Theory. ISSN 0266-4666. 19(1), p. 32–48.
  • Sexton, Joe & Swensen, Anders Rygh (2000). ECM algorithms that converge at the rate of EM. Biometrika. ISSN 0006-3444. 87(3), p. 651–662.
  • Johansen, Soeren & Swensen, Anders Rygh (1999). Testing exact rational expectations in cointegrated vector autoregressive models. Journal of Econometrics. ISSN 0304-4076. 93, p. 73–91.

View all works in Cristin

  • 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.
  • 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.
  • Swensen, Anders Rygh (2002). A bootstrap algorithm for testing cointegration rank in VAR models.
  • 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 1892-753X.
  • Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2011). The new Keynesian Phillips curve: Does it fit Norwegian data? Statistics Norway. Research Department.. ISSN 1892-753X.
  • Johansen, Søren & Swensen, Anders Rygh (2007). Exact Rational Expectations, Cointegration, and Reduced Rank Regression. Økonomisk institutt, Københavns Universitet. 07(29).
  • 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 0803-074X.
  • Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2007). The New Keynesian Phillips Curve revisited. Statistisk sentralbyrå. ISSN 0803-074X.
  • Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2006). The New Keynesian Phillips curve for a small open economy. Statistics Norway. ISSN 0803-074X.
  • Liu, Gang; Skjerpen, Terje; Swensen, Anders Rygh & Telle, Kjetil Elias (2006). Unit roots, Polynomial transformations and the environmental Kuznets curve. Statistics Norway. ISSN 0803-074X.
  • Johansen, Søren & Swensen, Anders Rygh (2003). More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted drift terms. Matematisk institutt.
  • 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. Statistisk Sentralbyraa.
  • Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2000). Expectations in Export Price Formations Tests using Cointegrated VAR models. Statistisk Sentralbyraa.

View all works in Cristin

Published Nov. 30, 2010 11:20 PM - Last modified June 3, 2020 2:19 PM

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