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
Main interest
- Time Series
- Econometrics
Teaching
- STK3100/STK4100 Generalized linear models
- STK4060 Time Series
Publications
- 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. . doi: 10.1111/obes.12394
- 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), s 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), 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, 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
- 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 Show summary
- 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 Show summary
- Boug, Pål; Cappelen, Ådne; Jansen, Eilev S & Swensen, Anders Rygh (2019). The consumption Euler equation or the Keynesian consumption function?. Discussion papers. ISSN 1892-753X. (No. 904) Show summary
- Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2016). Modelling OPEC behaviour: Theory and evidence. Discussion papers. No. 843.
- Boug, Pål; Cappelen, Ådne & Swensen, Anders Rygh (2011). The new Keynesian Phillips curve: Does it fit Norwegian data?. Discussion papers. No. 652. Show summary
- Boug, Pål; Cappelen, Aadne & Swensen, Anders Rygh (2007). The New Keynesian Phillips Curve revisited. Discussion Papers. 500.
- 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.
- Johansen, Søren & Swensen, Anders Rygh (2007). Exact Rational Expectations, Cointegration, and Reduced Rank Regression. Discussion Paper. 29. Show summary
- 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 Elias (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. Show summary
- 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.
Published Nov. 30, 2010 11:20 PM
- Last modified June 3, 2020 2:19 PM