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Anders Rygh Swensen · Study

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Anders Rygh Swensen

15 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0003-4818-4403

h-index14

i1015

Citations478

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Most cited in this library

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models2006 · 107 citations
Testing exact rational expectations in cointegrated vector autoregressive models1999 · 69 citations
Bootstrapping unit root tests for integrated processes2003 · 48 citations
More on testing exact rational expectations in cointegrated vector autoregressive models: Resticted drift terms2003 · 42 citations
Expectations in export price formation tests using cointegrated VAR models2000 · 35 citations

Works

15 shown

The Consumption Euler Equation or the Keynesian Consumption Function?*

Oxford Bulletin of Economics and Statistics·2020·4 authors·Open access

13citations

Interpreting the evidence for New Keynesian models of inflation dynamics

Journal of Macroeconomics·2012·3 authors

15citations

The new Keynesian Phillips curve revisited

Journal of Economic Dynamics and Control·2010·3 authors

22citations

Corrigendum to ''Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models''

Econometrica·2009·1 author·other·Open access

15citations

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models

Econometrica·2006·1 author·Open access

107citations

Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods

Empirical Economics·

2006

·3 authors

21citations

The New Keynesian Phillips Curve for a small open economy

RePEc: Research Papers in Economics·2006·3 authors·preprint·Open access

19citations

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Econometrics Journal·2004·2 authors·Open access

24citations

More on testing exact rational expectations in cointegrated vector autoregressive models: Resticted drift terms

NORA - Norwegian Open Research Archives·2003·2 authors·report·Open access

42citations

A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS

Econometric Theory·2003·1 author

15citations

Bootstrapping unit root tests for integrated processes

Journal of Time Series Analysis·2003·1 author

48citations

Expectations in export price formation tests using cointegrated VAR models

RePEc: Research Papers in Economics·2000·3 authors·preprint·Open access

35citations

Testing exact rational expectations in cointegrated vector autoregressive models

Journal of Econometrics·1999·2 authors

69citations

Testing Rational Expectations in Vector Autoregressive Models

RePEc: Research Papers in Economics·1994·2 authors·preprint·Open access

19citations

On a GI/M/c Queue with Bounded Waiting Times

Operations Research·1986·1 author

14citations