Anonymity is part of the culture when it comes to refereeing papers submitted for possible publication in economics, econometrics, and statistics. Referees' names are typically "blinded", and some journals use a "double-blind" process, so that authors names are not know by the referees. Not all disciplines use this approach.
The double-blind approach is far from perfect, especially given how easy it often is to identify authors by locating a "working paper" version of their article through an internet search. In addition, referees often effectively "reveal" their identity by insisting that authors include references to the referee's own work.
Sometimes, though, referees expose themselves quite unwittingly. Here's a case in point.