BRUSSELS March 2, 2018 (Reuters) - President Vladimir Putin's warnings to NATO allies are "unacceptable" and do not help efforts to calm tensions, the alliance said on Friday, a day after the Russian leader announced an array of new nuclear weapons. "Russian statements threatening to target allies are unacceptable and counterproductive," NATO spokesperson Oana Lungescu said in a statement. "We do not want a new Cold War or a new arms race," she said, also adding that NATO's US-built missile defense system in Europe was not aimed at Russia. Russian President Vladimir Putin dismissed the notion that a “new Cold War” situation, after he unveiled at his annual state of the nation address earlier Thursday that Russia had created new nuclear-capable weapons. In her second-ever interview with the Russian leader, NBC anchor Megyn Kelly pressed Putin about the new weapons. She pointed out that some experts have suggested a new period of tense relations, not unlike the post-World War II era, has sprung between Russia and the US. “My point of view is that the individuals that have said that a new Cold War has started are not really analysts,” Putin told Kelly. “They do When asked about the prospect of a new arms race, Putin denied one exists but said that, if there was one, it began in 2002 when the U.S. pulled out of the 1972 Anti-Ballistic Missile Treaty which barred nationwide missile defenses. “If we are to speak of an arms race, then an arms race started precisely at that point,” he said. Earlier Thursday, Putin announced that Russia had created hypersonic nuclear weapons systems that could circumvent Western missile defenses. He claimed the weapons were needed because missile defense interceptors had expanded in the U.S., Europe, and Southeast Asia. He also showed a video that appeared to display images of nuclear missiles aimed for the U.S. In his interview with Kelly, Putin pushed back on claims from analysts who have suggested that tests of the nuclear-powered intercontinental ballistic missile have failed, which is why animations were shown on Thursday, rather than actual footage. "Every single weapons system that I have discussed today easily surpasses and avoids an anti-missile defense system," Putin told Kelly. He noted that "some of them still have to be fine-tuned and worked on. Others are already available to the troops and battle-ready."