We present a class of dynamical solutions for an intersecting D4-D8 brane system in ten-dimensional type IIA supergravity. The dynamical solutions reduces to a static warped AdS_6 x S^4 geometry in a certain spacetime region. We also consider lower-dimensional effective theories for the warped compactification of general p-brane system. It is found that an effective (p+1)-dimensional description is not possible in general due to the entanglement of the transverse coordinates and the (p+1)-dimensional coordinates in the metric components. Then we discuss cosmological solutions. We find a solution that behaves like a Kasner-type cosmological solution at $\tau\to\infty$, while it reduces to a warped static solution at $\tau\to0$, where $\tau$ is the cosmic time.