Printed from https://ideas.repec.org/s/bno/worpap.html
Content
Undated material is presented at the end, although it may be more recent than other items
2023
- 2023/10 An anatomy of monopsony : Search frictions, amenities and bargaining in concentrated markets
by David Berger & Kyle Herkenhoff & Andreas R. Kostol & Simon Mongey - 2023/9 Monitoring multicountry macroeconomic risk
by Dimitris Korobilis & Maximilian Schröder - 2023/8 The Norwegian overnight interbank market during the Covid pandemic
by Q. Farooq Akram & Jon H. Findreng & Lyndsie Smith - 2023/7 Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
by Sven Klingler & Olav Syrstad - 2023/6 Trade conflicts and credit supply spillovers : Evidence from the Nobel Peace Prize trade shock
by Jin Cao & Valeriya Dinger & Ragnar E. Juelsrud & Karolis Liaudinskas - 2023/5 The Investment Channel of Monetary Policy : Evidence from Norway
by Jin Cao & Torje Hegna & Martin B. Holm & Ragnar Juelsrud & Tobias König & Mikkel Riiser - 2023/4 Where do they care? : The ECB in the media and inflation expectations
by Vegard Høghaug Larsen & Nicolò Maffei-Faccioli & Laura Pagenhardt - 2023/3 The impact of financial shocks on the forecast distribution of output and inflation
by Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala - 2023/1 Downward nominal house price rigidity: Evidence from three centuries of data on housing transactions
by Solveig K. Erlandsen & Ragnar Enger Juelsrud
2022
- 2022/11 Monetary policy when export revenues drop
by Drago Bergholt & Øistein Røisland & Tommy Sveen & Ragnar Torvik - 2022/10 The Price Responsiveness of Shale Producers: Evidence from Micro Data
by Knut Are Aastveit & Hilde C. Bjørnland & Thomas S. Gundersen - 2022/9 Dividend Signaling and Bank Payouts in the Great Financial Crisis
by Ragnar E. Juelsrud & Plamen T. Nenov - 2022/8 Bad News, Good News: Coverage and Response Asymmetries
by Luca Gambetti & Nicolò Maffei-Faccioli & Sarah Zoi - 2022/7 A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
by Ida Nervik Hjelseth & Arvid Raknerud & Bjørn H. Vatne - 2022/6 Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders
by Karolis Liaudinskas - 2022/5 Aggregate density forecast of models using disaggregate data - A copula approach
by Kenneth Sæterhagen Paulsen & Tuva Marie Fastbø & Tobias Ingebrigtsen - 2022/4 Explaining Deviations from Okun’s Law
by Claudia Foroni & Francesco Furlanetto - 2022/3 Nonlinear transmission of financial shocks: Some new evidence
by Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala - 2022/2 Foreign banks and the doom loop
by Ugo Albertazzi & Jacopo Cimadomo & Nicolò Maffei-Faccioli - 2022/1 Identifying the depreciation rate of durables from marginal spending responses
by Jin Cao & Chao Cui & Valeriya Dinger & Martin B. Holm & Shulong Kang
2021
- 2021/18 Symbolic Stationarization of Dynamic Equilibrium Models
by Fabio Canova & Kenneth Sæterhagen Paulsen - 2021/17 The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve
by Guido Ascari & Luca Fosso - 2021/16 Disclosing the Undisclosed: Commercial Paper As Hidden Liquidity Suffers
by Sven Klingler & Olav Syrstad - 2021/15 Executive Labor Market Frictions, Corporate Bankruptcy and CEO Careers
by Morten Grindaker & Andreas R. Kostøl & Kasper Roszbach - 2021/14 Household Leverage and Labor Market Outcomes : Evidence from a Macroprudential Mortgage Restriction
by Gazi Kabaş & Kasper Roszbach - 2021/12 Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rate
by Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hondula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima - 2021/11 Leaning against persistent financial cycles with occasional crises
by Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir - 2021/10 Peer effects and debt accumulation: Evidence from lottery winnings
by Magnus A. H. Gulbrandsen - 2021/9 Identifying the sources of the slowdown in growth: Demand vs. supply
by Nicolò Maffei-Faccioli - 2021/8 Asset purchases as a remedy for the original sin redux
by Yasin Mimir & Enes Sunel - 2021/6 Covered bonds and bank portfolio rebalancing
by Jin Cao & Ragnar E. Juelsrud & Talina Sondershaus - 2021/5 How does monetary policy affect household indebtedness?
by Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin B. Holm & Gisle J. Natvik - 2021/4 Estimating firms’ bank-switching costs
by Karolis Liaudinskas & Kristina GrigaitÄ— - 2021/3 Quantifying time-varying forecast uncertainty and risk for the real price of oil
by Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk - 2021/2 Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway
by Jon H. Findreng - 2021/1 The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis
by Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita
2020
- 2020/18 Climate risk and commodity currencies
by Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud - 2020/17 Nowcasting Norwegian household consumption with debit card transaction data
by Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen - 2020/16 Price-setting in the foreign exchange swap market: Evidence from order flow
by Olav Syrstad & Ganesh Viswanath-Natraj - 2020/15 Granular credit risk
by Sigurd Galaasen & Rustam Jamilov & Hélène Rey & Ragnar Juelsrud - 2020/14 News media vs. FRED-MD for macroeconomic forecasting
by Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud - 2020/13 Estimating hysteresis effects
by Francesco Furlanetto & Ørjan Robstad & Pål Ulvedal & Antoine Lepetit - 2020/12 Opacity and risk-taking: Evidence from Norway
by Jin Cao & Ragnar E. Juelsrud - 2020/11 Covered Interest Parity in long-dated securities
by Olav Syrstad - 2020/10 Multiple credit constraints and timevarying macroeconomic dynamics
by Ingholt, Marcus Mølbak - 2020/9 Countercyclical capital requirement reductions, state dependence and macroeconomic outcomes
by Elif C. Arbatli-Saxegaard & Ragnar E. Juelsrud - 2020/8 The interaction between macroprudential and monetary policies: The cases of Norway and Sweden
by Jin Cao & Valeriya Dinger & Anna Grodecka-Messi & Ragnar Juelsrud & Xin Zhang - 2020/7 Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity
by Francesco Furlanetto & Kåre Hagelund & Frank Hansen & Ørjan Robstad - 2020/6 Mortgage regulation and financial vulnerability at the household level
by Knut Are Aastveit & Ragnar Enger Juelsrud & Ella Getz Wold - 2020/5 Inflation expectations and the pass-through of oil prices
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross - 2020/3 Bonds, currencies and expectational errors
by Granziera, Eleonora & Sihvonen, Markus - 2020/2 Location, location, location! - A quality-adjusted rent index for the Oslo office market
by Anundsen, André K. & Hagen, Marius - 2020/1 How broadband internet affects labor market matching
by Bhuller, Manudeep & Kostøl, Andreas R. & Vigtel, Trond C.
2019
- 2019/22 Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model
by Binning, Andrew & Bjørnland, Hilde C. & Maih, Junior - 2019/21 State dependence of monetary policy across business, credit and interest rate cycles
by Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah - 2019/20 The macroeconomic effects of forward communication
by Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong - 2019/19 Narrative monetary policy surprises and the media
by ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders - 2019/18 The decline of the labor share: new empirical evidence
by Drago, Bergholt & Furlanetto, Francesco & Faccioli, Nicolò Maffei - 2019/17 The Saving and Employment Effects of Higher Job Loss Risk
by Juelsrud, Ragnar E. & Wold, Ella Getz - 2019/16 Does Publication of Interest Rate Paths Provide Guidance?
by Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav - 2019/15 Oil price drivers, geopolitical uncertainty and oil exporters’ currencies
by Akram, Q. Farooq - 2019/14 The shale oil boom and the U.S. economy: Spillovers and time-varying effects
by Hilde C. Bjørnland & Julia Zhulanova - 2019/13 Burying Libor
by Sven Klingler & Olav Syrstad - 2019/12 Partially Censored Posterior for robust and efficient risk evaluation
by Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk - 2019/11 Liquidity at risk: Joint stress testing of solvency and liquidity
by Rama Cont & Artur Kotlicki & Laura Valderrama - 2019/10 Computing the distribution: Adaptive finite volume methods for economic models with heterogeneous agents
by SeHyoun Ahn - 2020/4 Expectations switching in a DSGE model of the UK
by Anette Borge & Gunnar Bårdsen & Junior Maih - 2019/9 Collateral damaged? Priority structure, credit supply, and firm performance
by Geraldo Cerqueiro & Steven Ongena & Kasper Roszbach - 2019/8 Changing supply elasticities and regional housing booms
by Knut Are Aastveit & Bruno Albuquerque & André Anundsen - 2019/7 Forecast density combinations with dynamic learning for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - 2019/6 Microstructure of foreign exchange markets
by Martin D.D. Evans & Dagfinn Rime - 2019/5 News-driven inflation expectations and information rigidities
by Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova - 2019/4 Negative nominal interest rates and the bank lending channel
by Gauti B. Eggertsson & Ragnar E. Juelsrud & Lawrence H. Summers & Ella Getz Wold - 2019/3 Fertility Cost, Intergenerational Labor Division, and Female Employment
by Haiyue Yu & Jin Cao & Shulong Kang - 2019/2 Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
by Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West - 2019/1 “Leaning against the wind”, macroprudential policy and the financial cycle
by Thore Kockerols & Christoffer Kok
2018
- 2018/11 Forbearance Patterns in the Post-Crisis Period
by Katharina Bergant & Thore Kockerols - 2018/10 Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
by Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk - 2018/9 ECB spillovers and domestic monetary policy effectiveness in small open economies
by Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell - 2018/8 Identification of interbank loans and interest rates from interbank payments – A reliability assessment
by Q. Farooq Akram & Mats B. Fevolden & Lyndsie H. Smith - 2018/7 Technology and the Two Margins of Labor Adjustment: A New Keynesian Perspective
by Francesco Furlanetto & Tommy Sveen & Lutz Weinke - 2018/6 Criteria for “good” justifications
by Jan Fredrik Qvigstad & Tore Schei - 2018/4 Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?
by Jin Cao & Valeriya Dinger - 2018/3 Business cycle narratives
by Vegard H. Larsen & Leif Anders Thorsrud - 2018/2 The global financial cycle, bank capital flows and monetary policy. Evidence from Norway
by Ragna Alstadheim & Christine Blandhol - 2018/1 Dutch disease dynamics reconsidered
by Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik
2017
- 2017/25 Asymmetric effects of monetary policy in regional housing markets
by Knut Are Aastveit & André K. Anundsen - 2017/24 Residential investment and recession predictability
by Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad - 2017/23 Modelling Occasionally Binding Constraints Using Regime-Switching
by Andrew Binning & Junior Maih - 2017/22 Heterogeneous beliefs and asset price dynamics: a survey of recent evidence
by Saskia ter Ellen & Willem F.C. Verschoor - 2017/21 Financial imbalances, crisis probability and monetary policy in Norway
by Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen - 2017/20 Pension reform disabled
by Sigurd Mølster Galaasen - 2017/19 Getting a foot on the housing ladder: The role of parents in giving a leg-up
by Elin Halvorsen & Kjersti-Gro Lindquist - 2017/18 On the Interplay between Monetary Policy and Macroprudential Policy: A Simple Analytical Framework
by Øistein Røisland - 2017/17 Asset returns, news topics, and media effects
by Vegard H. Larsen & Leif Anders Thorsrud - 2017/16 Disability benefits, consumption insurance, and household labor supply
by David Autor & Andreas Ravndal Kostøl & Magne Mogstad & Bradley Setzler - 2017/15 Segmented money markets and covered interest parity arbitrage
by Dagfinn Rime & Andreas Schrimpf & Olav Syrstad - 2017/14 Exchange rates, interest rates and the global carry trade
by Martin D.D. Evans & Dagfinn Rime - 2017/13 Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
by Zachary Feinstein & Weijie Pang & Birgit Rudloff & Eric Schaanning & Stephan Sturm & Mackenzie Wildman - 2017/12 Comparing behavioural heterogeneity across asset classes
by Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels - 2017/11 Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - 2017/10 The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - 2018/5 An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability
by Michael D. Bordo - 2017/9 Supply Flexibility in the Shale Patch: Evidence from North Dakota
by Hilde C. Bjørnland & Frode Martin Nordvik & Maximilian Rohrer - 2017/8 Output gap, monetary policy trade-offs and financial frictions
by Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani - 2017/7 Norwegian interbank market’s response to changes in liquidity policy
by Q. Farooq Akram & Jon H. Findreng - 2017/6 Forward guidance through interest rate projections: does it work?
by Leif Brubakk & Saskia ter Ellen & Hong Xu - 2017/5 Components of uncertainty
by Vegard Høghaug Larsen - 2017/4 Conditional forecasting with DSGE models - A conditional copula approach
by Kenneth Sæterhagen Paulsen - 2017/3 Central clearing and risk transformation
by Rama Cont - 2017/2 Fire sales, indirect contagion and systemic stress testing
by Rama Cont & Eric Schaanning - 2017/1 Has the Fed responded to house and stock prices? A time-varying analysis
by Knut Are Aastveit & Francesco Furlanetto & Francesca Loria
2016
- 2016/21 Words are the new numbers: A newsy coincident index of business cycles
by Leif Anders Thorsrud - 2016/20 Nowcasting using news topics. Big Data versus big bank
by Leif Anders Thorsrud - 2016/19 Do central banks respond timely to developments in the global economy?
by Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri - 2016/18 Immigration and the macroeconomy: some new empirical evidence
by Francesco Furlanetto & Ørjan Robstad - 2016/17 Structural factors, unemployment and monetary policy: the useful role of the natural rate of interest
by Francesco Furlanetto & Paolo Gelain - 2016/16 Business cycles in an oil economy: Lessons from Norway
by Drago Bergholt & Vegard Høghaug Larsen - 2016/15 R&D heterogeneity and its implications for growth
by Sigurd Mølster Galaasen & Alfonso Irarrazabal - 2016/14 On the concavity of the consumption function with liquidity constraints
by Martin Blomhoff Holm - 2016/13 Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?
by Andrew Binning & Junior Maih - 2016/12 Oil and macroeconomic (in)stability
by Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih - 2016/11 Detecting imbalances in house prices: What goes up must come down?
by André K. Anundsen - 2016/10 Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910
by Stefano Ugolini - 2016/9 Leaning against the wind when credit bites back
by Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih - 2016/8 When preferences for a stable interest rate become self-defeating
by Ragna Alstadheim & Øistein Røisland - 2016/7 Joint prediction bands for macroeconomic risk management
by Farooq Akram & Andrew Binning & Junior Maih - 2016/6 Testing for micro efficiency in the housing market
by André Kallåk Anundsen & Erling Røed Larsen - 2016/5 The risk-taking channel of monetary policy in Norway
by Artashes Karapetyan - 2016/4 Agreeing on disagreement: heterogeneity or uncertainty?
by Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels - 2016/3 Implementing the zero lower bound in an estimated regime-switching DSGE model
by Andrew Binning & Junior Maih
2015
- 2015/22 Money in the equilibrium of banking
by Jin Cao & Gerhard Illing - 2015/21 Salience of debt and homebuyers' credit decisions
by Sumit Agarwal & Artashes Karapetyan - 2015/20 The decentralised central bank: regional bank rate autonomy in Norway, 1850-1892
by Jan Tore Klovland & Lars Fredrik Øksendal - 2015/19 Norwegian gross domestic product by industry 1830 - 1930
by Ola Honningdal Grytten - 2015/18 Measuring trends and cycles in industrial production in Norway 1896-1948
by Jan Tore Klovland - 2015/17 Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models
by Andrew Binning & Junior Maih - 2015/16 The end of the waterfall: default resources of central counterparties
by Rama Cont - 2015/15 Foreign shocks
by Drago Bergholt - 2015/14 Forecasting commodity currencies: the role of fundamentals with short-lived predictive content
by Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro - 2015/13 Using low frequency information for predicting high frequency variables
by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino - 2015/12 Dynamic predictive density combinations for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - 2015/11 Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach
by Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik - 2015/10 Sigma point filters for dynamic nonlinear regime switching models
by Andrew Binning & Junior Maih - 2015/09 Identification and real-time forecasting of Norwegian business cycles
by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo - 2015/08 Did US consumers ‘save for a rainy day’ before the Great Recession?
by André K. Anundsen & Ragnar Nymoen - 2015/07 Labor Supply Factors and Economic Fluctuations
by Claudia Foroni & Francesco Furlanetto & Antoine Lepetit - 2015/06 A New Monthly Indicator of Global Real Economic Activity
by Francesco Ravazzolo & Joaquin L. Vespignani - 2015/05 Forecasting GDP with global components. This time is different
by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud - 2015/04 Leaning Against the Credit Cycle
by Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik - 2015/03 Bayesian nonparametric calibration and combination of predictive distributions
by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo - 2015/02 Notes on the Underground: Monetary Policy in Resource-Rich Economies
by Andrea Ferrero & Martin Seneca - 2015/01 Efficient perturbation methods for solving regime-switching DSGE models
by Junior Maih - 2016/2 Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support
by Q. Farooq Akram & Casper Christophersen - 2016/1 The role of oil prices and monetary policy in the Norwegian economy since the 1980s
by Q. Farooq Akram & Haroon Mumtaz
2014
- 2014/18 Supply restrictions, subprime lending and regional US house prices
by André Kallåk Anundsen & Christian Heebøll - 2014/17 Combined Density Nowcasting in an uncertain economic environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk - 2014/16 Monetary and macroprudential policy with multi-period loans
by Michal Brzoza-Brzezina & Paolo Gelain & Marcin Kolasa - 2014/15 Optimal portfolio choice under decision-based model combinations
by Davide Pettenuzzo & Francesco Ravazzolo - 2014/14 Bubbles and crises: The role of house prices and credit
by André K. Anundsen & Frank Hansen & Karsten Gerdrup & Kasper Kragh-Sørensen - 2014/13 Have standard VARs remained stable since the crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 2014/12 Boom or gloom? Examining the Dutch disease in two-speed economies
by Hilde C. Bjørnland & Leif Anders Thorsrud - 2014/11 Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk - 2014/10 Density forecasts with MIDAS models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo - 2014/09 Identification of financial factors in economic fluctuations
by Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz - 2014/07 The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads
by Olav Syrstad - 2014/06 Marriner S. Eccles and the 1951 Treasury–Federal Reserve Accord: Lessons for central bank
by Thorvald Grung Moe - 2014/05 House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models
by Ørjan Robstad - 2014/04 Sectoral interdependence and business cycle synchronization in small open economies
by Drago Bergholt & Tommy Sveen - 2014/03 OPEC's market power: An empirical dominant firm model for the oil marketorecasting recessions in real time
by Rolf Golombek & Alfonso A. Irarrazabal & Lin Ma - 2014/02 Forecasting recessions in real time
by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo - 2014/01 Mixed frequency structural VARs
by Claudia Foroni & Massimiliano Marcellino
2013
- 2013/26 Inferring interbank loans and interest rates from interbank payments - an evaluation
by Q. Farooq Akram & Casper Christophersen - 2013/25 How New Keynesian is the US Phillips curve?
by Ragna Alstadheim - 2013/24 Do central banks respond to exchange rate movements? A Markov-switching structural investigation
by Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih - 2013/23 Contributions to a history of prices in Norway: Monthly price indices, 1777-1920
by Jan Tore Klovland - 2013/22 Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - 2013/21 Monetary policy and financial stability in the long run
by Jin Cao & Loran Chollete - 2013/20 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - 2013/19 Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - 2013/18 Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution
by Andrew Binning - 2013/17 Economic uncertainty and the effectiveness of monetary policy
by Knut Are Aastveit & Gisle James Natvik & Sergio Sola - 2013/16 Mismatch shocks and unemployment during the Great Recession
by Francesco Furlanetto & Nicolas Groshenny - 2013/15 Mixed frequency structural models: estimation, and policy analysis
by Claudia Foroni & Massimiliano Marcellino - 2013/14 Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions
by Andrew Binning - 2013/13 Third-order approximation of dynamic models without the use of tensors
by Andrew Binning - 2013/12 The market microstructure approach to foreign exchange - Looking back and looking forward
by Michael R. King & Carol Osler & Dagfinn Rime - 2013/11 Announcements of interest rate forecasts: Do policymakers stick to them?
by Nikola Mirkov & Gisle James Natvik - 2013/10 Oil price shocks and monetary policy in a data-rich environment
by Knut Are Aastveit - 2013/09 Implicit intraday interest rate in the UK unsecured overnight money market
by Marius Jurgilas & Filip Zikes - 2013/08 Global and regional business cycles. Shocks and propagations
by Leif Anders Thorsrud - 2013/07 Explaining interest rate decisions when the MPC members believe in different stories
by Carl Andreas Claussen & Øistein Røisland - 2013/06 A survey of econometric methods for mixed-frequency data
by Claudia Foroni & Massimiliano Marcellino - 2013/05 House prices, expectations, and time-varying fundamentals
by Paolo Gelain & Kevin J. Lansing - 2013/04 The influence of the Taylor rule on US monetary policy
by Pelin Ilbas & Øistein Røisland & Tommy Sveen - 2013/03 Monetary policy decisions – comparing theory and “inside” information from MPC members
by Mikael Apel & Carl Andreas Claussen & Petra Gerlach-Kristen & Petra Lennartsdotter & Øistein Røisland - 2013/02 Financing Japan’s World War II occupation of Southeast Asia
by Gregg Huff & Shinobu Majima - 2013/01 Misallocation and the recovery of manufacturing TFP after a financial crisis
by Kaiji Chen & Alfonso Irarrazabal
2012
- 2012/24 Oil price density forecasts: exploring the linkages with stock markets
by Marco J. Lombardi & Francesco Ravazzolo