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Content
2024
- No 06/2024 A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis
by Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu - No 05/2024 Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen - No 04/2024 Taylor Rules with Endogenous Regimes
by Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk - No 03/2024 Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
by Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park - No 02/2024 The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve
by Yoosoon Chang & Fabio Gómez-Rodríguez & Christian Matthes - No 01/2024 Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
by Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park
2023
- No 15/2023 Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective
by Hilde C. Bjørnland & Malin C. Jensen & Leif Anders Thorsrud - No 14/2023 Risky news and credit market sentiment
by Paul Labonne & Leif Anders Thorsrud - No 13/2023 Fiscal Policy Regimes in Resource-Rich Economies
by Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo - No 12/2023 Uncertainty and the Term Structure of Interest Rates
by Jamie L. Cross & Aubrey Poon & Dan Zhu - No 11/2023 Bayesian Mode Inference for Discrete Distributions in Economics and Finance
by Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk - No 10/2023 Monetary policy shocks and exchange rate dynamics in small open economies
by Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka - No 09/2023 A Bayesian DSGE Approach to Modelling Cryptocurrency
by Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo - No 08/2023 The Drivers of Emission Reductions in the European Carbon Market
by Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer - No 07/2023 The interplay between monetary and fiscal policy in a small open economy
by Øistein Røisland & Tommy Sveen & Ragnar Torvik - No 06/2023 Monitoring multicountry macroeconomic risk
by Dimitris Korobilis & Maximilian Schröder - No 05/2023 Probabilistic Quantile Factor Analysis
by Dimitris Korobilis & Maximilian Schröder - No 04/2023 Where do they care? The ECB in the media and inflation expectations
by Vegard Høghaug Larsen & Nicolò Maffei-Faccioli & Laura Pagenhardt - No 03/2023 Oil and the Stock Market Revisited: A mixed functional VAR approach
by Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross - No 02/2023 Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring
by Yoosoon Chang & Ana María Herrera & Elena Pesavento - No 01/2023 The Economic Consequences of Effective Carbon Taxes
by Felix Kapfhammer
2022
- No 08/2022 Dominant Drivers of National Inflation
by Jan Ditzen & Francesco Ravazzolo - No 07/2022 The effect of rising energy prices amid geopolitical developments and supply disruptions
by Hilde C. Bjørnland - No 06/2022 Lost in transition? Earnings losses of displaced petroleum workers
by Jon Ellingsen & Caroline Espegren - No 06/2022 Lost in transition? Earnings losses of displaced petroleum workers
by Jon Ellingsen & Caroline Espegren - No 05/2022 Macroeconomic uncertainty and bank lending
by Vegard H. Larsen & Ragnar E. Juelsrud - No 04/2022 Monetary Policy when Export Revenues Drop
by Drago Bergholt & Øistein Røisland & Tommy Sveen & Ragnar Torvik - No 03/2022 Local economic development and oil discoveries
by Jonas Hveding Hamang - No 02/2022 Oil Windfalls and Regional Economic Performance in Russia
by Julia Skretting - No 01/2022 Quantifying supply-side climate policies
by Lassi Ahlvik & Jørgen Juel Andersen & Jonas Hveding Hamang & Torfinn Harding
2021
- No 12/2020 Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers
by Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih - No 07/2021 The household effects of mortgage regulation
by Knut Are Aastveit & Ragnar Enger Juelsrud & Ella Getz Wold - No 06/2021 The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil
by Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran - No 05/2021 The Price Responsiveness of Shale Producers: Evidence From Micro Data
by Knut Are Aastveit & Hilde C. Bjørnland & Thomas S. Gundersen - No 04/2021 Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs
by Jamie L. Cross & Chenghan Hou & Gary Koop - No 03/2021 Quantifying time-varying forecast uncertainty and risk for the real price of oil
by Knut Are Aastveit & Jamie Cross & Herman K. Djik - No 02/2021 The Inefficient Combination: Competitive Markets, Free Entry, and Democracy
by Halvor Mehlum & Gisle Natvik & Ragnar Torvik - No 01/2021 OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets
by Thomas St rdal Gundersen & Even Soltvedt Hvinden
2020
- No 11/2020 Oil and Fiscal Policy Regimes
by Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo - No 10/2020 Climate Risk and Commodity Currencies
by Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud - No 09/2020 Time-Varying Trend Models for Forecasting Inflation in Australia
by Bo Zhang & Jamie Cross & Na Guo - No 08/2020 News media vs. FRED-MD for macroeconomic forecasting
by Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud - No 07/2020 Behavioral changes and policy effects during Covid-19
by Andr Kall k Anundsen & Bjørnar Karlsen Kivedal & Erling R ed Larsen & Leif Anders Thorsrud - No 06/2020 Proper scoring rules for evaluating asymmetry in density forecasting
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini - No 05/2020 Large Time-Varying Volatility Models for Electricity Prices
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - No 04/2020 Macroeconomics in the time of the Corona
by Halvor Mehlum & Ragnar Torvik - No 03/2020 Inflation expectations and the pass-through of oil prices
by Knut Are Aastveit & Hilde Christiane Bjørnland & Jamie L. Cross - No 02/2020 The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway
by Helene Olsen & Harald Wieslander - No 01/2020 Deadly Variation: The Effect of Temperature Variability on Mortality
by Isabel Hovdahl
2019
- No 11/2019 Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
by Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani - No 10/2019 OPEC's crude game
by Even Comfort Hvinden - No 09/2019 Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model
by Andrew Binning & Hilde C. Bjørnland & Junior Maih - No 08/2019 Supply flexibility in the shale patch: Facts, no fiction
by Hilde C. Bjørnland - No 07/2019 A New Economic Framework: A DSGE Model with Cryptocurrency
by Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo - No 06/2019 Narrative monetary policy surprises and the media
by Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud - No 05/2019 On the use of machine learning for causal inference in climate economics
by Isabel Hovdahl - No 04/2019 Changing supply elasticities and regional housing booms
by Knut Are Aastveit & Bruno Albuquerque & Andr Anundsen - No 03/2019 News-driven inflation expectations and information rigidities
by Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova - No 02/2019 New Kid on the Block? China vs the US in World Oil Markets
by Jamie Cross & Bao H. Nguyen & Bo Zhang - No 01/2019 Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
by Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West
2018
- No 14/2018 Growth with Age-Dependent Preferences
by Halvor Mehlum & Ragnar Torvik & Simone Valente - No 13/2018 Mind the gap! Stylized dynamic facts and structural models
by Fabio Canova & Filippo Ferroni - No 12/2018 International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach
by Jamie L. Cross & Chenghan Hou & Aubrey Poon - No 11/2018 On the China factor in international oil markets: A regime switching approach
by Jamie L. Cross & Chenghan Hou & Bao H. Nguyen - No 10/2018 A composite likelihood approach for dynamic structural models
by Fabio Canova & Christian Matthes - No 9/2018 State Space Models with Endogenous Regime Switching
by Yoosoon Chang & Junior Maih & Fei Tan - No 8/2018 The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects
by Hilde C. Bjørnland & Julia Zhulanova - No 7/2018 The Impact of U.S. Supply Shocks on the Global Oil Price
by Thomas S. Gundersen - No 6/2018 Business cycle narratives
by Vegard H ghaug Larsen & Leif Anders Thorsrud - No 5/2018 Forecasting Cryptocurrencies Financial Time Series
by Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo - No 4/2018 Dutch Disease Dynamics Reconsidered
by Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik - No 3/2018 Predicting the Volatility of Cryptocurrency Time Series
by Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo - No 2/2018 Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - No 1/2018 Markov Switching Panel with Network Interaction Effects
by Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo
2017
- No 9/2017 Modelling Occasionally Binding Constraints Using Regime-Switching
by Andrew Binning & Junior Maih - No 8/2017 Residential investment and recession predictability
by Knut Are Aastveit & Andr K. Anundsen & Eyo I. Herstad - No 7/2017 Asymmetric effects of monetary policy in regional housing markets
by Knut Are Aastveit & Andr K. Anundsen - No 6/2017 Oil and macroeconomic (in)stability
by Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih - No 5/2017 Asset returns, news topics, and media effects
by Vegard H ghaug Larsen & Leif Anders Thorsrud - No 4/2017 Components of Uncertainty
by Vegard H ghaug Larsen - No 3/2017 Should Developing Countries Establish Petroleum Funds?
by Ragnar Torvik - No 2/2017 Supply Flexibility in the Shale Patch: Evidence from North Dakota
by Hilde C. Bjørnland & Frode Martin Nordvik & Maximilian Rohrer - No 1/2017 Oil and Civil Conflict: On and Off (Shore)
by J rgen Juel Andersen & Frode Martin Nordvik & Andrea Tesei
2016
- No 9/2016 Mending the broken link: heterogeneous bank lending and monetary policy pass-through
by Carlo Altavilla & Fabio Canova & Matteo Ciccarelli - No 8/2016 Do central banks respond timely to developments in the global economy?
by Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri - No 7/2016 Commodity Futures and Forecasting Commodity Currencies
by Francesco Ravazzolo & Tommy Sveen & Sepideh K. Zahiri - No 6/2016 Nowcasting using news topics Big Data versus big bank
by Leif Anders Thorsrud - No 5/2016 Joint Prediction Bands for Macroeconomic Risk Management
by Farooq Akram & Andrew Binning & Junior Maih - No 4/2016 Words are the new numbers: A newsy coincident index of business cycles
by Leif Anders Thorsrud - No 3/2016 Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model
by Andrew Binning & Junior Maih - No 2/2016 Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness
by Fabio Canova & Mehdi Hamidi Sahneh - No 1/2016 Approximating time varying structural models with time invariant structures
by Fabio Canova & Filippo Ferroni & Christian Matthes
2015
- No 12/2015 Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models
by Andrew Binning & Junior Maih - No 11/2015 Foreign Shocks
by Drago Bergholt - No 10/2015 Oil-Price Density Forecasts of U.S. GDP
by Francesco Ravazzolo & Philip Rothman - No 9/2015 Optimal Portfolio Choice under Decision-Based Model Combinations
by Davide Pettenuzzo & Francesco Ravazzolo - No 8/2015 Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo - No 7/2015 Oil and macroeconomic (in)stability
by Hilde C. Bjørnland & Vegard H. Larsen - No 6/2015 The Value of News
by Vegard H. Larsen & Leif Anders Thorsrud - No 5/2015 Commodity prices and fiscal policy design: Procyclical despite a rule
by Hilde C. Bjørnland & Leif Anders Thorsrud - No 4/2015 Sigma Point Filters For Dynamic Nonlinear Regime Switching Models
by Andrew Binning & Junior Maih - No 3/2015 The Political Economy of Public Income Volatility: With an Application to the Resource Curse
by James A. Robinson & Ragnar Torvik & Theirry Verdier - No 2/2015 A New Monthly Indicator of Global Real Economic Activity
by Francesco Ravazzolo & Joaquin L. Vespignani - No 1/2015 Forecasting GDP with global components. This time is different
by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud
2014
- No 10/2014 Efficient Perturbation Methods for Solving Regime-Switching DSGE Models
by Junior Maih - No 9/2014 The Fiscal Incentive of GHG Cap and Trade: Permits May Be Too Cheap and Developed Countries May Abate Too Little
by J rgen Juel Andersen & Mads Greaker - No 8/2014 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 - No 7/2014 Does Oil Promote or Prevent Coups?
by Frode Martin Nordvik - No 6/2014 Boom or gloom? Examining the Dutch disease in two-speed economies
by Hilde C. Bjørnland & Leif Anders Thorsrud - No 5/2014 Monetary Policy in Oil Exporting Economies
by Drago Bergholt - No 4/2014 Foreign shocks in an estimated multi-sector model
by Drago Bergholt - No 3/2014 Density forecasts with MIDAS models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo - No 2/2014 Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies
by Drago Bergholt & Tommy Sveen - No 1/2014 Petro Populism
by Egil Matsen & Gisle J. Natvik & Ragnar Torvik
2013
- No 9/2013 Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation
by Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih - No 8/2013 Voting When the Stakes Are High
by J rgen Juel Andersen & Jon H. Fiva & Gisle James Natvik - No 7/2013 Petro Rents, Political Institutions, and Hidden Wealth: Evidence from Bank Deposits in Tax Havens
by J rgen Juel Andersen & Niels Johannesen & David Dreyer Lassen & Elena Paltseva - No 6/2013 Boom or gloom? Examining the Dutch disease in a two-speed economy
by Hilde C. Bjørnland & Leif Anders Thorsrud - No 5/2013 Local Natural Resource Curse?
by Lars-Erik Borge & Pernille Parmer & Ragnar Torvik - No 4/2013 China s Savings Multiplier
by Halvor Mehlum & Ragnar Torvik & Simone Valente - No 3/2013 Global and regional business cycles. Shocks and propagations
by Leif Anders Thorsrud - No 2/2013 Online Appendix: Why Do Voters Dismantle Checks and Balances? Extensions and Robustness
by Daron Acemoglu & James A. Robinson & Ragnar Torvik - No 1/2013 Why Do Voters Dismantle Checks and Balances?
by Daron Acemoglu & James A. Robinson & Ragnar Torvik
2012
- No 4/2012 Measuring Sovereign Contagion in Europe
by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon - No 3/2012 Oil price density forecasts: Exploring the linkages with stock markets
by Francesco Ravazzolo & Marco J. Lombardi - No 2/2012 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - No 1/2012 House prices and stock prices: Different roles in the U.S. monetary transmission mechanism
by Hilde C. Bjørnland & Dag Henning Jacobsen
2011
- No 3/2011 The world is not enough! Small open economies and regional dependence
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - No 2/2011 Oil and US GDP: A Real-Time out-of Sample Examination
by Francesco Ravazzolo & Philip Rothman - No 1/2011 Nowcasting GDP in Real-Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
2010
- No 2/2010 Does forecast combination improve Norges Bank inflation forecasts?
by Hilde C. Bjørnland & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud & Christie Smith - No 1/2010 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & J rn I. Halvorsen