Research economists at Norges Bank regularly publish articles in books or academic journals. The articles are subjected to rigorous quality control by referees before publication.
Aastveit, K. A., A. Carriero, T. E. Clark and M. Marcellino, "Have Standard VARs Remained Stable Since the Crisis?", Journal of Applied Econometrics, forthcoming.
Aastveit, K. A., C. Foroni and F. Ravazzolo, "Density forecasts with MIDAS models", Journal of Applied Econometrics, forthcoming.
Aastveit, K.A., F. Ravazzolo, H. K. van Dijk, "Combined Density Nowcasting in an Uncertain Environment", Journal of Business & Economic Statistics, forthcoming.
Akram, Q. F. and C. Christophersen, "Pricing in the Norwegian interbank market -The effects of liquidity and implicit government support", Oxford Bulletin of Economics and Statistics, forthcoming.
Bårdsen, G., D. Kolsrud and R. Nymoen, "Forecast robustness in macroeconomic models", Journal of Forecasting, forthcoming.
Cao, J. and G. Illing, Money: Theory and Practice. New Jersey: Princeton University Press, forthcoming.
Foroni, C. and M. Marcellino, "Mixed frequency Structural VAR", Journal of the Royal Statistical Society - Series A, forthcoming.
Kruger, F., T. Clark and F. Ravazzolo. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts", Journal of Business and Economic Statistics.
Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section". Forthcoming Journal of Business and Economic Statistics.
Articles published in 2017
Cao, J. and L. Chollete, "Monetary policy and financial stability in the long run: A simple game-theoretic approach", Journal of Financial Stability, Vol. 28(1), pp. 125-142.
Articles published in 2016
Aastveit, K.A., A.S. Jore and F. Ravazzolo. "Identification and real-time forecasting of Norwegian business cycles", International Journal of Forecasting, Vol. 32(2), pp. 283-292.
Anundsen, A. K., K. Gerdrup, F. Hansen and K. Kragh-Sørensen, "Bubbles and crises: The role of house prices and credit", Journal of Applied Econometrics, Vol. 31 (7), pp. 1291–1311.
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud. "The world is not enough! Small open economies and regional dependence". Scandinavian Journal of Economics, Vol. 118(1), pp. 168-195.
André Kallåk Anundsen and Christian Heebøll, "Supply restrictions, subprime lending and regional US house prices", Journal of Housing Economics, Vol. 31, pp. 54-72.
Tord S. Krogh. "Real wage rigidity and the unemployment volatility puzzle in small open economies", Oxford Economic Papers, 68(1), 2016, 131-151.
Francesco Furlanetto and Nicolas Groshenny, "Reallocation shocks, persistence and nominal rigidities". Economics Letters 141, 151-155.
Furlanetto, F. and N. Groshenny, "Mismatch shocks and unemployment during the Great Recession", Journal of Applied Econometrics, Vol. 31 (7),pp. 1197-1214.
Pettenuzzo, D. and F. Ravazzolo, "Optimal Portfolio Choice under Decision-Based Model Combinations", Journal of Applied Econometrics, Vol. 31(7), pp. 1312-1332.
Billio M., R. Casarin, F. Ravazzolo and H.K. van Dijk, "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model", Journal of Applied Econometrics, Vol. 31(7), pp. 1352–1370
Johannes Skjeltorp, Elvira Sojli and Wing Wah Tham. "Flashes of trading intent at the NASDAQ". Journal of Financial and Quantitative Analysis. Vol. 51 (1), pp. 165-196.