Knut Are Aastveit

Deputy Director of Norges Bank Research

Contact:

Tel.: +47 22 31 61 21
E-mail: knut-are.aastveit@norges-bank.no

Norges Bank
Bankplassen 2
P.O.Box 1179 Sentrum
0107 Oslo
Norway

Research interests

Applied macroeconomics, housing market, oil market, time-series econometrics and forecasting

CV (PDF, 79.6 Kb)

Knut Are Aastveit is a Senior Researcher in Monetary Policy Research. He obtained his Ph.D. at the Univeristy of Oslo in 2010.

Major policy related project: SAM

 

 

 

 

 Working papers

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis (joint with Francesco Furlanetto and Francesca Loria)

 Work in progress

  • Asymmetric effects of monetary policy in regional housing markets (joint with Andrè K. Anundsen)

  • Residential construction activity and recession predictability (joint with Andrè K. Anundsen and Eyo Herstad)

Removing the property ladder? The effects of loan-to-value limits on the housing market (joint with  Andrè K. Anundsen, Benjamin Beckers and Kjersti Næss Torstensen)

  • Bayesian Predictive Density Combinations for Exchange Rate Models (joint with Francesco Ravazzolo and Herman van Dijk)

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (joint with Kenichiro McAlinn, Jouchi Nakajima and Mike West)

On the Dynamics of Investment and Production in the Oil Sector (joint with Rabah Arezki and Akito Matsumoto)

  • Oil news shocks, OPEC response and the macroeconomy (joint with Rabah Arezki and Akito Matsumoto)

 

Published 8 February 2011 17:14