André K. Anundsen

Researcher

Contact:

Tel.: +47 22 31 63 75
E-mail: Andre-Kallak.anundsen@norges-bank.no

Fax: +47 22 42 40 62
Norges Bank
P.O. Box 1179 Sentrum
0107 Oslo
Norway

Research interests

Applied econometrics, housing economics and the interaction between houding markets and the macroeconomy.

Submitted papers

Anundsen, A. K. and E. R., Larsen (2016). Testing for micro efficiency in the housing market. Working paper (2016-6), Norges Bank. Revision requested by International Economic Review.  

Anundsen, A. K. (2016): Detecting imbalances in house prices: What goes up must come down?,  Working Paper (2016-11), Norges Bank. Revision requestion by Scandinavian Journal of Economics.

Anundsen, A. K. and R., Nymoen (2015): Did US consumers save for a rainy day before the Great Recession? Working Paper (2015-8), Norges Bank. Submitted.

Anundsen, A. K. and C., Heebøll (2014): Regional US house price formation: One size fits all?, Working Paper (2014-8), Norges Bank. Submitted

 Working papers and work in progress

Residential investment and receission predictability. Working paper (2017-24), Norges Bank. (with Knut-Are Aastveit and Eyo Herstad)

Asymmetric effects of monetary policy in regional housing markets. Soon WP (with Knut-Are Aastveit)

Getting more by asking for less: The efficiacy of a strategically low ask price in the housing market. In progress. (with Erling Røed Larsen and Dag Einar Sommervold)

Removing the property ladder? The effects of loan-to-value limits on the housing market. In progress (with Knut-Are Aastveit, Benjamin Beckers and Kjersti Næss Torstensen)

Was there a nationwide house price bubble in the US housing market in the 2000s. In progress.  (with Bjørnar Kivedal)

Journal publications:

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 , 31 (7): pp. 1291–1311.

Anundsen, A.K. and C, Heebøll (2016): Supply restrictions, subprime lending and regional US house prices. Journal of Housing Economics, 31: pp. 54-72.

Anundsen, A. K. (2015): Econometric regime shifts and the US subprime bubble. Journal of Applied Econometrics, 30(1): pp. 145-169.

Anundsen, A. K. and E. R., Larsen (2015). Strategic sequencing behavior among owner-occupiers: The role played by sell-first movers in a housing recovery. Journal of European Real Estate Research, 7 (3): pp. 295-306.

Anundsen, A.K., T. S. H. Krogh, R. Nymoen and J. Vislie (2014): Overdeterminacy and endogenous cycles: Trygve Haavelmo’s business cycle model. Metroeconomica, 65 (3), 460-486.

Anundsen, A.K., and E.S. Jansen (2013): Self-reinforcing effects between housing prices and credit. Journal of Housing Economics, 22 (3): pp. 192-212

Anundsen, A.K., T. S. H. Krogh, R. Nymoen and J. Vislie (2012): The Macroeconomics of Trygve Haavelmo. Nordic Journal of Political Economy, 37, Article 2.

Book contributions:

Anundsen, A. K., Goldstein, H. and Stigum, B. (2015): Analysis of positively valued economic time series, in. B. Stigum Econometrics in a formal science of economics: Theory and measurement of economic relations, MIT Press, Ch. 7: pp. 195-231.

Anundsen, A. K., Goldstein, H. and Stigum, B. (2015): Non-linear cointegration in foreign exchange, in. B. Stigum Econometrics in a formal science of economics: Theory and measurement of economic relations, MIT Press, Ch. 8: pp. 233-277.

Policy notes

Anundsen, A. K. og S. Mæhlum (2017): Regionale forskjeller i boligpriser og gjeld, Norges Bank Aktuell Kommentar, 2017-4.

Anundsen, A.K. (2016): Oljepris og lønnsutvikling i K-sektor, Norges Bank Staff Memo, 2016-8.

 

Published 12 December 2013 12:00