Research at Norges Bank includes theoretical and empirical research on monetary policy issues, financial markets and asset management.
The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence by Dagfinn Rime and Hans Jørgen Tranvåg. Forthcoming in Pacificic Economic Review.
Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns by Massimo Guidolin, Francesco Ravazzolo and Andrea Donato Tortora. Forthcoming in Journal of Real Estate Finance and Economics
Backtesting Value-at-Risk Using Forecasts for Multiple Horizons - a Comment on the Forecast rationality tests based on multi-horizon bounds by A.J. Patton and A. Timmermann by Lennart Hoogerheide, Francesco Ravazzolo and Herman K. van Dijk. Forthcoming in Journal of Business and Economic Statistics.
Is the Pareto-Lévy law a good representation of income distributions by John K. Dagsvik, Zhiyang Jia, Bjørn H. Vatne and Weizhen Zhu. Forthcoming in Empirical Economics.
Financial Market Liberalization, Monetary Policy, And Housing Sector Dynamics by Rangan Gupta, Marius Jurgilas and Stephen M. Miller. Forthcoming in International Business & Economics Research Journal.
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model by Rangan Gupta, Marius Jurgilas, Alain Kabundi and Stephen M. Miller. “.” Forthcoming in International Journal of Strategic Property Management.
Norwegian overnight interbank interest rates, by Farooq Akram and Casper Christophersen. Forthcoming in Computational Economics.
Foreign exchange market structure, players and evolution, by Michael R. King, Carol L. Osler and Dagfinn Rime. Forthcoming in James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley.
Micro Approaches to Foreign Exchange Determination, by Martin D.D. Evans and Dagfinn Rime. Forthcoming in James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley.
Government Spending Shocks and Rule-of-Thumb Consumers with Steady State Inequality by Gisle J. Natvik. Forthcoming in the Scandinavian Journal of Economics.
Why do people give less weight to advice the further it is from their initial opinion? by Francesco Ravazzolo and Øistein Røisland. Forthcoming in Economics Letters.
Does forecast combination improve Norges Bank inflation forecasts? by Hilde Bjørnland, Karsten Gerdrup, Annsofi Jore, Christie Smith and Leif Thorsrud. Forthcoming in the Oxford Bulletin of Economics and Statistics.
Rule-of-thumb-consumers, productivity and hours by Francesco Furlanetto and Martin Seneca. Forthcoming in the Scandinavian Journal of Economics.
The power of Weather, by Christian Huurman, Francesco Ravazzolo and Chen Zhou. Forthcoming in Computational Statistics & Data Analysis.
Life-Cycle Patterns of Interest Rate Markups in Small Firm Finance, by Moshe Kim, Eirik Gaard Kristiansen and Bent Vale. Forthcoming in the Scandinavian Journal of Economics.
Mean Reversion in Profitability for Non-listed Firms, by Kjell-Bjørn Nordal and Randi Næs. Forthcoming in European Financial Management.
Revealing the Preferences of the US Federal Reserve, by Pelin Ilbas. Forthcoming in the Journal of Applied Econometrics.
How do banks’ funding costs affect interest margins? by Arvid Raknerud, Bjørn Helge Vatne and Ketil Rakkestad
The impact of house prices on household debt when controlling for home ownership, by Dag Henning Jacobsen and Bjørn Helge Vatne
Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s, by Stefano Ugolini
Forecasting the intraday market price of money, by Andrea Monticini and Francesco Ravazzolo
Micro approaches to foreign exchange determination, by Martin D. D. Evans and Dagfinn Rime
Forecasting macroeconomic variables using disaggregate survey data, by Kjetil Martinsen, Francesco Ravazzolo, and Fredrik Wulfsberg