External publications

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. Some articles are available in Norges Bank's Reprints series.

Forthcoming articles

  • Rime, Dagfinn and Hans Jørgen Tranvåg. "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence." Forthcoming in Pacificic Economic Review.
  • Akram, Farooq and Casper Christophersen. "Norwegian overnight interbank interest rates". Forthcoming in Computational Economics.
  • Bjørnland, Hilde C., Karsten Gerdrup, Anne Sofie Jore, Christie Smith and Leif Thorsrud. "Does forecast combination improve Norges Bank inflation forecasts?" Oxford Bulletin of Economics and Statistics.
  • Dagsvik, John K., Zhiyang Jia, Bjørn H. Vatne and Weizhen Zhu. “Is the Pareto-Lévy law a good representation of income distributions.” Forthcoming in Empirical Economics.
  • Evans, Martin D.D. and Dagfinn Rime. "Micro Approaches to Foreign Exchange Determination", in James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley.
  • Furlanetto, Francesco and Martin Seneca. "Rule-of-thumb-consumers, productivity and hours" Scandinavian Journal of Economics.
  • Guidolin, Massimo, Francesco Ravazzolo and Andrea Donato Tortora. “Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns”. Forthcoming in Journal of Real Estate Finance and Economics
  • Gupta, Rangan, Marius Jurgilas and Stephen M. Miller. "Financial Market Liberalization, Monetary Policy, And Housing Sector Dynamics." Forthcoming in International Business & Economics Research Journal.
  • Gupta, Rangan, Marius Jurgilas, Alain Kabundi and Stephen M. Miller. “Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.” Forthcoming in International Journal of Strategic Property Management.
  • Hoogerheide, Lennart, Francesco Ravazzolo and Herman K. van Dijk. “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". Forthcoming in Journal of Business and Economic Statistics.
  • Huurman, Christian, Francesco Ravazzolo and Chen Zhou. "The power of Weather." Computational Statistics & Data Analysis.
  • Ilbas, Pelin.  "Revealing the Preferences of the US Federal Reserve".  Journal of Applied Econometrics. 
  • Kim, Moshe, Eirik Gaard Kristiansen and Bent Vale, "Life-Cycle Patterns of Interest Rate Markups in Small Firm Finance." Scandinavian Journal of Economics.
  • King, Michael R., Carol L. Osler and Dagfinn Rime. "Foreign exchange market structure, players and evolution", in James, Marsh and Sarno (eds.), Handbook of Exchange Rates, Wiley.
  • Natvik, Gisle J. "Government Spending Shocks and Rule-of-Thumb Consumers with Steady State Inequality." Scandinavian Journal of Economics.
  • Nordal, Kjell-Bjørn and Randi Næs, "Mean Reversion in Profitability for Non-listed Firms." European Financial Management.
  • Ravazzolo, Francesco and Øistein Røisland. "Why do people give less weight to advice the further it is from their initial opinion?" Forthcoming in Economics Letters.

 

Articles published in 2012 

  • Kascha, Christian. "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models." Econometric Reviews, 31(3), pp 297-324
  • Aastveit, Knut Are and Tørres Trovik. "Nowcasting norwegian GDP: the role of asset prices in a small open economy." Empirical Economics, 42(1), p 95–119.
    •

 

Articles published in 2011 

  • Akram, Farooq. "Policy analysis in real time using IMF's monetary model." Economic Modelling, 2011, vol 28, pp. 1696-1709.
  • Andersen, Henrik. "Procyclical implications of Basel II: can the cyclicality of capital requirements be contained?" Journal of Financial Stability, 2011, Volume 7, Issue 3, Pages 138-154.
  • Berg, Sigbjørn-Atle. "Systemic surcharges and measures of systemic importance." Journal of Financial Regulation and Compliance, 2011, vol. 19(4), pp. 383-396. 
  • Bjørnland, Hilde C., Karsten Gerdrup, Anne Sofie Jore, Christie Smith and Leif Thorsrud. “Weights and pools for a Norwegian density combination” North American Journal of Economics and Finance. 22(1), 61-76.
  • Bjørnland, Hilde C., Kai Leitemo, and Junior Maih. “Estimating the Natural Rates in a simple New Keynesian Framework.” Empirical Economics 40, 755-777.
  • Furlanetto, Francesco. "Fiscal stimulus and the role of wage rigidity." Journal of Economic Dynamics and Control. 2011, vol 35, pp. 512-527.
  • Illing, Gerhard and Jin Cao. "Endogenous Exposure to Systemic Liquidity Risk." International Journal of Central Banking, 2011, 7(2), pp. 173-216.
  • Kasha, Christian and Carsten Trenkler.  "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order." Computational Statistics & Data Analysis 55(2), pp 1008-1017.
  • Næs, Randi, Johannes Skjeltorp and Bernt-Arne Ødegaard. "Stock Market Liquidity and the Business Cycle." Journal of Finance, Vol. LXVI, No. 1, February 2011.

 

Bookmark and Share