External publications archive

2009

  • Akram, Q. Farooq and Rangnar Nymoen.  "Model selection for monetary policy analysis--How important is empirical validity?" Oxford Bulletin of Economics and Statistics. Vol. 71, Iss. 1, pp. 35-68
  • Bjørnland, Hilde C. and Kai Leitemo.  "Identifying the interdependence between US monetary policy and the stock market." Journal of Monetary Economics. Vol. 56, Iss. 2, pp 275-282
  • Furlanetto, Francesco and Martin Seneca.  "Fiscal shocks and real rigidities." The B.E. Journal of Macroeconomics (Topics). Vol. 9, Iss. 1, article 2
  • Kascha, Christian and Karel Mertens. "Business Cycle Analyses and VARMA Models". Journal of Economic Dynamics and Control: vol. 33, Iss. 2, (February 2009), pp. 267-282
  • Natvik, Gisle James. "Government Spending and the Taylor Principle".  The Journal of Money, Credit and Banking, vol. 41, no. 1 (February 2009), pp. 57-77.
  • Sveen, Tommy and Lutz Weinke. "Firm-Specific Capital and Welfare". International Journal of Central Banking. vol. 5, no. 2, pp. 147–179.

2008

  • Akram, Q. Farooq and Øyvind Eitrheim (2008) "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?" Journal of Banking and Finance,  vol. 32, pp. 1242-1254.
  • Akram, Q. Farooq, Dagfinn Rime and Lucio Sarno (2008) "Arbitrage in the Foreign Exchange Market: Turning on the Microscope". Journal of International Economics. Vol. 76, pp. 237-253
  • Bjørnland, Hilde C. (2008) "Monetary Policy and Exchange Rate Interactions in a Small Open Economy". Scandinavian Journal of Economics
  • Brubakk, Leif, Hilde C. Bjørnland and Anne Sofie Jore (2008) "Forecasting inflation with an uncertain output gap" Empirical Economics: Vol. 35, Iss. 3, pp- 413
  • Erlandsen, Solveig and Ragnar Nymoen (2008) "Consumption and population age structure". Journal of Population Economics: Vol. 21, Iss. 3, pp. 505-520
  • Holden, Steinar and Fredrik Wulfsberg (2008) "Downward Nominal Wage Rigidity in the OECD". The B.E. Journal of Macroeconomics: Vol.8 Iss.1 (Advances), Article 15
  • De Pooter M., F. Ravazzolo, R. Segers and H.K. van Dijk (2008), “Bayesian near-boundary analysis in basic macroeconomic time series models”, Advances in Econometrics: vol. 23, pp. 331-432.
  • Ravazzolo F., R. Paap, D. van Dijk and P.H. Franses (2008), “Bayesian model averaging in the presence of structural breaks”, in M. Wohar and D. Rapach (eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty - Frontiers of Economics and Globalization Series Vol. 3, Emerald Publishing Group, pp. 561-594.
  • Sveen, Tommy, and Lutz Weinke (2008) "New Keynesian Perspectives on Labor Market Dynamics" Journal of Monetary Economics. Vol. 55, Iss. 5, pp. 921-930

2007

  • Akram, Q. Farooq, Gunnar Bårdsen and Kjersti-Gro Lindquist (2007): "Pursuing financial stability in an inflation-targeting regime", Annals of Finance, vol.3, pp. 131 - 153.
  • Demyanyk, Yuliya, Bent E. Sørensen and Charlotte Østergaard (2007). "US Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income", Journal of Finance, vol. 62, pp. 2763-2801
  • Matsen, Egil, Tommy Sveen and Ragnar Torvik (2007). "Savers, Spenders and Fiscal Policy in a Small Open Economy," The B.E. Journal of Macroeconomics 7(1)(Topics), Article 22.
  • Nason, J. M. and Shaun Vahey (2007): "The McKenna Rule and UK World War I Finance". American Economic Review, vol. 97, pp. 290-294
  • Sveen, Tommy and Lutz Weinke (2007): "Lumpy investment, sticky prices, and the monetary transmission mechanism", Journal of Monetary Economics, vol. 54, supplement 1, pp. 23-36
  • Sveen, Tommy and Lutz Weinke (2007): "Firm-specific capital, nominal rigidities, and the Taylor principle", Journal of Economic Theory, vol. 136, issue 1, pp. 729-737
  • Ødegaard, Bernt Arne (2007): "Price differences between equity classes. Corporate Control, Foreign ownership or Liquidity?". Journal of Banking and Finance, vol. 31, pp. 3621-3645
  • Ødegaard, Bernt Arne and Richard Priestley (2007): "Linear and Nonlinear Exchange Rate Exposure". Journal of International Money and Finance, vol. 26, issue 6, pp. 1016-1037

2006

  • Akram, Q. Farooq. "PPP in the medium run - The case of Norway", Journal of Macroeconomics, 2006, vol. 28 (4), pp. 700 - 719.
  • Akram, Q. Farooq, Gunnar Bårdsen and Øyvind Eitrheim (2006): "Monetary policy and asset prices: To respond or not?" International Journal of Finance and Economics, 11, pp. 279-292.
  • Akram, Q. Farooq and Ragnar Nymoen (2006): "Econometric modelling of slack and tight labour markets", Economic Modelling, 23, pp. 579-596.
  • Akram, Q. Farooq, Øyvind Eitrheim and Lucio Sarno (2006): "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003". In C. Milas, P. Rothman and D. van Dick (eds) (2006), Non-linear Time Series Analysis of Business Cycles. (Contributions to Economic Analysis Series), Elsevier.
  • Alstadheim, R. and D.W. Henderson (2006). "Price-level determinacy, lower bounds on the nominal interest rate, and liquidity traps". The B.E. Journal of Macroeconomics: Vol.6 Iss.1 (Contributions), Article 12. http://www.bepress.com/bejm/contributions/vol6/iss1/art12/
  • Asheim, G. B., C. A. Claussen and T. Nilsen (2006): " Majority Voting Leads to Unanimity". International Journal of Game Theory. vol. 351. pp. 91-110
  • Halvorsen, Jørn Inge (2006): "Produktivitet og velstandsutvikling i Norge for perioden 1981-2003". Norsk Økonomisk Tidsskrift 120 (2006) s. 25-43.
  • Kristiansen, Eirik Gaard (2006): "R&D and buyers' waiting option". Journal of Industrial Economics, vol. 54, issue 1, pp. 31-42
  • Leitemo, Kai and Ingunn Lønning (2006): "Simple Monetary Policymaking without the Output Gap", Journal of Money, Credit, and Banking. vol 38, issue 6, pp. 1619-1640
  • Leitemo, Kai, Øistein Røisland and Ragnar Torvik (2006): "Should inflation-targeting central banks care about traded and non-traded sectors?" The ICFAI Journal of Bank Management, vol. V, issue 1, pp. 53-63
  • Næs, Randi and Bernt Arne Ødegaard (2006): ”Equity Trading by Institutional Investors. To cross or not to cross” Journal of Financial Markets 9 (2) pp. 79-99.
  • Næs, Randi and Johannes A. Skjeltorp (2006): ”Order Book Characteristics, Trading Volume and Price Volatility: Empirical Evidence from a Limit Order Market” Journal of Financial Markets 9 (4) (2006) pp. 408-432.
  • Røisland, Øistein (2006) "Inflation inertia and the optimal hybrid inflation/price-level target", Journal of Money, Credit, and Banking, vol. 38, issue 8, pp. 2247-2251
  • Ødegaard, Bernt Arne and Øyvind Bøhren (2006): "Governance and performance revisited" ch. 3 in International Corporate Governance after Sarbanes-Oxley edited by Greg Gregouriu and Paul Ali, Wiley, John Wiley and Sons

2005

  • Akram, Q. Farooq (2005): "Multiple unemployment equilibria and asymmetric dynamics - Norwegian evidence". Structural Change and Economic Dynamics, vol. 16, pp. 263-283.
  • Bauwens, Luc, Rime, Dagfinn and Gennaro Sucarrat. (2005): "Exchange rate volatility and the mixture of distribution hypothesis". Empirical Economics (October), pp. 1-23.
  • Bernhardsen, Tom, Øyvind Eitrheim, Anne Sofie Jore and Øistein Røisland (2005): "Real-time data for Norway: Challenges for monetary policy", North American Journal of Economics and Finance, 16, pp 333-49.
  • Bjønnes, Geir H. and Dagfinn Rime (2005): "Dealer behavior and trading systems in foreign exchange markets". Journal of Financial Economics, vol. 75, issue 3 (March), pp. 571-605. Also published as Reprints No 69, Norges Bank.
  • Bjønnes, Geir H., Dagfinn Rime and Haakon O.Aa. Solheim (2005): "Liquidity provision in the overnight foreign exchange market". Journal of International Money and Finance, vol. 24, issue 2 (March), pp. 177-198. Also published as Reprints No 68, Norges Bank.
  • Bjønnes, Geir H., Dagfinn Rime and Haakon O.Aa. Solheim (2005): "Volume and volatility in the FX market: Does it matter who you are?" Exchange rate modelling: Where do we stand?, edited by Paul De Grauwe, MIT Press.
  • Bårdsen, Gunnar, Øyvind Eitrheim, Eilev S. Jansen and Ragnar Nymoen (2005): "The econometrics of macroeconomic modelling", Advanced texts in Econometrics, Oxford University Press.
  • Eitrheim, Øyvind and Solveig K. Erlandsen (2005): "House prices in Norway 1819-1989", Scandinavian Economic History Review, vol. 53, no. 3, pp. 7-33.
  • Holden, Steinar (2005): "Monetary regimes and the co-ordination of wage setting". European Economic Review, vol. 49, 4, pp. 833-843.
  • Kim, Moshe, Eirik Gaard Kristiansen and Bent Vale (2005): "Endogenous product differentiation in credit markets: What do borrowers pay for?" Journal of Banking and Finance, 29, pp. 681-699.
  • Leitemo, Kai, Øistein Røisland and Ragnar Torvik (2005): "Monetary Policy Rules and the Exchange Rate Channel". Applied Financial Economics, vol. 15, issue 16, pp. 1165-1170
  • Matsen, Egil and Øistein Røisland (2005): "Interest rate decisions in an asymmetric monetary union". European Journal of Political Economy, vol. 21, 2, pp. 365-384.
  • Matsen, Egil and Ragnar Torvik (2005): "Optimal Dutch disease". Journal of Development Economics, vol. 78, 2, pp. 494-515.
  • Røisland, Øistein og Tommy Sveen (2005): "Pengepolitikk under et inflasjonsmål", Norsk Økonomisk Tidsskrift 119 (2005), 16-38.
  • Røisland, Øistein (2005): "Should Central Banks Care About Regional Imbalances?" Scottish Journal of Political Economy 52, p. 242-260.
  • Sveen, Tommy and Lutz Weinke (2005): "New perspectives on capital, sticky prices, and the Taylor principle". Journal of Economic Theory, vol. 123, 1(July), pp. 21-39.

2004

  • Akram, Q. Farooq (2004): "En effisient handlingsregel for bruk av petroleumsinntekter", Norsk Økonomisk Tidsskrift, vol. 119, 2, pp. 91-112.
  • Akram, Q. Farooq (2004): "Oil prices and exchange rates - Norwegian evidence", Econometric Journal, vol. 7, pp. 476-504.
  • Bjønnes, Geir H., Dagfinn Rime and Haakon O.Aa. Solheim (2004): "The role of foreign speculators during speculative attacks: the case of 1998". Recent developments on exchange rates, edited by Sandrine Lardic and Valérie Mignon, Palgrave.
  • Bårdsen, Gunnar, Eilev S. Jansen and Ragnar Nymoen (2004): "Econometric evaluation of the New Keynesian Phillips curve". Oxford Bulletin of Economics and Statistics, 66, Supplement, pp. 671-686. Also published as Reprints No 64, Norges Bank.
  • Bårdsen, Gunnar, Stan Hurn and Kenneth Lindsay (2004): "Linearizations and equilibrium correction models", Studies in Nonlinear Dynamics and Econometrics, 8 (4), article 5, pp. 1-7. Also published as Reprints No 66, Norges Bank.
  • Bårdsen, Gunnar, Ralf Becker and Stan Hurn (2004): "How informative is the term structure of future inflation? An investigation of the impact of monetary policy in the UK". Advances in Economics and Econometrics: Theory and Empirical Evidence, ed. by R. Becker and S. Hurn. Cheltenham, Edward Elgar.
  • Driscoll, John and Steinar Holden (2004): "Fairness and inflation persistence", Journal of European Economic Association 2, (2-3), Papers and Proceedings, pp. 240-251.
  • Holden, Steinar (2004): "The costs of price stability - downward nominal wage rigidity in Europe". Economica 71, pp. 183-208.
  • Humphrey, David B. and Bent Vale (2004): "Scale economies, bank mergers, and electronic payments: a spline function approach". Journal of Banking and Finance, 28, pp. 1671-1696. Also published as Reprints No 62, Norges Bank.
  • Humphrey, David B., Aris Kaloudis and Grete Øwre (2004): "The future of cash: falling legal use and implications for government policy". Journal of International Financial Markets, Institutions and Money, 14 (3), pp. 221-233. Also published as Reprints No 67, Norges Bank.
  • Lindquist, Kjersti-Gro (2004): "Banks' buffer capital: how important is risk?" Journal of International Money and Finance, 23, pp. 493-513. Also published as Reprints No 61, Norges Bank.
  • Røisland, Øistein (2004): "Capital income taxation, equilibrium determinacy, and the Taylor principle". Economics Letters, 81, 2, pp. 147-283.
  • Torvik, Ragnar and Øistein Røisland (2004): "Exchange rate versus inflation targeting: A theory of output fluctuations in traded and non-traded sectors". Journal of International Trade and Economic Development pp. 265-285.

2003

  • Akram, Q. Farooq (2003): "Reell likevektsvalutakurs for Norge". Norsk økonomisk tidsskrift, nr.2, pp. 89-112.
  • Akram, Q. Farooq, Kari-Mette Brunvatne and Raymond Lokshall (2003): "Reelle likevektevalutakurser". Norsk økonomisk tidsskrift, nr.2, pp. 113-132
  • Biørn, Erik, Kjersti-Gro Lindquist and Terje Skjerpen, (2003): "Random coefficients in unbalanced panels: An application on data from chemical plants". Annales d'Économie et de Statistique, 69, pp. 55-83.
  • Bårdsen, Gunnar, Eilev S. Jansen and Ragnar Nymoen (2003): "Econometric inflation targeting", Econometrics journal, 6(2), pp. 429-460. Also published as Reprints No 63, Norges Bank.
  • Bårdsen, Gunnar, and Ragnar Nymoen (2003): "Testing steady-state implications for the NAIRU". The Review of Economics and Statistics, 85(4), pp. 1070-5. Also published as Reprints No 57, Norges Bank.
  • Driscoll, John and Steinar Holden (2003): "Inflation persistence and relative contracting". American Economic Review, 94(4), pp. 1369-1372.
    Holden, Steinar (2003): "Wage setting under different monetary regimes". Economica 70(2), pp. 251-265.
  • Hvide, Hans K. and Eirik G. Kristiansen (2003): "Risk taking in selection contests". Games and Economic Behavior, 42, pp. 172-179. Also published as Reprints No 49, Norges Bank.
  • Kim, Moshe, Doron Kliger and Bent Vale (2003): "Estimating switching costs : the case of banking". Journal of Financial Intermediation, 12(1), pp. 25-56. Also published as Reprints No 54, Norges Bank.
  • Leitemo, Kai (2003): "Targeting inflation by constant-interest-rate forecasts". Journal of Money, Credit and Banking, 35(4), pp. 609-626. Also published as Reprints No 52, Norges Bank.
  • Næs, Randi and Johannes A. Skjeltorp (2003): "Equity trading by institutional investors: Evidence on order submission strategies". Journal of Banking and Finance, 27, pp. 1779-1817. Also published as Reprints No 56, Norges Bank.
  • Rime, Dagfinn (2003): "New electronic trading systems in foreign exchange markets". New Economy Handbook, edited by Derek C. Jones, pp. 469-504, Academic Press. Also published as Reprints No 53, Norges Bank.
  • Røisland, Øistein (2003): "Capital income taxation, equilibrium determinacy, and the Taylor principle", Economics Letters, 81, pp. 147-153. Also published as Reprints No 55, Norges Bank.
  • Røisland, Øistein and Ragnar Torvik (2003): "Optimum currency areas under inflation targeting". Open Economies Review, 14(2), pp. 99-118. Also published as Reprints No 58, Norges Bank.

2002

  • Bårdsen, Gunnar, Eilev S. Jansen and Ragnar Nymoen (2002): "Model specification and inflation forecast uncertainty". Annales d'Economie et de Statistique, No 67/68, pp. 501-523. Also published as Reprints No 60, Norges Bank.
  • Eitrheim, Øyvind, Tore Anders Husebø and Ragnar Nymoen (2002): "Empirical comparisons of models' forecast accuracy". Companion to Economic Forecasting, edited by M. Clements and D. Hendry, pp. 354-385. Blackwell Publishers. Also published as Reprints No 46, Norges Bank.
  • Eitrheim, Øyvind, Eilev S. Jansen and Ragnar Nymoen (2002): "Progress from forecast failure: The Norwegian consumption function". Econometrics Journal, 5(1), pp. 40-64. Also published as Reprints No 47, Norges Bank.
  • Holden, Steinar and Ragnar Nymoen (2002): "Measuring structural unemployment: NAWRU- estimates in the Nordic countries". Scandinavian Journal of Economics, 104(1), pp. 87- 104.
  • Jansen, Eilev S (2002): "Statistical issues in macroeconomic modelling". Scandinavian Journal of Statistics 29(2), pp. 193-217. Also published as Reprints No 48, Norges Bank.
  • Leitemo, Kai and Øistein Røisland (2002): "The choice of monetary policy regime in small open economies". Annales d'Économie et de Statistique, No 67/68, pp. 469-500. Also published as Reprints No 59, Norges Bank.
  • Leitemo, Kai, Øistein Røisland and Ragnar Torvik (2002): "Time inconsistency and the exchange rate channel of monetary policy". Scandinavian Journal of Economics, 104(3), pp. 391- 397. Also published as Reprints No 51, Norges Bank.
  • Lindquist, Kjersti-Gro (2002): "Electronic payments and scale properties in the banking industry". Technology and Finance, edited by M. Balling, F. Lierman and A. Mullineux, pp. 290- 301. Routledge and SUERF.
  • Lindquist, Kjersti-Gro, Erik Biørn and Terje Skjerpen (2002): "Heterogeneity in returns to scale: A random coefficient analysis with unbalanced panel data". Journal of Productivity Analysis, 18(1), pp. 39-57.
  • Love, Ryan, Charles Goodhart, Richard Payne and Dagfinn Rime (2002): "Analysis of spread in the Dollar/Euro and Deutsche-Mark/Dollar foreign exchange markets". Economic Policy, 17(35), pp. 536-552. Also published as Reprints No 50, Norges Bank.
  • Vale, Bent (2002): "Firms' inventory investments, financial conditions and banking crisis". Research in Banking and Finance, Vol. 2, edited by I. Hasan and W.C. Hunter, pp. 179- 198. Elsevier Science. Also published as Reprints No 44, Norges Bank.

2001

  • Jansen, Eilev S., Sigbjørn Atle Berg and Finn R. Førsund (2001): "Technical efficiency of Norwegian banks: The non-parametric approach to efficiency measurement". Journal of Productivity Analysis, 2, pp. 127-142. Kluwer Academic Publishers.
  • Mundaca, Gabriela (2001): "Central bank interventions and exchange rate band regimes". Journal of International Money and Finance, 20(5), pp. 677-700. Also published as Reprints No 42, Norges Bank.
  • Mundaca, Gabriela and Jon Strand (2001): "Politikk og økt åpenhet i internasjonale kapitalmarkeder". Mot et globalisert Norge. Rettslige bindinger, økonomisk føringer og politisk handlingsrom, redigert av Øyvind Østerud og Bent Sofus Tranøy, pp. 268-301. Gyldendal Akademisk.
  • Røisland, Øistein (2001): "Institutional arrangements for monetary policy when output is persistent". Journal of Money, Credit and Banking, 33(4), pp.994-1014. Also published as Reprints No 45, Norges Bank.
  • Torvik, Ragnar (2001): "Learning by doing and the Dutch Disease". European Economic Review, 45, pp. 258-306. Also published as Reprints No 40, Norges Bank.
  • Vale, Bent, David B. Humphrey and Moshe Kim (2001): "Realizing the gains from electronic payments: costs, pricing, and payment choice". Journal of Money, Credit and Banking, 33(2), pp. 216-234. Also published as Reprints No 41, Norges Bank.
  • Vale, Bent and Moshe Kim (2001): "Non-price strategic behaviour: the case of bank branches". International Journal of Industrial Organization, 19(10), pp. 1583-1602. Also published as Reprints No 43, Norges Bank.

2000

  • Leitemo, Kai (2000): "Samspillet mellom penge- og finanspolitikken under et underliggende inflasjonsmål for en liten åpen økonomi". Norsk Økonomisk Tidsskrift, 114(2), pp. 91-110.
  • Mundaca, Gabriela (2000): "The effect of interventions on realignment probabilities". Journal of International Financial Markets, Institutions and Money, 10(3/4), pp. 323-348. Also published as Reprints No 39, Norges Bank.
  • Skjeltorp, Johannes A (2000): "Scaling in the Norwegian stock market". Physica-Section A, 283(3/4), pp. 486-528. Also published as Reprints No 37, Norges Bank.







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