Øyvind Eitrheim

Published and forthcoming books and papers

  1. "Inflation targeting twenty years on: Past lessons and future prospects" (co-edited with D. Cobham, S. Gerlach and J. F. Qvigstad), forthcoming September 2010, Cambridge University Press, based on work presented at the conference Inflation targeting twenty years on, jointly organized by Norges Bank and the Institute of Monetary and Financial Stability, Goethe University, Frankfurt, held in Norges Bank, Oslo, 11-12 June 2009 

  2. “Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?” (co-authored with Q. Farooq Akram), Journal of Banking and Finance, 32, 2008, pp. 1242-1254..

  3. “Historical Monetary Statistics for Norway – Part II”, (co-edited with Jan T. Klovland and Jan F. Qvigstad), Norges Bank Occasional Papers No. 38, 2007

  4. "Monetary policy and asset prices: To respond or not?". (co-authored with Akram, Q. Farooq and Gunnar Bårdsen), International Journal of Finance and Economics, 11, July, 2006, pp. 279-292.                                                                                         

  5. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003". (co-authored with Q. Farooq Akram and Lucio Sarno), Ch. 13 in Nonlinear Time Series Analysis of Business Cycles (Costas Milas, Philip Rothman and Dick van Dijk, eds.), in Elsevier's Contributions to Economic Analysis series, 2006.                                                                     
  6. "House prices in Norway 1819-1989". (co-authored with Solveig K. Erlandsen), Scandinavian Economic History Review 53(3), 2005, pp. 7-33.                                                                                                                 
  7. "Tilbakeblikk på norsk pengehistorie. Konferanse 7. juni 2005 på Bogstad gård". Øyvind Eitrheim og Jan F. Qvigstad (red.). Oslo 2005 , Norges Banks Skriftserie, 37, 2005.                         
  8. "Real-time data for Norway: Challenges for monetary policy". (co-authored with Tom Bernhardsen, Anne Sofie Jore and Øistein Røisland), in North American Journal of Economics and Finance 16 (2005) 333-49.                                                                                                                      

  9. The Econometrics of Macroeconomic Modelling, (co-authored with Gunnar Bårdsen, Eilev S. Jansen and Ragnar Nymoen), Advanced texts in Econometrics, Oxford University Press, 2005).

  10. "Historical Monetary Statistics for Norway 1819-2003" (co-edited with Jan T. Klovland and Jan. F. Qvigstad), Norges Bank Occasional Paper No. 35, 2004.

  11. "Explaining movements in the Norwegian exchange rate" (co-edited with Kristin Gulbrandsen), Norges Bank Occasional Paper No. 32, 2003 (a Norwegian version is published as Norges Bank Occasional Paper No. 31,  2003).

  12. "Progress from forecast failure - The Norwegian consumption function". (co-authored with Eilev S. Jansen and Ragnar Nymoen), Econometric Journal, 5 (2002), pp. 40-64.

  13. "Empirical comparison of inflation models' forecast accuracy". (co-authored with Tore Anders Husebø and Ragnar Nymoen), Ch. 16, pp 354-385 in A Companion to Economic Forecasting (Michael P. Clements and David F. Hendry, eds.), Blackwell Publishers Ltd, Oxford 2002.

  14. "Equilibrium-correction versus differencing in macroeconometric forecasting". (co-authored with Tore Anders Husebø and Ragnar Nymoen), Economic Modelling, 16 (1999), pp. 515-544.

  15. "The demand for broad money and tests for neglected monetary effects on inflation. Empirical evidence for Norway 1969 to 1993", Empirical Economics, 23, 1998, pp. 339-354.

  16. "Testing the adequacy of smooth transition autoregressive models" (co-authored with Timo Terasvirta), Journal of Econometrics, 74(1), 1996, pp. 59-76.

  17. "Real wages in a multisectoral model of the Norwegian economy" (co-authored with Ragnar Nymoen), Economic Modelling , 8, 1991, pp. 63-82.

  18. "Four essays on the multivariate modelling of nonstationary economic time series", PhD Thesis in Economics No. 29 1996, Department of Economics, University of Oslo.

Working Papers

  1.  “Bank regulation and bank crisis. The main developments in the Norwegian regulatory system before, during, and after the banking crisis of 1988-92” (with Sigbjørn A. Berg), Working Paper 2009/18 (Norges Bank’s bicentenary project), also published in the Banca d’Italia series Workshops and Conferences 2009-1, Financial market regulation in the wake of the financial crises: The historical experience (pp 169-184), edited by Alfredo Gigliobianco and Gianni Toniolo

  2. “Robust-satisficing monetary policy under parameter uncertainty” (with Q. Farooq Akram), Working Paper 2007/14, Norges Bank.

  3. ”Monetary policy under uncertainty: Min-max vs. robust-satisficing strategies”, (with Q. Farooq Akram and Yakov Ben-Haim), Working Paper 2007/6, Norges Bank.

  4. ”Managing uncertainty through robust-satisficing monetary policy”, (samarbeid med Q. Farooq Akram og Yakov Ben-Haim), Working Paper 2006/10, Norges Bank.                                                       
  5. “Flexible inflation targeting and financial stability: Is it enough to respond to output?” (samarbeid med Q. Farooq Akram), Working Paper 2006/7, Norges Bank.                             

  6. "Monetary policy and asset prices: To respond or not? (co-authored with Q. Farooq Akram aand Gunnar Bårdsen). Working Paper 2005/9, Norges Bank.

  7. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003", (co-authored with Q. Farooq Akram and Lucio Sarno). Working Paper 2005/02, Norges Bank.

  8. "House prices in Norway 1819-1989" (co-authored with Solveig K. Gulbrandsen).
    Working Paper 2004/21, Norges Bank.

  9. "Real time data for Norway: Challenges for Monetary Policy," (co-authored with Tom Bernhardsen, Anne Sofie Jore and Øystein Røisland). Discussion Paper 2004/26, Deutsche Bundesbank.

  10. "Progress from forecast failure - The Norwegian consumption function" (co-authored with Eilev S. Jansen and Ragnar Nymoen). Working Paper 2000/10, Norges Bank.

  11. "Equilibrium-correction versus differencing in macroeconometric forecasting" (co-authored with Tore Anders Husebø and Ragnar Nymoen). Working Paper 1998/06, Norges Bank.

Work in progress

  1. ”Core inflation, model averaging and structural instabilities”, (with Francesco Ravazzolo and Shaun Vahey).

  2. "Robust-satisficing monetary policy under parameter uncertainty", (with Q. Farooq Akram and Yakov Ben-Haim).

  3. "Forecasting under data and model uncertainty" (with Farooq Akram and Ragnar Nymoen).

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