André K. Anundsen
Tel.: +47 22 31 63 75
Fax: +47 22 42 40 62
P.O. Box 1179 Sentrum
Applied econometrics, macroeconomics and financial stability, housing economics and the interaction between housing markets and the macroeconomy.
Working papers and papers under review
Asymmetric effects of monetary policy in regional housing markets. Working paper (2017-25), Norges Bank. (with Knut-Are Aastveit). Submitted.
Residential investment and receission predictability. Working paper (2017-24), Norges Bank. (with Knut-Are Aastveit and Eyo Herstad). R&R at International Journal of Forecasting.
Did US consumers save for a rainy day before the Great Recession? Working Paper (2015-8), Norges Bank. (with Ragnar Nymoen). R&R at Oxford Bulletin of Economics and Statistics.
Regional US house price formation: One size fits all?, Working Paper (2014-8), Norges Bank. (with Christian Heebøll). R&R at Empirical Economics.
Work in progress
Speculative bubbles in regional housing markets. (with Bjørnar Kivedal)
Time-varying supply elasticities and US housing cycles. (with Knut Are Aastveit and Bruno Albuquerque)
Getting more by asking for less? (with Erling Røed Larsen and Dag Einar Sommervold)
Housing elevators. (with Mathias Hoffmann, Erling Røed Larsen and Dag Einar Sommervold)
Removing the property ladder? The effects of loan-to-value limits on the housing market. (with Knut-Are Aastveit, Benjamin Beckers and Kjersti Næss Torstensen)
Anundsen, A. K. and E. R., Larsen. Testing for micro efficiency in the housing market. Forthcoming in International Economic Review.
Anundsen, A. K. Detecting imbalances in house prices: What goes up must come down?. Forthcoming in Scandinavian Journal of Economics.
Anundsen, A.K, K. Gerdrup, F. Hansen and K. Kragh-Sørensen (2016): 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.
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.