André K. Anundsen

Researcher

Contact:

Tel.: +47 22 31 63 75
E-mail: Andre-Kallak.anundsen@norges-bank.no

Fax: +47 22 42 40 62
Norges Bank
P.O. Box 1179 Sentrum
0107 Oslo
Norway

Research interests

Applied econometrics, housing economics and the interaction between houding markets and the macroeconomy.

Submitted papers

Anundsen, A. K. (2016): Detecting imbalances in house prices: What goes up must come down?,  Working Paper (2016-11), Norges Bank. Revision requestion by Scandinavian Journal of Economics.

Anundsen, A. K. and R., Nymoen (2015): Did US consumers save for a rainy day before the Great Recession? Working Paper (2015-8), Norges Bank. Submitted.

Anundsen, A. K. and C., Heebøll (2014): Regional US house price formation: One size fits all?, Working Paper (2014-8), Norges Bank. Submitted

 Working papers and work in progress

Asymmetric effects of monetary policy in regional housing markets. Working paper (2017-25), Norges Bank. (with Knut-Are Aastveit)

Residential investment and receission predictability. Working paper (2017-24), Norges Bank. (with Knut-Are Aastveit and Eyo Herstad)

Getting more by asking for less: The efficiacy of a strategically low ask price in the housing market. In progress. (with Erling Røed Larsen and Dag Einar Sommervold)

Removing the property ladder? The effects of loan-to-value limits on the housing market. In progress (with Knut-Are Aastveit, Benjamin Beckers and Kjersti Næss Torstensen)

Was there a nationwide house price bubble in the US housing market in the 2000s. In progress.  (with Bjørnar Kivedal)

Journal publications:

Anundsen, A. K. and E. R., Larsen (2018). Testing for micro efficiency in the housing market. Forthcoming in  International Economic Review

Anundsen, A.K, K. Gerdrup, F. Hansen and K. Kragh-Sørensen: 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.

Book contributions:

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.

Policy notes

Anundsen, A. K. og S. Mæhlum (2017): Regionale forskjeller i boligpriser og gjeld, Norges Bank Aktuell Kommentar, 2017-4.

Anundsen, A.K. (2016): Oljepris og lønnsutvikling i K-sektor, Norges Bank Staff Memo, 2016-8.

 

Published 12 December 2013 12:00