Norges Bank

Articles published in 2015

Kaiji Chen and Alfonso Irrazabal. "The role of allocative efficiency in a decade of recovery", Review of Economics Dynamics, 18(3), 523-550.

Andre K. Anundsen. "Econometric regime shifts and the US subprime bubble". Journal of Applied Econometrics, 30(1), 145-169

Andre K. Anundsen, Harald Goldstein and Bernt Stigum. "Analysis of positively valued economic time series", in Bernt Stigum Econometrics in a formal science of economics: Theory and the measurement of economic relations, MIT Press, 2015, Ch. 7, pp. 195-231.

Andre K. Anundsen, Harald Goldstein and Bernt Stigum. "Non-linear cointegration in foreign exchange", in Bernt Stigum Econometrics in a formal science of economics: Theory and the measurement of economic relations, MIT Press, 2015, Ch. 8, pp. 233-277.

Carl Chiarella, Saskia Ter Ellen, Xuezhong He and Eliza Wu. "Fear or Fundamentals? Heterogeneous Beliefs in the European Sovereign CDS Market". Journal of Empirical Finance 32, June 2015, pp. 19-34.

Claudia Foroni, Pierre Guerin and Massimiliano Marcellino. "Markov-switching Mixed Frequency Vector Autoregression Models". International Journal of Forecasting, 31, 692-711. 

Claudia Foroni, Massimiliano Marcellino and Christian Schumacher, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials". Journal of the Royal Statistical Society - Series A, 178(1), 57-82.

Todd Clark and Francesco Ravazzolo. "The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility". Journal of Applied Econometrics, 30(4), 551-575.

Jin Cao and Gerhard Illing. "'Interest rate trap', or: Why does the central bank keep the policy rate too low for too long?" Scandinavian Journal of Economics, 117(4), 1256-1280.

Johannes Skjeltorp and Bernt-Arne Ødegaard. "When do listed firms pay for market making in their own stock?" Financial Management, 44(2), 241-266.

Alfonso A. Irrarazzabal, Andreas Moxnes and Luca David Opromolla. "The Tip of the Iceberg: A Quantitative Framework for Estimating Trade Costs", Review of Economics and Statistics, 97(4), 777-792.

Carl Andreas Claussen and Øistein Røisland, “Explaining interest rate decisions when the MPC members believe in different stories", International Journal of Central Banking, March 2015

Artashes Karapetyan and Bogda Stacescu (2014). "Information sharing and information acquisition", Review of Finance, 18(4), 1583-1615.

Jørgen Andersen, Jon Fiva and Gisle Natvik (2014). "Voting when the Stakes are High". Journal of Public Economics,110(1), 157-166.

Francesco Furlanetto and Martin Seneca (2014). "Investment shocks and consumption". European Economic Review, 66, 111-126.

Claudia Foroni and Massimiliano Marcellino (2014). "A Comparison of Mixed Frequency Approaches for Nowcasting Euro Area Macroeconomic Aggregates". International Journal of Forecasting, 30, 554-568.

Marius Jurgilas and Kevin J. Lansing (2014). "Housing Bubbles and Expected Returns to Home Ownership: Lessons and Policy Implications". Forthcoming in Property Prices and Real Estate Financing in a Turbulent World, M. Balling and J. Berg (eds.), Société Universitaire Européenne de Recherches Financières (SUERF).

Jin Cao (2014). "Insolvency Uncertainty, Banking Tax, and Macroprudential Regulation", in Gaëtan Nicodème and Ruud de Mooij (eds.): Taxation of the Financial Sector, MIT Press, Chapter 5.

Steinar Holden and Fredrik Wulfsberg (2014). "Wage Rigidity, Inflation, and Institutions." Scandinavian Journal of Economics, 116(2), 539-569.

Francesco Furlanetto and Martin Seneca (2014). "New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations." Macroeconomic Dynamics, 18(6), 1209-1233.

Knut Are Aastveit and Tørres G. Trovik (2014). "Estimating the Output Gap in Real Time: A Factor Model Approach". Quarterly Review of Economics and Finance, 54, 180-193.

Knut Are Aastveit, Karsten R. Gerdrup, Anne Sofie Jore and Leif Anders Thorsrud (2014). "Nowcasting GDP in Real-Time: A Density Combination Approach", Journal of Business & Economic Statistics, 32(1), 48-68.

Kjetil Martinsen, Francesco Ravazzolo and Fredrik Wulfsberg (2014). "Forecasting Macroeconomic Variables using Disaggregate Survey Data". Forthcoming in the International Journal of Forecasting, 30(1), 65-77.

Published 14 January 2016 14:00


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Published 14 January 2016 14:00