Norges Bank

Articles published in 2016

Aastveit, K.A., A.S. Jore and F. Ravazzolo. "Identification and real-time forecasting of Norwegian business cycles", International Journal of Forecasting, Vol. 32(2), pp. 283-292.

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, Vol.  31 (7), pp. 1291–1311.

Aastveit, K.A., Bjørnland, H. C. and Thorsrud, L. F.. "The world is not enough! Small open economies and regional dependence".  Scandinavian Journal of Economics, Vol. 118(1), pp. 168-195.

Anundsen, A. K.  and Heebøll, C., "Supply restrictions, subprime lending and regional US house prices", Journal of Housing Economics, Vol. 31, pp. 54-72.

Krogh, T. S.. "Real wage rigidity and the unemployment volatility puzzle in small open economies", Oxford Economic Papers, 68(1), 2016, 131-151.

Furlanetto, F. and Groshenny, N., "Reallocation shocks, persistence and nominal rigidities". Economics Letters 141, 151-155.

Furlanetto, F. and N. Groshenny, "Mismatch shocks and unemployment during the Great Recession", Journal of Applied Econometrics, Vol. 31 (7),pp. 1197-1214.

Foroni, C. and M. Marcellino, "Mixed frequency Structural VAR", Journal of the Royal Statistical Society - Series A, Vol. 179(2), pp. 403-425.

Pettenuzzo, D. and F. Ravazzolo, "Optimal Portfolio Choice under Decision-Based Model Combinations", Journal of Applied Econometrics, Vol. 31(7), pp. 1312-1332.

Billio M., R. Casarin, F. Ravazzolo and H.K. van Dijk, "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model", Journal of Applied Econometrics, Vol. 31(7), pp. 1352–1370

Skjeltorp, J., Sojli, E. and Tham, W. W.. "Flashes of trading intent at the NASDAQ".  Journal of Financial and Quantitative Analysis. Vol. 51 (1), pp. 165-196.

 

Published 1 February 2016 11:33

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Published 1 February 2016 11:33