Norges Bank

Vegard Larsen

Researcher/senior adviser

Contact:

Tel.: +47 22 31 61 35
E-mail: Vegard-Hoghaug.Larsen@Norges-Bank.no

Office: A5-324

Norges Bank
P.O. Box 1179 Sentrum
0107 Oslo
Norway

Research Interests

Time series econometrics and applied macroeconomics.

Working papers:

News media vs. FRED-MD for macroeconomic forecasting (with Jon Ellingsen and Leif Anders Thorsrud)
Narrative monetary policy surprises and the media (with Saskia ter Ellen and Leif Anders Thorsrud) Revise and Resubmit: Journal of Money, Credit & Banking
Business cycle narratives
(with Leif Anders Thorsrud)
Components of uncertainty Revise and Resubmit: International Economic Review
Asset returns, news topics, and media effects (with Leif Anders Thorsrud) Revise and Resubmit: Scandinavian Journal of Economics

Publications:
News-driven inflation expectations and information rigidities, joint wih Leif Anders Thorsrud and Julia Zhulanova (forthcoming) in Journal of Monetary Economics
Business cycles in an oil economy joint with Drago Bergholt and Martin Seneca (2019) in Journal of International Money and Finance 96: 283-303.
The value of news for economic developments joint with Leif Anders Thorsrud (2019)  Journal of Econometrics 210 (1), 203-218
Oil and macroeconomic (in)stability  joint with Hilde C. Bjørnland and Junior Maih (2018)  American Economic Journal: Macroeconomics10 (4): 128-51.

Edited 12 October 2020 13:38