Time series econometrics and Bayesian statistics. Energy economics and applied macroeconomics. Big Data and machine learning.
Leif Anders Thorsrud is a Senior Researcher in Monetary Policy Research. He obtained his Ph.D. at the Norwegian Business School in 2014.
Thorsrud's research on forecasting and energy economics has been published in top field international journals. Currently his research agenda centers on how unstructured data sources can be used to understand macroeconomic fluctuations.
Prior to obtaining his Ph.D., Thorsrud had more than 6 years of experience as model builder and forecaster at Norges Bank and the Reserve Bank of New Zealand.
Thorsrud is also the co-author of the book: "Applied Time Series For Macroeconomics".
See full CV for more information.
- Forecasting GDP with global components. This time is different (joint with Hilde C. Bjørnland and Francesco Ravazzolo). International Journal of Forecasting, forthcoming.
- Boom or gloom? Examining the Dutch disease in two-speed economies (joint with Hilde C. Bjørnland). The Economic Journal, forthcoming.
- The world is not enough! Small open economies and regional dependence (joint with Knut A. Aastveit and Hilde C. Bjørnland). Scandinavian Journal of Economics 118(1), 168-195, 2016.
- What drives oil prices? Emerging versus developed economies (joint with Knut A. Aastveit and Hilde C. Bjørnland). Journal of Applied Econometrics 30(7), 1013-1028, 2015.
- Nowcasting GDP in Real-Time: A Density Combination Approach (joint with Knut A. Aastveit, Karsten R. Gerdrup, and Anne Sofie Jore). Journal of Business & Economic Statistics 32(1), 48-68, 2014.
- Does Forecast Combination Improve Norges Bank Inflation Forecasts? (joint with Hilde C. Bjørnland, Karsten Gerdrup, Anne Sofie Jore, and Christie Smith). Oxford Bulletin of Economics and Statistics, 74(2), 163-179, 2012.
- Weights and pools for a Norwegian density combination (joint with Hilde C. Bjørnland, Karsten Gerdrup, Anne Sofie Jore, and Christie Smith). The North American Journal of Economics and Finance, 22(1), 61-76, 2011.