Household finance, micro data analysis, bank funding costs. Statistical learning
Bjørn Helge Vatne is Senior Researcher in Financial Stability Wing, Norges Bank. Vatne obtained his PhD from University of Oslo in 1997. He also holds a MSOR from Stanford University, California from 1988. He joined Norges Bank in 1997
Vatne is working in the Research department with a project analysing the financial situation in the Norwegian household sector based on micro data.
Kjersti-Gro Lindquist and Bjørn Helge Vatne. Husholdningenes kjøpekraft i boligmarkedet. Tidsskrift for
boligforskning, 2:6–22, 2019. https://doi.org/10.18261/issn.2535-5988-2019-01-02
Zhiyang Jia, John Dagsvik, Bjørn Vatne, and Weizhen Zhu. Is the Pareto-Lévy law a good representation of
income distributions? Empirical Economics, 44, 04 2013. doi: 10.1007/s00181-011-0539-z
Kjersti-Gro Lindquist, Magdalena Riser, Haakon Solheim, and Bjørn Helge Vatne. Debt in norwegian
households within a life-cycle perspective. an analysis using household-level data. In Proceedings of the
Seventh IFC Conference, pages 785–798. Irving Fisher Committee on Central Bank Statistics, April 2015. ISBN
"Developments in household debt. An analysis of microdata for the period 1986 - 2003", Magdalena D. Riiser and Bjørn Helge Vatne, Economic Bulletin, 2/2006 Norges Bank
"How large are the financial margins of Norwegian households? An analysis of microdata for the period 1987-2004", Bjørn Helge Vatne, Economic Bulletin, 4/2006 Norges Bank
Education and degrees
2005: Certified European Financial Analyst Norwegian School of Economics and Business Administration (NHH).
1997: PhD (Dr. polit.) Department of Economics, University of Oslo.
Dissertation: A Simulation-based Estimation Method for Discrete Choice Models, Statistiske doktoravhandlinger
No 3 – 1997, Sosialøkonomisk Institutt, Universitetet i Oslo
1988: MSc Operations Research, Stanford University, California USA.
1985: MSc (Cand. Scient) Computer Science, University of Oslo.
2005- : Special advisor, Financial Stability Wing, Norges Bank (Central Bank of Norway)
2003-2005: Head of department, Ergo Integration
1997-2003: IT-director, Norges Bank (Central Bank of Norway)
1988-1997: Research Fellow, Advisor, Statistics Norway
Fields of interest
Household finance, micro data analysis, bank funding costs, Credit risk
Haakon Solheim and Bjørn Helge Vatne: "Evidence of a change in banks' lending practices after the financial crisis", Economic Commentaries, 3/2014, Norges Bank
Kjersti-Gro Lindquist, Magdalena D. Riiser, Haakon Solheim and Bjørn H. Vatne: “Ten years of household micro data. What have we learned?”, Staff Memo 8/2014, Norges Bank
John K. Dagsvik, Zhiyang Jia, Bjørn H. Vatne and Weizen Zhu: "Is the Pareto-Lévy law a good representation of income distributions". Empirical Economics, 01/2013; 44(2).
Haakon Solheim and Bjørn H. Vatne: "Measures of household credit risk", Economic Commentaries 8/2013, Norges Bank
Arvid Raknerud and Bjørn Helge Vatne: "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data", Working Paper 17/2012, Norges Bank
Geir Arne Dahl and Bjørn Helge Vatne: "Decomposing debt growth", Economic Commentaries 12/2012, Norges Bank
Haakon Solheim and Bjørn Helge Vatne: "Distribution of household debt burden across age groups", Economic Commentaries 2/2011, Norges Bank
Dag Henning Jacobsen and Bjørn Helge Vatne: "The impact of house prices on household debt when controlling for home ownership." Working Paper 8/2011, Norges Bank
Gøril Bjerkhol Havro, Cathrine Bolstad Træe and Bjørn Helge Vatne: "Further analysis of the stress test of banks' capital adequacy in Financial Stability 2/2010", Economic Bulletin 2011, Norges Bank
Bjørn Helge Vatne: "Housing and debt.", Economic Commentaries 9/2009, Norges Bank
- Bjørn Helge Vatne, “How large are the financial margins of Norwegian households? An analysis of microdata for the period 1987–2004, Economic Bulletin, 2/2006 Norges Bank
- Magdalena D. Riiser and Bjørn Helge Vatne, ”Developments in household debt. An analysis of microdata for the period 1986 – 2003 “,Economic Bulletin, 4/2006 Norges Bank
- John K. Dagsvik and Bjørn H. Vatne (1999):” Is the Distribution of Income Compatible with a Stable Distribution?” DP 246 Statistics Norway
- Vatne, B. H. (1997) A Simulation-based Estimation Method for Discrete Choice Models, Statistical dissertations No 3 – 1997, Department of Economics, University of Oslo
- Boye K, K. Moe, Å. Cappelen, E. Didrichsen og B. H. Vatne (1994): Innføring i økonomi. Fagbokforlaget, Bergen Lærerbok i økonomi for videregående skole. (In Norwegian)
- Offerdal E., Vatne B. H. (1990): Fore ward-looking Behavior and Tax Policy Modeling. Forskning om skatteøkonomi, No 18. NORAS.
- Born: 1959
- Nationality: Norwegian