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Applied Macroeconomics, Time Series Econometrics, Forecasting
I am a Senior Researcher in the Research Unit of the Norges Bank. Previously I worked as Senior Research Economist at the Bank of Finland and Research Economist at the Bank of Canada.
Academic Publications
- State Dependence of Monetary Policy Across Business, Credit and Interest Rate Cycles (2021), with S. Alpanda and S. Zubairy, European Economic Review, vol. 140
- Predicting Relative Forecasting Performance: An Empirical Investigation (2019), with T. Sekhposyan, International Journal of Forecasting, vol.35(4), pages 1636-1657
- Inference for VARs Identified with Sign Restrictions (2018), with H. R. Moon, and F. Schorfheide, Quantitative Economics,vol.9, pages 1087-1121
- Monetary Policy, Private Debt and Financial Stability Risks (2017), with Gregory H. Bauer International Journal of Central Banking, vol.13(3), pages 337-373
- House Price Dynamics: Fundamentals and Expectations (2015), with S. Kozicki, Journal of Economic Dynamics and Control, vol.60, pages 152-165
- A Predictability Test for a Small Number of Nested Models (2014), with K. Hubrich and H. R. Moon, Journal of Econometrics, vol.182(1), pages 174-185
Policy publications
- Bank of Finland Staff Forecasts: an Evaluation (2018), with J. Kilponen, Bank of Finland Bullettin
- Post-Crisis Monetary Policy Modelling (2018), with M. Haavio, M. Juselius, M. Kortelainen, L. Vilmi, Bank of Finland Bullettin
- The Accuracy of Short Term Forecast Combinations (2013), with C. Luu and P. St-Amant, BoC Review Summer
- Terms of Trade Shocks and Economic Recovery (2008), with N. Funke and P. Imam, IMF wp.08/36
- Bonds Currencies and Expectational Errors, with M. Sihvonen, NB wp 03-2020
- Nowcasting Norwegian Household Consumption with Debit Card Transaction Data, with Knut Are Aastveit, Tuva M. Fastbø, Kenneth S. Paulsen and Kjersti N. Torstensen, NB wp 17-2020
- The Efficiency of the Eurosystem/ECB Staff Inflation Projections: a State-Dependent Analysis, with P. Jalasjoki and M. Paloviita, NB wp 01-2021