Details about Knut Are Aastveit

Access statistics for papers by Knut Are Aastveit.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: paa22

Working Papers

2022

1. The Price Responsiveness of Shale Producers: Evidence from Micro Data
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2021) View citations (1)
   Working Paper, Norges Bank (2022) View citations (4)

2021

2. Quantifying time-varying forecast uncertainty and risk for the real price of oil
   Working Paper, Norges Bank
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2021)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2021)
   See also Journal Article Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) View citations (7) (2023)
3. The household effects of mortgage regulation
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (1)

2020

4. Changing supply elasticities and regional housing booms
   Bank of England working papers, Bank of England View citations (6)
   Also in Working Paper, Norges Bank (2019)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) View citations (1)
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2019) View citations (1)
   See also Journal Article Changing Supply Elasticities and Regional Housing Booms, Journal of Money, Credit and Banking, Blackwell Publishing (2023) View citations (7) (2023)
5. Inflation expectations and the pass-through of oil prices
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (2)
   Also in Working Paper, Norges Bank (2020) View citations (3)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
   See also Journal Article Inflation Expectations and the Pass-Through of Oil Prices, The Review of Economics and Statistics, MIT Press (2023) View citations (15) (2023)
6. Mortgage regulation and financial vulnerability at the household level
   Working Paper, Norges Bank
7. Nowcasting Norwegian household consumption with debit card transaction data
   Working Paper, Norges Bank View citations (13)

2019

8. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
   Working Paper, Norges Bank
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) View citations (13)
   See also Journal Article Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting, Journal of the American Statistical Association, Taylor & Francis Journals (2020) View citations (21) (2020)

2018

9. Asymmetric effects of monetary policy in regional housing markets
   Working Papers, Institut d'Economia de Barcelona (IEB) View citations (4)
   Also in Working Paper, Norges Bank (2017) View citations (5)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2017) View citations (5)
   See also Journal Article Asymmetric Effects of Monetary Policy in Regional Housing Markets, American Economic Journal: Macroeconomics, American Economic Association (2022) View citations (15) (2022)
10. The Evolution of Forecast Density Combinations in Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)

2017

11. Has the Fed responded to house and stock prices? A time-varying analysis
    Working Paper, Norges Bank View citations (12)
    Also in Working Papers, Banco de España (2017) View citations (14)
    See also Journal Article Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis, The Review of Economics and Statistics, MIT Press (2023) View citations (8) (2023)
12. Residential investment and recession predictability
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (3)
    Also in Working Paper, Norges Bank (2017) View citations (6)
    See also Journal Article Residential investment and recession predictability, International Journal of Forecasting, Elsevier (2019) View citations (11) (2019)

2016

13. Have Standard VARs Remained Stable Since the Crisis?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Working Paper, Norges Bank (2014) View citations (13)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2014) View citations (8)
    See also Journal Article Have Standard VARS Remained Stable Since the Crisis?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (29) (2017)

2015

14. Identification and real-time forecasting of Norwegian business cycles
    Working Paper, Norges Bank View citations (1)
    See also Journal Article Identification and real-time forecasting of Norwegian business cycles, International Journal of Forecasting, Elsevier (2016) View citations (25) (2016)

2014

15. Combined Density Nowcasting in an Uncertain Economic Environment
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in Working Paper, Norges Bank (2014) View citations (2)
    See also Journal Article Combined Density Nowcasting in an Uncertain Economic Environment, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (42) (2018)
16. Density forecasts with MIDAS models
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (4)
    Also in Working Paper, Norges Bank (2014) View citations (4)
    See also Journal Article Density Forecasts With Midas Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (19) (2017)
17. Forecasting recessions in real time
    Working Paper, Norges Bank View citations (4)

2013

18. Economic uncertainty and the effectiveness of monetary policy
    Working Paper, Norges Bank View citations (96)
19. Oil price shocks and monetary policy in a data-rich environment
    Working Paper, Norges Bank View citations (14)
20. What drives oil prices? Emerging versus developed economies
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    Also in Working Paper, Norges Bank (2012) View citations (17)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012) View citations (35)
    See also Journal Article What Drives Oil Prices? Emerging Versus Developed Economies, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (124) (2015)

2011

21. Nowcasting GDP in Real-Time: A Density Combination Approach
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (38)
    Also in Working Paper, Norges Bank (2011) View citations (18)
    See also Journal Article Nowcasting GDP in Real Time: A Density Combination Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (85) (2014)
22. The world is not enough! Small open economies and regional dependence
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (22)
    Also in Working Paper, Norges Bank (2011) View citations (15)
    See also Journal Article The World Is Not Enough! Small Open Economies and Regional Dependence, Scandinavian Journal of Economics, Wiley Blackwell (2016) View citations (24) (2016)

2008

23. Estimating the output gap in real time: A factor model approach
    Working Paper, Norges Bank View citations (4)
    See also Journal Article Estimating the output gap in real time: A factor model approach, The Quarterly Review of Economics and Finance, Elsevier (2014) View citations (15) (2014)
24. Nowcasting Norwegian GDP: The role of asset prices in a small open economy
    Working Paper, Norges Bank View citations (3)
    See also Journal Article Nowcasting norwegian GDP: the role of asset prices in a small open economy, Empirical Economics, Springer (2012) View citations (64) (2012)

Journal Articles

2023

1. Changing Supply Elasticities and Regional Housing Booms
   Journal of Money, Credit and Banking, 2023, 55, (7), 1749-1783 View citations (7)
   See also Working Paper Changing supply elasticities and regional housing booms, Bank of England working papers (2020) View citations (6) (2020)
2. Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis
   The Review of Economics and Statistics, 2023, 105, (5), 1314-1324 View citations (8)
   See also Working Paper Has the Fed responded to house and stock prices? A time-varying analysis, Working Paper (2017) View citations (12) (2017)
3. Inflation Expectations and the Pass-Through of Oil Prices
   The Review of Economics and Statistics, 2023, 105, (3), 733-743 View citations (15)
   See also Working Paper Inflation expectations and the pass-through of oil prices, Working Papers (2020) View citations (2) (2020)
4. Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
   Journal of Business & Economic Statistics, 2023, 41, (2), 523-537 View citations (7)
   See also Working Paper Quantifying time-varying forecast uncertainty and risk for the real price of oil, Working Paper (2021) (2021)

2022

5. Asymmetric Effects of Monetary Policy in Regional Housing Markets
   American Economic Journal: Macroeconomics, 2022, 14, (4), 499-529 View citations (15)
   See also Working Paper Asymmetric effects of monetary policy in regional housing markets, Working Papers (2018) View citations (4) (2018)

2020

6. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
   Journal of the American Statistical Association, 2020, 115, (531), 1092-1110 View citations (21)
   See also Working Paper Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting, Working Paper (2019) (2019)

2019

7. Residential investment and recession predictability
   International Journal of Forecasting, 2019, 35, (4), 1790-1799 View citations (11)
   See also Working Paper Residential investment and recession predictability, Working Papers (2017) View citations (3) (2017)

2018

8. Combined Density Nowcasting in an Uncertain Economic Environment
   Journal of Business & Economic Statistics, 2018, 36, (1), 131-145 View citations (42)
   See also Working Paper Combined Density Nowcasting in an Uncertain Economic Environment, Tinbergen Institute Discussion Papers (2014) View citations (2) (2014)

2017

9. Density Forecasts With Midas Models
   Journal of Applied Econometrics, 2017, 32, (4), 783-801 View citations (19)
   See also Working Paper Density forecasts with MIDAS models, Working Papers (2014) View citations (4) (2014)
10. Economic uncertainty and the influence of monetary policy
    Journal of International Money and Finance, 2017, 76, (C), 50-67 View citations (141)
11. Have Standard VARS Remained Stable Since the Crisis?
    Journal of Applied Econometrics, 2017, 32, (5), 931-951 View citations (29)
    See also Working Paper Have Standard VARs Remained Stable Since the Crisis?, CEPR Discussion Papers (2016) View citations (7) (2016)

2016

12. Identification and real-time forecasting of Norwegian business cycles
    International Journal of Forecasting, 2016, 32, (2), 283-292 View citations (25)
    See also Working Paper Identification and real-time forecasting of Norwegian business cycles, Working Paper (2015) View citations (1) (2015)
13. The World Is Not Enough! Small Open Economies and Regional Dependence
    Scandinavian Journal of Economics, 2016, 118, (1), 168-195 View citations (24)
    See also Working Paper The world is not enough! Small open economies and regional dependence, Working Papers (2011) View citations (22) (2011)

2015

14. What Drives Oil Prices? Emerging Versus Developed Economies
    Journal of Applied Econometrics, 2015, 30, (7), 1013-1028 View citations (124)
    See also Working Paper What drives oil prices? Emerging versus developed economies, CAMA Working Papers (2013) View citations (3) (2013)

2014

15. Estimating the output gap in real time: A factor model approach
    The Quarterly Review of Economics and Finance, 2014, 54, (2), 180-193 View citations (15)
    See also Working Paper Estimating the output gap in real time: A factor model approach, Working Paper (2008) View citations (4) (2008)
16. Nowcasting GDP in Real Time: A Density Combination Approach
    Journal of Business & Economic Statistics, 2014, 32, (1), 48-68 View citations (85)
    See also Working Paper Nowcasting GDP in Real-Time: A Density Combination Approach, Working Papers (2011) View citations (38) (2011)
17. Oil price shocks in a data-rich environment
    Energy Economics, 2014, 45, (C), 268-279 View citations (29)

2012

18. Nowcasting norwegian GDP: the role of asset prices in a small open economy
    Empirical Economics, 2012, 42, (1), 95-119 View citations (64)
    See also Working Paper Nowcasting Norwegian GDP: The role of asset prices in a small open economy, Working Paper (2008) View citations (3) (2008)