Details about Knut Are Aastveit

Access statistics for papers by Knut Are Aastveit.

Last updated 2021-04-10. Update your information in the RePEc Author Service.

Short-id: paa22

Working Papers

2020

1. Changing supply elasticities and regional housing booms
   Bank of England working papers, Bank of England View citations (5)
   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)
2. 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)
3. Mortgage regulation and financial vulnerability at the household level
   Working Paper, Norges Bank

2019

4. 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 (12)
   See also Journal Article in Journal of the American Statistical Association (2020)

2018

5. 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)
6. The Evolution of Forecast Density Combinations in Economics
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)

2017

7. 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)
8. 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 in International Journal of Forecasting (2019)

2016

9. Have Standard VARs Remained Stable Since the Crisis?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2014) View citations (9)
   Working Paper, Norges Bank (2014) View citations (14)
   See also Journal Article in Journal of Applied Econometrics (2017)

2015

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

2014

11. 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 in Journal of Business & Economic Statistics (2018)
12. Density forecasts with MIDAS models
    Working Paper, Norges Bank View citations (5)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2014) View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2017)
13. Forecasting recessions in real time
    Working Paper, Norges Bank View citations (4)

2013

14. Economic uncertainty and the effectiveness of monetary policy
    Working Paper, Norges Bank View citations (92)
15. Oil price shocks and monetary policy in a data-rich environment
    Working Paper, Norges Bank View citations (12)
16. 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 in Journal of Applied Econometrics (2015)

2011

17. 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 in Journal of Business & Economic Statistics (2014)
18. 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 in Scandinavian Journal of Economics (2016)

2008

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

Journal Articles

2020

1. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
   Journal of the American Statistical Association, 2020, 115, (531), 1092-1110 View citations (12)
   See also Working Paper (2019)

2019

2. Residential investment and recession predictability
   International Journal of Forecasting, 2019, 35, (4), 1790-1799 View citations (9)
   See also Working Paper (2017)

2018

3. Combined Density Nowcasting in an Uncertain Economic Environment
   Journal of Business & Economic Statistics, 2018, 36, (1), 131-145 View citations (38)
   See also Working Paper (2014)

2017

4. Density Forecasts With Midas Models
   Journal of Applied Econometrics, 2017, 32, (4), 783-801 View citations (16)
   See also Working Paper (2014)
5. Economic uncertainty and the influence of monetary policy
   Journal of International Money and Finance, 2017, 76, (C), 50-67 View citations (106)
6. Have Standard VARS Remained Stable Since the Crisis?
   Journal of Applied Econometrics, 2017, 32, (5), 931-951 View citations (28)
   See also Working Paper (2016)

2016

7. Identification and real-time forecasting of Norwegian business cycles
   International Journal of Forecasting, 2016, 32, (2), 283-292 View citations (20)
   See also Working Paper (2015)
8. The World Is Not Enough! Small Open Economies and Regional Dependence
   Scandinavian Journal of Economics, 2016, 118, (1), 168-195 View citations (18)
   See also Working Paper (2011)

2015

9. What Drives Oil Prices? Emerging Versus Developed Economies
   Journal of Applied Econometrics, 2015, 30, (7), 1013-1028 View citations (109)
   See also Working Paper (2013)

2014

10. 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 (2008)
11. Nowcasting GDP in Real Time: A Density Combination Approach
    Journal of Business & Economic Statistics, 2014, 32, (1), 48-68 View citations (76)
    See also Working Paper (2011)
12. Oil price shocks in a data-rich environment
    Energy Economics, 2014, 45, (C), 268-279 View citations (23)

2012

13. Nowcasting norwegian GDP: the role of asset prices in a small open economy
    Empirical Economics, 2012, 42, (1), 95-119 View citations (59)
    See also Working Paper (2008)