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Details about Knut Are Aastveit

Homepage:http://www.norges-bank.no/en/about/research/economists/aastveit-knut-are/
Workplace:Norges Bank (Central Bank of Norway), (more information at EDIRC)

Access statistics for papers by Knut Are Aastveit.

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

Short-id: paa22


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Working Papers

2022

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

2021

  1. Quantifying time-varying forecast uncertainty and risk for the real price of oil
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Working Paper, Norges Bank (2021) Downloads
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2021) Downloads

    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) Downloads View citations (2) (2023)
  2. The household effects of mortgage regulation
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (1)

2020

  1. Changing supply elasticities and regional housing booms
    Bank of England working papers, Bank of England Downloads View citations (5)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) Downloads View citations (1)
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2019) Downloads View citations (1)
    Working Paper, Norges Bank (2019) Downloads

    See also Journal Article Changing Supply Elasticities and Regional Housing Booms, Journal of Money, Credit and Banking, Blackwell Publishing (2023) Downloads View citations (2) (2023)
  2. Inflation expectations and the pass-through of oil prices
    Working Paper, Norges Bank Downloads View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (2)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2020) Downloads 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) Downloads View citations (6) (2023)
  3. Mortgage regulation and financial vulnerability at the household level
    Working Paper, Norges Bank Downloads
  4. Nowcasting Norwegian household consumption with debit card transaction data
    Working Paper, Norges Bank Downloads View citations (11)

2019

  1. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
    Working Paper, Norges Bank Downloads
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) Downloads View citations (13)

    See also Journal Article Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting, Journal of the American Statistical Association, Taylor & Francis Journals (2020) Downloads View citations (17) (2020)

2018

  1. Asymmetric effects of monetary policy in regional housing markets
    Working Papers, Institut d'Economia de Barcelona (IEB) Downloads View citations (4)
    Also in Working Paper, Norges Bank (2017) Downloads View citations (5)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2017) Downloads View citations (5)

    See also Journal Article Asymmetric Effects of Monetary Policy in Regional Housing Markets, American Economic Journal: Macroeconomics, American Economic Association (2022) Downloads View citations (5) (2022)
  2. The Evolution of Forecast Density Combinations in Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (15)

2017

  1. Has the Fed responded to house and stock prices? A time-varying analysis
    Working Paper, Norges Bank Downloads View citations (12)
    Also in Working Papers, Banco de España (2017) Downloads 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) Downloads View citations (4) (2023)
  2. Residential investment and recession predictability
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (3)
    Also in Working Paper, Norges Bank (2017) Downloads View citations (6)

    See also Journal Article Residential investment and recession predictability, International Journal of Forecasting, Elsevier (2019) Downloads View citations (10) (2019)

2016

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

    See also Journal Article Have Standard VARS Remained Stable Since the Crisis?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) Downloads View citations (29) (2017)

2015

  1. Identification and real-time forecasting of Norwegian business cycles
    Working Paper, Norges Bank Downloads View citations (1)
    See also Journal Article Identification and real-time forecasting of Norwegian business cycles, International Journal of Forecasting, Elsevier (2016) Downloads View citations (22) (2016)

2014

  1. Combined Density Nowcasting in an Uncertain Economic Environment
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in Working Paper, Norges Bank (2014) Downloads View citations (2)

    See also Journal Article Combined Density Nowcasting in an Uncertain Economic Environment, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) Downloads View citations (39) (2018)
  2. Density forecasts with MIDAS models
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (5)
    Also in Working Paper, Norges Bank (2014) Downloads View citations (5)

    See also Journal Article Density Forecasts With Midas Models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) Downloads View citations (17) (2017)
  3. Forecasting recessions in real time
    Working Paper, Norges Bank Downloads View citations (4)

2013

  1. Economic uncertainty and the effectiveness of monetary policy
    Working Paper, Norges Bank Downloads View citations (93)
  2. Oil price shocks and monetary policy in a data-rich environment
    Working Paper, Norges Bank Downloads View citations (12)
  3. 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 Downloads View citations (3)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012) Downloads View citations (35)
    Working Paper, Norges Bank (2012) Downloads View citations (17)

    See also Journal Article What Drives Oil Prices? Emerging Versus Developed Economies, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) Downloads View citations (116) (2015)

2011

  1. Nowcasting GDP in Real-Time: A Density Combination Approach
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (38)
    Also in Working Paper, Norges Bank (2011) Downloads 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) Downloads View citations (82) (2014)
  2. The world is not enough! Small open economies and regional dependence
    Working Paper, Norges Bank Downloads View citations (15)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2011) Downloads View citations (22)

    See also Journal Article The World Is Not Enough! Small Open Economies and Regional Dependence, Scandinavian Journal of Economics, Wiley Blackwell (2016) Downloads View citations (19) (2016)

2008

  1. Estimating the output gap in real time: A factor model approach
    Working Paper, Norges Bank Downloads 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) Downloads View citations (15) (2014)
  2. Nowcasting Norwegian GDP: The role of asset prices in a small open economy
    Working Paper, Norges Bank Downloads View citations (3)
    See also Journal Article Nowcasting norwegian GDP: the role of asset prices in a small open economy, Empirical Economics, Springer (2012) Downloads View citations (61) (2012)

Journal Articles

2023

  1. Changing Supply Elasticities and Regional Housing Booms
    Journal of Money, Credit and Banking, 2023, 55, (7), 1749-1783 Downloads View citations (2)
    See also Working Paper Changing supply elasticities and regional housing booms, Bank of England working papers (2020) Downloads View citations (5) (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 Downloads View citations (4)
    See also Working Paper Has the Fed responded to house and stock prices? A time-varying analysis, Working Paper (2017) Downloads 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 Downloads View citations (6)
    See also Working Paper Inflation expectations and the pass-through of oil prices, Working Paper (2020) Downloads View citations (3) (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 Downloads View citations (2)
    See also Working Paper Quantifying time-varying forecast uncertainty and risk for the real price of oil, Tinbergen Institute Discussion Papers (2021) Downloads (2021)

2022

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

2020

  1. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
    Journal of the American Statistical Association, 2020, 115, (531), 1092-1110 Downloads View citations (17)
    See also Working Paper Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting, Working Paper (2019) Downloads (2019)

2019

  1. Residential investment and recession predictability
    International Journal of Forecasting, 2019, 35, (4), 1790-1799 Downloads View citations (10)
    See also Working Paper Residential investment and recession predictability, Working Papers (2017) Downloads View citations (3) (2017)

2018

  1. Combined Density Nowcasting in an Uncertain Economic Environment
    Journal of Business & Economic Statistics, 2018, 36, (1), 131-145 Downloads View citations (39)
    See also Working Paper Combined Density Nowcasting in an Uncertain Economic Environment, Tinbergen Institute Discussion Papers (2014) Downloads View citations (2) (2014)

2017

  1. Density Forecasts With Midas Models
    Journal of Applied Econometrics, 2017, 32, (4), 783-801 Downloads View citations (17)
    See also Working Paper Density forecasts with MIDAS models, Working Papers (2014) Downloads View citations (5) (2014)
  2. Economic uncertainty and the influence of monetary policy
    Journal of International Money and Finance, 2017, 76, (C), 50-67 Downloads View citations (123)
  3. Have Standard VARS Remained Stable Since the Crisis?
    Journal of Applied Econometrics, 2017, 32, (5), 931-951 Downloads View citations (29)
    See also Working Paper Have Standard VARs Remained Stable Since the Crisis?, CEPR Discussion Papers (2016) Downloads View citations (6) (2016)

2016

  1. Identification and real-time forecasting of Norwegian business cycles
    International Journal of Forecasting, 2016, 32, (2), 283-292 Downloads View citations (22)
    See also Working Paper Identification and real-time forecasting of Norwegian business cycles, Working Paper (2015) Downloads View citations (1) (2015)
  2. The World Is Not Enough! Small Open Economies and Regional Dependence
    Scandinavian Journal of Economics, 2016, 118, (1), 168-195 Downloads View citations (19)
    See also Working Paper The world is not enough! Small open economies and regional dependence, Working Paper (2011) Downloads View citations (15) (2011)

2015

  1. What Drives Oil Prices? Emerging Versus Developed Economies
    Journal of Applied Econometrics, 2015, 30, (7), 1013-1028 Downloads View citations (116)
    See also Working Paper What drives oil prices? Emerging versus developed economies, CAMA Working Papers (2013) Downloads View citations (3) (2013)

2014

  1. Estimating the output gap in real time: A factor model approach
    The Quarterly Review of Economics and Finance, 2014, 54, (2), 180-193 Downloads View citations (15)
    See also Working Paper Estimating the output gap in real time: A factor model approach, Working Paper (2008) Downloads View citations (4) (2008)
  2. Nowcasting GDP in Real Time: A Density Combination Approach
    Journal of Business & Economic Statistics, 2014, 32, (1), 48-68 Downloads View citations (82)
    See also Working Paper Nowcasting GDP in Real-Time: A Density Combination Approach, Working Papers (2011) Downloads View citations (38) (2011)
  3. Oil price shocks in a data-rich environment
    Energy Economics, 2014, 45, (C), 268-279 Downloads View citations (26)

2012

  1. Nowcasting norwegian GDP: the role of asset prices in a small open economy
    Empirical Economics, 2012, 42, (1), 95-119 Downloads View citations (61)
    See also Working Paper Nowcasting Norwegian GDP: The role of asset prices in a small open economy, Working Paper (2008) Downloads View citations (3) (2008)
 
Page updated 2024-07-19