Details about Q. Farooq Akram

Access statistics for papers by Q. Farooq Akram.

Last updated 2020-09-07. Update your information in the RePEc Author Service.

Short-id: pak42

Working Papers

2019

1. Oil price drivers, geopolitical uncertainty and oil exporters’ currencies
   Working Paper, Norges Bank View citations (1)
   See also Journal Article Oil price drivers, geopolitical uncertainty and oil exporters' currencies, Energy Economics, Elsevier (2020) View citations (23) (2020)

2018

2. Identification of interbank loans and interest rates from interbank payments – A reliability assessment
   Working Paper, Norges Bank

2017

3. Norwegian interbank market’s response to changes in liquidity policy
   Working Paper, Norges Bank View citations (2)

2016

4. Joint Prediction Bands for Macroeconomic Risk Management
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (2)
   Also in Working Paper, Norges Bank (2016) View citations (2)

2015

5. Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support
   Working Paper, Norges Bank
   See also Journal Article Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (5) (2017)
6. The role of oil prices and monetary policy in the Norwegian economy since the 1980s
   Working Paper, Norges Bank View citations (1)

2013

7. Inferring interbank loans and interest rates from interbank payments - an evaluation
   Working Paper, Norges Bank View citations (1)

2012

8. Macro effects of capital requirements and macroprudential policy
   Working Paper, Norges Bank View citations (2)
   See also Journal Article Macro effects of capital requirements and macroprudential policy, Economic Modelling, Elsevier (2014) View citations (25) (2014)

2010

9. Interbank overnight interest rates - gains from systemic importance
   Working Paper, Norges Bank View citations (39)
10. Policy analysis in real time using IMF's monetary model
    Working Paper, Norges Bank View citations (1)
    See also Journal Article Policy analysis in real time using IMF's monetary model, Economic Modelling, Elsevier (2011) (2011)

2008

11. Arbitrage in the Foreign Exchange Market: Turning on the Microscope
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (220)
    Also in Working Paper, Norges Bank (2005) View citations (10)
    SIFR Research Report Series, Institute for Financial Research (2006) View citations (14)
    See also Journal Article Arbitrage in the foreign exchange market: Turning on the microscope, Journal of International Economics, Elsevier (2008) View citations (211) (2008)
12. Commodity prices, interest rates and the dollar
    Working Paper, Norges Bank View citations (6)
    See also Journal Article Commodity prices, interest rates and the dollar, Energy Economics, Elsevier (2009) View citations (310) (2009)
13. Does the law of one price hold in international financial markets? Evidence from tick data
    Working Paper, Norges Bank View citations (11)
    See also Journal Article Does the law of one price hold in international financial markets? Evidence from tick data, Journal of Banking & Finance, Elsevier (2009) View citations (29) (2009)
14. Robust-satisficing monetary policy under parameter uncertainty
    Working Paper, Norges Bank
15. What horizon for targeting inflation?
    Working Paper, Norges Bank
    See also Journal Article What horizon for targeting inflation?, Empirical Economics, Springer (2010) View citations (3) (2010)

2007

16. Model selection for monetary policy analysis How important is empirical validity?
    Memorandum, Oslo University, Department of Economics
    See also Journal Article Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (8) (2009)
17. Monetary policy under uncertainty: Min-max vs robust-satisficing strategies
    Working Paper, Norges Bank View citations (2)

2006

18. Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?
    Working Paper, Norges Bank View citations (5)
    See also Journal Article Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?, Journal of Banking & Finance, Elsevier (2008) View citations (43) (2008)
19. Managing uncertainty through robust-satisficing monetary policy
    Working Paper, Norges Bank View citations (2)
20. Model selection for monetary policy analysis – Importance of empirical validity
    Working Paper, Norges Bank View citations (1)
21. Pursuing financial stability under an inflation-targeting regime
    Working Paper, Norges Bank View citations (1)
    See also Journal Article Pursuing financial stability under an inflation-targeting regime, Annals of Finance, Springer (2007) View citations (9) (2007)
22. Robust monetary policy under Knightian uncertainty
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

23. Efficient consumption of revenues from natural resources – An application to Norwegian petroleum revenues
    Working Paper, Norges Bank View citations (3)
24. Monetary policy and asset prices: To respond or not?
    Working Paper Series, Department of Economics, Norwegian University of Science and Technology View citations (7)
    Also in Working Paper, Norges Bank (2005) View citations (4)
    See also Journal Article Monetary policy and asset prices: to respond or not?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006) View citations (13) (2006)
25. Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003
    Working Paper, Norges Bank View citations (2)

2004

26. En effisient handlingsregel for bruk av petroleumsinntekter
    Working Paper, Norges Bank
27. Oil wealth and real exchange rates: The FEER for Norway
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (8)
    Also in Working Paper, Norges Bank (2004) View citations (8)

2001

28. Employment behaviour in slack and tight labour markets
    Memorandum, Oslo University, Department of Economics View citations (1)

2000

29. PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (4)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (5)
30. When Does the Oil Price Affect the Norwegian Exchange Rate?
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (7)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (8)

Journal Articles

2020

1. Oil price drivers, geopolitical uncertainty and oil exporters' currencies
   Energy Economics, 2020, 89, (C) View citations (23)
   See also Working Paper Oil price drivers, geopolitical uncertainty and oil exporters’ currencies, Working Paper (2019) View citations (1) (2019)

2019

2. Time‐Varying Dynamics of the Norwegian Economy
   Scandinavian Journal of Economics, 2019, 121, (1), 407-434 View citations (13)

2017

3. Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support
   Oxford Bulletin of Economics and Statistics, 2017, 79, (2), 165-204 View citations (5)
   See also Working Paper Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support, Working Paper (2015) (2015)

2014

4. Macro effects of capital requirements and macroprudential policy
   Economic Modelling, 2014, 42, (C), 77-93 View citations (25)
   See also Working Paper Macro effects of capital requirements and macroprudential policy, Working Paper (2012) View citations (2) (2012)

2013

5. Norwegian Overnight Interbank Interest Rates
   Computational Economics, 2013, 41, (1), 11-29 View citations (9)

2011

6. Policy analysis in real time using IMF's monetary model
   Economic Modelling, 2011, 28, (4), 1696-1709
   See also Working Paper Policy analysis in real time using IMF's monetary model, Working Paper (2010) View citations (1) (2010)

2010

7. What horizon for targeting inflation?
   Empirical Economics, 2010, 39, (3), 675-702 View citations (3)
   See also Working Paper What horizon for targeting inflation?, Working Paper (2008) (2008)

2009

8. Commodity prices, interest rates and the dollar
   Energy Economics, 2009, 31, (6), 838-851 View citations (310)
   See also Working Paper Commodity prices, interest rates and the dollar, Working Paper (2008) View citations (6) (2008)
9. Does the law of one price hold in international financial markets? Evidence from tick data
   Journal of Banking & Finance, 2009, 33, (10), 1741-1754 View citations (29)
   See also Working Paper Does the law of one price hold in international financial markets? Evidence from tick data, Working Paper (2008) View citations (11) (2008)
10. Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (1), 35-68 View citations (8)
    See also Working Paper Model selection for monetary policy analysis How important is empirical validity?, Memorandum (2007) (2007)

2008

11. Arbitrage in the foreign exchange market: Turning on the microscope
    Journal of International Economics, 2008, 76, (2), 237-253 View citations (211)
    See also Working Paper Arbitrage in the Foreign Exchange Market: Turning on the Microscope, CEPR Discussion Papers (2008) View citations (220) (2008)
12. Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?
    Journal of Banking & Finance, 2008, 32, (7), 1242-1254 View citations (43)
    See also Working Paper Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?, Working Paper (2006) View citations (5) (2006)

2007

13. Pursuing financial stability under an inflation-targeting regime
    Annals of Finance, 2007, 3, (1), 131-153 View citations (9)
    See also Working Paper Pursuing financial stability under an inflation-targeting regime, Working Paper (2006) View citations (1) (2006)

2006

14. Econometric modelling of slack and tight labour markets
    Economic Modelling, 2006, 23, (4), 579-596 View citations (2)
15. Monetary policy and asset prices: to respond or not?
    International Journal of Finance & Economics, 2006, 11, (3), 279-292 View citations (13)
    See also Working Paper Monetary policy and asset prices: To respond or not?, Working Paper Series (2005) View citations (7) (2005)
16. PPP in the medium run: The case of Norway
    Journal of Macroeconomics, 2006, 28, (4), 700-719 View citations (10)

2005

17. Multiple unemployment equilibria and asymmetric dynamics--Norwegian evidence
    Structural Change and Economic Dynamics, 2005, 16, (2), 263-283 View citations (5)

2004

18. Oil prices and exchange rates: Norwegian evidence
    Econometrics Journal, 2004, 7, (2), 476-504 View citations (133)