Details about Thórarinn G. Pétursson

Access statistics for papers by Thórarinn G. Pétursson.

Last updated 2024-10-17. Update your information in the RePEc Author Service.

Short-id: ppt4

Working Papers

2024

1. Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland
   Economics, Department of Economics, Central bank of Iceland

2023

2. Monetary transmission in Iceland - Evidence from a structural VAR model
   Economics, Department of Economics, Central bank of Iceland

2021

3. The currency that came in from the cold - Capital controls and the information content of order flow
   Economics, Department of Economics, Central bank of Iceland View citations (1)
   See also Journal Article The currency that came in from the cold: Capital controls and the information content of order flow, Journal of International Money and Finance, Elsevier (2023) (2023)

2019

4. Long-term inflation expectations and inflation dynamics
   Economics, Department of Economics, Central bank of Iceland
   See also Journal Article Long‐term inflation expectations and inflation dynamics, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) (2022)
5. QMM A Quarterly Macroeconomic Model of the Icelandic Economy Version 4.0
   Economics, Department of Economics, Central bank of Iceland

2018

6. Disinflation and improved anchoring of long-term inflation expectations - The Icelandic experience
   Economics, Department of Economics, Central bank of Iceland View citations (4)

2016

7. Small open economies in the vast oceanof global high finance
   Economics, Department of Economics, Central bank of Iceland View citations (1)
8. The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles
   Economics, Department of Economics, Central bank of Iceland View citations (7)

2015

9. QMM - A Quarterly Macroeconomic Model of the Icelandic Economy
   Economics, Department of Economics, Central bank of Iceland View citations (7)
   Also in Economics, Department of Economics, Central bank of Iceland (2006) View citations (3)
   Economics, Department of Economics, Central bank of Iceland (2009) View citations (5)
10. The long history of financial boom-bust cycles in Iceland - Part I: Financial crises
    Economics, Department of Economics, Central bank of Iceland View citations (4)

2013

11. On our own? The Icelandic business cycle in an international context
    Economics, Department of Economics, Central bank of Iceland View citations (8)
12. The production and export structure of the Icelandic economy. An international comparison
    Economics, Department of Economics, Central bank of Iceland View citations (2)

2011

13. Exchange Rate Policy in Small Rich Economies
    Economics, Department of Economics, Central bank of Iceland View citations (4)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2011) View citations (2)
    See also Journal Article Exchange Rate Policy in Small Rich Economies, Open Economies Review, Springer (2012) View citations (12) (2012)

2010

14. Weathering the financial storm: The importance of fundamentals and flexibility
    Economics, Department of Economics, Central bank of Iceland View citations (1)
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2010) View citations (1)

2009

15. Does inflation targeting lead to excessive exchange rate volatility?
    Economics, Department of Economics, Central bank of Iceland View citations (5)
16. Inflation control around the world: Why are some contries more successful than others?
    Economics, Department of Economics, Central bank of Iceland View citations (6)

2008

17. How hard can it be? Inflation control around the world
    Economics, Department of Economics, Central bank of Iceland View citations (10)

2006

18. The residential housing market in Iceland: Analysing the effects of the recent mortgage market restructuring
    Economics, Department of Economics, Central bank of Iceland

2004

19. Out in the cold? Iceland’s trade performance outside the EU
    Economics, Department of Economics, Central bank of Iceland View citations (3)
20. The effects of inflation targeting on macroeconomic performance
    Economics, Department of Economics, Central bank of Iceland View citations (38)

2002

21. Wage and price formation in a small open Economy: Evidence from Iceland
    Economics, Department of Economics, Central bank of Iceland View citations (12)

2001

22. The representative household's demand for money in a cointegrated VAR model
    Economics, Department of Economics, Central bank of Iceland View citations (6)
    See also Journal Article The representative household’s demand for money in a cointegrated VAR model, Econometrics Journal, Royal Economic Society (2000) View citations (2) (2000)
23. The transmission mechanism of monetary policy: Analysing the financial market pass-through
    Economics, Department of Economics, Central bank of Iceland View citations (4)

2000

24. Business cycle forecasting and regime switching
    Economics, Department of Economics, Central bank of Iceland View citations (3)
25. Optimal Exchange Rate Policy: The Case of Iceland
    Economics, Department of Economics, Central bank of Iceland View citations (6)

Undated

26. Wage Formation in a Cointegrated VAR Model: A Demand and Supply Approach
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics

Journal Articles

2023

1. The currency that came in from the cold: Capital controls and the information content of order flow
   Journal of International Money and Finance, 2023, 138, (C)
   See also Working Paper The currency that came in from the cold - Capital controls and the information content of order flow, Economics (2021) View citations (1) (2021)

2022

2. Long‐term inflation expectations and inflation dynamics
   International Journal of Finance & Economics, 2022, 27, (1), 158-174
   See also Working Paper Long-term inflation expectations and inflation dynamics, Economics (2019) (2019)

2012

3. Exchange Rate Policy in Small Rich Economies
   Open Economies Review, 2012, 23, (3), 421-445 View citations (12)
   See also Working Paper Exchange Rate Policy in Small Rich Economies, Economics (2011) View citations (4) (2011)

2006

4. Out in the cold? Iceland's trade performance outside the European Union and European Monetary Union
   Cambridge Journal of Economics, 2006, 30, (5), 723-736 View citations (2)

2001

5. Wage formation and employment in a cointegrated VAR model
   Econometrics Journal, 2001, 4, (2), 2 View citations (9)

2000

6. The representative household’s demand for money in a cointegrated VAR model
   Econometrics Journal, 2000, 3, (2), 162-176 View citations (2)
   See also Working Paper The representative household's demand for money in a cointegrated VAR model, Economics (2001) View citations (6) (2001)

1998

7. Price Determination and Rational Expectations
   International Journal of Finance & Economics, 1998, 3, (2), 157-67 View citations (7)

Books

2005

1. Inflation Targeting and its Effects on Macroeconomic Performance
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (7)