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2023/10: An anatomy of monopsony: Search frictions, amenities and bargaining in concentrated markets

David Berger, Kyle Herkenhoff, Andreas R. Kostol and Simon Mongey

2023/9: Monitoring multicountry macroeconomic risk

Dimitris Korobilis and Maximilian Schröder

2023/8: The Norwegian overnight interbank market during the Covid pandemic

Q. Farooq Akram, Jon H. Findreng and Lyndsie Smith

2023/7: Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?

Sven Klingler and Olav Syrstad

2023/6: Trade conflicts and credit supply spillovers: Evidence from the Nobel Peace Prize trade shock

Jin Cao, Valeriya Dinger, Ragnar Juelsrud and Karolis Liaudinskas

2023/5: The Investment Channel of Monetary Policy: Evidence from Norway

Jin Cao, Torje Hegna, Martin Holm, Ragnar Juelsrud, Tobias König and Mikkel Riiser

2023/4: Where do they care?: The ECB in the media and inflation expectations

Vegard Larsen, Nicolò Maffei-Faccioli and Laura Pagenhardt

2023/3: The impact of financial shocks on the forecast distribution of output and inflation

Mario Forni, Luca Gambetti, Nicolò Maffei-Faccioli and Luca Sala

2023/1: Downward nominal house price rigidity: Evidence from three centuries of data on housing transactions

Solveig K. Erlandsen and Ragnar Juelsrud

2022/11: Monetary policy when export revenues drop

Drago Bergholt, Øistein Røisland, Tommy Sveen and Ragnar Torvik

2022/10: The Price Responsiveness of Shale Producers: Evidence from Micro Data

Knut Are Aastveit, Hilde Bjørnland and Thomas Gundersen

2022/9: Dividend Signaling and Bank Payouts in the Great Financial Crisis

Ragnar Juelsrud and Plamen T. Nenov

2022/8: Bad News, Good News: Coverage and Response Asymmetries

Luca Gambetti, Nicolò Maffei-Faccioli and Sarah Zoi

2022/7: A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection

Ida Nervik Hjelseth, Arvid Raknerud and Bjørn H. Vatne

2022/6: Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders

Karolis Liaudinskas

2022/5: Aggregate density forecast of models using disaggregate data - A copula approach

Kenneth Sæterhagen Paulsen, Tuva Marie Fastbø and Tobias Ingebrigtsen

2022/4: Explaining Deviations from Okun’s Law

Claudia Foroni and Francesco Furlanetto

2022/3: Nonlinear transmission of financial shocks: Some new evidence

Mario Forni, Luca Gambetti, Nicolò Maffei-Faccioli and Luca Sala

2022/2: Foreign banks and the doom loop

Ugo Albertazzi, Jacopo Cimadomo and Nicolò Maffei-Faccioli

2022/1: Identifying the depreciation rate of durables from marginal spending responses

Jin Cao, Chao Cui, Valeriya Dinger, Martin Holm and Shulong Kang

2021/18: Symbolic Stationarization of Dynamic Equilibrium Models

Fabio Canova and Kenneth Sæterhagen Paulsen

2021/17: The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve

Guido Ascari and Luca Fosso

2021/16: Disclosing the Undisclosed: Commercial Paper As Hidden Liquidity Suffers

Sven Klingler and Olav Syrstad

2021/15: Executive Labor Market Frictions, Corporate Bankruptcy and CEO Careers

Morten Grindaker, Andreas R. Kostøl and Kasper Roszbach

2021/14: Household Leverage and Labor Market Outcomes: Evidence from a Macroprudential Mortgage Restriction

Gazi Kabaş and Kasper Roszbach

2021/12: Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rate

Jin Cao, Valeriya Dinger, Tomás Gómez, Zuzana Gric, Martin Hondula, Alejandro Jara, Ragnar Juelsrud, Karolis Liaudinskas, Simona Malovana and Yaz Terajima

2021/11: Leaning against persistent financial cycles with occasional crises

Thore Kockerols, Erling Motzfeldt Kravik and Yasin Mimir

2021/10: Peer effects and debt accumulation: Evidence from lottery winnings

Magnus A. H. Gulbrandsen

2021/9: Identifying the sources of the slowdown in growth: Demand vs. supply

Nicolò Maffei-Faccioli

2021/8: Asset purchases as a remedy for the original sin redux

Yasin Mimir and Enes Sunel

2021/7: Asymmetric monetary policy rules for the euro area and the US

Junior Maih, Falk Mazelis, Roberto Motto and Annukka Ristiniemi

2021/6: Covered bonds and bank portfolio rebalancing

Jin Cao, Ragnar Juelsrud and Talina Sondershaus

2021/5: How does monetary policy affect household indebtedness?

Andreas Fagereng, Magnus A. H. Gulbrandsen, Martin Holm and Gisle Natvik

2021/4: Estimating firms’ bank-switching costs

Karolis Liaudinskas and Kristina GrigaitÄ—

2021/3: Quantifying time-varying forecast uncertainty and risk for the real price of oil

Knut Are Aastveit, Jamie Cross and Herman van Dijk

2021/2: Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway

Jon H. Findreng

2021/1: The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis

Eleonora Granziera, Pirkka Jalasjoki and Maritta Paloviita

2020/18: Climate risk and commodity currencies

Felix Kapfhammer, Vegard Larsen and Leif Thorsrud

2020/17: Nowcasting Norwegian household consumption with debit card transaction data

Knut Are Aastveit, Tuva Marie Fastbø, Eleonora Granziera, Kenneth Sæterhagen Paulsen and Kjersti Næss Torstensen

2020/16: Price-setting in the foreign exchange swap market: Evidence from order flow

Olav Syrstad and Ganesh Viswanath-Natraj

2020/15: Granular credit risk

Sigurd Galaasen, Rustam Jamilov, Helene Rey and Ragnar Juelsrud

2020/14: News media vs. FRED-MD for macroeconomic forecasting

Jon Ellingsen, Vegard Larsen and Leif Thorsrud

2020/13: Estimating hysteresis effects

Francesco Furlanetto, Ørjan Robstad, Pål Ulvedal and Antoine Lepetit

2020/12: Opacity and risk-taking: Evidence from Norway

Jin Cao and Ragnar Juelsrud

2020/11: Covered Interest Parity in long-dated securities

Olav Syrstad

2020/10: Multiple credit constraints and timevarying macroeconomic dynamics

Marcus Mølbak Ingholt

2020/9: Countercyclical capital requirement reductions, state dependence and macroeconomic outcomes

Elif C. Arbatli-Saxegaard and Ragnar Juelsrud

2020/8: The interaction between macroprudential and monetary policies: The cases of Norway and Sweden

Jin Cao, Valeriya Dinger, Anna Grodecka-Messi, Ragnar Juelsrud and Xin Zhang

2020/7: Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity

Francesco Furlanetto, Kåre Hagelund, Frank Hansen and Ørjan Robstad

2020/6: Mortgage regulation and financial vulnerability at the household level

Knut Are Aastveit, Ragnar Juelsrud and Ella Getz Wold