Working Paper

From Norges Bank
Contact information at EDIRC.
Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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