Working Paper
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- 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 E. 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 E. 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 Enger Juelsrud and Ella Getz Wold
- 2020/5: Inflation expectations and the pass-through of oil prices

- Knut Are Aastveit, Hilde Bjørnland and Jamie Cross
- 2020/4: Expectations switching in a DSGE model of the UK

- Anette Borge, Gunnar Bårdsen and Junior Maih
- 2020/3: Bonds, currencies and expectational errors

- Eleonora Granziera and Markus Sihvonen
- 2020/2: Location, location, location! - A quality-adjusted rent index for the Oslo office market

- André K. Anundsen and Marius Hagen
- 2020/1: How broadband internet affects labor market matching

- Manudeep Bhuller, Andreas R. Kostøl and Trond C. Vigtel
- 2019/22: Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model

- Andrew Binning, Hilde Bjørnland and Junior Maih
- 2019/21: State dependence of monetary policy across business, credit and interest rate cycles

- Sami Alpanda, Eleonora Granziera and Sarah Zubairy
- 2019/20: The macroeconomic effects of forward communication

- Leif Brubakk, Saskia ter Ellen, Ørjan Robstad and Hong Xu
- 2019/19: Narrative monetary policy surprises and the media

- Saskia ter Ellen, Vegard Larsen and Leif Thorsrud
- 2019/18: The decline of the labor share: new empirical evidence

- Bergholt Drago, Francesco Furlanetto and Nicolò Maffei-Faccioli
- 2019/17: The Saving and Employment Effects of Higher Job Loss Risk

- Ragnar E. Juelsrud and Ella Getz Wold
- 2019/16: Does Publication of Interest Rate Paths Provide Guidance?

- Gisle Natvik, Dagfinn Rime and Olav Syrstad
- 2019/15: Oil price drivers, geopolitical uncertainty and oil exporters’ currencies

- Qaisar Akram
- 2019/14: The shale oil boom and the U.S. economy: Spillovers and time-varying effects

- Hilde Bjørnland and Julia Zhulanova
- 2019/13: Burying Libor

- Sven Klingler and Olav Syrstad
- 2019/12: Partially Censored Posterior for robust and efficient risk evaluation

- Agnieszka Borowska, Lennart Hoogerheide, Siem Jan Koopman and Herman van Dijk
- 2019/11: Liquidity at risk: Joint stress testing of solvency and liquidity

- Rama Cont, Artur Kotlicki and Laura Valderrama
- 2019/10: Computing the distribution: Adaptive finite volume methods for economic models with heterogeneous agents

- SeHyoun Ahn
- 2019/9: Collateral damaged? Priority structure, credit supply, and firm performance

- Geraldo Cerqueiro, Steven Ongena and Kasper Roszbach
- 2019/8: Changing supply elasticities and regional housing booms

- Knut Are Aastveit, Bruno Albuquerque and Andre Anundsen
- 2019/7: Forecast density combinations with dynamic learning for large data sets in economics and finance

- Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman van Dijk
- 2019/6: Microstructure of foreign exchange markets

- Martin Evans and Dagfinn Rime
- 2019/5: News-driven inflation expectations and information rigidities

- Vegard Larsen, Leif Thorsrud and Julia Zhulanova
- 2019/4: Negative nominal interest rates and the bank lending channel

- Gauti Eggertsson, Ragnar E. Juelsrud, Lawrence Summers and Ella Getz Wold
- 2019/3: Fertility Cost, Intergenerational Labor Division, and Female Employment

- Haiyue Yu, Jin Cao and Shulong Kang
- 2019/2: Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

- Kenichiro McAlinn, Knut Are Aastveit, Jouchi Nakajima and Mike West
- 2019/1: “Leaning against the wind”, macroprudential policy and the financial cycle

- Thore Kockerols and Christoffer Kok
- 2018/11: Forbearance Patterns in the Post-Crisis Period

- Katharina Bergant and Thore Kockerols
- 2018/10: Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

- Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk
- 2018/9: ECB spillovers and domestic monetary policy effectiveness in small open economies

- Saskia ter Ellen, Edvard Jansen and Nina Larsson Midthjell
- 2018/8: Identification of interbank loans and interest rates from interbank payments – A reliability assessment

- Qaisar Akram, Mats B. Fevolden and Lyndsie H. Smith
- 2018/7: Technology and the Two Margins of Labor Adjustment: A New Keynesian Perspective

- Francesco Furlanetto, Tommy Sveen and Lutz Weinke
- 2018/6: Criteria for “good” justifications

- Jan Fredrik Qvigstad and Tore Schei
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