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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