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2015/06: A New Monthly Indicator of Global Real Economic Activity

Francesco Ravazzolo and Joaquin Vespignani

2015/05: Forecasting GDP with global components. This time is different

Hilde Bjørnland, Francesco Ravazzolo and Leif Thorsrud

2015/04: Leaning Against the Credit Cycle

Paolo Gelain, Kevin Lansing and Gisle Natvik

2015/03: Bayesian nonparametric calibration and combination of predictive distributions

Federico Bassetti, Roberto Casarin and Francesco Ravazzolo

2015/02: Notes on the Underground: Monetary Policy in Resource-Rich Economies

Andrea Ferrero and Martin Seneca

2015/01: Efficient perturbation methods for solving regime-switching DSGE models

Junior Maih

2014/18: Supply restrictions, subprime lending and regional US house prices

Andre Anundsen and Christian Heebøll

2014/17: Combined Density Nowcasting in an uncertain economic environment

Knut Are Aastveit, Francesco Ravazzolo and Herman van Dijk

2014/16: Monetary and macroprudential policy with multi-period loans

Michal Brzoza-Brzezina, Paolo Gelain and Marcin Kolasa

2014/15: Optimal portfolio choice under decision-based model combinations

Davide Pettenuzzo and Francesco Ravazzolo

2014/14: Bubbles and crises: The role of house prices and credit

Andre Anundsen, Frank Hansen, Karsten Gerdrup and Kasper Kragh-Sørensen

2014/13: Have standard VARs remained stable since the crisis?

Knut Are Aastveit, Andrea Carriero, Todd Clark and Massimiliano Marcellino

2014/12: Boom or gloom? Examining the Dutch disease in two-speed economies

Hilde Bjørnland and Leif Thorsrud

2014/11: Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Harman K. van Dijk

2014/10: Density forecasts with MIDAS models

Knut Are Aastveit, Claudia Foroni and Francesco Ravazzolo

2014/09: Identification of financial factors in economic fluctuations

Francesco Furlanetto, Francesco Ravazzolo and Samad Sarferaz

2014/07: The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads

Olav Syrstad

2014/06: Marriner S. Eccles and the 1951 Treasury–Federal Reserve Accord: Lessons for central bank

Thorvald Moe

2014/05: House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models

Ørjan Robstad

2014/04: Sectoral interdependence and business cycle synchronization in small open economies

Drago Bergholt and Tommy Sveen

2014/03: OPEC's market power: An empirical dominant firm model for the oil marketorecasting recessions in real time

Rolf Golombek, Alfonso A. Irarrazabal and Lin Ma

2014/02: Forecasting recessions in real time

Knut Are Aastveit, Anne Sofie Jore and Francesco Ravazzolo

2014/01: Mixed frequency structural VARs

Claudia Foroni and Massimiliano Marcellino

2013/26: Inferring interbank loans and interest rates from interbank payments - an evaluation

Qaisar Akram and Casper Christophersen

2013/25: How New Keynesian is the US Phillips curve?

Ragna Alstadheim

2013/24: Do central banks respond to exchange rate movements? A Markov-switching structural investigation

Ragna Alstadheim, Hilde Bjørnland and Junior Maih

2013/23: Contributions to a history of prices in Norway: Monthly price indices, 1777-1920

Jan Tore Klovland

2013/22: Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?

Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo

2013/21: Monetary policy and financial stability in the long run

Jin Cao and Loran Chollete

2013/20: Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

2013/19: Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section

Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo

2013/18: Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution

Andrew Binning

2013/17: Economic uncertainty and the effectiveness of monetary policy

Knut Are Aastveit, Gisle Natvik and Sergio Sola

2013/16: Mismatch shocks and unemployment during the Great Recession

Francesco Furlanetto and Nicolas Groshenny

2013/15: Mixed frequency structural models: estimation, and policy analysis

Claudia Foroni and Massimiliano Marcellino

2013/14: Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions

Andrew Binning

2013/13: Third-order approximation of dynamic models without the use of tensors

Andrew Binning

2013/12: The market microstructure approach to foreign exchange - Looking back and looking forward

Michael King, Carol Osler and Dagfinn Rime

2013/11: Announcements of interest rate forecasts: Do policymakers stick to them?

Nikola Mirkov and Gisle Natvik

2013/10: Oil price shocks and monetary policy in a data-rich environment

Knut Are Aastveit

2013/09: Implicit intraday interest rate in the UK unsecured overnight money market

Marius Jurgilas and Filip Zikes

2013/08: Global and regional business cycles. Shocks and propagations

Leif Thorsrud

2013/07: Explaining interest rate decisions when the MPC members believe in different stories

Carl Claussen and Øistein Røisland

2013/06: A survey of econometric methods for mixed-frequency data

Claudia Foroni and Massimiliano Marcellino

2013/05: House prices, expectations, and time-varying fundamentals

Paolo Gelain and Kevin Lansing

2013/04: The influence of the Taylor rule on US monetary policy

Pelin Ilbas, Øistein Røisland and Tommy Sveen

2013/03: Monetary policy decisions – comparing theory and “inside” information from MPC members

Mikael Apel, Carl Claussen, Petra Gerlach-Kristen, Petra Lennartsdotter and Øistein Røisland

2013/02: Financing Japan’s World War II occupation of Southeast Asia

Gregg Huff and Shinobu Majima

2013/01: Misallocation and the recovery of manufacturing TFP after a financial crisis

Kaiji Chen and Alfonso Irarrazabal

2012/24: Oil price density forecasts: exploring the linkages with stock markets

Marco Lombardi and Francesco Ravazzolo