Working Papers

From Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
Contact information at EDIRC.
Bibliographic data for series maintained by Helene Olsen ().

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.

No 03/2025: Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency

Dimitris Korobilis, Emmanuel C. Mamatzakis and Vasileios Pappas

No 02/2025: Agreed and Disagreed Uncertainty

Luca Gambetti, Dimitris Korobilis, John D. Tsoukalas Tsoukalas and Francesco Zanetti

No 01/2025: How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables

Yoosoon Chang, Soyoung Kim and Joon Y. Park

No 09/2024: Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics

Jamie Cross, Lennart Hoogerheide, Paul Labonne and Herman K. van Djik

No 08/2024: Forecasting oil and gas Prices: A Model Combination Approach

Ruben Aag, Hilde C. Bjørnland and Peder Eliassen

No 06/2024: A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis

Jamie Cross, Aubrey Poon, Wenying Yao and Dan Zhu

No 05/2024: Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations

Knut Are Aastveit, Hilde C. Bjørnland, Jamie Cross and Helene Olsen

No 04/2024: Taylor Rules with Endogenous Regimes

Knut Are Aastveit, Jamie Cross, Francesco Furlanetto and Herman van Dijk

No 03/2024: Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility

Yoosoon Chang, Steven N. Durlauf, Bo Hu and Joon Y. Park

No 02/2024: The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve

Yoosoon Chang, Fabio Gómez-Rodríguez and Christian Matthes

No 01/2024: Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption

Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Miller and Joon Y. Park

No 15/2023: Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective

Hilde C. Bjørnland, Malin C. Jensen and Leif Anders Thorsrud

No 14/2023: Risky news and credit market sentiment

Paul Labonne and Leif Thorsrud

No 13/2023: Fiscal Policy Regimes in Resource-Rich Economies

Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso and Francesco Ravazzolo

No 12/2023: Uncertainty and the Term Structure of Interest Rates

Jamie Cross, Aubrey Poon and Dan Zhu

No 11/2023: Bayesian Mode Inference for Discrete Distributions in Economics and Finance

Jamie Cross, Lennart Hoogerheide, Paul Labonne and Herman van Dijk

No 10/2023: Monetary policy shocks and exchange rate dynamics in small open economies

Madison Terrell, Qazi Haque, Jamie Cross and Firmin Doko Tchatoka

No 09/2023: A Bayesian DSGE Approach to Modelling Cryptocurrency

Stylianos Asimakopoulos, Marco Lorusso and Francesco Ravazzolo

No 08/2023: The Drivers of Emission Reductions in the European Carbon Market

Hilde C. Bjørnland, Jamie Cross and Felix Kapfhammer

No 07/2023: The interplay between monetary and fiscal policy in a small open economy

Øistein Røisland, Tommy Sveen and Ragnar Torvik

No 06/2023: Monitoring multicountry macroeconomic risk

Dimitris Korobilis and Maximilian Schröder

No 05/2023: Probabilistic Quantile Factor Analysis

Dimitris Korobilis and Maximilian Schröder

No 04/2023: Where do they care? The ECB in the media and inflation expectations

Vegard Høghaug Larsen, Nicolò Maffei-Faccioli and Laura Pagenhardt

No 03/2023: Oil and the Stock Market Revisited: A mixed functional VAR approach

Hilde C. Bjørnland, Yoosoon Chang and Jamie Cross

No 02/2023: Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Yoosoon Chang, Ana María Herrera and Elena Pesavento

No 01/2023: The Economic Consequences of Effective Carbon Taxes

Felix Kapfhammer

No 08/2022: Dominant Drivers of National Inflation

Jan Ditzen and Francesco Ravazzolo

No 07/2022: The effect of rising energy prices amid geopolitical developments and supply disruptions

Hilde C. Bjørnland

No 06/2022: Lost in transition? Earnings losses of displaced petroleum workers

Jon Ellingsen and Caroline Espegren

No 06/2022: Lost in transition? Earnings losses of displaced petroleum workers

Jon Ellingsen and Caroline Espegren

No 05/2022: Macroeconomic uncertainty and bank lending

Vegard Larsen and Ragnar Juelsrud

No 04/2022: Monetary Policy when Export Revenues Drop

Drago Bergholt, Øistein Røisland, Tommy Sveen and Ragnar Torvik

No 03/2022: Local economic development and oil discoveries

Jonas Hveding Hamang

No 02/2022: Oil Windfalls and Regional Economic Performance in Russia*

Julia Skretting

No 01/2022: Quantifying supply-side climate policies

Lassi Ahlvik, Jørgen Andersen, Jonas Hveding Hamang and Torfinn Harding

No 07/2021: The household effects of mortgage regulation

Knut Are Aastveit, Ragnar Juelsrud and Ella Getz Wold

No 06/2021: The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil

Jamie Cross, Bao H. Nguyen and Trun Duc Tran

No 05/2021: The Price Responsiveness of Shale Producers: Evidence From Micro Data

Knut Are Aastveit, Hilde C. Bjrnland and Thomas Gundersen

No 04/2021: Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs

Jamie Cross, Chenghan Hou and Gary Koop

No 03/2021: Quantifying time-varying forecast uncertainty and risk for the real price of oil

Knut Are Aastveit, Jamie Cross and Herman K. Djik

No 02/2021: The Inefficient Combination: Competitive Markets, Free Entry, and Democracy

Halvor Mehlum, Gisle Natvik and Ragnar Torvik

No 01/2021: OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets

Thomas Gundersen and Even Soltvedt Hvinden

No 12/2020: Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers

Hilde Christiane Bjørnland, Ragna Alstadheim and Junior Maih

No 11/2020: Oil and Fiscal Policy Regimes

Hilde Christiane Bjørnland, Roberto Casarin, Marco Lorusso and Francesco Ravazzolo

No 10/2020: Climate Risk and Commodity Currencies

Felix Kapfhammer, Vegard Larsen and Leif Thorsrud

No 09/2020: Time-Varying Trend Models for Forecasting Inflation in Australia

Bo Zhang, Jamie Cross and Na Guo

No 08/2020: News media vs. FRED-MD for macroeconomic forecasting

Jon Ellingsen, Vegard Larsen and Leif Thorsrud

No 07/2020: Behavioral changes and policy effects during Covid-19

Andre Anundsen, Bjørnar Karlsen Kivedal, Erling R ed Larsen and Leif Thorsrud

No 06/2020: Proper scoring rules for evaluating asymmetry in density forecasting

Matteo Iacopini, Francesco Ravazzolo and Luca Rossini

No 05/2020: Large Time-Varying Volatility Models for Electricity Prices

Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini