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

- Hilde C. Bjørnland, Yoosoon Chang and Jamie L. Cross
- No 02/2023: Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

- Yoosoon Chang, Ana MarÃa 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 05/2022: Macroeconomic uncertainty and bank lending

- Vegard Larsen and Ragnar E. 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 Enger 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. Bj�rnland 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 Bj�rnland, Ragna Alstadheim and Junior Maih
- No 11/2020: Oil and Fiscal Policy Regimes

- Hilde Christiane Bj�rnland, 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
- No 04/2020: Macroeconomics in the time of the Corona

- Halvor Mehlum and Ragnar Torvik
- No 03/2020: Inflation expectations and the pass-through of oil prices

- Knut Are Aastveit, Hilde Christiane Bj�rnland and Jamie Cross
- No 02/2020: The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway

- Helene Olsen and Harald Wieslander
- No 01/2020: Deadly Variation: The Effect of Temperature Variability on Mortality

- Isabel Hovdahl
- No 11/2019: Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

- Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
- No 10/2019: OPEC's crude game

- Even Comfort Hvinden
- No 09/2019: Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model

- Andrew Binning, Hilde C. Bj�rnland and Junior Maih
- No 08/2019: Supply flexibility in the shale patch: Facts, no fiction

- Hilde C. Bj�rnland
- No 07/2019: A New Economic Framework: A DSGE Model with Cryptocurrency

- Stylianos Asimakopoulos, Marco Lorusso and Francesco Ravazzolo
- No 06/2019: Narrative monetary policy surprises and the media

- Saskia ter Ellen, Vegard Larsen and Leif Thorsrud
- No 05/2019: On the use of machine learning for causal inference in climate economics

- Isabel Hovdahl
- No 04/2019: Changing supply elasticities and regional housing booms

- Knut Are Aastveit, Bruno Albuquerque and Andre Anundsen
- No 03/2019: News-driven inflation expectations and information rigidities

- Vegard Larsen, Leif Thorsrud and Julia Zhulanova
- No 02/2019: New Kid on the Block? China vs the US in World Oil Markets

- Jamie Cross, Bao H. Nguyen and Bo Zhang
- No 01/2019: Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

- Kenichiro McAlinn, Knut Are Aastveit, Jouchi Nakajima and Mike West
- No 9/2018: State Space Models with Endogenous Regime Switching

- Yoosoon Chang, Junior Maih and Fei Tan
- No 8/2018: The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects

- Hilde C. Bj�rnland and Julia Zhulanova
- No 7/2018: The Impact of U.S. Supply Shocks on the Global Oil Price

- Thomas Gundersen
- No 6/2018: Business cycle narratives

- Vegard Larsen and Leif Thorsrud
- No 5/2018: Forecasting Cryptocurrencies Financial Time Series

- Leopoldo Catania, Stefano Grassi and Francesco Ravazzolo
- No 4/2018: Dutch Disease Dynamics Reconsidered

- Hilde C. Bj�rnland, Leif Thorsrud and Ragnar Torvik
- No 3/2018: Predicting the Volatility of Cryptocurrency Time�Series

- Leopoldo Catania, Stefano Grassi and Francesco Ravazzolo
- No 2/2018: Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration

- Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
- No 14/2018: Growth with Age-Dependent Preferences

- Halvor Mehlum, Ragnar Torvik and Simone Valente
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