Working Papers

From Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
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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 Bjørnland 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. Bjørnland and Junior Maih

No 08/2019: Supply flexibility in the shale patch: Facts, no fiction

Hilde C. Bjørnland

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. Bjørnland 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. Bjørnland, 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

No 13/2018: Mind the gap! Stylized dynamic facts and structural models

Fabio Canova and Filippo Ferroni

No 12/2018: International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach

Jamie Cross, Chenghan Hou and Aubrey Poon

No 11/2018: On the China factor in international oil markets: A regime switching approach

Jamie Cross, Chenghan Hou and Bao H. Nguyen

No 10/2018: A composite likelihood approach for dynamic structural models

Fabio Canova and Christian Matthes

No 1/2018: Markov Switching Panel with Network Interaction Effects

Komla Mawulom Agudze, Monica Billio, Roberto Casarin and Francesco Ravazzolo

No 9/2017: Modelling Occasionally Binding Constraints Using Regime-Switching

Andrew Binning and Junior Maih

No 8/2017: Residential investment and recession predictability

Knut Are Aastveit, Andre Anundsen and Eyo Herstad

No 7/2017: Asymmetric effects of monetary policy in regional housing markets

Knut Are Aastveit and Andre Anundsen

No 6/2017: Oil and macroeconomic (in)stability

Hilde C. Bjørnland, Vegard Larsen and Junior Maih

No 5/2017: Asset returns, news topics, and media effects

Vegard Larsen and Leif Thorsrud

No 4/2017: Components of Uncertainty

Vegard Larsen

No 3/2017: Should Developing Countries Establish Petroleum Funds?

Ragnar Torvik

No 2/2017: Supply Flexibility in the Shale Patch: Evidence from North Dakota

Hilde C. Bjørnland, Frode Nordvik and Maximilian Rohrer

No 1/2017: Oil and Civil Conflict: On and Off (Shore)

Jørgen Andersen, Frode Nordvik and Andrea Tesei

No 9/2016: Mending the broken link: heterogeneous bank lending and monetary policy pass-through

Carlo Altavilla, Fabio Canova and Matteo Ciccarelli

No 8/2016: Do central banks respond timely to developments in the global economy?

Hilde C. Bjørnland, Leif Thorsrud and Sepideh K. Zahiri

No 7/2016: Commodity Futures and Forecasting Commodity Currencies

Francesco Ravazzolo, Tommy Sveen and Sepideh K. Zahiri

No 6/2016: Nowcasting using news topics Big Data versus big bank

Leif Thorsrud

No 5/2016: Joint Prediction Bands for Macroeconomic Risk Management

Qaisar Akram, Andrew Binning and Junior Maih

No 4/2016: Words are the new numbers: A newsy coincident index of business cycles

Leif Thorsrud

No 3/2016: Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model

Andrew Binning and Junior Maih

No 2/2016: Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness

Fabio Canova and Mehdi Hamidi Sahneh

No 1/2016: Approximating time varying structural models with time invariant structures

Fabio Canova, Filippo Ferroni and Christian Matthes

No 9/2015: Optimal Portfolio Choice under Decision-Based Model Combinations

Davide Pettenuzzo and Francesco Ravazzolo

No 8/2015: Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts

Fabian Kr ger, Todd Clark and Francesco Ravazzolo

No 7/2015: Oil and macroeconomic (in)stability

Hilde C. Bjørnland and Vegard Larsen