Norges Bank
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2013
- 2013/13 Third-order approximation of dynamic models without the use of tensors Abstract I outline a new method for finding third-order accurate solutions to dynamic general equilibrium models. I extend the Gomme & Klein (2011) solution for second-order approximations without using tensors, to a third-order. In particular I derive a third-order matrix chain rule and use this to solve the third-order approximation. My solution method is easier to understand and code-up, and faster to implement in Matlab. I provide Matlab code and demonstrate my solution method with a simple RBC model. The resulting code is up to 80 times faster than Matlab code using tensor notation
by Andrew Binning - 2013/12 The market microstructure approach to foreign exchange: Looking back and looking forward Abstract Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure researchers have produced empirically-driven models that fit the data surprisingly well. But FX markets are evolving rapidly in response to new electronic trading technologies. Transparency has risen, trading costs have tumbled, and transaction speed has accelerated as new players have entered the market and existing players have modified their behavior. These changes will have profound effects on exchange rate dynamics. Looking forward, we highlight fundamental yet unanswered questions on the nature of private information, the impact on market liquidity, and the changing process of price discovery. We also outline potential microstructure explanations for long-standing exchange rate puzzles
by Michael R. King & Carol Osler & Dagfinn Rime - 2013/11 Announcements of interest rate forecasts: Do policymakers stick to them?
by Nikola Mirkov & Gisle James Natvik - 2013/10 Oil price shocks and monetary policy in a data-rich environment
by Knut Are Aastveit - 2013/09 Implicit intraday interest rate in the UK unsecured overnight money market
by Marius Jurgilas & Filip Zikes - 2013/08 Global and regional business cycles. Shocks and propagations
by Leif Anders Thorsrud - 2013/07 Explaining interest rate decisions when the MPC members believe in different stories
by Carl Andreas Claussen & Øistein Røisland - 2013/06 A survey of econometric methods for mixed-frequency data
by Claudia Foroni & Massimiliano Marcellino - 2013/05 House prices, expectations, and time-varying fundamentals
by Paolo Gelain & Kevin J. Lansing - 2013/04 The influence of the Taylor rule on US monetary policy
by Pelin Ilbas & Øistein Røisland & Tommy Sveen - 2013/03 Monetary policy decisions – comparing theory and “inside” information from MPC members
by Mikael Apel & Carl Andreas Claussen & Petra Gerlach-Kristen & Petra Lennartsdotter & Øistein Røisland - 2013/02 Financing Japan’s World War II occupation of Southeast Asia
by Gregg Huff & Shinobu Majima - 2013/01 Misallocation and the recovery of manufacturing TFP after a financial crisis
by Kaiji Chen & Alfonso Irarrazabal
2012
- 2012/24 Oil price density forecasts: exploring the linkages with stock markets
by Marco J. Lombardi & Francesco Ravazzolo - 2012/23 An equilibrium model of credit rating agencies
by Steinar Holden & Gisle James Natvik & Adrien Vigier - 2012/22 Robustifying optimal monetary policy using simple rules as cross-checks
by Pelin Ilbas & Øistein Røisland & Tommy Sveen - 2012/21 Macro effects of capital requirements and macroprudential policy
by Q. Farook Akram - 2012/20 Identifying cross-sided liquidity externalities
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham - 2012/19 Does information sharing reduce the role of collateral as a screening device?
by Artashes Karapetyan & Bogdan Stacescu - 2012/18 Collateral and repeated lending
by Artashes Karapetyan & Bogdan Stacescu - 2012/17 The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data
by Arvid Raknerud & Bjørn Helge Vatne - 2012/16 Norges Bank 1999-2010: Governance and structural reforms
by Harald Bøhn - 2012/15 The Bank of England as the World gold market-maker during the Classical gold standard era, 1889-1910
by Stefaano Ugolini - 2012/14 The daily liquidity effect in a floor system – Empirical evidence from the Norwegian market
by Olav Syrstad - 2012/13 From a fixed exchange rate regime to inflation targeting - A documentation paper on Norges Bank and monetary policy, 1992-2001
by Christoffer Kleivset - 2012/12 Implications of insights from behavioral economics for macroeconomic models
by Steinar Holden - 2012/11 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - 2012/10 Top incomes, rising inequality, and welfare
by Kevin J. Lansing & Agnieszka Markiewicz - 2012/09 The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
by Todd E. Clark & Francesco Ravazzolo - 2012/08 House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy
by Paolo Gelain & Kevin J. Lansing & Caterina Mendicino - 2012/07 Matching efficiency and business cycle fluctuations
by Francesco Furlanetto & Nicolas Groshenny - 2012/06 Petro populism
by Egil Matsen & Gisle J. Natvik & Ragnar Torvik - 2012/05 Measuring sovereign contagion in Europe
by Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon - 2012/04 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - 2012/03 Why do banking crises occur? The American subprime crisis compared with the Norwegian banking crisis 1987-92
by Sverre Knutsen - 2012/02 Central banks under German rule during World War II: The case of Norway
by Harald Espeli - 2012/01 The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence
by Dagfinn Rime & Hans Jørgen Tranvåg - 2011/23 Information sharing and information acquisition: Ownership and coverage
by Artashes Karapetyan & Bogdan Stacescu - 2011/22 The hidden costs of hidden debt
by Johan Almenberg & Artashes Karapetyan - 2011/21 Financial crises and monetary expansion
by Ola Honningdal Grytten - 2011/20 Independence within Government : A Comparative Perspective on Central Banking in Norway 1945-1970
by Christian Venneslan & Ragnar Trøite & Christoffer Kleivset & Bastian Klunde
2011
- 2011/19 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora - 2011/18 Asset pricing with concentrated ownership of capital
by Kevin J. Lansing - 2011/17 Sunshine trading: Flashes of trading intent at the NASDAQ
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham - 2011/16 The world is not enough! Small open economies and regional dependence
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud - 2011/15 What do we really know about the long-term evolution of central banking? Evidence from the past, insights for the present
by Stefano Ugolini - 2011/14 Investment shocks and macroeconomic co-movement
by Francesco Furlanetto & Gisle J. Natvik & Martin Seneca - 2011/13 Illiquidity, insolvency, and banking regulation
by Jin Cao - 2011/12 "Interest rate trap", or: Why does the central bank keep the policy rate too low for too long time?
by Jin Cao & Gerhard Illing - 2011/11 Nowcasting GDP in real-time: A density combination approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud - 2011/10 Foreign exchange market structure, players and evolution
by Michael R. King & Carol Osler & Dagfinn Rime - 2011/09 How do banks’ funding costs affect interest margins?
by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad - 2011/08 The impact of house prices on household debt when controlling for home ownership
by Dag Henning Jacobsen & Bjørn Helge Vatne - 2011/07 Foreign exchange reserve management in the 19th century: The National Bank of Belgium in the 1850s
by Stefano Ugolini - 2011/06 Forecasting the intraday market price of money
by Andrea Monticini & Francesco Ravazzolo - 2011/05 Micro approaches to foreign exchange determination
by Martin D. D. Evans & Dagfinn Rime - 2011/04 Forecasting macroeconomic variables using disaggregate survey data
by Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg - 2011/03 Where it all began: lending of last resort and the Bank of England during the Overend-Gurney panic of 1866
by Marc Flandreau & Stefano Ugolini - 2011/02 New perspectives on depreciation shocks as a source of business cycle fluctuations
by Francesco Furlanetto & Martin Seneca - 2011/01 The promise and performance of the Federal Reserve as Lender of Last Resort 1914-1933
by Michael D. Bordo & David C. Wheelock
2010
- 2010/31 The relationship between bankruptcy risk and growth for non-listed firms
by Kjell Bjørn Nordal & Randi Næs - 2010/30 Investment-specific technology shocks and consumption
by Francesco Furlanetto & Martin Seneca - 2010/29 Combining predictive densities using Bayesian filtering with applications to US economics data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - 2010/28 Letting the anchor go: Monetary policy in neutral Norway during World War I
by Monica Værholm & Lars Fredrik Øksendal - 2010/27 Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank
by Charlotte Østergaard & Amir Sasson & Bent E. Sørensen - 2010/26 A Transaction Data Study of the Forward Bias Puzzle
by Francis Breedon & Dagfinn Rime & Paolo Vital - 2010/25 Loose commitment in medium-scale macroeconomic models: Theory and an application
by Davide Debortoli & Junior Maih & Ricardo Nunes - 2010/24 Information sharing and information acquisition in credit markets
by Artashes Karapetyan & Bogdan Stacescu - 2010/23 The international monetary system, 1844-1870: Arbitrage, efficiency, liquidity
by Stefano Ugolini - 2010/22 The Origins of Foreign Exchange Policy: The National Bank of Belgium and the Quest for Monetary Independence in the 1850s
by Stefano Ugolini - 2010/21 Universal Banking and the Development of Secondary Corporate Debt Markets: Lessons from 1830s Belgium
by Stefano Ugolini - 2010/20 Mental accounting in the housing market
by Johan Almenberg & Artashes Karapetyan - 2010/19 The long-run exchange rate for NOK: a BEER approach
by Geir E. Alstad - 2010/18 Oil and US GDP: A real-time out-of-sample examination
by Francesco Ravazzolo & Philip Rothman - 2010/17 Resolving the financial crisis: are we heeding the lessons from the Nordics?
by Claudio Borio & Bent Vale & Goetz von Peter - 2010/16 Banking competition, monitoring incentives and financial stability
by VO Thi Quynh Anh - 2010/15 Voting when the stakes are high
by Gisle James Natvik & Jørgen Juel Andersen & Jon H. Fiva - 2010/14 Government spending shocks and rule-of-thumb consumers: The role of steady state inequality
by Gisle James Natvik - 2010/13 The zero lower bound on the interest rate and a Neo-Classical Phillips curve
by Ragna Alstadheim - 2010/12 Why do firms pay for liquidity provision in limit order markets?
by Johannes A. Skjeltorp & Bernt Arne Ødegaard - 2010/11 Interbank overnight interest rates - gains from systemic importance
by Q. Farooq Akram & Casper Christophersen - 2010/10 Policy analysis in real time using IMF's monetary model
by Q. Farooq Akram - 2010/09 The Taylor Principle in a medium-scale macroeconomic model
by Tommy Sveen & Lutz Weinke - 2010/08 Optimal Monetary Policy When Agents Are Learning
by Krisztina Molnár & Sergio Santoro - 2010/07 Conditional forecasts in DSGE models
by Junior Maih - 2010/06 Weights and pools for a Norwegian density combination
by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud - 2010/05 The discursive dilemma in monetary policy
by Carl Andreas Claussen & Øistein Røisland - 2010/04 Why do people give less weight to advice the further it is from their initial opinion?
by Francesco Ravazzolo & Øistein Røisland - 2010/03 Simple rules versus optimal policy: what fits?
by Ida Wolden Bache & Leif Brubakk & Junior Maih - 2010/02 Forecast densities for economic aggregates from disaggregate ensembles
by Francesco Ravazzolo & Shaun P. Vahey - 2010/01 Term structure forecasting using macro factors and forecast combination
by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
2009
- 2009/29 Mean reversion in profitability for non-listed firms
by Kjell Bjørn Nordal & Randi Næs - 2009/28 Optimality of prompt corrective action in a continuous - time model with recapitalization possibility
by Vo Thi Quynh Anh - 2009/27 Are bank lending shocks important for economic fluctuations?
by Jørn Inge Halvorsen & Dag Henning Jacobsen - 2009/26 The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?
by Johannes A. Skjeltorp & Bernt Arne Ødegaard - 2009/25 The origins of a paper money economy - the case of Norway
by Lars Fredrik Øksendal - 2009/24 What factors affect the Oslo Stock Exchange?
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard - 2009/23 Combining VAR and DSGE forecast densities
by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey - 2009/22 Bagehot for beginners: The making of lending of last resort operations in the mid-19th century
by Vincent Bignon & Marc Flandreau & Stefano Ugolini - 2009/21 The historical connection between short term output and prices in a small open economy
by Ola Grytten & Arngrim Hunnes - 2009/20 Price stability and inflation persistence during the international gold standard: The Scandinavian case
by Ola Grytten & Arngrim Hunnes - 2009/19 Evaluating ensemble density combination - forecasting GDP and inflation
by Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud - 2009/18 Bank regulation and bank crisis
by Sigbjørn Atle Berg & Øyvind Eitrheim - 2009/17 Overconfidence, Monetary Policy Committees and Chairman Dominance
by Carl Andreas Claussen & Egil Matsen & Øistein Røisland & Ragnar Torvik - 2009/16 Real-Time Inflation Forecasting in a Changing World
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - 2009/15 Macro modelling with many models
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey - 2009/14 Social capital and the viability of stakeholder-oriented firms: Evidence from Norwegian savings banks
by Charlotte Ostergaard & Ibolya Schindele & Bent Vale - 2009/13 Do re-election probabilities influence public investment?
by Jon H. Fiva & Gisle James Natvik - 2009/12 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
by Christian Kascha & Carsten Trenkler - 2009/11 Price adjustments and inflation - evidence from Norwegian consumer price data 1975-2004
by Fredrik Wulfsberg - 2009/10 Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek - 2009/09 Monetary policy and exchange rate overshooting: Dornbusch was right after all
by Hilde C. Bjørnland - 2009/08 Fiscal stimulus in a credit crunch: the role of wage rigidity
by Francesco Furlanetto - 2009/07 The political economy of fiscal deficits and government production
by Gisle James Natvik - 2009/06 The role of house prices in the monetary policy transmission mechanism in small open economies
by Hilde C. Bjørnland & Dag Henning Jacobsen - 2009/05 Lumpy investment and state-dependent pricing in general equilibrium
by Michael Reiter & Tommy Sveen & Lutz Weinke - 2009/04 Norwegian banks in a recession: Procyclical implications of Basel II
by Henrik Andersen - 2009/03 Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations
by Ida Wolden Bache & Kjersti Næss & Tommy Sveen - 2009/02 Wage rigidity, institutions, and inflation
by Steinar Holden & Fredrik Wulfsberg - 2009/01 Does forecast combination improve Norges Bank inflation forecasts?
by Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud - 2008/25 Asymmetric information in the interbank foreign exchange market
by Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime
2008
- 2008/24 The role of house prices in the monetary policy transmission mechanism in the U.S
by Hilde C. Bjørnland & Dag Henning Jacobsen - 2008/23 Estimating the output gap in real time: A factor model approach
by Knut Are Aastveit & Tørres G. Trovik - 2008/22 Combining inflation density forecasts
by Christian Kascha & Francesco Ravazzolo - 2008/20 Communicating monetary policy intentions: The case of Norges Bank
by Amund Holmsen & Jan F. Qvigstad & Øistein Røisland & Kristin Solberg-Johansen - 2008/19 Does the law of one price hold in international financial markets? Evidence from tick data
by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno - 2008/18 The price puzzle: Mixing the temporary and permanent monetary policy shocks
by Ida Wolden Bache & Kai Leitemo - 2008/17 RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey - 2008/16 Oil Price Shocks and Stock Market Booms in an Oil Exporting Country
by Hilde C. Bjørnland - 2008/15 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & Jørn I. Halvorsen - 2008/14 Monetary policy under the gold standard - examining the case of Norway, 1893-1914
by Lars Fredrik Øksendal - 2008/13 The dynamics of operating income in the Norwegian banking sector
by Henrik Andersen & Sigbjørn Atle Berg & Eilev S. Jansen - 2008/12 Commodity prices, interest rates and the dollar
by Q. Farooq Akram - 2008/11 Liquidity and the business cycle
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard - 2008/10 Fiscal shocks and real rigidities
by Francesco Furlanetto & Martin Seneca - 2008/09 Liquidity at the Oslo Stock Exchange
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard - 2008/08 The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts
by Christian Huurman & Francesco Ravazzolo & Chen Zhou - 2008/07 Does monetary policy react to asset prices? Some international evidence
by Francesco Furlanetto - 2008/06 On the design of monetary policy committees
by Alan S. Blinder - 2008/05 Business cycle analysis and VARMA models
by Christian Kascha & Karel Mertens - 2008/04 Identifying the interdependence between US monetary policy and the stock market
by Hilde C. Bjørnland & Kai Leitemo - 2008/03 The risk components of liquidity
by Lorán Chollete & Randi Næs & Johannes A. Skjeltorp - 2008/02 Failure prediction of Norwegian banks: A Logit approach
by Henrik Andersen - 2008/01 Combining forecast densities from VARs with uncertain instabilities
by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey - 2007/15 Estimating New Keynesian import price models
by Ida Wolden Bache & Bjørn E. Naug - 2007/14 Robust-satisficing monetary policy under parameter uncertainty
by Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim - 2007/13 What horizon for targeting inflation?
by Q. Farooq Akram. - 2007/12 Assessing estimates of the exchange rate pass-through
by Ida Wolden Bache - 2007/11 Liquidity and asset pricing: Evidence on the role of investor holding period
by Randi Næs & Bernt Arne Ødegaard - 2007/10 Estimating the natural rates in a simple New Keynesian framework
by Hilde C. Bjørnland & Kai Leitemo & Junior Maih - 2007/09 Nowcasting Norwegian GDP: The role of asset prices in a small open economy
by Knut Are Aastveit & Tørres G. Trovik
2007
- 2008/21 Revealing the preferences of the US Federal Reserve
by Pelin Ilbas - 2007/08 Hvilke faktorer driver kursutviklingen på Oslo Børs?
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard - 2007/07 A quantitative discursive dilemma
by Carl Andreas Claussen & Øistein Røisland. - 2007/06 Monetary policy under uncertainty: Min-max vs robust-satisficing strategies
by Yakov Ben-Haim & Q. Farooq Akram & Øyvind Eitrheim - 2007/05 Rule-of-thumb consumers, productivity and hours
by Francesco Furlanetto & Martin Seneca - 2007/04 Life-cycle patterns of interest rate markups in small firm finance
by Moshe Kim & Eirik Gaard Kristiansen & Bent Vale - 2007/03 What captures liquidity risk? A comparison of trade and order based liquidity factors
by Lorán Chollete & Randi Næs & Johannes A. Skjeltorp - 2007/02 Exchange rate forecasting, order flow and macroeconomic information
by Dagfinn Rime & Lucio Sarno & Elvira Sojli - 2007/01 Are real wages rigid downwards?
by Steinar Holden & Fredrik Wulfsberg
2006
- 2006/13 Model selection for monetary policy analysis – Importance of empirical validity
by Q. Farooq Akram & Ragnar Nymoen - 2006/12 Banks’ optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach
by Kjell Bjørn Nordal - 2006/11 Government Spending and the Taylor Principle
by Gisle James Natvik - 2006/10 Managing uncertainty through robust-satisficing monetary policy
by Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim - 2006/09 FU.S. banking deregulation, small businesses, and interstate insurance of personal income
by Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen - 2006/08 Pursuing financial stability under an inflation-targeting regime
by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist - 2006/07 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?
by Q. Farooq Akram & Øyvind Eitrheim - 2006/06 Firm-specific capital, nominal rigidities, and the Taylor principle
by Tommy Sveen & Lutz Weinke - 2006/05 When does an interest rate path “look good”? Criteria for an appropriate future interest rate path
by Jan F. Qvigstad - 2006/04 Firm-specific capital and welfare
by Tommy Sveen & Lutz Weinke - 2006/03 Price-level determinacy, lower bounds on the nominal interest rate, and liquidity traps
by Ragna Alstadheim & Dale Henderson - 2006/02 Forecasting inflation with an uncertain output gap
by Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore - 2006/01 Evaluation of macroeconomic models for financial stability analysis
by Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos
2005
- 2005/16 Monetary policy and exchange rate interactions in a small open economy
by Hilde C. Bjørnland - 2005/15 Portfolio choice when managers control returns
by Egil Matsen - 2005/14 The natural real interest rate and the output gap in the euro area: A joint estimation
by Julien Garnier & Bjørn-Roger Wilhelmsen - 2005/13 “Large” vs. “small” players: A closer look at the dynamics of speculative attacks
by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim - 2005/12 Arbitrage in the foreign exchange market: Turning on the microscope
by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno - 2005/11 Monetary policy and the illusionary exchange rate puzzle
by Hilde C. Bjørnland - 2005/10 Strategic bank monitoring and firms’ debt structure
by Eirik Gaard Kristiansen - 2005/9 Monetary policy and asset prices: To respond or not?
by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim - 2005/8 What determines banks’ market power? Akerlof versus Herfindahl
by Moshe Kim & Eirik Gaard Kristiansen & Bent Vale - 2005/7 Monetary policy predictability in the euro area: An international comparison
by Bjørn-Roger Wilhelmsen & Andrea Zaghini - 2005/6 Is lumpy investment really irrelevant for the business cycle?
by Tommy Sveen & Lutz Weinke - 2005/5 Is the price level in Norway determined by fiscal policy?
by Ragna Alstadheim - 2005/4 Inflation inertia and the optimal hybrid inflation/price-level target
by Øistein Røisland - 2005/3 Collective economic decisions and the discursive dilemma
by Carl Andreas Claussen & Øistein Røisland - 2005/2 Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003
by Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno - 2005/1 Efficient consumption of revenues from natural resources – An application to Norwegian petroleum revenues
by Q. Farooq Akram
2004
- 2004/22 Consumption and population age structure
by Solveig K. Erlandsen & Ragnar Nymoen - 2004/21 House prices in Norway 1819-1989
by Øyvind Eitrheim & Solveig K. Erlandsen - 2004/20 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?
by Roger Hammersland - 2004/19 The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data
by Roger Hammersland - 2004/18 Savers, Spenders and Fiscal Policy in a Small Open Economy
by Egil Matsen & Tommy Sveen & Ragnar Torvik - 2004/17 En effisient handlingsregel for bruk av petroleumsinntekter
by Q. Farooq Akram - 2004/16 Oil wealth and real exchange rates: The FEER for Norway
by Q. Farooq Akram - 2004/15 Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension
by Roger Hammersland - 2004/14 Wage formation under low inflation
by Steinar Holden - 2004/13 Liquidity provision in the overnight foreign exchange market
by Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim - 2004/12 Firm-Specific Investment, Sticky Prices, and the Taylor Principle
by Tommy Sveen & Lutz Weinke