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Roger Hammersland

Personal Details

First Name:Roger
Middle Name:
Last Name:Hammersland
Suffix:
RePEc Short-ID:pha278
[This author has chosen not to make the email address public]
http://www.norges-bank.no/english/research/hammersland.html
Terminal Degree: Department of Economics; European University Institute (from RePEc Genealogy)

Affiliation

Norges Bank

Oslo, Norway
http://www.norges-bank.no/
RePEc:edi:nbgovno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Roger Hammersland & Cathrine Bolstad Træe, 2011. "The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway," Discussion Papers 668, Statistics Norway, Research Department.
  2. Roger Hammersland, 2008. "Classical identification: A viable road for data to inform structural modeling," Discussion Papers 562, Statistics Norway, Research Department.
  3. Roger Hammersland & Dag Henning Jacobsen, 2008. "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers 569, Statistics Norway, Research Department.
  4. Roger Hammersland, 2004. "Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?," Working Paper 2004/20, Norges Bank.
  5. Roger Hammersland, 2004. "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," Working Paper 2004/15, Norges Bank.
  6. Roger Hammersland, 2004. "The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data," Working Paper 2004/19, Norges Bank.

Articles

  1. Hammersland, Roger & Træe, Cathrine Bolstad, 2014. "The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions," Economic Modelling, Elsevier, vol. 36(C), pages 517-537.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Roger Hammersland & Cathrine Bolstad Træe, 2011. "The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway," Discussion Papers 668, Statistics Norway, Research Department.

    Cited by:

    1. Christelle Grobler & Ben Smit, 2015. "Enhancing the financial sector linkages in the Bureau for Economic Research’s core macroeconometric model," Working Papers 21/2015, Stellenbosch University, Department of Economics.
    2. Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.

  2. Roger Hammersland, 2008. "Classical identification: A viable road for data to inform structural modeling," Discussion Papers 562, Statistics Norway, Research Department.

    Cited by:

    1. Roger Hammersland & Dag Henning Jacobsen, 2008. "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers 569, Statistics Norway, Research Department.

  3. Roger Hammersland & Dag Henning Jacobsen, 2008. "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers 569, Statistics Norway, Research Department.

    Cited by:

    1. Hammersland, Roger & Træe, Cathrine Bolstad, 2014. "The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions," Economic Modelling, Elsevier, vol. 36(C), pages 517-537.
    2. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    3. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.

  4. Roger Hammersland, 2004. "Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?," Working Paper 2004/20, Norges Bank.

    Cited by:

    1. Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006. "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers 0606, Macquarie University, Department of Economics.
    2. Roger Hammersland, 2004. "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," Working Paper 2004/15, Norges Bank.

  5. Roger Hammersland, 2004. "The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data," Working Paper 2004/19, Norges Bank.

    Cited by:

    1. Roger Hammersland, 2004. "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," Working Paper 2004/15, Norges Bank.

Articles

  1. Hammersland, Roger & Træe, Cathrine Bolstad, 2014. "The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions," Economic Modelling, Elsevier, vol. 36(C), pages 517-537.

    Cited by:

    1. Arvid Raknerud & Bjørn Helge Vatne, 2012. "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper 2012/17, Norges Bank.
    2. Kapur, Muneesh & Behera, Harendra, 2012. "Monetary Transmission Mechanism in India: A Quarterly Model," MPRA Paper 70631, University Library of Munich, Germany.
    3. Arvid Raknerud & Bjørn Helge Vatne, 2013. "The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata," Discussion Papers 742, Statistics Norway, Research Department.
    4. Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
    5. Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
    6. Benedictow, Andreas & Hammersland, Roger, 2020. "A financial accelerator in the business sector of a macroeconometric model of a small open economy," Economic Systems, Elsevier, vol. 44(1).
    7. Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2005-03-13 2005-03-13 2008-10-21 2009-01-03 2011-11-01. Author is listed
  2. NEP-ECM: Econometrics (2) 2005-03-13 2008-10-21
  3. NEP-CBA: Central Banking (1) 2011-11-01
  4. NEP-EEC: European Economics (1) 2005-03-13
  5. NEP-ETS: Econometric Time Series (1) 2005-03-13
  6. NEP-FOR: Forecasting (1) 2011-11-01
  7. NEP-IFN: International Finance (1) 2005-03-13
  8. NEP-MON: Monetary Economics (1) 2005-03-13

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