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Vegard Hoghaug Larsen
(Vegard Høghaug Larsen)

Personal Details

First Name:Vegard
Middle Name:Hoghaug
Last Name:Larsen
Suffix:
RePEc Short-ID:pla789
[This author has chosen not to make the email address public]
http://www.vegardlarsen.com

Affiliation

Norges Bank

Oslo, Norway
http://www.norges-bank.no/

: +47 22 31 60 00
+47 22 41 31 05
Postboks 1179 Sentrum, 0107 Oslo
RePEc:edi:nbgovno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  2. Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  3. Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
  4. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
  5. Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017. "Business cycles in an oil economy," BIS Working Papers 618, Bank for International Settlements.
  6. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Papers No 5/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  7. Drago Bergholt & Vegard Høghaug Larsen, 2016. "Business cycles in an oil economy: Lessons from Norway," Working Paper 2016/16, Norges Bank.
  8. Vegard H. Larsen & Leif Anders Thorsrud, 2015. "The Value of News," Working Papers No 6/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  9. Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers No 7/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

Articles

  1. Bergholt, Drago & Larsen, Vegard H. & Seneca, Martin, 2019. "Business cycles in an oil economy," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 283-303.
  2. Larsen, Vegard H. & Thorsrud, Leif A., 2019. "The value of news for economic developments," Journal of Econometrics, Elsevier, vol. 210(1), pages 203-218.
  3. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.

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. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Papers No 03/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

    Cited by:

  2. Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.

    Cited by:

    1. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    2. Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto, 2019. "Forecasting Japanese inflation with a news-based leading indicator of economic activities," CARF F-Series CARF-F-458, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

  3. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.

    Cited by:

    1. Saltzman, Bennett & Yung, Julieta, 2018. "A machine learning approach to identifying different types of uncertainty," Economics Letters, Elsevier, vol. 171(C), pages 58-62.
    2. Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
    3. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    4. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
    5. Dybowski, T.P. & Adämmer, P., 2018. "The economic effects of U.S. presidential tax communication: Evidence from a correlated topic model," European Journal of Political Economy, Elsevier, vol. 55(C), pages 511-525.
    6. Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.

  4. Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017. "Business cycles in an oil economy," BIS Working Papers 618, Bank for International Settlements.

    Cited by:

    1. Ferrero, Andrea & Seneca, Martin, 2018. "Notes on the Underground: Monetary Policy in Resource-Rich Economies," CEPR Discussion Papers 13108, C.E.P.R. Discussion Papers.
    2. van der Ploeg, Frederick, 2019. "Macro policy responses to natural resource windfalls and the crash in commodity prices," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 263-282.
    3. Tibor Hledik & Karel Musil & Jakub Rysanek & Jaromir Tonner, 2018. "A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy," Working Papers 2018/11, Czech National Bank.
    4. Ioannidis, Christos & Ka, Kook, 2018. "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, vol. 72(C), pages 601-620.
    5. Engelke, Carola & Heinisch, Katja & Schult, Christoph, 2019. "How forecast accuracy depends on conditioning assumptions," IWH Discussion Papers 18/2019, Halle Institute for Economic Research (IWH).
    6. Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
    7. Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
    8. M. Tiunova G. & М. Тиунова Г., 2018. "Влияние Внешних Шоков На Российскую Экономику // The Impact Of External Shocks On The Russian Economy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(4), pages 146-170.
    9. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.

  5. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Papers No 5/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

    Cited by:

    1. Lino Wehrheim, 2019. "Economic history goes digital: topic modeling the Journal of Economic History," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 13(1), pages 83-125, January.
    2. Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo Group Munich.
    3. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    4. Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
    5. Lino Wehrheim, 2017. "Economic History Goes Digital: Topic Modeling the Journal of Economic History," Working Papers 177, Bavarian Graduate Program in Economics (BGPE).
    6. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.

  6. Drago Bergholt & Vegard Høghaug Larsen, 2016. "Business cycles in an oil economy: Lessons from Norway," Working Paper 2016/16, Norges Bank.

    Cited by:

    1. Alberola, Enrique & Benigno, Gianluca, 2017. "Revisiting the Commodity Curse: A Financial Perspective," CEPR Discussion Papers 11832, C.E.P.R. Discussion Papers.
    2. van der Ploeg, Frederick, 2019. "Macro policy responses to natural resource windfalls and the crash in commodity prices," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 263-282.

  7. Vegard H. Larsen & Leif Anders Thorsrud, 2015. "The Value of News," Working Papers No 6/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

    Cited by:

    1. Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo Group Munich.
    2. Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
    3. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    4. Jochen Lüdering & Peter Tillmann, 2016. "Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis," MAGKS Papers on Economics 201612, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    5. Leif Anders Thorsrud, 2016. "Words are the new numbers: A newsy coincident index of business cycles," Working Papers No 4/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    6. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
    7. Lüdering Jochen & Winker Peter, 2016. "Forward or Backward Looking? The Economic Discourse and the Observed Reality," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(4), pages 483-515, August.
    8. David Lenz & Peter Winker, 2018. "Measuring the Diffusion of Innovations with Paragraph Vector Topic Models," MAGKS Papers on Economics 201815, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    9. Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018. "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Études Économiques (INSEE), issue 505-506, pages 17-33.
    10. Lino Wehrheim, 2017. "Economic History Goes Digital: Topic Modeling the Journal of Economic History," Working Papers 177, Bavarian Graduate Program in Economics (BGPE).
    11. Peter Grajzl & Peter Murrell, 2017. "Toward Understanding 17th Century English Culture: A Structural Topic Model of Francis Bacon's Ideas," CESifo Working Paper Series 6443, CESifo Group Munich.
    12. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.

  8. Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers No 7/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

    Cited by:

    1. Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019. "Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model," Working Papers No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017. "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, vol. 61(C), pages 72-86.
    3. Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
    4. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
    5. Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2019. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Research Discussion Papers 20/2019, Bank of Finland.
    6. Alberto Ortiz-Bolaños & Sebastián Cadavid-Sánchez & Gerardo Kattan-Rodríguez, 2018. "Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 6, pages 159-219, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    7. Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 016970, Universidad de los Andes - CEDE.
    8. Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
    9. Bao H. NGUYEN & OKIMOTO Tatsuyoshi, 2017. "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Discussion papers 17102, Research Institute of Economy, Trade and Industry (RIETI).
    10. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016. "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, vol. 109(C), pages 29-37.
    11. Bao H. NGUYEN & OKIMOTO Tatsuyoshi & Trung Duc TRAN, 2019. "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers 19042, Research Institute of Economy, Trade and Industry (RIETI).
    12. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.

Articles

  1. Bergholt, Drago & Larsen, Vegard H. & Seneca, Martin, 2019. "Business cycles in an oil economy," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 283-303.
    See citations under working paper version above.
  2. Larsen, Vegard H. & Thorsrud, Leif A., 2019. "The value of news for economic developments," Journal of Econometrics, Elsevier, vol. 210(1), pages 203-218.

    Cited by:

    1. Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints 214194, ZBW - Leibniz Information Centre for Economics.
    2. Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo Group Munich.
    3. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    4. Hannes Mueller & Christopher Rauh, 2019. "The hard problem of prediction for conflict prevention," Cahiers de recherche 2019-02, Universite de Montreal, Departement de sciences economiques.

  3. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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 (10) 2015-06-27 2015-06-27 2016-09-25 2016-10-30 2017-04-16 2017-04-30 2018-01-01 2018-03-12 2018-04-16 2019-11-04. Author is listed
  2. NEP-ENE: Energy Economics (6) 2015-06-27 2016-09-25 2016-10-30 2017-04-16 2017-12-11 2018-01-01. Author is listed
  3. NEP-BIG: Big Data (5) 2017-06-18 2017-09-24 2018-04-16 2019-06-10 2019-11-04. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (2) 2016-10-30 2017-04-16
  5. NEP-HIS: Business, Economic & Financial History (2) 2018-03-12 2018-04-16
  6. NEP-HPE: History & Philosophy of Economics (2) 2017-04-30 2017-06-18
  7. NEP-CBA: Central Banking (1) 2019-11-04
  8. NEP-CMP: Computational Economics (1) 2019-06-10
  9. NEP-FMK: Financial Markets (1) 2017-09-24
  10. NEP-ICT: Information & Communication Technologies (1) 2019-06-10
  11. NEP-MON: Monetary Economics (1) 2019-11-04
  12. NEP-OPM: Open Economy Macroeconomics (1) 2017-04-16

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