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Vegard Høghaug Larsen
(Vegard Hoeghaug Larsen)

Personal Details

First Name:Vegard
Middle Name:
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. Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  2. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  3. 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.
  4. 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.
  5. Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
  6. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
  7. Drago Bergholt & Vegard H Larsen & Martin Seneca, 2017. "Business cycles in an oil economy," BIS Working Papers 618, Bank for International Settlements.
  8. 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.
  9. Drago Bergholt & Vegard Høghaug Larsen, 2016. "Business cycles in an oil economy: Lessons from Norway," Working Paper 2016/16, Norges Bank.
  10. 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.
  11. 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. Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
  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. 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.
  4. 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:

    1. Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Daniel J. Lewis & Christos Makridis & Karel Mertens, 2019. "Do Monetary Policy Announcements Shift Household Expectations?," Staff Reports 897, Federal Reserve Bank of New York.
    3. Mazumder, Sandeep, 2021. "The reaction of inflation forecasts to news about the Fed," Economic Modelling, Elsevier, vol. 94(C), pages 256-264.
    4. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
    5. ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
    6. Ryan Chahrour & Kristoffer Nimark & Stefan Pitschner, 2019. "Sectoral Media Focus and Aggregate Fluctuations," Boston College Working Papers in Economics 987, Boston College Department of Economics.
    7. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, 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.

    Cited by:

    1. Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
    2. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, 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.

    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. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
    3. ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
    4. Rambaccussing, Dooruj & Kwiatkowski, Andrzej, 2020. "Forecasting with news sentiment: Evidence with UK newspapers," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1501-1516.
    5. Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021. "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers 2180, Kiel Institute for the World Economy (IfW).
    6. 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.

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

    Cited by:

    1. Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
    2. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
    3. Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
    4. Saltzman, Bennett & Yung, Julieta, 2018. "A machine learning approach to identifying different types of uncertainty," Economics Letters, Elsevier, vol. 171(C), pages 58-62.
    5. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    6. 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.
    7. Redl, Chris, 2020. "Uncertainty matters: Evidence from close elections," Journal of International Economics, Elsevier, vol. 124(C).
    8. 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.
    9. ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
    10. Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
    11. Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
    12. Dybowski, T. Philipp & Kempa, Bernd, 2020. "The European Central Bank’s monetary pillar after the financial crisis," Journal of Banking & Finance, Elsevier, vol. 121(C).
    13. Juelsrud, Ragnar E. & Wold, Ella Getz, 2019. "The Saving and Employment Effects of Higher Job Loss Risk," Working Paper 2019/17, 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.

    Cited by:

    1. 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.
    2. van der Ploeg, Frederick, 2016. "Macro Policy Responses to Natural Resource Windfalls and the Crash in Commodity Prices," CEPR Discussion Papers 11520, C.E.P.R. Discussion Papers.
    3. 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.
    4. Andrea Ferrero & Martin Seneca, 2019. "Notes on the Underground: Monetary Policy in Resource‐Rich Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 953-976, June.
    5. 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.
    6. Khalil, Makram, 2020. "Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services," Discussion Papers 60/2020, Deutsche Bundesbank.
    7. Aliaga Miranda, Augusto, 2020. "Monetary policy rules for an open economy with financial frictions: A Bayesian approach," Dynare Working Papers 62, CEPREMAP.
    8. 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.
    9. Samya Beidas-Strom & Marco Lorusso, 2019. "Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK," IMF Working Papers 2019/214, International Monetary Fund.
    10. Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
    11. Rick Van der Ploeg, 2016. "Macro Policy Responses To Natural Resource Windfalls," OxCarre Working Papers 178, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    12. Nzeh Innocent Chile & Innocent.U. Duru & Abubakar Yusuf & Bartholomew .O.N. Okafor & Millicent Adanne Eze, 2021. "Modelling the Monetary Impact of Oil Price Volatility in Nigeria: Evidence from GARCH Models," Energy Economics Letters, Asian Economic and Social Society, vol. 8(1), pages 70-94, June.
    13. Aursland, Thor Andreas & Frankovic, Ivan & Kanik, Birol & Saxegaard, Magnus, 2020. "State-dependent fiscal multipliers in NORA - A DSGE model for fiscal policy analysis in Norway," Economic Modelling, Elsevier, vol. 93(C), pages 321-353.
    14. Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.
    15. Anis Ali, 2021. "Do Oil Prices Govern GDP and Public Spending Avenues in Saudi Arabia? Sensitivity and Trend Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 104-109.
    16. 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).
    17. Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
    18. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
    19. Yin, Libo & Feng, Jiabao & Han, Liyan, 2021. "Systemic risk in international stock markets: Role of the oil market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 592-619.

  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.

    Cited by:

    1. Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Lino Wehrheim, 2017. "Economic History Goes Digital: Topic Modeling the Journal of Economic History," Working Papers 177, Bavarian Graduate Program in Economics (BGPE).
    3. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
    4. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    5. ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
    6. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    7. David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2021. "Climate change concerns and the performance of green versus brown stocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1011, Ghent University, Faculty of Economics and Business Administration.
    8. 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.
    9. 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.

  7. 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, 2016. "Macro Policy Responses to Natural Resource Windfalls and the Crash in Commodity Prices," CEPR Discussion Papers 11520, C.E.P.R. Discussion Papers.

  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.

    Cited by:

    1. Vegard H. Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Paper 2017/17, Norges Bank.
    2. 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).
    3. Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
    4. 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.
    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. David Lenz & Peter Winker, 2020. "Measuring the diffusion of innovations with paragraph vector topic models," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-18, January.
    7. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
    8. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    9. 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.
    10. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    11. 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.
    12. 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.

  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.

    Cited by:

    1. Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
    2. Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017. "Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area," Working Paper Series 2119, European Central Bank.
    3. Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
    4. Qazi Haque & Nicolas Groshenny & Mark Weder, 2019. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," Economics Discussion / Working Papers 19-11, The University of Western Australia, Department of Economics.
    5. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "Okun’s Law Across Time and Frequencies," NIPE Working Papers 13/2019, NIPE - Universidade do Minho.
    6. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015. "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers 201580, University of Pretoria, Department of Economics.
    7. Jin, Hao & Xiong, Chen, 2021. "Fiscal stress and monetary policy stance in oil-exporting countries," Journal of International Money and Finance, Elsevier, vol. 111(C).
    8. 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.
    9. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
    10. 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.
    11. 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.
    12. Samya Beidas-Strom & Marco Lorusso, 2019. "Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK," IMF Working Papers 2019/214, International Monetary Fund.
    13. 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.
    14. Erdem Kilic & Serkan Cankaya, 2020. "Oil prices and economic activity in BRICS and G7 countries," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(4), pages 1315-1342, December.
    15. Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021. "Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers," Working Papers No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    16. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
    17. 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).
    18. 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. Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021. "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
    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. Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Mueller, Hannes Felix & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
    3. Petrova, Diana & Trunin, Pavel, 2020. "Revealing the mood of economic agents based on search queries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 71-87.
    4. David Lenz & Peter Winker, 2020. "Measuring the diffusion of innovations with paragraph vector topic models," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-18, January.
    5. Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers 2020-01, Bar-Ilan University, Department of Economics.
    6. Andrea Fronzetti Colladon & Stefano Grassi & Francesco Ravazzolo & Francesco Violante, 2021. "Forecasting financial markets with semantic network analysis in the COVID—19 crisis," Working Papers 2021-06, Center for Research in Economics and Statistics.
    7. Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
    8. Kyoto Yono & Hiroki Sakaji & Hiroyasu Matsushima & Takashi Shimada & Kiyoshi Izumi, 2020. "Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(4), pages 1-18, April.
    9. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
    10. Ostapenko, Nataliia, 2020. "Central Bank Communication: Information and Policy shocks," MPRA Paper 104501, University Library of Munich, Germany, revised 21 Jun 2020.
    11. ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
    12. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    13. Brandt, Richard, 2021. "Economic Policy Uncertainty Index: Extension and optimization of Scott R. Baker, Nicholas Bloom and Steven J. Davis's search term," DoCMA Working Papers 5, TU Dortmund University, Dortmund Center for Data-based Media Analysis (DoCMA).
    14. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    15. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019. "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series 8000, CESifo.

  3. 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.
  4. 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

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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 20 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 (15) 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 2020-09-14 2020-09-21 2020-11-02 2020-11-16 2021-01-04. Author is listed
  2. NEP-BIG: Big Data (8) 2017-06-18 2017-09-24 2018-04-16 2019-06-10 2019-11-04 2020-09-14 2020-11-02 2020-11-16. Author is listed
  3. 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
  4. NEP-MON: Monetary Economics (3) 2019-11-04 2020-09-14 2020-09-21
  5. NEP-OPM: Open Economy Macroeconomics (3) 2017-04-16 2020-12-14 2021-01-04
  6. NEP-CMP: Computational Economics (2) 2019-06-10 2020-09-14
  7. NEP-DGE: Dynamic General Equilibrium (2) 2016-10-30 2017-04-16
  8. NEP-ENV: Environmental Economics (2) 2020-12-14 2021-01-04
  9. NEP-HIS: Business, Economic & Financial History (2) 2018-03-12 2018-04-16
  10. NEP-HPE: History & Philosophy of Economics (2) 2017-04-30 2017-06-18
  11. NEP-CBA: Central Banking (1) 2019-11-04
  12. NEP-FMK: Financial Markets (1) 2017-09-24
  13. NEP-FOR: Forecasting (1) 2020-11-16
  14. NEP-ICT: Information & Communication Technologies (1) 2019-06-10

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