Norway - Central Bank Research Hub

Title Author(s)

On the Interplay between Monetary Policy and Macroprudential Policy: A Simple Analytical Framework

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 18/2017, 03.10.2017)

JEL: E52, E58, E61

Asset returns, news topics, and media effects

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 17/2017, 20.09.2017)

JEL: C5, C8, G12

Disability benefits, consumption insurance, and household labor supply

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 16/2017, 06.09.2017)

JEL: H53, I38, J62

Segmented money markets and covered interest parity arbitrage

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 15/2017, 06.09.2017)

JEL: E43, F31, G15

Exchange rates, interest rates and the global carry trade

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2017, 06.09.2017)

JEL: F3, F4, G1

Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 13/2017, 04.08.2017)

Comparing behavioural heterogeneity across asset classes

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 12/2017, 03.07.2017)

JEL: E31, G12, G15

Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 11/2017, 27.06.2017)

The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 10/2017, 26.06.2017)

Supply Flexibility in the Shale Patch: Evidence from North Dakota

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 09/2017, 31.05.2017)

Output gap, monetary policy trade-offs and financial frictions

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 08/2017, 27.04.2017)

JEL: C51, C52, E32

Norwegian interbank markets response to changes in liquidity policy

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 07/2017, 20.04.2017)

JEL: E43, E58, G21

Forward guidance through interest rate projections: does it work?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 06/2017, 19.04.2017)

JEL: E43, E44, E52, E58, G12

Components of uncertainty

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 05/2017, 18.04.2017)

JEL: D80, E32, E66

Conditional forecasting with DSGE models - A conditional copula approach

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 04/2017, 07.04.2017)

JEL: C53, E37, E47, E52

Central clearing and risk transformation

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 03/2017, 31.03.2017)

Fire sales, indirect contagion and systemic stress testing

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 02/2017, 17.03.2017)

Has the Fed responded to house and stock prices? A time-varying analysis

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 01/2017, 08.03.2017)

JEL: C32, E44, E52, E58

Do central banks respond timely to developments in the global economy?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 19/2016, 22.12.2016)

JEL: C11, C53, C55, E58, F17

Words are the new numbers: A newsy coincident index of business cycles

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 21/2016, 22.12.2016)

JEL: C11, C32, E32

Nowcasting using news topics. Big Data versus big bank

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 20/2016, 22.12.2016)

JEL: C11, C32, E37

Immigration and the macroeconomy: some new empirical evidence

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 18/2016, 24.11.2016)

JEL: C11, C32, E32

Structural factors, unemployment and monetary policy: the useful role of the natural rate of interest

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 17/2016, 01.11.2016)

JEL: E32

Business cycles in an oil economy: Lessons from Norway

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 16/2016, 01.11.2016)

R&D heterogeneity and its implications for growth

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 15/2016, 29.09.2016)

On the concavity of the consumption function with liquidity constraints

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2016, 22.09.2016)

JEL: D11, D52, D91

Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 13/2016, 16.09.2016)

Oil and macroeconomic (in)stability

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 12/2016, 16.09.2016)

JEL: C11, E32, E42, Q43

Detecting imbalances in house prices: What goes up must come down?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 11/2016, 09.08.2016)

JEL: C22, C32, C51, C52, C53, G01, R21

Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 10/2016, 01.07.2016)

JEL: E42, E43, E58, N13

Leaning against the wind when credit bites back

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 09/2016, 02.06.2016)

When preferences for a stable interest rate become self-defeating

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 08/2016, 25.05.2016)

JEL: E52, E58

Joint prediction bands for macroeconomic risk management

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 07/2016, 29.04.2016)

JEL: C11, C53, C6, E1, E37, E5

Testing for micro efficiency in the housing market

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 06/2016, 15.04.2016)

The risk-taking channel of monetary policy in Norway

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 05/2016, 15.03.2016)

JEL: E44, E5, G01, G21, G28, L14

Agreeing on disagreement: heterogeneity or uncertainty?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 04/2016, 17.02.2016)

JEL: G12, G15

Implementing the zero lower bound in an estimated regime-switching DSGE model

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 03/2016, 12.02.2016)

Pricing in the Norwegian interbank market the effects of liquidity and implicit government support

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 02/2016, 02.02.2016)

JEL: E43, E58, G21

The role of oil prices and monetary policy in the Norwegian economy since the 1980s

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 01/2016, 29.01.2016)

JEL: C51, E31, E32, E52, E58

Money in the equilibrium of banking

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 22/2015, 31.12.2015)

JEL: G21, G28

Salience of debt and homebuyers credit decisions

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 21/2015, 30.12.2015)

JEL: D12, G14, G21, G32

The decentralised central bank: regional bank rate autonomy in Norway, 1850-1892

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 20/2015, 23.12.2015)

JEL: E58, N23

Measuring trends and cycles in industrial production in Norway 1896-1948

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 00/2015, 08.12.2015)

JEL: E32, N64, O47

Applying flexible parameter restrictions in Markov-switching vector autoregression models

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 17/2015, 01.12.2015)

The end of the waterfall: default resources of central counterparties

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 16/2015, 30.11.2015)

Foreign shocks

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 15/2015, 25.11.2015)

JEL: C11, E30, F41, F44

Forecasting commodity currencies: the role of fundamentals with short-lived predictive content

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2015, 30.10.2015)

JEL: C53, C55, F37

Using low frequency information for predicting high frequency variables

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 13/2015, 29.10.2015)

JEL: C53, E37

Announcements of interest rate forecasts: Do policymakers stick to them?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2013/11, 11.04.2013)

Oil price shocks and monetary policy in a data-rich environment

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2013/10, 04.04.2013)