Central Bank Research Hub - Series: Central Bank of Norway (Norges Bank) Working Papers

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007

Title Author(s)

Fire sales, indirect contagion and systemic stress testing

Paper: 02/2017, 17.03.2017

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

Paper: 01/2017, 08.03.2017

JEL: C32, E44, E52, E58

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

Paper: 21/2016, 22.12.2016

JEL: C11, C32, E32

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

Paper: 19/2016, 22.12.2016

JEL: C11, C53, C55, E58, F17

Nowcasting using news topics. Big Data versus big bank

Paper: 20/2016, 22.12.2016

JEL: C11, C32, E37

Immigration and the macroeconomy: some new empirical evidence

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

Paper: 17/2016, 01.11.2016

JEL: E32

Business cycles in an oil economy: Lessons from Norway

Paper: 16/2016, 01.11.2016

R&D heterogeneity and its implications for growth

Paper: 15/2016, 29.09.2016

On the concavity of the consumption function with liquidity constraints

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?

Paper: 13/2016, 16.09.2016

Oil and macroeconomic (in)stability

Paper: 12/2016, 16.09.2016

JEL: C11, E32, E42, Q43

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

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

Paper: 10/2016, 01.07.2016

JEL: E42, E43, E58, N13

Leaning against the wind when credit bites back

Paper: 09/2016, 02.06.2016

When preferences for a stable interest rate become self-defeating

Paper: 08/2016, 25.05.2016

JEL: E52, E58

Joint prediction bands for macroeconomic risk management

Paper: 07/2016, 29.04.2016

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

Testing for micro efficiency in the housing market

Paper: 06/2016, 15.04.2016

The risk-taking channel of monetary policy in Norway

Paper: 05/2016, 15.03.2016

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

Agreeing on disagreement: heterogeneity or uncertainty?

Paper: 04/2016, 17.02.2016

JEL: G12, G15

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

Paper: 03/2016, 12.02.2016

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

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

Paper: 01/2016, 29.01.2016

JEL: C51, E31, E32, E52, E58

Money in the equilibrium of banking

Paper: 22/2015, 31.12.2015

JEL: G21, G28

Salience of debt and homebuyers credit decisions

Paper: 21/2015, 30.12.2015

JEL: D12, G14, G21, G32

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

Paper: 20/2015, 23.12.2015

JEL: E58, N23

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

Paper: 00/2015, 08.12.2015

JEL: E32, N64, O47

Applying flexible parameter restrictions in Markov-switching vector autoregression models

Paper: 17/2015, 01.12.2015

The end of the waterfall: default resources of central counterparties

Paper: 16/2015, 30.11.2015

Foreign shocks

Paper: 15/2015, 25.11.2015

JEL: C11, E30, F41, F44

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

Paper: 14/2015, 30.10.2015

JEL: C53, C55, F37

Using low frequency information for predicting high frequency variables

Paper: 13/2015, 29.10.2015

JEL: C53, E37

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

Paper: 2013/11, 11.04.2013

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

Paper: 2013/10, 04.04.2013

Implicit intraday interest rate in the UK unsecured overnight money market

Paper: 2013/09, 15.03.2013

Global and regional business cycles. Shocks and propagations

Paper: 2013/08, 27.02.2013

Explaining interest rate decisions when the MPC members believe in different stories

Paper: 2013/07, 08.02.2013

A survey of econometric methods for mixed-frequency data

Paper: 2013/06, 07.02.2013

House prices, expectations, and time-varying fundamentals

Paper: 2013/05, 06.02.2013

The influence of the Taylor rule on US monetary policy

Paper: 2013/04, 06.02.2013

Monetary policy decisions - comparing theory and "inside" information from MPC members

Paper: 2013/03, 16.01.2013

Financing Japan's World War II occupation of Southeast Asia

Paper: 2013/02, 16.01.2013

Misallocation and the recovery of manufacturing TFP after a financial crisis

Paper: 2013/01, 09.01.2013

From a fixed exchange rate regime to inflation targeting

Paper: 2012/13, 05.12.2012

JEL: E58, F14, F33

The daily liquidity effect in a floor system - Empirical evidence from the Norwegian market

Paper: 2012/14, 23.11.2012

Implications of insights from behavioral economics for macroeconomic models

Paper: 2012/12, 08.11.2012

What drives oil prices? Emerging versus developed economies

Paper: 2012/11, 08.11.2012

Top incomes, rising inequality, and welfare

Paper: 2012/10, 08.11.2012

The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility

Paper: 2012/09, 08.11.2012

House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy

Paper: 2012/08, 27.08.2012

JEL: E32, E44, G12, O40

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