Central bank research hub - Series: Central Bank of Norway Working Papers 2018

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State Space Models with Endogenous Regime Switching

by Junior Maih , Yoosoon Chang and Fei Tan

Paper: 2018/12, 24.11.2018

Abstract

JEL: C13, C32, E52
Forbearance Patterns in the Post-Crisis Period

by Katharina Bergant and Thore Kockerols

Paper: 2018/11, 30.10.2018

JEL: G21, G28, G33
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

by Lennart Hoogerheide , Agnieszka Borowska , Herman K. van Dijk , Stefano Grassi and Nalan Baştürk

Paper: 2018/10, 08.10.2018

Abstract
ECB spillovers and domestic monetary policy effectiveness in small open economies

by Saskia Ter Ellen , Edvard Jansen and Nina Larsson Midthjell

Paper: 2018/9, 25.09.2018

JEL: E43, E44, E52, E58, G12
Identification of interbank loans and interest rates from interbank payments - A reliability assessment

by Q. Farooq Akram , Mats B. Fevolden and Lyndsie H. Smith

Paper: 2018/8, 29.06.2018

Abstract

JEL: C63, E43, E58, G21
Technology and the Two Margins of Labor Adjustment: A New Keynesian Perspective

by Lutz Weinke , Francesco Furlanetto and Tommy Sveen

Paper: 2018/7, 15.05.2018

Abstract

JEL: E22, E24, E32
Criteria for "good" justifications

by Jan Fredrik Qvigstad and Tore Schei

Paper: 2018/6, 10.04.2018

Abstract

JEL: K10
An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability

by Michael D. Bordo

Paper: 2018/5, 16.03.2018

Abstract

JEL: E3, E42, G01, N1, N2
Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?

by Valeriya Dinger and Jin Cao

Paper: 2018/4, 23.02.2018

Abstract

JEL: E52, F36, G21
Business cycle narratives

by Leif Anders Thorsrud and Vegard H Larsen

Paper: 2018/3, 23.02.2018

Abstract

JEL: C55, E32, E71, N10
The global financial cycle, bank capital flows and monetary policy. Evidence from Norway

by Christine Blandhol and Ragna Alstadheim

Paper: 2018/2, 19.02.2018

Abstract

JEL: E32, E44, F32, F62, G15
Dutch disease dynamics reconsidered

by Leif Anders Thorsrud , Hilde C. Bjørnland and Ragnar Torvik

Paper: 2018/1, 07.02.2018

Abstract

JEL: C32, E32, F41, Q33