Browsing Norges Banks vitenarkiv by Title

Now showing items 1450-1469 of 2799

    • Modell for analyse av kredittrisiko i foretakssektoren 

      Eklund, Trond; Larsen, Kai; Bernhardsen, Eivind (Journal article, 2001)
      Sentralt i vurderingen av bankenes samlede risiko er deres kredittrisiko overfor foretakssektoren. I analyser av bankenes kredittrisiko overfor foretakssektoren legges generelt både en makroøkonomisk og en bedriftsøkonomisk ...

    • Modellberegninger av produksjonsgapet 

      Hagelund, Kåre; Hansen, Frank; Robstad, Ørjan (Staff Memo;4/2018, Working paper, 2018)
      I denne artikkelen dokumenteres et sett av modeller som Norges Bank benytter i vurderingen av produksjonsgapet. Modellene tar hensyn til utviklingen i sentrale konjunkturindikatorer som BNP, arbeidsledighet, inflasjon, ...

    • Modellering av kredittrisiko i foretakssektoren - Videreutvikling av SEBRA-modellen 

      Bernhardsen, Eivind; Larsen, Kai (Journal article, 2007)
      Norges Bank har siden 2001 brukt en empirisk modell, SEBRA-modellen, til å anslå sannsynligheter for konkurs i norske aksjeselskap. Modellen brukes også til å anslå bankenes forventede utlånstap til foretak og ulike næringer. ...

    • Modelling Credit Risk in the Enterprise Sector – Further Development of the SEBRA Model 

      Bernhardsen, Eivind; Larsen, Kai (Journal article, 2007)
      Since 2001, Norges Bank has used an empirical model, the SEBRA model2, to estimate bankruptcy probabilities for Norwegian limited companies. The model is also used to estimate banks’ expected losses on loans to enterprises ...

    • Modelling equity market term structures 

      Unknown author (Diskusjonsnotater;3/2021, Others, 2021)
      We outline a methodology for estimating term structures of expected dividend growth and risk premiums, which we apply to equity markets in the US, euro area, Japan, and the UK. These term structures are key inputs when ...

    • Modelling Inflation in the Euro Area 

      Jansen, Eilev S. (Working Papers;10/2004, Working paper, 2004)
      The paper presents an incomplete competition model (ICM), where inflation is determined jointly with unit labour cost growth. The ICM is estimated on data for the Euro area and evaluated against existing models, i.e. the ...

    • Modelling Occasionally Binding Constraints Using Regime-Switching 

      Binning, Andrew; Maih, Junior (Working Papers;23/2017, Working paper, 2017)
      Occasionally binding constraints are part of the economic landscape: for instance recent experience with the global financial crisis has highlighted the gravity of the lower bound constraint on interest rates; mortgagors ...

    • Modelling the Implied Tail Risk of Foreign Exchange 

      Unknown author (Discussion note;15/2012, Others, 2012)
      From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. In this note, we describe a modelling approach that addresses some of the weaknesses of standard ...

    • Modernisering og utkontraktering av Norges Banks oppgjørssystem 

      Solheim, Jon A.; Strømme, Helge (Journal article, 2003)
      Norges Bank har med utkontraktering av systemet for oppgjør mellom bankene tatt et ytterligere skritt i retning av konsentrasjon om sine kjerneoppgaver. Utkontrakteringen forventes å redusere de samlede kostnadene for ...

    • Momentum in Futures Market 

      Unknown author (Discussion note;1/2014, Others, 2014)
      In this note, we survey the academic literature and provide empirical evidence related to time-series momentum strategies in the futures markets. We find that this phenomenon is remarkably consistent across 47 diverse ...

    • Monetary and Macroprudential Policy with Multi-Period Loans 

      Brzoza-Brzezina, Michał; Gelain, Paolo; Kolasa, Marcin (Working Papers;16/2014, Working paper, 2014)
      We study the implications of multi-period loans for monetary and macroprudential policy, considering several realistic modifications - variable vs. fixed loan rates, non-negativity constraint on newly granted loans, and ...

    • Monetary Policy : The Importance of Credibility and Confidence 

      Gjedrem, Svein (Others, 2001)

    • Monetary Policy Analysis in Practice 

      Alstadheim, Ragna; Bache, Ida Wolden; Holmsen, Amund; Maih, Junior; Røisland, Øistein (Staff Memo;11/2010, Working paper, 2010)
      Norges Bank is one of few central banks publishing an interest rate fore- cast. This paper discusses how we derive and communicate the interest rate forecast. To produce the forecasts, the Bank uses a medium-sized small ...

    • Monetary Policy Analysis in Practice - a Conditional Forecasting Approach 

      Bache, Ida Wolden; Brubakk, Leif; Jore, Anne Sofie; Maih, Junior; Nicolaisen, Jon (Staff Memo;8/2010, Working paper, 2010)
      In this paper we provide a broad outline of the forecasting and policy analysis system adopted at Norges Bank.

    • Monetary Policy and Aspects of Economic Developments 

      Gjedrem, Svein (Others, 2005)

    • Monetary Policy and Asset Prices: To Respond or Not? 

      Akram, Q. Farooq; Bårdsen, Gunnar; Eitrheim, Øyvind (Working Papers;9/2005, Working paper, 2005)
      We investigate whether there is a case for asset prices in interest rates rules within a small econometric model of the Norwegian economy, modeling the interdependence of the real economy, credit and three classes of ...

    • Monetary Policy and Business Cycles 

      Bergo, Jarle (Others, 2003)

    • Monetary Policy and Cyclical Developments 

      Bergo, Jarle (Others, 2004)

    • Monetary Policy and Cyclical Developments 

      Gjedrem, Svein (Others, 2004)

    • Monetary Policy and Developments in the Norwegian Economy 

      Gjedrem, Svein (Others, 2001)