Blar i Norges Banks vitenarkiv på tittel
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Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content
(Working Papers;14/2015, Working paper, 2015)Recent evidence highlights that commodity price changes exhibit a short-lived, yet robust contemporaneous effect on commodity currencies, which is mainly detectable in daily-frequency data. We use MIDAS models in a Bayesian ... -
Forecasting Demand for Various Denominations of Notes and Coins Using Error Correction Models
(Staff Memo;1/2015, Working paper, 2015)In this paper we present a set of error correction models in order to forecast separately the change in demand for each of the notes and coins issued by Norges Bank. Such forecasts can play a role in planning how many new ... -
Forecasting GDP with Global Components. This Time Is Different
(Working Papers;5/2015, Working paper, 2015)A long strand of literature has shown that the world has become more global. Yet, the recent Great Global Recession turned out to be hard to predict, with forecasters across the world committing large forecast errors. We ... -
Forecasting in Norges Bank
(Journal article, 2006)Norges Bank’s forecasts of economic developments form an important part of the basis for monetary policy. The projections of economic variables and Norges Bank’s interest rate forecast are interdependent. Current information ... -
Forecasting Inflation with an Uncertain Output Gap
(Working Papers;2/2006, Working paper, 2006)The output gap is a crucial concept in the monetary policy framework, indicating demand pressure that generates inflation. However, its definition and estimation raise a number of theoretical and empirical questions. This ... -
Forecasting Macroeconomic Variables Using Disaggregate Survey Data
(Working Papers;4/2011, Working paper, 2011)We assess the forecast ability of Norges Bank’s regional survey for inflation, GDP growth and the unemployment rate in Norway. We propose several factor models based on regional and sectoral information given by the survey. ... -
Forecasting Recessions in Real Time
(Working Papers;2/2014, Working paper, 2014)We review several methods to define and forecast classical business cycle turning points in Norway. In the paper we compare the Bry - Boschan rule (BB) with a Markov Switching model (MS), using alternative vintages of ... -
Forecasting the Intraday Market Price of Money
(Working Papers;6/2011, Working paper, 2011)Market efficiency hypothesis suggests a zero level for the intraday interest rate. However, a liquidity crisis introduces frictions related to news, which can cause an upward jump of the intraday rate. This paper documents ... -
Foreign banks and the doom loop
(Working paper;2/2022, Working paper, 2022)This paper explores whether foreign banks stabilise or destabilise lending to the real economy in the presence of sovereign stress in the domestic economy and abroad. In this context, the presence of foreign intermediaries ... -
Foreign direct investment in Norway up to end-1998
(Journal article, 1999)This article presents new and updated figures on the stock of foreign direct investment (FDI) in Norway at the end of 1998. The stock of FDI in Norway, as measured here, showed an increase of NOK 30bn from 1997, reaching ... -
Foreign Direct Investment in Norway up to End-1998
(Journal article, 1999)This article presents new and updated figures on the stock of foreign direct investment (FDI) in Norway at the end of 1998. The stock of FDI in Norway, as measured here, showed an increase of NOK 30bn from 1997, reaching ... -
Foreign Exchange Market Structure, Players and Evolution
(Working Papers;10/2011, Working paper, 2011)Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction ... -
Foreign Exchange Reserve Management in the 19th Century: The National Bank of Belgium in the 1850s
(Working Papers;7/2011, Working paper, 2011)As well as the current one, the wave of globalization culminated in 1913 was marked by increasing accumulation of foreign exchange reserves. But what did ‘reserves’ mean in the past, how were they managed, and how much ... -
Foreign Shocks
(Working Papers;15/2015, Working paper, 2015)How and to what extent are small open economies affected by international shocks? I develop and estimate a medium scale DSGE model that addresses both questions. The model incorporates i) international markets for firm-to-firm ... -
Formuespriser - konsekvenser for pengepolitikken
(Journal article, 2001)Utviklingen i formuesprisene er viktig informasjon for sentralbanker i rentesettingen, da den kan påvirke inflasjonen – enten den nominelle utviklingen direkte, eller indirekte via virkninger på realøkonomien. Formuespriser ... -
Formuespriser og konjunkturer - internasjonale erfaringer
(Journal article, 2001)Betydningen formuespriser har for konjunkturutviklingen er sammensatt, og det er vanskelig å skille årsak fra virkning. Utviklingen i formuespriser påvirker den økonomiske aktiviteten gjennom konsum, investeringer og ... -
Formuespriser og økonomisk politikk
(Others, 2008) -
Formuespriser, investeringer og kreditt – hva sier de om finansiell utsatthet?
(Aktuell Kommentar;6/2008, Others, 2008)I denne kommentaren ser vi på om noen historiske indikatorer kan predikere finansiell utsatthet gjennom de siste 150 årene i Norge. Ved hjelp av et såkalt Hodrick-Prescott filter beregner vi gapet mellom faktisk observasjon ... -
Formuespriser, investeringer, kreditt og finansiell utsatthet
(Aktuell Kommentar;4/2010, Others, 2010)Tidligere analyser peker på at makroøkonomiske gapindikatorer for boligpriser, aksjekurser, investeringer og kreditt er nyttige i prediksjonen av perioder med finansiell ustabilitet i Norge. Indikatorene viser med få unntak ... -
Formuespriser, investeringer, kreditt og finansiell utsatthet. En analyse på kvartalstall
(Aktuell Kommentar;6/2012, Others, 2012)Tidligere analyser på årstall for en periode på over 150 år viser at gapindikatorer for boligpriser, aksjekurser, investeringer og kreditt er nyttige i prediksjonen av perioder med finansiell ustabilitet i Norge. Beregningen ...