Blar i Norges Banks vitenarkiv på tittel
Viser treff 168-187 av 2788
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Boliginvesteringer og boligpriser
(Journal article, 2006)I artikkelen analyseres utviklingen i boliginvesteringene og samspillet mellom etterspørsel og tilbud i boligmarkedet. Analysen indikerer at den markerte økningen i boliginvesteringene siden 2004 har sammenheng med lav ... -
Boligmarkedet i pandemiåret 2020
(Staff Memo;6/2021, Working paper, 2021)Til tross for pandemien var boligprisveksten høy gjennom store deler av 2020. Lavere utlånsrenter, endringer i boligpreferanser og begrenset tilbud av nye boliger har bidratt til økt prispress, især i Oslo. Våre analyser ... -
Boligpriser og husholdningenes konsum
(Staff Memo;11/2017, Working paper, 2017)Verken standard økonomisk teori eller empiriske studier gir et entydig svar på hvilken betydning boligprisendringer har for husholdningenes forbruk. Empirisk er det krevende å anslå effekten fordi både boligpriser og konsum ... -
Boligpriser, aksjekurser, investeringer og kreditt - hva sier de om bankkriser? En historisk analyse på norske data
(Journal article, 2005)Gapet mellom faktisk observasjon og trend for variablene realboligpriser, realaksjekurser, investeringer og kreditt kan brukes som et signal om oppbygging av finansielle ubalanser. Indikatorene viser med få unntak et felles ... -
Bond Liquidity at the Oslo Stock Exchange
(Staff Memo;5/2017, Working paper, 2017)We characterize the liquidity of bond trading at the Oslo Stock Exchange (OSE). We use the complete history of bond prices quoted at the OSE from 1990 to 2016. We first characterize the market place, summarize trading ... -
Bond market fire sales and turbulence in the Norwegian FX market in March 2020
(Staff Memo;2/2021, Working paper, 2021)The world witnessed a meltdown in financial markets in March 2020 as the Covid-19 pandemic hit the global economy. In this memo we document how the turbulence affected Norwegian financial markets. We describe possible ... -
Bonds, currencies and expectational errors
(Working Paper;3/2020, Working paper, 2020)We propose a model in which sticky expectations concerning shortterm interest rates generate joint predictability patterns in bond and currency markets. Using our calibrated model, we quantify the effect of this channel ... -
Boom or Gloom? Examining the Dutch Disease in Two-Speed Economies
(Working Papers;12/2014, Working paper, 2014)Traditional studies of the Dutch disease do not account for productivity spillovers between the booming resource sector and other domestic sectors. We put forward a simple theory model that allows for such spillovers. We ... -
Bootstrapping the Likelihood Ratio Cointegration Test in Error Correction Models with Unknown Lag Order
(Working Papers;12/2009, Working paper, 2009)We investigate the small-sample size and power properties of bootstrapped likelihood ratio systems cointegration tests via Monte Carlo simulations when the true lag order of the data generating process is unknown. A recursive ... -
Borte bra, men hjemme best i verdipapirmarkedet. Problemstillinger rundt hjemmefavorisering
(Journal article, 2005)At investorer holder en høyere andel verdipapirer utstedt i hjemlandet enn rasjonell økonomisk adferd skulle tilsi, har lenge stått uforklart i finansteorien. Markeds- og nasjonalregnskapsdata brukes her for å belyse ... -
Bra penningpolitik för regional utveckling, hur ser den ut?
(Others, 2005) -
Branches of Foreign Banks and Credit Supply
(Economic Commentaries;2/2017, Others, 2017)Over time, the government has received substantial revenues in both NOK and foreign currency from the petroleum sector (the government’s net cash flow). At the same time, the government earns considerable foreign currency ... -
Brasils finanskrise i et historisk perspektiv - statsfinanser, inflasjon og stabilisering
(Journal article, 1999) -
Bruk av modeller og økonomisk teori i Norges Bank
(Others, 2011) -
Bruk av referansekurser og påvirkning på valutamarkedet
(Aktuell Kommentar;8/2014, Others, 2014)I valutamarkedet gjøres det daglig millioner av handler. Valutakursene endrer seg kontinuerlig gjennom dagen og kan svinge mye i løpet av svært korte tidsrom. I mange sammenhenger er det behov for en daglig referansekurs ... -
Bubbles and Crises: The Role of House Prices and Credit
(Working Papers;14/2014, Working paper, 2014)This paper exploits a quarterly panel data set for 16 OECD countries over the period 1975q1–2013q2 to explore the importance of house prices and credit in affecting the likelihood of a financial crisis. Estimating a set ... -
Burying Libor
(Working Paper;13/2019, Working paper, 2019)We argue that the planned transition toward alternative benchmark rates gives reason to mourn Libor. Guided by a model in which banks and non-banks can lend to each other, subject to realistic regulatory constraints, we ... -
Business Cycle Analysis and VARMA Models
(Working Papers;5/2008, Working paper, 2008)Can long-run identified structural vector autoregressions (SVARs) discriminate between competing models in practice? Several authors have suggested SVARs fail partly because they are finite-order approximations to ... -
Business cycle narratives
(Working papers;3/2018, Working paper, 2018)This article quantifies the epidemiology of media narratives relevant to business cycles in the US, Japan, and Europe (euro area). We do so by first constructing daily business cycle indexes computed on the basis of the ... -
Business Cycles and Monetary Policy
(Others, 2006)