Blar i Norges Banks vitenarkiv på tittel

Viser treff 172-191 av 2795

    • Bond Liquidity at the Oslo Stock Exchange 

      Ødegaard, Bernt Arne (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 

      Alstadheim, Ragna; Nordal, Kjell Bjørn; Syrstad, Olav; ter Ellen, Saskia; Wassas, May-Iren Walstad (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 

      Granziera, Eleonora; Sihvonen, Markus (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 

      Bjørnland, Hilde C.; Thorsrud, Leif Anders (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 

      Kascha, Christian; Trenkler, Carsten (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 

      Bergundhaugen, Jon; Fearnley, Tom A. (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? 

      Gjedrem, Svein (Others, 2005)

    • Branches of Foreign Banks and Credit Supply 

      Turtveit, Lars-Tore (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 

      Eide, Jostein; Stæhr, Karsten (Journal article, 1999)

    • Bruk av modeller og økonomisk teori i Norges Bank 

      Olsen, Øystein (Others, 2011)

    • Bruk av referansekurser og påvirkning på valutamarkedet 

      Xu, Hong; Øwre-Johnsen, Marit (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 

      Anundsen, André K.; Hansen, Frank; Gerdrup, Karsten R.; Kragh-Sørensen, Kasper (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 

      Klingler, Sven; Syrstad, Olav (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 

      Kascha, Christian; Mertens, Karel (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 

      Larsen, Vegard Høghaug; Thorsrud, Leif Anders (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 

      Gjedrem, Svein (Others, 2006)

    • Business Cycles and Monetary Policy 

      Bergo, Jarle (Others, 2005)

    • Business Cycles in an Oil Economy: Lessons from Norway 

      Bergholt, Drago; Larsen, Vegard Høghaug (Working Papers;16/2016, Working paper, 2016)
      The recent oil price fall has created concern among policy makers regarding the consequences of terms of trade shocks for resource-rich countries. This concern is not a minor one – the world's commodity exporters combined ...

    • Business Cycles, Crises and Public Finances – Will Governments Be Able to Honour Their Debts? 

      Gjedrem, Svein (Others, 2010)

    • Bør banker berges? 

      Nicolaisen, Jon (Others, 2015)