Blar i Norges Banks vitenarkiv på tittel

Viser treff 228-247 av 2795

    • Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance 

      Cerqueiro, Geraldo; Ongena, Steven; Roszbach, Kasper (Working Paper;9/2019, Working paper, 2019)
      A unique legal reform in 2004 in Sweden redistributed collateral rights from banks holding floating liens to unsecured creditors without changing the value of assets on firms’ balance sheets. Using a country-wide panel of ...

    • Collateral for Loans from Norges Bank - New Rules 

      Bakke, Bjørn; Tretvoll, Håkon (Journal article, 2006)
      Norges Bank extends loans to banks against collateral in the form of securities. These loans are provided in connection with payment settlement and the implementation of monetary policy. Since the bond market in Norway is ...

    • Collateral for Loans from Norges Bank – Consequences of Changes in the Rules 

      Bakke, Bjørn; Sandal, Knut; Solberg, Ingrid (Journal article, 2008)
      Norges Bank requires collateral for all lending to banks. Collateral is provided in the form of securities which are pledged to Norges Bank. The list of eligible securities was changed in 2005. The aim of the changes has ...

    • Collective Economic Decisions and the Discursive Dilemma 

      Claussen, Carl Andreas; Røisland, Øistein (Working Papers;3/2005, Working paper, 2005)
      Most economic decisions involve judgments. When decisions are taken collectively, various judgment aggregation problems may occur. Here we consider an aggregation problem called the discursive dilemma , which is characterized ...

    • Combination Schemes for Turning Point Predictions 

      Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. (Working Papers;4/2012, Working paper, 2012)
      We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning ...

    • Combined Density Nowcasting in an Uncertain Economic Environment 

      Aastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K. (Working Papers;17/2014, Working paper, 2014)
      We introduce a Combined Density Nowcasting (CDN) approach to Dynamic Factor Models (DFM) that in a coherent way accounts for time-varying uncertainty of several model and data features in order to provide more accurate and ...

    • Combining Forecast Densities from VARs with Uncertain Instabilities 

      Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. (Working Papers;1/2008, Working paper, 2008)
      Clark and McCracken (2008) argue that combining real-time point forecasts from VARs of output, prices and interest rates improves point forecast accuracy in the presence of uncertain model instabilities. In this paper, we ...

    • Combining Inflation Density Forecasts 

      Kascha, Christian; Ravazzolo, Francesco (Working Papers;22/2008, Working paper, 2008)
      In this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of Kullback-Leibler divergence. In particular, we apply a similar suite of models to four different data sets ...

    • Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics Data 

      Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. (Working Papers;29/2010, Working paper, 2010)
      Using a Bayesian framework this paper provides a multivariate combination approach to prediction based on a distributional state space representation of predictive densities from alternative models. In the proposed approach ...

    • Combining VAR and DSGE Forecast Densities 

      Bache, Ida Wolden; Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. (Working Papers;23/2009, Working paper, 2009)
      A popular macroeconomic forecasting strategy takes combinations across many models to hedge against instabilities of unknown timing; see (among others) Stock and Watson (2004), Clark and McCracken (2010), and Jore et al. ...

    • Commemorative 20-Krone Coin 2000 

      Ukjent forfatter (Journal article, 2000)

    • Commemorative Coin to Mark the New Millennium 

      Ukjent forfatter (Journal article, 1999)

    • Commemorative Coins for the 100th Anniversary of the Nobel Peace Prize 

      Ukjent forfatter (Journal article, 2001)

    • Comments on Lars E. O. Svensson's Lecture "Policy Expectations and Policy Evaluations: The Role of Transparency and Communication" 

      Qvigstad, Jan F. (Others, 2009)

    • Commercial Real Estate in Norway 

      Hagen, Marius (Economic Commentaries;6/2016, Others, 2016)
      Norwegian banks' corporate loan exposure is highest in the commercial real estate market. Over the past 40 years, lending to the commercial real estate sector has played an important role in causing bank losses. Commercial ...

    • The commercial real estate market - no longer a “black box” 

      Bjørland, Christian; Hjelseth, Ida Nervik; Mulelid, John Henrik; Solheim, Haakon; Vatne, Bjørn Helge (Staff Memo;6/2022, Working paper, 2022)
      Norwegian banks’ exposure to commercial real estate (CRE) is substantial. Historically, banks in Norway and in other countries have incurred considerable losses on loans to this sector during financial crises. Publicly ...

    • Commodity Prices, Interest Rates and the Dollar 

      Akram, Q. Farooq (Working Papers;12/2008, Working paper, 2008)
      We investigate whether a decline in real interest rates and the US dollar contribute to higher commodity prices, and whether commodity prices tend to display overshooting behavior in response to changes in especially real ...

    • Communicating Monetary Policy Intentions: The Case of Norges Bank 

      Holmsen, Amund; Qvigstad, Jan F.; Røisland, Øistein; Solberg-Johansen, Kristin (Working Papers;20/2008, Working paper, 2008)
      Monetary policy works mainly through private agents’ expectations. How precisely future policy intentions are communicated has, according to theory, implications for the outcome of monetary policy. Norges Bank has gone ...

    • Comparing Behavioural Heterogeneity Across Asset Classes 

      Hommes, Cars H.; Zwinkels, Remco C.J.; ter Ellen, Saskia (Working Papers;12/2017, Working paper, 2017)
      We estimate a generic agent-based model in which agents have heterogeneous beliefs about the future price to see to what extent behaviour differs across assets, and what this implies for market stability. We find evidence ...

    • Comparing Monetary Policy Transparency. The Eijffinger and Geraats Index - a Comment 

      Claussen, Carl Andreas (Staff Memo;10/2008, Working paper, 2008)
      There is by now a large volume of literature on central bank transparency and communication. One branch of this literature compares transparency across central banks and over time. Recent contributions in this vein are ...