Blar i Norges Banks vitenarkiv på tittel

Viser treff 2319-2338 av 2795

    • Sigma Point Filters for Dynamic Nonlinear Regime Switching Models 

      Binning, Andrew; Maih, Junior (Working Papers;10/2015, Working paper, 2015)
      In this paper we take three well known Sigma Point Filters, namely the Unscented Kalman Filter, the Divided Difference Filter, and the Cubature Kalman Filter, and extend them to allow for a very general class of dynamic ...

    • Sikkerhet for lån i Norges Bank - nytt regelverk 

      Bakke, Bjørn; Tretvoll, Håkon (Journal article, 2005)
      Norges Bank yter lån til bankene mot pant i verdipapirer. Slike lån blir gitt for å sikre god gjennomføring av betalingsoppgjørene og pengepolitikken. Norges Bank har hittil godtatt et bredt spekter av verdipapirer som ...

    • Sikkerhet for lån i Norges Bank - Virkningen av endringer i Norges Banks regelverk på bankenes verdipapirporteføljer og utstedelser 

      Igland, Sigrid; Skjeltorp, Johannes A. (Staff Memo;8/2011, Working paper, 2011)

    • Sikkerhet for lån i Norges Bank – konsekvenser av endringer i regelverket 

      Bakke, Bjørn; Sandal, Knut; Solberg, Ingrid (Journal article, 2007)
      Norges Bank krever sikkerhet for alle utlån til bankene. Sikkerhet stilles i form av verdipapirer. Regelverket for hvilke verdipapirer som godkjennes, er endret de siste par årene. Formålet har vært å redusere Norges Banks ...

    • Simple Cross-Check Models for the Krone Exchange Rate 

      Bernhardsen, Tom (Staff Memo;1/2008, Working paper, 2008)
      In this paper we discuss simple cross-check models for the krone exchange rate. Such models may give information as to whether the exchange rate is in line with basic macroeconomic fundamentals. Norges Bank publishes ...

    • Simple Monetary Policy Rules and Exchange Rate Uncertainty 

      Leitemo, Kai; Söderström, Ulf (Working Papers;6/2001, Working paper, 2001)
      We analyze the performance and robustness of some common simple rules for monetary policy in a New-Keynesian open economy model under different assumptions about the exchange rate model. Adding the exchange rate to an ...

    • Simple Monetary Policymaking Without the Output Gap 

      Leitemo, Kai; Lønning, Ingunn (Working Papers;9/2002, Working paper, 2002)
      The performance of a simple monetary policy rule, which does not rely on explicit information about the output gap but instead uses the change in the rate of inflation as a proxy for the output gap, is explored in a simple ...

    • Simple Rules Versus Optimal Policy: What Fits? 

      Bache, Ida Wolden; Brubakk, Leif; Maih, Junior (Working Papers;3/2010, Working paper, 2010)
      We estimate a small open-economy DSGE model for Norway with two specifications of monetary policy: a simple instrument rule and optimal policy based on an intertemporal loss function. The empirical fit of the model with ...

    • Simulating Forward-Looking Models 

      Kolsrud, Dag (Working Papers;9/2001, Working paper, 2001)
      The solutions of a macroeconometricmodel with expectations of future-dated variables has to be approximated by numerical simulations. A brief review of deterministic and stochastic dynamic simulations of a backward-looking ...

    • Siste minnemyntpar til hundreårsmarkeringen 1905 – 2005 

      Ukjent forfatter (Journal article, 2005)

    • Skal gjelden ned? 

      Nicolaisen, Jon (Others, 2019)

    • Skal oljefondets resultater måles i kroner eller valuta? 

      Ukjent forfatter (Chronicle, 2010-03-15)

    • Skal sentralbanker styres? 

      Nicolaisen, Jon (Others, 2018)

    • A SMARTer way to forecast 

      Bowe, Frida; Friis, Inga Nielsen; Loneland, Atle; Njølstad, Erlend Salvesen; Meyer, Sara Skjeggestad; Paulsen, Kenneth Sæterhagen; Robstad, Ørjan (Staff Memo;7/2023, Working paper, 2023)
      In this paper we describe the newly developed System for Model Analysis in Real Time (SMART) used for forecasting and model analysis in Norges Bank. While the long-term goal is to include all empirical models used in ...

    • Smitte mellom banker – Systemrisiko som følge av bankenes sammenkobling 

      Lind, Øyvind Andreas (Staff Memo;13/2016, Working paper, 2016)
      Sammenkobling mellom banker gir opphav til systemrisiko. En betydelig del av bankenes eiendeler er eksponeringer hvor motparten er en annen bank. Slike sammenkoblinger kan utgjøre en risiko for smitte i det finansielle ...

    • Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Norwegian Savings Banks 

      Ostergaard, Charlotte; Schindele, Ibolya; Vale, Bent (Working Papers;14/2009, Working paper, 2009)
      Stakeholder oriented governance systems are often thought to hamper efficiency. We show that social capital improves the viability of stakeholder-oriented firms in competitive markets. Studying exits from the population ...

    • Solvensavstand og andre risikoindikatorer for banker 

      Aronsen, Per Atle; Nordal, Kjell Bjørn (Staff Memo;6/2009, Working paper, 2009)
      Siden finansuroen begynte i 2007 har mange banker verden over opplevd kraftig fall i aksjekursen og økte risikopåslag i prisene på gjeldsfinansiering. Grunnen til dette er i all hovedsak at markedet forventet redusert ...

    • Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution 

      Binning, Andrew (Working Papers;18/2013, Working paper, 2013)
      In this paper I derive the matrix chain rules for solving a second and a third-order approximation to a DSGE model that allow the use of a recursive Sylvester equation solution method. In particular I use the solution ...

    • A somewhat faster rise in the policy rate 

      Bache, Ida Wolden (Others, 2022)

    • Sourcing Liquidity in Fragmented Markets 

      Ukjent forfatter (Asset Manager Perspective;1/2015, Others, 2015)
      As a large participant in global asset markets, Norges Bank Investment Management has to ensure that our liquidity sourcing strategies reflect ever-changing market conditions. In particular, off-exchange trading volume has ...