Browsing Norges Banks vitenarkiv by Title
Now showing items 246-265 of 2796
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Comparing Behavioural Heterogeneity Across Asset Classes
(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
(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 ... -
Comparing Norwegian Banks’ Capital Ratios
(Journal article, 2011)The use of different approaches makes it difficult to compare the banks’ reported capital ratios. To improve the basis for comparing banks’ financial strength, in this article the same approach is employed to calculate ... -
Competitiveness and Regulation of Norwegian Banks
(Staff Memo;18/2013, Working paper, 2013)This report looks at the competitiveness of the Norwegian banking sector, in particular with respect to banking regulation and taxation. How do Norwegian banks perform relative to other European banks and relative to other ... -
Components of Uncertainty
(Working Papers;5/2017, Working paper, 2017)Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identification strategy to disentangle ... -
Computing the Distribution: Adaptive Finite Volume Methods for Economic Models with Heterogeneous Agents
(Working Paper;10/2019, Working paper, 2019)Solving economic models with heterogenous agents requires computing aggregate dynamics consistent with individual behaviors. This paper introduces the finite volume method from the mathe-matics literature to enlarge the set ... -
Conditional Forecasting with DSGE Models - a Conditional Copula Approach
(Working Papers;4/2017, Working paper, 2017)DSGE models may be misspecified in many dimensions, which can affect their forecasting performance. To correct for these misspecifications we can apply conditional information from other models or judgment. Conditional ... -
Conditional Forecasts in DSGE Models
(Working Papers;7/2010, Working paper, 2010)New-generation DSGE models are sometimes misspecified in dimensions that matter for their forecasting performance. The paper suggests one way to improve the forecasts of a DSGE model using a conditioning information that ... -
The conduct of monetary policy
(Others, 2020) -
Conduct of monetary policy
(Others, 2021) -
The conduct of monetary policy
(Others, 2022) -
The conduct of monetary policy
(Others, 2023) -
Consequences of an Abrupt Slowdown in China’s Property Market
(Economic Commentaries;5/2014, Others, 2014)The Chinese property market probably poses one of the greatest downside risks to the global economy in 2014. Construction starts this spring were 20 percent lower than at the same time last year. At the same time, the stock ... -
Consumption and Population Age Structure
(Working Papers;22/2004, Working paper, 2004)In this paper the effects on aggregate consumption of changes in the age distribution of the population are analysed empirically. Economic theories predict that age influences individuals’ saving and consumption behaviour. ... -
Contingent Convertible Bonds (Cocos) Issued by European Banks
(Staff Memo;19/2014, Working paper, 2014)During the recent global financial crisis, numerous banking institutions faced acute capital strain. In order to support banking sectors, many governments stepped in and propped up financial institutions, often at the ... -
Continuous Linked Settlement - valuta for pengene
(Journal article, 2004)Valutaoppgjørssystemet CLS ble satt i drift høsten 2002 for oppgjør av handler i verdens syv største valutaer, og inkluderer fra høsten 2003 også norske kroner. CLS introduserer «payment versus payment» i valutaoppgjøret ... -
Contributions to a History of Prices in Norway: Monthly Price Indices, 1777-1920
(Working Papers;23/2013, Working paper, 2013)This study reports the outcome of an effort to collect market price data for Norway with a view to constructing monthly price indices from the year 1777 to 1920. The material covers data on commodity prices from agriculture, ... -
Coordination, Fair Treatment and Inflation Persistence
(Working Papers;15/2002, Working paper, 2002)Most wage-contracting models with rational expectations fail to replicate the persistence in inflation observed in the data. We argue that coordination problems and multiple equilibria are the keys to explaining inflation ... -
Corporate Bonds in a Multi-Asset Portfolio
(Discussion note;2/2017, Others, 2017)In this note, we evaluate the risk and return characteristics of corporate bonds, and discuss the role of this asset class in a multi-asset portfolio consisting of equities and nominal Treasury bonds in addition to corporates. ...