Blar i Norges Banks vitenarkiv på tittel
Viser treff 2484-2503 av 2788
-
The global financial cycle, bank capital flows and monetary policy. Evidence from Norway
(Working papers;2/2018, Working paper, 2018)We investigate the importance of a global financial cycle for gross capital inflows based on monthly balance sheet data for Norwegian banks. The VIX index has been interpreted as an “investor fear gauge” and associated ... -
The Golden Interest Rule : Robust Simple Interest Rate Rules for the Norwegian Economy
(Staff Memo;16/2012, Working paper, 2012) -
The Hidden Costs of Hidden Debt
(Working Papers;22/2011, Working paper, 2011)We report evidence that salience may have economically significant effects on homeowners’ borrowing behavior, through a bias in favour of less salient but more costly loans. Survey evidence corroborates the existence of ... -
The Historical Connection Between Short Term Output and Prices in a Small Open Economy
(Working Papers;21/2009, Working paper, 2009)According to a Keynesian view, short term output fluctuations are normally demand side led. Since prices reflect demand, they should mirror output fluctuations. Thus, prices and output are expected to move in the same ... -
The History of Rebalancing of the Fund
(Discussion note;4/2012, Others, 2012)In this note we dig deeper into the rebalancing question and examine how the Fund’s rebalancing rules have impacted overall risks and returns. We find that the rules for rebalancing have served the fund well and contributed ... -
The IMF in Change – Loan from Norges Bank
(Economic Commentaries;5/2009, Others, 2009)The International Monetary Fund (IMF) is important in managing international economic and financial crises. In the past year, the IMF has provided crisis-related loans to several countries experiencing balance of payments ... -
The IMF's Stress Testing of the Norwegian Financial Sector
(Journal article, 2005)Following a thorough examination of the Norwegian financial system, the IMF concluded in summer 2005 that the system is sound and well managed. Shorter-term vulnerabilities are low. This conclusion is based partly on the ... -
The Impact of House Prices on Household Debt When Controlling for Home Ownership
(Working Papers;8/2011, Working paper, 2011)We analyze the effect of house price changes on debt secured on dwellings in Norway. To this end, we use both macro time series and micro panel data. With the intention of being both a cross-check and motivation for the ... -
The Impact of the Euro on Non-Member States
(Others, 1999) -
The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads
(Working Papers;7/2014, Working paper, 2014)This paper investigates the effectiveness of the Federal Reserve's Term Auction Facility (TAF) in alleviating the liquidity shortage in USD and reducing the spread between the 3-month Libor rate and the expected policy ... -
The Increasing Role of Emerging Market Economies in Multilateral Financing Arrangements
(Economic Commentaries;5/2015, Others, 2015)The International Monetary Fund (IMF) and the World Bank were established at the end of the Second World War after a conference in Bretton Woods in New Hampshire in the United States. They are often referred to as the ... -
The Influence of the Taylor Rule on US Monetary Policy
(Working Papers;4/2013, Working paper, 2013)We analyze the influence of the Taylor rule on US monetary policy by estimating the policy preferences of the Fed within a DSGE framework. The policy preferences are represented by a standard loss function, extended with ... -
The Information Content of Market Liquidity: An Empirical Analysis of Liquidity at the Oslo Stock Exchange?
(Working Papers;26/2009, Working paper, 2009)We investigate the information content of aggregate stock market liquidity and ask whether it may be a useful realtime indicator, both for financial stress, and real economic activity in Norway. We describe the development ... -
The International Experience and Future Challenges for Norway
(Others, 2001) -
The International Monetary System, 1844-1870: Arbitrage, Efficiency, Liquidity
(Working Papers;23/2010, Working paper, 2010)This paper analyses the architecture of the international monetary system which preceded the international gold standard (1844-1870). It builds on a newly-created database made up of more than 100,000 weekly observations ... -
The Krone and the Interest Rate : chronicle in Dagens Næringsliv
(Chronicle, 2001-07-06) -
The Krone Exchange Rate and Competitiveness in the Business Sector
(Others, 2004) -
The Labour Market, Business Cycles and Monetary Policy
(Others, 2007) -
The Liquidity of a Diversified Portfolio
(Discussion note;3/2017, Others, 2017)In this note, we assess the trading liquidity of a globally diversified equity and fixed-income portfolio.