Blar i Norges Banks vitenarkiv på tittel
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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. -
The Listings Ecosystem : Aligning incentives
(Asset Manager Perspective;1/2016, Others, 2016)Companies deciding to go public enjoy a number of advantages that complement the original intention of their founders’ capital raising and risk-sharing needs. These include improved liquidity, transparency and visibility. ... -
The Long-Run Exchange Rate for NOK: A BEER Approach
(Working Papers;19/2010, Working paper, 2010)This paper investigates a long-run relation for the trade weighted NOK exchange rate. I find that the NOK Trade Weighted Index (TWI) cointegrates with the real oil price, the price differential and the real interest ... -
The Long-Term Investment Strategy of the Norwegian Petroleum Fund
(Others, 2004) -
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
(Working Papers;9/2012, Working paper, 2012)This paper compares alternative models of time-varying macroeconomic volatility on the basis of the accuracy of point and density forecasts of macroeconomic variables. In this analysis, we consider both Bayesian autoregressive ... -
The Macroprudential Approach to Financial Stability
(Others, 2005) -
The Macroprudential Approach to Financial Stability
(Journal article, 2005)Introduction: Financial stability has become an increasingly important objective in economic policymaking during recent decades. In the 1980s, direct regulation of credit markets and capital flows was dismantled in many ...