Browsing Norges Banks vitenarkiv by Title

Now showing items 560-579 of 2796

    • Equity Trading by Institutional Investors: Evidence on Order Submission Strategies 

      Næs, Randi; Skjeltorp, Johannes A. (Working Papers;12/2002, Working paper, 2002)
      The trading volume channeled through off-market crossing networks is growing. Passive matching of orders outside the primary market lowers several components of execution costs compared to regular trading. On the other ...

    • Er det finansielle systemet stabilt? 

      Gjedrem, Svein (Journal article, 2001)

    • Er det finansielle systemet stabilt? 

      Gjedrem, Svein (Others, 2001)

    • Er etikk god butikk? 

      Bergo, Jarle (Others, 2001)

    • Er inflasjonsforventningene i Norge forankret? 

      Erlandsen, Solveig K.; Ulvedal, Pål Bergset (Staff Memo;12/2017, Working paper, 2017)
      I denne artikkelen undersøker vi om inflasjonsforventningene i Norge er forankret, i betydningen om de responderer lite på ny informasjon og ligger stabilt nær inflasjonsmålet på 2,5 prosent noen år frem i tid. Vi gjør ...

    • Er uventede utlånstap mindre for små enn for store bedrifter? 

      Larsen, Kai; Bjerkeland, Kristin M. (Journal article, 2005)
      Uventede tap har vært lavere ved lån til små og mellomstore bedrifter (SMB) enn til store foretak i om lag 2/3 av perioden som analyseres. I resten av perioden, blant annet i to av årene under bankkrisen, var de uventede ...

    • Erfaringer fra finanskrisen 

      Gjedrem, Svein (Others, 2009)

    • Erfaringer med inflasjonsstyring i Norge og andre land 

      Gjedrem, Svein (Others, 2005)

    • Erfaringer med inflasjonsstyring i Norge og andre land 

      Gjedrem, Svein (Journal article, 2005)

    • Erfaringer med pengepolitikken i Norge siden 2001 

      Unknown author (Norges Bank Memo;1/2017, Report, 2017)

    • Erfaringer og utfordringer i norsk pengepolitikk 

      Storvik, Kjell (Others, 1998)

    • Error-Correction Versus Differencing in Macroeconometric Forecasting 

      Eitrheim, Øyvind; Husebø, Tore Anders; Nymoen, Ragnar (Working Papers;6/1998, Working paper, 1998)
      Recent work by Clements and Hendry have shown why forecasting systems that are in terms of differences, dVARs, can be more accurate than economet- ric models that include levels variables, ECMs. For example, dVAR forecasts ...

    • Essays on the microstructure of stock markets : empirical evidence from trading arrangements without dealer intermediation 

      Næs, Randi (Doctoral Dissertations in Economics;5, Doctoral thesis, 2005-07-21)
      Understanding the competitive environment for securities trading is of great importance for Norges Bank’s overall responsibility for financial stability. As a manager of the Norwegian Government Petroleum Fund, the bank ...

    • Estimates of banks' losses on loans to the corporate sector 

      Hjelseth, Ida Nervik; Saxegaard, Elif Arbatli; Solheim, Haakon; Vatne, Bjørn H. (Staff Memo;10/2020, Working paper, 2020)
      Loans to non-financial enterprises are the main source of banks’ losses. Analyses of banks’ losses on corporate loans are therefore important in the assessment of financial stability. This paper presents Norges Bank’s framework ...

    • Estimates of the Neutral Rate of Interest in Norway 

      Brubakk, Leif; Ellingsen, Jon; Robstad, Ørjan (Staff Memo;7/2018, Working paper, 2018)
      In this paper, we estimate the neutral real rate for the Norwegian economy using two different empirical models, a vector autoregressive model with time-varying parameters (TVP-VAR) and a State-Space (SS) model similar to ...

    • Estimating and Interpreting Interest Rate Expectations 

      Kloster, Arne (Journal article, 2000)
      Expectations about future interest rates and inflation influence economic developments. For example, market expectations of higher inflation may themselves result in higher inflation, for instance through higher pay ...

    • Estimating firms’ bank-switching costs 

      Liaudinskas, Karolis; Grigaitė, Kristina (Working Paper;4/2021, Working paper, 2021)
      We explore Lithuanian credit register data and two bank closures to provide a novel estimate of firms’ bank-switching costs and a novel identification of the hold-up problem. We show that when a distressed bank’s closure ...

    • Estimating Forward Nibor Premiums 

      Hellum, Erlend; Kårvik, Geir-Are Ø. (Economic Commentaries;5/2012, Others, 2012)
      Money market premiums show the difference between unsecured money market rates and expected key rates over the same time horizon. The premium expresses the additional return money market participants require for unsecured ...

    • Estimating hysteresis effects 

      Furlanetto, Francesco; Robstad, Ørjan; Ulvedal, Pål; Lepetit, Antoine (Working Paper;13/2020, Working paper, 2020)
      In this paper we extend the standard Blanchard-Quah decomposition to enable fluctuations in aggregate demand to have a long-run impact on the productive capacity of the economy through hysteresis effects. These demand ...

    • Estimating New Keynesian Import Price Models 

      Bache, Ida Wolden; Naug, Bjørn E. (Working Papers;15/2007, Working paper, 2007)
      We estimate a range of New Keynesian import price models for Norway and the UK. Contrary to standard pass-through regression analysis, this approach allows us to make a distinction between the parameters in theoretical ...