Blar i Norges Banks vitenarkiv på forfatter "Ellingsen, Jon"
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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 ... -
News media vs. FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard H.; Thorsrud, Leif Anders (Working Paper;14/2020, Working paper, 2020)Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer ... -
Relationships Between Nominal GDP and Financial Variables in OECD Countries
Ellingsen, Jon (Staff Memo;4/2017, Working paper, 2017)I look at the short-term relationship between nominal GDP and credit and nominal GDP and house prices in 20 OECD countries. In the recent years central banks have become increasingly concerned with financial stability. ...