Blar i Norges Banks vitenarkiv på forfatter "Hammersland, Roger"
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Financial Variables and Developments in the Real Economy
Gerdrup, Karsten R.; Hammersland, Roger; Naug, Bjørn E. (Journal article, 2006)This article examines whether financial variables are useful as leading indicators of the output gap and mainland GDP growth. Financial variables may be leading indicators either because they (a) are priced on the basis ... -
Finansielle størrelser og utviklingen i realøkonomien
Gerdrup, Karsten R.; Hammersland, Roger; Naug, Bjørn E. (Journal article, 2006)Artikkelen vurderer om finansielle variable er egnet som ledende indikatorer for produksjonsgapet og BNPveksten for Fastlands-Norge. Forfatterne finner at boligpriser, aksjekurser, kredittvekst, pengemengdevekst, korte ... -
Large T and Small N: A Three-Step Approach to the Identification of Cointegrating Relationships in Time Series Models with a Small Cross-Sectional Dimension
Hammersland, Roger (Working Papers;15/2004, Working paper, 2004)This paper addresses cointegration in small cross-sectional panel data models. In addition to dealing with cointegrating relationships within the cross-sectional dimension, the paper explicitly addresses the issue of ... -
The Degree of Independence in European Goods Markets: An I(2) Analysis of German and Norwegian Trade Data
Hammersland, Roger (Working Papers;19/2004, Working paper, 2004)It is almost common knowledge that foreign trade in Europe is characterized by an acceptance of prices set by the world market. Coupled with a constant profit share in domestic sectors this makes European exports vulnerable ... -
The Financial Accelerator and the Real Economy : A Small Macroeconometric Model for Norway with Financial Frictions
Hammersland, Roger; Træe, Cathrine Bolstad (Staff Memo;2/2012, Working paper, 2012)This paper studies the salient features of a core macroeconometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity. In contrast to the economic literature that ... -
Who Was in the Driving Seat in Europe During the Nineties, International Financial Markets or the BUBA?
Hammersland, Roger (Working Papers;20/2004, Working paper, 2004)The purpose of this paper is to reexamine empirically the relationship between long-term interest rates in well integrated financial markets. The analysis focuses on long-term interest rates in the US and Germany and has ...