Blar i Norges Banks vitenarkiv på emneord "financial shocks"

Viser treff 1-4 av 4

    • A high-frequency financial conditions index for Norway 

      Bowe, Frida; Gerdrup, Karsten R.; Nicolò, Maffei-Faccioli; Olsen, Helene (Staff Memo;1/2023, Working paper, 2023)
      We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange ...

    • Identification of Financial Factors in Economic Fluctuations 

      Furlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad (Working Papers;9/2014, Working paper, 2014)
      We estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign restrictions on US data. We find that financial shocks are major drivers of fluctuations in output, stock ...

    • The impact of financial shocks on the forecast distribution of output and inflation 

      Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca (Working paper;3/2023, Working paper, 2023)
      Financial shocks represent a major driver of fluctuations in tail risk, defined as the 5th percentile of the forecast distributions of output and inflation. Since the variance and the asymmetry of the forecast distributions ...

    • Nonlinear transmission of financial shocks: Some new evidence 

      Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca (Working paper;3/2022, Working paper, 2022)
      Financial shocks generate a protracted and quantitatively important effect on real economic activity and financial markets only if the shocks are both negative and large. Otherwise, their role is quite modest. Financial ...