Now showing items 717-736 of 1427

    • Mål på kredittrisiko i husholdningene 

      Solheim, Haakon; Vatne, Bjørn Helge (Aktuell Kommentar;8/2013, Others, 2013)
      Misligholdsraten på utlån til husholdningene fra norske banker og kredittforetak falt etter bankkrisen på 1990-tallet og har vært lav siden tusenårsskiftet. Vi argumenterer for at kredittrisiko oppstår i husholdninger som ...
    • Måling av markedsrisiko i norske finansinstitusjoner 

      Syversten, Bjørne Dyre H. (Journal article, 2003)
      Markedsrisikoen i norske banker og livsforsikringsselskaper belyses ved bruk av to metoder – «Value at Risk» (VaR) og stresstester – og data fra bank- og forsikringsstatistikken. Analysene viser at bankenes markedsrisiko ...
    • Mean Reversion in Profitability for Non-Listed Firms 

      Nordal, Kjell Bjørn; Næs, Randi (Working Papers;29/2009, Working paper, 2009)
      The presence of mean reversion in profitability at the firm level is important for valuation and prediction of growth and earnings. We investigate the mean reversion in accounting profitability for Norwegian non-listed ...
    • Measures of Household Credit Risk 

      Solheim, Haakon; Vatne, Bjørn Helge (Economic Commentaries;8/2013, Others, 2013)
      The default rate on loans to households by Norwegian banks and mortgage companies fell after the banking crisis in the 1990s and has been low since the turn of the millennium. We argue that credit risk arises in households ...
    • Measuring and Predicting Household Housing Wealth 

      Berge, Tor Oddvar; Boye, Katrine Godding; Jacobsen, Dag Henning; Lindquist, Kjersti-Gro; Skjæveland, Marita (Staff Memo;4/2006, Working paper, 2006)
      At Norges Bank, a small model has been developed, which includes estimated equations for the two variables that ultimately determine developments in household housing wealth, namely house prices and housing investment. In ...
    • Measuring Market Risk in Norwegian Financial Institutions 

      Syversten, Bjørne Dyre H. (Journal article, 2003)
      This article discusses two methods for analysing market risk in the Norwegian banking sector and in life insurance companies. The two methods, Value at Risk (VaR) and stress tests, are commonly used in individual institutions, ...
    • Measuring Sovereign Contagion in Europe 

      Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto (Working Papers;5/2012, Working paper, 2012)
      This paper analyzes the sovereign risk contagion using CDS spreads for the major euro area countries. Using several econometric approaches (non linear regression, quantile regression and Bayesian quantile with heteroskedasticity) ...
    • Measuring Structural Unemployment: Is There a Rough and Ready Answer? 

      Holden, Steinar; Nymoen, Ragnar (Working Papers;9/1998, Working paper, 1998)
      In recent years, the OECD has measured the structural rate of unemployment by an indicator called the Non-Accelerating Wage Rate of Unemployment. The NAWRU indicator is an important element in the policy analysis of the ...
    • Measuring Trends and Cycles in Industrial Production in Norway 1896-1948 

      Klovland, Jan Tore (Working Papers;18/2015, Working paper, 2015)
      This paper presents new indices for industrial production in Norway covering the years 1896-1948. Separate annual and monthly indices of gross output and labour productivity are computed for 45 manufacturing and mining ...
    • Mellom politikk og marked? En studie av Pengepolitisk avdeling i Norges Bank, IMF og spørsmålet om den norske penge- og kredittpolitikken ca. 1965-1980 

      Berg, Thomas Nordbø (Staff Memo;19/2011, Working paper, 2011)
      This master thesis is a study of the Monetary Policy Department in the Bank of Norway (BoN), the International Monetary Fund (IMF), and the question of the Norwegian monetary and credit policy around 1965-1980. The main ...
    • Mental Accounting in the Housing Market 

      Almenberg, Johan; Karapetyan, Artashes (Working Papers;20/2010, Working paper, 2010)
      We report evidence that salience may have economically significant effects on homeowners' borrowing behavior, through a bias in favour of less salient but more costly loans. We outline a simple model in which some consumers ...
    • Micro Approaches to Foreign Exchange Determination 

      Evans, Martin D. D.; Rime, Dagfinn (Working Papers;5/2011, Working paper, 2011)
      Micro-based exchange-rate research examines the determination and behavior of spot exchange rates in an environment that replicates the key features of trading in the foreign exchange (FX) market. Traditional macro ...
    • Microstructure of Foreign Exchange Markets 

      Evans, Martin D.D.; Rime, Dagfinn (Working Paper;6/2019, Working paper, 2019)
      This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We begin by summarizing the institutional features of FX trading and describe how they have evolved since the 1980s. We then ...
    • Minnemynt for å markere årtusenskiftet 

      Unknown author (Journal article, 1999)
    • Minnemynter til 100-årsjubileet for Nobels fredspris 

      Unknown author (Journal article, 2001)
    • Misallocation and the Recovery of Manufacturing TFP After a Financial Crisis 

      Chen, Kaiji; Irarrazabal, Alfonso (Working Papers;1/2013, Working paper, 2013)
      The Chilean economy experienced a decade of sustained growth in aggregate out-put and productivity after the 1982 financial crisis. This paper analyzes the effects of resource misallocation on total factor productivity ...
    • Misforståtte sentralbankreserver 

      Bernhardsen, Tom; Kloster, Arne (Aktuell Kommentar;1/2012, Others, 2012)
      I det siste har medier i Norge og andre land rapportert om at bankene i euroområdet har økt sine innskudd i ECB kraftig. Det er riktig. Høye innskudd i ECB blir forklart med at bankene ikke vil låne ut til hverandre eller ...
    • Mismatch Shocks and Unemployment During the Great Recession 

      Furlanetto, Francesco; Groshenny, Nicolas (Working Papers;16/2013, Working paper, 2013)
      We investigate the macroeconomic consequences of fluctuations in the effectiveness of the labor-market matching process with a focus on the Great Recession. We conduct our analysis in the context of an estimated medium-scale ...
    • Misunderstood Central Bank Reserves 

      Bernhardsen, Tom; Kloster, Arne (Economic Commentaries;1/2012, Others, 2012)
      Recently, the media in Norway and other countries have reported that euro area banks have sharply increased their deposits with the ECB. That is correct. Some commentators attribute the high level of deposits with the ECB ...