Blar i Norges Banks publikasjonsserier / Norges Bank publication series på tittel
Viser treff 1169-1188 av 1427
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Settlement Risk in Foreign Exchange Transactions
(Journal article, 2000)Each day huge amounts of money are transferred between financial institutions around the world as settlement for foreign exchange (FX) transactions. Owing to time zones and technological limitations, parties to settlement ... -
The shale oil boom and the U.S. economy: Spillovers and time-varying effects
(Working Paper;14/2019, Working paper, 2019)We analyze if the transmission of oil price shocks on the U.S. economy has changed with the shale oil boom. To do so, we put forward a framework that allows for spillovers between industries and learning by doing (LBD) ... -
Short-Term Forecasting of GDP and Inflation in Real-Time : Norges Bank’s System for Averaging Models
(Staff Memo;9/2011, Working paper, 2011)In this paper we describe Norges Bank's system for averaging models (SAM) which produces model-based density forecasts for Norwegian Mainland GDP and inflation. We combine the forecasts from three main types of models ... -
Sigma Point Filters for Dynamic Nonlinear Regime Switching Models
(Working Papers;10/2015, Working paper, 2015)In this paper we take three well known Sigma Point Filters, namely the Unscented Kalman Filter, the Divided Difference Filter, and the Cubature Kalman Filter, and extend them to allow for a very general class of dynamic ... -
Sikkerhet for lån i Norges Bank - nytt regelverk
(Journal article, 2005)Norges Bank yter lån til bankene mot pant i verdipapirer. Slike lån blir gitt for å sikre god gjennomføring av betalingsoppgjørene og pengepolitikken. Norges Bank har hittil godtatt et bredt spekter av verdipapirer som ... -
Sikkerhet for lån i Norges Bank - Virkningen av endringer i Norges Banks regelverk på bankenes verdipapirporteføljer og utstedelser
(Staff Memo;8/2011, Working paper, 2011) -
Sikkerhet for lån i Norges Bank – konsekvenser av endringer i regelverket
(Journal article, 2007)Norges Bank krever sikkerhet for alle utlån til bankene. Sikkerhet stilles i form av verdipapirer. Regelverket for hvilke verdipapirer som godkjennes, er endret de siste par årene. Formålet har vært å redusere Norges Banks ... -
Simple Cross-Check Models for the Krone Exchange Rate
(Staff Memo;1/2008, Working paper, 2008)In this paper we discuss simple cross-check models for the krone exchange rate. Such models may give information as to whether the exchange rate is in line with basic macroeconomic fundamentals. Norges Bank publishes ... -
Simple Monetary Policy Rules and Exchange Rate Uncertainty
(Working Papers;6/2001, Working paper, 2001)We analyze the performance and robustness of some common simple rules for monetary policy in a New-Keynesian open economy model under different assumptions about the exchange rate model. Adding the exchange rate to an ... -
Simple Monetary Policymaking Without the Output Gap
(Working Papers;9/2002, Working paper, 2002)The performance of a simple monetary policy rule, which does not rely on explicit information about the output gap but instead uses the change in the rate of inflation as a proxy for the output gap, is explored in a simple ... -
Simple Rules Versus Optimal Policy: What Fits?
(Working Papers;3/2010, Working paper, 2010)We estimate a small open-economy DSGE model for Norway with two specifications of monetary policy: a simple instrument rule and optimal policy based on an intertemporal loss function. The empirical fit of the model with ... -
Simulating Forward-Looking Models
(Working Papers;9/2001, Working paper, 2001)The solutions of a macroeconometricmodel with expectations of future-dated variables has to be approximated by numerical simulations. A brief review of deterministic and stochastic dynamic simulations of a backward-looking ... -
Siste minnemyntpar til hundreårsmarkeringen 1905 – 2005
(Journal article, 2005) -
A SMARTer way to forecast
(Staff Memo;7/2023, Working paper, 2023)In this paper we describe the newly developed System for Model Analysis in Real Time (SMART) used for forecasting and model analysis in Norges Bank. While the long-term goal is to include all empirical models used in ... -
Smitte mellom banker – Systemrisiko som følge av bankenes sammenkobling
(Staff Memo;13/2016, Working paper, 2016)Sammenkobling mellom banker gir opphav til systemrisiko. En betydelig del av bankenes eiendeler er eksponeringer hvor motparten er en annen bank. Slike sammenkoblinger kan utgjøre en risiko for smitte i det finansielle ... -
Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Norwegian Savings Banks
(Working Papers;14/2009, Working paper, 2009)Stakeholder oriented governance systems are often thought to hamper efficiency. We show that social capital improves the viability of stakeholder-oriented firms in competitive markets. Studying exits from the population ... -
Solvensavstand og andre risikoindikatorer for banker
(Staff Memo;6/2009, Working paper, 2009)Siden finansuroen begynte i 2007 har mange banker verden over opplevd kraftig fall i aksjekursen og økte risikopåslag i prisene på gjeldsfinansiering. Grunnen til dette er i all hovedsak at markedet forventet redusert ... -
Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution
(Working Papers;18/2013, Working paper, 2013)In this paper I derive the matrix chain rules for solving a second and a third-order approximation to a DSGE model that allow the use of a recursive Sylvester equation solution method. In particular I use the solution ... -
Spillovers to Europe from the Crisis in Russia and Ukraine
(Economic Commentaries;6/2014, Others, 2014)The IMF recently pointed to the unrest in Ukraine as a risk to global growth prospects. This article provides a short overview of transmission channels for the effects of the crisis and potential spillovers if the crisis ... -
State dependence of monetary policy across business, credit and interest rate cycles
(Working Paper;21/2019, Working paper, 2019)We investigate how the business, credit and interest rate cycles affect the monetary transmission mechanism, using state-dependent local projection methods and data from 18 advanced economies. We exploit the time-series ...