Blar i Norges Banks publikasjonsserier / Norges Bank publication series på dokumenttype "Working paper"
Viser treff 41-60 av 759
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Asymmetric monetary policy rules for the euro area and the US
(Working Paper;7/2021, Working paper, 2021)We analyse the implications of asymmetric monetary policy rules by estimating Markovswitching DSGE models for the euro area (EA) and the US. The estimations show that until mid-2014 the ECB's response to inflation was more ... -
Background Information, Annual Address 2010
(Staff Memo;2/2010, Working paper, 2010) -
Background Information, Annual Address 2012
(Staff Memo;6/2012, Working paper, 2012) -
Bad News, Good News: Coverage and Response Asymmetries
(Working paper;8/2022, Working paper, 2022)We study the dynamic link between economic news coverage and the macroeconomy. We construct two measures of media coverage of bad and good unemployment figures based on three major US newspapers. Using nonlinear time series ... -
Bagehot for Beginners: The Making of Lending of Last Resort Operations in the Mid-19th Century
(Working Papers;22/2009, Working paper, 2009)In this paper we survey the development of lending of last resort operations in the mid-19th century. We identify and document critical dimensions of the extension of lending of last resort functions, and also develop ... -
Bank Lending to the Commercial Real Estate Sector - a Source of Systemic Risk?
(Staff Memo;11/2018, Working paper, 2018)Banks' commercial real estate loans account for almost half of banks' total loans to non-financial enterprises. Losses on these loans are normally low in good times, but they have proved to be one of the largest sources ... -
Bank Regulation and Bank Crisis
(Working Papers;18/2009, Working paper, 2009)The Norwegian experiences of the past thirty years illustrate what we believe are two general tendencies in bank regulation. The first one is that a bank crisis will tend to focus regulators' minds and lead to stricter ... -
Bankenes etterspørsel og kredittpraksis siden 2008 : Resultater fra Norges Banks utlånsundersøkelse
(Staff Memo;17/2016, Working paper, 2016)Artikkelen presenterer utviklingen i etterspørsel etter kreditt og kredittpraksis fra norske banker siden 2008, slik de er representert i Norges Banks utlånsundersøkelse. Norske banker har rapportert om en betydelig ... -
Bankenes tilpasning til reguleringer : en modellbasert analyse
(Staff Memo;11/2016, Working paper, 2016)I denne artikkelen benytter vi en modell for å belyse insentivene banker har til å velge nivåene på kapitaldekning og utlånsvekst når de står overfor et regulatorisk kapitalkrav og regler om tvungen konvertering av gjeld ... -
Bankenes utlån til næringseiendom – en kilde til systemrisiko?
(Staff Memo;11/2018, Working paper, 2018)Utlån til næringseiendom utgjør nesten halvparten av bankenes utlån til ikke- finansielle foretak. Disse lånene har normalt lave tap i gode tider, men har vist seg som en av de største kildene til tap i bankene under ... -
Banking Competition, Monitoring Incentives and Financial Stability
(Working Papers;16/2010, Working paper, 2010)This paper addresses the desirability of competition in banking industry. In a model where banks compete on both deposit and loan markets and where banks can use monitoring technology to control entrepreneurs' behavior, ... -
Banking Crisis Resolution Policy - Different Country Experiences
(Staff Memo;10/2009, Working paper, 2009)The current financial crisis has sparked an intense debate about how weak banks should be resolved. Despite international efforts to coordinate and converge on such policies, national policy advice and resolution practices ... -
Bankmodellen og stresstesten i rapport om Finansiell stabilitet 2015
(Staff Memo;5/2015, Working paper, 2015)Norges Bank bruker stresstester til å undersøke mulige konsekvenser for bankene av alvorlige økonomiske forstyrrelser. Fra og med rapport om Finansiell stabilitet 2013 har stresstestene vært basert på et nytt modellapparat. ... -
A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
(Working paper;7/2022, Working paper, 2022)We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment ... -
Banks as Multioutput Oligopolies: An Empirical Evaluation of the Retail and Corporate Banking Markets
(Working Papers;10/1994, Working paper, 1994)The distinction between retail and corporate banking markets is of much importance in real life banking organizations. The two markets differ with respect to concentration, the importance of informational asymmetries, and ... -
Banks’ Buffer Capital: How Important Is Risk?
(Working Papers;11/2003, Working paper, 2003)Most banks hold a capital to asset ratio well above the required minimum defined by the present capital adequacy regulation (Basel I). Using bank-level panel data from Norway, important hypotheses concerning the determination ... -
Banks’ Optimal Implementation Strategies for a Risk Sensitive Regulatory Capital Rule: A Real Options and Signalling Approach
(Working Papers;12/2006, Working paper, 2006)I evaluate a bank's incentives to implement a risk sensitive regulatory capital rule and to invest in improved risk measurement. The decision making is analyzed within a real options framework where optimal policies are ... -
Banks’ wholesale funding share as an indicator of financial vulnerability
(Staff Memo;7/2020, Working paper, 2020)A review of theoretical links between the wholesale (or market) funding share of banks (WFS) and financial vulnerability is provided. The vulnerability may both be within the financial system, and in the non-financial ... -
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
(Working Papers;11/2017, Working paper, 2017)Weak empirical evidence near and at the boundary of the parameter region is a predominant feature in econometric models. Examples are macroeconometric models with weak information on the number of stable relations, ... -
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
(Working Papers;3/2015, Working paper, 2015)We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination ...