Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "factor models"

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    • Forecasting Macroeconomic Variables Using Disaggregate Survey Data 

      Martinsen, Kjetil; Ravazzolo, Francesco; Wulfsberg, Fredrik (Working Papers;4/2011, Working paper, 2011)
      We assess the forecast ability of Norges Bank’s regional survey for inflation, GDP growth and the unemployment rate in Norway. We propose several factor models based on regional and sectoral information given by the survey. ...

    • What Factors Affect the Oslo Stock Exchange? 

      Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (Working Papers;24/2009, Working paper, 2009)
      This paper analyzes return patterns and determinants at the Oslo Stock Exchange (OSE) in the period 1980-2006. We find that a three-factor model containing the market, a size factor and a liquidity factor provides a ...