Blar i Arbeidsnotater / Working Papers på forfatter "Akram, Q. Farooq"

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    • The Norwegian overnight interbank market during the Covid pandemic 

      Akram, Q. Farooq; Findreng, Jon H.; Smith, Lyndsie (Working paper;8/2023, Working paper, 2023)
      We analyse the behaviour of the Norwegian unsecured overnight interbank market in response to heightened uncertainty and the central bank's liquidity support measures following the Covid-19 pandemic. The liquidity measures ...

    • Oil price drivers, geopolitical uncertainty and oil exporters’ currencies 

      Akram, Q. Farooq (Working Paper;15/2019, Working paper, 2019)
      Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether ...

    • Oil Wealth and Real Exchange Rates: The FEER for Norway 

      Akram, Q. Farooq (Working Papers;16/2004, Working paper, 2004)
      It is often argued that Norway’s sizeable net foreign assets based on its petroleum wealth imply an appreciation of its real exchange rate to a permanently strong level. We investigate this issue within the framework of ...

    • Policy Analysis in Real Time Using IMF's Monetary Model 

      Akram, Q. Farooq (Working Papers;10/2010, Working paper, 2010)
      We investigate to what extent estimated relationships of the IMF’s monetary model and their policy implications are sample dependent. This model constitutes the core of the IMF’s financial programming models for developing ...

    • PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate 

      Akram, Q. Farooq (Working Papers;7/2000, Working paper, 2000)
      Despite the emerging consensus on the validity of purchasing power parity (PPP) between trading countries in the long run, empirical evidence in favour of the PPP theory is scarce in data predominantly exposed to real ...

    • PPP in the Medium Run Despite Oil Shocks: The Case of Norway 

      Akram, Q. Farooq (Working Papers;4/2002, Working paper, 2002)
      Existing studies generally reject purchasing power parity (PPP) on datasets from countries that have been affected by large real shocks, including Norway. However, we offer strong evidence of PPP between Norway and its ...

    • Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support 

      Akram, Q. Farooq; Christophersen, Casper (Working Papers;2/2016, Working paper, 2016)
      We investigate the effects of central bank liquidity and possible implicit government guarantees against default on Norwegian overnight interbank interest rates. We conduct an econometric study of these interest rates over ...

    • Pursuing Financial Stability Under an Inflation-Targeting Regime 

      Akram, Q. Farooq; Bårdsen, Gunnar; Lindquist, Kjersti-Gro (Working Papers;8/2006, Working paper, 2006)
      We evaluate two main views on pursuing financial stability within a flexible inflation-targeting regime. It appears that potential gains from an activist or precautionary approach to promoting financial stability are highly ...

    • Robust-Satisficing Monetary Policy Under Parameter Uncertainty 

      Akram, Q. Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind (Working Papers;14/2007, Working paper, 2007)
      We employ the robust-satisficing approach to derive robust monetary policy when parameters of a macro model are uncertain. There is a trade-off between robustness of policies and their performance. Hence, under uncertainty, ...

    • The Role of Oil Prices and Monetary Policy in the Norwegian Economy Since the 1980s 

      Akram, Q. Farooq; Mumtaz, Haroon (Working Papers;1/2016, Working paper, 2016)
      We use a TVP-VAR model to investigate possible changes in the time series properties of key Norwegian macroeconomic variables since the 1980s. The sample period is characterised by deregulation, globalization, sizable ...

    • What Horizon for Targeting Inflation? 

      Akram, Q. Farooq (Working Papers;13/2007, Working paper, 2007)
      We investigate optimal horizons for targeting inflation in response to different shocks and their properties under alternative preferences of an inflation-targeting central bank. Our analysis is based on a well specified ...

    • When Does the Oil Price Affect the Norwegian Exchange Rate? 

      Akram, Q. Farooq (Working Papers;8/2000, Working paper, 2000)
      Major changes in the Norwegian exchange rate have often coincided with large fluctuations in the price of crude oil. Previous empirical studies have however suggested a weak and ambiguous relation between the oil price and ...