• A high-frequency financial conditions index for Norway 

      Bowe, Frida; Gerdrup, Karsten R.; Nicolò, Maffei-Faccioli; Olsen, Helene (Staff Memo;1/2023, Working paper, 2023)
      We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange ...
    • Quantifying macroeconomic uncertainty in Norway 

      Bowe, Frida; Kirkeby, Sara J.; Lindalen, Ingvild H.; Matsen, Kristine A.; Meyer, Sara S.; Robstad, Ørjan (Staff Memo;13/2023, Working paper, 2023)
      This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices in Norway. The framework combines quantile regressions using a broad set of uncertainty indicators with ...
    • A SMARTer way to forecast 

      Bowe, Frida; Friis, Inga Nielsen; Loneland, Atle; Njølstad, Erlend Salvesen; Meyer, Sara Skjeggestad; Paulsen, Kenneth Sæterhagen; Robstad, Ørjan (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 ...