Browsing Staff Memo by Author "Ellingsen, Jon"

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    • Estimates of the Neutral Rate of Interest in Norway 

      Brubakk, Leif; Ellingsen, Jon; Robstad, Ørjan (Staff Memo;7/2018, Working paper, 2018)
      In this paper, we estimate the neutral real rate for the Norwegian economy using two different empirical models, a vector autoregressive model with time-varying parameters (TVP-VAR) and a State-Space (SS) model similar to ...

    • Relationships Between Nominal GDP and Financial Variables in OECD Countries 

      Ellingsen, Jon (Staff Memo;4/2017, Working paper, 2017)
      I look at the short-term relationship between nominal GDP and credit and nominal GDP and house prices in 20 OECD countries. In the recent years central banks have become increasingly concerned with financial stability. ...