Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Dag Kolsrud"'
Autor:
Pål Boug, Thomas von Brasch, Ådne Cappelen, Roger Hammersland, Håvard Hungnes, Dag Kolsrud, Julia Skretting, Birger Strøm, Trond C. Vigtel
Publikováno v:
Journal of Macroeconomics. 76:103524
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80f07caad5388bea2e0753bafc03dd7b
https://doi.org/10.1016/j.jmacro.2023.103524
https://doi.org/10.1016/j.jmacro.2023.103524
Autor:
Dag Kolsrud
Publikováno v:
Social Indicators Research. 137:979-997
For the Norwegian economy, 2003–2013 was a period of large growth and big business cycle fluctuations. The aggregate uv-curve reflects this and shows a reduction in both the vacancy rate and the unemployment rate from 2003 to 2013, suggesting impro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::791c9a99668ec5f2f02fa9dbd51f2164
https://doi.org/10.1007/s11205-017-1628-y
https://doi.org/10.1007/s11205-017-1628-y
Publikováno v:
Journal of Forecasting. 36:629-639
This paper investigates potential invariance of mean forecast errors to structural breaks in the data generating process. From the general forecasting literature, such robustness is expected to be a rare occurrence. With the aid of a stylized macro m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d719741ff0eb6a4861286ed642a6224
https://doi.org/10.1002/for.2459
https://doi.org/10.1002/for.2459
Autor:
Dag Kolsrud
Publikováno v:
Journal of Forecasting. 34:675-693
A sample-based method in Kolsrud (Journal of Forecasting 2007; 26(3): 171–188) for the construction of a time-simultaneous prediction band for a univariate time series is extended to produce a variable- and time-simultaneous prediction box for a mu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ccdf5cd218249ad2b9887f2d905bceb
https://doi.org/10.1002/for.2366
https://doi.org/10.1002/for.2366
Autor:
Dag Kolsrud, Ragnar Nymoen
Publikováno v:
Journal of Economic Studies. 42:186-206
Purpose– A standard model of equilibrium unemployment consists of static equations for real-wage ambitions (wage curve) and real-wage scope (price curve), which jointly determine the NAIRU. The heuristics of the model states that unless the rate of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f8f4f3374d75c49f116161a7440b91e
https://doi.org/10.1108/jes-05-2013-0074
https://doi.org/10.1108/jes-05-2013-0074
Autor:
Dag Kolsrud
Publikováno v:
Søkelys på arbeidslivet
Publisert på Idunn: 2017-09-05. Tidsskriftets publiserte versjon er fritt tilgjengelig i elektronisk format fra publiseringsdato. Årene 2003–2013 var en periode med sterk vekst, men også store konjunktursvingninger i norsk økonomi. En nedgang i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fecd571b58fff057b5469019ecedede2
http://hdl.handle.net/11250/2583300
http://hdl.handle.net/11250/2583300
Autor:
Dag Kolsrud, Ragnar Nymoen
Publikováno v:
Australian Economic Papers. 53:41-68
We formulate a small and stylised dynamic macroeconomic model, and study how different specifications of the supply side affect the model's dynamic properties. The wage-price equilibrium-correction model (ECM) and the Phillips curve model (PCM) that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c42991520555e3e56b46441a54fb4d59
https://doi.org/10.1111/1467-8454.12020
https://doi.org/10.1111/1467-8454.12020
Autor:
Dag Kolsrud
Publikováno v:
Journal of Forecasting. 26:171-188
I propose principles and methods for the construction of a time-simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48b5dad5421fa6537f9320780b1afd3d
https://doi.org/10.1002/for.1020
https://doi.org/10.1002/for.1020
Autor:
Dag Kolsrud
Publikováno v:
Computational Economics. 24:159-183
The solution of a nonlinear macroeconometric model with expectations of future-dated variables generally has to be approximated by numerical simulation. A brief review of deterministic, and stochastic dynamic simulations of a backward-looking model i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b55abab608d2ec37eefb3ad9375284c8
https://doi.org/10.1023/b:csem.0000049452.14102.bc
https://doi.org/10.1023/b:csem.0000049452.14102.bc
Autor:
Dag Kolsrud, Steinar Holden
Publikováno v:
European Economic Review. 43:1531-1567
Previous empirical evidence indicates that uncovered interest parity (UIP) does not hold for target zone exchange rates, like those in the European Monetary System and in the Nordic countries. We explore a target zone model where the market infers th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1a14da06f2d5584148da11f4a0fe4e4
https://doi.org/10.1016/s0014-2921(98)00044-0
https://doi.org/10.1016/s0014-2921(98)00044-0