Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Knut Are Aastveit"'
Publikováno v:
Journal of Money, Credit and Banking.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1246a178c1c186590e88ccac97743397
https://doi.org/10.1111/jmcb.13009
https://doi.org/10.1111/jmcb.13009
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6cf3e990ff58e8c301968329eb423e9b
https://doi.org/10.2139/ssrn.4273926
https://doi.org/10.2139/ssrn.4273926
Publikováno v:
International Journal of Forecasting. 35:1790-1799
We assess the importance of residential investment for the prediction of economic recessions for an unbalanced panel of 12 OECD countries over the period 1960Q1–2014Q4. Our approach is to estimate various probit models with different leading indica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a52032501d836cafe3e5ca588b1ff478
https://doi.org/10.1016/j.ijforecast.2018.09.008
https://doi.org/10.1016/j.ijforecast.2018.09.008
Publikováno v:
Review of Economics and Statistics
Do inflation expectations and the associated pass-through of oil price shocks depend on demand and supply conditions underlying the global market for crude oil? We answer this question with a novel structural vector autoregressive model of the global
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8766881e6610c442bacd5762ef34b1ad
https://hdl.handle.net/11250/2978130
https://hdl.handle.net/11250/2978130
Publikováno v:
SSRN Electronic Journal.
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd0b747ced224279e0cd4afebeb44823
https://doi.org/10.2139/ssrn.3866129
https://doi.org/10.2139/ssrn.3866129
Publikováno v:
SSRN Electronic Journal.
Recent developments in US house prices mirror those of the 1996–2006 boom, but the recovery in construction activity has been weak. Using data for 254 US metropolitan areas, we show that housing supply elasticities have fallen markedly in recent ye
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bca9a6779fa6f97c3e6936ed9f368214
https://doi.org/10.2139/ssrn.3520650
https://doi.org/10.2139/ssrn.3520650
Publikováno v:
SSRN Electronic Journal.
Do inflation expectations and the associated pass-through of oil price shocks depend on demand and supply conditions underlying the global market for crude oil? We answer this question with a novel structural vector autoregressive model of the global
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53357539808c84dbc91ed8a1bef72de2
https://doi.org/10.2139/ssrn.3644752
https://doi.org/10.2139/ssrn.3644752
Publikováno v:
SSRN Electronic Journal.
We evaluate the impact of mortgage regulation on credit volumes, household balance sheets and the reaction to adverse economic shocks. Using a comprehensive dataset of all housing transactions in Norway matched with buyers' balance sheet information
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::debbe5e32fd74cd15c9bee5064cb690d
https://doi.org/10.2139/ssrn.3640636
https://doi.org/10.2139/ssrn.3640636
Publikováno v:
Journal of International Money and Finance. 76:50-67
This paper explores if economic uncertainty alters the macroeconomic influence of monetary policy. We use several measures of U.S. economic uncertainty, and estimate their interaction with monetary policy shocks as identified through structural vecto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdf5f22e837301e00bc0a4956b210216
https://doi.org/10.1016/j.jimonfin.2017.05.003
https://doi.org/10.1016/j.jimonfin.2017.05.003
Increasingly, professional forecasters and academic researchers in economics present model-based and subjective or judgment-based forecasts that are accompanied by some measure of uncertainty. In its most complete form this measure is a probability d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cb12c959a0a29965ae4c921a05a5ce5
https://doi.org/10.1093/acrefore/9780190625979.013.381
https://doi.org/10.1093/acrefore/9780190625979.013.381