Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Roger Hammersland"'
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:
Roger Hammersland, Andreas Benedictow
Publikováno v:
Economic Systems
We have incorporated a financial accelerator mechanism operating through investments in the business sector in a dynamic macroeconometric model of the Norwegian economy. In this new and amended model aggregated credit and equity prices are determined
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b522b6fd2e29b079ae17312e11f93d45
https://hdl.handle.net/11250/2648215
https://hdl.handle.net/11250/2648215
Publikováno v:
Economic Modelling. 36:517-537
This paper studies the salient features of a core macro econometric model that allows for self-reinforcing co-movements between credit, asset prices and real economic activity. In contrast to the economic literature that cultivates highly stylized mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d17f3456ac05baf1268d0d73ad452d38
https://doi.org/10.1016/j.econmod.2013.04.051
https://doi.org/10.1016/j.econmod.2013.04.051
We find empirical evidence of a financial accelerator using a data based procedure of Structural Model Design. Credit to firms, asset prices and aggregate economic activity interact over the business cycle in our empirical model of a dynamic economy.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::57f16cbbd079a2330824baba85a988c0
http://www.ssb.no/a/publikasjoner/pdf/DP/dp569.pdf
http://www.ssb.no/a/publikasjoner/pdf/DP/dp569.pdf
Autor:
Roger Hammersland
This paper addresses how to enhance the role of data in structural model design by utilizing structural breaks and superfluous information as auxiliary tools of exact identification. To illustrate the procedure and to study the simultaneous interplay
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::27c76300b1dce5f24caaf79d0ece0da7
http://www.ssb.no/a/publikasjoner/pdf/DP/dp562.pdf
http://www.ssb.no/a/publikasjoner/pdf/DP/dp562.pdf
Publikováno v:
Norges Bank: Staff Memo. 8/25/2023, Issue 16, p1-21. 21p.
Publikováno v:
Norges Bank: Working Papers. 4/1/2007, Issue 2, p40-43. 4p.
Autor:
von Brasch, Thomas1 vonbrasch@gmail.com, Gjelsvik, Marit Linnea2, Sparrman, Victoria1 Victoria.Sparrman@ssb.no
Publikováno v:
Economic Systems Research. Sep2018, Vol. 30 Issue 3, p380-399. 20p. 1 Diagram, 3 Charts, 5 Graphs.
Autor:
Ben-Haim, Yakov1 yakov@technion.ac.il, Akram, Q. Farooq2 farooq.akram@norges-bank.no, Eitrheim, Øyvind2 oyvind.eitrheim@norges-bank.no
Publikováno v:
Norges Bank: Working Papers. 11/28/2007, Issue 6, p1-28. 28p. 7 Graphs.
Autor:
Furlanetto, Francesco1 francesco.furlanetto@norges-bank.no, Seneca, Martin2 mseneca@econ.au.dk
Publikováno v:
Norges Bank: Working Papers. 10/1/2007, Issue 5, p1-41. 41p. 6 Graphs.