> Publishers' series
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Unveiling inflation oil shocks, supply chain pressures, and expectations Knut Are Aastveit, Hilde C. Bjørnland, Jamie L. Cross and Helene Olsen Kalstad
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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A constrained dynamic nelson-siegel model for monetary policy analysis Jamie L. Cross, Aubrey Poon, Wenying Yao, and Dan Zhu
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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Common trends and country specific heterogeneities in long-run world energy consumption Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Isaac Miller and Joon Y. Park
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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The influence of fiscal and monetary policies on the shape of the yield curve Yoosoon Chang, Fabio Gómez-Rodríguez and Christian Matthes
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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Accounting for individual-specific heterogeneity in intergenerational income mobility Yoosoon Chang, Steven N. Durlauf, Bo Hu and Joon Y. Park
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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Taylor rules with endogenous regimes Knut Are Aastveit, Jamie Cross, Francesco Furlanetto and Herman K. Van Dijk
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]
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The economic consequences of effective carbon taxes Felix Kapfhammer
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring Yoosoon Chang, Ana María Herrera and Elena Pesavento
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Oil and the stock market revisited a mixed functional var approach Hilde C. Bjørnland, Yoosoon Chang and Jamie L. Cross
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Where do they care? the ECB in the media and inflation expectations Vegard Høghaug Larsen, Nicolò Maffei-Faccioli and Laura Pagenhardt
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Risky news and credit market sentiment Paul Labonne and Leif Anders Thorsrud
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Business cycle and health dynamics during the COVID-19 pandemic a scandinavian perspective Hilde C. Bjørnland, Malin C. Jensen and Leif Anders Thorsrud
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Bayesian mode inference for discrete distributions in economics and finance Jamie Cross, Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Uncertainty and the term structure of interest rates Jamie Cross, Aubrey Poon and Dan Zhu
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Probabilistic quantile factor analysis Dimitris Korobilis and Maximilian Schröder
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Monitoring multicountry macroeconomic risk Dimitris Korobilis and Maximilian Schröder
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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The interplay between monetary and fiscal policy in a small open economy Øistein Røisland, Tommy Sveen and Ragnar Torvik
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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The drivers of emission reductions in the European carbon market Hilde C. Bjørnland, Jamie L. Cross and Felix Kapfhammer
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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A Bayesian DSGE approach to modelling cryptocurrency Stylianos Asimakopoulos, Marco Lorusso and Francesco Ravazzolo
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Fiscal policy regimes in resource-rich economies Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso and Francesco Ravazzolo
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Monetary policy shocks and exchange rate dynamics in small open economies Madison Terrell, Qazi Haque, Jamie L. Cross and Firmin Doko Tchatoka
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2023]
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Macroeconomic uncertainty and bank lending Ragnar E. Juelsrud, Vegard H. Larsen
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Lost in transition? earnings losses of displaced petroleum workers Jon Ellingsen, Caroline Espegren
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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The effect of rising energy prices amid geopolitical developments and supply disruptions Hilde C. Bjørnland
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Dominant drivers of national inflation Jan Ditzen and Francesco Ravazzolo
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Monetary policy when export revenues drop Drago Bergholt, Øistein Røisland, Tommy Sveen, Ragnar Torvik
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Oil windfalls and regional economic performance in Russia Julia Skretting
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Local economic development and oil discoveries Jonas Hveding Hamang
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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Quantifying supply-side climate policies Lassi Ahlvik, Jørgen Juel Andersen, Jonas Hveding Hamang and Torfinn Harding
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2022]
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OPEC's crude game strategic competition and regime-switching in global oil markets Thomas Størdal Gundersen and Even Soltvedt Hvinden
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2021]
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The inefficient combination competitive markets, free entry, and democracy Halvor Mehlum, Gisle Natvik and Ragnar Torvik
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2021]
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Do central banks respond to exchange rate movements? a Markov-switching structural investigation of commodity exporters and importers Ragna Alstadheim, Hilde C. Bjørnland and Junior Maih
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2021]
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The price responsiveness of shale producers evidence from micro data Knut Are Aastveit, Hilde C. Bjørnland and Thomas S. Gundersen
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2021]
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Quantifying time-varying forecast uncertainty and risk for the real price of oil Knut Are Aastveit, Jamie L. Cross and Herman K. van Dijk
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2021]
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Macroeconomic forecasting with large stochastic volatility in mean VARs Jamie L. Cross, Chenghan Hou, Gary Koop and Aubrey Poon
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2021]
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The role of precautionary and speculative demand in the global market for crude oil Jamie L. Cross, Bao H. Nguyen and Trung Duc Tran
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2021]
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The household effects of mortgage regulation Knut Are Aastveit, Ragnar Enger Juelsrud and Ella Getz Wold
Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2021]
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Time-varying trend models for forecasting inflation in Australia Na Guo, Bo Zhang and Jamie Cross
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Climate risk and commodity currencies Felix Kapfhammer, Vegard H. Larsen and Leif Anders Thorsrud
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Oil and fiscal policy regimes Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso and Francesco Ravazzolo
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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The impact of monetary policy on leading variables for financial stability in Norway Helene Olsen and Harald Wieslander
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Inflation expectations and the passthrough of oil prices Knut Are Aastveit, Hilde C. Bjørnland and Jamie L. Cross
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Large time-varying volatility models for electricity prices Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Macroeconomics in the time of the Corona Halvor Mehlum and Ragnar Torvik
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Deadly variation the effect of temperature variability on mortality Isabel Hovdahl
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Behavioral changes and policy effects during Covid-19 evidence from day-by-day sales and bid-by-bid auction logs in the housing market André Kallåk Anundsen, Bjørnar Karlsen Kivedal, Erling Røed Larsen and Leif Anders Thorsrud
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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News media vs. FRED-MD for macroeconomic forecasting Jon Ellingsen, Vegard H. Larsen and Leif Anders Thorsrud
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Proper scoring rules for evaluating asymmetry in density forecasting Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]
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Changing supply elasticities and regional housing booms Knut Are Aastveit, Bruno Albuquerque and André Anundsen
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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Narrative monetary policy surprises and the media Saskia ter Ellen, Vegard H. Larsen and Leif Anders Thorsrud
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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OPEC's crude game the supply curve in a dynamic, strategic environment Even Comfort Hvinden
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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Multivariate Bayesian predictive synthesis in macroeconomic forecasting Kenichiro McAlinn, Knut Are Aastveit, Jouchi Nakajima, & Mike West
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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News-driven inflation expectations and information rigidities Vegard H. Larsen, Leif Anders Thorsrud and Julia Zhulanova
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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Supply flexibility in the shale patch facts, no fiction Hilde C. Bjørnland
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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New kid on the block? China vs the US in world oil markets Jamie Cross, Bao H. Nguyen and Bo Zhang
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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Forecasting energy commodity prices a large global dataset sparse approach Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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On the use of machine learning for causal inference in climate economics Isabel Hovdahl
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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A new economic framework a DSGE model with cryptocurrency Stylianos Asimakopoulos, Marco Lorusso and Francesco Ravazzolo
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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Is monetary policy always effective? incomplete interest rate pass-through in a DSGE model Andrew Binning, Hilde C. Bjørnland and Junior Maih
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2019]
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On the China factor in international oil markets a regime switching apporach Jamie L. Cross, Chenghan Hou and Bao H. Nguyen
Oslo: Centre for Applied Macroeconomics and Commodity Prices, 2018
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International transmission of macroeconomic uncertainty in small open economies an empirical approach Jamie L. Cross, Chenghan Hou and Aubrey Poon
Oslo: Centre for Applied Macroeconomics and Commodity Prices, 2018
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Mind the gap! stylized dynamic facts and structural models Fabio Canova and Filippo Ferroni
Oslo: Centre for Applied Macroeconomics and Commodity Prices, 2018
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Growth with age-dependent preferences Halvor Mehlum, Ragnar Torvik and Simone Valente
Oslo: Centre for Applied Macroeconomics and Commodity Prices, 2018
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Forecasting cryptocurrencies financial time series Leopoldo Catania, Stefano Grassi and Francesco Ravazzolo
Oslo: Centre for Applied Macro- and Petroleum Economics, 2018
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Business cycle narratives Vegard H. Larsen and Leif Anders Thorsrud
Oslo: Centre for Applied Macro- and Petroleum Economics, [March 15, 2018]
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The impact of U.S. supply shocks on the global oil price Thomas S. Gundersen
Oslo: Centre for Applied Macro- and Petroleum Economics, [April 26, 2018]
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Markov switching panel with network interaction effects Komla Mawulom Agudze, Monica Billio, Roberto Casarin and Francesco Ravazzolo
Oslo: Centre for Applied Macro- and Petroleum Economics, 2018
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Comparing the forecasting performances of linear models for electricity prices with high RES penetration Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
Oslo: Centre for Applied Macro- and Petroleum Economics, 2018
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Predicting the volatility of cryptocurrency time-series Leopoldo Catania, Stefano Grassi and Francesco Ravazzolo
Oslo: Centre for Applied Macro- and Petroleum Economics, 2018
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Dutch disease dynamics reconsidered Hilde C. Bjørnland, Leif Anders Thorsrud and Ragnar Torvik
Oslo: Centre for Applied Macro- and Petroleum Economics, [February 6, 2018]
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The shale oil boom and the U.S. economy spillovers and time-varying effects Hilde C. Bjørnland and Julia Zhulanova
Oslo: Centre for Applied Macro- and Petroleum Economics, [October 16, 2018]
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State space models with endogenous regime switching Yoosoon Chang, Junior Maih and Fei Tan
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [November 24, 2018]
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A composite likelihood approach for dynamic structural models Fabio Canova and Christian Matthes
Oslo: Centre for Applied Macroeconomics and Commodity Prices, [October 8, 2018)
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Asymmetric effects of monetary policy in regional housing markets Knut Are Aastveit and André K. Anundsen
Oslo: Centre for Applied Macro- and Petroleum Economics, [December 2017]
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Oil and macroeconomic (in)stability Hilde C. Bjrørnland, Vegard H. Larsen and Junior Maih
Oslo: Centre for Applied Macro- and Petroleum Economics, [November 29, 2017]
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Residential investment and recession predictability Knut Are Aastveit, André K. Anundsen and Eyo I. Herstad
Oslo: Centre for Applied Macro- and Petroleum Economics, [December 2017]
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Modelling occasionally binding constraints using regime-switching Andrew Binning and Junior Maih
Oslo: Centre for Applied Macro- and Petroleum Economics, [November 14, 2017]