Leif Anders Thorsrud

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

  • Norges Bank

  • BI Norwegian Business School

SCHOLARLY PAPERS

16

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TOTAL CITATIONS
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Top 7,629

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227

Scholarly Papers (16)

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1.

Business Cycle Narratives

Downloads 605 (96,044)
Citation 8

Business Cycle Narratives

CESifo Working Paper No. 7468
Number of pages: 80 Posted: 21 Feb 2019
Vegard H. Larsen and Leif Anders Thorsrud
BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 482 (125,742)

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business cycles, narratives, Dynamic Factor Model (DFM), Latent Dirichlet Allocation (LDA)

Business Cycle Narratives

Norges Bank Working Paper 03/2018
Number of pages: 75 Posted: 27 Feb 2018
Vegard H. Larsen and Leif Anders Thorsrud
BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 123 (492,045)
Citation 8

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Business cycles, Narratives, Dynamic Factor Model (DFM), Latent Dirichlet Allocation (LDA)

2.

Asset Returns, News Topics, and Media Effects

Norges Bank Working Paper 17/17
Number of pages: 50 Posted: 24 Oct 2017
Vegard H. Larsen and Leif Anders Thorsrud
BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 285 (229,006)
Citation 11

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Stock Returns, News, Machine Learning, Latent Dirichlet Allocation (LDA)

3.

Nowcasting Using News Topics. Big Data versus Big Bank

Norges Bank Working Paper 20/2016
Number of pages: 62 Posted: 19 Jan 2017
Leif Anders Thorsrud
Norges Bank
Downloads 270 (242,151)
Citation 12

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Nowcasting, Dynamic Factor Model (DFM), Latent Dirichlet Allocation (LDA)

4.

Words are the New Numbers: A Newsy Coincident Index of Business Cycles

Norges Bank Working Paper 21/2016
Number of pages: 53 Posted: 19 Jan 2017
Leif Anders Thorsrud
Norges Bank
Downloads 238 (274,639)
Citation 49

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Business cycles, Dynamic Factor Model, Latent Dirichlet Allocation (LDA)

5.

Dutch Disease Dynamics Reconsidered

Downloads 141 (319,960)
Citation 22

Dutch Disease Dynamics Reconsidered

Norges Bank Working Paper 01/2018, ISBN: 978-82-8379-020-7
Number of pages: 41 Posted: 23 Feb 2018
Hilde C. Bjørnland, Leif Anders Thorsrud and Ragnar Torvik
Norwegian School of Management (BI), Norges Bank and Norwegian University of Science and Technology (NTNU) - Department of Economics
Downloads 141 (440,033)
Citation 22

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Dutch disease, resource movements, learning by doing, oil prices, time-varying VAR model

6.

Forecasting GDP with Global Components. This Time is Different

Downloads 179 (358,929)
Citation 7

Forecasting GDP with Global Components. This Time is Different

Norges Bank Working Paper 5 | 2015
Number of pages: 41 Posted: 04 May 2015
Hilde C. Bjørnland, Francesco Ravazzolo and Leif Anders Thorsrud
Norwegian School of Management (BI), Free University of Bozen-Bolzano - Faculty of Economics and Management and Norges Bank
Downloads 137 (450,517)
Citation 1

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Bayesian Dynamic Factor Model (BDFM), forecasting, model uncertainty and global factors

Forecasting GDP with Global Components. This Time is Different

CAMA Working Paper No. 24/2016
Number of pages: 36 Posted: 11 May 2016
Hilde C. Bjørnland, Francesco Ravazzolo and Leif Anders Thorsrud
Norwegian School of Management (BI), Free University of Bozen-Bolzano - Faculty of Economics and Management and Norges Bank
Downloads 42 (926,169)
Citation 6

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Bayesian Dynamic Factor Model (BDFM), forecasting, model uncertainty and global factors

7.

Nowcasting GDP in Real-Time: A Density Combination Approach

Norges Bank Working Paper No. 2011/11
Number of pages: 43 Posted: 30 Sep 2011
Knut Are Aastveit, Karsten R. Gerdrup, Anne Sofie Jore and Leif Anders Thorsrud
University of Oslo - Department of Economics, Central Bank of Norway, Norges Bank and Norges Bank
Downloads 172 (371,854)
Citation 33

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Density combination, Forecast densities, Forecast evaluation, Monetary policy, Nowcasting, Real-time data

8.

What Drives Oil Prices? Emerging Versus Developed Economies

Norges Bank Working Paper 2012/11
Number of pages: 40 Posted: 07 May 2013
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
University of Oslo - Department of Economics, Norwegian School of Management (BI) and Norges Bank
Downloads 126 (480,605)
Citation 29

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oil prices, emerging and developed countries, demand and supply shocks, factor augmented vector autoregressions

9.

Do Central Banks Respond Timely to Developments in the Global Economy?

Downloads 111 (529,501)
Citation 1

Do Central Banks Respond Timely to Developments in the Global Economy?

Norges Bank Working Paper 19/2016
Number of pages: 44 Posted: 19 Jan 2017
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Zahiri
Norwegian School of Management (BI), Norges Bank and BI Norwegian Business School
Downloads 57 (801,598)
Citation 1

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Monetary policy, interest rate path, forecast revisions and global indicators

Do Central Banks Respond Timely to Developments in the Global Economy?

CAMA Working Paper No. 20/2017
Number of pages: 44 Posted: 16 Mar 2017
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Zahiri
Norwegian School of Management (BI), Norges Bank and BI Norwegian Business School
Downloads 54 (823,813)

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Monetary policy, interest rate path, forecast revisions and global indicators

10.

What Drives Oil Prices? Emerging versus Developed Economies

CAMA Working Paper No. 11/2013
Number of pages: 42 Posted: 22 Feb 2013
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 110 (533,029)
Citation 5

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oil prices, emerging & developed countries, demand and supply shocks, factor augmented vector autoregressions

11.

Boom or Gloom? Examining the Dutch Disease in a Two-Speed Economy

Number of pages: 44 Posted: 10 Dec 2013
Hilde C. Bjørnland and Leif Anders Thorsrud
Norwegian School of Management (BI) and Norges Bank
Downloads 107 (544,056)
Citation 4

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Resource boom, oil prices, Dutch disease, learning by doing, two-speed economy, Bayesian Dynamic Factor Model (BDFM)

12.

The World is Not Enough! Small Open Economies and Regional Dependence

Norges Bank Working Paper 16
Number of pages: 59 Posted: 22 Apr 2013
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
University of Oslo - Department of Economics, Norwegian School of Management (BI) and Norges Bank
Downloads 104 (555,630)
Citation 13

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International transmission, world and region, small open economy, FAVAR, Business cycles

13.

Boom or Gloom? Examining the Dutch Disease in Two-Speed Economies

Norges Bank Working Paper 12 | 2014
Number of pages: 49 Posted: 04 May 2015
Hilde C. Bjørnland and Leif Anders Thorsrud
Norwegian School of Management (BI) and Norges Bank
Downloads 103 (559,583)
Citation 13

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Resource boom, commodity prices, Dutch disease, learning by doing, two-speed economy, Bayesian Dynamic Factor Model (BDFM)

14.

Commodity Prices and Fiscal Policy Design: Procyclical Despite a Rule

CAMA Working Paper No. 27/2016
Number of pages: 63 Posted: 11 May 2016
Hilde C. Bjørnland and Leif Anders Thorsrud
Norwegian School of Management (BI) and Norges Bank
Downloads 97 (583,001)
Citation 6

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Time-varying Dynamic Factor Model, commodity prices, fiscal policy, sovereign wealth fund

15.

Global and Regional Business Cycles - Shocks and Propagations

Norges Bank Working Paper 2013 | 08
Number of pages: 37 Posted: 26 May 2013
Leif Anders Thorsrud
Norges Bank
Downloads 95 (590,991)
Citation 8

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Business cycles, Factor model, Globalization, International macro

16.

Weights and Pools for a Norwegian Density Combination

Norges Bank Working Paper No. 2010/06
Number of pages: 27 Posted: 09 Jul 2010
Karsten R. Gerdrup, Christie Smith, Anne Sofie Jore, Leif Anders Thorsrud and Hilde C. Bjørnland
Central Bank of Norway, Government of New Zealand - Department of Economics, Norges Bank, Norges Bank and Norwegian School of Management (BI)
Downloads 51 (829,290)
Citation 6

Abstract:

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Model Combination, Evaluation, Density Forecasting, KLIC