Knut Are Aastveit

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

18

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117

CROSSREF CITATIONS

61

Scholarly Papers (18)

1.

Economic Uncertainty and the Effectiveness of Monetary Policy

Norges Bank Working Paper 17
Number of pages: 34 Posted: 12 Nov 2013
Knut Are Aastveit, Gisle James James Natvik and Sergio Sola
Norges Bank, BI Norwegian Business School - Department of Economics and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 995 (28,371)
Citation 86

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Uncertainty, Monetary Policy, Structural VAR

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Banco de Espana Working Paper No. 1713
Number of pages: 34 Posted: 06 Apr 2017
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 56 (459,179)
Citation 2

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Bayesian VAR, time-varying parameters, monetary policy, house prices, stock market

Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis

Norges Bank Working Paper 01/2017
Number of pages: 28 Posted: 20 Apr 2017
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 39 (535,618)
Citation 2

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Bayesian VAR, Time-varying parameters, Monetary policy, House prices, Stock market

3.

Changing Supply Elasticities and Regional Housing Booms

Bank of England Working Paper No. 844, January 2020
Number of pages: 53 Posted: 17 Jan 2020
Knut Are Aastveit, Bruno Albuquerque and André K. Anundsen
Norges Bank, International Monetary Fund (IMF) and University of Oslo
Downloads 84 (364,288)
Citation 4

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house prices, heterogeneity, housing supply elasticities, monetary policy

4.

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 64 (423,677)
Citation 4

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

5.
Downloads 61 (433,974)
Citation 18

Have Standard VARs Remained Stable Since the Crisis?

FRB of Cleveland Working Paper No. 14-11
Number of pages: 57 Posted: 12 Sep 2014
Norges Bank, Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
Downloads 36 (551,508)
Citation 1

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Bayesian VAR, Forecasting, Time-varying parameters, Stochastic volatility

Have Standard VARs Remained Stable Since the Crisis?

Norges Bank Working Paper 13 | 2014
Number of pages: 57 Posted: 04 May 2015
Norges Bank, Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
Downloads 25 (620,607)
Citation 1

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Bayesian VAR, Forecasting, Time-varying parameters, Stochastic volatility

Have Standard VARs Remained Stable Since the Crisis?

CEPR Discussion Paper No. DP11558
Number of pages: 70 Posted: 10 Oct 2016
Norges Bank, Queen Mary, University of London, Federal Reserve Bank of Cleveland and Bocconi University - Department of Economics
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Citation 7
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6.

Asymmetric Effects of Monetary Policy in Regional Housing Markets

IEB Working Paper N. 2018/08
Number of pages: 54 Posted: 24 Sep 2018
Knut Are Aastveit and André K. Anundsen
Norges Bank and University of Oslo
Downloads 59 (441,094)
Citation 4

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E32, E43, E52, R21, R31

7.

Oil Price Shocks and Monetary Policy in a Data-Rich Environment

Norges Bank Working Paper 2013 | 10
Number of pages: 51 Posted: 26 May 2013
Knut Are Aastveit
Norges Bank
Downloads 55 (455,812)
Citation 8

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Oil demand shocks, Oil supply shocks, Business cycle, Monetary policy, Factor model, FAVAR

8.

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Norges Bank Working Paper 2/2019; ISBN 978-82-8379-068-9
Number of pages: 59 Posted: 15 Feb 2019
Ken McAlinn, Knut Are Aastveit, Jouchi Nakajima and Mike West
Temple University, Fox School of Business, Norges Bank, Bank for International Settlements (BIS) and Duke University - Department of Statistical Science
Downloads 47 (487,705)
Citation 1

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Agent opinion analysis, Bayesian forecasting, Dynamic latent factors models, Dynamic SURE models, Macroeconomic forecasting, Multivariate density forecast combination

9.

Density Forecasts with MIDAS Models

Norges Bank Working Paper 10 | 2014
Number of pages: 46 Posted: 04 May 2015 Last Revised: 28 Nov 2015
Knut Are Aastveit, Claudia Foroni and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 43 (505,470)
Citation 5

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C11, C53, E37

10.

Forecasting Recessions in Real Time

Norges Bank Working Paper 2014 | 02
Number of pages: 31 Posted: 05 Jun 2014
Knut Are Aastveit, Anne Sofie Jore and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 42 (510,019)

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Forecast densities; Turning Points; Real-time data

11.

Inflation Expectations and the Pass-through of Oil Prices

CAMA Working Paper No. 64/2020
Number of pages: 36 Posted: 16 Jul 2020
Knut Are Aastveit, Hilde C. Bjørnland and Jamie Cross
Norges Bank, Norwegian School of Management (BI) and Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 37 (533,946)
Citation 1

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Inflation expectations, inflation pass-through, oil prices

12.

Residential Investment and Recession Predictability

Norges Bank Working Paper 24/2017
Number of pages: 33 Posted: 20 Nov 2017
Knut Are Aastveit, André K. Anundsen and Eyo I Herstad
Norges Bank, University of Oslo and University of Chicago
Downloads 36 (539,063)
Citation 1

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Recession Predictability, Housing, Leading Indicators, Real-Time Data

13.

Identification and Real-Time Forecasting of Norwegian Business Cycles

Norges Bank Working Paper 09 | 2015
Number of pages: 37 Posted: 10 Jun 2015
Knut Are Aastveit, Anne Sofie Jore and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 34 (549,616)
Citation 4

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Business cycle; Dating rules; Turning Points; Real-time data

Combined Density Nowcasting in an Uncertain Economic Environment

Norges Bank Working Paper 17 | 2014
Number of pages: 38 Posted: 04 May 2015
Knut Are Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 18 (673,872)
Citation 8

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Density forecast combination; Survey forecast; Bayesian filtering; Sequential Monte Carlo Nowcasting; Real-time data

Combined Density Nowcasting in an Uncertain Economic Environment

Tinbergen Institute Discussion Paper 14-152/III
Number of pages: 38 Posted: 12 Dec 2014
Knut Are Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 15 (697,833)

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Density forecast combination; Survey forecast; Bayesian Filtering; Sequential Monte Carlo Nowcasting, Real-time Data

15.

Mortgage Regulation and Financial Vulnerability at the Household Level

Norges Bank Working Paper 6/20
Number of pages: 47 Posted: 01 Jul 2020
Knut Are Aastveit, Ragnar Juelsrud and Ella Getz Wold
Norges Bank, Norges Bank and Brown University
Downloads 31 (571,667)

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Household leverage, Financial regulation, Macroprudential policy, Mortgage markets

16.

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Tinbergen Institute Discussion Paper 2021-053/III
Number of pages: 39 Posted: 15 Jun 2021
Knut Are Aastveit, Jamie Cross and H. K. van Dijk
Norges Bank, Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School and Tinbergen Institute
Downloads 9 (719,879)

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Oil price, Forecast density combination, Bayesian forecasting, Instabilities, Model uncertainty

17.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (805,085)
Citation 10

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Forecasting, Model Uncertainty, Density Combinations

18.

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

The Scandinavian Journal of Economics, Vol. 118, Issue 1, pp. 168-195, 2016
Number of pages: 28 Posted: 19 Jan 2016
Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 0 (805,085)
Citation 3
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Business cycle synchronization, factor model, globalization, international transmission, regionalism