Knut Aastveit

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

14

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30

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56

Scholarly Papers (14)

1.

Economic Uncertainty and the Effectiveness of Monetary Policy

Norges Bank Working Paper 17
Number of pages: 34 Posted: 12 Nov 2013
Norges Bank, BI Norwegian Business School - Department of Economics and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 577 (46,557)
Citation 42

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Uncertainty, Monetary Policy, Structural VAR

2.

What Drives Oil Prices? Emerging versus Developed Economies

CAMA Working Paper No. 11/2013
Number of pages: 42 Posted: 22 Feb 2013
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 62 (353,704)

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

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
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 36 (454,489)
Citation 1

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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
Norges Bank, Norges Bank and Board of Governors of the Federal Reserve System
Downloads 24 (518,712)
Citation 3

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

4.
Downloads 54 (378,313)
Citation 10

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 European University Institute
Downloads 35 (459,052)
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 European University Institute
Downloads 19 (550,985)
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 European University Institute
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5.

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 Aastveit
Norges Bank
Downloads 45 (408,904)
Citation 5

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

6.

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 Aastveit, Claudia Foroni and Francesco Ravazzolo
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 42 (420,102)
Citation 2

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C11, C53, E37

7.

Forecasting Recessions in Real Time

Norges Bank Working Paper 2014 | 02
Number of pages: 31 Posted: 05 Jun 2014
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 39 (431,924)

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Forecast densities; 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 Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 16 (570,626)
Citation 3

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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 Aastveit, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 14 (584,145)

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

9.

Identification and Real-Time Forecasting of Norwegian Business Cycles

Norges Bank Working Paper 09 | 2015
Number of pages: 37 Posted: 10 Jun 2015
Norges Bank, Norges Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 29 (476,041)
Citation 2

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

10.

Residential Investment and Recession Predictability

Norges Bank Working Paper 24/2017
Number of pages: 33 Posted: 20 Nov 2017
Knut Aastveit, André K. Anundsen and Eyo I Herstad
Norges Bank, University of Oslo and University of Chicago
Downloads 28 (481,162)
Citation 1

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

11.

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 Aastveit, Jouchi Nakajima and Mike West
University of Chicago - Booth School of Business, Norges Bank, Bank for International Settlements (BIS) and Duke University - Department of Statistical Science
Downloads 25 (497,297)

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

12.

Asymmetric Effects of Monetary Policy in Regional Housing Markets

IEB Working Paper N. 2018/08
Number of pages: 54 Posted: 24 Sep 2018
Knut Aastveit and André K. Anundsen
Norges Bank and University of Oslo
Downloads 19 (532,192)
Citation 2

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E32, E43, E52, R21, R31

13.

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, Warwick Business School, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (674,268)
Citation 2

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Forecasting, Model Uncertainty, Density Combinations

14.

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
Norges Bank, Norwegian School of Management (BI) and Norges Bank
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Business cycle synchronization, factor model, globalization, international transmission, regionalism