Vegard H. Larsen

BI Norwegian Business School, Department of Data Science and Analytics

Associate Professor

Nydalsveien 37

Oslo, 0442

Norway

  • BI Norwegian Business School, Department of Data Science and Analytics

SCHOLARLY PAPERS

8

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Top 35,341

in Total Papers Downloads

3,023

TOTAL CITATIONS
Rank 16,988

SSRN RANKINGS

Top 16,988

in Total Papers Citations

57

Scholarly Papers (8)

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1.

Climate Risk and Commodity Currencies

CESifo Working Paper No. 8788
Number of pages: 49 Posted: 28 Dec 2020
Felix Kapfhammer, Vegard H. Larsen and Leif Anders Thorsrud
BI Norwegian Business School, BI Norwegian Business School, Department of Data Science and Analytics and Centre for Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 679 (81,274)
Citation 8

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2.

Business Cycle Narratives

Downloads 603 (94,650)
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 481 (123,630)

Abstract:

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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 122 (483,868)
Citation 8

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

3.

Components of Uncertainty

Norges Bank Working Paper 5/2017
Number of pages: 41 Posted: 20 Apr 2017
Vegard H. Larsen
BI Norwegian Business School, Department of Data Science and Analytics
Downloads 591 (97,083)
Citation 11

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Newspaper, Topic model, Uncertainty, Business cycles, Machine learning

4.

Business Cycles in an Oil Economy: Lessons from Norway

Norges Bank Working Paper 16/2016
Number of pages: 67 Posted: 19 Jan 2017
Drago Bergholt and Vegard H. Larsen
Norges Bank and BI Norwegian Business School, Department of Data Science and Analytics
Downloads 291 (219,580)
Citation 9

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5.

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 284 (225,235)
Citation 11

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

6.

Oil and Macroeconomic (In)Stability

Downloads 248 (258,418)
Citation 10

Oil and Macroeconomic (In)Stability

Norges Bank Working Paper 12/16
Number of pages: 50 Posted: 24 Sep 2016
Hilde C. Bjørnland, Vegard H. Larsen and Junior Maih
Norwegian School of Management (BI), BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 151 (406,940)
Citation 3

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Oil and Macroeconomic (In)Stability

CAMA Working Paper No. 79/2017
Number of pages: 52 Posted: 11 Dec 2017
Hilde C. Bjørnland, Vegard H. Larsen and Junior Maih
Norwegian School of Management (BI), BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 97 (574,740)
Citation 7

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Oil price, Great Moderation, New-Keynesian model, Markov Switching

7.

Business Cycles in an Oil Economy

BIS Working Paper No. 618
Number of pages: 35 Posted: 01 Apr 2017
Drago Bergholt, Vegard H. Larsen and Martin Seneca
Norges Bank, BI Norwegian Business School, Department of Data Science and Analytics and Bank of England
Downloads 171 (365,795)

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DSGE, small open economy, oil and macro, Bayesian estimation

8.

News Media vs. FRED-MD for Macroeconomic Forecasting

CESifo Working Paper No. 8639
Number of pages: 45 Posted: 28 Oct 2020
Jon Ellingsen, Vegard H. Larsen and Leif Anders Thorsrud
BI Norwegian Business School, BI Norwegian Business School, Department of Data Science and Analytics and Centre for Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School
Downloads 156 (395,715)

Abstract:

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forecasting, real-time, machine learning, news, text data