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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2,474

SSRN CITATIONS
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Top 18,328

in Total Papers Citations

58

CROSSREF CITATIONS

10

Scholarly Papers (8)

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1.

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 538 (89,829)
Citation 11

Abstract:

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

2.

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 513 (95,264)
Citation 4

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3.

Business Cycle Narratives

Downloads 494 (99,763)
Citation 4

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 393 (129,300)

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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 101 (450,431)
Citation 8

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

4.

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 258 (203,702)
Citation 11

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

5.

Oil and Macroeconomic (In)Stability

Downloads 208 (250,361)
Citation 11

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 129 (375,459)
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 79 (527,511)
Citation 7

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

6.

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 187 (275,560)
Citation 9

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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 148 (336,347)

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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 128 (376,478)

Abstract:

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