Browsing Statistics Norway's Open Research Repository (SNORRe) by Subject "Valutakurser"
Now showing items 1-6 of 6
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Hvor raskt og sterkt er valutakursgjennomslaget i norsk økonomi?
(Journal article, 2005)I en liten åpen økonomi som den norske spiller valutakursen en viktig rolle for prisutviklingen. Overgang fra en pengepolitikk som sikter mot fast valutakurs til en politikk med et inflasjonsmål og flytende valutakurs, innebærer ... -
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
(Discussion Papers;601, Working paper, 2009)This paper aims to develop new methods for statistical inference in a class of stochastic volatility models for financial data based on non-Gaussian Ornstein-Uhlenbeck (OU) processes. Our approach uses indirect inference ... -
Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach
(Discussion Papers;614, Working paper, 2010)This paper extends the ordinary quasi-likelihood estimator for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck (OU) processes to vector processes. Despite the fact that multivariate modeling of asset ... -
Renta bestemmer det meste : valutakursutviklingen etter 31. mars 2001
(Journal article, 2006)I perioden etter mars 2001, da pengepolitikken ble endret og Norges Bank tok i bruk renta for å stabilisere prisstigningen, har det vært store svingninger i valutakursen. I denne artikkelen oppsummeres de viktigste egenskapene ... -
Trade liberalisation and import price behaviour : the case of textiles and wearing apparels
(Discussion Papers;605, Working paper, 2010)Previous studies on the relationship between exchange rates and traded goods prices typically find evidence of incomplete pass-through, usually explained by pricing-to-market behaviour. Although economic theory predicts ... -
Using Engel curves to estimate purchasing power parity : a case study of the computation of the exchange rate between the Norwegian krone and the U.S. dollar
(Discussion Papers;580, Working paper, 2009)Standard practice of estimating purchasing power parities (PPP) involves using prices, in domestic currencies, of a common basket of goods and services, then calculating the price-equalizing exchange rate. In this article, ...