Blar i Discussion Papers på emneord "Makroøkonomi"
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Credit conditions indices : controlling for regime shifts in the Norwegian credit market
(Discussion Papers;646, Working paper, 2011)The interaction between financial markets and the macroeconomy can be strongly affected by changes in credit market regulations. In order to take account of these effects we control explicitly for regime shifts in a system ... -
Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations
(Discussion Papers;No. 871, Working paper, 2018-02-12)The paper suggests two encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. An invariant measure for forecast accuracy is necessary as the conclusions otherwise can depend ... -
The financial accelerator : evidence using a procedure of structural model design
(Discussion Papers;569, Working paper, 2008)We find empirical evidence of a financial accelerator using a data based procedure of Structural Model Design. Credit to firms, asset prices and aggregate economic activity interact over the business cycle in our empirical ...