Blar i Scientific articles på forfatter "Larsen, Vegard Høghaug"

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    • Asset Returns, News Topics, and Media Effects 

      Larsen, Vegard Høghaug; Thorsrud, Leif Anders (Peer reviewed; Journal article, 2021)
      We decompose the textual data in a daily Norwegian business newspaper into news topics and investigate their predictive and causal role for asset prices. Our findings suggest that news published through the mass media has ...

    • Components of Uncertainty 

      Larsen, Vegard Høghaug (Journal article; Peer reviewed, 2021)
      Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy’s response to an uncertainty shock? This paper offers a novel identification strategy to disentangle ...

    • Narrative Monetary Policy Surprises and the Media 

      Thorsrud, Leif Anders; Larsen, Vegard Høghaug; ter Ellen, Saskia (Journal article; Peer reviewed, 2020)
      This paper should not be reported as representing the views of Norges Bank. The views expressed are those of the authors and do not necessarily reflect those of Norges Bank. Helene Olsen provided valuable research assistance, ...

    • News media versus FRED-MD for macroeconomic forecasting 

      Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif Anders (Peer reviewed; Journal article, 2021)
      Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer ...

    • News-driven inflation expectations and information rigidities 

      Larsen, Vegard Høghaug; Thorsrud, Leif Anders; Zhulanova, Julia (Journal article; Peer reviewed, 2020)
      Using a large news corpus and machine learning algorithms we investigate the role played by the media in the expectations formation process of households, and conclude that the news topics media report on are good predictors ...