• Components of Uncertainty 

      Larsen, Vegard Høghaug (CAMP Working Paper Series;4/2017, Working paper, 2017)
      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 identfication strategy to ...
    • Housing wealth in Norway, 1993–2015 

      Fagereng, Andreas; Holm, Martin Blomhoff; Torstensen, Kjersti Næss (Journal article; Peer reviewed, 2020)
      We provide a new estimate of household-level housing wealth in Norway between 1993 and 2015 using an ensemble machine learning method on housing transaction data. The new housing wealth measure is an improvement over ...
    • 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 ...
    • The Value of News 

      Larsen, Vegard H.; Thorsrud, Leif Anders (CAMP Working Paper Series;6/2015, Working paper, 2015)
      We decompose a major business newspaper according to the topics it writes about, and show that the topics have predictive power for key economic variables and, especially noteworthy, for asset prices. Unexpected ...