Blar i Publikasjoner fra CRIStin - BI på forfatter "Aastveit, Knut Are"
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Asymmetric effects of monetary policy in regional housing markets
Aastveit, Knut Are; Anundsen, André Kallåk (Journal article; Peer reviewed, 2021)The responsiveness of house prices to monetary policy shocks depends on the nature of the shock—expansionary versus contractionary—and on local housing supply elasticities. These findings are established using a panel of ... -
Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis
Aastveit, Knut Are; Furlanetto, Francesco; Loria, Francesca (Journal article; Peer reviewed, 2021)We investigate whether the Federal Reserve has responded systematically to house and stock prices and whether this response has changed over time using a Bayesian structural VAR model with time-varying parameters and ... -
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
Aastveit, Knut Are; McAlinn, Kenichiro; Nakajima, Jouchi; West, Mike (Working paper, 2019)We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, ...