Browsing Handelshøyskolen BI by Journals "Oxford Bulletin of Economics and Statistics"
Now showing items 1-6 of 6
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Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors
(Peer reviewed; Journal article, 2022)A recent study of Westerlund (CCE in Panels with General Unknown Factors, The Econometrics Journal, 21, 264-276, 2018) showed that a very popular common correlated effects (CCE) estimator is significantly more applicable ... -
Do Central Banks Respond Timely to Developments in the Global Economy?
(Journal article; Peer reviewed, 2019)Our analysis suggests; they do not! We arrive at this conclusion by showing that revisions to the published interest rate path projections from the central banks in New Zealand, Norway and Sweden can be predicted by timely ... -
Large Time-Varying Volatility Models for Hourly Electricity Prices*
(Peer reviewed; Journal article, 2022)We study the importance of time-varying volatility in modelling hourly electricity prices when fundamental drivers are included in the estimation. This allows us to contribute to the literature of large Bayesian VARs by ... -
Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis
(Peer reviewed; Journal article, 2022)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. We would like to thank the editor Francesco ... -
The effect of oil prices on field production: evidence from the Norwegian continental shelf
(Journal article; Peer reviewed, 2016)I use detailed field‐level data on Norwegian offshore oil production and a semi‐parametric additive model to control for the production profile of fields to estimate the effect of oil prices on production. I find no ... -
The effect of oil prices on field production: Evidence from the Norwegian Continental Shelf
(Journal article; Peer reviewed, 2017)I use detailed field-level data on Norwegian offshore oil production and a semi-parametric additive model to control for the production profile of fields to estimate the effect of oil prices on production. I find no ...